PIMCOFUNDS > PIMCO Funds
PIMCO Income Fund
$131.24B
Avg Monthly Net Assets
$345.04B
Total Assets
$191.72B
Total Liabilities
$153.32B
Net Assets
PIMCO Income Fund is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has seven share classes
and monthly net assets of $131.24B.
On August 28th, 2024 it reported 9,195 holdings, the largest
being UMBS PASS THRU POOLS (11.9%), UMBS PASS THRU POOLS (7.0%) and UMBS PASS THRU POOLS (6.1%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Administrative | C000046103 | PIINX | |
| Class A | C000046098 | PONAX | |
| Class C | C000046099 | PONCX | |
| Class I-2 | C000064169 | PONPX | |
| Class I-3 | C000200460 | PIPNX | |
| Class R | C000046101 | PONRX | |
| Institutional | C000046102 | PIMIX |
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 |
|---|---|---|---|---|---|---|
| 20 TSQ GROUNDCO LLC TSQ 2018 20TS A 144A (20 TIMES SQUARE TRUST 2018-20TS) | Long | ABS-mortgage backed security | US | $28M | – | 0.02 |
| 20 TSQ GROUNDCO LLC TSQ 2018 20TS B 144A (20 TIMES SQUARE TRUST 2018-20TS) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| 20 TSQ GROUNDCO LLC TSQ 2018 20TS C 144A (20 TIMES SQUARE TRUST 2018-20TS) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| 20 TSQ GROUNDCO LLC TSQ 2018 20TS D 144A (20 TIMES SQUARE TRUST 2018-20TS) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| 20 TSQ GROUNDCO LLC TSQ 2018 20TS E 144A (20 TIMES SQUARE TRUST 2018-20TS) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| 20 TSQ GROUNDCO LLC TSQ 2018 20TS F 144A (20 TIMES SQUARE TRUST 2018-20TS) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| 20 TSQ GROUNDCO LLC TSQ 2018 20TS G 144A (20 TIMES SQUARE TRUST 2018-20TS) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| 3 MONTH SOFR FUT DEC24 XCME 20250318 | Derivative-interest rate | US | $16M | – | 0.01 | |
| 3 MONTH SOFR FUT DEC25 XCME 20260317 | Derivative-interest rate | US | $12M | – | 0.01 | |
| 3 MONTH SOFR FUT JUN24 XCME 20240917 | Derivative-interest rate | US | $23M | – | 0.01 | |
| 3 MONTH SOFR FUT JUN25 XCME 20250916 | Derivative-interest rate | US | $13M | – | 0.01 | |
| 3 MONTH SOFR FUT MAR25 XCME 20250617 | Derivative-interest rate | US | $13M | – | 0.01 | |
| 3 MONTH SOFR FUT MAR26 XCME 20260616 | Derivative-interest rate | US | $11M | – | 0.01 | |
| 3 MONTH SOFR FUT SEP24 XCME 20241217 | Derivative-interest rate | US | $20M | – | 0.01 | |
| 3 MONTH SOFR FUT SEP25 XCME 20251216 | Derivative-interest rate | US | $10M | – | 0.01 | |
| 31750NJ72 PIMCO FXVAN CALL USD MXN 18.23000000 | Derivative-foreign exchange | US | $-9M | – | -0.01 | |
| 31750NJB3 PIMCO FXVAN CALL USD MXN 18.25000000 | Derivative-foreign exchange | US | $-9M | – | -0.01 | |
| 31750NKT2 PIMCO FXVAN CALL USD MXN 18.15000000 | Derivative-foreign exchange | US | $-9M | – | -0.01 | |
| 31750NMB9 PIMCO FXVAN CALL USD MXN 18.15000000 | Derivative-foreign exchange | US | $-9M | – | -0.01 | |
| 31750NMJ2 PIMCO FXVAN CALL USD MXN 18.10000000 | Derivative-foreign exchange | IE | $-4M | – | -0.00 | |
| 31750NN28 PIMCO FXVAN CALL USD MXN 18.15000000 | Derivative-foreign exchange | US | $-9M | – | -0.01 | |
| 31750O8V9 OTC ECAL FN 5.0 JUL24 97.96875 CALL | Derivative-interest rate | US | $-14K | – | -0.00 | |
| 31750O8W7 OTC EPUT FN 5.0 JUL24 94.96875 PUT | Derivative-interest rate | US | $-12K | – | -0.00 | |
| 31750O8X5 OTC ECAL FN 5.0 JUL24 97.96875 CALL | Derivative-interest rate | US | $-17K | – | -0.00 | |
| 31750OBM5 OTC ECAL FN 5.0 JUL24 97.71875 CALL | Derivative-interest rate | US | $-25K | – | -0.00 | |
| 31750OCU6 OTC ECAL FN 5.0 JUL24 97.25 CALL | Derivative-interest rate | US | $-100K | – | -0.00 | |
| 31750OCW2 OTC ECAL FN 5.0 JUL24 97.265625 CALL | Derivative-interest rate | US | $-90K | – | -0.00 | |
| 31750OJW5 OTC ECAL FN 5.0 AUG24 98.59375 CALL | Derivative-interest rate | US | $-120K | – | -0.00 | |
| 31750OK60 OTC EPUT FN 5.0 AUG24 95.59375 PUT | Derivative-interest rate | US | $-322K | – | -0.00 | |
| 3175AC919 PIMCO FLOOR USD 0.0255 USD SOFR COMP | Derivative-interest rate | US | $-2M | – | -0.00 | |
| 3175AC935 PIMCO FLOOR USD 0.03018 USD SOFR COM | Derivative-interest rate | US | $-359.76 | – | -0.00 | |
| 3175AC950 PIMCO CAP USD 0.026175 USD SOFR COMP | Derivative-interest rate | US | $-72M | – | -0.05 | |
| 3175ET223 PIMCO FLOOR USD 0.02224 USD SOFR COM | Derivative-interest rate | US | $-779K | – | -0.00 | |
| 3175ET9M2 PIMCO FLOOR USD 0.02596 USD SOFR COM | Derivative-interest rate | US | $-340K | – | -0.00 | |
| 3175JI9T6 PIMCO FLOOR USD 0.026175 USD SOFR CO | Derivative-interest rate | US | $-4M | – | -0.00 | |
| 3175MR9F2 PIMCO CAP USD 0.0255 USD SOFR COMPOU | Derivative-interest rate | US | $-49M | – | -0.03 | |
| 3175OQ913 PIMCO CAP USD 0.02224 USD SOFR COMPO | Derivative-interest rate | US | $-26M | – | -0.02 | |
| 3175XG9F4 PIMCO CAP USD 0.02596 USD SOFR COMPO | Derivative-interest rate | US | $-41M | – | -0.03 | |
| 317U0TIA8 PIMCO FPPSWAPTION 2.17 PUT USD | Derivative-interest rate | US | $34M | – | 0.02 | |
| 317U0TJA7 PIMCO FPPSWAPTION 2.17 CALL USD | Derivative-interest rate | US | $7M | – | 0.00 | |
| 317U0TKA5 PIMCO SWAPTION 2.59 CALL USD 2024071 | Derivative-interest rate | US | $127.75 | – | 0.00 | |
| 317U0TLA4 PIMCO SWAPTION 2.59 PUT USD 20240719 | Derivative-interest rate | US | $47M | – | 0.03 | |
| 317U0U5A9 PIMCO FPPSWAPTION 2.4 PUT USD | Derivative-interest rate | US | $34M | – | 0.02 | |
| 317U0U6A8 PIMCO FPPSWAPTION 2.4 CALL USD | Derivative-interest rate | US | $5M | – | 0.00 | |
| 317U0U9A5 PIMCO SWAPTION 2.62 CALL USD 2024072 | Derivative-interest rate | US | $179.88 | – | 0.00 | |
| 317U0UAA3 PIMCO SWAPTION 2.62 PUT USD 20240722 | Derivative-interest rate | US | $41M | – | 0.03 | |
| 317U0UHA6 PIMCO FPPSWAPTION 2.18 PUT USD | Derivative-interest rate | US | $61M | – | 0.04 | |
| 317U0UIA5 PIMCO FPPSWAPTION 2.18 CALL USD | Derivative-interest rate | US | $9M | – | 0.01 | |
| 317U0UMA0 PIMCO SWAPTION 2.645 PUT USD 2024072 | Derivative-interest rate | US | $69M | – | 0.05 | |
| 317U0UNA9 PIMCO SWAPTION 2.645 CALL USD 202407 | Derivative-interest rate | US | $195.57 | – | 0.00 | |
| 317U0V7A5 PIMCO FPPSWAPTION 2.11 CALL USD | Derivative-interest rate | US | $6M | – | 0.00 | |
| 317U0VAA1 PIMCO FPPSWAPTION 2.11 PUT USD | Derivative-interest rate | US | $39M | – | 0.03 | |
| 317U0XZA0 PIMCO SWAPTION 2.2425 PUT USD 202408 | Derivative-interest rate | US | $26M | – | 0.02 | |
| 317U0Y0A6 PIMCO SWAPTION 2.2425 CALL USD 20240 | Derivative-interest rate | US | $60.55 | – | – | |
| 317U5XSA3 PIMCO SWAPTION 4.35 PUT USD 20240708 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U5XTA2 PIMCO SWAPTION 3.8 CALL USD 20240708 | Derivative-interest rate | US | $-139K | – | -0.00 | |
| 317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072 | Derivative-interest rate | US | $-121K | – | -0.00 | |
| 317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407 | Derivative-interest rate | US | $-334K | – | -0.00 | |
| 317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628 | Derivative-interest rate | US | $-10.7 | – | – | |
| 317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062 | Derivative-interest rate | US | $-926K | – | -0.00 | |
| 317U65EA8 PIMCO SWAPTION 3.03 PUT EUR 20240628 | Derivative-interest rate | US | $-7.3 | – | – | |
| 317U65FA7 PIMCO SWAPTION 2.76 CALL EUR 2024062 | Derivative-interest rate | US | $-7.3 | – | – | |
| 317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062 | Derivative-interest rate | US | $-16.16 | – | – | |
| 317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406 | Derivative-interest rate | US | $-526K | – | -0.00 | |
| 317U65XA7 PIMCO SWAPTION 4.15 PUT GBP 20240703 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U65YA6 PIMCO SWAPTION 3.8 CALL GBP 20240703 | Derivative-interest rate | US | $-74K | – | -0.00 | |
| 317U66EA6 PIMCO SWAPTION 3.8435 CALL USD 20240 | Derivative-interest rate | US | $-275K | – | -0.00 | |
| 317U66FA5 PIMCO SWAPTION 4.1935 PUT USD 202407 | Derivative-interest rate | US | $-45K | – | -0.00 | |
| 317U66HA3 PIMCO SWAPTION 2.7 CALL EUR 20240704 | Derivative-interest rate | US | $-23K | – | -0.00 | |
| 317U66IA2 PIMCO SWAPTION 3.0 PUT EUR 20240704 | Derivative-interest rate | US | $-30K | – | -0.00 | |
| 317U66KA9 PIMCO SWAPTION 3.8 CALL USD 20240705 | Derivative-interest rate | US | $-50K | – | -0.00 | |
| 317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705 | Derivative-interest rate | US | $-25K | – | -0.00 | |
| 317U67AA8 PIMCO SWAPTION 3.7 CALL GBP 20240705 | Derivative-interest rate | US | $-43K | – | -0.00 | |
| 317U67BA7 PIMCO SWAPTION 4.07 PUT GBP 20240705 | Derivative-interest rate | US | $-39K | – | -0.00 | |
| 317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705 | Derivative-interest rate | US | $-75K | – | -0.00 | |
| 317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070 | Derivative-interest rate | US | $-74K | – | -0.00 | |
| 317U69VA1 PIMCO SWAPTION 4.235 PUT USD 2024071 | Derivative-interest rate | US | $-83K | – | -0.00 | |
| 317U69WA0 PIMCO SWAPTION 3.885 CALL USD 202407 | Derivative-interest rate | US | $-643K | – | -0.00 | |
| 317U6AHA4 PIMCO SWAPTION 2.82 CALL EUR 2024071 | Derivative-interest rate | US | $-265K | – | -0.00 | |
| 317U6AIA3 PIMCO SWAPTION 3.12 PUT EUR 20240711 | Derivative-interest rate | US | $-31K | – | -0.00 | |
| 317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708 | Derivative-interest rate | US | $-56K | – | -0.00 | |
| 317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070 | Derivative-interest rate | US | $-616K | – | -0.00 | |
| 317U6BBA8 PIMCO SWAPTION 2.74 CALL EUR 2024071 | Derivative-interest rate | US | $-163K | – | -0.00 | |
| 317U6BCA7 PIMCO SWAPTION 3.04 PUT EUR 20240715 | Derivative-interest rate | US | $-86K | – | -0.00 | |
| 317U6BUA7 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-38K | – | -0.00 | |
| 317U6BVA6 PIMCO SWAPTION 2.88 PUT EUR 20240715 | Derivative-interest rate | US | $-227K | – | -0.00 | |
| 317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407 | Derivative-interest rate | US | $-119K | – | -0.00 | |
| 317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071 | Derivative-interest rate | US | $-1M | – | -0.00 | |
| 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407 | Derivative-interest rate | US | $-97K | – | -0.00 | |
| 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071 | Derivative-interest rate | US | $-511K | – | -0.00 | |
| 317U6C2A6 PIMCO SWAPTION 2.61 CALL EUR 2024071 | Derivative-interest rate | US | $-34K | – | -0.00 | |
| 317U6C3A5 PIMCO SWAPTION 2.94 PUT EUR 20240715 | Derivative-interest rate | US | $-121K | – | -0.00 | |
| 317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724 | Derivative-interest rate | US | $-300K | – | -0.00 | |
| 317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072 | Derivative-interest rate | US | $-43K | – | -0.00 | |
| 317U6CKA6 PIMCO SWAPTION 2.63 CALL EUR 2024071 | Derivative-interest rate | US | $-81K | – | -0.00 | |
| 317U6CLA5 PIMCO SWAPTION 2.97 PUT EUR 20240717 | Derivative-interest rate | US | $-177K | – | -0.00 | |
| 317U6D4A2 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-64K | – | -0.00 | |
| 317U6D5A1 PIMCO SWAPTION 2.89 PUT EUR 20240718 | Derivative-interest rate | US | $-293K | – | -0.00 | |
| 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071 | Derivative-interest rate | US | $-1M | – | -0.00 | |
| 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407 | Derivative-interest rate | US | $-248K | – | -0.00 | |
| 317U6DAA5 PIMCO SWAPTION 4.03 PUT USD 20240722 | Derivative-interest rate | US | $-555K | – | -0.00 | |
| 317U6DBA4 PIMCO SWAPTION 3.68 CALL USD 2024072 | Derivative-interest rate | US | $-203K | – | -0.00 | |
| 317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072 | Derivative-interest rate | US | $-575K | – | -0.00 | |
| 317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407 | Derivative-interest rate | US | $-198K | – | -0.00 | |
| 317U6DXA0 PIMCO SWAPTION 2.63 CALL EUR 2024072 | Derivative-interest rate | US | $-103K | – | -0.00 | |
| 317U6DYA9 PIMCO SWAPTION 2.94 PUT EUR 20240722 | Derivative-interest rate | US | $-249K | – | -0.00 | |
| 317U6DZA8 PIMCO SWAPTION 3.99 PUT USD 20240723 | Derivative-interest rate | US | $-362K | – | -0.00 | |
| 317U6E0A4 PIMCO SWAPTION 3.64 CALL USD 2024072 | Derivative-interest rate | US | $-87K | – | -0.00 | |
| 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407 | Derivative-interest rate | US | $-390K | – | -0.00 | |
| 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072 | Derivative-interest rate | US | $-1M | – | -0.00 | |
| 317U6E9A5 PIMCO SWAPTION 2.57 CALL EUR 2024072 | Derivative-interest rate | US | $-110K | – | -0.00 | |
| 317U6EAA3 PIMCO SWAPTION 2.9 PUT EUR 20240725 | Derivative-interest rate | US | $-325K | – | -0.00 | |
| 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726 | Derivative-interest rate | US | $-378K | – | -0.00 | |
| 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072 | Derivative-interest rate | US | $-218K | – | -0.00 | |
| 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729 | Derivative-interest rate | US | $-625K | – | -0.00 | |
| 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072 | Derivative-interest rate | US | $-297K | – | -0.00 | |
| 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729 | Derivative-interest rate | US | $-481K | – | -0.00 | |
| 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072 | Derivative-interest rate | US | $-215K | – | -0.00 | |
| 37 CAPITAL CLO LTD PUTNM 2023 2A A1N 144A (37 CAPITAL CLO 4 LTD 2023-2A) | Long | ABS-collateralized bond/debt obligation | KY | $65M | – | 0.04 |
| 522 FUNDING CLO LTD MORGN 2019 4A AR 144A (522 FUNDING CLO I LTD 2019-4A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.00 |
| AAA TRUST AAA 2005 1A 1A3B 144A (AAA TRUST 2005-1A) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| AAMES MORTGAGE INVESTMENT TRUS AMIT 2004 1 M6 (AAMES MORTGAGE INVESTMENT TRUST 2004-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| AAMES MORTGAGE INVESTMENT TRUS AMIT 2005 4 M4 (AAMES MORTGAGE INVESTMENT TRUST 2005-4) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| ABSC MANUFACTURED HOUSING CONT ABSMH 2004 CN1 A2 144A (ABSC MANUFACTURED HOUSING CONTRACT 2004-CN1) | Long | ABS-other | US | $5M | – | 0.00 |
| ABX.HE.AA.06-1 SP CBK | Derivative-credit | US | $-387K | – | -0.00 | |
| ABX.HE.AA.06-2 SP BTI | Derivative-credit | US | $-119K | – | -0.00 | |
| ABX.HE.AA.06-2 SP FBF | Derivative-credit | US | $-4M | – | -0.00 | |
| ABX.HE.AA.07-1 SP FBF | Derivative-credit | US | $-9K | – | -0.00 | |
| ABX.HE.AA.07-1 SP JPM | Derivative-credit | US | $-2K | – | -0.00 | |
| ABX.HE.AA.07-2 SP JPM | Derivative-credit | US | $-38K | – | -0.00 | |
| ABX.HE.AAA.06-2 SP BRC | Derivative-credit | US | $-200K | – | -0.00 | |
| ABX.HE.AAA.06-2 SP GST | Derivative-credit | US | $-359K | – | -0.00 | |
| ABX.HE.AAA.06-2 SP MEI | Derivative-credit | US | $-283K | – | -0.00 | |
| ABX.HE.AAA.06-2 SP MYC | Derivative-credit | US | $-3M | – | -0.00 | |
| ABX.HE.AAA.07-1 SP BOA | Derivative-credit | US | $-1M | – | -0.00 | |
| ABX.HE.AAA.07-1 SP BRC | Derivative-credit | US | $-423K | – | -0.00 | |
| ABX.HE.AAA.07-1 SP CBK | Derivative-credit | US | $-3M | – | -0.00 | |
| ABX.HE.AAA.07-1 SP DUB | Derivative-credit | US | $-593K | – | -0.00 | |
| ABX.HE.AAA.07-1 SP FBF | Derivative-credit | US | $-515K | – | -0.00 | |
| ABX.HE.AAA.07-1 SP FBF | Derivative-credit | US | $-2M | – | -0.00 | |
| ABX.HE.AAA.07-1 SP GST | Derivative-credit | US | $-3M | – | -0.00 | |
| ABX.HE.AAA.07-1 SP MYC | Derivative-credit | US | $-677K | – | -0.00 | |
| ABX.HE.AAA.07-2 SP BOA | Derivative-credit | US | $-278K | – | -0.00 | |
| ABX.HE.AAA.07-2 SP DUB | Derivative-credit | US | $-927K | – | -0.00 | |
| ABX.HE.AAA.07-2 SP FBF | Derivative-credit | US | $-4M | – | -0.00 | |
| ABX.HE.AAA.07-2 SP GST | Derivative-credit | US | $-2M | – | -0.00 | |
| ABX.HE.AAA.07-2 SP MYC | Derivative-credit | US | $-694K | – | -0.00 | |
| ACADEMIC LOAN FUNDING TRUST ALFT 2013 1A A 144A (ACADEMIC LOAN FUNDING TRUST 2013-1A) | Long | ABS-other | US | $1M | – | 0.00 |
| ACCREDITED MORTGAGE LOAN TRUST ACCR 2004 2 A2 (ACCREDITED MORTGAGE LOAN TRUST 2004-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| ACCREDITED MORTGAGE LOAN TRUST ACCR 2005 3 M4 (ACCREDITED MORTGAGE LOAN TRUST 2005-3) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| ACCREDITED MORTGAGE LOAN TRUST ACCR 2006 2 M1 (ACCREDITED MORTGAGE LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| ACCREDITED MORTGAGE LOAN TRUST ACCR 2007 1 M1 (ACCREDITED MORTGAGE LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $23M | – | 0.02 |
| ACCREDITED MORTGAGE LOAN TRUST ACCR 2007 1 M2 (ACCREDITED MORTGAGE LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| ACE SECURITIES CORP. ACE 2003 NC1 M1 (ACE SECURITIES CORP 2003-NC1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| ACE SECURITIES CORP. ACE 2003 OP1 M1 (ACE SECURITIES CORP 2003-OP1) | Long | ABS-mortgage backed security | US | $752K | – | 0.00 |
| ACE SECURITIES CORP. ACE 2004 FM1 M1 (ACE SECURITIES CORP 2004-FM1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| ACE SECURITIES CORP. ACE 2004 FM2 M1 (ACE SECURITIES CORP 2004-FM2) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| ACE SECURITIES CORP. ACE 2004 FM2 M4 (ACE SECURITIES CORP 2004-FM2) | Long | ABS-mortgage backed security | US | $666K | – | 0.00 |
| ACE SECURITIES CORP. ACE 2004 HE4 M1 (ACE SECURITIES CORP 2004-HE4) | Long | ABS-mortgage backed security | US | $898K | – | 0.00 |
| ACE SECURITIES CORP. ACE 2005 AG1 M1 (ACE SECURITIES CORP 2005-AG1) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| ACE SECURITIES CORP. ACE 2005 HE2 M6 (ACE SECURITIES CORP 2005-HE2) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| ACE SECURITIES CORP. ACE 2005 HE3 M5 (ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2005-HE3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| ACE SECURITIES CORP. ACE 2005 HE4 M5 (ACE SECURITIES CORP 2005-HE4) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| ACE SECURITIES CORP. ACE 2005 HE5 M5 (ACE SECURITIES CORP 2005-HE5) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| ACE SECURITIES CORP. ACE 2005 HE7 M1 (ACE SECURITIES CORP 2005-HE7) | Long | ABS-mortgage backed security | US | $504K | – | 0.00 |
| ACE SECURITIES CORP. ACE 2005 RM2 M6 (ACE SECURITIES CORP 2005-RM2) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| ACE SECURITIES CORP. ACE 2005 SD3 M1 (ACE SECURITIES CORP 2005-SD3) | Long | ABS-mortgage backed security | US | $387K | – | 0.00 |
| ACE SECURITIES CORP. ACE 2006 ASP3 A1 (ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2006-ASAP3) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| ACE SECURITIES CORP. ACE 2006 ASP4 A2D (ACE SECURITIES CORP-2006-ASP4) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| ACE SECURITIES CORP. ACE 2006 ASP6 A2B (ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2006-ASAP6) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| ACE SECURITIES CORP. ACE 2006 ASP6 A2D (ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2006-ASAP6) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| ACE SECURITIES CORP. ACE 2006 CW1 A1 (ACE SECURITIES CORP 2006-CW1) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| ACE SECURITIES CORP. ACE 2006 CW1 A2C (ACE SECURITIES CORP 2006-CW1) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| ACE SECURITIES CORP. ACE 2006 FM1 A2B (ACE SECURITIES CORP 2006-FM1) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| ACE SECURITIES CORP. ACE 2006 FM1 A2C (ACE SECURITIES CORP 2006-FM1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| ACE SECURITIES CORP. ACE 2006 FM1 A2D (ACE SECURITIES CORP 2006-FM1) | Long | ABS-mortgage backed security | US | $8M | – | 0.00 |
| ACE SECURITIES CORP. ACE 2006 HE1 A1B2 (ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2006-HE1) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| ACE SECURITIES CORP. ACE 2006 HE1 A2D (ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2006-HE1) | Long | ABS-mortgage backed security | US | $776K | – | 0.00 |
| ACE SECURITIES CORP. ACE 2006 HE4 A1 (ACE SECURITIES CORP 2006-HE4) | Long | ABS-mortgage backed security | US | $20M | – | 0.01 |
| ACE SECURITIES CORP. ACE 2006 HE4 A2A (ACE SECURITIES CORP 2006-HE4) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| ACE SECURITIES CORP. ACE 2006 NC2 A1 (ACE SECURITIES CORP 2006-NC2) | Long | ABS-mortgage backed security | US | $26M | – | 0.02 |
| ACE SECURITIES CORP. ACE 2006 NC2 A2C (ACE SECURITIES CORP 2006-NC2) | Long | ABS-mortgage backed security | US | $8M | – | 0.00 |
| ACE SECURITIES CORP. ACE 2006 NC2 A2D (ACE SECURITIES CORP 2006-NC2) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| ACE SECURITIES CORP. ACE 2006 NC3 A1A (ACE SECURITIES CORP 2006-NC3) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| ACE SECURITIES CORP. ACE 2006 NC3 A1B (ACE SECURITIES CORP 2006-NC3) | Long | ABS-mortgage backed security | US | $31M | – | 0.02 |
| ACE SECURITIES CORP. ACE 2006 OP1 A1A (ACE SECURITIES CORP 2006-OP1) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| ACE SECURITIES CORP. ACE 2006 OP2 A2D (ACE SECURITIES CORP 2006-OP2) | Long | ABS-mortgage backed security | US | $22M | – | 0.01 |
| ACE SECURITIES CORP. ACE 2006 SD1 M1 (ACE SECURITIES CORP 2006-SD1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| ACE SECURITIES CORP. ACE 2007 HE1 A2B (ACE SECURITIES CORP 2007-HE1) | Long | ABS-mortgage backed security | US | $637K | – | 0.00 |
| ACE SECURITIES CORP. ACE 2007 HE1 A2C (ACE SECURITIES CORP 2007-HE1) | Long | ABS-mortgage backed security | US | $680K | – | 0.00 |
| ACE SECURITIES CORP. ACE 2007 HE1 A2D (ACE SECURITIES CORP 2007-HE1) | Long | ABS-mortgage backed security | US | $637K | – | 0.00 |
| ACE SECURITIES CORP. ACE 2007 HE2 A1 (ACE SECURITIES CORP 2007-HE2) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| ACE SECURITIES CORP. ACE 2007 HE2 A2A (ACE SECURITIES CORP 2007-HE2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| ACE SECURITIES CORP. ACE 2007 HE2 A2B (ACE SECURITIES CORP 2007-HE2) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| ACE SECURITIES CORP. ACE 2007 HE3 A1 (ACE SECURITIES CORP 2007-HE3) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| ACE SECURITIES CORP. ACE 2007 WM1 A2A (ACE SECURITIES CORP 2007-WM1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| ACE SECURITIES CORP. ACE 2007 WM1 A2B (ACE SECURITIES CORP 2007-WM1) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| ACE SECURITIES CORP. ACE 2007 WM1 A2C (ACE SECURITIES CORP 2007-WM1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| ACE SECURITIES CORP. ACE 2007 WM1 A2D (ACE SECURITIES CORP 2007-WM1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| ACHV ABS TRUST ACHV 2024 1PL A 144A (ACHV ABS TRUST 2024-1PL) | Long | ABS-other | US | $3M | – | 0.00 |
| ACREC 2021 FL1 LTD. ACREC 2021 FL1 A 144A (ACREC 2021-FL1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.01 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2004 1 9M1 (ADJUSTABLE RATE MORTAGE TRUST 2004-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2004 1 CB1 (ADJUSTABLE RATE MORTAGE TRUST 2004-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 1 4A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 1A21 (ADJUSTABLE RATE MORTAGE TRUST 2005-10) | Long | ABS-mortgage backed security | US | $452K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 2A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-10) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 3A11 (ADJUSTABLE RATE MORTAGE TRUST 2005-10) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 5A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-10) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 6A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-10) | Long | ABS-mortgage backed security | US | $343K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 11 2A42 (ADJUSTABLE RATE MORTAGE TRUST 2005-11) | Long | ABS-mortgage backed security | US | $787K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 12 4A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-12) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 12 5A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-12) | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 3 2A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-3) | Long | ABS-mortgage backed security | US | $202K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 3 7A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-3) | Long | ABS-mortgage backed security | US | $735K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 4 7M1 (ADJUSTABLE RATE MORTGAGE TR 2005-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 5 2A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-5) | Long | ABS-mortgage backed security | US | $317K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 8 3A21 (ADJUSTABLE RATE MORTAGE TRUST 2005-8) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 8 4A11 (ADJUSTABLE RATE MORTAGE TRUST 2005-8) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 8 7A11 (ADJUSTABLE RATE MORTAGE TRUST 2005-8) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2006 3 2A1 (ADJUSTABLE RATE MORTAGE TRUST 2006-3) | Long | ABS-mortgage backed security | US | $431K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2006 3 4A11 (ADJUSTABLE RATE MORTAGE TRUST 2006-3) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2006 3 4A2 (ADJUSTABLE RATE MORTAGE TRUST 2006-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2007 2 2A1 (ADJUSTABLE RATE MORTAGE TRUST 2007-2) | Long | ABS-mortgage backed security | US | $266K | – | 0.00 |
| ADLER FINANCING SARL NEW 1L | Long | Debt | LU | $3M | – | 0.00 |
| ADLER FINANCING SARL SR SECURED 06/25 12.5 | Long | Debt | LU | $2M | – | 0.00 |
| ADLER GROUP SA COMMON STOCK | Long | Equity-common | LU | $2K | 9K | 0.00 |
| AEGIS ASSET BACKED SECURITIES AABST 2003 3 M1 (AEGIS ASSET BACKED SECURITIES TR 2003-3) | Long | ABS-mortgage backed security | US | $448K | – | 0.00 |
| AEGIS ASSET BACKED SECURITIES AABST 2004 4 M2 (AEGIS ASSET BACKED SEC TR 2004-4) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| AEGIS ASSET BACKED SECURITIES AABST 2004 5 M2 (AEGIS ASSET BACKED SEC TR 2004-5) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| AEGIS ASSET BACKED SECURITIES AABST 2004 5 M3 (AEGIS ASSET BACKED SEC TR 2004-5) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| AEGIS ASSET BACKED SECURITIES AABST 2005 1 M5 (AEGIS ASSET BACKED SEC TR 2005-1) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| AEGIS ASSET BACKED SECURITIES AABST 2005 1 M6 (AEGIS ASSET BACKED SEC TR 2005-1) | Long | ABS-mortgage backed security | US | $925K | – | 0.00 |
| AEGIS ASSET BACKED SECURITIES AABST 2005 4 M2 (AEGIS ASSET BACKED SECURITIES TR 2005-4) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| AEGIS ASSET BACKED SECURITIES AABST 2005 5 M1 (AEGIS ASSET BACKED SECURITIES TR 2005-5) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| AEGIS ASSET BACKED SECURITIES AABST 2006 1 A3 (AEGIS ASSET BACKED SECURITIES TR 2006-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| AFC HOME EQUITY LOAN TRUST AFC 1997 3 2A (AFC HOME EQUITY LOAN TRUST 1997-3) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| AFC HOME EQUITY LOAN TRUST AFC 1998 3 2A1 (AFC HOME EQUITY LOAN TRUST 1998-3) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| AFC HOME EQUITY LOAN TRUST AFC 1999 1 1A1 (AFC HOME EQUITY LOAN TRUST 1999-1) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| AGFC CAPITAL TRUST I COMPANY GUAR 144A 01/67 VAR (SPRINGLEAF FINANCE (AGFC CAPITAL TRUST I)) | Long | Debt | US | $68M | – | 0.04 |
| AGL CLO 6 LTD AGL 2020 6A AR 144A (AGL CLO 6 LTD 2020-6A) | Long | ABS-collateralized bond/debt obligation | KY | $23M | – | 0.01 |
| AGPS BONDCO PLC COMPANY GUAR REGS 04/27 5 | Long | Debt | GB | $804K | – | 0.00 |
| AGPS BONDCO PLC COMPANY GUAR REGS 11/26 5.5 | Long | Debt | GB | $141K | – | 0.00 |
| AI SILK MIDCO LIMITED EUR TERM LOAN B (PLANET (AI SILK MIDCO LIMITED)) | Long | Loan | GB | $50M | – | 0.03 |
| AIRBUS FINANCE BV SNR SE ICE | Derivative-credit | NL | $571K | – | 0.00 | |
| ALAMO RE LTD UNSECURED 144A 06/26 VAR | Long | Debt | BM | $34M | – | 0.02 |
| ALAMO RE LTD UNSECURED 144A 06/27 VAR | Long | Debt | BM | $33M | – | 0.02 |
| ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8 (ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $30M | – | 0.02 |
| ALBA PLC ALBA 2006 2 A3A REGS (ALBA PLC 2006-2) | Long | ABS-mortgage backed security | GB | $635K | – | 0.00 |
| ALBA PLC ALBA 2007 1 B REGS (ALBA PLC 2007-1) | Long | ABS-mortgage backed security | GB | $4M | – | 0.00 |
| ALESCO PREFERRED FUNDING LTD ALESC 10A A1 144A (ALESCO PREFERRED FUNDING LTD 10A) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.01 |
| ALESCO PREFERRED FUNDING LTD ALESC 10A A2A 144A (ALESCO PREFERRED FUNDING LTD 10A) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.01 |
| ALESCO PREFERRED FUNDING LTD ALESC 11A A1A 144A (ALESCO PREFERRED FUNDING LTD 11A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.00 |
| ALESCO PREFERRED FUNDING LTD ALESC 11A A2 144A (ALESCO PREFERRED FUNDING LTD 11A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.00 |
| ALESCO PREFERRED FUNDING LTD ALESC 12A A1 144A (ALESCO PREFERRED FUNDING LTD 12A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.00 |
| ALESCO PREFERRED FUNDING LTD ALESC 12A A2 144A (ALESCO PREFERRED FUNDING LTD 12A) | Long | ABS-collateralized bond/debt obligation | KY | $22M | – | 0.01 |
| ALESCO PREFERRED FUNDING LTD ALESC 14A A1 144A (ALESCO PREFERRED FUNDING LTD 14A) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.01 |
| ALESCO PREFERRED FUNDING LTD ALESC 14A A2 144A (ALESCO PREFERRED FUNDING LTD 14A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| ALESCO PREFERRED FUNDING LTD ALESC 15A A1 144A (ALESCO PREFERRED FUNDING LTD 15A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.00 |
| ALESCO PREFERRED FUNDING LTD ALESC 17A A1 144A (ALESCO PREFERRED FUNDING XVII LTD 17A) | Long | ABS-collateralized bond/debt obligation | KY | $39M | – | 0.03 |
| ALESCO PREFERRED FUNDING LTD ALESC 17A A2 144A (ALESCO PREFERRED FUNDING XVII LTD 17A) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.01 |
| ALESCO PREFERRED FUNDING LTD ALESC 3A A2 144A (ALESCO PREFERRED FUNDING LTD 3A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| ALESCO PREFERRED FUNDING LTD ALESC 4A A2 144A (ALESCO PREFERRED FUNDING LTD 4A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.00 |
| ALESCO PREFERRED FUNDING LTD ALESC 5A A2 144A (ALESCO PREFERRED FUNDING LTD 5A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.00 |
| ALESCO PREFERRED FUNDING LTD ALESC 5A COM1 144A (ALESCO PREFERRED FUNDING LTD 5A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.00 |
| ALESCO PREFERRED FUNDING LTD ALESC 6A A2 144A (ALESCO PREFERRED FUNDING LTD 6A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.00 |
| ALESCO PREFERRED FUNDING LTD ALESC 8A A2 144A (ALESCO PREFERRED FUNDING LTD 8A) | Long | ABS-collateralized bond/debt obligation | KY | $20M | – | 0.01 |
| ALESCO PREFERRED FUNDING LTD ALESC 9A A1 144A (ALESCO PREFERRED FUNDING IX LTD 9A) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.01 |
| ALESCO PREFERRED FUNDING LTD ALESC 9A A2A 144A (ALESCO PREFERRED FUNDING IX LTD 9A) | Long | ABS-collateralized bond/debt obligation | KY | $24M | – | 0.02 |
| ALIGNED DATA CNTRS INERNTNL LP TERM LOAN (ALIGNED DATA CENTERS INTERNATIONAL LP) | Long | Loan | US | $156M | – | 0.10 |
| ALLEGRO CLO LTD ALLEG 2018 3A A1R 144A (ALLEGRO CLO IX LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.00 |
| ALLEGRO CLO LTD ALLEG 2019 2A A1AR 144A (ALLEGRO CLO XI LTD 2019-2A) | Long | ABS-collateralized bond/debt obligation | KY | $20M | – | 0.01 |
| ALLEGRO CLO LTD ALLEG 2021 2A A1 144A (ALLEGRO CLO XIV LTD 2021-2A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.00 |
| ALTICE FRANCE SA 2023 EUR TERM LOAN B14 | Long | Loan | FR | $10M | – | 0.01 |
| ALTICE FRANCE SA 2023 USD TERM LOAN B14 | Long | Loan | FR | $52M | – | 0.03 |
| ALTICE FRANCE SA SR SECURED 144A 01/28 5.5 | Long | Debt | FR | $17M | – | 0.01 |
| ALTICE FRANCE SA SR SECURED 144A 02/27 8.125 | Long | Debt | FR | $24M | – | 0.02 |
| ALTICE FRANCE SA SR SECURED 144A 07/29 5.125 | Long | Debt | FR | $7M | – | 0.00 |
| ALTICE FRANCE SA SR SECURED 144A 10/29 5.5 | Long | Debt | FR | $10M | – | 0.01 |
| ALTICE FRANCE SA SR SECURED REGS 01/28 3.375 | Long | Debt | FR | $2M | – | 0.00 |
| ALTICE FRANCE SA SR SECURED REGS 01/29 4.125 | Long | Debt | FR | $857K | – | 0.00 |
| AMBAC ASSURANCE CORP SUBORDINATED 144A 12/99 5.1 (AMBAC ASSURANCE CORPORATION) | Long | Debt | US | $510K | – | 0.00 |
| AMDOCS LTD SR UNSECURED 06/30 2.538 (AMDOCS LIMITED) | Long | Debt | GG | $20M | – | 0.01 |
| AMER AIRLINE 16 1 AA PTT PASS THRU CE 07/29 3.575 (AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $8M | – | 0.01 |
| AMER AIRLINE 16 2 AA PTT PASS THRU CE 12/29 3.2 (AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $8M | – | 0.01 |
| AMER AIRLINE 16 3 AA PTT PASS THRU CE 04/30 3 (AMERICAN AIRLINES 2016-3 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $15M | – | 0.01 |
| AMER AIRLINE 17 1 AA PTT PASS THRU CE 02/29 3.65 (AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $10M | – | 0.01 |
| AMER AIRLINE 17 2 AA PTT PASS THRU CE 04/31 3.35 (AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $18M | – | 0.01 |
| AMER AIRLINE 19 1AA PTT PASS THRU CE 08/33 3.15 (AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $1M | – | 0.00 |
| AMER AIRLINE 21 1A EETC PASS THRU CE 01/36 2.875 (AMERICAN AIRLINES 2021-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $23M | – | 0.02 |
| AMER AIRLN 13 1 A PASS T AMER AIRLN 13 1 A PASS T (AMERICAN AIRLINES 2013-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $1M | – | 0.00 |
| AMER AIRLN 14 1 A PTT PASS THRU CE 04/28 3.7 (AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $14M | – | 0.01 |
| AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375 (AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $32M | – | 0.02 |
| AMER AIRLN 15 2 AA PTT PASS THRU CE 03/29 3.6 (AMERICAN AIRLINES 2015-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $3M | – | 0.00 |
| AMERICAN AIRLINES, INC. 2021 TERM LOAN (AADVANTAGE LOYALTY IP LTD) | Long | Loan | KY | $106M | – | 0.07 |
| AMERICAN ASSETS TRUST LP COMPANY GUAR 02/31 3.375 | Long | Debt | US | $26M | – | 0.02 |
| AMERICAN GENERAL MORTGAGE LOAN AGFMT 2009 1 CE 144A (AMERICAN GENERAL MORTGAGE LOAN TRUST 2009-1) | Long | ABS-mortgage backed security | US | $108M | – | 0.07 |
| AMERICAN GENERAL MORTGAGE LOAN AGFMT 2010 1A CE 144A (AMERICAN GENERAL MORTGAGE LOAN TRUST 2010-1A) | Long | ABS-mortgage backed security | US | $62M | – | 0.04 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 1 2A1 (AMERICAN HOME MORTGAGE ASSETS 2006-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 2 2A1 (AMERICAN HOME MORTGAGE ASSETS 2006-2) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 4 1A12 (AMERICAN HOME MORTGAGE ASSETS 2006-4) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 5 A1 (AMERICAN HOME MORTGAGE ASSETS 2006-5) | Long | ABS-mortgage backed security | US | $36M | – | 0.02 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 6 A1A (AMERICAN HOME MORTGAGE ASSETS 2006-6) | Long | ABS-mortgage backed security | US | $19M | – | 0.01 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2007 1 A1 (AMERICAN HOME MORTGAGE ASSETS 2007-1) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 22A1 (AMERICAN HOME MORTGAGE ASSETS 2007-3) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2007 5 A1 (AMERICAN HOME MORTGAGE ASSETS 2007-5) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| AMERICAN HOME MORTGAGE INVESTM AHM 2004 3 2A (AMERICAN HOME MTGE INV TRUST 2004-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| AMERICAN HOME MORTGAGE INVESTM AHM 2005 1 8A2 (AMERICAN HOME MTG INV TRUST 2005-1) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| AMERICAN HOME MORTGAGE INVESTM AHM 2005 2 5A4C (AMERICAN HOME MTGE INV TRUST 2005-2) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| AMERICAN HOME MORTGAGE INVESTM AHM 2005 3 2A4 (AMERICAN HOME MORTGAGE INV TR 2005-3) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| AMERICAN HOME MORTGAGE INVESTM AHM 2005 4 3A1 (AMERICAN HOME MTGE INV TRUST 2005-4) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| AMERICAN HOME MORTGAGE INVESTM AHM 2005 4 5A (AMERICAN HOME MTGE INV TRUST 2005-4) | Long | ABS-mortgage backed security | US | $8M | – | 0.00 |
| AMERICAN HOME MORTGAGE INVESTM AHM 2006 1 11A1 (AMERICAN HOME MORTGAGE INVT TR 2006-1) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| AMERICAN HOME MORTGAGE INVESTM AHM 2006 1 12A1 (AMERICAN HOME MORTGAGE INVT TR 2006-1) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| AMERICAN HOME MORTGAGE INVESTM AHM 2006 1 2A3 (AMERICAN HOME MORTGAGE INVT TR 2006-1) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| AMERICAN HOME MORTGAGE INVESTM AHM 2006 2 1A2 (AMERICAN HOME MTGE INV TRUST 2006-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| AMERICAN HOME MORTGAGE INVESTM AHM 2006 3 11A1 (AMERICAN HOME MORTGAGE INVESTMENT TRUST 2006-3) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A2A (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $68M | – | 0.04 |
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A2B (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $62M | – | 0.04 |
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A3 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $68M | – | 0.04 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2002 4 M3 (AMERIQUEST MTGE SECURITIES INC 2002-4) | Long | ABS-mortgage backed security | US | $990K | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2002 C M1 (AMERIQUEST MORTGAGE SEC INC 2002-C) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2002 C M2 (AMERIQUEST MORTGAGE SEC INC 2002-C) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2003 11 M1 (AMERIQUEST MORTGAGE SEC INC 2003-11) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2003 2 M2 (AMERIQUEST MORTGAGE SECURITIES 2003-2) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2003 AR3 M4 (AMERIQUEST MTGE SEC 2003-AR3) | Long | ABS-mortgage backed security | US | $959K | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 FR1 M4 (AMERIQUEST MTGE SECURITIES INC 2004-FR1) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R11 M3 (AMERIQUEST MTGE SEC INC 2004-R11) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R11 M4 (AMERIQUEST MTGE SEC INC 2004-R11) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R11 M6 (AMERIQUEST MTGE SEC INC 2004-R11) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R12 M2 (AMERIQUEST MTGE SECURITIES INC 2004-R12) | Long | ABS-mortgage backed security | US | $440K | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R12 M3 (AMERIQUEST MTGE SECURITIES INC 2004-R12) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R12 M4 (AMERIQUEST MTGE SECURITIES INC 2004-R12) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R2 M6 (AMERIQUEST MTAGE SEC INC 2004-R2) | Long | ABS-mortgage backed security | US | $888K | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R3 M2 (AMERIQUEST MTAGE SEC INC 2004-R3) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R5 M1 (AMERIQUEST MTGE SEC INC 2004-R5) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R5 M2 (AMERIQUEST MTGE SEC INC 2004-R5) | Long | ABS-mortgage backed security | US | $721K | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R8 M2 (AMERIQUEST MTGE SEC INC 2004-R8) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R8 M3 (AMERIQUEST MTGE SEC INC 2004-R8) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R9 M3 (AMERIQUEST MTGE SEC INC 2004-R9) | Long | ABS-mortgage backed security | US | $681K | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R9 M4 (AMERIQUEST MTGE SEC INC 2004-R9) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R1 M5 (AMERIQUEST MORTGAGE SEC 2005-R1) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R10 M4 (AMERIQUEST MORTGAGE SEC INC 2005-R10) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R11 M3 (AMERIQUEST MTGE SECURITIES INC 2005-R11) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R3 M5 (AMERIQUEST MORTGAGE SEC 2005-R3) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R3 M6 (AMERIQUEST MORTGAGE SEC 2005-R3) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R3 M7 (AMERIQUEST MORTGAGE SEC 2005-R3) | Long | ABS-mortgage backed security | US | $827K | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R4 M5 (AMERIQUEST MTGE SECURITIES INC 2005-R4) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R5 M5 (AMERIQUEST MTGE SECURITIES INC 2005-R5) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R5 M6 (AMERIQUEST MTGE SECURITIES INC 2005-R5) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R6 M4 (AMERIQUEST MTGE SECURITIES INC 2005-R6) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R6 M5 (AMERIQUEST MTGE SECURITIES INC 2005-R6) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R7 M5 (AMERIQUEST MORTGAGE SECURITIES 2005-R7) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R8 M5 (AMERIQUEST MTGE SECURITIES INC 2005-R8) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2006 R1 M3 (AMERIQUEST MORTGAGE SEC 2006-R1) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2006 R2 M2 (AMERIQUEST MORTGAGE SECURITIES 2006-R2) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| AMERN AIRLINE 16 2 A PTT PASS THRU CE 12/29 3.65 (AMERICAN AIRLINES 2016-2 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $3M | – | 0.00 |
| AMORTIZING RESIDENTIAL COLLATE ARC 2001 BC5 M1 (AMORTIZING RESIDENTIAL COLLATERAL TRUST 2001-BC5) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| AMORTIZING RESIDENTIAL COLLATE ARC 2001 BC6 A (AMORTIZING RESIDENTIAL COLLAT 2001-BC6) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| AMORTIZING RESIDENTIAL COLLATE ARC 2002 BC10 A4 (AMORTIZING RESIDNTIAL COLL TR 2002-BC10) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| AMORTIZING RESIDENTIAL COLLATE ARC 2002 BC5 M1 (AMORTIZING RESIDNTIAL COLL TR 2002-BC5) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| AMORTIZING RESIDENTIAL COLLATE ARC 2002 BC5 M2 (AMORTIZING RESIDNTIAL COLL TR 2002-BC5) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| AMSURG EQUITY EQTYAS910 (AMSURG (AMBULATORY TOPCO LLC)) | Long | Equity-common | US | $295M | 6M | 0.19 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A (ANCHORAGE CAPITAL CLO LTD 2015-6A) | Long | ABS-collateralized bond/debt obligation | KY | $32M | – | 0.02 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2018 10A A1AR 144A (ANCHORAGE CAPITAL CLO LTD 2018-10A) | Long | ABS-collateralized bond/debt obligation | KY | $50M | – | 0.03 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2024 28A A 144A (ANCHORAGE CAPITAL CLO 28 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $137M | – | 0.09 |
| ANGEL OAK MORTGAGE TRUST AOMT 2021 5 M1 144A (ANGEL OAK MORTGAGE TRUST 2021-5) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| ANGEL OAK MORTGAGE TRUST AOMT 2023 6 A1 144A (ANGEL OAK MORTGAGE TRUST 2023-6) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| ANGEL OAK MORTGAGE TRUST AOMT 2023 7 A1 144A (ANGEL OAK MORTGAGE TRUST 2023-7) | Long | ABS-mortgage backed security | US | $32M | – | 0.02 |
| ANGEL OAK MORTGAGE TRUST AOMT 2024 2 A1 144A (ANGEL OAK MORTGAGE TRUST 2024-2) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| ANGEL OAK MORTGAGE TRUST AOMT 2024 4 A1 144A (ANGEL OAK MORTGAGE TRUST 2024-4) | Long | ABS-mortgage backed security | US | $42M | – | 0.03 |
| APEX CREDIT CLO LLC APEXC 2018 2A A1RR (APEX CREDIT CLO 2018-II LTD) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.01 |
| APEX CREDIT CLO LLC APEXC 2024 1A A1 144A (APEX CREDIT CLO 2024-1A LTD) | Long | ABS-collateralized bond/debt obligation | BM | $76M | – | 0.05 |
| APIDOS CLO LTD APID 2015 23A AR 144A (APIDOS CLO XXIII 2015-23A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.00 |
| APIDOS CLO LTD APID 2016 24A A1AL 144A (APIDOS CLO XXIV 2016-24A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| APIDOS CLO LTD APID 2017 26A A1AR 144A (APIDOS CLO XXVI LLC 2017-26A) | Long | ABS-collateralized bond/debt obligation | KY | $514K | – | 0.00 |
| ARBOUR CLO ARBR 11A AR 144A (ARBOUR CLO DAC 11A) | Long | ABS-collateralized bond/debt obligation | IE | $22M | – | 0.01 |
| AREIT CRE TRUST AREIT 2023 CRE8 A 144A (AREIT TRUST 2023-CRE8) | Long | ABS-mortgage backed security | BM | $39M | – | 0.03 |
| ARES CLO LTD ARES 2019 52A A1R 144A (ARES LII CLO LTD 2019-52A) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.01 |
| ARGENT SECURITIES INC. ARSI 2004 W10 M1 (ARGENT SECURITIES INC 2004-W10) | Long | ABS-mortgage backed security | US | $800K | – | 0.00 |
| ARGENT SECURITIES INC. ARSI 2004 W11 M3 (ARGENT SECURITIES INC 2004-W11) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| ARGENT SECURITIES INC. ARSI 2004 W11 M5 (ARGENT SECURITIES INC 2004-W11) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| ARGENT SECURITIES INC. ARSI 2004 W11 M6 (ARGENT SECURITIES INC 2004-W11) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| ARGENT SECURITIES INC. ARSI 2004 W11 M7 (ARGENT SECURITIES INC 2004-W11) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| ARGENT SECURITIES INC. ARSI 2005 W2 M1 (ARGENT SECURITIES INC 2005-W2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| ARGENT SECURITIES INC. ARSI 2005 W3 M2 (ARGENT SECURITIES INC 2005-W3) | Long | ABS-mortgage backed security | US | $22M | – | 0.01 |
| ARGENT SECURITIES INC. ARSI 2005 W4 A2D (ARGENT SECURITIES INC 2005-W4) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| ARGENT SECURITIES INC. ARSI 2006 M1 A1 (ARGENT SECURITIES INC 2006-M1) | Long | ABS-mortgage backed security | US | $45M | – | 0.03 |
| ARGENT SECURITIES INC. ARSI 2006 M1 A2B (ARGENT SECURITIES INC 2006-M1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| ARGENT SECURITIES INC. ARSI 2006 M1 A2C (ARGENT SECURITIES INC 2006-M1) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| ARGENT SECURITIES INC. ARSI 2006 M1 A2D (ARGENT SECURITIES INC 2006-M1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| ARGENT SECURITIES INC. ARSI 2006 M2 A2B (ARGENT SECURITIES INC 2006-M2) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| ARGENT SECURITIES INC. ARSI 2006 M2 A2D (ARGENT SECURITIES INC 2006-M2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| ARGENT SECURITIES INC. ARSI 2006 M3 A1 (ARGENT SECURITIES INC 2006-M3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| ARGENT SECURITIES INC. ARSI 2006 M3 A2B (ARGENT SECURITIES INC 2006-M3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| ARGENT SECURITIES INC. ARSI 2006 M3 A2C (ARGENT SECURITIES INC 2006-M3) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| ARGENT SECURITIES INC. ARSI 2006 M3 A2D (ARGENT SECURITIES INC 2006-M3) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| ARGENT SECURITIES INC. ARSI 2006 W1 A2C (ARGENT SECURITIES INC 2006-W1) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| ARGENT SECURITIES INC. ARSI 2006 W3 A1 (ARGENT SECURITIES INC. 2006-W3) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| ARGENT SECURITIES INC. ARSI 2006 W3 A2C (ARGENT SECURITIES INC. 2006-W3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| ARGENT SECURITIES INC. ARSI 2006 W3 A2D (ARGENT SECURITIES INC. 2006-W3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| ARGENT SECURITIES INC. ARSI 2006 W4 A2C (ARGENT SECURITIES INC 2006-W4) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| ARGENT SECURITIES INC. ARSI 2006 W4 A2D (ARGENT SECURITIES INC 2006-W4) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| ARGENT SECURITIES INC. ARSI 2006 W5 A2C (ARGENT SECURITIES TRUST 2006-W5) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| ARGENT SECURITIES INC. ARSI 2006 W5 A2D (ARGENT SECURITIES TRUST 2006-W5) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| ARMOR RE II LTD SR UNSECURED 144A 05/31 VAR | Long | Debt | BM | $13M | – | 0.01 |
| ASCENT EDUCATION FUNDING TRUST ASCNT 2024 A A 144A (ASCENT EDUCATION FUNDING TRUST 2024-A) | Long | ABS-other | US | $14M | – | 0.01 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2003 WF1 A2 (ASSET BACKED FUNDING CERT 2003-WF1) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2004 AHL1 M1 (ABFC 2004-AHL1 TRUST) | Long | ABS-mortgage backed security | US | $721K | – | 0.00 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2004 FF1 M2 (ASSET BACKED FUNDING CERT 2004-FF1) | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2004 OPT4 M1 (ASSET BACKED FUNDING CERT 2004-OPT4) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2004 OPT4 M2 (ASSET BACKED FUNDING CERT 2004-OPT4) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2004 OPT4 M4 (ASSET BACKED FUNDING CERT 2004-OPT4) | Long | ABS-mortgage backed security | US | $242K | – | 0.00 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2004 OPT5 A1 (ASSET BACKED FUNDING CERTS 2004-OPT5) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2005 HE1 M2 (ASSET BACKED FUNDING CERT 2005-HE1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2005 HE1 M4 (ASSET BACKED FUNDING CERT 2005-HE1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2005 HE2 M4 (ASSET BACKED FUNDING CERT 2005-HE2) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A1 (ASSET BACKED FUNDING CERT 2006-HE1) | Long | ABS-mortgage backed security | US | $29M | – | 0.02 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A2B (ASSET BACKED FUNDING CERT 2006-HE1) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A2C (ASSET BACKED FUNDING CERT 2006-HE1) | Long | ABS-mortgage backed security | US | $30M | – | 0.02 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A2D (ASSET BACKED FUNDING CERT 2006-HE1) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT1 A3C1 (ASSET BACKED FUNDING CERT 2006-OPT1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT1 M1 (ASSET BACKED FUNDING CERT 2006-OPT1) | Long | ABS-mortgage backed security | US | $28M | – | 0.02 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT2 A1 (ASSET BACKED FUNDING CERT 2006-OPT2) | Long | ABS-mortgage backed security | US | $30M | – | 0.02 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT2 A2 (ASSET BACKED FUNDING CERT 2006-OPT2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT2 A3C (ASSET BACKED FUNDING CERT 2006-OPT2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT3 A2 (ASSET BACKED FUNDING CERT 2006-OPT3) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT3 A3B (ASSET BACKED FUNDING CERT 2006-OPT3) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT3 A3C (ASSET BACKED FUNDING CERT 2006-OPT3) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2007 WMC1 A2B (ASSET BACKED FUNDING CERT 2007-WMC1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| ASSET BACKED SECURITIES CORP H ABSHE 2002 HE1 M1 (ASSET BACK SEC CORP HM EQ LN TR 2002-HE1) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| ASSET BACKED SECURITIES CORP H ABSHE 2005 HE2 M3 (ASSET BACK SEC CORP HM EQ LN TR 2005-HE2) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| ASSET BACKED SECURITIES CORP H ABSHE 2005 HE3 M6 (ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST 2005-HE3) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| ASSET BACKED SECURITIES CORP H ABSHE 2005 HE4 M6 (ASSET BACKED SEC CORP HOME EQ 2005-HE4) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| ASSET BACKED SECURITIES CORP H ABSHE 2005 HE4 M7 (ASSET BACKED SEC CORP HOME EQ 2005-HE4) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| ASSET BACKED SECURITIES CORP H ABSHE 2005 HE5 M4 (ASSET BACKED SEC CORP HM EQ 2005-HE5) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| ASSET BACKED SECURITIES CORP H ABSHE 2005 HE6 M5 (ASSET BACKED SEC CORP HM EQ 2005-HE6) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| ASSET BACKED SECURITIES CORP H ABSHE 2005 HE6 M6 (ASSET BACKED SEC CORP HM EQ 2005-HE6) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| ASSET BACKED SECURITIES CORP H ABSHE 2005 HE8 M5 (ASSET BACKED SEC CORP HOME EQ 2005-HE8) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| ASSET BACKED SECURITIES CORP H ABSHE 2006 HE1 M2 (ASSET BACKED SEC HOME EQTY LN 2006-HE1) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| ASSET BACKED SECURITIES CORP H ABSHE 2006 HE2 A1A (ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST 2006-HE2) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| ASSET BACKED SECURITIES CORP H ABSHE 2006 HE6 A1 (ASSET BACKED SEC HOME EQTY LN 2006-HE6) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| ASSET BACKED SECURITIES CORP H ABSHE 2006 HE6 M1 (ASSET BACKED SEC HOME EQTY LN 2006-HE6) | Long | ABS-mortgage backed security | US | $33M | – | 0.02 |
| ASSET BACKED SECURITIES CORP H ABSHE 2007 HE1 A1A (ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2007-HE1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| ASSET BACKED SECURITIES CORP H ABSHE 2007 HE1 A4 (ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2007-HE1) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| ASSET BACKED SECURITIES CORP H ABSHE 2007 HE1 A5 (ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2007-HE1) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| AT&T INC SNR S* ICE | Derivative-credit | US | $385K | – | 0.00 | |
| AT&T INC SNR S* ICE | Derivative-credit | US | $67K | – | 0.00 | |
| AT&T INC SNR S* ICE | Derivative-credit | US | $22K | – | 0.00 | |
| ATLAS FUNDING AFUND 2023 1 A REGS (ATLAS FUNDING 2023-1 PLC 23-1) | Long | ABS-mortgage backed security | GB | $7M | – | 0.00 |
| ATLAS SENIOR LOAN FUND LTD ATCLO 2018 12A A1 144A (ATLAS SENIOR LOAN FUND LTD 2018-12A) | Long | ABS-collateralized bond/debt obligation | KY | $30M | – | 0.02 |
| AUST 10Y BOND FUT SEP24 XSFE 20240916 | Derivative-interest rate | AU | $-115K | – | -0.00 | |
| AVENUE OF AMERICAS AOA 2021 1177 A 144A (AOA 2021-1177 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2019 2A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP LL) | Long | ABS-other | US | $4M | – | 0.00 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $104M | – | 0.07 |
| AVOLON TLB BORROWER 1 US LLC 2023 TERM LOAN B6 (AVOLON TLB BORROWER 1 (US) LLC) | Long | Loan | US | $8M | – | 0.01 |
| AVON FINANCE AVON 3A A 144A (AVON FINANCE NO 3 PLC 3A) | Long | ABS-mortgage backed security | GB | $532M | – | 0.35 |
| AVON FINANCE AVON 3A B 144A (AVON FINANCE NO 3 PLC 3A) | Long | ABS-mortgage backed security | GB | $40M | – | 0.03 |
| AVON FINANCE AVON 3A C 144A (AVON FINANCE NO 3 PLC 3A) | Long | ABS-mortgage backed security | GB | $23M | – | 0.02 |
| AVON FINANCE AVON 3A D 144A (AVON FINANCE NO 3 PLC 3A) | Long | ABS-mortgage backed security | GB | $13M | – | 0.01 |
| AVON FINANCE AVON 3A E 144A (AVON FINANCE NO 3 PLC 3A) | Long | ABS-mortgage backed security | GB | $15M | – | 0.01 |
| AVON FINANCE AVON 3A F 144A (AVON FINANCE NO 3 PLC 3A) | Long | ABS-mortgage backed security | GB | $11M | – | 0.01 |
| AVON FINANCE AVON 3A R 144A (AVON FINANCE NO 3 PLC 3A) | Long | ABS-mortgage backed security | GB | $6M | – | 0.00 |
| AVON FINANCE AVON 3A X 144A (AVON FINANCE NO 3 PLC 3A) | Long | ABS-mortgage backed security | GB | $7M | – | 0.00 |
| AVON FINANCE AVON 3A Y 144A (AVON FINANCE NO 3 PLC 3A) | Long | ABS-other | GB | $29K | – | 0.00 |
| AVON FINANCE AVON 3A Z 144A (AVON FINANCE NO 3 PLC 3A) | Long | ABS-mortgage backed security | GB | $9M | – | 0.01 |
| AVON FINANCE AVON 4A A 144A (AVON FINANCE 4A) | Long | ABS-mortgage backed security | GB | $108M | – | 0.07 |
| AVON FINANCE AVON 4A B 144A (AVON FINANCE 4A) | Long | ABS-mortgage backed security | GB | $19M | – | 0.01 |
| AVON FINANCE AVON 4A C 144A (AVON FINANCE 4A) | Long | ABS-mortgage backed security | GB | $19M | – | 0.01 |
| AVON FINANCE AVON 4A D 144A (AVON FINANCE 4A) | Long | ABS-mortgage backed security | GB | $11M | – | 0.01 |
| BABSON CLO LTD BABSN 2021 3A A 144A (BARINGS CLO LTD 2021-III) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.01 |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2019 1A AR 144A (BAIN CAPITAL CREDIT CLO 2019-1A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.00 |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2019 2A AR 144A (BAIN CAPITAL CREDIT CLO 2019-2) | Long | ABS-collateralized bond/debt obligation | KY | $16M | – | 0.01 |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2020 2A AR 144A (BAIN CAPITAL CREDIT CLO 2020-2 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $25M | – | 0.02 |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 4A A1 144A (BAIN CAPITAL CREDIT CLO 2021-4 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $25M | – | 0.02 |
| BALLYROCK LTD BALLY 2021 16A A1 144A (BALLYROCK CLO 16 LTD 2021-16A) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.01 |
| BAMLL COML MTG SECS TR 2024 04/42 1 (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-AWH) | Long | ABS-mortgage backed security | US | $89M | – | 0.06 |
| BAMLL COML MTG SECS TR 2024 04/42 1 (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-AWH) | Long | ABS-mortgage backed security | US | $29M | – | 0.02 |
| BANC AMER ALTERNATIVE LN 2003 10 CL0 (BANK OF AMERICA ALT LN TRUST 2004-6) | Long | ABS-mortgage backed security | US | $0 | – | – |
| BANC OF AMERICA ALTERNATIVE LO BOAA 2003 8 1CB1 (BANC OF AMERICA ALTERNATIVE LOAN TRUST 2003-8) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BANC OF AMERICA ALTERNATIVE LO BOAA 2004 6 1A1 (BANK OF AMERICA ALT LN TRUST 2004-6) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| BANC OF AMERICA ALTERNATIVE LO BOAA 2004 6 2A1 (BANK OF AMERICA ALT LN TRUST 2004-6) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BANC OF AMERICA ALTERNATIVE LO BOAA 2005 11 1CB4 (BANC OF AMERICA ALT LOAN TRUST 2005-11) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| BANC OF AMERICA ALTERNATIVE LO BOAA 2006 2 1CB1 (BANC OF AMERICA ALT LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BANC OF AMERICA ALTERNATIVE LO BOAA 2006 5 CB1 (BANC OF AMERICA ALT LOAN TRUST 2006-5) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| BANC OF AMERICA ALTERNATIVE LO BOAA 2006 5 CB10 (BANC OF AMERICA ALT LOAN TRUST 2006-5) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| BANC OF AMERICA ALTERNATIVE LO BOAA 2006 5 CB11 (BANC OF AMERICA ALT LOAN TRUST 2006-5) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BANC OF AMERICA ALTERNATIVE LO BOAA 2006 5 CB2 (BANC OF AMERICA ALT LOAN TRUST 2006-5) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| BANC OF AMERICA ALTERNATIVE LO BOAA 2006 5 CB3 (BANC OF AMERICA ALT LOAN TRUST 2006-5) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| BANC OF AMERICA ALTERNATIVE LO BOAA 2006 6 2A10 (BANC OF AMERICA ALT LOAN TRUST 2006-6) | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2003 1 A1 (BANC OF AMERICA FUNDING CORP 2003-1) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2004 1 7A1 (BANC OF AMERICA FUNDING CORP 2004-1) | Long | ABS-mortgage backed security | US | $329K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2004 5 1A18 (BANC OF AMERICA FUNDING 2004-5 TRUST) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2004 A 3A1 (BANC OF AMERICA FUNDING CORP 2004-A) | Long | ABS-mortgage backed security | US | $314K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2004 B 1A2 (BANC OF AMERICA FUNDING CORP 2004-B) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 2 1A16 (BANC OF AMERICA FUNDING 2005-2 TRUST) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 B 2A1 (BANC OF AMERICA FUNDING CORP 2005-B) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 B 3M2 (BANC OF AMERICA FUNDING CORP 2005-B) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 C M1 (BANC OF AMERICA FUNDING CORP 2005-C) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 D B1 (BANC OF AMERICA FUNDING CORP 2005-D) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 E 7A1 (BANC OF AMERICA FUNDING CORP 2005-E) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 E 8A1 (BANC OF AMERICA FUNDING CORP 2005-E) | Long | ABS-mortgage backed security | US | $240K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 F 1A1 (BANC OF AMERICA FUNDING CORP 2005-F) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 F 2A1 (BANC OF AMERICA FUNDING CORP 2005-F) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 F 6A1 (BANC OF AMERICA FUNDING CORP 2005-F) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 G A2 (BANC OF AMERICA FUNDING TRUST 2005-G) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 H 8A1 (BANC OF AMERICA FUNDING CORP 2005-H) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 H 9A1 (BANC OF AMERICA FUNDING CORP 2005-H) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 3 5A8 (BANC OF AMERICA FUND CORP 2006-3) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 4 A3 (BANC OF AMERICA FUNDING CORP 2006-4) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 5 1A11 (BANC OF AMERICA FUND CORP 2006-5) | Long | ABS-mortgage backed security | US | $643K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 7 1A12 (BANC OF AMERICA FUNDING CORP 2006-7) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 7 1A9 (BANC OF AMERICA FUNDING CORP 2006-7) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 B 6A1 (BANC OF AMERICA FUNDING CORP 2006-B) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 B 7A1 (BANC OF AMERICA FUNDING CORP 2006-B) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 D 1A2 (BANC OF AMERICA FUNDING CORP 2006-D) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 F 1A1 (BANC OF AMERICA FUNDING CORP 2006-F) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 G 1A1 (BANC OF AMERICA FUNDING CORP 2006-G) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 4A2 (BANC OF AMERICA FUNDING CORP 2006-H) | Long | ABS-mortgage backed security | US | $466K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 6A1 (BANC OF AMERICA FUNDING CORP 2006-H) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 I 4A1 (BANC OF AMERICA FUNDING CORP 2006-I) | Long | ABS-mortgage backed security | US | $193K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1 (BANC OF AMERICA FUNDING CORP 2006-J) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 1A1 (BANC OF AMERICA FUNDING CORP 2007-3) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 TA6 (BANC OF AMERICA FUNDING CORP 2007-3) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 4 TA4 (BANC OF AMERICA FUNDING CORP 2007-4) | Long | ABS-mortgage backed security | US | $749K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 6 A1 (BANC OF AMERICA FUNDING CORP 2007-6) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 6 A2 (BANC OF AMERICA FUNDING CORP 2007-6) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 7 2A1 (BANC OF AMERICA FUNDING CORP 2007-7) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 8 4A1 (BANC OF AMERICA FUNDING CORP 2007-8) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 A 2A4 (BANC OF AMERICA FUNDING CORP 2007-A) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 C 1A3 (BANC OF AMERICA FUNDING CORP 2007-C) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 C 1A4 (BANC OF AMERICA FUNDING CORP 2007-C) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 D 1A1 (BANC OF AMERICA FUNDING CORP 2007-D) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 E 5A1 (BANC OF AMERICA FUNDING CORP 2007-E) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2008 1 A1 (BANC OF AMERICA FUNDING CORP 2008-1) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2010 R5 1A3 144A (BANC OF AMERICA FUNDING TRUST 2010-R5) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2014 R2 2A2 144A (BANC OF AMERICA FUNDING TRUST 2014-R2) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2015 R1 A2 144A (BANC OF AMERICA FUNDING 2015-R1) | Long | ABS-mortgage backed security | US | $24M | – | 0.02 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2015 HAUL A1 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2015-HAUL) | Long | ABS-mortgage backed security | US | $339K | – | 0.00 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2015 HAUL XA 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2015-HAUL) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX) | Long | ABS-mortgage backed security | US | $190K | – | 0.00 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB1 A 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-LB1) | Long | ABS-mortgage backed security | US | $1B | – | 0.73 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB1 B 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-LB1) | Long | ABS-mortgage backed security | US | $319M | – | 0.21 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB2 A 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-LB2) | Long | ABS-mortgage backed security | US | $463M | – | 0.30 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB2 B 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-LB2) | Long | ABS-mortgage backed security | US | $131M | – | 0.09 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2002 G 1A3 (BANK OF AMERICA MTG SEC 2002-G) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 B 2A2 (BANK OF AMERICA MTGE SEC 2003-B) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 C 2A1 (BANK OF AMERICA MTGE SEC 2003-C) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 D 2A6 (BANK OF AMERICA MTGE SEC 2003-D) | Long | ABS-mortgage backed security | US | $4.84 | – | – |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 D 3A1 (BANK OF AMERICA MTGE SEC 2003-D) | Long | ABS-mortgage backed security | US | $197.29 | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 H 2A3 (BANK OF AMERICA MTGE SEC 2003-H) | Long | ABS-mortgage backed security | US | $797K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 K 1A1 (BANC OF AMERICA MORTGAGE SECURITIES 2003-K) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 K 2A1 (BANC OF AMERICA MORTGAGE SECURITIES 2003-K) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 L 2A1 (BANK OF AMERICA MTGE SEC 2003-L) | Long | ABS-mortgage backed security | US | $487K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 D 2A1 (BANK OF AMERICA MTGE SECURITIES 2004-4) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 D 2A2 (BANK OF AMERICA MTGE SECURITIES 2004-4) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 F 1A1 (BANC OF AMERICA MTGE SEC 2004-F) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 L 2A1 (BANK OF AMERICA MTGE SECURITIES 2004-L) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 3 2A3 (BANC OF AMERICA MORTGAGE TRUST 2005-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 8 A11 (BANC OF AMERICA MORTGAGE SECURITIES 2005) | Long | ABS-mortgage backed security | US | $294K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 8 A13 (BANC OF AMERICA MORTGAGE SECURITIES 2005) | Long | ABS-mortgage backed security | US | $763K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 8 A6 (BANC OF AMERICA MORTGAGE SECURITIES 2005) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 A 2A2 (BANK OF AMERICA MTGE SECURITIES 2005-A) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 A 4A1 (BANK OF AMERICA MTGE SECURITIES 2005-A) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 C 2A2 (BANK OF AMERICA MTGE SECURITIES 2005-C) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 D 2A6 (BANK OF AMERICA MTGE SECURITIES 2005-D) | Long | ABS-mortgage backed security | US | $459K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 D 2A7 (BANK OF AMERICA MTGE SECURITIES 2005-D) | Long | ABS-mortgage backed security | US | $904K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 E 2A1 (BANK OF AMERICA MTG SEC 2005-3) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 F 2A2 (BANK OF AMERICA MTGE SEC 2005-F) | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 F 2A3 (BANK OF AMERICA MTGE SEC 2005-F) | Long | ABS-mortgage backed security | US | $285K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 G 2A1 (BANK OF AMERICA MTGE SEC 2005-G) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 H 2A1 (BANK OF AMERICA MTGE SEC 2005-H) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 H 2A5 (BANK OF AMERICA MTGE SEC 2005-H) | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 I 2A1 (BANK OF AMERICA MTG SEC 2005-I) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 J 1A1 (BANK OF AMERICA MTGE SECS-2005-J) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 J 2A1 (BANK OF AMERICA MTGE SECS-2005-J) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 J 2A3 (BANK OF AMERICA MTGE SECS-2005-J) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 L 2A3 (BANK OF AMERICA MTGE SECS-2005-L) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 2 A1 (BANK OF AMERICA MTGE SECS-2006-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 A 2A1 (BANK OF AMERICA MTGE SECS-2006-A) | Long | ABS-mortgage backed security | US | $909K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 B 2A1 (BANK OF AMERICA MTGE SECS-2006-B) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2007 3 1A1 (BANK OF AMERICA MTGE SECS-2007-3) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| BANCA MONTE DEI PASCHI S REGS 01/26 1.875 (BANCA MONTE DEI PASCHI DI SIENA SPA) | Long | Debt | IT | $62M | – | 0.04 |
| BANCA MONTE DEI PASCHI S REGS 04/25 2.625 (BANCA MONTE DEI PASCHI DI SIENA SPA) | Long | Debt | IT | $12M | – | 0.01 |
| BANCA MONTE DEI PASCHI S REGS 09/24 3.625 (BANCA MONTE DEI PASCHI DI SIENA SPA) | Long | Debt | IT | $10M | – | 0.01 |
| BANCO DE CREDITO DEL PER SR UNSECURED 144A 09/24 4.65 (BANCO DE CREDITO DEL PERU SA) | Long | Debt | PE | $43M | – | 0.03 |
| BANCO SANTANDER SA 11/27 VAR | Long | Debt | ES | $97M | – | 0.06 |
| BANCO SANTANDER SA 11/28 6.607 | Long | Debt | ES | $65M | – | 0.04 |
| BANCO SANTANDER SA SR UNSECURED 04/27 4.25 | Long | Debt | ES | $27M | – | 0.02 |
| BANK BANK 2018 BN10 XB (BANK-2018-BN10) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BANK OF AMERICA CORP SR UNSECURED 04/29 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $14M | – | 0.01 |
| BANK OF NOVA SCOTIA JR SUBORDINA 12/99 VAR (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $3M | – | 0.00 |
| BANKAMERICA MANUFACTURED HOUSI BAMH 1998 2 B1 (BANKAMERICA MANUF HOUSING CONTR 1998-2) | Long | ABS-other | US | $720K | – | 0.00 |
| BARCLAYS MORTGAGE LOAN TRUST BARC 2023 NQM2 PT 144A (BARCLAYS MORTGAGE LOAN TRUST 2023-NQM2) | Long | ABS-mortgage backed security | US | $210M | – | 0.14 |
| BARCLAYS MORTGAGE LOAN TRUST BARC 2023 NQM2 SA 144A (BARCLAYS MORTGAGE LOAN TRUST 2023-NQM2) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| BARCLAYS MORTGAGE LOAN TRUST BARC 2024 NQM2 PT1 144A (BARCLAYS MORTGAGE LOAN TRUST 2024-NQM2) | Long | ABS-mortgage backed security | US | $221M | – | 0.14 |
| BARCLAYS MORTGAGE LOAN TRUST BARC 2024 NQM2 SA 144A (BARCLAYS MORTGAGE LOAN TRUST 2024-NQM2) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| BARCLAYS PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $21M | – | 0.01 |
| BARCLAYS PLC SR UNSECURED 03/30 VAR | Long | Debt | GB | $57M | – | 0.04 |
| BARCLAYS PLC SR UNSECURED 05/29 VAR | Long | Debt | GB | $53M | – | 0.03 |
| BARCLAYS PLC SR UNSECURED 05/34 VAR | Long | Debt | GB | $165M | – | 0.11 |
| BARCLAYS PLC SR UNSECURED 09/27 VAR | Long | Debt | GB | $62M | – | 0.04 |
| BARCLAYS PLC SR UNSECURED 09/29 VAR | Long | Debt | GB | $27M | – | 0.02 |
| BARCLAYS PLC SR UNSECURED 09/34 VAR | Long | Debt | GB | $56M | – | 0.04 |
| BARCLAYS PLC SR UNSECURED 11/32 VAR | Long | Debt | GB | $3M | – | 0.00 |
| BARCLAYS PLC SR UNSECURED 11/33 VAR | Long | Debt | GB | $24M | – | 0.02 |
| BARINGS CLO LTD. 2016 II BABSN 2016 2A AR2 144A (BABSON CLO LTD 2016-2A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.00 |
| BARINGS LOAN PARTNERS CLO LTD. BABSN LP 3A AR 144A (BARINGS LOAN PARTNERS CLO LTD 3) | Long | ABS-collateralized bond/debt obligation | KY | $27M | – | 0.02 |
| BARROW FUNDING PLC BARRO 1A A 144A (BARROW FUNDING PLC 1A) | Long | ABS-mortgage backed security | GB | $752M | – | 0.49 |
| BARROW FUNDING PLC BARRO 1A B 144A (BARROW FUNDING PLC 1A) | Long | ABS-mortgage backed security | GB | $55M | – | 0.04 |
| BARROW FUNDING PLC BARRO 1A C 144A (BARROW FUNDING PLC 1A) | Long | ABS-mortgage backed security | GB | $27M | – | 0.02 |
| BARROW FUNDING PLC BARRO 1A D 144A (BARROW FUNDING PLC 1A) | Long | ABS-mortgage backed security | GB | $18M | – | 0.01 |
| BARROW FUNDING PLC BARRO 1A E 144A (BARROW FUNDING PLC 1A) | Long | ABS-mortgage backed security | GB | $9M | – | 0.01 |
| BARROW FUNDING PLC BARRO 1A F 144A (BARROW FUNDING PLC 1A) | Long | ABS-mortgage backed security | GB | $9M | – | 0.01 |
| BARROW FUNDING PLC BARRO 1A RC 144A (BARROW FUNDING PLC 1A) | Long | ABS-mortgage backed security | GB | $0.01 | – | – |
| BARROW FUNDING PLC BARRO 1A Z 144A (BARROW FUNDING PLC 1A) | Long | ABS-mortgage backed security | GB | $27M | – | 0.02 |
| BASIC ASSET BACKED SECURITIES BASIC 2006 1 M1 (BASIC ASSET BACKED SECURITIES TRUST 2006-1) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| BAT CAPITAL CORP COMPANY GUAR 08/30 6.343 (BAT CAPITAL CORPORATION) | Long | Debt | US | $11M | – | 0.01 |
| BAT CAPITAL CORP COMPANY GUAR 08/33 6.421 (BAT CAPITAL CORPORATION) | Long | Debt | US | $9M | – | 0.01 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/30 6.375 | Long | Debt | US | $11M | – | 0.01 |
| BAYOU RE LTD UNSECURED 144A 04/31 VAR | Long | Debt | BM | $7M | – | 0.00 |
| BAYOU RE LTD UNSECURED 144A 04/31 VAR | Long | Debt | BM | $6M | – | 0.00 |
| BAYVIEW COMMERCIAL ASSET TRUST BAYC 2006 SP2 A 144A (BAYVIEW COMMERCIAL ASSET TRUST 2006-SP2) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| BAYVIEW FINANCIAL ACQUISITION BAYV 2006 B M3 (BAYVIEW FINANCIAL ACQUISITION TR 2006-B) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| BAYVIEW FINANCIAL ACQUISITION BAYV 2007 A 2A (BAYVIEW FINANCIAL ACQUISITION TR 2007-A) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| BAYVIEW FINANCIAL ASSET TRUST BFAT 2007 SR1A A 144A (BAYVIEW FINANCIAL ASSET TR 2007-SR1A) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| BAYVIEW FINANCIAL ASSET TRUST BFAT 2007 SR1A M1 144A (BAYVIEW FINANCIAL ASSET TR 2007-SR1A) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BAYVIEW FINANCIAL ASSET TRUST BFAT 2007 SR1A M2 144A (BAYVIEW FINANCIAL ASSET TR 2007-SR1A) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BAYVIEW FINANCIAL ASSET TRUST BFAT 2007 SR1A M3 144A (BAYVIEW FINANCIAL ASSET TR 2007-SR1A) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BAYVIEW FINANCIAL ASSET TRUST BFAT 2007 SR1A M4 144A (BAYVIEW FINANCIAL ASSET TR 2007-SR1A) | Long | ABS-mortgage backed security | US | $937K | – | 0.00 |
| BAYVIEW FINANCIAL REVOLVING MO BAYRT 2005 E A2A 144A (BAYVIEW FINANCIAL REVOLVING LN 2005-E) | Long | ABS-mortgage backed security | US | $914K | – | 0.00 |
| BCAP LLC TRUST BCAP 2006 AA2 A1 (BCAP LLC TRUST 2006-AA2) | Long | ABS-mortgage backed security | US | $233K | – | 0.00 |
| BCAP LLC TRUST BCAP 2007 AA2 2A11 (BCAP LLC TRUST 2007-AA2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BCAP LLC TRUST BCAP 2007 AA3 2A1A (BCAP LLC TRUST 2007-AA3) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| BCAP LLC TRUST BCAP 2008 IND1 A1 (BCAP LLC TRUST 2008-IND1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| BCAP LLC TRUST BCAP 2009 RR12 2A2 144A (BCAP LLC TRUST 2009-RR12) | Long | ABS-mortgage backed security | US | $531K | – | 0.00 |
| BCAP LLC TRUST BCAP 2009 RR13 20A2 144A (BCAP LLC TRUST 2009-RR13) | Long | ABS-mortgage backed security | US | $711K | – | 0.00 |
| BCAP LLC TRUST BCAP 2009 RR15 1A2 144A (BCAP LLC TRUST 2009-RR15) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BCAP LLC TRUST BCAP 2009 RR4 10A2 144A (BCAP LLC TRUST 2009-RR4) | Long | ABS-mortgage backed security | US | $691K | – | 0.00 |
| BCAP LLC TRUST BCAP 2009 RR4 6A2 144A (BCAP LLC TRUST 2009-RR4) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| BCAP LLC TRUST BCAP 2010 RR1 3A7 144A (BCAP LLC TRUST 2010-RR1) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| BCAP LLC TRUST BCAP 2010 RR1 4A6 144A (BCAP LLC TRUST 2010-RR1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| BCAP LLC TRUST BCAP 2010 RR10 4A11 144A (BCAP LLC TRUST 2010-RR10) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| BCAP LLC TRUST BCAP 2010 RR12 3A11 144A (BCAP LLC TRUST 2010-RR12) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| BCAP LLC TRUST BCAP 2010 RR13 1A2 144A (BCAP LLC 2010-RR13 TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| BCAP LLC TRUST BCAP 2010 RR2 5A6 144A (BCAP LLC TRUST 2010-RR2) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| BCAP LLC TRUST BCAP 2010 RR4 5A14 144A (BCAP LLC TRUST 2010-RR4) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| BCAP LLC TRUST BCAP 2011 R11 10A8 144A (BCAP LLC TRUST 2011-R11) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| BCAP LLC TRUST BCAP 2011 R11 29A8 144A (BCAP LLC TRUST 2011-R11) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| BCAP LLC TRUST BCAP 2011 R11 8A7 144A (BCAP LLC TRUST 2011-R11) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| BCAP LLC TRUST BCAP 2011 RR2 1A4 144A (BCAP LLC TRUST 2011-RR2) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| BCAP LLC TRUST BCAP 2011 RR4 7A1 144A (BCAP LLC TRUST 2011-RR4) | Long | ABS-mortgage backed security | US | $753K | – | 0.00 |
| BCAP LLC TRUST BCAP 2011 RR4 8A1 144A (BCAP LLC TRUST 2011-RR4) | Long | ABS-mortgage backed security | US | $259K | – | 0.00 |
| BCAP LLC TRUST BCAP 2011 RR5 16A1 144A (BCAP LLC TRUST 2011-RR5) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| BCAP LLC TRUST BCAP 2012 RR11 2A4 144A (BCAP LLC TRUST 2012-RR11) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| BCAP LLC TRUST BCAP 2012 RR11 5A3 144A (BCAP LLC TRUST 2012-RR11) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BCAP LLC TRUST BCAP 2012 RR2 5A7 144A (BCAP LLC TRUST 2012-RR2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BCAP LLC TRUST BCAP 2012 RR5 2A1 144A (BCAP LLC TRUST 2012-RR5) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| BCAP LLC TRUST BCAP 2012 RR8 5A6 144A (BCAP LLC TRUST 2012-RR8) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BCAP LLC TRUST BCAP 2013 RR2 2A2 144A (BCAP LLC TRUST 2013 RR2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BCAP LLC TRUST BCAP 2013 RR7 2A2 144A (BCAP LLC TRUST 2013-RR7) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| BCP TRUST BCP 2021 330N A 144A (BCP TRUST 2021-330N) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A1 (BEAR STEARNS ARM TRUST 2002-11) | Long | ABS-mortgage backed security | US | $126.44 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 4 2A1 (BEAR STEARNS ADJ RATE MTGE TR 2003-4) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 7 9A (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-7) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 1 13A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-1) | Long | ABS-mortgage backed security | US | $245K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 1 15A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-1) | Long | ABS-mortgage backed security | US | $396K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 12A5 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $265K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 13A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 31A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 12 2A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-12) | Long | ABS-mortgage backed security | US | $458K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 2 22A (BEAR STEARNS ADJ RATE MTGE TR 2004-2) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 3 2A (BEAR STEARNS ARM TR 2004-3) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 5 2A (BEAR STEARNS ADJUSTABLE RATE MTGE 20) | Long | ABS-mortgage backed security | US | $288.4 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 5 4A (BEAR STEARNS ADJUSTABLE RATE MTGE 20) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 6 2A1 (BEAR STEARNS ADJ RATE MTGE TR 2004-6) | Long | ABS-mortgage backed security | US | $690K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 11A1 (BEAR STEARNS ARM TR 2004-8) | Long | ABS-mortgage backed security | US | $217K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 12A1 (BEAR STEARNS ARM TR 2004-8) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 14A1 (BEAR STEARNS ARM TR 2004-8) | Long | ABS-mortgage backed security | US | $26.95 | – | – |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 1 2A2 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-1) | Long | ABS-mortgage backed security | US | $305K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 11A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 12A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 13A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 22A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12) | Long | ABS-mortgage backed security | US | $226K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 4 2A3 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-4) | Long | ABS-mortgage backed security | US | $740K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 4 3A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-4) | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 6 1A1 (BEAR STEARNS ADJ RATE MTGE TR 2005-6) | Long | ABS-mortgage backed security | US | $688K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 6 5A1 (BEAR STEARNS ADJ RATE MTGE TR 2005-6) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 7 2A1 (BEAR STEARNS ARM TRUST 2005-7 2005-7) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 1 A1 (BEAR STEARNS ADJ RATE MTGE TR 2006-1) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 4A1 (BEAR STEARNS ADJ RATE MTGE TR 2006-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 2 3A1 (BEAR STEARNS ADJ RATE MTGE TR 2007-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 3 1A1 (BEAR STEARNS ADJ RATE MTGE TR 2007-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 4 12A1 (BEAR STEARNS ADJ RATE MTGE TR 2007-4) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 4 22A1 (BEAR STEARNS ADJ RATE MTGE TR 2007-4) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 5 1A1 (BEAR STEARNS ADJ RATE MTGE TR 2007-5) | Long | ABS-mortgage backed security | US | $739K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 5 3A1 (BEAR STEARNS ADJ RATE MTGE TR 2007-5) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2003 6 4A (BEAR STEARNS ALT-A TRUST 2003-6) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2004 1 2A3 (BEAR STEARNS ALT-A TRUST 2004-1) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2004 10 M2 (BEAR STEARNS ALT-A TRUST 2004-10) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2004 12 2A1 (BEAR STEARNS ALT-A TR 2004-12) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2004 12 2A2 (BEAR STEARNS ALT-A TR 2004-12) | Long | ABS-mortgage backed security | US | $194K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2004 13 M1 (BEAR STEARNS ALT-A TR 2004-13) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2004 3 A1 (BEAR STEARNS ALT-A TRUST 2004-3) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2004 4 M1 (BEAR STEARNS ALT-A TRUST 2004-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2004 5 2A1 (BEAR STEARNS ALT-A TRUST 2004-5) | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2004 6 M2 (BEAR STEARNS ALT-A TRUST 2004-6) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2004 7 2A1 (BEAR STEARNS ALT-A TRUST-2004-7) | Long | ABS-mortgage backed security | US | $548K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2004 9 1A1 (BEAR STEARNS ALT-A TRUST 2004-9) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2004 9 6A1 (BEAR STEARNS ALT-A TRUST 2004-9) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 1 M2 (BEAR STEARNS ALT-A TRUST 2005-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 10 22A1 (BEAR STEARNS ALT-A TRUST 2005-10) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2005 10 24A1 (BEAR STEARNS ALT-A TRUST 2005-10) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 2 2A2A (BEAR STEARNS ALT-A TR 2005-2) | Long | ABS-mortgage backed security | US | $190K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 2 2A4 (BEAR STEARNS ALT-A TR 2005-2) | Long | ABS-mortgage backed security | US | $319K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 3 2A1 (BEAR STEARNS ALT-A TR 2005-3) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 3 4A3 (BEAR STEARNS ALT-A TR 2005-3) | Long | ABS-mortgage backed security | US | $239K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 4 1M1 (BEAR STEARNS ALT-A TRUST 2005-4) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 4 22A2 (BEAR STEARNS ALT-A TRUST 2005-4) | Long | ABS-mortgage backed security | US | $261K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 4 23A2 (BEAR STEARNS ALT-A TRUST 2005-4) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 4 25A1 (BEAR STEARNS ALT-A TRUST 2005-4) | Long | ABS-mortgage backed security | US | $669K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 5 1M2 (BEAR STEARNS ALT-A TRUST 2005-5) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 5 22A1 (BEAR STEARNS ALT-A TRUST 2005-5) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2005 5 25A1 (BEAR STEARNS ALT-A TRUST 2005-5) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 7 21A1 (BEAR STEARNS ALT-A TRUST 2005-7) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 (BEAR STEARNS ALT-A TRUST 2005-7) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 7 23A1 (BEAR STEARNS ALT-A TRUST 2005-7) | Long | ABS-mortgage backed security | US | $345K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 7 24A1 (BEAR STEARNS ALT-A TRUST 2005-7) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 8 21A1 (BEAR STEARNS ALT-A TRUST 2005-8) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2005 9 24A1 (BEAR STEARNS ALT-A TRUST 2005-9) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 9 26A1 (BEAR STEARNS ALT-A TRUST 2005-9) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 1 11A1 (BEAR STEARNS ALT-A TRUST 2006-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 1 21A2 (BEAR STEARNS ALT-A TRUST 2006-1) | Long | ABS-mortgage backed security | US | $719K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 1 22A1 (BEAR STEARNS ALT-A TRUST 2006-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 1 23A1 (BEAR STEARNS ALT-A TRUST 2006-1) | Long | ABS-mortgage backed security | US | $482K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 2 11A1 (BEAR STEARNS ALT-A TRUST 2006-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 2 23A1 (BEAR STEARNS ALT-A TRUST 2006-2) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 3 22A1 (BEAR STEARNS ALT-A TRUST 2006-3) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 3 33A1 (BEAR STEARNS ALT-A TRUST 2006-3) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 3 35A1 (BEAR STEARNS ALT-A TRUST 2006-3) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 3 36A1 (BEAR STEARNS ALT-A TRUST 2006-3) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 4 13A1 (BEAR STEARNS ALT-A TRUST 2006-4) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2006 5 2A2 (BEAR STEARNS ALT-A TRUST 2006-5) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 6 1A1 (BEAR STEARNS ALT-A TRUST 2006-6) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 6 31A1 (BEAR STEARNS ALT-A TRUST 2006-6) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 7 1A1 (BEAR STEARNS ALT-A TRUST 2006-7) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 8 1A1 (BEAR STEARNS ALT-A TRUST 2006-8) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 8 3A1 (BEAR STEARNS ALT-A TRUST 2006-8) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 R1 2E21 (BEAR STEARNS ALT-A TRUST 2006-R1) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2007 1 21A1 (BEAR STEARNS ALT-A TRUST 2007-1) | Long | ABS-mortgage backed security | US | $744K | – | 0.00 |
| BEAR STEARNS ALT A TRUST II BSAAT 2007 1 1A1 (BEAR STEARNS ALT-A TRUST II 2007-1) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2001 3 A2 (BEAR STEARNS ASSETBACKED SEC 2001-3) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2002 2 A1 (BEAR STEARNS ASSETBK SECU INC 2002-) | Long | ABS-mortgage backed security | US | $5.67 | – | – |
| BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-1) | Long | ABS-mortgage backed security | US | $436K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2003 AC5 A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-AC5) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2003 AC5 A3 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-AC5) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2003 AC7 A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-AC7) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2003 AC7 A2 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-AC7) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2003 AC7 A3 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-AC7) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2004 AC1 A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-AC) | Long | ABS-mortgage backed security | US | $887K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2004 AC3 A2 (BEAR STEARNS ASSETBACKED SEC 2004-AC3) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE1 M1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-HE1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE11 M3 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-HE11) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 3 M2 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-3) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 4 M3 (BEAR STEARNS ASSETBACKED SEC 2005-4) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 AC5 1A4 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-AC5) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 AC7 A4 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-AC7) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 AC9 A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-AC9) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 CL1 A1 (BEAR STEARNS ASSETBACKED SEC 2005-C) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 FR1 M2 (BEAR STEARNS ASSET BACKED SECU 2005-FR1) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE1 M3 (BEAR STEARNS ASSETBK SEC INC 2005-H) | Long | ABS-mortgage backed security | US | $795K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE1 M4 (BEAR STEARNS ASSETBK SEC INC 2005-H) | Long | ABS-mortgage backed security | US | $953K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE10 M2 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-HE10) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE12 M3 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-HE12) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE2 M2 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-HE2) | Long | ABS-mortgage backed security | US | $696K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE4 M3 (BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2005-HE4) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE6 M3 (BEAR STEARNS ASSET BACKED SECU 2005-HE6) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE9 M2 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-HE9) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 TC1 M3 (BEAR STEARNS ASSET BACKED SECU 2005-TC1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 1 M3 (BEAR STEARNS ASSETBACKED SEC 2006-1) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 3 M1 (BEAR STEARNS ASSETBACKED SEC 2006-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 3 M2 (BEAR STEARNS ASSETBACKED SEC 2006-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 AC3 2A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-AC3) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 AC5 A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-AC5) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 EC1 M2 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-EC1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 EC1 M3 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-EC1) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE10 21A2 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-HE10) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE3 M2 (BEAR STEARNS ASSETBACK SEC-2006-HE3) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE4 1A3 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-HE4) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE5 M1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-HE5) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE7 2A2 (BEAR STEARNS ASSETBACK SEC 2006-HE7) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE8 1A2 (BEAR STEARNS ASSETBACK SEC 2006-HE8) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE9 1A2 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-HE9) | Long | ABS-mortgage backed security | US | $842K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 IM1 A1 (BEAR STEARNS ASSETBACKED SEC 2006-I) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 PC1 M3 (BEAR STEARNS ASSETBACKED SEC 2006-P) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD1 M2 (BEAR STEARNS ASSETBCKD SEC 2006-SD1) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD3 1A1A (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD3) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD3 1A2B (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD3 1A3 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD3) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD3 23A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD3) | Long | ABS-mortgage backed security | US | $518K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 1 A3 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 2 A3 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-2) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 AC4 A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-AC4) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 FS1 1A4 (BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2007-FS1) | Long | ABS-mortgage backed security | US | $24M | – | 0.02 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE1 21A3 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE1) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE3 2A (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE3) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE4 1A3 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE4) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE4 1A4 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE4) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE5 1A3 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE5) | Long | ABS-mortgage backed security | US | $433K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE5 1A4 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE5) | Long | ABS-mortgage backed security | US | $730K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 1A2 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE6) | Long | ABS-mortgage backed security | US | $24M | – | 0.02 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 2A (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE6) | Long | ABS-mortgage backed security | US | $623K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE7 2A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE7) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE7 3A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE7) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD1 21A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD1) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD2 2A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BEAR STEARNS MORTGAGE FUNDING BSMF 2006 AR1 2A1 (BEAR STEARNS MTGE FUND TR 2006-AR1) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| BEAR STEARNS MORTGAGE FUNDING BSMF 2006 AR2 1A1 (BEAR STEARNS MORTGAGE FUNDING TRUST2006-AR2) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| BEAR STEARNS MORTGAGE FUNDING BSMF 2006 AR3 2A1 (BEAR STEARNS MTGE FUND TR 2006-AR3) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| BEAR STEARNS MORTGAGE FUNDING BSMF 2006 AR4 A1 (BEAR STEARNS MTGE FUND TR 2006-AR4) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| BEAR STEARNS MORTGAGE FUNDING BSMF 2007 AR2 A1 (BEAR STEARNS MTGE FUNDING TR 2007-AR2) | Long | ABS-mortgage backed security | US | $32M | – | 0.02 |
| BEAR STEARNS MORTGAGE FUNDING BSMF 2007 AR4 2A1 (BEAR STEARNS MTGE FUNDING TR 2007-AR4) | Long | ABS-mortgage backed security | US | $35M | – | 0.02 |
| BEAR STEARNS MORTGAGE FUNDING BSMF 2007 AR5 2A1 (BEAR STEARNS MTGE FUNDING TR 2007-AR) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| BEAR STEARNS SECOND LIEN TRUST BSSLT 2007 1 1A (BEAR STEARNS SECOND LIEN TR 2007-1) | Long | ABS-mortgage backed security | US | $700K | – | 0.00 |
| BEAR STEARNS SECOND LIEN TRUST BSSLT 2007 1 2A (BEAR STEARNS SECOND LIEN TR 2007-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BEAR STEARNS SECOND LIEN TRUST BSSLT 2007 1 3A (BEAR STEARNS SECOND LIEN TR 2007-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BEAR STEARNS STRUCTURED PRODUC BSSP 2007 EMX1 M1 144A (BEAR STEARNS STRUC PROD INC 2007-EM) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| BEAR STEARNS STRUCTURED PRODUC BSSP 2007 EMX1 M2 144A (BEAR STEARNS STRUC PROD INC 2007-EM) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1 (BEAR STEARNS STRUC PROD INC 2007-R6) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1 (BEAR STEARNS STRUC PROD INC 2007-R6) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R8 6A1A (BEAR STEARNS STRUCTURED PRODUCTS INC 2007-R8) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| BELLA VISTA MORTGAGE TRUST BVMBS 2005 1 1A1 (BELLA VISTA MORTGAGE TRUST 2005-1) | Long | ABS-mortgage backed security | US | $393K | – | 0.00 |
| BELLA VISTA MORTGAGE TRUST BVMBS 2005 2 2A1 (BELLA VISTA MORTGAGE TRUST 2005-2) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| BENCHMARK MORTGAGE TRUST BMARK 2020 B18 XA (BENCHMARK MORTGAGE TRUST 2020-B18) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| BENCHMARK MORTGAGE TRUST BMARK 2020 B18 XB 144A (BENCHMARK MORTGAGE TRUST 2020-B18) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BENCHMARK MORTGAGE TRUST BMARK 2020 B21 XA (BENCHMARK MORTGAGE TRUST 2020-B21) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| BENEFIT STREET PARTNERS CLO LT BSP 2014 IVA AR4 144A (BENEFIT STREET PARTNERS CLO IV LTD 2014-IVA) | Long | ABS-collateralized bond/debt obligation | KY | $101M | – | 0.07 |
| BENEFIT STREET PARTNERS CLO LT BSP 2018 16A A1R 144A (BENEFIT STREET PARTNERS CLO XVI LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| BENEFIT STREET PARTNERS CLO LT BSP 2020 20A AR 144A (BENEFIT STREET PARTNERS CLO XX LTD 20A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.00 |
| BIG COMMERCIAL MORTGAGE TRUST BIG 2022 BIG A 144A (BIG COMMERCIAL MORTGAGE TRUST 2022-BIG) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| BINOM SECURITIZATION TRUST BINOM 2022 INV1 A1 144A (BINOM SECURITIZATION TRUST 2022-INV1) | Long | ABS-mortgage backed security | US | $97M | – | 0.06 |
| BIOCEANICO SOVEREIGN SR SECURED REGS 06/34 0.00000 (BIOCEANICO SOVEREIGN CERTIFICATE LIMITED) | Long | Debt | KY | $2M | – | 0.00 |
| BLUE RIDGE RE LTD UNSECURED 144A 01/31 VAR | Long | Debt | BM | $23M | – | 0.01 |
| BLUEMOUNTAIN CLO LTD BLUEM 2016 3A A1R2 144A (BLUEMOUNTAIN CLO LTD 2016-3A) | Long | ABS-collateralized bond/debt obligation | KY | $16M | – | 0.01 |
| BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A (BLUEMOUNTAIN CLO LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $86M | – | 0.06 |
| BLUEMOUNTAIN CLO LTD BLUEM 2021 31A A1 144A (BLUEMOUNTAIN CLO XXXI LTD 2021-31A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.00 |
| BMW CANADA AUTO TRUST BMWC 2024 1A A1 144A (BMW CANADA AUTO TRUST 2024-1A) | Long | ABS-other | CA | $13M | – | 0.01 |
| BMW CANADA AUTO TRUST BMWC 2024 1A A2 144A (BMW CANADA AUTO TRUST 2024-1A) | Long | ABS-other | CA | $14M | – | 0.01 |
| BNC MORTGAGE LOAN TRUST BNCMT 2006 1 A1 (BNC MORTGAGE LOAN TRUST 2006-1) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| BNC MORTGAGE LOAN TRUST BNCMT 2006 2 A4 (BNC MORTGAGE LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $201K | – | 0.00 |
| BNC MORTGAGE LOAN TRUST BNCMT 2006 2 A5 (BNC MORTGAGE LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| BNC MORTGAGE LOAN TRUST BNCMT 2007 3 A1 (BNC MORTGAGE LOAN TRUST 2007-3) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| BNP PARIBAS 144A 02/35 VAR | Long | Debt | FR | $68M | – | 0.04 |
| BNP PARIBAS 144A 05/30 VAR | Long | Debt | FR | $40M | – | 0.03 |
| BNP PARIBAS SR UNSECURED 144A 04/32 VAR | Long | Debt | FR | $13M | – | 0.01 |
| BOEING CO SR UNSECURED 05/40 5.705 (BOEING CO/THE) | Long | Debt | US | $41M | – | 0.03 |
| BOEING CO SR UNSECURED 05/50 5.805 (BOEING CO/THE) | Long | Debt | US | $18M | – | 0.01 |
| BOEING CO SR UNSECURED 05/60 5.93 (BOEING CO/THE) | Long | Debt | US | $20M | – | 0.01 |
| BOEING CO SR UNSECURED 144A 05/29 6.298 (BOEING CO/THE) | Long | Debt | US | $15M | – | 0.01 |
| BOEING CO SR UNSECURED 144A 05/31 6.388 (BOEING CO/THE) | Long | Debt | US | $29M | – | 0.02 |
| BOEING CO SR UNSECURED 144A 05/34 6.528 (BOEING CO/THE) | Long | Debt | US | $17M | – | 0.01 |
| BOEING CO SR UNSECURED 144A 05/54 6.858 (BOEING CO/THE) | Long | Debt | US | $29M | – | 0.02 |
| BOEING CO SR UNSECURED 144A 05/64 7.008 (BOEING CO/THE) | Long | Debt | US | $20M | – | 0.01 |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $88K | – | 0.00 | |
| BOF URSA FUNDING BVABS 2024 SN1 A2 144A (BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2024-SN1) | Long | ABS-other | US | $28M | – | 0.02 |
| BOF URSA FUNDING BVABS 2024 SN1 A3 144A (BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2024-SN1) | Long | ABS-other | US | $16M | – | 0.01 |
| BOFA AUTO TRUST BAAT 2024 1A A2 144A (BANK OF AMERICA AUTO TRUST 2024-1A) | Long | ABS-other | US | $30M | – | 0.02 |
| BOFA AUTO TRUST BAAT 2024 1A A3 144A (BANK OF AMERICA AUTO TRUST 2024-1A) | Long | ABS-other | US | $19M | – | 0.01 |
| BOMBARDIER CAPITAL MORTGAGE SE BCM 1998 B A (BOMBARDIER CAPITAL MTGE SEC 1998-B) | Long | ABS-other | US | $257K | – | 0.00 |
| BOMBARDIER CAPITAL MORTGAGE SE BCM 1999 B A2 (BOMBARDIER CAPITAL MTG SEC-1999-B) | Long | ABS-other | US | $825K | – | 0.00 |
| BOMBARDIER CAPITAL MORTGAGE SE BCM 1999 B A3 (BOMBARDIER CAPITAL MTG SEC-1999-B) | Long | ABS-other | US | $2M | – | 0.00 |
| BOMBARDIER CAPITAL MORTGAGE SE BCM 2000 A A2 (BOMBARDIER CAPITAL MTGE SEC BCM 2000 A) | Long | ABS-other | US | $2M | – | 0.00 |
| BOMBARDIER CAPITAL MORTGAGE SE BCM 2001 A M1 (BOMBARDIER CAPITAL MTGE SEC BCM 2001 A) | Long | ABS-other | US | $3M | – | 0.00 |
| BONDHOLDCO ALPHABET C SHARES (NOVASEP HOLDING) | Long | Equity-common | LU | $5K | 8K | 0.00 |
| BONDHOLDCO ALPHABET D SHARES (NOVASEP HOLDING) | Long | Equity-common | LU | $5K | 8K | 0.00 |
| BONDHOLDCO ALPHABET E (NOVASEP HOLDING) | Long | Equity-common | LU | $5K | 8K | 0.00 |
| BONDHOLDCO ALPHABET F SHARES (NOVASEP HOLDING) | Long | Equity-common | LU | $5K | 8K | 0.00 |
| BONDHOLDCO ALPHABET H (NOVASEP HOLDING) | Long | Equity-common | LU | $5K | 8K | 0.00 |
| BONDHOLDCO ALPHABET I SHARES (NOVASEP HOLDING) | Long | Equity-common | LU | $5K | 8K | 0.00 |
| BONDHOLDCO ALPHABET J (NOVASEP HOLDING) | Long | Equity-common | LU | $5K | 8K | 0.00 |
| BONDHOLDCO ALPHABET SHARES B (NOVASEP HOLDING) | Long | Equity-common | LU | $5K | 8K | 0.00 |
| BONDHOLDCO ALPHABRT G (NOVASEP HOLDING) | Long | Equity-common | LU | $5K | 8K | 0.00 |
| BONDHOLDCO CLASS A SHARE (NOVASEP HOLDING) | Long | Equity-common | LU | $5K | 8K | 0.00 |
| BONOS DE TESORERIA SR UNSECURED 08/32 6.15 (PERU GOVT) | Long | Debt | PE | $40M | – | 0.03 |
| BONOS DE TESORERIA SR UNSECURED 08/34 5.4 (PERU GOVT) | Long | Debt | PE | $14M | – | 0.01 |
| BONOS DE TESORERIA SR UNSECURED 08/40 5.35 (PERU GOVT) | Long | Debt | PE | $5M | – | 0.00 |
| BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7 (PERU GOVT) | Long | Debt | PE | $11M | – | 0.01 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $1M | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $116K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $51K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $31K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $24K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $22K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $5K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $594.43 | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $-1K | – | -0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $-6K | – | -0.00 | |
| BOUGHT AUD SOLD USD 20240802 | Derivative-foreign exchange | AU | $1K | – | 0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-26K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-148K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-259K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-517K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-658K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-1M | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-2M | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-4M | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-4M | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-4M | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-5M | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-5M | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-5M | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-7M | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-8M | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-8M | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-12M | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-13M | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-14M | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-15M | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-16M | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-20M | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-20M | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-20M | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-20M | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-25M | – | -0.02 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-28M | – | -0.02 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-36M | – | -0.02 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-3M | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-3M | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-5M | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-6M | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-7M | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-7M | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-11M | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-30M | – | -0.02 | |
| BOUGHT BRL SOLD USD 20240904 | Derivative-foreign exchange | BR | $-3M | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240904 | Derivative-foreign exchange | BR | $-5M | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240904 | Derivative-foreign exchange | BR | $-10M | – | -0.01 | |
| BOUGHT BRL SOLD USD 20241002 | Derivative-foreign exchange | BR | $-1K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20241002 | Derivative-foreign exchange | BR | $-2M | – | -0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $1M | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $15K | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $198.51 | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $-2K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-76K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-1M | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-1M | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240705 | Derivative-foreign exchange | CN | $-22K | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $4K | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $2K | – | 0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $6M | – | 0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-4K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-23K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-36K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-81K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-497K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-2M | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240802 | Derivative-foreign exchange | $29K | – | 0.00 | ||
| BOUGHT EUR SOLD USD 20240802 | Derivative-foreign exchange | $1K | – | 0.00 | ||
| BOUGHT EUR SOLD USD 20240802 | Derivative-foreign exchange | $300.92 | – | 0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-3K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-3K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-13K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-73K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-106K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-128K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-217K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-226K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-259K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-732K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-751K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-984K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-1M | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-2M | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240731 | Derivative-foreign exchange | GB | $4K | – | 0.00 | |
| BOUGHT HKD SOLD USD 20240719 | Derivative-foreign exchange | HK | $-253.42 | – | -0.00 | |
| BOUGHT HUF SOLD USD 20240719 | Derivative-foreign exchange | HU | $8K | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240715 | Derivative-foreign exchange | ID | $-4K | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $41K | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $38K | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $79K | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $522.21 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $-31.74 | – | – | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-2K | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-3K | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-518K | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-2M | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $662K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $587K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $342K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $310K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $284K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $197K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $156K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $136K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $131K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $122K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $88K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $52K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $24K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $3K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $1K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-110K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-161K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-255K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-41K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-42K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-56K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-517K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-3M | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-34M | – | -0.02 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-70M | – | -0.05 | |
| BOUGHT JPY SOLD USD 20240802 | Derivative-foreign exchange | JP | $-5K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240802 | Derivative-foreign exchange | JP | $-18K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240802 | Derivative-foreign exchange | JP | $-34K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240802 | Derivative-foreign exchange | JP | $-34M | – | -0.02 | |
| BOUGHT KRW SOLD USD 20240708 | Derivative-foreign exchange | KR | $-29K | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $-1K | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240715 | Derivative-foreign exchange | MX | $-20K | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $13K | – | 0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $-1K | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $-63K | – | -0.00 | |
| BOUGHT MXN SOLD USD 20250131 | Derivative-foreign exchange | MX | $-2M | – | -0.00 | |
| BOUGHT MXN SOLD USD 20250204 | Derivative-foreign exchange | MX | $-2M | – | -0.00 | |
| BOUGHT MXN SOLD USD 20250210 | Derivative-foreign exchange | MX | $-2M | – | -0.00 | |
| BOUGHT MXN SOLD USD 20250212 | Derivative-foreign exchange | MX | $-3M | – | -0.00 | |
| BOUGHT MXN SOLD USD 20250213 | Derivative-foreign exchange | MX | $-1M | – | -0.00 | |
| BOUGHT MXN SOLD USD 20250218 | Derivative-foreign exchange | MX | $-2M | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-273.88 | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-250.43 | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-2K | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-12K | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-17K | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-57K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-6K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-7K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-10K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-17K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-100K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-164K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-2M | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-2M | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-4K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-320K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-691K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-1M | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-1K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-2K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-3K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-4K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-4K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-5K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-9K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-82K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-204K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-453K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-457K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-495K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-877K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-898K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-1M | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-1M | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-1M | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-2M | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-3M | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-3M | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-3M | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-7M | – | -0.00 | |
| BOUGHT SEK SOLD USD 20240702 | Derivative-foreign exchange | SE | $-12K | – | -0.00 | |
| BOUGHT TRY SOLD USD 20240701 | Derivative-foreign exchange | TR | $1M | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240701 | Derivative-foreign exchange | TR | $178K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240703 | Derivative-foreign exchange | TR | $9K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240705 | Derivative-foreign exchange | TR | $4M | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240705 | Derivative-foreign exchange | TR | $51K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240708 | Derivative-foreign exchange | TR | $2M | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240708 | Derivative-foreign exchange | TR | $106K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240709 | Derivative-foreign exchange | TR | $1M | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240711 | Derivative-foreign exchange | TR | $773K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240712 | Derivative-foreign exchange | TR | $141K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240716 | Derivative-foreign exchange | TR | $571K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240717 | Derivative-foreign exchange | TR | $2M | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240717 | Derivative-foreign exchange | TR | $231K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240718 | Derivative-foreign exchange | TR | $2M | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240719 | Derivative-foreign exchange | TR | $807K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240719 | Derivative-foreign exchange | TR | $226K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240722 | Derivative-foreign exchange | TR | $31K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240722 | Derivative-foreign exchange | TR | $4K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240723 | Derivative-foreign exchange | TR | $662K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240723 | Derivative-foreign exchange | TR | $96K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240724 | Derivative-foreign exchange | TR | $834K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240724 | Derivative-foreign exchange | TR | $55K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240726 | Derivative-foreign exchange | TR | $239K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240726 | Derivative-foreign exchange | TR | $54K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240729 | Derivative-foreign exchange | TR | $589K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240729 | Derivative-foreign exchange | TR | $115K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240730 | Derivative-foreign exchange | TR | $199K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240730 | Derivative-foreign exchange | TR | $66K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240730 | Derivative-foreign exchange | TR | $60K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240730 | Derivative-foreign exchange | TR | $15K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240731 | Derivative-foreign exchange | TR | $4K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240801 | Derivative-foreign exchange | TR | $735K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240802 | Derivative-foreign exchange | TR | $332K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240802 | Derivative-foreign exchange | TR | $16K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240805 | Derivative-foreign exchange | TR | $224K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240806 | Derivative-foreign exchange | TR | $298K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240806 | Derivative-foreign exchange | TR | $51K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240806 | Derivative-foreign exchange | TR | $3K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240807 | Derivative-foreign exchange | TR | $249K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240808 | Derivative-foreign exchange | TR | $57K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240809 | Derivative-foreign exchange | TR | $502K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240812 | Derivative-foreign exchange | TR | $289K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240815 | Derivative-foreign exchange | TR | $270K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240816 | Derivative-foreign exchange | TR | $246K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240821 | Derivative-foreign exchange | TR | $200K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240822 | Derivative-foreign exchange | TR | $9K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240823 | Derivative-foreign exchange | TR | $5K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240823 | Derivative-foreign exchange | TR | $3K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240826 | Derivative-foreign exchange | TR | $2M | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240827 | Derivative-foreign exchange | TR | $270K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240828 | Derivative-foreign exchange | TR | $138K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240829 | Derivative-foreign exchange | TR | $26K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240903 | Derivative-foreign exchange | TR | $2M | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240903 | Derivative-foreign exchange | TR | $3K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240904 | Derivative-foreign exchange | TR | $1M | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240906 | Derivative-foreign exchange | TR | $5M | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240909 | Derivative-foreign exchange | TR | $5M | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240909 | Derivative-foreign exchange | TR | $4M | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240909 | Derivative-foreign exchange | TR | $2M | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240909 | Derivative-foreign exchange | TR | $1M | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240909 | Derivative-foreign exchange | TR | $158K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240909 | Derivative-foreign exchange | TR | $31K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240910 | Derivative-foreign exchange | TR | $404K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240910 | Derivative-foreign exchange | TR | $261K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240911 | Derivative-foreign exchange | TR | $127K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240912 | Derivative-foreign exchange | TR | $23K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240916 | Derivative-foreign exchange | TR | $461K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240917 | Derivative-foreign exchange | TR | $173K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20241108 | Derivative-foreign exchange | TR | $2M | – | 0.00 | |
| BOUGHT TRY SOLD USD 20241108 | Derivative-foreign exchange | TR | $759K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20241108 | Derivative-foreign exchange | TR | $4K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20250312 | Derivative-foreign exchange | TR | $4M | – | 0.00 | |
| BOUGHT TRY SOLD USD 20250313 | Derivative-foreign exchange | TR | $2M | – | 0.00 | |
| BOUGHT TRY SOLD USD 20250313 | Derivative-foreign exchange | TR | $775K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20250313 | Derivative-foreign exchange | TR | $298K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20250314 | Derivative-foreign exchange | TR | $613K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $4M | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $801K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $542K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $305K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $13K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $403.3 | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $-1K | – | -0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $-44K | – | -0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $-92K | – | -0.00 | |
| BPCE SA 144A 01/27 5.203 | Long | Debt | FR | $18M | – | 0.01 |
| BPCE SA 144A 01/30 VAR | Long | Debt | FR | $34M | – | 0.02 |
| BPCE SA 144A 05/35 VAR | Long | Debt | FR | $9M | – | 0.01 |
| BPCE SA 144A 10/27 VAR | Long | Debt | FR | $29M | – | 0.02 |
| BPCE SA 144A 10/29 VAR | Long | Debt | FR | $68M | – | 0.04 |
| BPCE SA 144A 10/34 VAR | Long | Debt | FR | $45M | – | 0.03 |
| BPCRE HOLDER LLC BPCRE 2022 FL2 A 144A (BPCRE HOLDER LLC 2022-FL2) | Long | ABS-collateralized bond/debt obligation | BM | $28M | – | 0.02 |
| BRAZIL LA SP CBK | Derivative-credit | US | $272K | – | 0.00 | |
| BRAZIL LA SP GST | Derivative-credit | US | $267K | – | 0.00 | |
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 1 A2 (BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-1) | Long | ABS-other | US | $9M | – | 0.01 |
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 1 A3 (BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-1) | Long | ABS-other | US | $13M | – | 0.01 |
| BRIGHTHOUSE HLDGS LLC JR SUBORDINA 144A VAR (BRIGHTHOUSE HOLDINGS LLC) | Long | Equity-preferred | US | $5M | 5M | 0.00 |
| BRITISH AIR 18 1 AA PTT PASS THRU CE 144A 03/33 3.8 (BRITISH AIRWAYS 2018-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $4M | – | 0.00 |
| BRITISH AIR 19 1 AA PTT PASS THRU CE 144A 06/34 3.3 (BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.00 |
| BRITISH AIR 20 1 A PTT PASS THRU CE 144A 05/34 4.25 (BRITISH AIRWAYS 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $11M | – | 0.01 |
| BRITISH AIR 21 1 A PPT PASS THRU CE 144A 09/36 2.9 (BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $11M | – | 0.01 |
| BROADCOM INC 2023 TERM LOAN A2 | Long | Loan | US | $158M | – | 0.10 |
| BROADCOM INC 2023 TERM LOAN A3 | Long | Loan | US | $158M | – | 0.10 |
| BROADCOM INC COMPANY GUAR 144A 02/31 2.45 | Long | Debt | US | $73M | – | 0.05 |
| BROADCOM INC COMPANY GUAR 144A 02/33 2.6 | Long | Debt | US | $22M | – | 0.01 |
| BROADCOM INC SR UNSECURED 144A 04/33 3.419 | Long | Debt | US | $12M | – | 0.01 |
| BROADCOM INC SR UNSECURED 144A 04/34 3.469 | Long | Debt | US | $53M | – | 0.03 |
| BROADCOM INC SR UNSECURED 144A 11/36 3.187 | Long | Debt | US | $11M | – | 0.01 |
| BRYANT PARK FUNDING LTD BRYPK 2024 22A A1 144A (BRYANT PARK FUNDING 2024-22A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $43M | – | 0.03 |
| BSREP COMMERCIAL MORTGAGE TRUS BSREP 2021 DC A 144A (BSREP COMMERCIAL MORTGAGE TRUST 2021-DC) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| BSST MORTGAGE TRUST BSST 2021 SSCP A 144A (BSST-2021-SSCP) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| BUCKINGHAM CDO LTD BUCK 2005 2A LT 144A (BUCKINGHAM CDO LTD 2005-2A) | Long | ABS-collateralized bond/debt obligation | KY | $40M | – | 0.03 |
| BUCKINGHAM CDO LTD BUCK 2006 3A LT 144A (BUCKINGHAM CDO LTD 2006-3A) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.01 |
| BX TRUST BX 2021 LBA AV 144A (BX-2021-LBA) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| BX TRUST BX 2022 FOX2 A2 144A (BX TRUST 2022-FOX2) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| BX TRUST BX 2022 IND A 144A (BX TRUST 2022-IND) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| BX TRUST BX 2022 LP2 A 144A (BX COMMERCIAL MORTGAGE TRUST 2022-LP2) | Long | ABS-mortgage backed security | US | $27M | – | 0.02 |
| BXP TRUST BXP 2017 GM A 144A (BXP TRUST 2017-GM) | Long | ABS-mortgage backed security | US | $27M | – | 0.02 |
| CAIXABANK SA 144A 09/27 VAR (CAIXABANK SA (AKA: LA CAIXA)) | Long | Debt | ES | $42M | – | 0.03 |
| CAIXABANK SA 144A 09/34 VAR (CAIXABANK SA (AKA: LA CAIXA)) | Long | Debt | ES | $43M | – | 0.03 |
| CALI MORTGAGE TRUST 2019 101C CALI 2019 101C A 144A (CALI MORTGAGE TRUST 2019-101C) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| CAMBER CAMBR 4A A1A 144A (CAMBER 4A) | Long | ABS-collateralized bond/debt obligation | IE | $20K | – | 0.00 |
| CAPE LOOKOUT RE LTD UNSECURED 144A 04/27 VAR | Long | Debt | BM | $9M | – | 0.01 |
| CAPITAL FOUR US CLO C4US 2022 1A AR 144A (CAPITAL FOUR US CLO 2022-1A) | Long | ABS-collateralized bond/debt obligation | JE | $38M | – | 0.02 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2012 4A A1R3 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2012-4A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.00 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 2RA A1 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2014-2RA) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.01 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 1A AR3 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2015-1A) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.01 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 4A A1RR 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2015-4A) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.01 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2018 2A A1R 144A (CARLYLE GLOBAL MARKET STRATEGIES 2018-2A) | Long | ABS-collateralized bond/debt obligation | KY | $36M | – | 0.02 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2021 11A A 144A (CARLYLE US CLO 2021-11 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.01 |
| CARMAX AUTO OWNER TRUST CARMX 2024 2 A2A (CARMAX AUTO OWNER TRUST 2024-2) | Long | ABS-other | US | $133M | – | 0.09 |
| CARMAX AUTO OWNER TRUST CARMX 2024 2 A2B (CARMAX AUTO OWNER TRUST 2024-2) | Long | ABS-other | US | $24M | – | 0.02 |
| CARMAX AUTO OWNER TRUST CARMX 2024 2 A3 (CARMAX AUTO OWNER TRUST 2024-2) | Long | ABS-other | US | $77M | – | 0.05 |
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2A (CARMAX SELECT RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $12M | – | 0.01 |
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2B (CARMAX SELECT RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $7M | – | 0.00 |
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A3 (CARMAX SELECT RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $7M | – | 0.00 |
| CARNIVAL CORPORATION 2024 TERM LOAN B1 | Long | Loan | US | $25M | – | 0.02 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2005 NC2 M6 (CARRINGTON MTGE LOAN TRUST 2005-NC2) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2005 NC3 M4 (CARRINGTON MORTGAGE LN TR 2005-NC3) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2005 NC4 M3 (CARRINGTON MORTGAGE LN TR 2005-NC4) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2005 NC5 M2 (CARRINGTON MTGE LOAN TRUST 2005-NC5) | Long | ABS-mortgage backed security | US | $737K | – | 0.00 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2005 OPT2 M5 (CARRINGTON MORTGAGE LN TR 2005-OPT2) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2006 FRE1 A3 (CARRINGTON MTGE LOAN TRUST 2006-FRE1) | Long | ABS-mortgage backed security | US | $20M | – | 0.01 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2006 FRE2 A4 (CARRINGTON MTGE LOAN TRUST 2006-FRE2) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2006 NC3 A3 (CARRINGTON MTGE LOAN TRUST 2006-NC3) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2006 NC5 A4 (CARRINGTON MORTGAGE LOAN TRUST 2006-NC5) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2006 OPT1 M2 (CARRINGTON MTGE LOAN TRUST 2006-OPT1) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2007 FRE1 A3 (CARRINGTON MTGE LOAN TRUST 2007-FRE1) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2007 FRE1 A4 (CARRINGTON MTGE LOAN TRUST 2007-FRE1) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| CARVAL CLO LTD CARVL 2018 1A AR 144A (CARVAL CLO LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $55M | – | 0.04 |
| CARVANA AUTO RECEIVABLES 07/28 5.81 (CARVANA AUTO RECEIVABLES TRUST 2024-N2) | Long | ABS-other | US | $19M | – | 0.01 |
| CARVANA AUTO RECEIVABLES 08/27 5.96 (CARVANA AUTO RECEIVABLES TRUST 2024-N2) | Long | ABS-other | US | $29M | – | 0.02 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 P2 A4 (CARVANA AUTO RECEIVABLES TRUST 2021-P2) | Long | ABS-other | US | $21M | – | 0.01 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P2 A4 (CARVANA AUTO RECEIVABLES TRUST 2022-P2) | Long | ABS-other | US | $18M | – | 0.01 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P3 A4 (CARVANA AUTO RECEIVABLES TRUST 2022-P3) | Long | ABS-other | US | $2M | – | 0.00 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P1 A3 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P1) | Long | ABS-other | US | $21M | – | 0.01 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A2 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P2) | Long | ABS-other | US | $12M | – | 0.01 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A3 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P2) | Long | ABS-other | US | $66M | – | 0.04 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A4 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P2) | Long | ABS-other | US | $39M | – | 0.03 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P3 A2 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P3) | Long | ABS-other | US | $13M | – | 0.01 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P3 A3 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P3) | Long | ABS-other | US | $22M | – | 0.01 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P3 A4 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P3) | Long | ABS-other | US | $20M | – | 0.01 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P4 A3 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P4) | Long | ABS-other | US | $12M | – | 0.01 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P4 A4 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P4) | Long | ABS-other | US | $16M | – | 0.01 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P5) | Long | ABS-other | US | $11M | – | 0.01 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A4 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P5) | Long | ABS-other | US | $9M | – | 0.01 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 A2 144A (CARVANA AUTO RECEIVABLES TRUST 2024-N1) | Long | ABS-other | US | $26M | – | 0.02 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A2 144A (CARVANA AUTO RECEIVABLES TRUST 2024-P1) | Long | ABS-other | US | $29M | – | 0.02 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A4 144A (CARVANA AUTO RECEIVABLES TRUST 2024-P1) | Long | ABS-other | US | $23M | – | 0.02 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A2 (CARVANA AUTO RECEIVABLES TRUST 2024-P2) | Long | ABS-other | US | $35M | – | 0.02 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A3 (CARVANA AUTO RECEIVABLES TRUST 2024-P2) | Long | ABS-other | US | $36M | – | 0.02 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A4 (CARVANA AUTO RECEIVABLES TRUST 2024-P2) | Long | ABS-other | US | $28M | – | 0.02 |
| CARVANA CO SR SECURED 144A 06/30 13 | Long | Debt | US | $242M | – | 0.16 |
| CARVANA CO SR SECURED 144A 06/31 14 | Long | Debt | US | $282M | – | 0.18 |
| CARVANA CO SR SECURED 144A 12/28 12 | Long | Debt | US | $120M | – | 0.08 |
| CATHEDRAL LAKE LTD CATLK 2021 8A A1 144A (CATHEDRAL LAKE VIII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.01 |
| CBAM CLO MANAGEMENT CBAM 2019 10A A1R 144A (CBAM 2018-6 LTD 2019-10A) | Long | ABS-collateralized bond/debt obligation | KY | $26M | – | 0.02 |
| CCG RECEIVABLES TRUST CCG 2023 1 A2 144A (CCG RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $4M | – | 0.00 |
| CDC MORTGAGE CAPITAL TRUST CDCMC 2004 HE1 M2 (CDC MORTGAGE CAPITAL TRUST 2004-HE1) | Long | ABS-mortgage backed security | US | $468K | – | 0.00 |
| CDC MORTGAGE CAPITAL TRUST CDCMC 2004 HE3 M1 (CDC MORTGAGE CAPITAL TRUST 2004-HE3) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| CDW LLC/CDW FINANCE COMPANY GUAR 12/26 2.67 (CDW LLC / CDW FINANCE CORP) | Long | Debt | US | $60M | – | 0.04 |
| CDW LLC/CDW FINANCE COMPANY GUAR 12/28 3.276 (CDW LLC / CDW FINANCE CORP) | Long | Debt | US | $15M | – | 0.01 |
| CDW LLC/CDW FINANCE COMPANY GUAR 12/31 3.569 (CDW LLC / CDW FINANCE CORP) | Long | Debt | US | $45M | – | 0.03 |
| CDX EM32 ICE | Derivative-credit | US | $224K | – | 0.00 | |
| CDX EM34 ICE | Derivative-credit | US | $-2M | – | -0.00 | |
| CDX EM35 ICE | Derivative-credit | US | $-3K | – | -0.00 | |
| CDX EM36 ICE | Derivative-credit | US | $-5M | – | -0.00 | |
| CDX EM37 ICE | Derivative-credit | US | $-170K | – | -0.00 | |
| CDX EM38 ICE | Derivative-credit | US | $-1M | – | -0.00 | |
| CDX EM39 ICE | Derivative-credit | US | $-1M | – | -0.00 | |
| CDX EM40 ICE | Derivative-credit | US | $-10M | – | -0.01 | |
| CDX EM41 ICE | Derivative-credit | US | $-8M | – | -0.01 | |
| CDX HY34 5Y ICE | Derivative-credit | US | $290K | – | 0.00 | |
| CDX HY35 5Y ICE | Derivative-credit | US | $643K | – | 0.00 | |
| CDX HY36 5Y ICE | Derivative-credit | US | $44M | – | 0.03 | |
| CDX HY37 5Y ICE | Derivative-credit | US | $21M | – | 0.01 | |
| CDX HY38 5Y ICE | Derivative-credit | US | $4M | – | 0.00 | |
| CDX HY39 5Y ICE | Derivative-credit | US | $3M | – | 0.00 | |
| CDX HY40 5Y ICE | Derivative-credit | US | $2M | – | 0.00 | |
| CDX HY41 5Y ICE | Derivative-credit | US | $91M | – | 0.06 | |
| CDX HY42 5Y ICE | Derivative-credit | US | $176M | – | 0.11 | |
| CDX IG35 5Y ICE | Derivative-credit | US | $-2M | – | -0.00 | |
| CDX IG37 5Y ICE | Derivative-credit | US | $47K | – | 0.00 | |
| CDX IG38 5Y ICE | Derivative-credit | US | $279K | – | 0.00 | |
| CDX IG39 5Y ICE | Derivative-credit | US | $88K | – | 0.00 | |
| CDX IG40 5Y ICE | Derivative-credit | US | $429K | – | 0.00 | |
| CDX IG41 5Y ICE | Derivative-credit | US | $7M | – | 0.00 | |
| CDX IG42 5Y ICE | Derivative-credit | US | $106M | – | 0.07 | |
| CEDAR FUNDING LTD CEDF 2018 9A A1 144A (CEDAR FUNDING IX CLO LTD 2018-9A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.00 |
| CEDAR FUNDING LTD CEDF 2019 10A AR 144A (CEDAR FUNDING X CLO LTD 2019-10A) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.01 |
| CENT CLO LP CECLO 2020 30A A1 144A (COLUMBIA CENT CLO LTD 2020-30A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| CENTEX HOME EQUITY CXHE 2001 B A7 (CENTEX HOME EQUITY 2001-B) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| CENTEX HOME EQUITY CXHE 2002 A AV (CENTEX HOME EQUITY 2002-A) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| CENTEX HOME EQUITY CXHE 2002 C M1 (CENTEX HOME EQUITY 2002-C) | Long | ABS-mortgage backed security | US | $301K | – | 0.00 |
| CENTEX HOME EQUITY CXHE 2003 A M2 (CENTEX HOME EQUITY 2003-A) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| CENTEX HOME EQUITY CXHE 2004 B M3 (CENTEX HOME EQUITY 2004-B) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| CENTEX HOME EQUITY CXHE 2004 C M1 (CENTEX HOME EQUITY 2004-C) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| CENTEX HOME EQUITY CXHE 2004 C M2 (CENTEX HOME EQUITY 2004-C) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| CENTEX HOME EQUITY CXHE 2004 C M3 (CENTEX HOME EQUITY 2004-C) | Long | ABS-mortgage backed security | US | $335K | – | 0.00 |
| CENTEX HOME EQUITY CXHE 2004 D MF3 (CENTEX HOME EQUITY 2004-D) | Long | ABS-mortgage backed security | US | $723K | – | 0.00 |
| CENTEX HOME EQUITY CXHE 2004 D MV1 (CENTEX HOME EQUITY 2004-D) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| CENTEX HOME EQUITY CXHE 2005 A M1 (CENTEX HOME EQUITY 2005-A) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| CENTEX HOME EQUITY CXHE 2005 A M3 (CENTEX HOME EQUITY 2005-A) | Long | ABS-mortgage backed security | US | $813K | – | 0.00 |
| CENTEX HOME EQUITY CXHE 2005 A M4 (CENTEX HOME EQUITY 2005-A) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CENTEX HOME EQUITY CXHE 2005 B M2 (CENTEX HOME EQUITY 2005-B) | Long | ABS-mortgage backed security | US | $274K | – | 0.00 |
| CENTEX HOME EQUITY CXHE 2005 B M3 (CENTEX HOME EQUITY 2005-B) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CENTEX HOME EQUITY CXHE 2005 B M6 (CENTEX HOME EQUITY 2005-B) | Long | ABS-mortgage backed security | US | $705K | – | 0.00 |
| CENTEX HOME EQUITY CXHE 2005 D M5 (CENTEX HOME EQUITY 2005-D) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| CENTEX HOME EQUITY CXHE 2005 D M7 (CENTEX HOME EQUITY 2005-D) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| CENTEX HOME EQUITY CXHE 2006 A M2 (CENTEX HOME EQUITY LOAN TRUST 2006-A) | Long | ABS-mortgage backed security | US | $26M | – | 0.02 |
| CFCRE COMMERCIAL MORTGAGE TRUS CFCRE 2016 C6 XA (CFCRE COMMERCIAL MORTGAGE TRUST 2016-C6) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| CHARLES RIVER RE LTD SR UNSECURED 144A 05/31 VAR | Long | Debt | BM | $3M | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATI 2019 TERM LOAN B2 (CHARTER COMMUNICATIONS OPERATING LLC) | Long | Loan | US | $6M | – | 0.00 |
| CHASE AUTO OWNER TRUST CHAOT 2024 2A A2 144A (CHASE AUTO OWNER TRUST 2024-2A) | Long | ABS-other | US | $151M | – | 0.10 |
| CHASE AUTO OWNER TRUST CHAOT 2024 2A A3 144A (CHASE AUTO OWNER TRUST 2024-2A) | Long | ABS-other | US | $149M | – | 0.10 |
| CHASE AUTO OWNER TRUST CHAOT 2024 3A A2 144A (CHASE AUTO OWNER TRUST 2024-3A) | Long | ABS-other | US | $54M | – | 0.04 |
| CHASE AUTO OWNER TRUST CHAOT 2024 3A A3 144A (CHASE AUTO OWNER TRUST 2024-3A) | Long | ABS-other | US | $55M | – | 0.04 |
| CHASE FUNDING LOAN ACQUISITION CFLAT 2004 OPT1 M1 (CHASE FUNDING LN ACQ TR 2004-OPT1) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| CHASE FUNDING MORTGAGE LOAN AS CFAB 2002 2 2A1 (CHASE FUNDING MTGE LOAN ASSET-BACKED) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| CHASE FUNDING MORTGAGE LOAN AS CFAB 2003 5 2A2 (CHASE FUNDING MTGE LN ASSET-BKD 2003-5) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| CHASE FUNDING MORTGAGE LOAN AS CFAB 2004 1 1M1 (CHASE FUNDING MORTGAGE LOAN AS 2004-1) | Long | ABS-mortgage backed security | US | $368K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 1A1 (CHASE MORGAGE FINANCE CORP 2005-A1) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A2 3A4 (CHASE MORGAGE FINANCE CORP 2005-A2) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A2 3A5 (CHASE MORGAGE FINANCE CORP 2005-A2) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2005 S3 A14 (CHASE MORTGAGE FINANCE CORP 2005-S3) | Long | ABS-mortgage backed security | US | $424K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 4A1 (CHASE MORTGAGE FINANCE CORP 2006-A1) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S2 1A12 (CHASE MORTGAGE FINANCE CORP 2006-S2) | Long | ABS-mortgage backed security | US | $362K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S2 1A9 (CHASE MORTGAGE FINANCE CORP 2006-S2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S2 2A6 (CHASE MORTGAGE FINANCE CORP 2006-S2) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S3 1A2 (CHASE MORTGAGE FINANCE CORP 2006-S3) | Long | ABS-mortgage backed security | US | $806K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S4 A10 (CHASE MORTGAGE FINANCE CORP 2006-S4) | Long | ABS-mortgage backed security | US | $380K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S4 A3 (CHASE MORTGAGE FINANCE CORP 2006-S4) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 13A1 (CHASE MORTGAGE FINANCE CORP 2007-A1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 4A1 (CHASE MORTGAGE FINANCE CORP 2007-A1) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A2 2A3 (CHASE MORTGAGE FINANCE CORP 2007-A2) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A2 3A1 (CHASE MORTGAGE FINANCE CORP 2007-A2) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A3 3A1 (CHASE MORTGAGE FINANCE CORP 2007-A3) | Long | ABS-mortgage backed security | US | $226K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S1 A5 (CHASE MORTGAGE FINANCE CORP 2007-S1) | Long | ABS-mortgage backed security | US | $486K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S2 1A4 (CHASE MORTGAGE FINANCE CORP 2007-S2) | Long | ABS-mortgage backed security | US | $374K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S3 1A12 (CHASE MORTGAGE FINANCE CORP 2007-S3) | Long | ABS-mortgage backed security | US | $749K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S3 1A13 (CHASE MORTGAGE FINANCE CORP 2007-S3) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S3 1A18 (CHASE MORTGAGE FINANCE CORP 2007-S3) | Long | ABS-mortgage backed security | US | $218K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL1 A1 144A (CHASE HOME LENDING MORTGAGE TRUST 2023-RPL1) | Long | ABS-mortgage backed security | US | $36M | – | 0.02 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL2 A1 144A (CHASE HOME LENDING MORTGAGE TRUST 2023-RPL2) | Long | ABS-mortgage backed security | US | $73M | – | 0.05 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A (CHASE HOME LENDING MORTGAGE TRUST 2023-RPL3) | Long | ABS-mortgage backed security | US | $73M | – | 0.05 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL1 A1A 144A (CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL1) | Long | ABS-mortgage backed security | US | $44M | – | 0.03 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL2 A1A 144A (CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL2) | Long | ABS-mortgage backed security | US | $33M | – | 0.02 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A (CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL3) | Long | ABS-mortgage backed security | US | $42M | – | 0.03 |
| CHASEFLEX TRUST CFLX 2006 1 A4 (CHASEFLEX TRUST 2006-1) | Long | ABS-mortgage backed security | US | $8M | – | 0.00 |
| CHASEFLEX TRUST CFLX 2006 2 A4 (CHASEFLEX TRUST 2006-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| CHASEFLEX TRUST CFLX 2007 2 A1 (CHASEFLEX TRUST 2007-2) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| CHASEFLEX TRUST CFLX 2007 3 2A1 (CHASEFLEX TRUST 2007-3) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| CHASEFLEX TRUST CFLX 2007 M1 1A3 (CHASEFLEX TRUST 2007-M1) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| CHASEFLEX TRUST CFLX 2007 M1 2AV3 (CHASEFLEX TRUST 2007-M1) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| CHASEFLEX TRUST CFLX 2007 M1 2F4 (CHASEFLEX TRUST 2007-M1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| CHEC LOAN TRUST CHEC 2004 2 M1 (CHEC LOAN TRUST 2004-2) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| CHESTER A CESTR 1 AA A 144A (CHESTER A PLC 1-AA) | Long | ABS-mortgage backed security | GB | $370M | – | 0.24 |
| CHESTER A CESTR 1 AA B 144A (CHESTER A PLC 1-AA) | Long | ABS-mortgage backed security | GB | $159M | – | 0.10 |
| CHESTER A CESTR 1 AA C 144A (CHESTER A PLC 1-AA) | Long | ABS-mortgage backed security | GB | $147M | – | 0.10 |
| CHESTER A CESTR 1 AA D 144A (CHESTER A PLC 1-AA) | Long | ABS-mortgage backed security | GB | $91M | – | 0.06 |
| CHESTER A CESTR 1 AA E 144A (CHESTER A PLC 1-AA) | Long | ABS-mortgage backed security | GB | $45M | – | 0.03 |
| CHESTER A CESTR 1 AA Z 144A (CHESTER A PLC 1-AA) | Long | ABS-mortgage backed security | GB | $143M | – | 0.09 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 1A A1 144A (CHEVY CHASE MTGE FUNDING CORP 2004-1A) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 3A A2 144A (CHEVY CHASE MTGE FUNDING CORP 2004-3A) | Long | ABS-mortgage backed security | US | $190K | – | 0.00 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 2A A1 144A (CHEVY CHASE MORTGAGE FUND CORP 2005-2A) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 2A A2 144A (CHEVY CHASE MORTGAGE FUND CORP 2005-2A) | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| CHS/COMMUNITY HEALTH SYS SR SECURED 144A 03/27 5.625 (CHS/COMMUNITY HEALTH SYSTEMS INC) | Long | Debt | US | $13M | – | 0.01 |
| CHSTA 1A Y (CHESTER A PLC 1-AA) | Long | ABS-mortgage backed security | GB | $43M | – | 0.03 |
| CIFC FUNDING LTD CIFC 2013 2A A1L2 144A (CIFC FUNDING LTD 2013-2A) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.01 |
| CIFC FUNDING LTD CIFC 2017 2A AR 144A (CIFC FUNDING LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.01 |
| CIFC FUNDING LTD CIFC 2019 5A A1R1 144A (CIFC FUNDING LTD 2019-5A) | Long | ABS-collateralized bond/debt obligation | KY | $30M | – | 0.02 |
| CIFC FUNDING LTD CIFC 2021 3A A 144A (CIFC FUNDING 2021-III LTD) | Long | ABS-collateralized bond/debt obligation | KY | $18M | – | 0.01 |
| CIFI HOLDINGS GROUP COMPANY GUAR REGS 04/27 4.375 (CIFI HOLDINGS (GROUP) CO LTD) | Long | Debt | KY | $416K | – | 0.00 |
| CIFI HOLDINGS GROUP COMPANY GUAR REGS 05/26 5.25 (CIFI HOLDINGS (GROUP) CO LTD) | Long | Debt | KY | $248K | – | 0.00 |
| CIFI HOLDINGS GROUP COMPANY GUAR REGS 05/28 4.8 (CIFI HOLDINGS (GROUP) CO LTD) | Long | Debt | KY | $146K | – | 0.00 |
| CIFI HOLDINGS GROUP COMPANY GUAR REGS 07/25 6 (CIFI HOLDINGS (GROUP) CO LTD) | Long | Debt | KY | $463K | – | 0.00 |
| CIFI HOLDINGS GROUP COMPANY GUAR REGS 08/26 4.45 (CIFI HOLDINGS (GROUP) CO LTD) | Long | Debt | KY | $394K | – | 0.00 |
| CIFI HOLDINGS GROUP COMPANY GUAR REGS 10/25 5.95 (CIFI HOLDINGS (GROUP) CO LTD) | Long | Debt | KY | $293K | – | 0.00 |
| CIFI HOLDINGS GROUP COMPANY GUAR REGS 11/24 6.45 (CIFI HOLDINGS (GROUP) CO LTD) | Long | Debt | KY | $743K | – | 0.00 |
| CIM TRUST CIM 2019 R1 A 144A (CIM TRUST 2019-R1) | Long | ABS-mortgage backed security | US | $60M | – | 0.04 |
| CIM TRUST CIM 2023 I2 A1 144A (CIM TRUST 2023-I2) | Long | ABS-mortgage backed security | US | $27M | – | 0.02 |
| CIM TRUST CIM 2023 R4 A1 144A (CIM TRUST 2023-R4) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| CIT GROUP HOME EQUITY LOAN TRU CITHE 2002 2 MV1 (CIT GROUP HOME EQUITY LOAN TRUS 2002-2) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A (CIT MTGE LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $37M | – | 0.02 |
| CITICORP MORTGAGE SECURITIES, CMSI 2006 3 1A9 (CITICORP MORTGAGE SEC INC 2006-3) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| CITICORP MORTGAGE SECURITIES, CMSI 2006 4 1A9 (CITICORP MORTGAGE SECURITIES INC 2006-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CITICORP RESIDENTIAL MORTGAGE CRMSI 2006 2 M1 (CITICORP RESIDENTIAL MORTGAGE SEC 2006-2) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| CITICORP RESIDENTIAL MORTGAGE CRMSI 2006 2 M2 (CITICORP RESIDENTIAL MORTGAGE SEC 2006-2) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| CITICORP RESIDENTIAL MORTGAGE CRMSI 2006 3 M1 (CITICORP RESIDENTIAL MORTGAGE SECURITIES INC 2006-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2016 GC36 A4 (CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-GC36) | Long | ABS-mortgage backed security | US | $38M | – | 0.03 |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2016 P5 XA (CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P5) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB2 2A (CITIGROUP MORTGAGE LOAN TR 2004-HYB2) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 OPT1 M3 (CITIGROUP MTGE LOAN TR INC 2004-OPT1) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 OPT1 M5 (CITIGROUP MTGE LOAN TR INC 2004-OPT1) | Long | ABS-mortgage backed security | US | $398K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 1 2A2A (CITIGROUP MTGE LOAN TRUST INC 2005-1) | Long | ABS-mortgage backed security | US | $829K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 10 1A2A (CITIGROUP MORTGAGE LOAN TRUST 2005-10) | Long | ABS-mortgage backed security | US | $120K | – | 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 12 1A1 144A (CITIGROUP MTGE LOAN TRUST INC 2005-12) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 2 1A1 (CITIGROUP MTGE LOAN TRUST INC 2005-2) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 2 2A12 (CITIGROUP MTGE LOAN TRUST INC 2005-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 3 1A1 (CITIGROUP MTGE LOAN TRUST INC 2005-3) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 3 2A2A (CITIGROUP MTGE LOAN TRUST INC 2005-3) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 7 2A3A (CITIGROUP MTGE LOAN TRUST INC 2005-7) | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 8 1A1A (CITIGROUP MTGE LOAN TRUST INC 2005-8) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 8 1A2A (CITIGROUP MTGE LOAN TRUST INC 2005-8) | Long | ABS-mortgage backed security | US | $626K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 9 21A2 (CITIGROUP MTGE LOAN TRUST INC 2005-9) | Long | ABS-mortgage backed security | US | $853K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 HE1 M3 (CITIGROUP MTGE LOAN TR INC 2005-HE1) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 HE3 M3 (CITIGROUP MORTGAGE LOAN TRUST INC 2005-HE3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 HE3 M4 (CITIGROUP MORTGAGE LOAN TRUST INC 2005-HE3) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 HE4 M2 (CMLTI 2005-HE4) | Long | ABS-mortgage backed security | US | $353K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 OPT1 M1 (CITIGROUP MORTGAGE LOAN TRUST INC 2005-OPT1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 OPT1 M4 (CITIGROUP MORTGAGE LOAN TRUST INC 2005-OPT1) | Long | ABS-mortgage backed security | US | $385K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 WF1 M1 (CITIGROUP MORTGAGE LOAN TR 2005-WF1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 WF2 AF7 (CITIGROUP MTGE LOAN TR INC 2005-WF2) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AMC1 A2B (CITIGROUP MORTGAGE LOAN TR 2006-AMC1) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR1 2A1 (CITIGROUP MTGE LOAN TR INC 2006-AR1) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR2 1A2 (CITIGROUP MTGE LOAN TR INC 2006-AR2) | Long | ABS-mortgage backed security | US | $737K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR3 1A1A (CITIGROUP MTGE LOAN TR INC 2006-AR3) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR3 1A2A (CITIGROUP MTGE LOAN TR INC 2006-AR3) | Long | ABS-mortgage backed security | US | $409K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR5 2A5A (CITIGROUP MORTGAGE LOAN TRUST 2006-AR5) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR5 2A7A (CITIGROUP MORTGAGE LOAN TRUST 2006-AR5) | Long | ABS-mortgage backed security | US | $517K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR6 2A3 (CITIGROUP MTGE LOAN TR INC 2006-AR6) | Long | ABS-mortgage backed security | US | $292K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR7 2A2A (CITIGROUP MTGE LOAN TR INC 2006-AR7) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR9 2A (CITIGROUP MTGE LOAN TR INC 2006-AR9) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE1 M4 (CITIGROUP MTGE LOAN TR INC 2006-HE1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE2 M2 (CITIGROUP MORTGAGE LOAN TRUST INC 2006-HE2) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE3 A1 144A (CITIGROUP MTGE LOAN TR INC 2006-HE3) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE3 A2B (CITIGROUP MTGE LOAN TR INC 2006-HE3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE3 A2C (CITIGROUP MTGE LOAN TR INC 2006-HE3) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC1 A2D (CITIGROUP MTGE LOAN TR INC 2006-NC1) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WF1 A2E (CITIGROUP MORTGAGE LOAN TR 2006-WF1) | Long | ABS-mortgage backed security | US | $863K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WF2 A2F (CITIGROUP MORTGAGE LOAN TR 2006-WF2) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M2 (CITIGROUP MORTGAGE LOAN TRUST 2006-WFH3) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WMC1 M1 (CITIGROUP MTGE LOAN TR INC 2006-WMC1) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 2A1A (CITIGROUP MTGE LOAN TR INC 2007-10) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 2A2A (CITIGROUP MTGE LOAN TR INC 2007-10) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 31AA (CITIGROUP MTGE LOAN TR INC 2007-10) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 11 2A1 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2007-11) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 12 2A1 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2007-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 6 1A2A (CITIGROUP MTGE LOAN TR INC 2007-6) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 6 1A3A (CITIGROUP MTGE LOAN TR INC 2007-6) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 9 1A3 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2007-9) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL1 A2C (CITIGROUP MTGE LOAN TR INC 2007-AHL1) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL1 M1 (CITIGROUP MTGE LOAN TR INC 2007-AHL1) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL2 A1 144A (CITIGROUP MTGE LOAN TR INC 2007-AHL2) | Long | ABS-mortgage backed security | US | $20M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL3 A1 144A (CITIGROUP MTGE LOAN TR INC 2007-AHL3) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL3 A2 144A (CITIGROUP MTGE LOAN TR INC 2007-AHL3) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL3 A3A (CITIGROUP MTGE LOAN TR INC 2007-AHL3) | Long | ABS-mortgage backed security | US | $848K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3A (CITIGROUP MTGE LOAN TR INC 2007-AMC2) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3B (CITIGROUP MTGE LOAN TR INC 2007-AMC2) | Long | ABS-mortgage backed security | US | $46M | – | 0.03 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3C (CITIGROUP MTGE LOAN TR INC 2007-AMC2) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC3 A1 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2007-AMC3) | Long | ABS-mortgage backed security | US | $24M | – | 0.02 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC4 M1 (CITIGROUP MTGE LN TR INC 2007-AMC4) | Long | ABS-mortgage backed security | US | $23M | – | 0.02 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR4 2A2A (CITIGROUP MTGE LOAN TR INC 2007-AR4) | Long | ABS-mortgage backed security | US | $685K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR7 A3A (CITIGROUP MTGE LOAN TR INC 2007-AR7) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 FS1 1A1 144A (CITIGROUP MORTGAGE LOAN TRUST 2007-FS1) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 SHL1 A 144A (CITIGROUP MTGE LOAN TR INC 2007-SHL1) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 SHL1 M1 144A (CITIGROUP MTGE LOAN TR INC 2007-SHL1) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH1 M3 (CITIGROUP MTGE LOAN TR INC 2007-WFH1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH2 M2 (CITIGROUP MTGE LOAN TR INC 2007-WFH2) | Long | ABS-mortgage backed security | US | $23M | – | 0.02 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH3 M3 (CITIGROUP MTGE LOAN TR INC 2007-WFH3) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH4 M3B (CITIGROUP MTGE LOAN TR INC 2007-WFH4) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2008 RR1 A1A1 144A (CITIGROUP MTGE LOAN TR INC 2008-RR1) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2009 10 4A2 144A (CITIGROUP MORTGAGE LOAN TRUST 2009-10) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2010 3 2A2 144A (CITIGROUP MORTGAGE LOAN TRUST 2010-3) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2010 4 3A6 144A (CITIGROUP MORTGAGE LOAN TRUST 2010-4) | Long | ABS-mortgage backed security | US | $854K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2011 2 3A2 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2011-2) | Long | ABS-mortgage backed security | US | $262K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2012 3 4A2 144A (CITIGROUP MORTGAGE LOAN TRUST 2012-3) | Long | ABS-mortgage backed security | US | $903K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2012 8 2A2 144A (CITIGROUP MORTGAGE LOAN TRUST 2012-8) | Long | ABS-mortgage backed security | US | $672K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2012 8 3A2 144A (CITIGROUP MORTGAGE LOAN TRUST 2012-8) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2013 8 2A2 144A (CITIGROUP MORTGAGE LOAN TRUST 2013-8) | Long | ABS-mortgage backed security | US | $573K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2014 11 2A2 144A (CITIGROUP MORTGAGE LOAN TRUST 2014-11) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2015 11 1A2 144A (CITIGROUP MORTGAGE LOAN TRUST 2015-11) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2015 3 3A2 144A (CITIGROUP MORTGAGE LOAN TRUST 2015-3) | Long | ABS-mortgage backed security | US | $380K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2015 6 1A2 144A (CITIGROUP MORTGAGE LOAN TRUST 2015-6) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2015 6 2A2 144A (CITIGROUP MORTGAGE LOAN TRUST 2015-6) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2017 RP1 PT 144A (CITIGROUP MORTGAGE LOAN TRUST 2017-RP1) | Long | ABS-mortgage backed security | US | $74M | – | 0.05 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2017 RP1 SA 144A (CITIGROUP MORTGAGE LOAN TRUST 2017-RP1) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 B PT 144A (CITIGROUP MORTGAGE LOAN TRUST 2018-B) | Long | ABS-mortgage backed security | US | $192M | – | 0.13 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 B SA 144A (CITIGROUP MORTGAGE LOAN TRUST 2018-B) | Long | ABS-other | US | $404K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2020 RP2 A1 144A (CITIGROUP MORTGAGE LOAN TRUST 2020 RP2) | Long | ABS-mortgage backed security | US | $281M | – | 0.18 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2020 RP2 A2 144A (CITIGROUP MORTGAGE LOAN TRUST 2020 RP2) | Long | ABS-mortgage backed security | US | $54M | – | 0.04 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2020 RP2 AIOS 144A (CITIGROUP MORTGAGE LOAN TRUST 2020 RP2) | Long | ABS-other | US | $2M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2020 RP2 B 144A (CITIGROUP MORTGAGE LOAN TRUST 2020 RP2) | Long | ABS-mortgage backed security | US | $77M | – | 0.05 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2020 RP2 B1 144A (CITIGROUP MORTGAGE LOAN TRUST 2020 RP2) | Long | ABS-mortgage backed security | US | $31M | – | 0.02 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2020 RP2 B2 144A (CITIGROUP MORTGAGE LOAN TRUST 2020 RP2) | Long | ABS-mortgage backed security | US | $25M | – | 0.02 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2020 RP2 M1 144A (CITIGROUP MORTGAGE LOAN TRUST 2020 RP2) | Long | ABS-mortgage backed security | US | $47M | – | 0.03 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2020 RP2 M2 144A (CITIGROUP MORTGAGE LOAN TRUST 2020 RP2) | Long | ABS-mortgage backed security | US | $43M | – | 0.03 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2020 RP2 SA 144A (CITIGROUP MORTGAGE LOAN TRUST 2020 RP2) | Long | ABS-mortgage backed security | US | $485K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2020 RP2 X 144A (CITIGROUP MORTGAGE LOAN TRUST 2020 RP2) | Long | ABS-other | US | $21M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP1 A1 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP1) | Long | ABS-mortgage backed security | US | $124M | – | 0.08 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP1 A2 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP1) | Long | ABS-mortgage backed security | US | $20M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP1 AIOS 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP1) | Long | ABS-other | US | $954K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP1 B 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP1) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP1 B1 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP1) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP1 B2 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP1) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP1 M1 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP1) | Long | ABS-mortgage backed security | US | $23M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP1 M2 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP1) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP1 SA 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP1) | Long | ABS-mortgage backed security | US | $365K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP1 X 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP1) | Long | ABS-other | US | $15M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP3 A1 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP3) | Long | ABS-mortgage backed security | US | $465M | – | 0.30 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP3 A2 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP3) | Long | ABS-mortgage backed security | US | $56M | – | 0.04 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP3 AIOS 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP3) | Long | ABS-other | US | $4M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP3 B 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP3) | Long | ABS-mortgage backed security | US | $34M | – | 0.02 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP3 B1 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP3) | Long | ABS-mortgage backed security | US | $30M | – | 0.02 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP3 B2 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP3) | Long | ABS-mortgage backed security | US | $24M | – | 0.02 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP3 M1 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP3) | Long | ABS-mortgage backed security | US | $56M | – | 0.04 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP3 M2 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP3) | Long | ABS-mortgage backed security | US | $43M | – | 0.03 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP3 SA 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP3) | Long | ABS-mortgage backed security | US | $412K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP3 X 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP3) | Long | ABS-other | US | $36M | – | 0.02 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP4 A1 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP4) | Long | ABS-mortgage backed security | US | $1B | – | 0.72 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP4 A2 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP4) | Long | ABS-mortgage backed security | US | $96M | – | 0.06 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP4 AIOS 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP4) | Long | ABS-other | US | $9M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP4 B 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP4) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP4 B1 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP4) | Long | ABS-mortgage backed security | US | $40M | – | 0.03 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP4 B2 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP4) | Long | ABS-mortgage backed security | US | $28M | – | 0.02 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP4 M1 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP4) | Long | ABS-mortgage backed security | US | $73M | – | 0.05 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP4 M2 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP4) | Long | ABS-mortgage backed security | US | $58M | – | 0.04 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP4 SA 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP4) | Long | ABS-mortgage backed security | US | $430K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP4 X 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP4) | Long | ABS-other | US | $45M | – | 0.03 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP5 A1 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP5) | Long | ABS-mortgage backed security | US | $671M | – | 0.44 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP5 A2 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP5) | Long | ABS-mortgage backed security | US | $67M | – | 0.04 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP5 AIOS 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP5) | Long | ABS-other | US | $2M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP5 B 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP5) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP5 B1 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP5) | Long | ABS-mortgage backed security | US | $29M | – | 0.02 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP5 B2 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP5) | Long | ABS-mortgage backed security | US | $22M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP5 M1 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP5) | Long | ABS-mortgage backed security | US | $47M | – | 0.03 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP5 M2 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP5) | Long | ABS-mortgage backed security | US | $39M | – | 0.03 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP5 SA 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP5) | Long | ABS-mortgage backed security | US | $755K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP5 X 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP5) | Long | ABS-other | US | $87M | – | 0.06 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP6 A1 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP6) | Long | ABS-mortgage backed security | US | $601M | – | 0.39 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP6 A2 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP6) | Long | ABS-mortgage backed security | US | $50M | – | 0.03 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP6 AIOS 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP6) | Long | ABS-other | US | $6M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP6 B 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP6) | Long | ABS-mortgage backed security | US | $20M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP6 B1 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP6) | Long | ABS-mortgage backed security | US | $22M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP6 B2 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP6) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP6 M1 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP6) | Long | ABS-mortgage backed security | US | $40M | – | 0.03 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP6 M2 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP6) | Long | ABS-mortgage backed security | US | $32M | – | 0.02 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP6 SA 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP6) | Long | ABS-mortgage backed security | US | $948K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP6 X 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-RP6) | Long | ABS-other | US | $28M | – | 0.02 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 INV2 PT 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2022-INV2) | Long | ABS-mortgage backed security | US | $315M | – | 0.21 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP2 PT 144A (CITIGROUP MORTGAGE LOAN TRUST 2022 RP2) | Long | ABS-mortgage backed security | US | $611M | – | 0.40 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP2 SA 144A (CITIGROUP MORTGAGE LOAN TRUST 2022 RP2) | Long | ABS-mortgage backed security | US | $566K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP3 PT 144A (CITIGROUP MORTGAGE LOAN TRUST 2022-RP3) | Long | ABS-mortgage backed security | US | $655M | – | 0.43 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP3 SA 144A (CITIGROUP MORTGAGE LOAN TRUST 2022-RP3) | Long | ABS-mortgage backed security | US | $210K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP4 PT 144A (CITIGROUP MORTGAGE LOAN TRUST 2022-RP4) | Long | ABS-mortgage backed security | US | $318M | – | 0.21 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP4 SA 144A (CITIGROUP MORTGAGE LOAN TRUST 2022-RP4) | Long | ABS-mortgage backed security | US | $329K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP5 PT 144A (CITIGROUP MORTGAGE LOAN TRUST 2022-RP5) | Long | ABS-mortgage backed security | US | $221M | – | 0.14 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP5 SA 144A (CITIGROUP MORTGAGE LOAN TRUST 2022-RP5) | Long | ABS-mortgage backed security | US | $467K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2023 A PT 144A (CITIGROUP MORTGAGE LOAN TRUST 2023-A) | Long | ABS-mortgage backed security | US | $270M | – | 0.18 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2023 A SA 144A (CITIGROUP MORTGAGE LOAN TRUST 2023-A) | Long | ABS-mortgage backed security | US | $411K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2023 RP1 PT 144A (CITIGROUP MORTGAGE LOAN TRUST 2023-RP1) | Long | ABS-mortgage backed security | US | $915M | – | 0.60 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2023 RP1 SA 144A (CITIGROUP MORTGAGE LOAN TRUST 2023-RP1) | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2023 RP2 PT 144A (CITIGROUP MORTGAGE LOAN TRUST 2023-RP2) | Long | ABS-mortgage backed security | US | $372M | – | 0.24 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2023 RP2 SA 144A (CITIGROUP MORTGAGE LOAN TRUST 2023-RP2) | Long | ABS-mortgage backed security | US | $283K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 INV1 PT 144A (CITIGROUP MORTGAGE LOAN TRUST 2024-INV1) | Long | ABS-mortgage backed security | US | $296M | – | 0.19 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP1 PT 144A (CITIGROUP MORTGAGE LOAN TRUST 2024-RP1) | Long | ABS-mortgage backed security | US | $381M | – | 0.25 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP1 SA 144A (CITIGROUP MORTGAGE LOAN TRUST 2024-RP1) | Long | ABS-mortgage backed security | US | $729K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP3 PT 144A (CITIGROUP MORTGAGE LOAN TRUST 2024-RP3) | Long | ABS-mortgage backed security | US | $796M | – | 0.52 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP3 SA 144A (CITIGROUP MORTGAGE LOAN TRUST 2024-RP3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2006 A3 1A5 (CITIMORTGAGE ALTERNATIVE LOAN TR 2006-A3) | Long | ABS-mortgage backed security | US | $193K | – | 0.00 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2006 A4 1A8 (CITIMORTGAGE ALTERNATIVE LOAN TR 2006-A4) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2006 A6 1A7 (CITIMORTGAGE ALTERNATIVE LOAN TR 2006-A6) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2006 A7 1A4 (CITIMORTGAGE ALTERNATIVE LOAN TR 2006-A7) | Long | ABS-mortgage backed security | US | $191K | – | 0.00 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A1 1A2 (CITIMORTGAGE ALTERNATIVE LN TR 2007-A1) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A2 1A8 (CITIMORTGAGE ALTERNATIVE LOAN TRUST 2007-A2) | Long | ABS-other | US | $72K | – | 0.00 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A3 1A4 (CITIMORTGAGE ALTERNATIVE LN TR 2007-A3) | Long | ABS-mortgage backed security | US | $336K | – | 0.00 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A4 1A11 (CITIMORTGAGE ALTERNATIVE LOAN TRUST 2007-A4) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A5 1A1 (CITIMORTGAGE ALTERNATIVE LN TR 2007-A5) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A3 (CITIMORTGAGE ALTERNATIVE LN TR 2007-A6) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A8 A1 (CITIMORTGAGE ALTERNATIVE LN TR 2007-A8) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK (CLEAR CHANNEL OUTDOOR HOLDINGS INC) | Long | Equity-common | US | $72M | 51M | 0.05 |
| CMBX.NA.AAA.10 SP DUB | Derivative-credit | US | $-162K | – | -0.00 | |
| CMBX.NA.AAA.10 SP GST | Derivative-credit | US | $-1M | – | -0.00 | |
| CMBX.NA.AAA.10 SP JPS | Derivative-credit | US | $-835K | – | -0.00 | |
| CMBX.NA.AAA.10 SP MYC | Derivative-credit | US | $-213K | – | -0.00 | |
| CMBX.NA.AAA.10 SP SAL | Derivative-credit | US | $-1M | – | -0.00 | |
| CMBX.NA.AAA.11 SP SAL | Derivative-credit | US | $-405K | – | -0.00 | |
| CMBX.NA.AAA.12 SP FBF | Derivative-credit | US | $-204K | – | -0.00 | |
| CMBX.NA.AAA.12 SP GST | Derivative-credit | US | $-38K | – | -0.00 | |
| CMBX.NA.AAA.12 SP SAL | Derivative-credit | US | $-738K | – | -0.00 | |
| CMBX.NA.AAA.13 SP GST | Derivative-credit | US | $-751K | – | -0.00 | |
| CMBX.NA.AAA.6 SP BOA | Derivative-credit | US | $9.32 | – | – | |
| CMBX.NA.AAA.6 SP BOA | Derivative-credit | US | $11.43 | – | – | |
| CMBX.NA.AAA.6 SP BRC | Derivative-credit | US | $1.37 | – | – | |
| CMBX.NA.AAA.6 SP CBK | Derivative-credit | US | $5.49 | – | – | |
| CMBX.NA.AAA.6 SP DUB | Derivative-credit | US | $17.47 | – | – | |
| CMBX.NA.AAA.6 SP FBF | Derivative-credit | US | $4.66 | – | – | |
| CMBX.NA.AAA.6 SP FBF | Derivative-credit | US | $26.21 | – | – | |
| CMBX.NA.AAA.6 SP GST | Derivative-credit | US | $6.05 | – | – | |
| CMBX.NA.AAA.6 SP MEI | Derivative-credit | US | $0.9 | – | – | |
| CMBX.NA.AAA.6 SP MYC | Derivative-credit | US | $0.07 | – | – | |
| CMBX.NA.AAA.6 SP MYC | Derivative-credit | US | $1.89 | – | – | |
| CMBX.NA.AAA.6 SP MYC | Derivative-credit | US | $1.22 | – | – | |
| CMBX.NA.AAA.6 SP MYC | Derivative-credit | US | $1.14 | – | – | |
| CMBX.NA.AAA.6 SP UAG | Derivative-credit | US | $6.32 | – | – | |
| CMBX.NA.AAA.8 SP CBK | Derivative-credit | US | $-8K | – | -0.00 | |
| CMBX.NA.AAA.8 SP GST | Derivative-credit | US | $-127K | – | -0.00 | |
| CMBX.NA.AAA.8 SP JPS | Derivative-credit | US | $-90K | – | -0.00 | |
| CMBX.NA.AAA.8 SP MEI | Derivative-credit | US | $-675.25 | – | -0.00 | |
| CMBX.NA.AAA.8 SP MEI | Derivative-credit | US | $-22K | – | -0.00 | |
| CMBX.NA.AAA.8 SP MYC | Derivative-credit | US | $-10K | – | -0.00 | |
| CMBX.NA.AAA.8 SP SAL | Derivative-credit | US | $-6K | – | -0.00 | |
| CMBX.NA.AAA.8 SP UAG | Derivative-credit | US | $-8K | – | -0.00 | |
| CMBX.NA.AAA.9 SP DUB | Derivative-credit | US | $-9K | – | -0.00 | |
| CMBX.NA.AAA.9 SP FBF | Derivative-credit | US | $-58K | – | -0.00 | |
| CMBX.NA.AAA.9 SP GST | Derivative-credit | US | $-183K | – | -0.00 | |
| CMBX.NA.AAA.9 SP JPS | Derivative-credit | US | $-280K | – | -0.00 | |
| CMBX.NA.AAA.9 SP MEI | Derivative-credit | US | $-148K | – | -0.00 | |
| CMBX.NA.AAA.9 SP MYC | Derivative-credit | US | $-8K | – | -0.00 | |
| CMBX.NA.AAA.9 SP SAL | Derivative-credit | US | $-7K | – | -0.00 | |
| CMBX.NA.AS.6 SP BOA | Derivative-credit | US | $-233.71 | – | -0.00 | |
| CMBX.NA.AS.6 SP BRC | Derivative-credit | US | $-537.52 | – | -0.00 | |
| CMBX.NA.AS.6 SP DUB | Derivative-credit | US | $-292.13 | – | -0.00 | |
| CMBX.NA.AS.6 SP FBF | Derivative-credit | US | $-584.27 | – | -0.00 | |
| CMBX.NA.AS.6 SP MYC | Derivative-credit | US | $-546.28 | – | -0.00 | |
| CMBX.NA.AS.9 SP GST | Derivative-credit | US | $-44K | – | -0.00 | |
| CNL COMMERCIAL MORTGAGE LOAN T CNL 2003 1A A1 144A (CNL COMMERCIAL MORTGAGE LOAN TRUST 2003-1 2003-1A) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| COLLEGE AVE STUDENT LOANS CASL 2023 A A1 144A (COLLEGE AVE STUDENT LOANS LLC 2023-A) | Long | ABS-other | US | $34M | – | 0.02 |
| COLLEGE AVE STUDENT LOANS CASL 2023 A A2 144A (COLLEGE AVE STUDENT LOANS LLC 2023-A) | Long | ABS-other | US | $41M | – | 0.03 |
| COLLEGE AVE STUDENT LOANS CASL 2023 A B 144A (COLLEGE AVE STUDENT LOANS LLC 2023-A) | Long | ABS-other | US | $20M | – | 0.01 |
| COLLEGE AVE STUDENT LOANS CASL 2023 A C 144A (COLLEGE AVE STUDENT LOANS LLC 2023-A) | Long | ABS-other | US | $16M | – | 0.01 |
| COLLEGE AVE STUDENT LOANS CASL 2023 A D 144A (COLLEGE AVE STUDENT LOANS LLC 2023-A) | Long | ABS-other | US | $4M | – | 0.00 |
| COLLEGE AVE STUDENT LOANS CASL 2023 A E 144A (COLLEGE AVE STUDENT LOANS LLC 2023-A) | Long | ABS-other | US | $6M | – | 0.00 |
| COLLEGE AVE STUDENT LOANS CASL 2023 B A1A 144A (COLLEGE AVE STUDENT LOANS LLC 2023-B) | Long | ABS-other | US | $69M | – | 0.05 |
| COLLEGE AVE STUDENT LOANS CASL 2023 B A1B 144A (COLLEGE AVE STUDENT LOANS LLC 2023-B) | Long | ABS-other | US | $68M | – | 0.04 |
| COLLEGE AVE STUDENT LOANS CASL 2023 B B 144A (COLLEGE AVE STUDENT LOANS LLC 2023-B) | Long | ABS-other | US | $25M | – | 0.02 |
| COLLEGE AVE STUDENT LOANS CASL 2023 B C 144A (COLLEGE AVE STUDENT LOANS LLC 2023-B) | Long | ABS-other | US | $17M | – | 0.01 |
| COLLEGE AVE STUDENT LOANS CASL 2023 B D 144A (COLLEGE AVE STUDENT LOANS LLC 2023-B) | Long | ABS-other | US | $4M | – | 0.00 |
| COLLEGE AVE STUDENT LOANS CASL 2023 B E 144A (COLLEGE AVE STUDENT LOANS LLC 2023-B) | Long | ABS-other | US | $8M | – | 0.01 |
| COLOGIX DATA CENTERS ISSUER LL CLGIX 2022 1CAN A2 144A (COLOGIX CANADIAN ISSUER LP 2022-1CAN) | Long | ABS-other | CA | $14M | – | 0.01 |
| COLOMBIA LA SP BPS | Derivative-credit | US | $-38K | – | -0.00 | |
| COLOMBIA LA SP BPS | Derivative-credit | US | $-229K | – | -0.00 | |
| COLOMBIA LA SP BRC | Derivative-credit | US | $-127K | – | -0.00 | |
| COLOMBIA LA SP CBK | Derivative-credit | US | $171K | – | 0.00 | |
| COLOMBIA LA SP CBK | Derivative-credit | US | $-29K | – | -0.00 | |
| COLOMBIA LA SP GST | Derivative-credit | US | $-283K | – | -0.00 | |
| COLOMBIA LA SP GST | Derivative-credit | US | $-314K | – | -0.00 | |
| COLOMBIA LA SP JPM | Derivative-credit | US | $-42K | – | -0.00 | |
| COLOMBIA LA SP MYC | Derivative-credit | US | $-294K | – | -0.00 | |
| COLOMBIA LA SP MYC | Derivative-credit | US | $-870K | – | -0.00 | |
| COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR A 144A (COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR C 144A (COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| COLT FUNDING LLC COLT 2021 RPL1 A1 144A (COLT 2021-RPL1 MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $23M | – | 0.01 |
| COLT FUNDING LLC COLT 2022 4 A1 144A (COLT 2022-4 MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| COLT FUNDING LLC COLT 2024 3 A1 144A (COLT 2024-3 MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $33M | – | 0.02 |
| COLT FUNDING LLC COLT 2024 INV1 A1 144A (COLT 2024-INV1 MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| COLT FUNDING LLC COLT 2024 INV2 A1 144A (COLT 2024-INV2 MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| COMM MORTGAGE TRUST COMM 2013 300P A1 144A (COMM 2013-300P MORTGAGE TRUST 2013-300P) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| COMM MORTGAGE TRUST COMM 2014 LC15 XB 144A (COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2014-LC15) | Long | ABS-mortgage backed security | US | $94.62 | – | 0.00 |
| COMM MORTGAGE TRUST COMM 2014 UBS4 XA (COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2014-UBS4) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| COMM MORTGAGE TRUST COMM 2016 667M A 144A (COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2016-667M) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| COMM MORTGAGE TRUST COMM 2016 COR1 XA (COMMERCIAL MORTGAGE PASS THRU CERTIFICATIONS 2016-COR1) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| COMM MORTGAGE TRUST COMM 2016 DC2 ASB (COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2016-DC2) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| COMM MORTGAGE TRUST COMM 2018 COR3 A3 (COMM MORTGAGE TRUST 2018-COR3) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COMM MORTGAGE TRUST COMM 2022 HC A 144A (COMM 2022-HC MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COMMONBOND STUDENT LOAN TRUST CBSLT 2020 AGS A 144A (COMMONBOND STUDENT LOAN TRUST 2020-AGS) | Long | ABS-other | US | $681K | – | 0.00 |
| CONSECO FINANCE SECURITIZATION CNF 1999 6 A1 144A (CONSECO FIN SEC CORP 1999-6) | Long | ABS-other | US | $16M | – | 0.01 |
| CONSECO FINANCE SECURITIZATION CNF 2000 1 A5 (CONSECO FINANCIAL SECURITIZATIONS 2000-1) | Long | ABS-other | US | $1M | – | 0.00 |
| CONSECO FINANCE SECURITIZATION CNF 2000 2 A5 (CONSECO FINANCE SECURITIZATION 2000-2) | Long | ABS-other | US | $286K | – | 0.00 |
| CONSECO FINANCE SECURITIZATION CNF 2000 3 A 144A (CONSECO FINANCE SECURITIZATION 2000-3) | Long | ABS-other | US | $16M | – | 0.01 |
| CONSECO FINANCE SECURITIZATION CNF 2000 4 A5 (CONSECO FINANCE SECURITIZATION 2000-4) | Long | ABS-other | US | $1M | – | 0.00 |
| CONSECO FINANCE SECURITIZATION CNF 2000 4 A6 (CONSECO FINANCE SECURITIZATION 2000-4) | Long | ABS-other | US | $7M | – | 0.00 |
| CONSECO FINANCE SECURITIZATION CNF 2000 5 A6 (CONSECO FINANCE SECURITIZATION 2000-5) | Long | ABS-other | US | $5M | – | 0.00 |
| CONSECO FINANCE SECURITIZATION CNF 2000 5 A7 (CONSECO FINANCE SECURITIZATION 2000-5) | Long | ABS-other | US | $7M | – | 0.00 |
| CONSECO FINANCE SECURITIZATION CNF 2000 6 A5 (CONSECO FINANCE SECURITIZATIONS CORP.) | Long | ABS-other | US | $5M | – | 0.00 |
| CONSECO FINANCE SECURITIZATION CNF 2001 1 A5 (CONSECO FINANCE SECUR CORP 2001-1) | Long | ABS-other | US | $10M | – | 0.01 |
| CONSECO FINANCE SECURITIZATION CNF 2001 3 A4 (CONSECO FINANCE SEC CORP 2001-3) | Long | ABS-other | US | $2M | – | 0.00 |
| CONSECO FINANCIAL CORP GT 1997 1 M1 (GREEN TREE FINANCIAL CORP 1997-1) | Long | ABS-other | US | $813K | – | 0.00 |
| CONSECO FINANCIAL CORP GT 1999 2 A7 (GREEN TREE FINANCIAL CORP 1999-2) | Long | ABS-other | US | $2M | – | 0.00 |
| CONSECO FINANCIAL CORP GT 1999 5 A5 (GREEN TREE FINANCIAL CORP 1999-5) | Long | ABS-other | US | $4M | – | 0.00 |
| CONSTELLATION OIL B SHS EQUITY EQTYMR935 (CONSTELLATION OIL SERVICES HOLDING SA) | Long | Equity-common | US | $265K | 2M | 0.00 |
| CONSTELLATION OIL D SHS WARRNT WARRYU9O1 | Derivative-equity | US | $0 | – | – | |
| CONSTELLATION OIL SA SR SECURED 12/26 3 (CONSTELLATION OIL SERVICES HOLDING SA) | Long | Debt | LU | $2M | – | 0.00 |
| CONSTELLATION OIL SA SR SECURED 144A 06/25 13.5 (CONSTELLATION OIL SERVICES HOLDING SA) | Long | Debt | LU | $700K | – | 0.00 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A A1 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-1A) | Long | ABS-other | US | $207M | – | 0.13 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A A2 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-1A) | Long | ABS-other | US | $170M | – | 0.11 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A B 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-1A) | Long | ABS-other | US | $62M | – | 0.04 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A C 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-1A) | Long | ABS-other | US | $62M | – | 0.04 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A D 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-1A) | Long | ABS-other | US | $36M | – | 0.02 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A E 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-1A) | Long | ABS-other | US | $32M | – | 0.02 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A R 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-1A) | Long | ABS-other | US | $64M | – | 0.04 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A A1 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-2A) | Long | ABS-other | US | $210M | – | 0.14 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A A2 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-2A) | Long | ABS-other | US | $170M | – | 0.11 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A B 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-2A) | Long | ABS-other | US | $62M | – | 0.04 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A C 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-2A) | Long | ABS-other | US | $62M | – | 0.04 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A D 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-2A) | Long | ABS-other | US | $36M | – | 0.02 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A E 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-2A) | Long | ABS-other | US | $32M | – | 0.02 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A R 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-2A) | Long | ABS-other | US | $66M | – | 0.04 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A A1 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-3A) | Long | ABS-other | US | $209M | – | 0.14 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A A2 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-3A) | Long | ABS-other | US | $170M | – | 0.11 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A B 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-3A) | Long | ABS-other | US | $62M | – | 0.04 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A C 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-3A) | Long | ABS-other | US | $62M | – | 0.04 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A D 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-3A) | Long | ABS-other | US | $36M | – | 0.02 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A E 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-3A) | Long | ABS-other | US | $32M | – | 0.02 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A R 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-3A) | Long | ABS-other | US | $65M | – | 0.04 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A A1 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-4A) | Long | ABS-other | US | $78M | – | 0.05 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A A2 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-4A) | Long | ABS-other | US | $63M | – | 0.04 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A B 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-4A) | Long | ABS-other | US | $23M | – | 0.02 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A C 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-4A) | Long | ABS-other | US | $23M | – | 0.02 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A D 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-4A) | Long | ABS-other | US | $13M | – | 0.01 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A E 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-4A) | Long | ABS-other | US | $12M | – | 0.01 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A R 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-4A) | Long | ABS-other | US | $24M | – | 0.02 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A A1 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-5A) | Long | ABS-other | US | $61M | – | 0.04 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A A2 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-5A) | Long | ABS-other | US | $49M | – | 0.03 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A B 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-5A) | Long | ABS-other | US | $18M | – | 0.01 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A C 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-5A) | Long | ABS-other | US | $18M | – | 0.01 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A D 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-5A) | Long | ABS-other | US | $11M | – | 0.01 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A E 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-5A) | Long | ABS-other | US | $9M | – | 0.01 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A R 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-5A) | Long | ABS-other | US | $18M | – | 0.01 |
| CONTL AIRLINES 2012 2 A PASS THRU CE 04/26 4 (CONTINENTAL AIRLINES 2012-2 CLASS A PASS THRU CERTIFICATES) | Long | Debt | US | $2M | – | 0.00 |
| CORDATUS CLO PLC CORDA 5A ARR 144A (CVC CORDATUS LOAN FUND V LTD 5A) | Long | ABS-collateralized bond/debt obligation | IE | $9M | – | 0.01 |
| COREWEAVE CMPTE ACQU CO II LLC 2024 DELAYED DRAW TERM LOAN (COREWEAVE COMPUTE ACQUISITION CO II LLC) | Long | Loan | US | $7M | – | 0.00 |
| COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8 | Long | Debt | US | $25M | – | 0.02 |
| COUNTRY GARDEN HLDGS SR SECURED REGS 01/25 5.125 (COUNTRY GARDEN HOLDINGS COMPANY LIMITED) | Long | Debt | KY | $526K | – | 0.00 |
| COUNTRY GARDEN HLDGS SR SECURED REGS 01/30 5.625 (COUNTRY GARDEN HOLDINGS COMPANY LIMITED) | Long | Debt | KY | $114K | – | 0.00 |
| COUNTRY GARDEN HLDGS SR SECURED REGS 05/25 5.4 (COUNTRY GARDEN HOLDINGS COMPANY LIMITED) | Long | Debt | KY | $298K | – | 0.00 |
| COUNTRY GARDEN HLDGS SR SECURED REGS 07/26 2.7 (COUNTRY GARDEN HOLDINGS COMPANY LIMITED) | Long | Debt | KY | $2M | – | 0.00 |
| COUNTRY GARDEN HLDGS SR SECURED REGS 08/30 4.8 (COUNTRY GARDEN HOLDINGS COMPANY LIMITED) | Long | Debt | KY | $173K | – | 0.00 |
| COUNTRY GARDEN HLDGS SR SECURED REGS 09/25 6.15 (COUNTRY GARDEN HOLDINGS COMPANY LIMITED) | Long | Debt | KY | $166K | – | 0.00 |
| COUNTRY GARDEN HLDGS SR SECURED REGS 10/25 3.125 (COUNTRY GARDEN HOLDINGS COMPANY LIMITED) | Long | Debt | KY | $2M | – | 0.00 |
| COUNTRY GARDEN HLDGS SR SECURED REGS 10/30 3.875 (COUNTRY GARDEN HOLDINGS COMPANY LIMITED) | Long | Debt | KY | $2M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 17CB 1A1 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2004-17CB) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 17CB 3A1 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2004-17CB) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 24CB 1A1 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2004-24CB) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 29CB A3 (COUNTRYWIDE ALTERNATIVE LN TR 2004-29CB) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 29CB A5 (COUNTRYWIDE ALTERNATIVE LN TR 2004-29CB) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 31T1 A2 (COUNTRYWIDE ALTERNATIVE LN TR 2004-31T1) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 32CB 1A1 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2004-32CB) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 33 4A1 (COUNTRYWIDE ALTERNATIVE LN TR 2004-33) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 36CB 1A1 (COUNTRYWIDE ALTERNATIVE LOAN TRUST2004-36CB) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 36CB 2A3 (COUNTRYWIDE ALTERNATIVE LOAN TRUST2004-36CB) | Long | ABS-mortgage backed security | US | $255K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 J11 3A1 (COUNTRYWIDE ALTERNATIVE LN TR 2004-J11) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 J13 M2 (COUNTRYWIDE ALTERNATIVE LN TR 2004-J13) | Long | ABS-mortgage backed security | US | $932K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 J5 M2 (COUNTRYWIDE ALT LOAN TR 2004-J5) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 J7 M1 (COUNTRYWIDE ALTERNATIVE LN TR 2004-J7) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 J8 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2004-J8) | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 J9 M2 (COUNTRYWIDE ALTERNATIVE LN TR 2004-J9) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 10CB 1A5 (COUNTRYWIDE ALTERNATIVE LN TR 2005-10CB) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 14 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-14) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 14 3A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-14) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 14 4A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-14) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 16 A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2005-16) | Long | ABS-mortgage backed security | US | $170K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 17 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-17) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 1CB 1A5 (COUNTRYWIDE ALT LN TRUST 2005-1CB) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 21CB A8 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-21CB) | Long | ABS-mortgage backed security | US | $523K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 21CB A9 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-21CB) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 22T1 A4 (COUNTRYWIDE ALTERNATIVE LN TR 2005-22T1) | Long | ABS-mortgage backed security | US | $636K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 23CB A2 (COUNTRYWIDE ALTERNATIVE LOAN 2005-23CB) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 24 2A1A (COUNTRYWIDE ALTERNATIVE LN TR 2005-24) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 27 1A2 (COUNTRYWIDE ALTERNATIVE LOAN 2005-27) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 27 2A1 (COUNTRYWIDE ALTERNATIVE LOAN 2005-27) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 27 2A3 (COUNTRYWIDE ALTERNATIVE LOAN 2005-27) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 28CB 1A6 (COUNTRYWIDE ALTERNATIVE LN TR 2005-28CB) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 30CB 1A5 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-30CB) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 31 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-31) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 32T1 A3 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-32T1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 35CB 1A1 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-35CB) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 36 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-36) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 36 2A1A (COUNTRYWIDE ALTERNATIVE LN TR 2005-36) | Long | ABS-mortgage backed security | US | $507K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 38 A3 (COUNTRYWIDE ALTERNATIVE LN TR 2005-38) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 3CB 1A13 (COUNTRYWIDE ALTERNATIVE LN TR 2005-3CB) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 3CB 1A14 (COUNTRYWIDE ALTERNATIVE LN TR 2005-3CB) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 3CB 1A7 (COUNTRYWIDE ALTERNATIVE LN TR 2005-3CB) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 41 1A1 (COUNTRYWIDE ALTERNATIVE LN TRUST 2005-41) | Long | ABS-mortgage backed security | US | $951K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 44 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-44) | Long | ABS-mortgage backed security | US | $825K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 45 1A1 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-45) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 45 2A1 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-45) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 47CB A12 (COUNTRYWIDE ALTERNATIVE LOAN TRUS 2005-47CB) | Long | ABS-mortgage backed security | US | $682K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 50CB 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-50CB) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-51) | Long | ABS-mortgage backed security | US | $897K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 4A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-51) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 52CB 1A2 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-52CB) | Long | ABS-other | US | $105K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 52CB 1A8 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-52CB) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 4A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-56) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 5A2 (COUNTRYWIDE ALTERNATIVE LN TR 2005-56) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 57CB 3A7 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-57CB) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 59 1A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2005-59) | Long | ABS-mortgage backed security | US | $23M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 60T1 A3 (COUNTRYWIDE ALTERNATIVE LN TR 2005-60T1) | Long | ABS-mortgage backed security | US | $672K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 61 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-61) | Long | ABS-mortgage backed security | US | $249K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-62) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-62) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 63 1A1 (COUNTRYWIDE ALTERNATIVE LN TRUST 2005-63) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 63 3A1 (COUNTRYWIDE ALTERNATIVE LN TRUST 2005-63) | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 63 5A1 (COUNTRYWIDE ALTERNATIVE LN TRUST 2005-63) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 65CB 1A5 (COUNTRYWIDE ALTERNATIVE LN TR 2005-65CB) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 67CB A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-67CB) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 69 A1 (COUNTRYWIDE ALTERNATIVE LN TRUST 2005-69) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 70CB A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-70CB) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 73CB 1A5 (COUNTRYWIDE ALTERNATIVE LN TR 2005-73CB) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 77T1 2A3 (COUNTRYWIDE ALTERNATIVE LOAN 2005-77T1) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 79CB A5 (COUNTRYWIDE ALTERNATIVE LN TR 2005-79CB) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 80CB 1A1 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-80CB) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-81) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 82 A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-82) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 83CB A1 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-83CB) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 85CB 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-85CB) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 86CB A10 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-86CB) | Long | ABS-mortgage backed security | US | $282K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 86CB A5 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-86CB) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 AR1 1A (COUNTRYWIDE ALTERNATIVE LOAN TR 2005-AR1) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 AR1 2A3A (COUNTRYWIDE ALTERNATIVE LOAN TR 2005-AR1) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J11 1A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2005-J11) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J11 1A2 (COUNTRYWIDE ALTERNATIVE LOAN TR 2005-J11) | Long | ABS-other | US | $113K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J12 1A2 (COUNTRYWIDE ALTERNATIVE LN TR 2005-J12) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J12 1A3 (COUNTRYWIDE ALTERNATIVE LN TR 2005-J12) | Long | ABS-mortgage backed security | US | $906K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J12 2A4 (COUNTRYWIDE ALTERNATIVE LN TR 2005-J12) | Long | ABS-mortgage backed security | US | $535K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J2 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-J2) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J3 1A5 (COUNTRYWIDE ALTERNATIVE LN TR 2005-J3) | Long | ABS-mortgage backed security | US | $365K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J8 1A3 (COUNTRYWIDE ALTERNATIVE LN TR 2005-J8) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 11CB 3A1 (COUNTRYWIDE ALTERNATIVE LN TR 2006-11CB) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 12CB A5 (COUNTRYWIDE ALTERNATIVE LN TR 2006-12CB) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 12CB A6 (COUNTRYWIDE ALTERNATIVE LN TR 2006-12CB) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 13T1 A11 (COUNTRYWIDE ALTERNATIVE LN TR 2006-13T1) | Long | ABS-mortgage backed security | US | $686K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 14CB A1 (COUNTRYWIDE ALTERNATIVE LN TR 2006-14CB) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 14CB A2 (COUNTRYWIDE ALTERNATIVE LN TR 2006-14CB) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 15CB A1 (COUNTRYWIDE ALTERNATIVE LN TR 2006-15CB) | Long | ABS-mortgage backed security | US | $378K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 18CB A7 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-18CB) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 19CB A14 (COUNTRYWIDE ALTERNATIVE LN TR 2006-19CB) | Long | ABS-mortgage backed security | US | $636K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 19CB A15 (COUNTRYWIDE ALTERNATIVE LN TR 2006-19CB) | Long | ABS-mortgage backed security | US | $518K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 19CB A7 (COUNTRYWIDE ALTERNATIVE LN TR 2006-19CB) | Long | ABS-mortgage backed security | US | $919K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 21CB A4 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-21CB) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 22R 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2006-22R) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 23CB 2A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-23CB) | Long | ABS-mortgage backed security | US | $745K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 24CB A15 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-24CB) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 24CB A20 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-24CB) | Long | ABS-other | US | $455K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 26CB A18 (COUNTRYWIDE ALTERNATIVE LN TR 2006-26CB) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 28CB A14 (COUNTRYWIDE ALTERNATIVE LN TR 2006-28CB) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A7 (COUNTRYWIDE ALTERNATIVE LN TR 2006-2CB) | Long | ABS-mortgage backed security | US | $779K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A9 (COUNTRYWIDE ALTERNATIVE LN TR 2006-2CB) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 34 A2 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-34) | Long | ABS-mortgage backed security | US | $943K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 2A3 (COUNTRYWIDE ALT LOAN TRUST 2006-36T2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 2A4 (COUNTRYWIDE ALT LOAN TRUST 2006-36T2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 39CB 1A10 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-39CB) | Long | ABS-mortgage backed security | US | $703K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 40T1 2A5 (COUNTRYWIDE ALTERNATIVE LN TR 2006-40T1) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 42 1A4 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-42) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 43CB 3A1 (COUNTRYWIDE ALT LOAN TRUST 2006-43CB) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A13 (COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 4CB 1A2 (COUNTRYWIDE ALTERNATIVE LN TR 2006-4CB) | Long | ABS-mortgage backed security | US | $861K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 5T2 A7 (COUNTRYWIDE ALTERNATIVE LN TR 2006-5T2) | Long | ABS-mortgage backed security | US | $325K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 7CB 1A10 (COUNTRYWIDE ALTERNATIVE LN TR 2006-7CB) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 8T1 1A1 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-8T1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 8T1 1A3 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-8T1) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 9T1 A1 (COUNTRYWIDE ALTERNATIVE LN TR 2006-9T1) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY11 A1 (COUNTRYWIDE ALTERNATIVE LOAN 2006-HY11) | Long | ABS-mortgage backed security | US | $620K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY12 A5 (COUNTRYWIDE ALTERNATIVE LOAN 2006-HY12) | Long | ABS-mortgage backed security | US | $291K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY13 4A1 (COUNTRYWIDE ALTERNATIVE LOAN 2006-HY13) | Long | ABS-mortgage backed security | US | $417K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J1 1A3 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-J1) | Long | ABS-mortgage backed security | US | $680K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J2 A3 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-J2) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J5 1A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-J5) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J5 2A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-J5) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J7 1A4 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-J7) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA10 4A1 (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA10) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1B (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A4 (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA12 A2 (COUNTRYWIDE ALTERNATIVE LN TR 2006-OA12) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA14 3A1 (COUNTRYWIDE ALTERNATIVE LN TR 2006-OA14) | Long | ABS-mortgage backed security | US | $549K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA16 A1D (COUNTRYWIDE ALT LOAN TRUST 2006-OA16) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA16 A2 (COUNTRYWIDE ALT LOAN TRUST 2006-OA16) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A (COUNTRYWIDE ALT LOAN TRUST 2006-OA17) | Long | ABS-mortgage backed security | US | $25M | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A1 (COUNTRYWIDE ALTERNATIVE LN TR 2006-OA19) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A4 (COUNTRYWIDE ALTERNATIVE LN TR 2006-OA19) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA2 A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA2) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA21 A1 (COUNTRYWIDE ALTERNATIVE LN TR 2006-OA21) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA6 1A2 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA6) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA7 1A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA7) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA7 2A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA7) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA9 2A1B (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA9) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC10 1A (COUNTRYWIDE ALTERNATIVE LN TR 2006-OC10) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC10 2A2A (COUNTRYWIDE ALTERNATIVE LN TR 2006-OC10) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC11 1A (COUNTRYWIDE ALTERNATIVE LN TR 2006-OC11) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC11 2A3 (COUNTRYWIDE ALTERNATIVE LN TR 2006-OC11) | Long | ABS-mortgage backed security | US | $22M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC2 1A (COUNTRYWIDE ALTERNATIVE LOANTR 2006-OC2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC2 2A3 (COUNTRYWIDE ALTERNATIVE LOANTR 2006-OC2) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC3 2A3 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-OC3) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC5 1A (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-OC5) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC6 2A3 (COUNTRYWIDE ALTERNATIVE LN TR 2006-OC6) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC7 1A (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OC7) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 11T1 A21 (COUNTRYWIDE ALTERNATIVE LN TR 2007-11T1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 12T1 A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-12T1) | Long | ABS-mortgage backed security | US | $221K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 12T1 A16 (COUNTRYWIDE ALTERNATIVE LN TR 2007-12T1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 15CB A5 (COUNTRYWIDE ALTERNATIVE LN TR 2007-15CB) | Long | ABS-mortgage backed security | US | $459K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 19 1A2 (COUNTRYWIDE ALTERNATIVE LN TR 2007-19) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 19 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-19) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 1T1 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-1T1) | Long | ABS-mortgage backed security | US | $845K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 22 2A16 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-22) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 25 1A2 (COUNTRYWIDE ALTERNATIVE LN TR 2007-25) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 2CB 1A2 (COUNTRYWIDE ALTERNATIVE LN TR 2007-2CB) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 3T1 1A11 (COUNTRYWIDE ALTERNATIVE LN TR 2007-3T1) | Long | ABS-mortgage backed security | US | $492K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 3T1 1A9 (COUNTRYWIDE ALTERNATIVE LN TR 2007-3T1) | Long | ABS-mortgage backed security | US | $942K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 5CB 1A13 (COUNTRYWIDE ALTERNATIVE LN TR 2007-5CB) | Long | ABS-mortgage backed security | US | $673K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 6 A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-6) | Long | ABS-mortgage backed security | US | $872K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 6 A4 (COUNTRYWIDE ALTERNATIVE LN TR 2007-6) | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 7T2 A9 (COUNTRYWIDE ALTERNATIVE LN TR 2007-7T2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 9T1 1A3 (COUNTRYWIDE ALTERNATIVE LOAN TR 2007-9T1) | Long | ABS-mortgage backed security | US | $562K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 9T1 2A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2007-9T1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 9T1 2A2 (COUNTRYWIDE ALTERNATIVE LOAN TR 2007-9T1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY2 1A (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-HY2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY3 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-HY3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY4 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-HY4) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY4 4A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-HY4) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY6 A4 (COUNTRYWIDE ALTERNATIVE LN TR 2007-HY6) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY8C A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-HY8C) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 J1 2A3 (COUNTRYWIDE ALTERNATIVE LN TR 2007-J1) | Long | ABS-mortgage backed security | US | $467K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA6 A1A (COUNTRYWIDE ALTERNATIVE LN TR 2007-OA6) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A (COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA7) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA9 A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA9) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OH1 A1C (COUNTRYWIDE ALTERNATIVE LN TR 2007-OH1) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OH1 A1D (COUNTRYWIDE ALTERNATIVE LN TR 2007-OH1) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OH3 A1B (COUNTRYWIDE ALTERNATIVE LN TR 2007-OH3) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2008 2R 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2008-2R) | Long | ABS-mortgage backed security | US | $372K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2008 2R 3A1 (COUNTRYWIDE ALTERNATIVE LN TR 2008-2R) | Long | ABS-mortgage backed security | US | $533K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2003 BC2 2A1 (COUNTRYWIDE ASSET-BACKED CERT 2003-BC2) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2003 BC4 M1 (COUNTRYWIDE ASSET BACKED CERTS 2003-BC4) | Long | ABS-mortgage backed security | US | $314K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2003 BC5 2A2 (COUNTRYWIDE ASSET-BACKED CERT 2003-BC5) | Long | ABS-mortgage backed security | US | $446K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 10 MF4 (COUNTRYWIDE ASSET-BACKED CERT 2004-10) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 10 MF5 (COUNTRYWIDE ASSET-BACKED CERT 2004-10) | Long | ABS-mortgage backed security | US | $670K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 11 M4 (COUNTRYWIDE ASSET-BACKED CERT 2004-11) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 13 MF3 (COUNTRYWIDE ASSET BACKED CERTS 2004-13) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 15 MV5 (COUNTRYWIDE ASSET-BACKED CERT 2004-15) | Long | ABS-mortgage backed security | US | $993K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 2 1A (COUNTRYWIDE ASSET-BACKED CERT 2004-2) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 2 M1 (COUNTRYWIDE ASSET-BACKED CERT 2004-2) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 5 M1 (COUNTRYWIDE ASSET-BACKED CERT 2004-5) | Long | ABS-mortgage backed security | US | $780K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 1A2 (COUNTRYWIDE ASSET-BACKED CERT 2004-6) | Long | ABS-mortgage backed security | US | $746K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2004-6) | Long | ABS-mortgage backed security | US | $215K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 2A5 (COUNTRYWIDE ASSET-BACKED CERT 2004-6) | Long | ABS-mortgage backed security | US | $234K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 9 MF2 (COUNTRYWIDE ASSET-BACKED CERT 2004-9) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 AB1 M2 (COUNTRYWIDE ASSET-BACKED CERT 2004-AB1) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 AB2 M3 (COUNTRYWIDE ASSET-BACKED CERT 2004-AB2) | Long | ABS-mortgage backed security | US | $482K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 BC4 M1 (COUNTRYWIDE ASSET-BACKED CERTS 2004-BC4) | Long | ABS-mortgage backed security | US | $763K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 BC5 M7 (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2004-BC5) | Long | ABS-mortgage backed security | US | $548K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 SD3 A1 144A (COUNTRYWIDE ASSET-BACKED CERT 2004-SD3) | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 SD4 M2 144A (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2004-SD4) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 1 MV6 (COUNTRYWIDE ASSET-BACKED CERTS 2005-1) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 1 MV7 (COUNTRYWIDE ASSET-BACKED CERTS 2005-1) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 11 AF6 (COUNTRYWIDE ASSET-BACKED CERT 2005-11) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 11 MV5 (COUNTRYWIDE ASSET-BACKED CERT 2005-11) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 12 M3 (COUNTRYWIDE ASSET-BACKED CERT 2005-12) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 14 M3 (COUNTRYWIDE ASSET-BACKED CERT 2005-14) | Long | ABS-mortgage backed security | US | $27M | – | 0.02 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 14 M4 (COUNTRYWIDE ASSET-BACKED CERT 2005-14) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 16 MV4 (COUNTRYWIDE ASSET-BACKED CERT 2005-16) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 17 MV1 (COUNTRYWIDE ASSET-BACKED CERTS 2005-17) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 2 M4 (COUNTRYWIDE ASSET-BACKED CERTS 2005-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 3 MV6 (COUNTRYWIDE ASSET-BACKED CERT 2005-3) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 3 MV7 (COUNTRYWIDE ASSET-BACKED CERT 2005-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 4 MV5 (COUNTRYWIDE ASSET-BACKED CERT 2005-4) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 5 M4 (COUNTRYWIDE ASSET-BACKED CERT 2005-5) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 7 MF3 (COUNTRYWIDE ASSET-BACKED CERT 2005-7) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 7 MV5 (COUNTRYWIDE ASSET-BACKED CERT 2005-7) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 8 M5 (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2005-8) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 8 M7 144A (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2005-8) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 AB1 M2 (COUNTRYWIDE ASSET-BACKED CERTS 2005-AB1) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 AB1 M3 (COUNTRYWIDE ASSET-BACKED CERTS 2005-AB1) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 AB2 M1 (COUNTRYWIDE ASSET-BACKED CERTS 2005-AB2) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 AB4 2A4 (COUNTRYWIDE ASSET-BACKED CERTS 2005-AB4) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 BC1 M6 (COUNTRYWIDE ASSET-BACKED CERT 2005-BC1) | Long | ABS-mortgage backed security | US | $961K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 BC3 M5 (COUNTRYWIDE ASSET BACKED CERTS 2005-BC3) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 BC4 M7 (COUNTRYWIDE ASSET-BACKED CERTI 2005-BC4) | Long | ABS-mortgage backed security | US | $564K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 BC4 M8 (COUNTRYWIDE ASSET-BACKED CERTI 2005-BC4) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 BC5 M5 (COUNTRYWIDE ASSET-BACKED CERTS 2005-BC5) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 IM3 A3 (COUNTRYWIDE ASSET-BACKED CERT 2005-IM3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 IM3 A4 (COUNTRYWIDE ASSET-BACKED CERT 2005-IM3) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 11 3AV3 (COUNTRYWIDE ASSET-BACKED CERT 2006-11) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 12 1A (COUNTRYWIDE ASSET-BACKED CERT 2006-12) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 12 2A3 (COUNTRYWIDE ASSET-BACKED CERT 2006-12) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 13 3AV3 (COUNTRYWIDE ASSET-BACKED CERT 2006-13) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 14 1A (COUNTRYWIDE ASSET-BACKED CERT 2006-14) | Long | ABS-mortgage backed security | US | $25M | – | 0.02 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 14 2A3 (COUNTRYWIDE ASSET-BACKED CERT 2006-14) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 15 A6 (COUNTRYWIDE ASSET-BACKED CERT 2006-15) | Long | ABS-mortgage backed security | US | $170K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 16 2A3 (COUNTRYWIDE ASSET-BACKED CERT 2006-16) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 17 2A2 (COUNTRYWIDE ASSET-BACKED CERT 2006-17) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 18 1A (COUNTRYWIDE ASSET-BACKED CERT 2006-18) | Long | ABS-mortgage backed security | US | $22M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 1A (COUNTRYWIDE ASSET-BACKED CERTI 2006-19) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 20 1A (COUNTRYWIDE ASSET BACKED CERTS 2006-20) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 1A (COUNTRYWIDE ASSET BACKED CERTS 2006-21) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 2A4 (COUNTRYWIDE ASSET BACKED CERTS 2006-21) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A (COUNTRYWIDE ASSET BACKED CERTS 2006-22) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 23 1A (COUNTRYWIDE ASSET-BACKED CERT 2006-23) | Long | ABS-mortgage backed security | US | $29M | – | 0.02 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 23 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2006-23) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 1A (COUNTRYWIDE ASSET-BACKED CERT 2006-24) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2006-24) | Long | ABS-mortgage backed security | US | $33M | – | 0.02 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 25 1A (COUNTRYWIDE ASSET BACKED CERTS 2006-25) | Long | ABS-mortgage backed security | US | $27M | – | 0.02 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 25 2A4 (COUNTRYWIDE ASSET BACKED CERTS 2006-25) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 26 1A (COUNTRYWIDE ASSET-BACKED CERT 2006-26) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 26 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2006-26) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 5 M1 (COUNTRYWIDE ASSET-BACKED CERT 2006-5) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 6 M1 (COUNTRYWIDE ASSET-BACKED CERT 2006-6) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 7 1A (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2006-7) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 7 2A4 (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2006-7) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 8 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2006-8) | Long | ABS-mortgage backed security | US | $29M | – | 0.02 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 9 1AF6 (COUNTRYWIDE ASSET-BACKED CERT 2006-9) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 BC1 M2 (COUNTRYWIDE ASSET BACKED CERTS 2006-BC1) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 BC3 M1 (COUNTRYWIDE ASSET BACKED CERT 2006-BC3) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 BC3 M2 (COUNTRYWIDE ASSET BACKED CERT 2006-BC3) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 BC4 2A3 (COUNTRYWIDE ASSET BACKED CERTS 2006-BC4) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 BC4 M1 (COUNTRYWIDE ASSET BACKED CERTS 2006-BC4) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 BC5 2A4 (COUNTRYWIDE ASSET BACKED CERTS 2006-BC5) | Long | ABS-mortgage backed security | US | $20M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 IM1 A2 (COUNTRYWIDE ASSET-BACKED CERT 2006-IM1) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 S4 A6 (COUNTRYWIDE ASSET-BACKED CERT 2006-S4) | Long | ABS-mortgage backed security | US | $2.95 | – | – |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 SD3 A1 144A (COUNTRYWIDE ASSET-BACKED CERT 2006-SD3) | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 SD4 A1 144A (COUNTRYWIDE ASSET-BACKED CERT 2006-SD4) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 1A (COUNTRYWIDE ASSET-BACKED CERT 2007-1) | Long | ABS-mortgage backed security | US | $40M | – | 0.03 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 2A3 (COUNTRYWIDE ASSET-BACKED CERT 2007-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2007-1) | Long | ABS-mortgage backed security | US | $39M | – | 0.03 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 10 1A1 (COUNTRYWIDE ASSET-BACKED CERT 2007-10) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 10 1A2 (COUNTRYWIDE ASSET-BACKED CERT 2007-10) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 10 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2007-10) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 13 1A (COUNTRYWIDE ASSET-BACKED CERT 2007-13) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 2 1A (COUNTRYWIDE ASSET-BACKED CERT 2007-2) | Long | ABS-mortgage backed security | US | $50M | – | 0.03 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 2 2A3 (COUNTRYWIDE ASSET-BACKED CERT 2007-2) | Long | ABS-mortgage backed security | US | $210K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 3 2A4 (COUNTRYWIDE ASSET-BACKED CERTIFICAT 2007-3) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 5 1A (COUNTRYWIDE ASSET-BACKED CERT 2007-5) | Long | ABS-mortgage backed security | US | $22M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 5 2A3 (COUNTRYWIDE ASSET-BACKED CERT 2007-5) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 1A (COUNTRYWIDE ASSET-BACKED CERT 2007-6) | Long | ABS-mortgage backed security | US | $24M | – | 0.02 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 2A3 (COUNTRYWIDE ASSET-BACKED CERT 2007-6) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 7 2A3 (COUNTRYWIDE ASSET-BACKED CERT 2007-7) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 7 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2007-7) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 8 1A1 (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-8) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 8 2A4 (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-8) | Long | ABS-mortgage backed security | US | $42M | – | 0.03 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 1A (COUNTRYWIDE ASSET-BACKED CERT 2007-9) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2007-9) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC2 2A4 (COUNTRYWIDE ASSET BACKED CERT 2007-BC2) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC3 1A (COUNTRYWIDE ASSET BACKED CERTIFICATES 2007-BC3) | Long | ABS-mortgage backed security | US | $19M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC3 2A4 (COUNTRYWIDE ASSET BACKED CERTIFICATES 2007-BC3) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 QH1 A1 144A (COUNTRYWIDE ASSET BACKED CERT 2007-QH1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 QH2 A1 144A (COUNTRYWIDE ASSET BACKED CERT 2007-QH2) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 SD1 A1 144A (COUNTRYWIDE ASSET BACKED CERT 2007-SD1) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 SEA1 2A1 144A (COUNTRYWIDE ASSET BACKED CERT 2007-SEA1) | Long | ABS-mortgage backed security | US | $989K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2003 42 2A4 (COUNTRYWIDE HOME LOANS 2003-42) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2003 49 A9 (COUNTRYWIDE HOME LOANS 2003-49) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2003 56 6A1 (COUNTRYWIDE HOME LOANS 2003-56) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2003 60 1A1 (COUNTRYWIDE HOME LOANS 2003-60) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2003 60 2A1 (COUNTRYWIDE HOME LOANS 2003-60) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2003 HYB1 1A1 (COUNTRYWIDE HOME LOANS 2003-HYB1) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2003 HYB2 1A1 (COUNTRYWIDE HOME LOANS 2003-HYB2) | Long | ABS-mortgage backed security | US | $286K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2003 J3 1A1 (COUNTRYWIDE HOME LOANS 2003-J3) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2003 R4 1A4 144A (COUNTRYWIDE HOME LOANS 2003-R4) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2004 11 2A1 (COUNTRYWIDE HOME LOANS 2004-11) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 13 2A5 (COUNTRYWIDE HOME LOANS 2004-13) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 15 4A (COUNTRYWIDE HOME LOANS 2004-15) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 16 1A2 (COUNTRYWIDE HOME LOANS 2004-16) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 16 1A4A (COUNTRYWIDE HOME LOANS 2004-16) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 20 2A1 (COUNTRYWIDE HOME LOANS 2004-20) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 25 2A1 (COUNTRYWIDE HOME LOANS 2004-25) | Long | ABS-mortgage backed security | US | $493K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 25 2A3 (COUNTRYWIDE HOME LOANS 2004-25) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 29 2A1 (COUNTRYWIDE HOME LOANS 2004-29) | Long | ABS-mortgage backed security | US | $260K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 29 3A1 (COUNTRYWIDE HOME LOANS 2004-29) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 6 1A1 (COUNTRYWIDE HOME LOANS 2004-6) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 8 1A5 (COUNTRYWIDE HOME LOANS 2004-8) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 HYB1 2A (COUNTRYWIDE HOME LOANS 2004-HYB1) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 HYB4 2A2 (COUNTRYWIDE HOME LOANS 2004-HYB4) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 HYB6 A2 (COUNTRYWIDE HOME LOANS 2004-HYB6) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 HYB7 1A2 (COUNTRYWIDE HOME LOANS 2004-HYB7) | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1 (COUNTRYWIDE HOME LOANS 2004-HYB9) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 R1 1AF 144A (COUNTRYWIDE HOME LOANS 2004-R1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 1 1A1 (COUNTRYWIDE HOME LOANS 2005-1) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 10 A2 (COUNTRYWIDE HOME LOANS 2005-10) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 11 2A1 (COUNTRYWIDE HOME LOANS 2005-11) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 11 3A1 (COUNTRYWIDE HOME LOANS 2005-11) | Long | ABS-mortgage backed security | US | $285K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 11 4A1 (COUNTRYWIDE HOME LOANS 2005-11) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 11 6A1 (COUNTRYWIDE HOME LOANS 2005-11) | Long | ABS-mortgage backed security | US | $716K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 15 A1 (COUNTRYWIDE HOME LOANS 2005-15) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 15 A5 (COUNTRYWIDE HOME LOANS 2005-15) | Long | ABS-mortgage backed security | US | $941K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 15 A7 (COUNTRYWIDE HOME LOANS 2005-15) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 15 A8 (COUNTRYWIDE HOME LOANS 2005-15) | Long | ABS-mortgage backed security | US | $628K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 16 A20 (COUNTRYWIDE HOME LOANS 2005-16) | Long | ABS-mortgage backed security | US | $525K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 16 A25 (COUNTRYWIDE HOME LOANS 2005-16) | Long | ABS-mortgage backed security | US | $723K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 18 A2 (COUNTRYWIDE HOME LOANS 2005-18) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 2 1A1 (COUNTRYWIDE HOME LOANS 2005-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 2 2A1 (COUNTRYWIDE HOME LOANS 2005-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 20 A6 (COUNTRYWIDE HOME LOANS 2005-20) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 20 A7 (COUNTRYWIDE HOME LOANS 2005-20) | Long | ABS-mortgage backed security | US | $218K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 21 A2 (COUNTRYWIDE HOME LOANS 2005-21) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 21 A38 (COUNTRYWIDE HOME LOANS 2005-21) | Long | ABS-mortgage backed security | US | $986K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 24 A8 (COUNTRYWIDE HOME LOANS 2005-24) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 28 A1 (COUNTRYWIDE HOME LOANS 2005-28) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 28 A12 (COUNTRYWIDE HOME LOANS 2005-28) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 3 1A2 (COUNTRYWIDE HOME LOANS 2005-3) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 30 A5 (COUNTRYWIDE HOME LOANS 2005-30) | Long | ABS-mortgage backed security | US | $415K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 31 4A2 (COUNTRYWIDE HOME LOANS 2005-31) | Long | ABS-mortgage backed security | US | $406K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 31 4A3 (COUNTRYWIDE HOME LOANS 2005-31) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 6 2A1 (COUNTRYWIDE HOME LOANS 2005-6) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 7 1A1 (COUNTRYWIDE HOME LOANS 2005-7) | Long | ABS-mortgage backed security | US | $204K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 7 3A2 (COUNTRYWIDE HOME LOANS 2005-7) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 9 1A1 (COUNTRYWIDE HOME LOANS 2005-9) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2005 9 1A3 (COUNTRYWIDE HOME LOANS 2005-9) | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HY10 3A1A (COUNTRYWIDE HOME LOANS 2005-HY10) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB1 6A1 (COUNTRYWIDE HOME LOANS 2005-HYB1) | Long | ABS-mortgage backed security | US | $325K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB2 1A4 (COUNTRYWIDE HOME LOANS 2005-HYB2) | Long | ABS-mortgage backed security | US | $432K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB4 2A1 (COUNTRYWIDE HOME LOANS 2005-HYB4) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB5 1A1 (COUNTRYWIDE HOME LOANS 2005-HYB5) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB5 2A1 (COUNTRYWIDE HOME LOANS 2005-HYB5) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 4A1A (COUNTRYWIDE HOME LOANS 2005-HYB6) | Long | ABS-mortgage backed security | US | $717K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 4A1B (COUNTRYWIDE HOME LOANS 2005-HYB6) | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB7 1A1 (COUNTRYWIDE HOME LOANS 2005-HYB7) | Long | ABS-mortgage backed security | US | $720K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB7 3A1 (COUNTRYWIDE HOME LOANS 2005-HYB7) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB7 6A1 (COUNTRYWIDE HOME LOANS 2005-HYB7) | Long | ABS-mortgage backed security | US | $422K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 1A1 (COUNTRYWIDE HOME LOANS 2005-HYB9) | Long | ABS-mortgage backed security | US | $337K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 3A1A (COUNTRYWIDE HOME LOANS 2005-HYB9) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 3A2A (COUNTRYWIDE HOME LOANS 2005-HYB9) | Long | ABS-mortgage backed security | US | $637K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 4A1 (COUNTRYWIDE HOME LOANS 2005-HYB9) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 5A1 (COUNTRYWIDE HOME LOANS 2005-HYB9) | Long | ABS-mortgage backed security | US | $450K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 J2 3A14 (COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2005-J2) | Long | ABS-mortgage backed security | US | $210K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 R3 AF 144A (COUNTRYWIDE HOME LOANS 2005-R3) | Long | ABS-mortgage backed security | US | $473K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 10 1A1 (COUNTRYWIDE HOME LOANS 2006-10) | Long | ABS-mortgage backed security | US | $349K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 10 1A12 (COUNTRYWIDE HOME LOANS 2006-10) | Long | ABS-mortgage backed security | US | $606K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 10 1A4 (COUNTRYWIDE HOME LOANS 2006-10) | Long | ABS-mortgage backed security | US | $687K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 13 1A12 (COUNTRYWIDE HOME LOANS 2006-13) | Long | ABS-mortgage backed security | US | $224K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 13 1A19 (COUNTRYWIDE HOME LOANS 2006-13) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 15 A6 (COUNTRYWIDE HOME LOANS 2006-15) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 16 2A1 (CHL MORTGAGE PASS-THROUGH TRUST 2006-16) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 21 A13 (COUNTRYWIDE HOME LOANS 2006-21) | Long | ABS-mortgage backed security | US | $876K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 21 A2 (COUNTRYWIDE HOME LOANS 2006-21) | Long | ABS-mortgage backed security | US | $579K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 21 A8 (COUNTRYWIDE HOME LOANS 2006-21) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 3 1A1 (COUNTRYWIDE HOME LOANS 2006-3) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 3 2A2 (COUNTRYWIDE HOME LOANS 2006-3) | Long | ABS-mortgage backed security | US | $134.89 | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 3 3A2 (COUNTRYWIDE HOME LOANS 2006-3) | Long | ABS-mortgage backed security | US | $98.65 | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 HYB1 1A1 (CHL MORTGAGE PASS-THROUGH TRUST 2006-HYB1 2006-HYB1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 HYB2 2A1B (COUNTRYWIDE HOME LOANS 2006-HYB2) | Long | ABS-mortgage backed security | US | $762K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 HYB2 4A1 (COUNTRYWIDE HOME LOANS 2006-HYB2) | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 HYB3 1A1B (COUNTRYWIDE HOME LOANS 2006-HYB3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 HYB3 2AB3 (COUNTRYWIDE HOME LOANS 2006-HYB3) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 HYB3 3A1A (COUNTRYWIDE HOME LOANS 2006-HYB3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 HYB3 3A1B (COUNTRYWIDE HOME LOANS 2006-HYB3) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2006 HYB3 4A1A (COUNTRYWIDE HOME LOANS 2006-HYB3) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 HYB4 3A (COUNTRYWIDE HOME LOANS 2006-HYB4) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 HYB5 2A1 (COUNTRYWIDE HOME LOANS 2006-HYB5) | Long | ABS-mortgage backed security | US | $511K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 J1 1A3 (COUNTRYWIDE HOME LOANS 2006-J1) | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 J4 A9 (COUNTRYWIDE HOME LOANS 2006-J4) | Long | ABS-mortgage backed security | US | $461K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 OA5 3A1 (COUNTRYWIDE HOME LOANS 2006-OA5) | Long | ABS-mortgage backed security | US | $234K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 1 A1 (COUNTRYWIDE HOME LOANS 2007-1) | Long | ABS-mortgage backed security | US | $902K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 1 A13 (COUNTRYWIDE HOME LOANS 2007-1) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 1 A5 (COUNTRYWIDE HOME LOANS 2007-1) | Long | ABS-mortgage backed security | US | $865K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 1 A7 (COUNTRYWIDE HOME LOANS 2007-1) | Long | ABS-mortgage backed security | US | $220K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 10 A22 (COUNTRYWIDE HOME LOANS 2007-10) | Long | ABS-mortgage backed security | US | $887K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 11 A10 (COUNTRYWIDE HOME LOANS 2007-11) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 13 A5 (COUNTRYWIDE HOME LOANS 2007-13) | Long | ABS-mortgage backed security | US | $360K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 14 A18 (COUNTRYWIDE HOME LOANS 2007-14) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 16 A1 (COUNTRYWIDE HOME LOANS 2007-16) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 17 1A1 (COUNTRYWIDE HOME LOANS 2007-17) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 17 1A2 (COUNTRYWIDE HOME LOANS 2007-17) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 17 2A1 (COUNTRYWIDE HOME LOANS 2007-17) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 18 2A1 (COUNTRYWIDE HOME LOANS 2007-18) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 19 1A1 (CHL MORTGAGE PASS-THROUGH TRUST 2007-19) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2007 19 2A1 (CHL MORTGAGE PASS-THROUGH TRUST 2007-19) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 2 A2 (COUNTRYWIDE HOME LOANS 2007-2) | Long | ABS-mortgage backed security | US | $408K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 3 A12 (COUNTRYWIDE HOME LOANS 2007-3) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 4 1A1 (COUNTRYWIDE HOME LOANS 2007-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 4 1A2 (COUNTRYWIDE HOME LOANS 2007-4) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 4 1A4 (COUNTRYWIDE HOME LOANS 2007-4) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 4 1A5 (COUNTRYWIDE HOME LOANS 2007-4) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 4 1A6 (COUNTRYWIDE HOME LOANS 2007-4) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 4 1A7 (COUNTRYWIDE HOME LOANS 2007-4) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 5 A2 (COUNTRYWIDE HOME LOANS 2007-5) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 5 A51 (COUNTRYWIDE HOME LOANS 2007-5) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 8 1A1 (COUNTRYWIDE HOME LOANS 2007-8) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 9 A11 (COUNTRYWIDE HOME LOANS 2007-9) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 9 A12 (COUNTRYWIDE HOME LOANS 2007-9) | Long | ABS-mortgage backed security | US | $238K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 9 A13 (COUNTRYWIDE HOME LOANS 2007-9) | Long | ABS-mortgage backed security | US | $494K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HY1 1A1 (COUNTRYWIDE HOME LOANS 2007-HY1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HY3 4A1 (COUNTRYWIDE HOME LOANS 2007-HY3) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1 (COUNTRYWIDE HOME LOANS 2007-HY4) | Long | ABS-mortgage backed security | US | $647K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HY5 2A1 (COUNTRYWIDE HOME LOANS 2007-HY5) | Long | ABS-mortgage backed security | US | $440K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HY6 2A1 (COUNTRYWIDE HOME LOANS 2007-HY6) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HY6 3A1 (COUNTRYWIDE HOME LOANS 2007-HY6) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HY7 A1 (COUNTRYWIDE HOME LOANS 2007-HY7) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HYB1 3A1 (COUNTRYWIDE HOME LOANS 2007-HYB1) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HYB2 2A1 (COUNTRYWIDE HOME LOANS 2007-HYB2) | Long | ABS-mortgage backed security | US | $946K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HYB2 3A1 (COUNTRYWIDE HOME LOANS 2007-HYB2) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HYB2 4A1 (COUNTRYWIDE HOME LOANS 2007-HYB2) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 J1 2A1 (COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2007-J1) | Long | ABS-mortgage backed security | US | $919K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 J2 1A1 (COUNTRYWIDE HOME LOANS 2007-J2) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 J2 2A8 (COUNTRYWIDE HOME LOANS 2007-J2) | Long | ABS-mortgage backed security | US | $563K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 J3 A9 (COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2007-J3) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CPS AUTO TRUST CPS 2023 B B 144A (CPS AUTO RECEIVABLES TRUST 2023-B) | Long | ABS-other | US | $11M | – | 0.01 |
| CPS AUTO TRUST CPS 2023 B C 144A (CPS AUTO RECEIVABLES TRUST 2023-B) | Long | ABS-other | US | $23M | – | 0.02 |
| CPS AUTO TRUST CPS 2023 C C 144A (CPS AUTO RECEIVABLES TRUST 2023-C) | Long | ABS-other | US | $32M | – | 0.02 |
| CPS AUTO TRUST CPS 2024 C A 144A (CPS AUTO RECEIVABLES TRUST 2024-C) | Long | ABS-other | US | $50M | – | 0.03 |
| CREDIT AGRICOLE SA 144A 10/29 VAR | Long | Debt | FR | $8M | – | 0.01 |
| CREDIT BASED ASSET SERVICING A CBASS 2004 CB4 A5 (CREDIT-BASED ASSET SERV & SEC 2004-CB4) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CREDIT BASED ASSET SERVICING A CBASS 2004 CB7 M1 (CREDIT-BASED ASSET SERVICING A 2004-CB7) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CREDIT BASED ASSET SERVICING A CBASS 2004 CB8 M2 (CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC 2004-CB8) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CREDIT BASED ASSET SERVICING A CBASS 2005 CB5 M2 (CREDIT-BASED ASSET SERVC SEC 2005-CB5) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| CREDIT BASED ASSET SERVICING A CBASS 2005 CB7 M2 (CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC 2005-CB7) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| CREDIT BASED ASSET SERVICING A CBASS 2005 CB8 AF4 (CREDIT-BASED ASSET SERVC SEC 2005-CB8) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| CREDIT BASED ASSET SERVICING A CBASS 2005 CB8 M1 (CREDIT-BASED ASSET SERVC SEC 2005-CB8) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB3 AV4 (CREDIT BASED ASSET SRVC & SEC 2006-CB3) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB5 A4 (CREDIT BASED ASSET SRVC & SEC 2006-CB5) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB6 A24 (CREDIT BASED ASSET SRVC & SEC 2006-CB6) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB7 A1 (CREDIT BASED ASSET SRVC & SEC 2006-CB7) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB7 A5 (CREDIT BASED ASSET SRVC & SEC 2006-CB7) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A1 (CREDIT BASED ASSET SRVC & SEC 2006-CB9) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A4 (CREDIT BASED ASSET SRVC & SEC 2006-CB9) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CREDIT BASED ASSET SERVICING A CBASS 2007 CB1 AF1A (CREDIT BASED ASSET SRVC & SEC 2007-CB1) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| CREDIT BASED ASSET SERVICING A CBASS 2007 CB1 AF2 (CREDIT BASED ASSET SRVC & SEC 2007-CB1) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| CREDIT BASED ASSET SERVICING A CBASS 2007 CB1 AF6 (CREDIT BASED ASSET SRVC & SEC 2007-CB1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CREDIT BASED ASSET SERVICING A CBASS 2007 CB6 A1 144A (CREDIT BASED ASSET SRVC & SEC 2007-CB6) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| CREDIT BASED ASSET SERVICING A CBASS 2007 CB6 A3 144A (CREDIT BASED ASSET SRVC & SEC 2007-CB6) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| CREDIT BASED ASSET SERVICING A CBASS 2007 CB6 A4 144A (CREDIT BASED ASSET SRVC & SEC 2007-CB6) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| CREDIT SUISSE COMMERCIAL MORTG CSWF 2021 SOP2 A 144A (CSWF 2021-SOP2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 28 1A1 (CS FIRST BOSTON MORTGAGE SEC 2001-28) | Long | ABS-mortgage backed security | US | $223K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1 (CS FIRST BOSTON MTGE SEC CORP 2001-HE17) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 HE1 M2 (CS FIRST BOSTON MTG SEC CORP 2002-HE1) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 NP14 M1 144A (CS FIRST BOSTON MTGE SEC CORP 2002-NP14) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 23 5A1 (CS FIRST BOSTON MTGE SEC CORP 2003-23) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR24 1A1 (CS FIRST BOSTON MTGE SEC CORP 2003-AR24) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2004 4 3A4 (CS FIRST BOSTON MTGE SECURITIES CORP) | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2004 AA1 M2 (CS FIRST BOSTON MORTGAGE SECUR 2004-AA1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2004 AR3 5A1 (CS FIRST BOSTON MTGE SEC CORP 2004-AR3) | Long | ABS-mortgage backed security | US | $442.88 | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2004 AR7 6M1 (CS FIRST BOSTON MTGE SEC CORP 2004-AR7) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 10 10A3 (CS FIRST BOSTON MTGE SEC CORP 2005-10) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 12 1A1 (CS FIRST BOSTON MTGE SEC CORP 2005-12) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 12 6A1 (CS FIRST BOSTON MTGE SEC CORP 2005-12) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 12 7A1 (CS FIRST BOSTON MTGE SEC CORP 2005-12) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 4 2A3 (CS FIRST BOSTON MTGE SEC CORP 2005-4) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 8 1A2 (CSFB MORTGAGE SECURITIES CORP 2005 8) | Long | ABS-mortgage backed security | US | $354K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 8 9A9 (CSFB MORTGAGE SECURITIES CORP 2005 8) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 9 2A1 (CSFB MORTGAGE SECURITIES CORP 2005-9) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 9 5A9 (CSFB MORTGAGE SECURITIES CORP 2005-9) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2006 6 1A1 (CREDIT SUISSE MRTG CAPITAL CERT 2006-6) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2006 7 10A2 (CREDIT SUISSE MRTG CAPITAL CERT 2006-7) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2006 7 3A4 (CREDIT SUISSE MRTG CAPITAL CERT 2006-7) | Long | ABS-mortgage backed security | US | $256K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2006 9 6A6 (CREDIT SUISSE MRTG CAPITAL CERT 2006-9) | Long | ABS-mortgage backed security | US | $848K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 1 5A4 (CREDIT SUISSE MORTGAGE CAP CERT 2007-1) | Long | ABS-mortgage backed security | US | $803K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 2 3A4 (CREDIT SUISSE MORTGAGE CAP CERT 2007-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 3 3A1 (CREDIT SUISSE MORTGAGE CAP CERT 2007-3) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 3 4A1 (CREDIT SUISSE MORTGAGE CAP CERT 2007-3) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 4 5A1 (CREDIT SUISSE MORTGAGE CAP CERT 2007-4) | Long | ABS-mortgage backed security | US | $323K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2009 13R 3A2 144A (CREDIT SUISSE MORTGAGE CAP CERT 2009-13R) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2009 13R 4A2 144A (CREDIT SUISSE MORTGAGE CAP CERT 2009-13R) | Long | ABS-mortgage backed security | US | $409K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2009 16R 11A2 144A (CREDIT SUISSE MORTGAGE CAP CERT 2009-16R) | Long | ABS-mortgage backed security | US | $515K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2009 4R 1A15 144A (CSMC SERIES 2009-4R) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2010 18R 4A4 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2010-18R) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2010 2R 5A17 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2010-2R) | Long | ABS-mortgage backed security | US | $602K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2010 8R 10AC 144A (CREDIT SUISSE MORTGAGE CAP CERT 2010-8R) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2011 4R 2A2 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2011-4R) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2011 4R 4A4 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2011-4R) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2012 4R 5A1 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2012-4R) | Long | ABS-mortgage backed security | US | $36M | – | 0.02 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2012 4R 5A3 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2012-4R) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2013 MH1 A 144A (CREDIT SUISSE MORTGAGE TRUST 2013-MH1) | Long | ABS-mortgage backed security | US | $64M | – | 0.04 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2014 11R 10A2 144A (CREDIT SUISSE MORTGAGE TRUST 2014-11R) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2014 11R 9A2 144A (CREDIT SUISSE MORTGAGE TRUST 2014-11R) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2014 8R 2A2 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2014-8R) | Long | ABS-mortgage backed security | US | $969K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2015 12R 2A2 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2015-12R) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CALI A 144A (CSMC TRUST 2017) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL2 A1 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-RPL2) | Long | ABS-mortgage backed security | US | $450M | – | 0.29 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL2 B1 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-RPL2) | Long | ABS-mortgage backed security | US | $152M | – | 0.10 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL2 B2 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-RPL2) | Long | ABS-mortgage backed security | US | $135M | – | 0.09 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL2 B3 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-RPL2) | Long | ABS-mortgage backed security | US | $63M | – | 0.04 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL2 SA 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-RPL2) | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL3 A1 144A (CSMC TRUST 2017-RPL3) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP10 A1 144A (CSMC TRUST 2018-RPL10) | Long | ABS-mortgage backed security | US | $169M | – | 0.11 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP10 B1 144A (CSMC TRUST 2018-RPL10) | Long | ABS-mortgage backed security | US | $113M | – | 0.07 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP10 B2 144A (CSMC TRUST 2018-RPL10) | Long | ABS-mortgage backed security | US | $106M | – | 0.07 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP10 B3 144A (CSMC TRUST 2018-RPL10) | Long | ABS-mortgage backed security | US | $66M | – | 0.04 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP11 PT 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2018-RP11) | Long | ABS-mortgage backed security | US | $200M | – | 0.13 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP12 A1 144A (CSMC TRUST 2018-RPL12) | Long | ABS-mortgage backed security | US | $587M | – | 0.38 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP12 B1 144A (CSMC TRUST 2018-RPL12) | Long | ABS-mortgage backed security | US | $199M | – | 0.13 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP12 B2 144A (CSMC TRUST 2018-RPL12) | Long | ABS-mortgage backed security | US | $172M | – | 0.11 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP12 B3 144A (CSMC TRUST 2018-RPL12) | Long | ABS-mortgage backed security | US | $98M | – | 0.06 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP12 SA 144A (CSMC TRUST 2018-RPL12) | Long | ABS-mortgage backed security | US | $512K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL1 A1 144A (CSMC TRUST 2018-RPL1) | Long | ABS-mortgage backed security | US | $297M | – | 0.19 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL1 B1 144A (CSMC TRUST 2018-RPL1) | Long | ABS-mortgage backed security | US | $88M | – | 0.06 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL1 B2 144A (CSMC TRUST 2018-RPL1) | Long | ABS-mortgage backed security | US | $70M | – | 0.05 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL1 B3 144A (CSMC TRUST 2018-RPL1) | Long | ABS-mortgage backed security | US | $44M | – | 0.03 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL1 SA 144A (CSMC TRUST 2018-RPL1) | Long | ABS-mortgage backed security | US | $227K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL3 PT 144A (CSMC TRUST 2018-RPL3) | Long | ABS-mortgage backed security | US | $124M | – | 0.08 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL3 SA 144A (CSMC TRUST 2018-RPL3) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL4 PT 144A (CSMC TRUST 2018-RPL4) | Long | ABS-mortgage backed security | US | $219M | – | 0.14 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL4 SA 144A (CSMC TRUST 2018-RPL4) | Long | ABS-other | US | $10K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL6 A1 144A (CSMC TRUST 2018-RPL6) | Long | ABS-mortgage backed security | US | $1B | – | 0.72 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL6 B1 144A (CSMC TRUST 2018-RPL6) | Long | ABS-mortgage backed security | US | $342M | – | 0.22 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL6 B2 144A (CSMC TRUST 2018-RPL6) | Long | ABS-mortgage backed security | US | $298M | – | 0.19 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL6 B3 144A (CSMC TRUST 2018-RPL6) | Long | ABS-mortgage backed security | US | $162M | – | 0.11 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL6 SA 144A (CSMC TRUST 2018-RPL6) | Long | ABS-mortgage backed security | US | $576K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 SP1 PT 144A (CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2018-SP1) | Long | ABS-mortgage backed security | US | $175M | – | 0.11 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 SP2 PT 144A (CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2018-SP2) | Long | ABS-mortgage backed security | US | $617M | – | 0.40 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 SP3 PT 144A (CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2018-SP3) | Long | ABS-mortgage backed security | US | $526M | – | 0.34 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RP11 1A1 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RP11) | Long | ABS-mortgage backed security | US | $146M | – | 0.10 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RP11 1B1 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RP11) | Long | ABS-mortgage backed security | US | $53M | – | 0.03 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RP11 1B2 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RP11) | Long | ABS-mortgage backed security | US | $49M | – | 0.03 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RP11 1B3 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RP11) | Long | ABS-mortgage backed security | US | $29M | – | 0.02 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RP11 1X 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RP11) | Long | ABS-other | US | $20K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RP11 2A1 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RP11) | Long | ABS-mortgage backed security | US | $113M | – | 0.07 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RP11 2B1 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RP11) | Long | ABS-mortgage backed security | US | $57M | – | 0.04 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RP11 2B2 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RP11) | Long | ABS-mortgage backed security | US | $55M | – | 0.04 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RP11 2B3 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RP11) | Long | ABS-mortgage backed security | US | $39M | – | 0.03 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RP11 SA 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RP11) | Long | ABS-mortgage backed security | US | $452K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL3 B4 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL3) | Long | ABS-mortgage backed security | US | $103M | – | 0.07 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL3 SA 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL3) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL5 A1 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL5) | Long | ABS-mortgage backed security | US | $354M | – | 0.23 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL5 B1 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL5) | Long | ABS-mortgage backed security | US | $127M | – | 0.08 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL5 B2 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL5) | Long | ABS-mortgage backed security | US | $115M | – | 0.07 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL5 B3 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL5) | Long | ABS-mortgage backed security | US | $72M | – | 0.05 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL5 SA 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL5) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL5 X 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL5) | Long | ABS-other | US | $80.88 | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL7 A1 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL7) | Long | ABS-mortgage backed security | US | $318M | – | 0.21 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL7 B1 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL7) | Long | ABS-mortgage backed security | US | $106M | – | 0.07 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL7 B2 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL7) | Long | ABS-mortgage backed security | US | $95M | – | 0.06 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL7 B3 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL7) | Long | ABS-mortgage backed security | US | $60M | – | 0.04 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL7 SA 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL7) | Long | ABS-mortgage backed security | US | $351K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL7 X 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL7) | Long | ABS-other | US | $113K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 SPL1 PT 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-SPL1) | Long | ABS-mortgage backed security | US | $634M | – | 0.41 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2020 NET X 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2020-NET) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2020 RPL2 A12 144A (CSMC 2020-RPL2 TRUST) | Long | ABS-mortgage backed security | US | $22M | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2020 RPL3 A1 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2020-RPL3) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2020 RPL4 A1 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2020-RPL4) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV A 144A (CSMC 2021-ADV TRUST) | Long | ABS-mortgage backed security | US | $26M | – | 0.02 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL5 A1A 144A (CSMC 2021-RPL5 TRUST) | Long | ABS-mortgage backed security | US | $119M | – | 0.08 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL5 A1X 144A (CSMC 2021-RPL5 TRUST) | Long | ABS-other | US | $3M | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL5 AIOS 144A (CSMC 2021-RPL5 TRUST) | Long | ABS-other | US | $4M | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL5 B1 144A (CSMC 2021-RPL5 TRUST) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL5 B2 144A (CSMC 2021-RPL5 TRUST) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL5 B3 144A (CSMC 2021-RPL5 TRUST) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL5 B4 144A (CSMC 2021-RPL5 TRUST) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL5 M1 144A (CSMC 2021-RPL5 TRUST) | Long | ABS-mortgage backed security | US | $22M | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL5 M2 144A (CSMC 2021-RPL5 TRUST) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL5 M3 144A (CSMC 2021-RPL5 TRUST) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL5 SA 144A (CSMC 2021-RPL5 TRUST) | Long | ABS-other | US | $590K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL5 XS 144A (CSMC 2021-RPL5 TRUST) | Long | ABS-other | US | $2M | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL6 A1 144A (CSMC 2021-RPL6 TRUST) | Long | ABS-mortgage backed security | US | $22M | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL8 A1 144A (CSMC 2021-RPL8 TRUST) | Long | ABS-mortgage backed security | US | $263M | – | 0.17 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL8 A2 144A (CSMC 2021-RPL8 TRUST) | Long | ABS-mortgage backed security | US | $28M | – | 0.02 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL8 AIOS 144A (CSMC 2021-RPL8 TRUST) | Long | ABS-other | US | $6M | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL8 B 144A (CSMC 2021-RPL8 TRUST) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL8 B1 144A (CSMC 2021-RPL8 TRUST) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL8 B2 144A (CSMC 2021-RPL8 TRUST) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL8 M1 144A (CSMC 2021-RPL8 TRUST) | Long | ABS-mortgage backed security | US | $24M | – | 0.02 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL8 M2 144A (CSMC 2021-RPL8 TRUST) | Long | ABS-mortgage backed security | US | $20M | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL8 SA 144A (CSMC 2021-RPL8 TRUST) | Long | ABS-mortgage backed security | US | $227K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL8 XS 144A (CSMC 2021-RPL8 TRUST) | Long | ABS-other | US | $15M | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2022 ATH2 A1 144A (CSMC 2022-ATH2) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2022 RPL4 A1 144A (CSMC 2022-RPL4) | Long | ABS-mortgage backed security | US | $27M | – | 0.02 |
| CROSS MORTGAGE TRUST CROSS 2023 H1 A1 144A (CROSS 2023-H1 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $27M | – | 0.02 |
| CROSS MORTGAGE TRUST CROSS 2024 H2 A1 144A (CROSS 2024-H2 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $34M | – | 0.02 |
| CROSS MORTGAGE TRUST CROSS 2024 H3 A1 144A (CROSS 2024-H3 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $43M | – | 0.03 |
| CROSS MORTGAGE TRUST CROSS 2024 H4 A1 144A (CROSS 2024-H4 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $30M | – | 0.02 |
| CROWN POINT CLO 7, LTD CRNPT 2018 7A AR 144A (CROWN POINT CLO 7 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $42M | – | 0.03 |
| CRSNT TRUST CRSNT 2021 MOON XCP 144A (CRSNT TRUST 2021-MOON) | Long | ABS-mortgage backed security | US | $26.3 | – | – |
| CS AT1 CLAIMS US225401AJ72 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $7M | – | 0.00 |
| CS AT1 CLAIMS US225401AK46 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $3M | – | 0.00 |
| CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $3M | – | 0.00 |
| CS AT1 CLAIMS US225401AR98 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $2M | – | 0.00 |
| CS AT1 CLAIMS US225401AX66 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $792K | – | 0.00 |
| CS AT1 CLAIMS US225436AA21 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $4M | – | 0.00 |
| CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $11M | – | 0.01 |
| CS AT1 CLAIMS USH3698DBW32 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $2M | – | 0.00 |
| CS AT1 CLAIMS XS0989394589 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $2M | – | 0.00 |
| CSAB MORTGAGE BACKED TRUST CSAB 2006 1 A6A (CSAB MTGE BACKED PASS-THRU CERTS 2006-1) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| CSAB MORTGAGE BACKED TRUST CSAB 2006 4 A5 (CSAB MORTGAGE BACKED TR 2006-4) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| CSAB MORTGAGE BACKED TRUST CSAB 2007 1 1A2 (CSAB MORTGAGE BACKED TR 2007-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2015 C2 ASB (CSAIL 2015-C2 COMMERCIAL MORTGAGE TRUST C2) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2015 C4 ASB (CSAIL COMMERCIAL MORTGAGE TRUST 2015-C4) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| CSMCM TRUST CERTIFICATES CSMCM 2018 RP10 CERT 144A (CSMCM TRUST 2018-RP10) | Long | ABS-mortgage backed security | US | $20M | – | 0.01 |
| CSMCM TRUST CERTIFICATES CSMCM 2018 RP11 CERT 144A (CSMCM TRUST 2018-RP11) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| CSMCM TRUST CERTIFICATES CSMCM 2018 RP12 CERT 144A (CSMCM TRUST 2018-RPL12) | Long | ABS-mortgage backed security | US | $47M | – | 0.03 |
| CSMCM TRUST CERTIFICATES CSMCM 2018 RPL1 CERT 144A (CSMCM TRUST 2018-RPL1) | Long | ABS-mortgage backed security | US | $26M | – | 0.02 |
| CSMCM TRUST CERTIFICATES CSMCM 2018 RPL6 CERT 144A (CSMCM TRUST 2018-RPL6) | Long | ABS-mortgage backed security | US | $75M | – | 0.05 |
| CSMCM TRUST CERTIFICATES CSMCM 2018 SP2 CERT 144A (CSMCM TRUST 2018-SP2) | Long | ABS-mortgage backed security | US | $23M | – | 0.01 |
| CSMCM TRUST CERTIFICATES CSMCM 2019 RP11 CERT 144A (CSMCM TRUST 2019-RP11) | Long | ABS-mortgage backed security | US | $22M | – | 0.01 |
| CSMCM TRUST CERTIFICATES CSMCM 2019 RPL3 CERT 144A (CSMCM TRUST 2019-RPL3) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| CSMCM TRUST CERTIFICATES CSMCM 2019 RPL5 CERT 144A (CSMCM TRUST 2019-RPL5) | Long | ABS-mortgage backed security | US | $29M | – | 0.02 |
| CSMCM TRUST CERTIFICATES CSMCM 2019 RPL7 CERT 144A (CSMCM TRUST 2019-RPL7) | Long | ABS-mortgage backed security | US | $24M | – | 0.02 |
| CSMCM TRUST CERTIFICATES CSMCM 2019 SPL1 CERT 144A (CSMCM TRUST 2019-SPL1) | Long | ABS-mortgage backed security | US | $29M | – | 0.02 |
| CSMCM TRUST CERTIFICATES CSMCM 2021 RPL5 CERT 144A (CSMCM TRUST 2021-RPL5) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| CSMCM TRUST CERTIFICATES CSMCM 2021 RPL8 CERT 144A (CSMCM 2021-RPL8 TRUST) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| CUMULUS STATIC CLO CMLST 2023 1A A 144A (CUMULUS STATIC CLO 2023-1A) | Long | ABS-collateralized bond/debt obligation | IE | $113M | – | 0.07 |
| CUMULUS STATIC CLO CMLST 2024 1A A 144A (CUMULUS STATIC CLO 2024-1 DAC 24-1A) | Long | ABS-collateralized bond/debt obligation | IE | $67M | – | 0.04 |
| CUPRESSUS MORTGAGES HOLDCO 10/50 1 (CUPRESSUS MORTGAGES HOLDCO 2022 SA RL) | Long | Debt | LU | $2M | – | 0.00 |
| CVC CORDATUS OPPORTUNITY LOAN COLFR 1A A 144A (CVC CORDATUS OPPORTUNITY LOAN FUND DAC 1A) | Long | ABS-collateralized bond/debt obligation | IE | $112M | – | 0.07 |
| CVS PASS THROUGH TR 2014 PASS THRU CE 144A 08/36 4.163 (CVS PASS-THROUGH TRUST) | Long | Debt | US | $4M | – | 0.00 |
| CVS PASS THROUGH TRUST PASS THRU CE 01/28 5.88 (CVS PASS-THROUGH TRUST) | Long | Debt | US | $572K | – | 0.00 |
| CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507 (CVS PASS-THROUGH TRUST) | Long | Debt | US | $3M | – | 0.00 |
| CVS PASS THROUGH TRUST PASS THRU CE 144A 01/33 5.773 (CVS PASS-THROUGH TRUST) | Long | Debt | US | $4M | – | 0.00 |
| DANSKE BANK A/S 144A 03/28 VAR | Long | Debt | DK | $19M | – | 0.01 |
| DANSKE BANK A/S 144A 03/30 VAR | Long | Debt | DK | $18M | – | 0.01 |
| DAVIS SQUARE FUNDING LTD DVSQ 2005 5A A1A 144A (DAVIS SQUARE FUNDING LTD 2005-5A) | Long | ABS-collateralized bond/debt obligation | KY | $216M | – | 0.14 |
| DAVIS SQUARE FUNDING LTD DVSQ 2005 5A A2 144A (DAVIS SQUARE FUNDING LTD 2005-5A) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.01 |
| DAVIS SQUARE FUNDING LTD DVSQ 2005 5A B 144A (DAVIS SQUARE FUNDING LTD 2005-5A) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.01 |
| DBGS MORTGAGE TRUST DBGS 2019 1735 A 144A (DBGS MORTGAGE TRUST 2019-1735) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| DBGS MORTGAGE TRUST DBGS 2021 W52 A 144A (DBGS 2021-W52 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $26M | – | 0.02 |
| DC COMMERCIAL MORTGAGE TRUST DC 2023 DC A 144A (DC COMMERCIAL MORTGAGE TRUST 2023-DC) | Long | ABS-mortgage backed security | US | $19M | – | 0.01 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2005 4 A3 (DEUTSCHE ALT-A SECURITIES INC 2005-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2005 5 1A3 (DEUTSCHE ALT-A SECURITIES INC ALTERNATE LOAN TRUST 2005-5) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2005 5 1A5 (DEUTSCHE ALT-A SECURITIES INC ALTERNATE LOAN TRUST 2005-5) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2005 6 2A2 (DEUTSCHE ALT-A SEC INC MTGE LO 2005-6) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2005 AR2 5A1 (DEUTSCHE ALT-A SECURITIES INC 2005-AR2) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB1 A1A (DEUTSCHE ALT-A SEC INC MTGE LO 2006-AB1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB1 A2C (DEUTSCHE ALT-A SEC INC MTGE LO 2006-AB1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB3 A2 (DEUTSCHE ALT-A SEC INC MTGE LO 2006-AB3) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB4 A2 (DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB4 A3A1 (DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB4 A4C (DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB4 A6A1 (DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4) | Long | ABS-mortgage backed security | US | $482K | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB4 A6A2 (DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AR3 A1 (DEUTSCHE ALT-A SECURITIES INC 2006-AR3) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AR3 A2 (DEUTSCHE ALT-A SECURITIES INC 2006-AR3) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AR3 A6 (DEUTSCHE ALT-A SECURITIES INC 2006-AR3) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AR5 1A2 (DEUTSCHE ALT-A SEC INC MTGE LO 2006-AR5) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 OA1 A1 (DEUTSCHE ALT-A SEC INC MTGE LO 2006-OA1) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 1 1A4B (DEUTSCHE ALT-A SECURITIES LN TR 2007-1) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 3 2A1 (DEUTSCHE ALT-A SECURITIES MORTGAGE LOAN TRUST SERIES 2007-3) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 AB1 A1 (DEUTSCHE ALT-A SEC INC MTGE LO 2007-AB1) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 AR1 A1 (DEUTSCHE ALT-A SECURITIES INC 2007-AR1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 AR1 A5 (DEUTSCHE ALT-A SECURITIES INC 2007-AR1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 AR2 A1 (DEUTSCHE ALT-A SECURITIES INC 2007-AR2) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 AR3 2A4 (DEUTSCHE ALT-A SEC INC MTGE LO 2007-AR3) | Long | ABS-mortgage backed security | US | $31M | – | 0.02 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 BAR1 A3 (DEUTSCHE ALT-A SECURITIES INC 2007-BAR1) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA1 A1 (DEUTSCHE ALT-A SECURITIES INC 2007-OA1) | Long | ABS-mortgage backed security | US | $681K | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA2 A1 (DEUTSCHE ALT-A SECURITIES INC 2007-OA2) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA3 A1 (DEUTSCHE ALT-A SEC INC MTGE LO 2007-OA3) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA4 1A1A (DEUTSCHE ALT-A SECURITIES INC 2007-OA4) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA4 1A1B (DEUTSCHE ALT-A SECURITIES INC 2007-OA4) | Long | ABS-mortgage backed security | US | $26M | – | 0.02 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA4 3A1 (DEUTSCHE ALT-A SECURITIES INC 2007-OA4) | Long | ABS-mortgage backed security | US | $325K | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 RMP1 A2 (DEUTSCHE ALT-A SECURITIES INC 2007-RMP1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| DEUTSCHE ALT B SECURITIES INC DBALT 2006 AB2 A8 (DEUTSCHE ALT-A SEC INC MTGE LO 2006-AB2) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| DEUTSCHE BANK AG REGS 02/32 VAR (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Debt | DE | $2M | – | 0.00 |
| DEUTSCHE BANK AG REGS 09/30 VAR (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Debt | DE | $7M | – | 0.00 |
| DEUTSCHE BANK AG REGS 11/30 VAR (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Debt | DE | $5M | – | 0.00 |
| DEUTSCHE BANK COMMERCIAL MORTG DBJPM 2020 C9 XA (DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST 2020-C9) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| DEUTSCHE BANK NY 01/28 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $8M | – | 0.01 |
| DEUTSCHE BANK NY 01/29 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $7M | – | 0.00 |
| DEUTSCHE BANK NY 05/32 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $80M | – | 0.05 |
| DEUTSCHE BANK NY 09/31 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $129M | – | 0.08 |
| DEUTSCHE BANK NY 11/25 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $67M | – | 0.04 |
| DEUTSCHE MORTGAGE SECURITIES, DMSI 2004 4 4AR1 (DEUTSCHE MORTGAGE SEC INC. 2004-4) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| DEWOLF PARK CLO, LTD DWOLF 2017 1A AR 144A (DEWOLF PARK CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.01 |
| DFC HEL TRUST DFCHT 2001 2 M1 (DFC HEL TRUST 2001-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| DIAMETER CAPITAL CLO DCLO 2021 1A A1A 144A (DIAMETER CAPITAL CLO 1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.01 |
| DIAMETER CAPITAL CLO DCLO 2022 3A A1A 144A (DIAMETER CAPITAL CLO 3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.00 |
| DIAMETER CAPITAL CLO DCLO 2022 4A A1R 144A (DIAMETER CAPITAL CLO 4 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $93M | – | 0.06 |
| DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A (DIAMETER CAPITAL CLO 2024-6A) | Long | ABS-collateralized bond/debt obligation | KY | $138M | – | 0.09 |
| DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A A 144A (DIAMOND INFRASTRUCTURE FUNDING LLC 2021 1A) | Long | ABS-other | US | $3M | – | 0.00 |
| DIRECTV FINANCING LLC TERM LOAN | Long | Loan | US | $17M | – | 0.01 |
| DISH DBS CORP SR SECURED 144A 12/26 5.25 (DISH DBS CORPORATION) | Long | Debt | US | $192M | – | 0.13 |
| DISH DBS CORP SR SECURED 144A 12/28 5.75 (DISH DBS CORPORATION) | Long | Debt | US | $162M | – | 0.11 |
| DREAMWELL LTD COMMON | Long | Equity-common | US | $12K | 1K | 0.00 |
| DRILLCO HLDG LUX S A COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $831K | 36K | 0.00 |
| DRILLCO HLDG LUX SA COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $92K | 4K | 0.00 |
| DRYDEN SENIOR LOAN FUND DRSLF 2014 36A AR3 144A (DRYDEN 36 SENIOR LOAN FUND 2014-36A) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.01 |
| DRYDEN SENIOR LOAN FUND DRSLF 2015 38A ARR 144A (DRYDEN 38 SENIOR LOAN FUND 2015-38A) | Long | ABS-collateralized bond/debt obligation | KY | $73M | – | 0.05 |
| DRYDEN SENIOR LOAN FUND DRSLF 2017 47A A1R 144A (DRYDEN 47 SENIOR LOAN FUND 2017-47A) | Long | ABS-collateralized bond/debt obligation | KY | $923K | – | 0.00 |
| DRYDEN SENIOR LOAN FUND DRSLF 2017 53A A 144A (DRYDEN 53 CLO LTD 2017-53A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.00 |
| DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A (DRSLF-2017-54A) | Long | ABS-collateralized bond/debt obligation | KY | $92M | – | 0.06 |
| DSLA MORTGAGE LOAN TRUST DSLA 2004 AR1 A2A (DSLA MORTGAGE LOAN TRUST 2004-AR1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| DSLA MORTGAGE LOAN TRUST DSLA 2004 AR2 A2A (DSLA MORTGAGE LOAN TRUST 2004-AR2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| DSLA MORTGAGE LOAN TRUST DSLA 2004 AR2 A2B (DSLA MORTGAGE LOAN TRUST 2004-AR2) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| DSLA MORTGAGE LOAN TRUST DSLA 2004 AR3 1A1B (DSLA MORTGAGE LOAN TRUST 2004-AR3) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| DSLA MORTGAGE LOAN TRUST DSLA 2004 AR3 2A1 (DSLA MORTGAGE LOAN TRUST 2004-AR3) | Long | ABS-mortgage backed security | US | $214K | – | 0.00 |
| DSLA MORTGAGE LOAN TRUST DSLA 2005 AR1 2A1A (DSLA MORTGAGE LOAN TRUST 2005-AR1) | Long | ABS-mortgage backed security | US | $791K | – | 0.00 |
| DSLA MORTGAGE LOAN TRUST DSLA 2005 AR2 2A1A (DSLA MORTGAGE LOAN TRUST 2005-AR2) | Long | ABS-mortgage backed security | US | $887K | – | 0.00 |
| DSLA MORTGAGE LOAN TRUST DSLA 2005 AR5 2A1A (DSLA MORTGAGE LOAN TRUST 2005-AR5) | Long | ABS-mortgage backed security | US | $672K | – | 0.00 |
| DSLA MORTGAGE LOAN TRUST DSLA 2006 AR1 2A1A (DSLA MORTGAGE LOAN TRUST 2006-AR1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| DSLA MORTGAGE LOAN TRUST DSLA 2006 AR2 2A1A (DSLA MORTGAGE LOAN TRUST 2006-AR2) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| DSLA MORTGAGE LOAN TRUST DSLA 2007 AR1 2A1A (DSLA MORTGAGE LOAN TRUST 2007-AR1) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| DSLA MORTGAGE LOAN TRUST DSLA 2007 AR1 2A1B (DSLA MORTGAGE LOAN TRUST 2007-AR1) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| DUKE FUNDING LTD DUKEF 2005 HG3A A1 144A (DUKE FUNDING LTD 2005-HG3A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| DUKE FUNDING LTD DUKEF 2005 HG3A A1B1 144A (DUKE FUNDING LTD 2005-HG3A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.00 |
| DUKE FUNDING LTD DUKEF 2005 HG3A A2 144A (DUKE FUNDING LTD 2005-HG3A) | Long | ABS-collateralized bond/debt obligation | KY | $10K | – | 0.00 |
| DURHAM MORTGAGES DRHM 2018 BA AR 144A (DURHAM MORTGAGES B PLC) | Long | ABS-mortgage backed security | GB | $1B | – | 0.66 |
| DURHAM MORTGAGES DRHM 2018 BA BR 144A (DURHAM MORTGAGES B PLC) | Long | ABS-mortgage backed security | GB | $84M | – | 0.05 |
| DURHAM MORTGAGES DRHM 2018 BA CR 144A (DURHAM MORTGAGES B PLC) | Long | ABS-mortgage backed security | GB | $70M | – | 0.05 |
| DURHAM MORTGAGES DRHM 2018 BA DR 144A (DURHAM MORTGAGES B PLC) | Long | ABS-mortgage backed security | GB | $63M | – | 0.04 |
| DURHAM MORTGAGES DRHM 2018 BA ER 144A (DURHAM MORTGAGES B PLC) | Long | ABS-mortgage backed security | GB | $46M | – | 0.03 |
| DURHAM MORTGAGES DRHM 2018 BA FR 144A (DURHAM MORTGAGES B PLC) | Long | ABS-mortgage backed security | GB | $28M | – | 0.02 |
| DURHAM MORTGAGES DRHM 2018 BA RR 144A (DURHAM MORTGAGES B PLC) | Long | ABS-mortgage backed security | GB | $34M | – | 0.02 |
| DURHAM MORTGAGES DRHM 2018 BA XR 144A (DURHAM MORTGAGES B PLC) | Long | ABS-mortgage backed security | GB | $12M | – | 0.01 |
| DURHAM MORTGAGES DRHM 2018 BA YCRT 144A (DURHAM MORTGAGES B PLC) | Long | ABS-mortgage backed security | GB | $0 | – | – |
| DURHAM MORTGAGES DRHM 2018 BA ZR 144A (DURHAM MORTGAGES B PLC) | Long | ABS-mortgage backed security | GB | $12M | – | 0.01 |
| DURHAM MORTGAGES DRHM 2024 AA A 144A (DURHAM MORTGAGES 24-AA) | Long | ABS-mortgage backed security | GB | $1B | – | 0.78 |
| DURHAM MORTGAGES DRHM 2024 AA B 144A (DURHAM MORTGAGES 24-AA) | Long | ABS-mortgage backed security | GB | $65M | – | 0.04 |
| DURHAM MORTGAGES DRHM 2024 AA C 144A (DURHAM MORTGAGES 24-AA) | Long | ABS-mortgage backed security | GB | $55M | – | 0.04 |
| DURHAM MORTGAGES DRHM 2024 AA D 144A (DURHAM MORTGAGES 24-AA) | Long | ABS-mortgage backed security | GB | $46M | – | 0.03 |
| DURHAM MORTGAGES DRHM 2024 AA E 144A (DURHAM MORTGAGES 24-AA) | Long | ABS-mortgage backed security | GB | $31M | – | 0.02 |
| DURHAM MORTGAGES DRHM 2024 AA F 144A (DURHAM MORTGAGES 24-AA) | Long | ABS-mortgage backed security | GB | $13M | – | 0.01 |
| DURHAM MORTGAGES DRHM 2024 AA R 144A (DURHAM MORTGAGES 24-AA) | Long | ABS-mortgage backed security | GB | $23M | – | 0.02 |
| DURHAM MORTGAGES DRHM 2024 AA X 144A (DURHAM MORTGAGES 24-AA) | Long | ABS-mortgage backed security | GB | $8M | – | 0.01 |
| DURHAM MORTGAGES DRHM 2024 AA YCRT 144A (DURHAM MORTGAGES 24-AA) | Long | ABS-mortgage backed security | GB | $13M | – | 0.01 |
| DURHAM MORTGAGES DRHM 2024 AA Z 144A (DURHAM MORTGAGES 24-AA) | Long | ABS-mortgage backed security | GB | $24M | – | 0.02 |
| E MAC E MAC NL04 I A REGS (E-MAC NL04-I) | Long | ABS-mortgage backed security | NL | $192K | – | 0.00 |
| E TRADE ABS CDO LTD ETRD 2004 1A A2 144A (E*TRADE ABS CDO III LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.00 |
| E TRADE ABS CDO LTD ETRD 2004 1A B 144A (E*TRADE ABS CDO III LTD) | Long | ABS-collateralized bond/debt obligation | KY | $895K | – | 0.00 |
| EAST LANE RE VII LTD UNSECURED 144A 03/26 VAR | Long | Debt | KY | $32M | – | 0.02 |
| EATON VANCE CDO LTD EATON 2020 1A AR 144A (EATON VANCE CLO 2020-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $28M | – | 0.02 |
| EDUCATION FUNDING TRUST EFT 2018 AGS C 144A (EDUCATION FUNDING TRUST 2018-A-GS TRUST) | Long | ABS-other | US | $24M | – | 0.02 |
| EDUCATION FUNDING TRUST EFT 2018 AGS D 144A (EDUCATION FUNDING TRUST 2018-A-GS TRUST) | Long | ABS-other | US | $32M | – | 0.02 |
| EDUCATION FUNDING TRUST EFT 2018 AGS E 144A (EDUCATION FUNDING TRUST 2018-A-GS TRUST) | Long | ABS-other | US | $40M | – | 0.03 |
| ELEVATION CLO LTD AWPT 2014 2A A1R 144A (ELEVATIONLTD CLO 2014-2) | Long | ABS-collateralized bond/debt obligation | KY | $39K | – | 0.00 |
| ELEVATION CLO LTD AWPT 2021 14A A1 144A (AWPT-2021-14A) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.01 |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2023 1 A1 144A (ELLINGTON FINANCIAL MORTGAGE TRUST 2023-1) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| ELLINGTON LOAN ACQUISITION TRU ELAT 2007 2 A1 144A (ELLINGTON LOAN ACQUISITION TRUST 2007-2) | Long | ABS-mortgage backed security | US | $31M | – | 0.02 |
| ELLINGTON LOAN ACQUISITION TRU ELAT 2007 2 A2D 144A (ELLINGTON LOAN ACQUISITION TRUST 2007-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| ELLINGTON LOAN ACQUISITION TRU ELAT 2007 2 A2F 144A (ELLINGTON LOAN ACQUISITION TRUST 2007-2) | Long | ABS-mortgage backed security | US | $563K | – | 0.00 |
| ELLINGTON LOAN ACQUISITION TRU ELAT 2007 2 M1B 144A (ELLINGTON LOAN ACQUISITION TRUST 2007-2) | Long | ABS-mortgage backed security | US | $31M | – | 0.02 |
| ELMWOOD CLO 24 LTD ELM24 2023 3A A1 144A (ELMWOOD CLO 24 LTD 2023-3A) | Long | ABS-collateralized bond/debt obligation | KY | $170M | – | 0.11 |
| ELMWOOD CLO VII LTD. ELMW7 2020 4A AR 144A (ELMWOOD CLO VII LTD 2020-4A) | Long | ABS-collateralized bond/debt obligation | KY | $46M | – | 0.03 |
| EMC MORTGAGE LOAN TRUST EMCM 2001 A A 144A (EMCM MORTGAGE LOAN TRUST 2001-A) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| EMC MORTGAGE LOAN TRUST EMCM 2003 A A1 144A (EMCM MORTGAGE LOAN TRUST 2003-A) | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| EMC MORTGAGE LOAN TRUST EMCM 2003 B A1 144A (EMC MORTGAGE LOAN TRUST 2003-B) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| EMF UK PLC EUMF 2008 1X A1A REGS (EMF-UK PLC 2008-1X) | Long | ABS-mortgage backed security | GB | $16M | – | 0.01 |
| ENCINA PRIVATE CREDIT LLC NOTE (ENCINA SPV) | Long | Debt | US | $52M | – | 0.03 |
| ENCINA PRIVATE CREDIT PFD PFD0 PFD0ENCN8 (ENCINA SPV) | Long | Equity-preferred | US | $0.25 | 25K | – |
| ENCORE CREDIT RECEIVABLES TRUS ECR 2005 1 M2 (ENCORE CREDIT RECEIVABLES TR 2005-1) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| ENCORE CREDIT RECEIVABLES TRUS ECR 2005 3 M4 (ENCORE CREDIT RECEIVABLES TRUST 2005-3) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| ENCORE CREDIT RECEIVABLES TRUS ECR 2005 4 M4 (ENCORE CREDIT RECEIVABLES TR 2005-4) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| ENERGY TRANSFER LP SR UNSECURED 03/27 4.4 | Long | Debt | US | $4M | – | 0.00 |
| ENERGY TRANSFER LP SR UNSECURED 05/28 4.95 | Long | Debt | US | $4M | – | 0.00 |
| ENT AUTO RECEIVABLES TRUST ENT 2023 1A A2 144A (ENT AUTO RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $13M | – | 0.01 |
| ENT AUTO RECEIVABLES TRUST ENT 2023 1A A3 144A (ENT AUTO RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $13M | – | 0.01 |
| ENT AUTO RECEIVABLES TRUST ENT 2023 1A A4 144A (ENT AUTO RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $4M | – | 0.00 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $19M | – | 0.01 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $15M | – | 0.01 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $15M | – | 0.01 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $14M | – | 0.01 |
| ENVISION HEALTHCARE CORPORTION 2023 1ST LIEN FIRST OUT TL (AMSURG LLC) | Long | Loan | US | $173M | – | 0.11 |
| ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN (AMSURG LLC) | Long | Loan | US | $711M | – | 0.46 |
| EPR PROPERTIES COMPANY GUAR 04/28 4.95 | Long | Debt | US | $4M | – | 0.00 |
| EPR PROPERTIES COMPANY GUAR 06/27 4.5 | Long | Debt | US | $478K | – | 0.00 |
| EPR PROPERTIES COMPANY GUAR 12/26 4.75 | Long | Debt | US | $2M | – | 0.00 |
| EQTYWM927 WESTMORELAND MINING (WESTMET GROUP HOLDINGS LLC) | Long | Equity-common | US | $652K | 145K | 0.00 |
| EQUIFIRST LOAN SECURITIZATION EQLS 2007 1 A1 144A (EQUIFIRST LOAN SECURITIZATION TRUST 2007-1) | Long | ABS-mortgage backed security | US | $24M | – | 0.02 |
| EQUIFIRST MORTGAGE LOAN TRUST EMLT 2004 3 M5 (EQUIFIRST MORTGAGE LOAN TRUST 2004-3) | Long | ABS-mortgage backed security | US | $226K | – | 0.00 |
| EQUIFIRST MORTGAGE LOAN TRUST EMLT 2004 3 M6 (EQUIFIRST MORTGAGE LOAN TRUST 2004-3) | Long | ABS-mortgage backed security | US | $715K | – | 0.00 |
| EQUIFIRST MORTGAGE LOAN TRUST EMLT 2004 3 M7 (EQUIFIRST MORTGAGE LOAN TRUST 2004-3) | Long | ABS-mortgage backed security | US | $459K | – | 0.00 |
| EQUIFIRST MORTGAGE LOAN TRUST EMLT 2004 3 M9 (EQUIFIRST MORTGAGE LOAN TRUST 2004-3) | Long | ABS-mortgage backed security | US | $989K | – | 0.00 |
| EQUIFIRST MORTGAGE LOAN TRUST EMLT 2005 1 M4 (EQUIFIRST MORTGAGE LOAN TRUST 2005-1) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| EQUIFIRST MORTGAGE LOAN TRUST EMLT 2005 1 M5 (EQUIFIRST MORTGAGE LOAN TRUST 2005-1) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| EQUIFIRST MORTGAGE LOAN TRUST EMLT 2005 1 M6 (EQUIFIRST MORTGAGE LOAN TRUST 2005-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| EQUIFIRST MORTGAGE LOAN TRUST EMLT 2005 1 M7 (EQUIFIRST MORTGAGE LOAN TRUST 2005-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| EQUINIX INC SNR S* SP GST | Derivative-credit | US | $2M | – | 0.00 | |
| ESKOM GG LOAN SNR EM SP DUB | Derivative-credit | US | $4M | – | 0.00 | |
| ESSENTIAL PROPER COMPANY GUAR 07/31 2.95 (ESSENTIAL PROPERTIES LP) | Long | Debt | US | $6M | – | 0.00 |
| EUCALYPTUS MORTGAGES 2022 10/50 1 (EUCALYPTUS MORTGAGES 2022 LIMITED) | Long | Debt | GB | $154M | – | 0.10 |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $3M | – | 0.00 | |
| EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS (EUROHOME UK MORTGAGES 2007-1 A) | Long | ABS-mortgage backed security | GB | $651K | – | 0.00 |
| EUROHOME UK MORTGAGES PLC EHMU 2007 1 M1 REGS (EUROHOME UK MORTGAGES 2007-1 A) | Long | ABS-mortgage backed security | GB | $6M | – | 0.00 |
| EUROHOME UK MORTGAGES PLC EHMU 2007 2 M1 REGS (EUROHOME UK MORTGAGE PLC 2007-2) | Long | ABS-mortgage backed security | GB | $2M | – | 0.00 |
| EUROSAIL PLC ESAIL 2006 3X C1C REGS (EUROSAIL PLC 2006-3X) | Long | ABS-mortgage backed security | GB | $1M | – | 0.00 |
| EUROSAIL PLC ESAIL 2007 1X B1C REGS (EUROSAIL PLC 2007-1X) | Long | ABS-mortgage backed security | GB | $18M | – | 0.01 |
| EUROSAIL PLC ESAIL 2007 3X A3A REGS (EUROSAIL PLC 2007-3X) | Long | ABS-mortgage backed security | GB | $2M | – | 0.00 |
| EUROSAIL PLC ESAIL 2007 3X A3C REGS (EUROSAIL PLC 2007-3X) | Long | ABS-mortgage backed security | GB | $750K | – | 0.00 |
| EUROSAIL PLC ESAIL 2007 5X A1A REGS (EUROSAIL PLC 2007-5X) | Long | ABS-mortgage backed security | GB | $25M | – | 0.02 |
| EUROSAIL PLC ESAIL 2007 PR1X A1 REGS (EUROSAIL PLC 2007-PR1X) | Long | ABS-mortgage backed security | GB | $20M | – | 0.01 |
| EVERGLADES RE II LTD SR UNSECURED 144A 05/31 VAR | Long | Debt | BM | $49M | – | 0.03 |
| EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR | Long | Debt | BM | $49M | – | 0.03 |
| EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR | Long | Debt | BM | $31M | – | 0.02 |
| EXELA INTERMED/EXELA FIN SR SECURED 144A 04/26 11.5 (EXELA INTERMEDIATE LLC / EXELA FINANCE INC) | Long | Debt | US | $2M | – | 0.00 |
| EXETER AUTOMOBILE RECEIVABLES EART 2023 2A B (EXETER AUTOMOBILE RECEIVABLES TRUST 2023-2A) | Long | ABS-other | US | $34M | – | 0.02 |
| EXETER AUTOMOBILE RECEIVABLES EART 2023 2A C (EXETER AUTOMOBILE RECEIVABLES TRUST 2023-2A) | Long | ABS-other | US | $44M | – | 0.03 |
| EXETER AUTOMOBILE RECEIVABLES EART 2023 4A B (EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4A) | Long | ABS-other | US | $3M | – | 0.00 |
| EXETER AUTOMOBILE RECEIVABLES EART 2024 3A A2 (EXETER AUTOMOBILE RECEIVABLES TRUST 2024-3A) | Long | ABS-other | US | $51M | – | 0.03 |
| EXETER AUTOMOBILE RECEIVABLES EART 2024 3A A3 (EXETER AUTOMOBILE RECEIVABLES TRUST 2024-3A) | Long | ABS-other | US | $15M | – | 0.01 |
| FANNIE MAE BENCHMARK REMIC FNBR 2007 B1 ZA (FANNIE MAE BENCHMARK REMIC 2007-B1) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FANNIE MAE FNR 1997 79 PL (FANNIE MAE 1997-79) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FANNIE MAE FNR 1998 22 FA (FANNIE MAE 1998-22) | Long | ABS-mortgage backed security | US | $117.52 | – | 0.00 |
| FANNIE MAE FNR 1999 25 Z (FANNIE MAE 1999-25) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| FANNIE MAE FNR 1999 37 F (FANNIE MAE 1999-37) | Long | ABS-mortgage backed security | US | $343.47 | – | 0.00 |
| FANNIE MAE FNR 2000 16 ZG (FANNIE MAE 2000-16) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FANNIE MAE FNR 2000 37 PD (FANNIE MAE-2000-37) | Long | ABS-mortgage backed security | US | $722.95 | – | 0.00 |
| FANNIE MAE FNR 2000 44 B (FANNIE MAE 2000-44) | Long | ABS-mortgage backed security | US | $372.05 | – | 0.00 |
| FANNIE MAE FNR 2001 46 F (FANNIE MAE 2001-46) | Long | ABS-mortgage backed security | US | $283 | – | 0.00 |
| FANNIE MAE FNR 2001 46 ZL (FANNIE MAE 2001-46) | Long | ABS-mortgage backed security | US | $342K | – | 0.00 |
| FANNIE MAE FNR 2001 52 YZ (FANNIE MAE 2001-52) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE FNR 2002 26 A1 (FANNIE MAE 2002-26) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE FNR 2002 33 A1 (FANNIE MAE 2002-33) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FANNIE MAE FNR 2002 45 ZA (FANNIE MAE 2002-45) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FANNIE MAE FNR 2002 70 QZ (FANNIE MAE 2002-70) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FANNIE MAE FNR 2003 76 EZ (FANNIE MAE 2003-76) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| FANNIE MAE FNR 2003 9 NZ (FANNIE MAE 2003-9) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FANNIE MAE FNR 2004 11 A (FANNIE MAE 2004-11) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE FNR 2004 63 FA (FANNIE MAE 2004-63) | Long | ABS-mortgage backed security | US | $537.12 | – | 0.00 |
| FANNIE MAE FNR 2005 122 SG (FANNIE MAE 2005-122) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FANNIE MAE FNR 2005 71 SE (FANNIE MAE REMICS 2005-71) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FANNIE MAE FNR 2006 113 BQ (FANNIE MAE REMICS 2006-113) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FANNIE MAE FNR 2006 118 A2 (FANNIE MAE 2006-118) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FANNIE MAE FNR 2006 120 TQ (FNR 2006-120) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FANNIE MAE FNR 2006 16 SM (FANNIE MAE 2006-16) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FANNIE MAE FNR 2006 76 QF (FANNIE MAE 2006-76) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE FNR 2006 95 SH (FANNIE MAE 2006-95) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FANNIE MAE FNR 2007 112 SD (FANNIE MAE 2007-112) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FANNIE MAE FNR 2007 117 SG (FANNIE MAE-2007-117) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FANNIE MAE FNR 2007 15 AI (FANNIE MAE 2007-15) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| FANNIE MAE FNR 2007 22 SW (FANNIE MAE REMICS 2007-22) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FANNIE MAE FNR 2007 3 SH (FANNIE MAE 2007-3) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FANNIE MAE FNR 2007 30 JS (FANNIE MAE 2007-30) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| FANNIE MAE FNR 2007 32 JS (FANNIE MAE REMICS 2007-32) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FANNIE MAE FNR 2007 32 SC (FANNIE MAE REMICS 2007-32) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FANNIE MAE FNR 2007 34 S (FANNIE MAE 2007-34) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FANNIE MAE FNR 2007 4 SL (FANNIE MAE 2007-4) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FANNIE MAE FNR 2007 54 IA (FANNIE MAE 2007-54) | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| FANNIE MAE FNR 2008 15 BS (FANNIE MAE REMICS 2008-15) | Long | ABS-mortgage backed security | US | $304K | – | 0.00 |
| FANNIE MAE FNR 2008 67 ZM (FANNIE MAE 2008-67) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FANNIE MAE FNR 2008 67 ZW (FANNIE MAE 2008-67) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FANNIE MAE FNR 2008 9 SA (FANNIE MAE REMICS 2008-9) | Long | ABS-mortgage backed security | US | $375K | – | 0.00 |
| FANNIE MAE FNR 2009 107 SM (FANNIE MAE 2009-107) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FANNIE MAE FNR 2009 111 ZB (FANNIE MAE 2009-111) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FANNIE MAE FNR 2009 12 DI (FANNIE MAE 2009-12) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FANNIE MAE FNR 2009 87 HS (FANNIE MAE 2009-87) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FANNIE MAE FNR 2009 98 DZ (FANNIE MAE 2009-98) | Long | ABS-mortgage backed security | US | $281K | – | 0.00 |
| FANNIE MAE FNR 2010 16 EZ (FANNIE MAE 2010-16) | Long | ABS-mortgage backed security | US | $434K | – | 0.00 |
| FANNIE MAE FNR 2010 2 LS (FANNIE MAE 2010-2) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FANNIE MAE FNR 2010 2 SJ (FANNIE MAE 2010-2) | Long | ABS-mortgage backed security | US | $404.95 | – | 0.00 |
| FANNIE MAE FNR 2010 59 SE (FANNIE MAE 2010-59) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FANNIE MAE FNR 2010 76 ZC (FANNIE MAE 2010-76) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FANNIE MAE FNR 2011 17 KS (FANNIE MAE REMICS 2011-17) | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| FANNIE MAE FNR 2011 99 DZ (FANNIE MAE REMICS 2011-99) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| FANNIE MAE FNR 2012 100 UI (FANNIE MAE REMICS 2012-100) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FANNIE MAE FNR 2012 102 SJ (FANNIE MAE REMICS 2012-102) | Long | ABS-mortgage backed security | US | $420K | – | 0.00 |
| FANNIE MAE FNR 2012 124 SJ (FANNIE MAE REMICS 2012-124) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FANNIE MAE FNR 2012 145 CI (FANNIE MAE REMICS 2012-145) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FANNIE MAE FNR 2012 149 NI (FANNIE MAE REMICS 2012-149) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FANNIE MAE FNR 2012 66 IA (FANNIE MAE REMICS 2012-66) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FANNIE MAE FNR 2013 13 PH (FANNIE MAE REMICS 2013-13) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| FANNIE MAE FNR 2013 15 LI (FANNIE MAE REMICS 2013-15) | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| FANNIE MAE FNR 2013 2 CI (FANNIE MAE REMICS 2013-2) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| FANNIE MAE FNR 2013 24 LI (FANNIE MAE REMICS 2013-24) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FANNIE MAE FNR 2013 34 PC (FANNIE MAE REMICS 2013-34) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FANNIE MAE FNR 2013 6 JS (FANNIE MAE REMICS 2013-6) | Long | ABS-mortgage backed security | US | $195K | – | 0.00 |
| FANNIE MAE FNR 2013 7 IO (FANNIE MAE REMICS 2013-7) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FANNIE MAE FNR 2018 41 PI (FANNIE MAE REMICS 2018-41) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FANNIE MAE FNR 2019 26 FM (FANNIE MAE REMICS 2019-26) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FANNIE MAE FNR 2019 6 KS (FANNIE MAE REMICS 2019-6) | Long | ABS-mortgage backed security | US | $630K | – | 0.00 |
| FANNIE MAE FNR 2019 62 SN (FANNIE MAE REMICS 2019-62) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FANNIE MAE FNR 2024 10 AF (FANNIE MAE REMICS 2024-10) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| FANNIEMAE GRANTOR TRUST FNGT 2001 T9 A1 (FANNIE MAE GRANTOR TRUST 2001-T9) | Long | ABS-mortgage backed security | US | $821K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 1998 W2 A8 (FANNIE MAE WHOLE LOAN) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2002 W6 2A (FANNIEMAE WHOLE LOAN 2002-W6) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2002 W8 A3 (FANNIEMAE WHOLE LOAN 2002-W8) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2002 W8 F (FANNIEMAE WHOLE LOAN 2002-W8) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2003 W12 2A6 (FANNIEMAE WHOLE LOAN 2003-W12) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2004 W2 5AF (FANNIEMAE WHOLE LOAN 2004-W2) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FARM CREDIT BK OF TEXAS PREFERRED STOCK VAR (FARM CREDIT BANK OF TEXAS) | Long | Equity-preferred | US | $9M | 88K | 0.01 |
| FBR SECURITIZATION TRUST FBRSI 2005 5 M2 (FBR SECURITIZATION TRUST 2005-5) | Long | ABS-mortgage backed security | US | $252K | – | 0.00 |
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A2 144A (FCCU AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $33M | – | 0.02 |
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A3 144A (FCCU AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $17M | – | 0.01 |
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A4 144A (FCCU AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $7M | – | 0.00 |
| FED HM LN PC POOL 1G0477 FH 05/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FED HM LN PC POOL 1G2140 FH 09/37 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $483.09 | – | 0.00 |
| FED HM LN PC POOL 1G2163 FH 09/37 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $101 | – | 0.00 |
| FED HM LN PC POOL 1G2172 FH 09/37 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL 1G2321 FH 12/37 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL 1G3627 FH 06/37 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $457.54 | – | 0.00 |
| FED HM LN PC POOL 1H1343 FH 08/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $179.82 | – | 0.00 |
| FED HM LN PC POOL 1H1396 FH 05/37 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $990.77 | – | 0.00 |
| FED HM LN PC POOL 1J0589 FH 08/37 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34.98 | – | – |
| FED HM LN PC POOL 1N0365 FH 02/37 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL 1Q0313 FH 09/37 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $677.11 | – | 0.00 |
| FED HM LN PC POOL 410927 FH 11/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FED HM LN PC POOL 780481 FH 05/33 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL 781867 FH 08/34 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $744.24 | – | 0.00 |
| FED HM LN PC POOL 781890 FH 09/34 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FED HM LN PC POOL 788662 FH 09/31 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FED HM LN PC POOL 788791 FH 11/29 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL 788845 FH 11/31 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL 789835 FH 09/32 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FED HM LN PC POOL 789865 FH 10/32 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL 846784 FH 05/29 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL 846877 FH 03/31 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL 847003 FH 03/32 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FED HM LN PC POOL 847133 FH 04/33 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $546.62 | – | 0.00 |
| FED HM LN PC POOL 847160 FH 07/33 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL 847167 FH 07/33 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL 847212 FH 12/33 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FED HM LN PC POOL 847305 FH 09/33 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $832.98 | – | 0.00 |
| FED HM LN PC POOL 847376 FH 12/34 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL 847555 FH 04/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL 847557 FH 07/34 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FED HM LN PC POOL 847706 FH 01/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FED HM LN PC POOL 972112 FH 01/33 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL 972116 FH 02/33 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $437.3 | – | 0.00 |
| FED HM LN PC POOL 972122 FH 06/33 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL 972135 FH 09/33 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FED HM LN PC POOL 972164 FH 01/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FED HM LN PC POOL A93534 FG 08/40 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FED HM LN PC POOL C09029 FG 03/43 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL C91484 FG 08/32 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FED HM LN PC POOL G06500 FG 04/41 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $325K | – | 0.00 |
| FED HM LN PC POOL G07661 FG 08/43 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FED HM LN PC POOL G07786 FG 08/44 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $270K | – | 0.00 |
| FED HM LN PC POOL G07849 FG 05/44 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FED HM LN PC POOL G08619 FG 12/44 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FED HM LN PC POOL G08622 FG 01/45 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FED HM LN PC POOL G08623 FG 01/45 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL G08626 FG 02/45 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL G08631 FG 03/45 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FED HM LN PC POOL G08635 FG 04/45 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FED HM LN PC POOL G08648 FG 06/45 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $217K | – | 0.00 |
| FED HM LN PC POOL G08653 FG 07/45 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FED HM LN PC POOL G08658 FG 08/45 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| FED HM LN PC POOL G08666 FG 09/45 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FED HM LN PC POOL G08670 FG 10/45 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FED HM LN PC POOL G08675 FG 11/45 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FED HM LN PC POOL G08681 FG 12/45 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FED HM LN PC POOL G08692 FG 02/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FED HM LN PC POOL G08697 FG 03/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FED HM LN PC POOL G08702 FG 04/46 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $309K | – | 0.00 |
| FED HM LN PC POOL G08705 FG 05/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FED HM LN PC POOL G08706 FG 05/46 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL G08710 FG 06/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $497K | – | 0.00 |
| FED HM LN PC POOL G08715 FG 08/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FED HM LN PC POOL G08721 FG 09/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FED HM LN PC POOL G08726 FG 10/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $831K | – | 0.00 |
| FED HM LN PC POOL G08732 FG 11/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FED HM LN PC POOL G08749 FG 02/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL G08750 FG 03/47 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58M | – | 0.04 |
| FED HM LN PC POOL G08756 FG 04/47 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| FED HM LN PC POOL G08757 FG 04/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL G08760 FG 04/47 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FED HM LN PC POOL G08765 FG 06/47 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FED HM LN PC POOL G08769 FG 07/47 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL G08771 FG 07/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL G08773 FG 08/47 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $765K | – | 0.00 |
| FED HM LN PC POOL G08774 FG 08/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL G08779 FG 09/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FED HM LN PC POOL G08788 FG 11/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FED HM LN PC POOL G08789 FG 11/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| FED HM LN PC POOL G08792 FG 12/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FED HM LN PC POOL G08799 FG 02/48 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FED HM LN PC POOL G08800 FG 02/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25M | – | 0.02 |
| FED HM LN PC POOL G08804 FG 03/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FED HM LN PC POOL G08813 FG 05/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FED HM LN PC POOL G08816 FG 06/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FED HM LN PC POOL G08823 FG 07/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28M | – | 0.02 |
| FED HM LN PC POOL G08835 FG 09/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34M | – | 0.02 |
| FED HM LN PC POOL G08841 FG 10/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FED HM LN PC POOL G08846 FG 11/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FED HM LN PC POOL G08856 FG 01/49 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FED HM LN PC POOL G60187 FG 08/45 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FED HM LN PC POOL G60654 FG 04/46 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL G60722 FG 10/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| FED HM LN PC POOL G60765 FG 11/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FED HM LN PC POOL G60808 FG 10/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL G60857 FG 02/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL G60958 FG 09/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $861K | – | 0.00 |
| FED HM LN PC POOL G60989 FG 12/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL G61254 FG 01/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FED HM LN PC POOL Q11781 FG 09/42 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FED HM LN PC POOL Q15843 FG 02/43 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL Q22588 FG 10/43 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FED HM LN PC POOL Q32667 FG 04/45 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FED HM LN PC POOL Q32878 FG 04/45 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FED HM LN PC POOL Q35594 FG 08/45 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| FED HM LN PC POOL Q35743 FG 08/45 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FED HM LN PC POOL Q36638 FG 10/45 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL Q37294 FG 11/45 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FED HM LN PC POOL Q37772 FG 12/45 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FED HM LN PC POOL Q40718 FG 05/46 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL Q40832 FG 06/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FED HM LN PC POOL Q41020 FG 06/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FED HM LN PC POOL Q41489 FG 07/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL Q41883 FG 07/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL Q41914 FG 07/46 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL Q42019 FG 07/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FED HM LN PC POOL Q42596 FG 08/46 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL Q42618 FG 08/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FED HM LN PC POOL Q42781 FG 09/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL Q42970 FG 09/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| FED HM LN PC POOL Q43172 FG 09/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FED HM LN PC POOL Q43277 FG 09/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FED HM LN PC POOL Q43425 FG 10/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FED HM LN PC POOL Q43734 FG 10/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $531K | – | 0.00 |
| FED HM LN PC POOL Q43746 FG 10/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $311K | – | 0.00 |
| FED HM LN PC POOL Q43948 FG 10/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FED HM LN PC POOL Q44018 FG 10/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $224K | – | 0.00 |
| FED HM LN PC POOL Q44066 FG 11/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| FED HM LN PC POOL Q44485 FG 11/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $504K | – | 0.00 |
| FED HM LN PC POOL Q44655 FG 12/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FED HM LN PC POOL Q45088 FG 12/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $273K | – | 0.00 |
| FED HM LN PC POOL Q45094 FG 12/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $603K | – | 0.00 |
| FED HM LN PC POOL Q45252 FG 01/47 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| FED HM LN PC POOL Q45638 FG 01/47 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FED HM LN PC POOL Q45872 FG 01/47 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FED HM LN PC POOL Q46272 FG 02/47 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| FED HM LN PC POOL Q46279 FG 02/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FED HM LN PC POOL Q46412 FG 03/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL Q46441 FG 02/47 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FED HM LN PC POOL Q46860 FG 03/47 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FED HM LN PC POOL Q47180 FG 04/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| FED HM LN PC POOL Q48720 FG 06/47 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FED HM LN PC POOL Q49035 FG 06/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FED HM LN PC POOL Q49387 FG 07/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $372K | – | 0.00 |
| FED HM LN PC POOL Q49389 FG 07/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FED HM LN PC POOL Q49490 FG 07/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL Q49553 FG 07/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL Q49631 FG 07/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FED HM LN PC POOL Q50343 FG 08/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FED HM LN PC POOL Q50514 FG 08/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FED HM LN PC POOL Q50589 FG 09/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $783K | – | 0.00 |
| FED HM LN PC POOL Q50642 FG 09/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| FED HM LN PC POOL Q50948 FG 09/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FED HM LN PC POOL Q50950 FG 09/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FED HM LN PC POOL Q51086 FG 10/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $432K | – | 0.00 |
| FED HM LN PC POOL Q51131 FG 10/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL Q51138 FG 10/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FED HM LN PC POOL Q51328 FG 10/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FED HM LN PC POOL Q51345 FG 10/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL Q51769 FG 11/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| FED HM LN PC POOL Q51774 FG 10/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL Q52046 FG 11/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $601K | – | 0.00 |
| FED HM LN PC POOL Q52079 FG 11/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $962K | – | 0.00 |
| FED HM LN PC POOL Q52093 FG 11/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL Q52131 FG 11/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $842K | – | 0.00 |
| FED HM LN PC POOL Q52184 FG 11/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $499K | – | 0.00 |
| FED HM LN PC POOL Q52216 FG 11/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FED HM LN PC POOL Q52305 FG 11/47 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL Q52319 FG 11/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42M | – | 0.03 |
| FED HM LN PC POOL Q52541 FG 11/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL Q52562 FG 12/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL Q52843 FG 12/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $386K | – | 0.00 |
| FED HM LN PC POOL Q52847 FG 12/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FED HM LN PC POOL Q52955 FG 12/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FED HM LN PC POOL Q53034 FG 12/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| FED HM LN PC POOL Q53630 FG 01/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FED HM LN PC POOL Q53661 FG 01/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| FED HM LN PC POOL Q53695 FG 01/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $970K | – | 0.00 |
| FED HM LN PC POOL Q53756 FG 01/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| FED HM LN PC POOL Q54011 FG 02/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL Q54036 FG 02/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FED HM LN PC POOL Q54217 FG 02/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $263K | – | 0.00 |
| FED HM LN PC POOL Q54334 FG 02/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $54M | – | 0.04 |
| FED HM LN PC POOL Q54462 FG 02/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FED HM LN PC POOL Q54511 FG 02/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| FED HM LN PC POOL Q54557 FG 03/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| FED HM LN PC POOL Q54645 FG 03/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FED HM LN PC POOL Q54727 FG 03/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL Q54777 FG 03/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FED HM LN PC POOL Q54956 FG 03/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FED HM LN PC POOL Q55151 FG 04/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FED HM LN PC POOL Q55277 FG 04/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL Q55304 FG 04/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FED HM LN PC POOL Q55625 FG 04/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FED HM LN PC POOL Q55629 FG 04/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FED HM LN PC POOL Q56083 FG 05/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL Q56464 FG 06/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FED HM LN PC POOL Q56594 FG 06/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $265K | – | 0.00 |
| FED HM LN PC POOL Q56606 FG 06/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FED HM LN PC POOL Q56784 FG 06/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL Q57384 FG 07/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| FED HM LN PC POOL Q57403 FG 07/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL Q57442 FG 07/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL Q57474 FG 07/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $578K | – | 0.00 |
| FED HM LN PC POOL Q57567 FG 08/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL Q57967 FG 08/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FED HM LN PC POOL Q58587 FG 09/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FED HM LN PC POOL Q58632 FG 09/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $948K | – | 0.00 |
| FED HM LN PC POOL Q59852 FG 11/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FED HM LN PC POOL Q60692 FG 12/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $451K | – | 0.00 |
| FED HM LN PC POOL Q61106 FG 01/49 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| FED HM LN PC POOL Q61120 FG 01/49 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL Q61378 FG 02/49 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FED HM LN PC POOL Q61517 FG 02/49 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $219K | – | 0.00 |
| FED HM LN PC POOL Q61562 FG 02/49 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FED HM LN PC POOL Q61681 FG 02/49 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| FED HM LN PC POOL Q62130 FG 03/49 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL Q62293 FG 03/49 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FED HM LN PC POOL Q62356 FG 03/49 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FED HM LN PC POOL Q62642 FG 03/49 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $310K | – | 0.00 |
| FED HM LN PC POOL Q62966 FG 04/49 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $292K | – | 0.00 |
| FED HM LN PC POOL Q63559 FG 05/49 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FED HM LN PC POOL Q63638 FG 05/49 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $864K | – | 0.00 |
| FED HM LN PC POOL QA0682 FR 06/49 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| FED HM LN PC POOL QA0744 FR 01/49 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FED HM LN PC POOL QA1942 FR 08/49 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| FED HM LN PC POOL QA2045 FR 08/49 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL QA2476 FR 09/49 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $983K | – | 0.00 |
| FED HM LN PC POOL QA2542 FR 08/49 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $629K | – | 0.00 |
| FED HM LN PC POOL QA2908 FR 09/49 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| FED HM LN PC POOL QA3257 FR 10/49 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FED HM LN PC POOL QA3869 FR 10/49 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL QA6332 FR 01/50 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| FED HM LN PC POOL QA6573 FR 02/50 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FED HM LN PC POOL QA7145 FR 02/50 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL QA7312 FR 02/50 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $861K | – | 0.00 |
| FED HM LN PC POOL QA8282 FR 03/50 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $922K | – | 0.00 |
| FED HM LN PC POOL QA8965 FR 04/50 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FED HM LN PC POOL QA9360 FR 04/50 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $342K | – | 0.00 |
| FED HM LN PC POOL QA9477 FR 05/50 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $650K | – | 0.00 |
| FED HM LN PC POOL QB0652 FR 06/50 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $454K | – | 0.00 |
| FED HM LN PC POOL QB3510 FR 08/50 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $642K | – | 0.00 |
| FED HM LN PC POOL QB3514 FR 09/50 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FED HM LN PC POOL QB7394 FR 01/51 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FED HM LN PC POOL QB8164 FR 02/51 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FED HM LN PC POOL QB8220 FR 02/51 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FED HM LN PC POOL QB8362 FR 02/51 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FED HM LN PC POOL QB9091 FR 02/51 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FED HM LN PC POOL QD4698 FR 12/51 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL QE0604 FR 04/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FED HM LN PC POOL QE1075 FR 04/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| FED HM LN PC POOL QE1248 FR 05/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| FED HM LN PC POOL QE5195 FR 06/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $292K | – | 0.00 |
| FED HM LN PC POOL QE5462 FR 07/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $855K | – | 0.00 |
| FED HM LN PC POOL QE5474 FR 07/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $285K | – | 0.00 |
| FED HM LN PC POOL QE5611 FR 07/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FED HM LN PC POOL QE5759 FR 07/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $442K | – | 0.00 |
| FED HM LN PC POOL QE5879 FR 07/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FED HM LN PC POOL QE6796 FR 06/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| FED HM LN PC POOL QE8295 FR 08/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FED HM LN PC POOL QE8364 FR 07/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL QE8467 FR 08/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29M | – | 0.02 |
| FED HM LN PC POOL QE8659 FR 08/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $377K | – | 0.00 |
| FED HM LN PC POOL QE8687 FR 09/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $476K | – | 0.00 |
| FED HM LN PC POOL QE8999 FR 08/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| FED HM LN PC POOL QE9057 FR 08/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FED HM LN PC POOL QE9395 FR 09/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| FED HM LN PC POOL QE9433 FR 08/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FED HM LN PC POOL QE9564 FR 09/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $389K | – | 0.00 |
| FED HM LN PC POOL QE9621 FR 09/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL QE9625 FR 09/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| FED HM LN PC POOL QF0105 FR 09/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $611K | – | 0.00 |
| FED HM LN PC POOL QF0107 FR 09/52 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FED HM LN PC POOL QF0133 FR 09/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL QF0185 FR 09/52 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $277K | – | 0.00 |
| FED HM LN PC POOL QF0323 FR 09/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $899K | – | 0.00 |
| FED HM LN PC POOL QF0374 FR 09/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FED HM LN PC POOL QF0458 FR 09/52 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FED HM LN PC POOL QF0464 FR 09/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL QF0666 FR 09/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $803K | – | 0.00 |
| FED HM LN PC POOL QF0897 FR 10/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FED HM LN PC POOL QF0924 FR 09/52 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL QF0928 FR 09/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $131M | – | 0.09 |
| FED HM LN PC POOL QF0978 FR 10/52 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FED HM LN PC POOL QF0981 FR 10/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $60M | – | 0.04 |
| FED HM LN PC POOL QF1212 FR 10/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20M | – | 0.01 |
| FED HM LN PC POOL QF1395 FR 10/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $324K | – | 0.00 |
| FED HM LN PC POOL QF1432 FR 10/52 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FED HM LN PC POOL QF1464 FR 10/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $251K | – | 0.00 |
| FED HM LN PC POOL QF1489 FR 10/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| FED HM LN PC POOL QF1507 FR 10/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| FED HM LN PC POOL QF1568 FR 10/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $933K | – | 0.00 |
| FED HM LN PC POOL QF1573 FR 10/52 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FED HM LN PC POOL QF1575 FR 10/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FED HM LN PC POOL QF1862 FR 10/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| FED HM LN PC POOL QF1881 FR 10/52 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $323K | – | 0.00 |
| FED HM LN PC POOL QF1925 FR 10/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FED HM LN PC POOL QF1929 FR 10/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| FED HM LN PC POOL QF2223 FR 10/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $428K | – | 0.00 |
| FED HM LN PC POOL QF2362 FR 11/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FED HM LN PC POOL QF2557 FR 10/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $896K | – | 0.00 |
| FED HM LN PC POOL QF2890 FR 11/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $793K | – | 0.00 |
| FED HM LN PC POOL QF3140 FR 11/52 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL QF3143 FR 11/52 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL QF3249 FR 11/52 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $670K | – | 0.00 |
| FED HM LN PC POOL QF3276 FR 11/52 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $221K | – | 0.00 |
| FED HM LN PC POOL QF3364 FR 11/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $303K | – | 0.00 |
| FED HM LN PC POOL QF4184 FR 12/52 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $435K | – | 0.00 |
| FED HM LN PC POOL QF4662 FR 12/52 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $452K | – | 0.00 |
| FED HM LN PC POOL QF4712 FR 12/52 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $395K | – | 0.00 |
| FED HM LN PC POOL QF5251 FR 01/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| FED HM LN PC POOL QF5252 FR 01/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FED HM LN PC POOL QF5394 FR 01/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL QF5408 FR 01/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FED HM LN PC POOL QF5416 FR 01/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FED HM LN PC POOL QF5531 FR 12/52 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $403K | – | 0.00 |
| FED HM LN PC POOL QF5666 FR 01/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL QF5680 FR 01/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FED HM LN PC POOL QF5825 FR 01/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $270K | – | 0.00 |
| FED HM LN PC POOL QF5899 FR 01/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FED HM LN PC POOL QF6216 FR 01/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $846K | – | 0.00 |
| FED HM LN PC POOL QF6444 FR 01/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $478K | – | 0.00 |
| FED HM LN PC POOL QF6516 FR 01/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $306K | – | 0.00 |
| FED HM LN PC POOL QF6551 FR 01/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $631K | – | 0.00 |
| FED HM LN PC POOL QF6672 FR 01/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $564K | – | 0.00 |
| FED HM LN PC POOL QF6673 FR 01/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FED HM LN PC POOL QF6803 FR 01/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FED HM LN PC POOL QF6930 FR 02/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL QF6934 FR 02/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL QF6948 FR 02/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FED HM LN PC POOL QF7073 FR 02/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FED HM LN PC POOL QF7144 FR 02/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $470K | – | 0.00 |
| FED HM LN PC POOL QF7145 FR 02/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FED HM LN PC POOL QF7483 FR 02/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19M | – | 0.01 |
| FED HM LN PC POOL QF7557 FR 02/53 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $496K | – | 0.00 |
| FED HM LN PC POOL QF7774 FR 02/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $811K | – | 0.00 |
| FED HM LN PC POOL QF8052 FR 02/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| FED HM LN PC POOL QF8067 FR 02/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $890K | – | 0.00 |
| FED HM LN PC POOL QF8197 FR 02/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $700K | – | 0.00 |
| FED HM LN PC POOL QF8222 FR 02/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $362K | – | 0.00 |
| FED HM LN PC POOL QF8267 FR 03/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FED HM LN PC POOL QF8298 FR 03/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FED HM LN PC POOL QF8351 FR 03/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FED HM LN PC POOL QF8391 FR 02/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $740K | – | 0.00 |
| FED HM LN PC POOL QF8462 FR 03/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FED HM LN PC POOL QF8468 FR 03/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FED HM LN PC POOL QF8551 FR 03/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $234K | – | 0.00 |
| FED HM LN PC POOL QF8552 FR 03/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| FED HM LN PC POOL QF8554 FR 03/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FED HM LN PC POOL QF8669 FR 02/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $928K | – | 0.00 |
| FED HM LN PC POOL QF8686 FR 02/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $897K | – | 0.00 |
| FED HM LN PC POOL QF8687 FR 02/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL QF8691 FR 02/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $583K | – | 0.00 |
| FED HM LN PC POOL QF8790 FR 03/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| FED HM LN PC POOL QF9076 FR 03/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| FED HM LN PC POOL QF9106 FR 02/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $944K | – | 0.00 |
| FED HM LN PC POOL QF9943 FR 04/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FED HM LN PC POOL QG0979 FR 04/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| FED HM LN PC POOL QG1025 FR 04/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| FED HM LN PC POOL QG1246 FR 04/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| FED HM LN PC POOL QG1368 FR 04/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| FED HM LN PC POOL QG2167 FR 04/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL QG2168 FR 05/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| FED HM LN PC POOL QG2414 FR 04/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| FED HM LN PC POOL QG2632 FR 05/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FED HM LN PC POOL QG2634 FR 05/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $681K | – | 0.00 |
| FED HM LN PC POOL QG3197 FR 05/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL QG4978 FR 06/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FED HM LN PC POOL QG5125 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $304K | – | 0.00 |
| FED HM LN PC POOL QG5478 FR 06/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL QG5480 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FED HM LN PC POOL QG5586 FR 06/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL QG6041 FR 07/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $295K | – | 0.00 |
| FED HM LN PC POOL QG6142 FR 06/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL QG6450 FR 07/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FED HM LN PC POOL QG6558 FR 07/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| FED HM LN PC POOL QG6560 FR 07/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40M | – | 0.03 |
| FED HM LN PC POOL QG6749 FR 05/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FED HM LN PC POOL QG6844 FR 07/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $478K | – | 0.00 |
| FED HM LN PC POOL QG6927 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $919K | – | 0.00 |
| FED HM LN PC POOL QG7216 FR 07/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| FED HM LN PC POOL QG7530 FR 07/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FED HM LN PC POOL QG8413 FR 08/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FED HM LN PC POOL QG8599 FR 08/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $491K | – | 0.00 |
| FED HM LN PC POOL QG8691 FR 08/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL QG9119 FR 08/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $944K | – | 0.00 |
| FED HM LN PC POOL QG9296 FR 08/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| FED HM LN PC POOL QH0139 FR 08/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FED HM LN PC POOL QH0352 FR 09/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $887K | – | 0.00 |
| FED HM LN PC POOL QH0476 FR 09/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FED HM LN PC POOL QH2941 FR 10/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FED HM LN PC POOL QH2943 FR 10/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FED HM LN PC POOL QH3016 FR 10/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FED HM LN PC POOL QH3540 FR 11/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL QH4857 FR 11/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FED HM LN PC POOL QH5196 FR 11/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.00 |
| FED HM LN PC POOL QH5236 FR 11/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $902K | – | 0.00 |
| FED HM LN PC POOL QH5911 FR 12/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FED HM LN PC POOL QH6141 FR 11/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL QH6440 FR 12/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FED HM LN PC POOL QH7467 FR 12/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $843K | – | 0.00 |
| FED HM LN PC POOL QH7815 FR 01/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $748K | – | 0.00 |
| FED HM LN PC POOL QH7841 FR 01/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FED HM LN PC POOL QH7851 FR 01/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $442K | – | 0.00 |
| FED HM LN PC POOL QH8919 FR 01/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| FED HM LN PC POOL QH9252 FR 01/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $485K | – | 0.00 |
| FED HM LN PC POOL QI0981 FR 02/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $625K | – | 0.00 |
| FED HM LN PC POOL QI1060 FR 03/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL QI1475 FR 03/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL QI1965 FR 03/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL QI1978 FR 03/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FED HM LN PC POOL QN1099 FR 12/34 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL QN1106 FR 12/34 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FED HM LN PC POOL QN1186 FR 12/34 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FED HM LN PC POOL QN1370 FR 01/35 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FED HM LN PC POOL QN1374 FR 01/35 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FED HM LN PC POOL QN1377 FR 01/35 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FED HM LN PC POOL QN9983 FR 04/37 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $408K | – | 0.00 |
| FED HM LN PC POOL QN9986 FR 04/37 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $467K | – | 0.00 |
| FED HM LN PC POOL RA1544 FR 10/49 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $585K | – | 0.00 |
| FED HM LN PC POOL RA2134 FR 02/50 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19M | – | 0.01 |
| FED HM LN PC POOL RA2313 FR 03/50 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FED HM LN PC POOL RA2400 FR 04/50 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| FED HM LN PC POOL RA2568 FR 01/50 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FED HM LN PC POOL RA3586 FR 09/50 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FED HM LN PC POOL RA3607 FR 09/50 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FED HM LN PC POOL RA4919 FR 03/51 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FED HM LN PC POOL RA6115 FR 10/51 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FED HM LN PC POOL RA7306 FR 05/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FED HM LN PC POOL RA7554 FR 06/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $858K | – | 0.00 |
| FED HM LN PC POOL RA7617 FR 07/52 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL RA7857 FR 08/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FED HM LN PC POOL RA7922 FR 09/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FED HM LN PC POOL RA8135 FR 10/52 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FED HM LN PC POOL RA8190 FR 11/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL RA8274 FR 12/52 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FED HM LN PC POOL RA8880 FR 04/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FED HM LN PC POOL RA8904 FR 04/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $859K | – | 0.00 |
| FED HM LN PC POOL RA9167 FR 06/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL RA9725 FR 03/53 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL RA9800 FR 09/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FED HM LN PC POOL RB5001 FR 07/39 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $661K | – | 0.00 |
| FED HM LN PC POOL RB5003 FR 08/39 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| FED HM LN PC POOL RB5007 FR 09/39 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $315K | – | 0.00 |
| FED HM LN PC POOL RB5012 FR 10/39 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FED HM LN PC POOL RB5018 FR 11/39 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FED HM LN PC POOL RB5019 FR 10/39 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FED HM LN PC POOL RB5021 FR 10/39 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $268K | – | 0.00 |
| FED HM LN PC POOL RB5022 FR 11/39 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $901K | – | 0.00 |
| FED HM LN PC POOL RB5023 FR 11/39 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $225K | – | 0.00 |
| FED HM LN PC POOL RB5036 FR 01/40 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FED HM LN PC POOL RB5037 FR 03/40 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL RB5039 FR 03/40 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FED HM LN PC POOL RB5050 FR 05/40 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $346K | – | 0.00 |
| FED HM LN PC POOL RB5061 FR 07/40 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $272K | – | 0.00 |
| FED HM LN PC POOL RB5110 FR 05/41 FIXED 1.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $630K | – | 0.00 |
| FED HM LN PC POOL RJ0005 FR 10/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FED HM LN PC POOL RJ0052 FR 10/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| FED HM LN PC POOL RJ0203 FR 11/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FED HM LN PC POOL RJ0328 FR 11/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36M | – | 0.02 |
| FED HM LN PC POOL SB0048 FR 08/34 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL SB8000 FR 07/34 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL SB8002 FR 08/34 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FED HM LN PC POOL SB8006 FR 09/34 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL SB8011 FR 10/34 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FED HM LN PC POOL SB8016 FR 11/34 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FED HM LN PC POOL SB8021 FR 12/34 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL SB8036 FR 03/35 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FED HM LN PC POOL SB8054 FR 07/35 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| FED HM LN PC POOL SB8059 FR 08/35 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FED HM LN PC POOL SC0084 FR 10/40 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48M | – | 0.03 |
| FED HM LN PC POOL SC0086 FR 10/40 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23M | – | 0.01 |
| FED HM LN PC POOL SD0210 FR 12/49 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32M | – | 0.02 |
| FED HM LN PC POOL SD0265 FR 02/50 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27M | – | 0.02 |
| FED HM LN PC POOL SD1382 FR 08/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $650K | – | 0.00 |
| FED HM LN PC POOL SD1640 FR 09/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FED HM LN PC POOL SD1703 FR 09/52 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FED HM LN PC POOL SD1818 FR 10/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FED HM LN PC POOL SD1966 FR 11/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FED HM LN PC POOL SD2065 FR 12/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FED HM LN PC POOL SD2066 FR 12/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| FED HM LN PC POOL SD2079 FR 10/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| FED HM LN PC POOL SD2238 FR 02/53 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL SD2263 FR 12/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $429K | – | 0.00 |
| FED HM LN PC POOL SD2325 FR 03/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32M | – | 0.02 |
| FED HM LN PC POOL SD2384 FR 02/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $249K | – | 0.00 |
| FED HM LN PC POOL SD2452 FR 02/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FED HM LN PC POOL SD2661 FR 04/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FED HM LN PC POOL SD2870 FR 04/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| FED HM LN PC POOL SD2902 FR 05/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL SD2978 FR 04/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $271K | – | 0.00 |
| FED HM LN PC POOL SD2981 FR 05/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $260K | – | 0.00 |
| FED HM LN PC POOL SD3041 FR 05/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| FED HM LN PC POOL SD3117 FR 07/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| FED HM LN PC POOL SD3174 FR 06/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FED HM LN PC POOL SD3215 FR 02/53 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL SD3237 FR 05/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| FED HM LN PC POOL SD3386 FR 07/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| FED HM LN PC POOL SD3419 FR 04/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| FED HM LN PC POOL SD3443 FR 05/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| FED HM LN PC POOL SD3825 FR 09/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48M | – | 0.03 |
| FED HM LN PC POOL SD7511 FR 01/50 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL SD7518 FR 06/50 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $129M | – | 0.08 |
| FED HM LN PC POOL SD8064 FR 05/50 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL SD8144 FR 03/51 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FED HM LN PC POOL SD8217 FR 04/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $386K | – | 0.00 |
| FED HM LN PC POOL SD8222 FR 06/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL SD8227 FR 07/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FED HM LN PC POOL SD8237 FR 08/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FED HM LN PC POOL SD8244 FR 09/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $845M | – | 0.55 |
| FED HM LN PC POOL SD8256 FR 10/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $152M | – | 0.10 |
| FED HM LN PC POOL SD8258 FR 10/52 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL SD8260 FR 09/52 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FED HM LN PC POOL SD8265 FR 11/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20M | – | 0.01 |
| FED HM LN PC POOL SD8267 FR 11/52 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FED HM LN PC POOL SD8268 FR 11/52 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FED HM LN PC POOL SD8277 FR 12/52 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $930K | – | 0.00 |
| FED HM LN PC POOL SD8286 FR 01/53 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $686K | – | 0.00 |
| FED HM LN PC POOL SD8290 FR 01/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| FED HM LN PC POOL SD8300 FR 02/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $77M | – | 0.05 |
| FED HM LN PC POOL SD8301 FR 02/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL SD8308 FR 03/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL SD8309 FR 03/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28M | – | 0.02 |
| FED HM LN PC POOL SD8316 FR 04/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23M | – | 0.02 |
| FED HM LN PC POOL SD8317 FR 04/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FED HM LN PC POOL SD8322 FR 05/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24M | – | 0.02 |
| FED HM LN PC POOL SD8331 FR 06/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45M | – | 0.03 |
| FED HM LN PC POOL SD8332 FR 06/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FED HM LN PC POOL SD8333 FR 06/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FED HM LN PC POOL SD8341 FR 07/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $955K | – | 0.00 |
| FED HM LN PC POOL SD8344 FR 07/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FED HM LN PC POOL SD8347 FR 08/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $391K | – | 0.00 |
| FED HM LN PC POOL SD8351 FR 08/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FED HM LN PC POOL SD8360 FR 09/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $62M | – | 0.04 |
| FED HM LN PC POOL SD8369 FR 10/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $227M | – | 0.15 |
| FED HM LN PC POOL SD8374 FR 11/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $96M | – | 0.06 |
| FED HM LN PC POOL SD8385 FR 12/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $706M | – | 0.46 |
| FED HM LN PC POOL SD8397 FR 01/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $560M | – | 0.36 |
| FED HM LN PC POOL SD8403 FR 02/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $425M | – | 0.28 |
| FED HM LN PC POOL SD8410 FR 03/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $409M | – | 0.27 |
| FED HM LN PC POOL SD8422 FR 04/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $153M | – | 0.10 |
| FED HM LN PC POOL SI2002 FR 03/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $349K | – | 0.00 |
| FED HM LN PC POOL V83444 FG 09/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FED HM LN PC POOL V83445 FG 09/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FED HM LN PC POOL V83453 FG 10/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FED HM LN PC POOL V83495 FG 10/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| FED HM LN PC POOL V83496 FG 10/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FED HM LN PC POOL V83497 FG 10/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FED HM LN PC POOL V83592 FG 11/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FED HM LN PC POOL V83790 FG 12/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FED HM LN PC POOL V83886 FG 01/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FED HM LN PC POOL V83953 FG 03/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $677K | – | 0.00 |
| FED HM LN PC POOL V84062 FG 03/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FED HM LN PC POOL V84111 FG 03/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $783K | – | 0.00 |
| FED HM LN PC POOL V84237 FG 05/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FED HM LN PC POOL V84293 FG 05/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $383K | – | 0.00 |
| FED HM LN PC POOL V84296 FG 05/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL V84392 FG 06/48 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL V84748 FG 10/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL Z40117 FG 04/45 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FED HM LN PC POOL ZA1936 FR 05/26 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $903.72 | – | 0.00 |
| FED HM LN PC POOL ZA1988 FR 04/27 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FED HM LN PC POOL ZA2032 FR 11/27 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FED HM LN PC POOL ZA2111 FR 01/29 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FED HM LN PC POOL ZA2519 FR 08/38 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| FED HM LN PC POOL ZA2522 FR 09/38 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FED HM LN PC POOL ZA2703 FR 04/27 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $491K | – | 0.00 |
| FED HM LN PC POOL ZA2714 FR 04/27 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $500K | – | 0.00 |
| FED HM LN PC POOL ZA2847 FR 06/27 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FED HM LN PC POOL ZA3033 FR 10/38 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FED HM LN PC POOL ZA3910 FR 04/32 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FED HM LN PC POOL ZA4953 FR 07/47 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| FED HM LN PC POOL ZA5250 FR 01/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FED HM LN PC POOL ZA5449 FR 05/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| FED HM LN PC POOL ZA5454 FR 06/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $404K | – | 0.00 |
| FED HM LN PC POOL ZA5866 FR 12/38 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FED HM LN PC POOL ZA5894 FR 11/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $223K | – | 0.00 |
| FED HM LN PC POOL ZA6102 FR 12/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FED HM LN PC POOL ZA6152 FR 01/39 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FED HM LN PC POOL ZA6289 FR 02/39 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $251K | – | 0.00 |
| FED HM LN PC POOL ZA6402 FR 03/39 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL ZA6403 FR 03/39 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $331K | – | 0.00 |
| FED HM LN PC POOL ZA7078 FR 06/39 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FED HM LN PC POOL ZA7079 FR 06/39 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $221K | – | 0.00 |
| FED HM LN PC POOL ZI4145 FR 01/36 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $769.55 | – | 0.00 |
| FED HM LN PC POOL ZI5095 FR 07/36 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $120.35 | – | 0.00 |
| FED HM LN PC POOL ZI6345 FR 08/37 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $606.22 | – | 0.00 |
| FED HM LN PC POOL ZI8313 FR 11/38 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FED HM LN PC POOL ZI9567 FR 12/39 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FED HM LN PC POOL ZJ0481 FR 09/40 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $214K | – | 0.00 |
| FED HM LN PC POOL ZJ0722 FR 11/40 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FED HM LN PC POOL ZJ0779 FR 12/40 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FED HM LN PC POOL ZJ3074 FR 10/28 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL ZK2725 FR 11/25 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FED HM LN PC POOL ZK2919 FR 01/26 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $986.29 | – | 0.00 |
| FED HM LN PC POOL ZK3704 FR 11/26 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FED HM LN PC POOL ZK3774 FR 12/26 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FED HM LN PC POOL ZK3848 FR 01/27 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $290K | – | 0.00 |
| FED HM LN PC POOL ZK3968 FR 03/27 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FED HM LN PC POOL ZK4162 FR 05/27 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FED HM LN PC POOL ZK4282 FR 07/27 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FED HM LN PC POOL ZK4372 FR 08/27 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL ZK7588 FR 02/29 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FED HM LN PC POOL ZK7590 FR 01/29 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL ZK9107 FR 12/32 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $235K | – | 0.00 |
| FED HM LN PC POOL ZK9230 FR 01/33 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL ZL1230 FR 04/41 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL ZL2227 FR 10/41 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| FED HM LN PC POOL ZL2322 FR 11/41 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL ZM0804 FR 02/46 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FED HM LN PC POOL ZM2300 FR 12/46 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FED HM LN PC POOL ZM2885 FR 03/47 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FED HM LN PC POOL ZM3236 FR 05/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| FED HM LN PC POOL ZM3527 FR 06/47 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FED HM LN PC POOL ZM4259 FR 09/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $240K | – | 0.00 |
| FED HM LN PC POOL ZM4305 FR 09/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FED HM LN PC POOL ZM4352 FR 10/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FED HM LN PC POOL ZM4353 FR 10/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FED HM LN PC POOL ZM4412 FR 10/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $464K | – | 0.00 |
| FED HM LN PC POOL ZM4882 FR 10/33 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FED HM LN PC POOL ZM5420 FR 01/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $468K | – | 0.00 |
| FED HM LN PC POOL ZM6127 FR 04/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $550K | – | 0.00 |
| FED HM LN PC POOL ZM6138 FR 04/48 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $506K | – | 0.00 |
| FED HM LN PC POOL ZM7491 FR 07/48 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| FED HM LN PC POOL ZM8015 FR 09/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FED HM LN PC POOL ZM8628 FR 10/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FED HM LN PC POOL ZN1675 FR 11/38 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FED HM LN PC POOL ZN1981 FR 12/48 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL ZN3502 FR 02/49 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| FED HM LN PC POOL ZN3796 FR 03/39 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $302K | – | 0.00 |
| FED HM LN PC POOL ZN3797 FR 03/39 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL ZN4642 FR 12/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23M | – | 0.01 |
| FED HM LN PC POOL ZN4674 FR 12/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL ZN4960 FR 04/49 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FED HM LN PC POOL ZS0503 FR 06/30 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $501.37 | – | 0.00 |
| FED HM LN PC POOL ZS0655 FR 08/32 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL ZS0928 FR 09/35 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FED HM LN PC POOL ZS1017 FR 01/36 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL ZS1430 FR 03/37 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL ZS2248 FR 08/37 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL ZS3208 FR 04/41 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL ZS3940 FR 06/38 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FED HM LN PC POOL ZS4219 FR 12/35 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $597.58 | – | 0.00 |
| FED HM LN PC POOL ZS4652 FR 02/46 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL ZS4696 FR 12/46 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| FED HM LN PC POOL ZS4710 FR 03/47 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL ZS4711 FR 02/47 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FED HM LN PC POOL ZS4714 FR 04/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $349K | – | 0.00 |
| FED HM LN PC POOL ZS4718 FR 05/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $335K | – | 0.00 |
| FED HM LN PC POOL ZS4730 FR 08/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $231K | – | 0.00 |
| FED HM LN PC POOL ZS4732 FR 08/47 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL ZS4743 FR 11/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FED HM LN PC POOL ZS4744 FR 11/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FED HM LN PC POOL ZS4748 FR 12/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| FED HM LN PC POOL ZS4756 FR 02/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $453K | – | 0.00 |
| FED HM LN PC POOL ZS4792 FR 09/48 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL ZS6765 FR 08/28 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FED HM LN PC POOL ZS7100 FR 02/30 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FED HM LN PC POOL ZS7102 FR 07/28 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| FED HM LN PC POOL ZS7190 FR 03/30 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FED HM LN PC POOL ZS7442 FR 03/26 FIXED 2 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FED HM LN PC POOL ZS7751 FR 01/29 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FED HM LN PC POOL ZS8020 FR 09/27 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FED HM LN PC POOL ZS8117 FR 07/33 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $223K | – | 0.00 |
| FED HM LN PC POOL ZS8482 FR 03/28 FIXED 2 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FED HM LN PC POOL ZS8502 FR 10/28 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FED HM LN PC POOL ZS8636 FR 01/32 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| FED HM LN PC POOL ZS8789 FR 09/25 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL ZS8805 FR 07/26 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FED HM LN PC POOL ZS8894 FR 09/25 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FED HM LN PC POOL ZS9276 FR 03/37 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $255K | – | 0.00 |
| FED HM LN PC POOL ZS9770 FR 04/46 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FED HM LN PC POOL ZS9978 FR 09/46 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FED HM LN PC POOL ZT0522 FR 09/48 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $809K | – | 0.00 |
| FED HM LN PC POOL ZT0789 FR 10/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $319K | – | 0.00 |
| FED HM LN PC POOL ZT1381 FR 04/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| FED HM LN PC POOL ZT1483 FR 10/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $278K | – | 0.00 |
| FED HM LN PC POOL ZT1640 FR 01/49 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| FED HM LN PC POOL ZT1776 FR 03/49 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $348K | – | 0.00 |
| FED HM LN PC POOL ZT1798 FR 03/34 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $214K | – | 0.00 |
| FED HM LN PC POOL ZT1866 FR 04/49 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL ZT2089 FR 06/49 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $935K | – | 0.00 |
| FFC PASS THROUGH TRUST PASS THRU CE 144A 07/53 5.141 (FFC SENIOR NOTE LEASE-BACKED PASS-THROUGH TRUST) | Long | Debt | US | $41M | – | 0.03 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K112 X1 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES K112) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG03 X1 (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KG03) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KSG1 X1 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KSJ1) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q012 X (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q012) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 32 A1 (FHLMC STRUCTURED PASS THRU SEC T-32) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 61 1A1 (FHLMC STRUCTURED PASS THRU SEC T-61) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FIELDSTONE MORTGAGE INVESTMENT FMIC 2005 1 M6 (FIELDSTONE MTGE INVESTMENT CORP 2005-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FIELDSTONE MORTGAGE INVESTMENT FMIC 2005 3 M1 (FIELDSTONE MTGE INVESTMENT CORP 2005-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FIELDSTONE MORTGAGE INVESTMENT FMIC 2006 1 A2 (FIELDSTONE MORTGAGE INVESTMENT TRUST SERIES 2006-1) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| FIELDSTONE MORTGAGE INVESTMENT FMIC 2006 3 2A2 (FIELDSTONE MORTGAGE INVESTMENT TRUST SERIES 2006-3) | Long | ABS-mortgage backed security | US | $946K | – | 0.00 |
| FINANCE AMERICA MORTGAGE LOAN FINA 2003 1 M1 (FINANCE AMERICA MORTGAGE LOAN TR 2003-1) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FINASTRA USA INC 2023 REVOLVER | Long | Loan | US | $6M | – | 0.00 |
| FINASTRA USA INC 2023 TERM LOAN | Long | Loan | US | $56M | – | 0.04 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2003 FF3 1A (FIRST FRANKLIN MTG LN ASSET CERT2003-FF3) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2003 FF5 M3 (FIRST FRANKLIN MTG LN ASSET 2003-FF5) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF10 M1 (FIRST FRANKLIN MTG LOAN 2004-FF10) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF2 M5 (FIRST FRANKLIN MTG LN ASSET BKD 2004-FF2) | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF3 M1 (FIRST FRANKLIN MTG LN ABS CERT 2004-FF3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF3 M2 (FIRST FRANKLIN MTG LN ABS CERT 2004-FF3) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF6 M2 (FIRST FRANKLIN MTG LOAN ASSET 2004-FF6) | Long | ABS-mortgage backed security | US | $956K | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF7 M4 (FIRST FRANKLIN MTG LN ABS CERT 2004-FF7) | Long | ABS-mortgage backed security | US | $595K | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF8 M3 (FIRST FRANKLIN MTG LN ASSET CERT2004-FF8) | Long | ABS-mortgage backed security | US | $905K | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF1 M2 (FIRST FRANKLIN MTG LOAN ABS 2005-FF1) | Long | ABS-mortgage backed security | US | $635K | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF1 M3 (FIRST FRANKLIN MTG LOAN ABS 2005-FF1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF10 A5 (FIRST FRANKLIN MTG LOAN ABS 2005-FF10) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2 (FIRST FRANKLIN MTG LOAN 2005-FF12) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF4 M4 (FIRST FRANKLIN MTG LOAN 2005-FF4) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF5 M4 (FIRST FRANKLIN MTG LOAN 2005-FF5) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF7 M4 (FIRST FRANKLIN MTG LOAN 2005-FF7) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF8 M2 (FIRST FRANKLIN MTG LN ASSET CERT2005-FF8) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF8 M3 (FIRST FRANKLIN MTG LN ASSET CERT2005-FF8) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF9 M1 (FIRST FRANKLIN MTG LOAN ABS 2005-FF9) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FFH1 M2 (FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES 2005-FFH1) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FFH2 M3 144A (FIRST FRANKIN MORTGAGE LOAN TRUST 2005-FFH2) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FFH3 M4 (FIRST FRANKLIN MTG LOAN ASSET 2005-FFH3) | Long | ABS-mortgage backed security | US | $29M | – | 0.02 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF1 M1 (FIRST FRANKLIN MTG LOAN 2006-FF1) | Long | ABS-mortgage backed security | US | $801K | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF10 A1 (FIRST FRANKLIN MTG LOAN ABS 2006-FF10) | Long | ABS-mortgage backed security | US | $237K | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF11 2A3 (FIRST FRANKLIN MTG LOAN ABS 2006-FF11) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF12 A1 (FIRST FRANKLIN MTG LOAN 2006-FF12) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF12 A5 (FIRST FRANKLIN MTG LOAN 2006-FF12) | Long | ABS-mortgage backed security | US | $27M | – | 0.02 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF15 A1 (FIRST FRANKLIN MTG LOAN ABS 2006-FF15) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF15 A2 (FIRST FRANKLIN MTG LOAN ABS 2006-FF15) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF15 A5 (FIRST FRANKLIN MTG LOAN ABS 2006-FF15) | Long | ABS-mortgage backed security | US | $238K | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF15 A6 (FIRST FRANKLIN MTG LOAN ABS 2006-FF15) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF16 2A3 (FIRST FRANKLIN MTG LOAN ABS 2006-FF16) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF17 A5 (FIRST FRANKLIN MTG LOAN ABS 2006-FF17) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF18 A2C (FIRST FRANKLIN MTG LOAN 2006-FF18) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF18 A2D (FIRST FRANKLIN MTG LOAN 2006-FF18) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF2 A1 (FIFIRST FRANKLIN MTG LOAN ABS 2006-FF2) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF3 A2C (FIRST FRANKLIN MORTGAGE LOAN TRUS 2006-FF3) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF3 M1 (FIRST FRANKLIN MORTGAGE LOAN TRUS 2006-FF3) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF4 M1 (FIRST FRANKLIN MTG LOAN ABS 2006-FF4) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF6 M1 (FIRST FRANKIN MORTGAGE LOAN TRUST 2006-FF6) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF7 2A3 (FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF7) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF8 IIA4 (FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF8) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2007 FF1 A2D (FIRST FRANKLIN MTG LOAN ABS 2007-FF1) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| FIRST HELP FINANCIAL LLC FHF 2022 1A A 144A (FHF TRUST 2022-1A) | Long | ABS-other | US | $9M | – | 0.01 |
| FIRST HELP FINANCIAL LLC FHF 2023 2A A2 144A (FHF ISSUER TRUST 2023-2A) | Long | ABS-other | US | $26M | – | 0.02 |
| FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A (FHF ISSUER TRUST 2024-1A) | Long | ABS-other | US | $28M | – | 0.02 |
| FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A (FHF ISSUER TRUST 2024-2A) | Long | ABS-other | US | $21M | – | 0.01 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2004 AA2 2A1 (FIRST HORIZON ALT MTGE SEC 2004-AA2) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2004 AA7 2A1 (FIRST HORIZON ALT MTGE SEC 2004-AA7) | Long | ABS-mortgage backed security | US | $328K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA10 2A1 (FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 2005-AA10) | Long | ABS-mortgage backed security | US | $641K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA11 2A1 (FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST 2005-AA11) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA12 1A1 (FIRST HORIZON ALT MTGE SEC 2005-AA12) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA2 1A1 (FIRST HORIZON ALT MTGE SEC 2005-AA2) | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA2 2A1 (FIRST HORIZON ALT MTGE SEC 2005-AA2) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA6 2A1 (FIRST HORIZON ALT MTG SEC 2005-AA6) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA6 3A1 (FIRST HORIZON ALT MTG SEC 2005-AA6) | Long | ABS-mortgage backed security | US | $487K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA7 2A1 (FIRST HORIZON ALT MTGE SEC 2005-AA7) | Long | ABS-mortgage backed security | US | $556K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 FA11 1A4A (FIRST HORIZON ALT MTGE SEC 2005-FA11) | Long | ABS-mortgage backed security | US | $988K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 AA1 2A1 (FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 2006-AA1) | Long | ABS-mortgage backed security | US | $547K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 AA5 A1 (FIRST HORIZON ALT MTG SEC 2006-AA5) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA1 1A1 (FIRST HORIZON ALT MTG SEC 2006-FA1) | Long | ABS-mortgage backed security | US | $459K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA6 2A5 (FIRST HORIZON ALT MTG SEC 2006-FA6) | Long | ABS-mortgage backed security | US | $316K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA6 2A7 (FIRST HORIZON ALT MTG SEC 2006-FA6) | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA6 2A8 (FIRST HORIZON ALT MTG SEC 2006-FA6) | Long | ABS-mortgage backed security | US | $238K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA8 1A8 (FIRST HORIZON ALT MTG SEC 2006-FA8) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2007 FA2 1A6 (FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 2007-FA2) | Long | ABS-other | US | $168K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2007 FA4 1A8 (FIRST HORIZON ALTER MTGE SEC 2007-FA4) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR3 2A1 (FIRST HORIZON MTGE PASS-THRU TR 2005-AR3) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR4 2A1 (FIRST HORIZON MTGE PASS-THRU TR 2005-AR4) | Long | ABS-mortgage backed security | US | $376K | – | 0.00 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR5 3A1 (FIRST HORIZON MTGE PASS-THRU TR 2005-AR5) | Long | ABS-mortgage backed security | US | $724.04 | – | 0.00 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2006 AR4 1A2 (FIRST HORIZON MTGE PT TR 2006-AR4) | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2007 2 1A5 (FIRST HORIZON MTGE PT TR 2007-2) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2007 AR1 1A1 (FIRST HORIZON MTGE PT TR 2007-AR1) | Long | ABS-mortgage backed security | US | $595K | – | 0.00 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2007 AR3 1A1 (FIRST HORIZON MTGE PT TR 2007-AR3) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FIRST INVESTORS AUTO OWNER TRU FIAOT 2023 1A A 144A (FIRST INVESTORS AUTO OWNER TRUST 2023-1A) | Long | ABS-other | US | $26M | – | 0.02 |
| FIRST NLC TRUST FNLC 2005 1 M6 (FIRST NLC TRUST 2005-1) | Long | ABS-mortgage backed security | US | $9.87 | – | – |
| FIRST NLC TRUST FNLC 2005 1 M8 (FIRST NLC TRUST 2005-1) | Long | ABS-mortgage backed security | US | $0.89 | – | – |
| FIRST NLC TRUST FNLC 2007 1 A1 144A (FIRST NLC TRUST 2007-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $53M | – | 0.03 |
| FLAGSHIP CREDIT AUTO TRUST FCAT 2022 2 B 144A (FLAGSHIP CREDIT AUTO TRUST 2022-2) | Long | ABS-other | US | $19M | – | 0.01 |
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A (FLAGSHIP CREDIT AUTO TRUST 2024-1) | Long | ABS-other | US | $47M | – | 0.03 |
| FNMA POOL 031848 FN 08/26 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $245.65 | – | 0.00 |
| FNMA POOL 064731 FN 12/27 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $805.07 | – | 0.00 |
| FNMA POOL 190301 FN 04/29 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $385.1 | – | 0.00 |
| FNMA POOL 190328 FN 12/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FNMA POOL 238575 FN 03/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 252162 FN 12/28 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $603.02 | – | 0.00 |
| FNMA POOL 254345 FN 06/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 254621 FN 01/33 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $821.22 | – | 0.00 |
| FNMA POOL 255071 FN 01/34 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 255511 FN 11/24 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 255778 FN 05/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 255912 FN 09/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $540.71 | – | 0.00 |
| FNMA POOL 255955 FN 10/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 255970 FN 10/25 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 256030 FN 11/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 256310 FN 07/26 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA POOL 256343 FN 06/26 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 256461 FN 10/26 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 256535 FN 11/26 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 256556 FN 01/27 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 256571 FN 12/26 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL 256708 FN 03/27 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL 256738 FN 05/27 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 256885 FN 09/27 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FNMA POOL 256946 FN 10/27 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL 257179 FN 04/28 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 257247 FN 06/48 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 257425 FN 09/28 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 258749 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA POOL 291258 FN 09/24 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $641.15 | – | 0.00 |
| FNMA POOL 310188 FN 10/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11.98 | – | – |
| FNMA POOL 313649 FN 08/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $752.96 | – | 0.00 |
| FNMA POOL 323380 FN 10/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $501.61 | – | 0.00 |
| FNMA POOL 323862 FN 08/29 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $785.69 | – | 0.00 |
| FNMA POOL 323865 FN 07/29 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $970.4 | – | 0.00 |
| FNMA POOL 324496 FN 03/26 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 325073 FN 10/25 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $233.09 | – | 0.00 |
| FNMA POOL 337790 FN 02/26 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $409.46 | – | 0.00 |
| FNMA POOL 351137 FN 05/26 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 351141 FN 06/26 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 368959 FN 10/25 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $993.14 | – | 0.00 |
| FNMA POOL 376295 FN 03/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $694.32 | – | 0.00 |
| FNMA POOL 397362 FN 04/27 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL 433469 FN 08/28 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 437734 FN 09/28 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $531.16 | – | 0.00 |
| FNMA POOL 504777 FN 10/29 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 520790 FN 04/28 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 535300 FN 05/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 535423 FN 07/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $491.88 | – | 0.00 |
| FNMA POOL 535599 FN 10/40 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 535614 FN 01/29 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $143.19 | – | 0.00 |
| FNMA POOL 535811 FN 04/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 535889 FN 04/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $801.06 | – | 0.00 |
| FNMA POOL 545064 FN 06/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 545762 FN 07/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 545874 FN 08/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL 555202 FN 01/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $569.16 | – | 0.00 |
| FNMA POOL 555405 FN 03/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL 567875 FN 09/30 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 576124 FN 06/31 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 583050 FN 05/31 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $506.25 | – | 0.00 |
| FNMA POOL 589499 FN 08/31 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 603505 FN 07/31 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $615.63 | – | 0.00 |
| FNMA POOL 606787 FN 10/31 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $474.36 | – | 0.00 |
| FNMA POOL 607012 FN 10/31 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $132.94 | – | 0.00 |
| FNMA POOL 607020 FN 10/31 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 607400 FN 11/31 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 607478 FN 09/31 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL 610645 FN 10/31 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $531.46 | – | 0.00 |
| FNMA POOL 614256 FN 12/31 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 617448 FN 01/32 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 617470 FN 12/31 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $372.69 | – | 0.00 |
| FNMA POOL 621586 FN 12/31 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL 623623 FN 02/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $977.29 | – | 0.00 |
| FNMA POOL 624885 FN 01/32 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 629091 FN 04/32 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $663.54 | – | 0.00 |
| FNMA POOL 633864 FN 03/32 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $487.8 | – | 0.00 |
| FNMA POOL 634585 FN 01/32 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 638023 FN 04/32 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 642345 FN 05/32 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL 644242 FN 08/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 651623 FN 07/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 653638 FN 07/32 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 655780 FN 08/32 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $509.49 | – | 0.00 |
| FNMA POOL 661646 FN 10/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 665301 FN 09/32 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $461.59 | – | 0.00 |
| FNMA POOL 670551 FN 08/32 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $822.61 | – | 0.00 |
| FNMA POOL 672786 FN 09/32 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $731.9 | – | 0.00 |
| FNMA POOL 695007 FN 03/33 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $391.14 | – | 0.00 |
| FNMA POOL 701043 FN 04/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $773.41 | – | 0.00 |
| FNMA POOL 704756 FN 03/33 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 725236 FN 03/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $677.82 | – | 0.00 |
| FNMA POOL 725266 FN 02/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $239K | – | 0.00 |
| FNMA POOL 725553 FN 09/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $293.81 | – | 0.00 |
| FNMA POOL 725851 FN 07/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL 733869 FN 12/32 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 735391 FN 12/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $939.76 | – | 0.00 |
| FNMA POOL 735691 FN 04/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 735721 FN 04/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $516.15 | – | 0.00 |
| FNMA POOL 739477 FN 10/33 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 739758 FN 08/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 743205 FN 10/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $352.16 | – | 0.00 |
| FNMA POOL 745316 FN 02/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $571.01 | – | 0.00 |
| FNMA POOL 745415 FN 01/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $666.05 | – | 0.00 |
| FNMA POOL 745933 FN 09/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 745974 FN 10/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 748135 FN 11/33 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 751501 FN 12/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 752884 FN 11/33 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $399.68 | – | 0.00 |
| FNMA POOL 758614 FN 11/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 763755 FN 02/34 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 765414 FN 08/34 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 771547 FN 03/34 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $453.36 | – | 0.00 |
| FNMA POOL 790044 FN 08/34 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FNMA POOL 793015 FN 10/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FNMA POOL 804641 FN 12/34 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 806506 FN 10/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 829332 FN 09/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 831646 FN 08/26 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 831679 FN 08/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 832684 FN 09/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA POOL 839304 FN 09/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 848577 FN 12/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 849058 FN 01/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 852414 FN 03/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $934.56 | – | 0.00 |
| FNMA POOL 870634 FN 07/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $148 | – | 0.00 |
| FNMA POOL 872239 FN 04/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 882305 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 885667 FN 10/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $587.84 | – | 0.00 |
| FNMA POOL 886394 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 888608 FN 05/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 889245 FN 02/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| FNMA POOL 889299 FN 04/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $504.81 | – | 0.00 |
| FNMA POOL 889312 FN 02/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA POOL 889453 FN 04/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL 889466 FN 05/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $900K | – | 0.00 |
| FNMA POOL 889529 FN 03/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FNMA POOL 889574 FN 08/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $456K | – | 0.00 |
| FNMA POOL 890200 FN 10/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 890263 FN 11/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 890306 FN 04/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL 890405 FN 01/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL 890696 FN 09/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 890762 FN 10/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| FNMA POOL 892617 FN 09/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 894221 FN 10/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 894625 FN 11/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 895072 FN 08/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 895564 FN 05/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 897160 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 897213 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 897819 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 899859 FN 11/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 900371 FN 09/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 901457 FN 10/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 902382 FN 11/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 903011 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL 903252 FN 10/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $669.22 | – | 0.00 |
| FNMA POOL 906131 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 909164 FN 03/38 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 918697 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FNMA POOL 923400 FN 06/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $598.91 | – | 0.00 |
| FNMA POOL 924742 FN 05/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FNMA POOL 928220 FN 04/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 928413 FN 06/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 931133 FN 05/39 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| FNMA POOL 931654 FN 07/24 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $172.8 | – | 0.00 |
| FNMA POOL 931874 FN 09/24 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 932349 FN 01/30 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 932837 FN 12/25 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 932872 FN 01/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 934262 FN 06/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 935990 FN 06/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 938338 FN 07/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 944617 FN 07/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $455K | – | 0.00 |
| FNMA POOL 946318 FN 09/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $137.98 | – | 0.00 |
| FNMA POOL 948690 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FNMA POOL 949191 FN 08/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 955282 FN 01/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FNMA POOL 961809 FN 02/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 962686 FN 04/38 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 994273 FN 07/24 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34.02 | – | – |
| FNMA POOL 995050 FN 09/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $397K | – | 0.00 |
| FNMA POOL 995724 FN 04/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $401K | – | 0.00 |
| FNMA POOL 995750 FN 05/29 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA POOL 995977 FN 05/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $490K | – | 0.00 |
| FNMA POOL AA2662 FN 02/39 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $380.85 | – | 0.00 |
| FNMA POOL AA3845 FN 03/39 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AA4552 FN 08/24 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL AA7666 FN 06/39 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FNMA POOL AA7693 FN 07/24 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AA8715 FN 06/39 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA POOL AA9137 FN 08/24 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41.51 | – | – |
| FNMA POOL AA9346 FN 08/39 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FNMA POOL AA9393 FN 07/39 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AA9442 FN 07/24 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $234.36 | – | 0.00 |
| FNMA POOL AA9746 FN 07/24 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AA9780 FN 07/24 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $137.08 | – | 0.00 |
| FNMA POOL AA9782 FN 07/24 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $596.38 | – | 0.00 |
| FNMA POOL AB0934 FN 04/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42.6 | – | – |
| FNMA POOL AB1367 FN 08/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AB1389 FN 08/40 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL AB1460 FN 09/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AB1466 FN 09/40 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $280K | – | 0.00 |
| FNMA POOL AB1471 FN 09/40 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AB1609 FN 10/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL AB1770 FN 11/25 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL AB1772 FN 11/25 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL AB1773 FN 11/25 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL AB1775 FN 11/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $597K | – | 0.00 |
| FNMA POOL AB1776 FN 11/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| FNMA POOL AB1937 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA POOL AB1938 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA POOL AB1939 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AB1940 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL AB2046 FN 01/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AB2142 FN 01/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AB2173 FN 01/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $249K | – | 0.00 |
| FNMA POOL AB2214 FN 02/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AB2256 FN 02/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA POOL AB2295 FN 02/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL AB2355 FN 03/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL AB2446 FN 03/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $233K | – | 0.00 |
| FNMA POOL AB2447 FN 03/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL AB2509 FN 03/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA POOL AB2753 FN 04/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AB3000 FN 05/31 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL AB3867 FN 11/41 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $366K | – | 0.00 |
| FNMA POOL AB3900 FN 11/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL AB3901 FN 11/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL AB4049 FN 12/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $366K | – | 0.00 |
| FNMA POOL AB4090 FN 12/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AB4103 FN 12/41 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL AB4225 FN 01/42 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL AB4300 FN 01/42 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AB4485 FN 02/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA POOL AB4927 FN 04/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FNMA POOL AB5124 FN 05/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA POOL AB5360 FN 06/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA POOL AB6198 FN 09/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL AB6244 FN 09/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $392K | – | 0.00 |
| FNMA POOL AB6373 FN 10/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FNMA POOL AB6382 FN 10/27 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FNMA POOL AB7989 FN 02/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FNMA POOL AB9008 FN 04/28 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $219K | – | 0.00 |
| FNMA POOL AB9277 FN 05/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $552K | – | 0.00 |
| FNMA POOL AB9651 FN 06/28 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL AC0522 FN 07/24 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $133.99 | – | 0.00 |
| FNMA POOL AC1224 FN 08/24 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AC1225 FN 08/24 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AC1249 FN 08/24 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $101.28 | – | 0.00 |
| FNMA POOL AC1375 FN 08/24 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $122.54 | – | 0.00 |
| FNMA POOL AC1524 FN 09/24 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $254.92 | – | 0.00 |
| FNMA POOL AC2990 FN 09/24 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL AC2995 FN 09/24 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA POOL AD0329 FN 09/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA POOL AD0392 FN 10/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $263K | – | 0.00 |
| FNMA POOL AD0855 FN 03/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AD1353 FN 01/40 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AD3808 FN 04/40 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AD3970 FN 06/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AD5139 FN 03/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AD5222 FN 05/30 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL AD5541 FN 05/30 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL AD6930 FN 06/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AD7726 FN 07/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $898.12 | – | 0.00 |
| FNMA POOL AD7853 FN 06/30 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $307K | – | 0.00 |
| FNMA POOL AD8172 FN 08/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AD8529 FN 08/40 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL AD9147 FN 08/40 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL AD9744 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FNMA POOL AD9745 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA POOL AE0034 FN 12/24 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AE0218 FN 08/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AE0443 FN 10/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AE0701 FN 12/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| FNMA POOL AE0703 FN 12/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AE0705 FN 01/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AE0949 FN 02/41 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL AE0971 FN 05/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL AE1349 FN 08/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $812.49 | – | 0.00 |
| FNMA POOL AE1851 FN 08/30 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AE2771 FN 08/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL AE4350 FN 10/40 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL AE5486 FN 10/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL AE5913 FN 11/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AE6140 FN 10/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AE6384 FN 01/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $613.66 | – | 0.00 |
| FNMA POOL AE6825 FN 11/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AE6942 FN 11/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AE7012 FN 10/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AE7050 FN 11/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AE7075 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $254K | – | 0.00 |
| FNMA POOL AE7088 FN 12/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AE7110 FN 10/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AE7202 FN 11/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL AE7204 FN 11/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL AE7356 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AE7608 FN 11/25 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AE7754 FN 11/25 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL AE7755 FN 11/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FNMA POOL AE7919 FN 11/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $620.73 | – | 0.00 |
| FNMA POOL AE8102 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AE8247 FN 11/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL AE8635 FN 11/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL AE8643 FN 11/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $821.9 | – | 0.00 |
| FNMA POOL AE8703 FN 11/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FNMA POOL AE8706 FN 11/25 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL AE9358 FN 11/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $593.52 | – | 0.00 |
| FNMA POOL AH0634 FN 01/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AH0773 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL AH0942 FN 12/40 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FNMA POOL AH0943 FN 12/40 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AH0973 FN 12/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AH1413 FN 01/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA POOL AH1447 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA POOL AH1526 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $214K | – | 0.00 |
| FNMA POOL AH1527 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA POOL AH1907 FN 03/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $399.59 | – | 0.00 |
| FNMA POOL AH2108 FN 01/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL AH2377 FN 01/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AH2720 FN 01/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL AH2811 FN 02/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AH2876 FN 02/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $213K | – | 0.00 |
| FNMA POOL AH2908 FN 01/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AH3099 FN 01/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL AH3430 FN 01/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AH3622 FN 01/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AH4054 FN 01/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL AH4089 FN 02/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL AH4565 FN 03/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL AH4568 FN 03/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA POOL AH4717 FN 04/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AH5614 FN 02/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA POOL AH5620 FN 02/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AH5806 FN 02/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AH6126 FN 03/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL AH6392 FN 02/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL AH6737 FN 02/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL AH6941 FN 02/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AH8176 FN 05/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL AH8812 FN 03/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AH9537 FN 05/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AH9561 FN 08/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA POOL AH9585 FN 11/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FNMA POOL AH9694 FN 04/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL AI0682 FN 05/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $599.01 | – | 0.00 |
| FNMA POOL AI0858 FN 12/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $609K | – | 0.00 |
| FNMA POOL AI1607 FN 10/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL AI1886 FN 05/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL AI1888 FN 05/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AI4719 FN 07/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $277K | – | 0.00 |
| FNMA POOL AI5856 FN 07/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AI6093 FN 06/31 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AI6156 FN 07/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL AI6584 FN 07/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL AI7866 FN 08/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL AI7929 FN 08/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $532K | – | 0.00 |
| FNMA POOL AI8010 FN 08/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA POOL AI8463 FN 07/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| FNMA POOL AI8760 FN 02/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FNMA POOL AI8862 FN 08/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA POOL AI9792 FN 08/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $672K | – | 0.00 |
| FNMA POOL AJ1565 FN 10/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $288K | – | 0.00 |
| FNMA POOL AJ3326 FN 11/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL AJ4051 FN 10/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AJ4087 FN 10/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA POOL AJ4091 FN 10/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FNMA POOL AJ4674 FN 11/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL AJ5341 FN 11/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| FNMA POOL AJ5380 FN 11/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FNMA POOL AJ6346 FN 12/41 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL AJ7517 FN 01/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL AJ7715 FN 12/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL AJ7717 FN 12/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL AJ8107 FN 12/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL AJ8153 FN 12/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL AJ8325 FN 12/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AJ8604 FN 02/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA POOL AJ9353 FN 01/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA POOL AJ9354 FN 01/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $163K | – | 0.00 |
| FNMA POOL AJ9355 FN 01/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL AJ9360 FN 01/27 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL AJ9386 FN 12/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AJ9977 FN 06/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA POOL AK2411 FN 02/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| FNMA POOL AK3264 FN 02/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA POOL AK4347 FN 06/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL AK4827 FN 04/42 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL AK4844 FN 05/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL AK4940 FN 03/42 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL AK4962 FN 03/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNMA POOL AK6782 FN 03/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FNMA POOL AK6788 FN 03/27 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL AK7497 FN 04/42 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA POOL AK9045 FN 04/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| FNMA POOL AL0243 FN 01/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AL0246 FN 03/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AL0605 FN 08/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL AL0759 FN 09/41 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| FNMA POOL AL0808 FN 05/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AL0869 FN 06/29 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AL0885 FN 06/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL AL1391 FN 01/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AL1464 FN 01/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL AL1481 FN 03/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| FNMA POOL AL1568 FN 01/42 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AL1704 FN 05/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AL1743 FN 09/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNMA POOL AL1798 FN 10/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AL1839 FN 05/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL AL1870 FN 05/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AL1948 FN 01/42 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $247K | – | 0.00 |
| FNMA POOL AL2088 FN 09/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AL2224 FN 07/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AL2374 FN 12/41 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA POOL AL2384 FN 12/41 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| FNMA POOL AL2487 FN 06/42 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $235K | – | 0.00 |
| FNMA POOL AL2654 FN 11/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| FNMA POOL AL2740 FN 07/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FNMA POOL AL2760 FN 08/42 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $305K | – | 0.00 |
| FNMA POOL AL2908 FN 08/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| FNMA POOL AL2927 FN 10/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $170K | – | 0.00 |
| FNMA POOL AL2940 FN 11/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL AL2963 FN 11/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| FNMA POOL AL3063 FN 01/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL AL3191 FN 02/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA POOL AL3304 FN 03/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FNMA POOL AL3396 FN 03/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL AL3433 FN 10/41 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL AL3434 FN 06/43 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FNMA POOL AL3511 FN 03/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL AL3763 FN 05/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FNMA POOL AL3770 FN 02/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AL5082 FN 03/44 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| FNMA POOL AL5213 FN 04/44 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA POOL AL5956 FN 05/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL AL5957 FN 05/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AL5965 FN 06/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FNMA POOL AL6072 FN 11/44 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA POOL AL6567 FN 10/44 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AL6715 FN 02/45 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $227K | – | 0.00 |
| FNMA POOL AL6745 FN 08/44 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL AL7206 FN 08/45 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNMA POOL AL7231 FN 08/45 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL AL7299 FN 08/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL AL7443 FN 10/45 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL AL7530 FN 11/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FNMA POOL AL7531 FN 09/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AL7532 FN 11/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA POOL AL7885 FN 06/45 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FNMA POOL AL7994 FN 11/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL AL8174 FN 02/46 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA POOL AL8214 FN 03/29 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AL8219 FN 02/46 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL AL8241 FN 11/29 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $269K | – | 0.00 |
| FNMA POOL AL8561 FN 06/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FNMA POOL AL8710 FN 07/29 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AL8816 FN 09/45 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA POOL AL8858 FN 07/46 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| FNMA POOL AL8874 FN 02/45 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| FNMA POOL AL8881 FN 08/46 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FNMA POOL AL9027 FN 09/46 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL AL9282 FN 06/46 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA POOL AL9285 FN 10/46 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $321K | – | 0.00 |
| FNMA POOL AL9418 FN 08/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL AL9419 FN 07/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL AL9432 FN 10/46 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL AL9578 FN 06/45 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL AL9612 FN 11/43 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL AL9717 FN 01/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $249K | – | 0.00 |
| FNMA POOL AO2516 FN 05/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA POOL AO2979 FN 05/42 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $239K | – | 0.00 |
| FNMA POOL AO2985 FN 05/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FNMA POOL AO3396 FN 05/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| FNMA POOL AO3400 FN 05/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA POOL AO3552 FN 06/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| FNMA POOL AO4144 FN 06/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AO4151 FN 06/42 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL AO4595 FN 06/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AO5071 FN 06/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AO7974 FN 06/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL AO7976 FN 06/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FNMA POOL AO8700 FN 07/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FNMA POOL AP3322 FN 09/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $190K | – | 0.00 |
| FNMA POOL AP3607 FN 08/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $239K | – | 0.00 |
| FNMA POOL AP4058 FN 08/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL AP4746 FN 08/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL AP4869 FN 09/27 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA POOL AP5889 FN 09/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $420K | – | 0.00 |
| FNMA POOL AP6618 FN 09/42 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL AP7517 FN 09/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA POOL AP7537 FN 09/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AQ0546 FN 11/42 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AQ4555 FN 12/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA POOL AQ4818 FN 11/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA POOL AR3232 FN 04/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| FNMA POOL AR4885 FN 01/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AR6683 FN 02/28 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AR8559 FN 04/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FNMA POOL AS0316 FN 08/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA POOL AS0381 FN 09/28 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $244K | – | 0.00 |
| FNMA POOL AS0909 FN 11/43 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AS1522 FN 01/29 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL AS1882 FN 03/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL AS1984 FN 03/29 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FNMA POOL AS2102 FN 04/29 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FNMA POOL AS2249 FN 04/39 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL AS2322 FN 04/44 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FNMA POOL AS2514 FN 05/44 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FNMA POOL AS2622 FN 06/44 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA POOL AS2945 FN 07/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $781K | – | 0.00 |
| FNMA POOL AS3154 FN 08/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA POOL AS3388 FN 09/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| FNMA POOL AS3467 FN 10/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AS3892 FN 11/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL AS3907 FN 11/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL AS3984 FN 12/29 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL AS4168 FN 12/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL AS4170 FN 12/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL AS4171 FN 12/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| FNMA POOL AS4184 FN 01/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA POOL AS4209 FN 01/25 FIXED 2 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL AS4329 FN 01/30 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA POOL AS4504 FN 02/30 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL AS4506 FN 02/30 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $233K | – | 0.00 |
| FNMA POOL AS4570 FN 03/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AS4690 FN 03/30 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL AS4796 FN 04/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| FNMA POOL AS4797 FN 04/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA POOL AS4804 FN 04/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FNMA POOL AS5011 FN 05/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL AS5016 FN 05/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL AS5018 FN 05/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL AS5211 FN 06/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| FNMA POOL AS5332 FN 07/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL AS5365 FN 07/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL AS5380 FN 07/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $313K | – | 0.00 |
| FNMA POOL AS5385 FN 07/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL AS5386 FN 07/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA POOL AS5473 FN 07/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL AS5474 FN 07/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FNMA POOL AS5475 FN 07/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $735K | – | 0.00 |
| FNMA POOL AS5596 FN 08/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNMA POOL AS5601 FN 08/45 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FNMA POOL AS5629 FN 08/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FNMA POOL AS5668 FN 08/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $615K | – | 0.00 |
| FNMA POOL AS5722 FN 09/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AS5776 FN 09/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FNMA POOL AS5935 FN 10/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL AS6020 FN 10/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $886K | – | 0.00 |
| FNMA POOL AS6111 FN 11/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL AS6121 FN 11/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL AS6141 FN 11/30 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AS6191 FN 11/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL AS6213 FN 11/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $341K | – | 0.00 |
| FNMA POOL AS6311 FN 12/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AS6314 FN 12/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FNMA POOL AS6356 FN 12/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $614K | – | 0.00 |
| FNMA POOL AS6400 FN 12/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $346K | – | 0.00 |
| FNMA POOL AS6406 FN 12/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA POOL AS6408 FN 01/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL AS6489 FN 01/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL AS6515 FN 01/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FNMA POOL AS6520 FN 01/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA POOL AS6671 FN 02/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL AS6673 FN 02/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $214K | – | 0.00 |
| FNMA POOL AS6752 FN 02/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL AS6795 FN 03/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AS6796 FN 03/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $309K | – | 0.00 |
| FNMA POOL AS6802 FN 03/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FNMA POOL AS6829 FN 03/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL AS6844 FN 03/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL AS6846 FN 03/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| FNMA POOL AS6879 FN 03/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| FNMA POOL AS6915 FN 09/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA POOL AS6922 FN 04/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA POOL AS6994 FN 04/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $801K | – | 0.00 |
| FNMA POOL AS6996 FN 04/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL AS7026 FN 04/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AS7027 FN 04/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| FNMA POOL AS7037 FN 04/46 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FNMA POOL AS7038 FN 04/46 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL AS7106 FN 05/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL AS7188 FN 05/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA POOL AS7189 FN 05/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL AS7190 FN 05/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AS7348 FN 06/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL AS7387 FN 06/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AS7388 FN 06/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL AS7401 FN 06/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA POOL AS7416 FN 03/46 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AS7492 FN 07/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL AS7493 FN 07/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| FNMA POOL AS7510 FN 07/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA POOL AS7558 FN 07/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL AS7600 FN 07/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL AS7601 FN 07/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA POOL AS7602 FN 07/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL AS7603 FN 07/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FNMA POOL AS7648 FN 08/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FNMA POOL AS7770 FN 08/46 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $258K | – | 0.00 |
| FNMA POOL AS7795 FN 08/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL AS7801 FN 08/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AS7802 FN 08/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNMA POOL AS7810 FN 08/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $961K | – | 0.00 |
| FNMA POOL AS7813 FN 08/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| FNMA POOL AS7838 FN 08/46 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL AS7868 FN 09/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL AS7886 FN 09/46 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AS7930 FN 09/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL AS8009 FN 10/31 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $329K | – | 0.00 |
| FNMA POOL AS8142 FN 10/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL AS8145 FN 10/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL AS8193 FN 10/31 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA POOL AS8208 FN 10/31 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FNMA POOL AS8240 FN 11/31 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA POOL AS8241 FN 11/31 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $319K | – | 0.00 |
| FNMA POOL AS8282 FN 11/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| FNMA POOL AS8326 FN 11/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA POOL AS8327 FN 11/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $217K | – | 0.00 |
| FNMA POOL AS8460 FN 12/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL AS8461 FN 12/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL AS8528 FN 12/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20M | – | 0.01 |
| FNMA POOL AS8532 FN 12/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL AS8571 FN 12/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL AS8574 FN 12/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNMA POOL AS8580 FN 01/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41M | – | 0.03 |
| FNMA POOL AS8583 FN 01/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNMA POOL AS8661 FN 01/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AS8699 FN 01/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL AS8700 FN 01/47 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AS8810 FN 02/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL AS8821 FN 02/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| FNMA POOL AS8823 FN 02/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNMA POOL AS8862 FN 02/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA POOL AS8949 FN 03/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $775K | – | 0.00 |
| FNMA POOL AS8966 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL AS8972 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FNMA POOL AS8982 FN 03/47 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL AS9317 FN 03/32 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL AS9424 FN 04/47 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FNMA POOL AS9454 FN 04/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| FNMA POOL AS9455 FN 04/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $470K | – | 0.00 |
| FNMA POOL AS9485 FN 04/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA POOL AS9486 FN 04/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA POOL AS9487 FN 05/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA POOL AS9489 FN 04/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| FNMA POOL AS9543 FN 05/37 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FNMA POOL AS9574 FN 05/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNMA POOL AS9579 FN 05/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $411K | – | 0.00 |
| FNMA POOL AS9580 FN 04/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $638K | – | 0.00 |
| FNMA POOL AS9600 FN 02/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA POOL AS9661 FN 05/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| FNMA POOL AS9664 FN 06/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| FNMA POOL AS9665 FN 05/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| FNMA POOL AS9673 FN 05/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $312K | – | 0.00 |
| FNMA POOL AS9817 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $767K | – | 0.00 |
| FNMA POOL AS9829 FN 06/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA POOL AS9831 FN 06/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNMA POOL AS9884 FN 07/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AS9972 FN 07/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL AS9973 FN 07/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| FNMA POOL AT0319 FN 04/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $284K | – | 0.00 |
| FNMA POOL AT2097 FN 04/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $377K | – | 0.00 |
| FNMA POOL AT2851 FN 05/43 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FNMA POOL AT5908 FN 06/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $232K | – | 0.00 |
| FNMA POOL AT7277 FN 09/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL AT7281 FN 09/28 FIXED 2 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL AT7865 FN 06/28 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL AT7948 FN 07/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $720K | – | 0.00 |
| FNMA POOL AT8117 FN 06/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL AT8462 FN 06/28 FIXED 2 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA POOL AU3826 FN 12/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL AU3848 FN 09/43 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL AU4293 FN 09/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL AU6682 FN 09/28 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $718K | – | 0.00 |
| FNMA POOL AU6739 FN 10/43 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AV0612 FN 11/43 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL AV0663 FN 12/43 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AV0703 FN 12/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL AV0967 FN 06/44 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| FNMA POOL AV2082 FN 11/28 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AV2219 FN 12/43 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| FNMA POOL AV2423 FN 12/44 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA POOL AV2918 FN 12/43 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL AV3616 FN 12/28 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| FNMA POOL AV6139 FN 01/29 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL AV6321 FN 01/29 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FNMA POOL AV7157 FN 04/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $195K | – | 0.00 |
| FNMA POOL AV8752 FN 02/44 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $533K | – | 0.00 |
| FNMA POOL AV8842 FN 09/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL AV8876 FN 12/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AV9221 FN 03/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FNMA POOL AW0096 FN 06/29 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL AW0777 FN 03/44 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FNMA POOL AW0985 FN 05/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA POOL AW1280 FN 07/29 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNMA POOL AW2445 FN 05/44 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FNMA POOL AW3048 FN 04/44 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL AW3640 FN 06/29 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL AW5109 FN 08/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA POOL AW5722 FN 09/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AW6230 FN 06/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AW6703 FN 07/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AW7042 FN 06/44 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AW8155 FN 01/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AW8166 FN 02/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL AW8221 FN 09/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL AW8495 FN 11/44 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $263K | – | 0.00 |
| FNMA POOL AW8733 FN 06/44 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL AW8963 FN 07/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA POOL AX0351 FN 11/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AX0825 FN 09/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL AX0836 FN 09/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNMA POOL AX0895 FN 10/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $306K | – | 0.00 |
| FNMA POOL AX0961 FN 08/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $341K | – | 0.00 |
| FNMA POOL AX0992 FN 09/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL AX1348 FN 10/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL AX1734 FN 10/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $520K | – | 0.00 |
| FNMA POOL AX2126 FN 10/44 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL AX2390 FN 08/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA POOL AX2491 FN 10/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL AX2501 FN 10/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AX2509 FN 10/29 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $778K | – | 0.00 |
| FNMA POOL AX2572 FN 11/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AX2936 FN 09/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AX3008 FN 10/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AX3167 FN 10/44 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA POOL AX5304 FN 01/27 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL AX5759 FN 10/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| FNMA POOL AX5829 FN 11/29 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FNMA POOL AX6130 FN 11/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL AX6765 FN 01/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $206K | – | 0.00 |
| FNMA POOL AX7303 FN 12/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA POOL AX8779 FN 02/30 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FNMA POOL AX9149 FN 01/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA POOL AX9262 FN 01/40 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FNMA POOL AX9530 FN 02/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $523K | – | 0.00 |
| FNMA POOL AX9563 FN 03/45 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $368K | – | 0.00 |
| FNMA POOL AX9598 FN 03/45 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $545K | – | 0.00 |
| FNMA POOL AX9983 FN 01/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $716K | – | 0.00 |
| FNMA POOL AY0045 FN 12/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $258K | – | 0.00 |
| FNMA POOL AY0201 FN 01/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AY1670 FN 02/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AY2268 FN 01/45 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA POOL AY2333 FN 06/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL AY2817 FN 08/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| FNMA POOL AY2950 FN 04/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL AY2963 FN 05/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL AY2996 FN 06/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL AY4339 FN 12/29 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA POOL AY5036 FN 03/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FNMA POOL AY5358 FN 03/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $793K | – | 0.00 |
| FNMA POOL AY6050 FN 05/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL AY6182 FN 03/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $448K | – | 0.00 |
| FNMA POOL AY6310 FN 02/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA POOL AY7468 FN 03/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL AY7770 FN 07/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL AY8851 FN 08/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AY8994 FN 09/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL AY9719 FN 06/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $694K | – | 0.00 |
| FNMA POOL AY9733 FN 07/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| FNMA POOL AY9780 FN 06/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL AZ0604 FN 05/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| FNMA POOL AZ0805 FN 07/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $268K | – | 0.00 |
| FNMA POOL AZ0832 FN 07/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FNMA POOL AZ0869 FN 07/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA POOL AZ0945 FN 07/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL AZ1157 FN 06/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA POOL AZ1587 FN 06/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| FNMA POOL AZ1870 FN 06/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AZ2097 FN 10/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA POOL AZ2612 FN 08/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| FNMA POOL AZ2753 FN 06/45 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA POOL AZ2795 FN 09/30 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FNMA POOL AZ2863 FN 05/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL AZ2894 FN 09/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNMA POOL AZ3054 FN 07/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA POOL AZ3285 FN 08/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $911K | – | 0.00 |
| FNMA POOL AZ3736 FN 11/45 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA POOL AZ4312 FN 02/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL AZ4422 FN 07/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL AZ4775 FN 10/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AZ4788 FN 10/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL AZ5035 FN 10/45 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $195K | – | 0.00 |
| FNMA POOL AZ5633 FN 07/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FNMA POOL AZ5722 FN 09/30 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $187K | – | 0.00 |
| FNMA POOL AZ5821 FN 07/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $442K | – | 0.00 |
| FNMA POOL AZ6229 FN 08/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL AZ6549 FN 09/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA POOL AZ7182 FN 08/45 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA POOL AZ7357 FN 11/45 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL AZ8654 FN 11/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL AZ8817 FN 11/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $469K | – | 0.00 |
| FNMA POOL AZ9152 FN 09/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL AZ9543 FN 10/45 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA POOL AZ9840 FN 09/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $353K | – | 0.00 |
| FNMA POOL BA1011 FN 12/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FNMA POOL BA1028 FN 10/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL BA1714 FN 10/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| FNMA POOL BA2001 FN 10/45 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL BA2202 FN 12/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $668K | – | 0.00 |
| FNMA POOL BA2212 FN 12/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $567K | – | 0.00 |
| FNMA POOL BA2651 FN 11/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FNMA POOL BA2867 FN 06/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL BA2889 FN 11/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL BA3047 FN 12/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL BA3580 FN 12/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| FNMA POOL BA4125 FN 05/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FNMA POOL BA4392 FN 12/30 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA POOL BA4506 FN 12/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BA4721 FN 12/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL BA4879 FN 04/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL BA6255 FN 12/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $760K | – | 0.00 |
| FNMA POOL BA6310 FN 12/45 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FNMA POOL BA6539 FN 11/45 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA POOL BA6680 FN 12/45 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $427K | – | 0.00 |
| FNMA POOL BA6747 FN 06/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL BA6962 FN 03/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FNMA POOL BA7007 FN 02/46 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNMA POOL BA7139 FN 01/46 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL BA7585 FN 03/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| FNMA POOL BC0288 FN 03/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BC0311 FN 03/46 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL BC0791 FN 04/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| FNMA POOL BC0823 FN 04/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FNMA POOL BC0835 FN 04/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BC0877 FN 05/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL BC1219 FN 07/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA POOL BC1288 FN 01/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL BC1552 FN 01/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA POOL BC1824 FN 04/46 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $435K | – | 0.00 |
| FNMA POOL BC2270 FN 04/46 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA POOL BC2542 FN 02/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FNMA POOL BC2626 FN 11/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA POOL BC2666 FN 02/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| FNMA POOL BC3171 FN 03/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FNMA POOL BC3176 FN 03/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BC3298 FN 05/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL BC3909 FN 04/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA POOL BC4363 FN 04/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL BC4432 FN 04/31 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL BC4439 FN 04/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL BC4460 FN 02/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $262K | – | 0.00 |
| FNMA POOL BC4535 FN 06/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FNMA POOL BC4557 FN 10/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| FNMA POOL BC4750 FN 10/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $268K | – | 0.00 |
| FNMA POOL BC4758 FN 10/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FNMA POOL BC4873 FN 03/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| FNMA POOL BC5121 FN 01/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL BC5514 FN 05/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL BC5737 FN 07/29 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA POOL BC6009 FN 05/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FNMA POOL BC6015 FN 05/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL BC6148 FN 07/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL BC6338 FN 04/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $290K | – | 0.00 |
| FNMA POOL BC6685 FN 05/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL BC6777 FN 05/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FNMA POOL BC6783 FN 05/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| FNMA POOL BC6960 FN 03/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BC7119 FN 05/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA POOL BC7642 FN 06/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL BC7855 FN 04/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| FNMA POOL BC7921 FN 04/46 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL BC8945 FN 06/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA POOL BC9068 FN 12/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA POOL BC9096 FN 12/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA POOL BC9785 FN 08/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $412K | – | 0.00 |
| FNMA POOL BD0421 FN 06/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL BD0946 FN 06/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL BD0977 FN 04/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA POOL BD1073 FN 06/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FNMA POOL BD1191 FN 01/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL BD1284 FN 07/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $353K | – | 0.00 |
| FNMA POOL BD1489 FN 09/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL BD1600 FN 07/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| FNMA POOL BD2098 FN 12/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $392.18 | – | 0.00 |
| FNMA POOL BD2180 FN 07/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNMA POOL BD2262 FN 09/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL BD2310 FN 06/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL BD2432 FN 01/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19M | – | 0.01 |
| FNMA POOL BD2436 FN 01/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| FNMA POOL BD2440 FN 01/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $556K | – | 0.00 |
| FNMA POOL BD2450 FN 01/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FNMA POOL BD2952 FN 12/28 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $335K | – | 0.00 |
| FNMA POOL BD3324 FN 10/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $981K | – | 0.00 |
| FNMA POOL BD3550 FN 04/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL BD3682 FN 07/31 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FNMA POOL BD3732 FN 08/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL BD3733 FN 08/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| FNMA POOL BD3814 FN 06/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $850K | – | 0.00 |
| FNMA POOL BD3856 FN 06/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL BD3955 FN 08/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL BD4025 FN 09/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $523K | – | 0.00 |
| FNMA POOL BD4201 FN 10/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| FNMA POOL BD4335 FN 09/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| FNMA POOL BD4442 FN 08/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $295K | – | 0.00 |
| FNMA POOL BD4614 FN 09/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL BD4615 FN 09/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA POOL BD4709 FN 08/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA POOL BD4737 FN 08/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA POOL BD5147 FN 11/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $692K | – | 0.00 |
| FNMA POOL BD5164 FN 12/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| FNMA POOL BD5406 FN 09/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $554K | – | 0.00 |
| FNMA POOL BD5414 FN 11/31 FIXED 2 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL BD6273 FN 11/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $202K | – | 0.00 |
| FNMA POOL BD6592 FN 12/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL BD6687 FN 08/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA POOL BD6787 FN 08/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $431K | – | 0.00 |
| FNMA POOL BD7056 FN 03/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL BD7060 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FNMA POOL BD7081 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNMA POOL BD7165 FN 04/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $296K | – | 0.00 |
| FNMA POOL BD7436 FN 10/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL BD7576 FN 10/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $319K | – | 0.00 |
| FNMA POOL BD7593 FN 11/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $411K | – | 0.00 |
| FNMA POOL BD7598 FN 10/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL BD7599 FN 10/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL BD7678 FN 12/46 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FNMA POOL BD7683 FN 01/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL BD7690 FN 01/47 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FNMA POOL BD7756 FN 08/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $380K | – | 0.00 |
| FNMA POOL BD7764 FN 09/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL BD7803 FN 09/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA POOL BD7883 FN 09/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL BD8090 FN 09/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BD8668 FN 10/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BD8705 FN 12/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL BD8731 FN 02/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $394K | – | 0.00 |
| FNMA POOL BD8896 FN 11/46 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA POOL BD8960 FN 10/40 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| FNMA POOL BD9026 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FNMA POOL BD9131 FN 10/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FNMA POOL BD9242 FN 10/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL BD9286 FN 11/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL BD9388 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL BD9579 FN 12/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FNMA POOL BD9590 FN 12/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| FNMA POOL BE0085 FN 12/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FNMA POOL BE0160 FN 11/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL BE0303 FN 10/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| FNMA POOL BE0305 FN 10/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $210K | – | 0.00 |
| FNMA POOL BE0468 FN 10/46 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL BE0628 FN 05/47 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL BE0633 FN 06/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL BE0804 FN 12/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA POOL BE0857 FN 06/47 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA POOL BE0934 FN 11/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL BE1015 FN 10/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FNMA POOL BE1036 FN 10/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $419K | – | 0.00 |
| FNMA POOL BE1072 FN 10/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $233K | – | 0.00 |
| FNMA POOL BE1733 FN 11/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| FNMA POOL BE1823 FN 10/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNMA POOL BE1831 FN 10/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA POOL BE1833 FN 10/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $342K | – | 0.00 |
| FNMA POOL BE1958 FN 11/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNMA POOL BE2101 FN 11/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FNMA POOL BE2270 FN 11/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FNMA POOL BE2273 FN 02/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| FNMA POOL BE2362 FN 03/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL BE2368 FN 03/47 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| FNMA POOL BE2545 FN 04/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL BE2689 FN 05/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BE2752 FN 12/47 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA POOL BE2777 FN 11/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $232K | – | 0.00 |
| FNMA POOL BE2799 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $419K | – | 0.00 |
| FNMA POOL BE2850 FN 12/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| FNMA POOL BE2959 FN 01/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL BE2971 FN 02/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BE3306 FN 12/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA POOL BE3382 FN 12/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BE3513 FN 07/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL BE3619 FN 05/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31M | – | 0.02 |
| FNMA POOL BE3695 FN 06/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL BE3702 FN 06/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| FNMA POOL BE3767 FN 07/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BE4018 FN 12/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $425K | – | 0.00 |
| FNMA POOL BE4053 FN 01/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| FNMA POOL BE4402 FN 01/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNMA POOL BE4483 FN 12/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA POOL BE4504 FN 12/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| FNMA POOL BE4650 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $384K | – | 0.00 |
| FNMA POOL BE4673 FN 06/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL BE4784 FN 01/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $650K | – | 0.00 |
| FNMA POOL BE4785 FN 02/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $620K | – | 0.00 |
| FNMA POOL BE5068 FN 07/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL BE5157 FN 02/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $653K | – | 0.00 |
| FNMA POOL BE5164 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL BE5179 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $399K | – | 0.00 |
| FNMA POOL BE5183 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FNMA POOL BE5197 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $583K | – | 0.00 |
| FNMA POOL BE5475 FN 02/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL BE5504 FN 02/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA POOL BE5538 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL BE5539 FN 02/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| FNMA POOL BE5808 FN 04/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $394K | – | 0.00 |
| FNMA POOL BE5853 FN 12/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL BE5959 FN 02/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL BE5981 FN 02/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL BE6003 FN 02/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $325K | – | 0.00 |
| FNMA POOL BE6108 FN 01/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL BE6355 FN 04/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL BE6489 FN 01/47 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL BE6782 FN 02/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $301K | – | 0.00 |
| FNMA POOL BE6875 FN 04/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $385K | – | 0.00 |
| FNMA POOL BE7086 FN 01/47 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA POOL BE7129 FN 02/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL BE7187 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| FNMA POOL BE7192 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNMA POOL BE7283 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FNMA POOL BE7593 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL BE7649 FN 03/47 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $643K | – | 0.00 |
| FNMA POOL BE7688 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $417K | – | 0.00 |
| FNMA POOL BE7698 FN 10/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FNMA POOL BE7840 FN 02/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL BE7845 FN 02/47 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL BE7981 FN 02/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $702K | – | 0.00 |
| FNMA POOL BE8036 FN 04/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL BE8055 FN 04/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BE8156 FN 02/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNMA POOL BE8244 FN 02/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $852K | – | 0.00 |
| FNMA POOL BE8313 FN 04/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| FNMA POOL BE8351 FN 02/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $237K | – | 0.00 |
| FNMA POOL BE8353 FN 02/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA POOL BE8363 FN 05/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL BE8365 FN 06/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA POOL BE8375 FN 02/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNMA POOL BE8383 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL BE8409 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $425K | – | 0.00 |
| FNMA POOL BE8434 FN 04/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FNMA POOL BE8495 FN 02/47 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL BE8871 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL BE9016 FN 04/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $309K | – | 0.00 |
| FNMA POOL BE9247 FN 03/47 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL BE9256 FN 02/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $285K | – | 0.00 |
| FNMA POOL BE9261 FN 03/47 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL BE9314 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $224K | – | 0.00 |
| FNMA POOL BE9343 FN 03/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| FNMA POOL BE9358 FN 03/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $233K | – | 0.00 |
| FNMA POOL BE9408 FN 07/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL BE9574 FN 04/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNMA POOL BE9652 FN 07/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BF0336 FN 01/59 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $392K | – | 0.00 |
| FNMA POOL BH0208 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL BH0469 FN 06/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $403K | – | 0.00 |
| FNMA POOL BH0798 FN 04/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL BH0807 FN 05/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL BH1016 FN 09/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $304K | – | 0.00 |
| FNMA POOL BH1166 FN 05/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL BH1179 FN 06/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNMA POOL BH1423 FN 04/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| FNMA POOL BH1656 FN 04/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FNMA POOL BH2036 FN 05/47 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL BH2044 FN 05/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL BH2087 FN 05/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FNMA POOL BH2088 FN 06/47 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $330K | – | 0.00 |
| FNMA POOL BH2147 FN 05/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FNMA POOL BH2185 FN 06/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $767K | – | 0.00 |
| FNMA POOL BH2594 FN 08/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $303K | – | 0.00 |
| FNMA POOL BH2597 FN 08/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $398K | – | 0.00 |
| FNMA POOL BH2618 FN 08/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BH2620 FN 08/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BH2623 FN 08/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $879K | – | 0.00 |
| FNMA POOL BH2668 FN 09/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| FNMA POOL BH2718 FN 05/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA POOL BH2724 FN 05/47 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL BH2849 FN 05/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL BH3088 FN 05/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $399K | – | 0.00 |
| FNMA POOL BH3466 FN 11/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA POOL BH3492 FN 02/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL BH3607 FN 05/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $755K | – | 0.00 |
| FNMA POOL BH3925 FN 09/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL BH4004 FN 09/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL BH4019 FN 09/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| FNMA POOL BH4053 FN 10/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNMA POOL BH4084 FN 10/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA POOL BH4099 FN 10/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNMA POOL BH4101 FN 10/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $227K | – | 0.00 |
| FNMA POOL BH4328 FN 06/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $337K | – | 0.00 |
| FNMA POOL BH4379 FN 05/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL BH4495 FN 06/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $817K | – | 0.00 |
| FNMA POOL BH4498 FN 07/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL BH4624 FN 06/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $574K | – | 0.00 |
| FNMA POOL BH4904 FN 07/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL BH4959 FN 08/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FNMA POOL BH4963 FN 08/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BH4964 FN 08/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| FNMA POOL BH5119 FN 08/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL BH5155 FN 09/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $259K | – | 0.00 |
| FNMA POOL BH5201 FN 09/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $432K | – | 0.00 |
| FNMA POOL BH5209 FN 08/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL BH5271 FN 08/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FNMA POOL BH5282 FN 09/47 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL BH5319 FN 07/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNMA POOL BH5386 FN 09/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $545K | – | 0.00 |
| FNMA POOL BH5387 FN 09/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BH5392 FN 09/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNMA POOL BH5499 FN 09/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $422K | – | 0.00 |
| FNMA POOL BH5506 FN 09/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $266K | – | 0.00 |
| FNMA POOL BH5673 FN 07/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL BH5752 FN 11/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL BH5798 FN 07/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $563K | – | 0.00 |
| FNMA POOL BH5867 FN 07/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BH6138 FN 08/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL BH6175 FN 07/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL BH6405 FN 12/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA POOL BH6445 FN 07/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA POOL BH6565 FN 08/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL BH6574 FN 08/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FNMA POOL BH7032 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| FNMA POOL BH7036 FN 12/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNMA POOL BH7186 FN 10/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BH7187 FN 10/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA POOL BH7371 FN 08/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL BH7395 FN 08/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL BH7467 FN 08/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA POOL BH7476 FN 08/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $378K | – | 0.00 |
| FNMA POOL BH7512 FN 09/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $263K | – | 0.00 |
| FNMA POOL BH7620 FN 08/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $214K | – | 0.00 |
| FNMA POOL BH7626 FN 08/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $847K | – | 0.00 |
| FNMA POOL BH7682 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FNMA POOL BH7772 FN 08/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FNMA POOL BH7924 FN 08/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL BH8063 FN 08/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $302K | – | 0.00 |
| FNMA POOL BH8145 FN 11/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $399K | – | 0.00 |
| FNMA POOL BH8164 FN 07/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL BH8169 FN 08/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL BH8381 FN 08/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA POOL BH8386 FN 08/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FNMA POOL BH8945 FN 08/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $445K | – | 0.00 |
| FNMA POOL BH8961 FN 08/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| FNMA POOL BH8981 FN 09/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $337K | – | 0.00 |
| FNMA POOL BH8999 FN 10/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| FNMA POOL BH9019 FN 09/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $227K | – | 0.00 |
| FNMA POOL BH9031 FN 10/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FNMA POOL BH9036 FN 11/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $321K | – | 0.00 |
| FNMA POOL BH9044 FN 11/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FNMA POOL BH9323 FN 09/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNMA POOL BH9324 FN 09/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNMA POOL BH9349 FN 04/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FNMA POOL BH9370 FN 10/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL BH9376 FN 10/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FNMA POOL BH9466 FN 09/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FNMA POOL BH9764 FN 12/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $246K | – | 0.00 |
| FNMA POOL BH9844 FN 10/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BH9941 FN 09/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FNMA POOL BH9966 FN 09/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $786K | – | 0.00 |
| FNMA POOL BH9977 FN 10/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| FNMA POOL BJ0163 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $466K | – | 0.00 |
| FNMA POOL BJ0256 FN 10/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL BJ0275 FN 10/47 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $307K | – | 0.00 |
| FNMA POOL BJ0632 FN 03/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| FNMA POOL BJ0639 FN 03/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $404K | – | 0.00 |
| FNMA POOL BJ0683 FN 04/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.00 |
| FNMA POOL BJ0760 FN 10/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA POOL BJ0803 FN 11/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $226K | – | 0.00 |
| FNMA POOL BJ0852 FN 11/47 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| FNMA POOL BJ0902 FN 01/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA POOL BJ0957 FN 11/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| FNMA POOL BJ0966 FN 11/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $514K | – | 0.00 |
| FNMA POOL BJ0972 FN 11/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $746K | – | 0.00 |
| FNMA POOL BJ0992 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| FNMA POOL BJ0998 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $241K | – | 0.00 |
| FNMA POOL BJ1069 FN 01/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA POOL BJ1103 FN 10/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $376K | – | 0.00 |
| FNMA POOL BJ1132 FN 01/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $541K | – | 0.00 |
| FNMA POOL BJ1336 FN 04/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $958K | – | 0.00 |
| FNMA POOL BJ1439 FN 10/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $313K | – | 0.00 |
| FNMA POOL BJ1575 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $855K | – | 0.00 |
| FNMA POOL BJ1583 FN 10/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA POOL BJ1607 FN 08/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $584K | – | 0.00 |
| FNMA POOL BJ1630 FN 11/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BJ1636 FN 11/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $921K | – | 0.00 |
| FNMA POOL BJ1662 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FNMA POOL BJ1665 FN 12/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNMA POOL BJ1687 FN 12/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL BJ1692 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL BJ1704 FN 12/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BJ1795 FN 11/47 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| FNMA POOL BJ1801 FN 10/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $574K | – | 0.00 |
| FNMA POOL BJ1828 FN 10/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $364K | – | 0.00 |
| FNMA POOL BJ1844 FN 11/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| FNMA POOL BJ2973 FN 11/32 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL BJ3008 FN 11/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA POOL BJ3120 FN 11/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL BJ3138 FN 11/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA POOL BJ3210 FN 12/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA POOL BJ3267 FN 11/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $918K | – | 0.00 |
| FNMA POOL BJ3287 FN 11/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL BJ3524 FN 11/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FNMA POOL BJ3620 FN 01/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL BJ3877 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37M | – | 0.02 |
| FNMA POOL BJ3929 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $420K | – | 0.00 |
| FNMA POOL BJ3938 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $470K | – | 0.00 |
| FNMA POOL BJ3952 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BJ4007 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $531K | – | 0.00 |
| FNMA POOL BJ4031 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $217K | – | 0.00 |
| FNMA POOL BJ4037 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $265K | – | 0.00 |
| FNMA POOL BJ4117 FN 11/47 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL BJ4168 FN 06/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $222K | – | 0.00 |
| FNMA POOL BJ4547 FN 01/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNMA POOL BJ4582 FN 02/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BJ4592 FN 02/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BJ4605 FN 02/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BJ4623 FN 02/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNMA POOL BJ4634 FN 03/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FNMA POOL BJ4744 FN 01/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BJ4843 FN 02/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNMA POOL BJ4922 FN 01/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $837K | – | 0.00 |
| FNMA POOL BJ4971 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL BJ5108 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| FNMA POOL BJ5235 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $195K | – | 0.00 |
| FNMA POOL BJ5297 FN 02/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $740K | – | 0.00 |
| FNMA POOL BJ5600 FN 12/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FNMA POOL BJ5623 FN 01/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| FNMA POOL BJ5631 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BJ5632 FN 02/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $571K | – | 0.00 |
| FNMA POOL BJ5699 FN 03/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA POOL BJ5754 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $427K | – | 0.00 |
| FNMA POOL BJ5805 FN 03/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $356K | – | 0.00 |
| FNMA POOL BJ5841 FN 04/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $531K | – | 0.00 |
| FNMA POOL BJ5907 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| FNMA POOL BJ5927 FN 03/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BJ6070 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $271K | – | 0.00 |
| FNMA POOL BJ6110 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FNMA POOL BJ6137 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BJ6165 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| FNMA POOL BJ6167 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BJ6169 FN 01/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL BJ6171 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $376K | – | 0.00 |
| FNMA POOL BJ6216 FN 03/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL BJ6388 FN 02/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FNMA POOL BJ6502 FN 01/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $961K | – | 0.00 |
| FNMA POOL BJ6661 FN 01/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $279K | – | 0.00 |
| FNMA POOL BJ6692 FN 03/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $328K | – | 0.00 |
| FNMA POOL BJ7272 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $330K | – | 0.00 |
| FNMA POOL BJ7280 FN 01/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| FNMA POOL BJ7731 FN 03/49 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| FNMA POOL BJ7887 FN 03/49 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BJ8080 FN 03/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| FNMA POOL BJ8129 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $365K | – | 0.00 |
| FNMA POOL BJ8296 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $883K | – | 0.00 |
| FNMA POOL BJ8552 FN 03/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FNMA POOL BJ8556 FN 03/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL BJ8606 FN 04/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL BJ8790 FN 02/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| FNMA POOL BJ9279 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $962K | – | 0.00 |
| FNMA POOL BJ9921 FN 03/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNMA POOL BK0136 FN 02/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $306K | – | 0.00 |
| FNMA POOL BK0161 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $490K | – | 0.00 |
| FNMA POOL BK0162 FN 02/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BK0207 FN 03/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BK0227 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL BK0251 FN 04/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| FNMA POOL BK0723 FN 02/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $968K | – | 0.00 |
| FNMA POOL BK0831 FN 02/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNMA POOL BK0970 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $370K | – | 0.00 |
| FNMA POOL BK1027 FN 03/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $576K | – | 0.00 |
| FNMA POOL BK1151 FN 04/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $381K | – | 0.00 |
| FNMA POOL BK1218 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL BK1407 FN 03/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL BK1487 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| FNMA POOL BK1790 FN 03/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNMA POOL BK1956 FN 03/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNMA POOL BK1960 FN 03/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL BK1967 FN 03/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL BK1975 FN 03/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL BK2015 FN 04/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNMA POOL BK2375 FN 04/50 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FNMA POOL BK2581 FN 03/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $711K | – | 0.00 |
| FNMA POOL BK3362 FN 03/33 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL BK3847 FN 04/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $312K | – | 0.00 |
| FNMA POOL BK4187 FN 03/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $264K | – | 0.00 |
| FNMA POOL BK5260 FN 05/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $221K | – | 0.00 |
| FNMA POOL BK5332 FN 07/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| FNMA POOL BK6522 FN 07/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $384K | – | 0.00 |
| FNMA POOL BK6549 FN 07/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| FNMA POOL BK7393 FN 07/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $235K | – | 0.00 |
| FNMA POOL BK7669 FN 10/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| FNMA POOL BK8313 FN 09/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $296K | – | 0.00 |
| FNMA POOL BK8732 FN 12/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BK8736 FN 01/49 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL BK8837 FN 08/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| FNMA POOL BK9778 FN 08/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| FNMA POOL BM1114 FN 04/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNMA POOL BM1257 FN 04/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA POOL BM1277 FN 05/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL BM1285 FN 05/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL BM1382 FN 03/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL BM1480 FN 04/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNMA POOL BM1660 FN 08/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL BM1759 FN 11/46 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL BM1880 FN 02/45 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL BM1900 FN 05/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| FNMA POOL BM1953 FN 08/45 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL BM1957 FN 11/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA POOL BM2000 FN 05/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL BM2002 FN 10/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $252M | – | 0.16 |
| FNMA POOL BM2003 FN 10/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26M | – | 0.02 |
| FNMA POOL BM2006 FN 01/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNMA POOL BM3065 FN 12/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNMA POOL BM3260 FN 01/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL BM3355 FN 02/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| FNMA POOL BM3369 FN 01/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA POOL BM3384 FN 10/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL BM3392 FN 01/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $210K | – | 0.00 |
| FNMA POOL BM3427 FN 09/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL BM3539 FN 10/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL BM3590 FN 03/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| FNMA POOL BM3612 FN 02/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA POOL BM3641 FN 04/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $250K | – | 0.00 |
| FNMA POOL BM3696 FN 08/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| FNMA POOL BM3779 FN 05/46 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL BM3898 FN 04/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FNMA POOL BM3952 FN 02/29 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $213K | – | 0.00 |
| FNMA POOL BM3956 FN 12/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $272K | – | 0.00 |
| FNMA POOL BM3990 FN 03/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL BM4155 FN 08/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL BM4299 FN 03/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL BM4742 FN 11/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA POOL BM4751 FN 03/43 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL BM4776 FN 11/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $201K | – | 0.00 |
| FNMA POOL BM4855 FN 04/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| FNMA POOL BM4862 FN 08/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BM4963 FN 05/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL BM5261 FN 01/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $217K | – | 0.00 |
| FNMA POOL BM5273 FN 01/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL BM5330 FN 12/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FNMA POOL BM5594 FN 10/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BM5787 FN 08/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA POOL BM5807 FN 04/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44M | – | 0.03 |
| FNMA POOL BM5879 FN 12/45 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNMA POOL BM5914 FN 04/49 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL BM5963 FN 01/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNMA POOL BN0846 FN 10/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL BN0882 FN 11/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL BN0891 FN 11/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL BN0936 FN 12/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $652K | – | 0.00 |
| FNMA POOL BN4317 FN 01/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $193K | – | 0.00 |
| FNMA POOL BN4318 FN 01/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $689K | – | 0.00 |
| FNMA POOL BN4319 FN 01/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $309K | – | 0.00 |
| FNMA POOL BN4354 FN 02/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FNMA POOL BN4383 FN 03/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $529K | – | 0.00 |
| FNMA POOL BN4425 FN 01/49 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| FNMA POOL BN5323 FN 03/49 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $275K | – | 0.00 |
| FNMA POOL BN5324 FN 03/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA POOL BN6212 FN 03/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $799K | – | 0.00 |
| FNMA POOL BN6213 FN 03/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $503K | – | 0.00 |
| FNMA POOL BN6230 FN 04/49 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $373K | – | 0.00 |
| FNMA POOL BN7756 FN 09/49 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| FNMA POOL BN8869 FN 05/49 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL BN8871 FN 05/49 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BN8902 FN 05/49 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BN8935 FN 06/49 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNMA POOL BO1002 FN 07/49 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL BO1327 FN 08/49 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BO1850 FN 08/49 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34M | – | 0.02 |
| FNMA POOL BO1855 FN 08/49 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $73M | – | 0.05 |
| FNMA POOL BO1869 FN 12/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FNMA POOL BO2651 FN 06/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BO3051 FN 07/34 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| FNMA POOL BO4281 FN 07/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $951K | – | 0.00 |
| FNMA POOL BO4382 FN 10/49 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| FNMA POOL BO5023 FN 12/49 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $92M | – | 0.06 |
| FNMA POOL BO6194 FN 09/49 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $300K | – | 0.00 |
| FNMA POOL BO6478 FN 10/49 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $321K | – | 0.00 |
| FNMA POOL BO7258 FN 01/35 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FNMA POOL BO7259 FN 01/35 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FNMA POOL BO7262 FN 01/35 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNMA POOL BO8238 FN 11/49 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $220K | – | 0.00 |
| FNMA POOL BO8663 FN 03/50 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $813K | – | 0.00 |
| FNMA POOL BO8913 FN 01/50 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $955K | – | 0.00 |
| FNMA POOL BO8921 FN 01/50 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| FNMA POOL BO8938 FN 01/50 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL BO9007 FN 02/50 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL BO9178 FN 02/50 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $517K | – | 0.00 |
| FNMA POOL BP1156 FN 01/50 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $261K | – | 0.00 |
| FNMA POOL BP5098 FN 05/50 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $771K | – | 0.00 |
| FNMA POOL BP5226 FN 04/50 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $495K | – | 0.00 |
| FNMA POOL BP5228 FN 04/50 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $697K | – | 0.00 |
| FNMA POOL BP5567 FN 06/50 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL BP6269 FN 05/50 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| FNMA POOL BP8347 FN 06/50 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $640K | – | 0.00 |
| FNMA POOL BP9757 FN 08/35 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $218K | – | 0.00 |
| FNMA POOL BP9884 FN 07/50 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA POOL BQ0015 FN 07/50 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $299K | – | 0.00 |
| FNMA POOL BQ1794 FN 09/50 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BQ2355 FN 09/50 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNMA POOL BR0028 FN 11/50 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| FNMA POOL BR1297 FN 02/51 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNMA POOL BR1323 FN 02/51 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FNMA POOL BR2648 FN 02/51 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNMA POOL BR2676 FN 02/51 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNMA POOL BR2699 FN 02/51 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FNMA POOL BR3228 FN 02/36 FIXED 2 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BR3270 FN 02/51 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNMA POOL BR4849 FN 01/51 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $373K | – | 0.00 |
| FNMA POOL BT2788 FN 08/51 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FNMA POOL BT8037 FN 12/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL BT8052 FN 01/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| FNMA POOL BT9590 FN 09/51 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BU0049 FN 09/51 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNMA POOL BU3983 FN 05/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $476K | – | 0.00 |
| FNMA POOL BU4077 FN 06/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $390K | – | 0.00 |
| FNMA POOL BU8739 FN 06/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNMA POOL BV4916 FN 04/37 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $228K | – | 0.00 |
| FNMA POOL BV6793 FN 10/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $440K | – | 0.00 |
| FNMA POOL BV7554 FN 11/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA POOL BV7557 FN 11/52 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| FNMA POOL BV7558 FN 11/52 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $993K | – | 0.00 |
| FNMA POOL BV7937 FN 08/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL BV8202 FN 04/37 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $309K | – | 0.00 |
| FNMA POOL BW0693 FN 06/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL BW1194 FN 09/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $70M | – | 0.05 |
| FNMA POOL BW1209 FN 10/52 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNMA POOL BW1210 FN 10/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNMA POOL BW1215 FN 10/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| FNMA POOL BW1310 FN 11/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $368K | – | 0.00 |
| FNMA POOL BW1374 FN 11/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| FNMA POOL BW2284 FN 08/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BW2285 FN 08/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $891K | – | 0.00 |
| FNMA POOL BW3782 FN 09/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $274K | – | 0.00 |
| FNMA POOL BW4939 FN 05/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $235K | – | 0.00 |
| FNMA POOL BW4965 FN 02/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| FNMA POOL BW5118 FN 01/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BW5124 FN 02/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNMA POOL BW6180 FN 08/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $441K | – | 0.00 |
| FNMA POOL BW6181 FN 08/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BW6224 FN 08/52 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL BW6236 FN 09/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FNMA POOL BW7063 FN 10/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $618K | – | 0.00 |
| FNMA POOL BW7302 FN 08/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $247K | – | 0.00 |
| FNMA POOL BW7356 FN 10/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48M | – | 0.03 |
| FNMA POOL BW7618 FN 08/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| FNMA POOL BW7713 FN 09/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| FNMA POOL BW7744 FN 09/52 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL BW7750 FN 10/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BW7772 FN 09/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BW8087 FN 09/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20M | – | 0.01 |
| FNMA POOL BW8103 FN 09/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19M | – | 0.01 |
| FNMA POOL BW8449 FN 09/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FNMA POOL BW8533 FN 09/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL BW8736 FN 10/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL BW8846 FN 09/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $542K | – | 0.00 |
| FNMA POOL BW8859 FN 09/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA POOL BW8874 FN 09/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $360K | – | 0.00 |
| FNMA POOL BW8962 FN 09/52 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL BW8980 FN 10/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41M | – | 0.03 |
| FNMA POOL BW8987 FN 10/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNMA POOL BW8996 FN 10/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| FNMA POOL BW9184 FN 09/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNMA POOL BW9348 FN 09/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| FNMA POOL BW9808 FN 09/52 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $190K | – | 0.00 |
| FNMA POOL BW9916 FN 10/52 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $204K | – | 0.00 |
| FNMA POOL BX0081 FN 10/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNMA POOL BX0387 FN 11/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BX0391 FN 10/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $423K | – | 0.00 |
| FNMA POOL BX0466 FN 11/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FNMA POOL BX0527 FN 09/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BX0836 FN 01/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $981K | – | 0.00 |
| FNMA POOL BX0856 FN 01/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $434K | – | 0.00 |
| FNMA POOL BX0884 FN 02/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BX0983 FN 10/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FNMA POOL BX1132 FN 11/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BX1223 FN 10/52 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $276K | – | 0.00 |
| FNMA POOL BX1298 FN 11/52 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $566K | – | 0.00 |
| FNMA POOL BX1334 FN 11/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $320K | – | 0.00 |
| FNMA POOL BX2464 FN 12/52 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNMA POOL BX2500 FN 11/52 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BX2947 FN 10/52 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL BX3198 FN 12/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| FNMA POOL BX3260 FN 12/52 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BX3476 FN 12/52 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL BX3665 FN 12/52 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $753K | – | 0.00 |
| FNMA POOL BX3716 FN 12/52 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| FNMA POOL BX3726 FN 12/52 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FNMA POOL BX3739 FN 12/52 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FNMA POOL BX3742 FN 12/52 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FNMA POOL BX4184 FN 01/53 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL BX4397 FN 12/52 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $955K | – | 0.00 |
| FNMA POOL BX4399 FN 11/52 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $550K | – | 0.00 |
| FNMA POOL BX5039 FN 01/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59M | – | 0.04 |
| FNMA POOL BX5097 FN 02/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA POOL BX5614 FN 01/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BX5616 FN 01/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA POOL BX5621 FN 01/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL BX5626 FN 01/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| FNMA POOL BX5669 FN 01/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL BX5931 FN 01/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BX5964 FN 02/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $725K | – | 0.00 |
| FNMA POOL BX6108 FN 01/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL BX6120 FN 01/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $869K | – | 0.00 |
| FNMA POOL BX6179 FN 02/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| FNMA POOL BX6185 FN 02/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA POOL BX6441 FN 02/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| FNMA POOL BX6634 FN 01/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BX6656 FN 02/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL BX6674 FN 02/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $530K | – | 0.00 |
| FNMA POOL BX6751 FN 03/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNMA POOL BX6949 FN 02/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $732K | – | 0.00 |
| FNMA POOL BX6983 FN 03/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $974K | – | 0.00 |
| FNMA POOL BX7273 FN 02/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BX7387 FN 02/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $537K | – | 0.00 |
| FNMA POOL BX7555 FN 03/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BX7557 FN 03/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNMA POOL BX7582 FN 03/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FNMA POOL BX7621 FN 05/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNMA POOL BX7702 FN 02/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $299K | – | 0.00 |
| FNMA POOL BX7774 FN 03/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNMA POOL BX7778 FN 03/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BX7782 FN 03/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BX7864 FN 03/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BX7984 FN 03/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FNMA POOL BX8350 FN 04/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BX8386 FN 03/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL BX8432 FN 04/53 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BX8496 FN 03/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| FNMA POOL BX8514 FN 03/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNMA POOL BX8515 FN 03/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNMA POOL BX8516 FN 03/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $764K | – | 0.00 |
| FNMA POOL BX8556 FN 04/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL BX8776 FN 03/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA POOL BX8795 FN 03/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BX9103 FN 03/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $281K | – | 0.00 |
| FNMA POOL BX9111 FN 03/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BX9116 FN 04/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BX9151 FN 04/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BX9412 FN 03/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30M | – | 0.02 |
| FNMA POOL BX9420 FN 03/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| FNMA POOL BX9427 FN 03/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BX9431 FN 03/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA POOL BX9440 FN 03/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| FNMA POOL BX9446 FN 03/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNMA POOL BX9727 FN 04/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BY0007 FN 04/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25M | – | 0.02 |
| FNMA POOL BY0023 FN 04/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL BY0053 FN 05/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $933K | – | 0.00 |
| FNMA POOL BY0201 FN 05/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BY0947 FN 05/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNMA POOL BY1036 FN 04/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FNMA POOL BY1065 FN 04/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BY1231 FN 05/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BY1248 FN 05/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNMA POOL BY1501 FN 05/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $754K | – | 0.00 |
| FNMA POOL BY1897 FN 05/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BY2047 FN 05/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $976K | – | 0.00 |
| FNMA POOL BY2483 FN 04/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FNMA POOL BY2591 FN 10/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $193K | – | 0.00 |
| FNMA POOL BY2799 FN 04/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL BY3521 FN 06/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| FNMA POOL BY4083 FN 06/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $875K | – | 0.00 |
| FNMA POOL BY4406 FN 06/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $810K | – | 0.00 |
| FNMA POOL BY4760 FN 07/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33M | – | 0.02 |
| FNMA POOL BY4782 FN 07/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $942K | – | 0.00 |
| FNMA POOL BY4886 FN 07/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $976K | – | 0.00 |
| FNMA POOL BY5121 FN 07/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| FNMA POOL BY5241 FN 06/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $423K | – | 0.00 |
| FNMA POOL BY5272 FN 06/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $521K | – | 0.00 |
| FNMA POOL BY5895 FN 08/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BY6053 FN 08/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BY6067 FN 08/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BY6093 FN 09/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $483K | – | 0.00 |
| FNMA POOL BY6096 FN 09/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FNMA POOL BY6343 FN 07/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNMA POOL BY6371 FN 07/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BY6762 FN 07/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $933K | – | 0.00 |
| FNMA POOL BY6777 FN 07/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| FNMA POOL BY6784 FN 08/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BY6821 FN 08/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $603K | – | 0.00 |
| FNMA POOL BY6967 FN 07/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $223K | – | 0.00 |
| FNMA POOL BY7124 FN 07/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNMA POOL BY7405 FN 08/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $759K | – | 0.00 |
| FNMA POOL BY7622 FN 07/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $313K | – | 0.00 |
| FNMA POOL BY8985 FN 08/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BY8988 FN 08/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BY9280 FN 10/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $226K | – | 0.00 |
| FNMA POOL BY9339 FN 08/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL CA0061 FN 07/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL CA0062 FN 07/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $477K | – | 0.00 |
| FNMA POOL CA0110 FN 08/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL CA0133 FN 08/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL CA0233 FN 08/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| FNMA POOL CA0265 FN 09/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNMA POOL CA0347 FN 06/47 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| FNMA POOL CA0407 FN 09/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| FNMA POOL CA0452 FN 09/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22M | – | 0.01 |
| FNMA POOL CA0462 FN 09/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA POOL CA0486 FN 10/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $438K | – | 0.00 |
| FNMA POOL CA0487 FN 10/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| FNMA POOL CA0493 FN 10/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNMA POOL CA0532 FN 10/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $489K | – | 0.00 |
| FNMA POOL CA0549 FN 10/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $358K | – | 0.00 |
| FNMA POOL CA0619 FN 10/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA POOL CA0624 FN 10/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNMA POOL CA0693 FN 11/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $407K | – | 0.00 |
| FNMA POOL CA0695 FN 08/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL CA0696 FN 11/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| FNMA POOL CA0709 FN 09/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNMA POOL CA0770 FN 11/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| FNMA POOL CA0778 FN 11/32 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA POOL CA0808 FN 11/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNMA POOL CA0833 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA POOL CA0853 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL CA0859 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| FNMA POOL CA0862 FN 09/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL CA1011 FN 01/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL CA1051 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $673K | – | 0.00 |
| FNMA POOL CA1055 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA POOL CA1057 FN 01/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| FNMA POOL CA1159 FN 07/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $537K | – | 0.00 |
| FNMA POOL CA1189 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $697K | – | 0.00 |
| FNMA POOL CA1191 FN 11/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $957K | – | 0.00 |
| FNMA POOL CA1314 FN 01/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| FNMA POOL CA1530 FN 04/43 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $219K | – | 0.00 |
| FNMA POOL CA1532 FN 04/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL CA1535 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL CA1555 FN 02/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| FNMA POOL CA1658 FN 04/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL CA1701 FN 05/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL CA1765 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL CA1851 FN 06/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL CA1911 FN 06/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $441K | – | 0.00 |
| FNMA POOL CA2058 FN 07/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA POOL CA2166 FN 08/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL CA2169 FN 08/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA POOL CA2209 FN 08/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL CA2425 FN 09/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $269K | – | 0.00 |
| FNMA POOL CA2918 FN 11/48 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $287K | – | 0.00 |
| FNMA POOL CA2921 FN 10/48 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $194K | – | 0.00 |
| FNMA POOL CA3092 FN 02/49 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA POOL CA3640 FN 06/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| FNMA POOL CA3667 FN 06/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FNMA POOL CA3684 FN 06/49 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| FNMA POOL CA3876 FN 07/49 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL CA4141 FN 09/49 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55M | – | 0.04 |
| FNMA POOL CA4143 FN 09/49 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47M | – | 0.03 |
| FNMA POOL CA4418 FN 10/49 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45M | – | 0.03 |
| FNMA POOL CA4420 FN 10/49 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46M | – | 0.03 |
| FNMA POOL CA4423 FN 10/49 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42M | – | 0.03 |
| FNMA POOL CA4464 FN 11/34 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FNMA POOL CA4546 FN 11/49 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43M | – | 0.03 |
| FNMA POOL CA4860 FN 12/49 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNMA POOL CA5164 FN 02/50 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL CA5422 FN 03/50 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79M | – | 0.05 |
| FNMA POOL CA5517 FN 04/50 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $90M | – | 0.06 |
| FNMA POOL CA5522 FN 04/50 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $817K | – | 0.00 |
| FNMA POOL CA5541 FN 04/50 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $63M | – | 0.04 |
| FNMA POOL CA5561 FN 04/50 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| FNMA POOL CA6009 FN 05/50 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| FNMA POOL CA6825 FN 04/40 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $314K | – | 0.00 |
| FNMA POOL CA6849 FN 08/35 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA POOL CA8391 FN 12/35 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL CA8645 FN 01/51 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL CB0711 FN 06/51 FIXED 1.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FNMA POOL CB0865 FN 06/51 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL CB1782 FN 10/51 FIXED 2 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $299K | – | 0.00 |
| FNMA POOL CB2093 FN 11/51 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FNMA POOL CB3618 FN 05/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $343K | – | 0.00 |
| FNMA POOL CB3627 FN 05/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA POOL CB3630 FN 05/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA POOL CB3909 FN 06/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL CB3931 FN 06/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $667K | – | 0.00 |
| FNMA POOL CB4159 FN 07/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNMA POOL CB4404 FN 08/52 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL CB4843 FN 10/52 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| FNMA POOL CB4958 FN 10/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $545K | – | 0.00 |
| FNMA POOL CB5118 FN 11/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| FNMA POOL CB5378 FN 09/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $531K | – | 0.00 |
| FNMA POOL CB5400 FN 12/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $893K | – | 0.00 |
| FNMA POOL CB5404 FN 01/53 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40M | – | 0.03 |
| FNMA POOL CB5405 FN 10/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| FNMA POOL CB5664 FN 02/53 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FNMA POOL CB5731 FN 02/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32M | – | 0.02 |
| FNMA POOL CB5884 FN 03/53 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL CB5991 FN 01/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNMA POOL CB6306 FN 05/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL CB6312 FN 05/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $170K | – | 0.00 |
| FNMA POOL CB6360 FN 05/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| FNMA POOL CB6594 FN 05/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNMA POOL CB6596 FN 05/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| FNMA POOL CB6772 FN 07/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL CB6813 FN 02/53 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNMA POOL CB6862 FN 08/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| FNMA POOL CB6989 FN 06/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| FNMA POOL CB7195 FN 09/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| FNMA POOL CB7426 FN 11/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FNMA POOL CB7606 FN 12/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $344K | – | 0.00 |
| FNMA POOL CB8087 FN 12/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $75M | – | 0.05 |
| FNMA POOL CB8258 FN 03/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48M | – | 0.03 |
| FNMA POOL DA0049 FN 09/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL DA0464 FN 10/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA POOL DA0582 FN 09/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $921K | – | 0.00 |
| FNMA POOL DA0868 FN 09/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $911K | – | 0.00 |
| FNMA POOL DA1011 FN 09/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24M | – | 0.02 |
| FNMA POOL DA1015 FN 09/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $867K | – | 0.00 |
| FNMA POOL DA1042 FN 10/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNMA POOL DA1048 FN 10/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $267K | – | 0.00 |
| FNMA POOL DA2825 FN 09/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL DA3281 FN 10/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL DA3301 FN 10/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FNMA POOL DA3708 FN 10/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL DA3853 FN 12/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $187K | – | 0.00 |
| FNMA POOL DA4599 FN 11/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNMA POOL DA4644 FN 12/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71M | – | 0.05 |
| FNMA POOL DA4667 FN 01/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $116M | – | 0.08 |
| FNMA POOL DA4702 FN 11/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $447K | – | 0.00 |
| FNMA POOL DA4870 FN 01/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| FNMA POOL DA4922 FN 10/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $218K | – | 0.00 |
| FNMA POOL DA5067 FN 11/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.00 |
| FNMA POOL DA5068 FN 11/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| FNMA POOL DA5111 FN 12/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| FNMA POOL DA5748 FN 12/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| FNMA POOL DA5932 FN 01/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL DA5974 FN 01/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42M | – | 0.03 |
| FNMA POOL DA6001 FN 03/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL DA6015 FN 03/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $446K | – | 0.00 |
| FNMA POOL DA6725 FN 12/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL DA7832 FN 01/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25M | – | 0.02 |
| FNMA POOL DA7883 FN 02/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL DA8024 FN 02/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL DA8089 FN 01/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32M | – | 0.02 |
| FNMA POOL DA9096 FN 03/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNMA POOL DA9751 FN 03/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| FNMA POOL FM0062 FN 02/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $695K | – | 0.00 |
| FNMA POOL FM0076 FN 03/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $318M | – | 0.21 |
| FNMA POOL FM1068 FN 04/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| FNMA POOL FM1107 FN 06/49 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| FNMA POOL FM1135 FN 04/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL FM1221 FN 07/49 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA POOL FM1306 FN 07/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL FM1322 FN 05/49 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL FM1369 FN 11/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA POOL FM1395 FN 08/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA POOL FM1496 FN 09/49 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| FNMA POOL FM1589 FN 09/49 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| FNMA POOL FM1634 FN 06/49 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL FM1637 FN 05/49 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FNMA POOL FM1674 FN 09/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL FM1776 FN 10/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL FM1896 FN 11/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL FM2015 FN 11/49 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| FNMA POOL FM2049 FN 12/49 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| FNMA POOL FM2333 FN 02/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNMA POOL FM2378 FN 01/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| FNMA POOL FM2870 FN 03/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| FNMA POOL FM2886 FN 05/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74M | – | 0.05 |
| FNMA POOL FM3022 FN 09/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL FM3142 FN 10/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL FM3210 FN 09/49 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| FNMA POOL FM3241 FN 03/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $240M | – | 0.16 |
| FNMA POOL FM3243 FN 02/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNMA POOL FM3340 FN 05/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL FM3343 FN 02/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FNMA POOL FM3445 FN 09/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| FNMA POOL FM3458 FN 01/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $86M | – | 0.06 |
| FNMA POOL FM3532 FN 07/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| FNMA POOL FM3619 FN 01/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $692K | – | 0.00 |
| FNMA POOL FM3664 FN 03/49 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL FM3858 FN 02/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $97M | – | 0.06 |
| FNMA POOL FM3869 FN 06/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| FNMA POOL FM3952 FN 07/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $149M | – | 0.10 |
| FNMA POOL FM3981 FN 04/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| FNMA POOL FM4457 FN 07/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57M | – | 0.04 |
| FNMA POOL FM4737 FN 09/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $262K | – | 0.00 |
| FNMA POOL FM5199 FN 05/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $270K | – | 0.00 |
| FNMA POOL FM6001 FN 06/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| FNMA POOL FM6262 FN 01/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $582K | – | 0.00 |
| FNMA POOL FM6785 FN 09/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL FM7570 FN 04/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA POOL FM8297 FN 12/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51M | – | 0.03 |
| FNMA POOL FM8347 FN 12/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| FNMA POOL FM8406 FN 08/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL FM8707 FN 09/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FNMA POOL FM9146 FN 02/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $581K | – | 0.00 |
| FNMA POOL FP0007 FN 01/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $327K | – | 0.00 |
| FNMA POOL FS0125 FN 05/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20M | – | 0.01 |
| FNMA POOL FS0126 FN 06/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59M | – | 0.04 |
| FNMA POOL FS0127 FN 10/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| FNMA POOL FS0128 FN 11/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51M | – | 0.03 |
| FNMA POOL FS0129 FN 11/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| FNMA POOL FS1421 FN 04/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| FNMA POOL FS1422 FN 04/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24M | – | 0.02 |
| FNMA POOL FS1790 FN 05/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $734K | – | 0.00 |
| FNMA POOL FS1948 FN 05/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $794K | – | 0.00 |
| FNMA POOL FS2699 FN 08/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL FS3300 FN 11/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FNMA POOL FS3393 FN 10/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA POOL FS3525 FN 10/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL FS3527 FN 11/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| FNMA POOL FS3640 FN 11/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $170K | – | 0.00 |
| FNMA POOL FS4024 FN 02/53 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $896K | – | 0.00 |
| FNMA POOL FS4230 FN 03/53 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| FNMA POOL FS4436 FN 04/53 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| FNMA POOL FS4645 FN 11/51 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA POOL FS4663 FN 05/53 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FNMA POOL FS4774 FN 03/53 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $429K | – | 0.00 |
| FNMA POOL FS4947 FN 01/53 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $664K | – | 0.00 |
| FNMA POOL FS4970 FN 06/53 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNMA POOL FS5053 FN 06/53 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| FNMA POOL FS5115 FN 06/53 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL FS5299 FN 05/53 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| FNMA POOL FS5300 FN 05/53 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| FNMA POOL MA0072 FN 05/29 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA POOL MA0096 FN 06/29 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNMA POOL MA0115 FN 07/29 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL MA0155 FN 08/24 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $859.79 | – | 0.00 |
| FNMA POOL MA0171 FN 09/29 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL MA0172 FN 09/24 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL MA0200 FN 10/29 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL MA0232 FN 11/29 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $911.63 | – | 0.00 |
| FNMA POOL MA0264 FN 12/29 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $661.75 | – | 0.00 |
| FNMA POOL MA0293 FN 01/30 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL MA0318 FN 02/30 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL MA0353 FN 03/30 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL MA0405 FN 03/40 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL MA0461 FN 07/30 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL MA0481 FN 08/30 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL MA0535 FN 10/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL MA0538 FN 10/30 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL MA0668 FN 03/31 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL MA0694 FN 04/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $609.31 | – | 0.00 |
| FNMA POOL MA0776 FN 06/31 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL MA0932 FN 12/41 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL MA0976 FN 02/32 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL MA1035 FN 04/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL MA1074 FN 05/32 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA POOL MA1571 FN 09/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA POOL MA1822 FN 03/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL MA1888 FN 05/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL MA1998 FN 08/24 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL MA2054 FN 08/24 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $168.17 | – | 0.00 |
| FNMA POOL MA2057 FN 10/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FNMA POOL MA2064 FN 10/24 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL MA2078 FN 11/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL MA2081 FN 11/24 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $352.47 | – | 0.00 |
| FNMA POOL MA2120 FN 12/24 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL MA2127 FN 12/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL MA2136 FN 01/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL MA2145 FN 01/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| FNMA POOL MA2177 FN 02/35 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL MA2185 FN 02/25 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $424.24 | – | 0.00 |
| FNMA POOL MA2214 FN 03/25 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $816.57 | – | 0.00 |
| FNMA POOL MA2217 FN 03/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $577K | – | 0.00 |
| FNMA POOL MA2279 FN 05/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FNMA POOL MA2281 FN 05/45 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA POOL MA2304 FN 06/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL MA2342 FN 07/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA POOL MA2371 FN 08/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL MA2392 FN 09/25 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA POOL MA2484 FN 12/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FNMA POOL MA2522 FN 02/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL MA2535 FN 02/46 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL MA2549 FN 03/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL MA2570 FN 03/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL MA2594 FN 03/46 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FNMA POOL MA2595 FN 04/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $808K | – | 0.00 |
| FNMA POOL MA2609 FN 05/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL MA2624 FN 05/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| FNMA POOL MA2671 FN 07/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL MA2675 FN 07/31 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL MA2716 FN 08/36 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA POOL MA2747 FN 09/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA POOL MA2772 FN 10/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL MA2779 FN 10/26 FIXED 2 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL MA2789 FN 10/36 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $205K | – | 0.00 |
| FNMA POOL MA2808 FN 11/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNMA POOL MA2832 FN 12/36 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL MA2834 FN 12/46 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL MA2835 FN 12/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL MA2841 FN 12/36 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL MA2854 FN 12/46 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL MA2864 FN 01/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL MA2884 FN 01/27 FIXED 2 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA POOL MA2888 FN 01/47 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FNMA POOL MA2896 FN 02/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| FNMA POOL MA2907 FN 02/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| FNMA POOL MA2915 FN 02/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FNMA POOL MA2929 FN 03/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $298K | – | 0.00 |
| FNMA POOL MA2930 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19M | – | 0.01 |
| FNMA POOL MA2938 FN 03/47 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL MA2959 FN 04/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $193K | – | 0.00 |
| FNMA POOL MA2960 FN 04/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $628K | – | 0.00 |
| FNMA POOL MA2994 FN 05/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL MA2995 FN 05/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46M | – | 0.03 |
| FNMA POOL MA3026 FN 06/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $524K | – | 0.00 |
| FNMA POOL MA3027 FN 06/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $725K | – | 0.00 |
| FNMA POOL MA3057 FN 07/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| FNMA POOL MA3058 FN 07/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL MA3061 FN 07/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $300K | – | 0.00 |
| FNMA POOL MA3087 FN 08/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL MA3088 FN 08/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| FNMA POOL MA3101 FN 08/47 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL MA3103 FN 08/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| FNMA POOL MA3120 FN 09/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL MA3121 FN 09/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNMA POOL MA3131 FN 09/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| FNMA POOL MA3148 FN 10/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $834K | – | 0.00 |
| FNMA POOL MA3149 FN 10/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| FNMA POOL MA3159 FN 10/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA POOL MA3184 FN 11/47 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL MA3190 FN 11/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA POOL MA3210 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| FNMA POOL MA3211 FN 12/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL MA3221 FN 12/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| FNMA POOL MA3239 FN 01/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FNMA POOL MA3240 FN 01/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL MA3250 FN 01/28 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA POOL MA3278 FN 02/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FNMA POOL MA3286 FN 02/28 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL MA3306 FN 03/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL MA3309 FN 03/38 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $306K | – | 0.00 |
| FNMA POOL MA3310 FN 03/38 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL MA3336 FN 04/38 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $932K | – | 0.00 |
| FNMA POOL MA3360 FN 05/38 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| FNMA POOL MA3394 FN 05/28 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $254K | – | 0.00 |
| FNMA POOL MA3413 FN 07/38 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| FNMA POOL MA3494 FN 10/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL MA3558 FN 01/34 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA POOL MA3575 FN 12/38 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNMA POOL MA3590 FN 02/39 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $424K | – | 0.00 |
| FNMA POOL MA3597 FN 02/49 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL MA3612 FN 03/39 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL MA3614 FN 03/49 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL MA3621 FN 03/39 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $212K | – | 0.00 |
| FNMA POOL MA3631 FN 04/34 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL MA3634 FN 04/39 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $658K | – | 0.00 |
| FNMA POOL MA3635 FN 04/39 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $401K | – | 0.00 |
| FNMA POOL MA3660 FN 05/39 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNMA POOL MA3661 FN 05/39 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL MA3683 FN 06/39 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $432K | – | 0.00 |
| FNMA POOL MA3684 FN 06/39 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $240K | – | 0.00 |
| FNMA POOL MA3695 FN 07/34 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| FNMA POOL MA3698 FN 07/39 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL MA3738 FN 08/34 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA POOL MA3742 FN 08/39 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $442K | – | 0.00 |
| FNMA POOL MA3768 FN 09/34 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $945K | – | 0.00 |
| FNMA POOL MA3772 FN 09/39 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $403K | – | 0.00 |
| FNMA POOL MA3773 FN 09/39 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $213K | – | 0.00 |
| FNMA POOL MA3796 FN 10/29 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $268K | – | 0.00 |
| FNMA POOL MA3798 FN 10/34 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| FNMA POOL MA3814 FN 10/39 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $319K | – | 0.00 |
| FNMA POOL MA3826 FN 11/29 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL MA3828 FN 11/34 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $386K | – | 0.00 |
| FNMA POOL MA3865 FN 12/34 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL MA3880 FN 11/39 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| FNMA POOL MA3890 FN 01/40 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA POOL MA3897 FN 01/35 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $492K | – | 0.00 |
| FNMA POOL MA3931 FN 02/35 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA POOL MA3933 FN 02/40 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA POOL MA3986 FN 04/35 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL MA4005 FN 04/30 FIXED 2 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA POOL MA4011 FN 05/30 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| FNMA POOL MA4014 FN 05/35 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $250K | – | 0.00 |
| FNMA POOL MA4027 FN 05/40 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL MA4062 FN 06/40 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $519K | – | 0.00 |
| FNMA POOL MA4118 FN 08/50 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL MA4202 FN 12/40 FIXED 1.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $582K | – | 0.00 |
| FNMA POOL MA4465 FN 11/51 FIXED 2 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| FNMA POOL MA4618 FN 04/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA POOL MA4644 FN 05/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $241K | – | 0.00 |
| FNMA POOL MA4783 FN 10/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $373M | – | 0.24 |
| FNMA POOL MA4785 FN 10/52 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL MA4786 FN 10/52 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA POOL MA4804 FN 11/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $61M | – | 0.04 |
| FNMA POOL MA4805 FN 11/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| FNMA POOL MA4806 FN 11/52 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FNMA POOL MA4818 FN 10/52 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNMA POOL MA4839 FN 12/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $68M | – | 0.04 |
| FNMA POOL MA4847 FN 11/52 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA POOL MA4867 FN 01/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| FNMA POOL MA4869 FN 01/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL MA4876 FN 12/52 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL MA4895 FN 01/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL MA4919 FN 02/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44M | – | 0.03 |
| FNMA POOL MA4920 FN 02/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $865K | – | 0.00 |
| FNMA POOL MA4941 FN 03/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| FNMA POOL MA4942 FN 03/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL MA4943 FN 03/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $243K | – | 0.00 |
| FNMA POOL MA4977 FN 04/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL MA4979 FN 04/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38M | – | 0.02 |
| FNMA POOL MA4980 FN 04/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL MA5016 FN 02/43 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $223K | – | 0.00 |
| FNMA POOL MA5037 FN 06/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| FNMA POOL MA5040 FN 06/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| FNMA POOL MA5070 FN 07/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $910K | – | 0.00 |
| FNMA POOL MA5105 FN 08/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32M | – | 0.02 |
| FNMA POOL MA5109 FN 08/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FNMA POOL MA5136 FN 09/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52M | – | 0.03 |
| FNMA POOL MA5140 FN 09/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FNMA POOL MA5163 FN 10/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| FNMA POOL MA5167 FN 10/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33M | – | 0.02 |
| FNMA POOL MA5192 FN 11/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $549M | – | 0.36 |
| FNMA POOL MA5217 FN 12/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $631M | – | 0.41 |
| FNMA POOL MA5248 FN 01/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $231M | – | 0.15 |
| FNMA POOL MA5273 FN 02/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $333M | – | 0.22 |
| FNMA POOL MA5297 FN 03/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $377M | – | 0.25 |
| FNMA POOL MA5329 FN 04/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $142M | – | 0.09 |
| FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-264K | – | -0.00 |
| FNMA TBA 15 YR 2.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA TBA 15 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $436M | – | 0.28 |
| FNMA TBA 15 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-98M | – | -0.06 |
| FNMA TBA 30 YR 1.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-24M | – | -0.02 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-19M | – | -0.01 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $154M | – | 0.10 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-113M | – | -0.07 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-212M | – | -0.14 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $309M | – | 0.20 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-21M | – | -0.01 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2B | – | 1.20 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-904M | – | -0.59 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3B | – | 2.06 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1B | – | 0.88 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2B | – | 1.25 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $885M | – | 0.58 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9B | – | 5.75 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4B | – | 2.47 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2B | – | 1.55 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-427M | – | -0.28 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11B | – | 7.01 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7B | – | 4.77 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18B | – | 11.87 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4B | – | 2.91 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9B | – | 6.13 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8B | – | 5.29 |
| FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $791M | – | 0.52 |
| FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36M | – | 0.02 |
| FORD CREDIT AUTO OWNER TRUST FORDO 2022 C A3 (FORD CREDIT AUTO OWNER TRUST 2022-C) | Long | ABS-other | US | $5M | – | 0.00 |
| FORD MOTOR COMPANY SNR S* ICE | Derivative-credit | US | $2M | – | 0.00 | |
| FORD MOTOR COMPANY SNR S* ICE | Derivative-credit | US | $886K | – | 0.00 | |
| FORD MOTOR COMPANY SNR S* ICE | Derivative-credit | US | $586K | – | 0.00 | |
| FORD MOTOR COMPANY SNR S* ICE | Derivative-credit | US | $571K | – | 0.00 | |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/34 6.125 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $18M | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 2.7 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $6M | – | 0.00 |
| FORD MOTOR CREDIT COMPANY LLC SNR S* ICE | Derivative-credit | US | $5M | – | 0.00 | |
| FORD MOTOR CREDIT COMPANY LLC SNR S* ICE | Derivative-credit | US | $3M | – | 0.00 | |
| FORD MOTOR CREDIT COMPANY LLC SNR S* ICE | Derivative-credit | US | $2M | – | 0.00 | |
| FORD MOTOR CREDIT COMPANY LLC SNR S* ICE | Derivative-credit | US | $1M | – | 0.00 | |
| FORD MOTOR CREDIT COMPANY LLC SNR S* ICE | Derivative-credit | US | $1M | – | 0.00 | |
| FORD MOTOR CREDIT COMPANY LLC SNR S* ICE | Derivative-credit | US | $753K | – | 0.00 | |
| FORESEA HLDG S A COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $5M | 207K | 0.00 |
| FORESEA HLDG S A COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $538K | 23K | 0.00 |
| FORESEA HOLDING SA SR SECURED 144A 06/30 7.5 | Long | Debt | LU | $3M | – | 0.00 |
| FORESEA HOLDING SA SR SECURED REGS 06/30 7.5 | Long | Debt | LU | $380K | – | 0.00 |
| FORMENTERA ISSUER PLC FORMT 2022 1 A REGS (FORMENTERA ISSUER PLC 22-1) | Long | ABS-mortgage backed security | GB | $49M | – | 0.03 |
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2024 1 A2 144A (FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $34M | – | 0.02 |
| FREDDIE MAC FHR 2145 MZ (FREDDIE MAC 2145) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FREDDIE MAC FHR 2169 TB (FREDDIE MAC 2169) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FREDDIE MAC FHR 2255 Z (FREDDIE MAC 2255) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FREDDIE MAC FHR 2256 MC (FREDDIE MAC 2256) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREDDIE MAC FHR 2290 ZD (FREDDIE MAC 2290) | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| FREDDIE MAC FHR 2296 PD (FREDDIE MAC 2296) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FREDDIE MAC FHR 2311 Z (FREDDIE MAC 2311) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| FREDDIE MAC FHR 2359 ZB (FREDDIE MAC 2359) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FREDDIE MAC FHR 2368 AS (FREDDIE MAC 2368) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FREDDIE MAC FHR 2388 EZ (FREDDIE MAC 2388) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FREDDIE MAC FHR 2412 OS (FREDDIE MAC 2412) | Long | ABS-mortgage backed security | US | $301K | – | 0.00 |
| FREDDIE MAC FHR 2412 SP (FREDDIE MAC 2412) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FREDDIE MAC FHR 2417 CJ (FREDDIE MAC 2417) | Long | ABS-mortgage backed security | US | $200K | – | 0.00 |
| FREDDIE MAC FHR 2423 MC (FREDDIE MAC 2423) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FREDDIE MAC FHR 2423 MT (FREDDIE MAC 2423) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FREDDIE MAC FHR 3135 CS (FREDDIE MAC 3135) | Long | ABS-mortgage backed security | US | $752.58 | – | 0.00 |
| FREDDIE MAC FHR 3147 LS (FREDDIE MAC-3147) | Long | ABS-mortgage backed security | US | $321K | – | 0.00 |
| FREDDIE MAC FHR 3153 XI (FREDDIE MAC REMICS 3153) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FREDDIE MAC FHR 3200 SB (FREDDIE MAC 3200) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FREDDIE MAC FHR 3213 HS (FREDDIE MAC REMICS 3213) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FREDDIE MAC FHR 3218 SA (FREDDIE MAC 3218) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FREDDIE MAC FHR 3267 SI (FREDDIE MAC-3267) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FREDDIE MAC FHR 3284 BI (FREDDIE MAC 3284) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FREDDIE MAC FHR 3284 NI (FREDDIE MAC 3284) | Long | ABS-mortgage backed security | US | $221K | – | 0.00 |
| FREDDIE MAC FHR 3355 BI (FREDDIE MAC 3355) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FREDDIE MAC FHR 3384 SH (FREDDIE MAC 3384) | Long | ABS-mortgage backed security | US | $292K | – | 0.00 |
| FREDDIE MAC FHR 3462 SC (FREDDIE MAC REMICS 3462) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FREDDIE MAC FHR 3471 Z (FREDDIE MAC REMICS 3471) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FREDDIE MAC FHR 3620 TZ (FREDDIE MAC 3620) | Long | ABS-mortgage backed security | US | $613K | – | 0.00 |
| FREDDIE MAC FHR 3785 LS (FREDDIE MAC REMICS 3785) | Long | ABS-mortgage backed security | US | $720K | – | 0.00 |
| FREDDIE MAC FHR 3871 JB (FREDDIE MAC 3871) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| FREDDIE MAC FHR 3908 XS (FREDDIE MAC REMICS-3908) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FREDDIE MAC FHR 3920 LP (FREDDIE MAC REMICS 3920) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FREDDIE MAC FHR 3951 US (FREDDIE MAC REMICS 3951) | Long | ABS-mortgage backed security | US | $418K | – | 0.00 |
| FREDDIE MAC FHR 3997 GP (FREDDIE MAC REMICS-3997) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FREDDIE MAC FHR 4024 IO (FREDDIE MAC REMICS 4024) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FREDDIE MAC FHR 4093 QZ (FREDDIE MAC REMICS 4093) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FREDDIE MAC FHR 4116 PS (FREDDIE MAC REMICS 4116) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FREDDIE MAC FHR 4142 QI (FREDDIE MAC REMICS 4142) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FREDDIE MAC FHR 4146 US (FREDDIE MAC REMICS 4146) | Long | ABS-mortgage backed security | US | $964K | – | 0.00 |
| FREDDIE MAC FHR 4579 SD (FREDDIE MAC REMICS 4579) | Long | ABS-mortgage backed security | US | $755K | – | 0.00 |
| FREDDIE MAC FHR 4680 FP (FREDDIE MAC REMICS 4680) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| FREDDIE MAC FHR 4826 NI (FREDDIE MAC REMICS 4826) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FREDDIE MAC FHR 4839 QO (FREDDIE MAC 4839) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| FREDDIE MAC FHR 4839 WO (FREDDIE MAC 4839) | Long | ABS-mortgage backed security | US | $29M | – | 0.02 |
| FREDDIE MAC FHR 4851 KO (FREDDIE MAC REMICS 4851) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FREDDIE MAC FHR 4851 MO (FREDDIE MAC REMICS 4851) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| FREDDIE MAC FHR 4851 PO (FREDDIE MAC REMICS 4851) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| FREDDIE MAC FHR 4862 NO (FREDDIE MAC REMICS 4862) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| FREDDIE MAC FHR 4885 AF (FREDDIE MAC REMICS 4885) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| FREDDIE MAC FHR 4926 MT (FREDDIE MAC REMICS 4926) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FREDDIEMAC STRIP FHS 304 C21 (FREDDIE MAC STRIPS 304) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FREDDIEMAC STRIP FHS 304 C22 (FREDDIE MAC STRIPS 304) | Long | ABS-mortgage backed security | US | $558K | – | 0.00 |
| FREDDIEMAC STRIP FHS 320 V4 (FREDDIE MAC STRIPS 320) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| FREDDIEMAC STRIP FHS 335 V2 (FREDDIE MAC STRIPS 335) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| FREDDIEMAC STRIP FHS 362 C5 (FREDDIEMAC STRIP-362) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FREDDIEMAC STRIP FHS 363 C17 (FREDDIE MAC STRIPS 363) | Long | ABS-mortgage backed security | US | $525K | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2004 3 M2 (FREMONT HOME LOAN TRUST 2004-3) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2004 A M1 (FREMONT HOME LOAN TRUST 2004-A) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2004 D M1 (FREMONT HOME LOAN TRUST 2004-D) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2005 1 M5 (FREMONT HOME LOAN TRUST 2005-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2005 1 M6 (FREMONT HOME LOAN TRUST 2005-1) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| FREMONT HOME LOAN TRUST FHLT 2005 2 M4 (FREMONT HOME LOAN TRUST 2005-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2005 B M6 (FREMONT HOME LOAN TRUST 2005-B) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2005 B M7 (FREMONT HOME LOAN TRUST 2005-B) | Long | ABS-mortgage backed security | US | $746K | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2005 D M1 (FREMONT HOME LOAN TRUST 2005-D) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2005 E M1 (FREMONT HOME LOAN TRUST 2005-E) | Long | ABS-mortgage backed security | US | $35M | – | 0.02 |
| FREMONT HOME LOAN TRUST FHLT 2006 1 2A4 (FREMONT HOME LOAN TRUST 2006-1) | Long | ABS-mortgage backed security | US | $26M | – | 0.02 |
| FREMONT HOME LOAN TRUST FHLT 2006 2 2A3 (FREMONT HOME LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2006 3 2A3 (FREMONT HOME LOAN TRUST 2006-3) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2006 A 2A4 (FREMONT HOME LOAN TRUST 2006-A) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2006 B 2A2 (FREMONT HOME LOAN TRUST 2006-B) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2006 B 2A3 (FREMONT HOME LOAN TRUST 2006-B) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| FREMONT HOME LOAN TRUST FHLT 2006 B 2A4 (FREMONT HOME LOAN TRUST 2006-B) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2006 C 1A1 (FREMONT HOME LOAN TRUST 2006-C) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| FREMONT HOME LOAN TRUST FHLT 2006 C 2A2 (FREMONT HOME LOAN TRUST 2006-C) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2006 D 2A2 (FREMONT HOME LOAN TRUST 2006-D) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2006 E 2A4 (FREMONT HOME LOAN TRUST 2006-E) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| GALAXY CLO LTD GALXY 2013 15A ARR 144A (GALAXY XV CLO LTD 2013-15A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.00 |
| GALIBIER 24 1 (GALIBIER 24-1) | Long | Debt | NL | $2B | – | 1.29 |
| GATEWAY LEASE CTL A WHLN03785 (GATEWAY CREDIT TENANT LEASE) | Long | ABS-other | CA | $52M | – | 0.03 |
| GATEWAY RE LTD UNSECURED 144A 12/28 VAR | Long | Debt | BM | $10M | – | 0.01 |
| GATEWAY RE LTD UNSECURED 144A 12/28 VAR | Long | Debt | BM | $2M | – | 0.00 |
| GAZPROM (GAZ CAPITAL SA) SR UNSECURED 144A 02/28 4.95 (GAZPROM PJSC VIA GAZ CAPITAL SA) | Long | Debt | LU | $11M | – | 0.01 |
| GAZPROM (GAZ CAPITAL SA) SR UNSECURED 144A 04/34 8.625 (GAZPROM PJSC VIA GAZ CAPITAL SA) | Long | Debt | LU | $87M | – | 0.06 |
| GAZPROM (GAZ CAPITAL SA) SR UNSECURED 144A 08/37 7.288 (GAZPROM PJSC VIA GAZ CAPITAL SA) | Long | Debt | LU | $25M | – | 0.02 |
| GAZPROM (GAZ CAPITAL SA) SR UNSECURED REGS 03/27 4.95 (GAZPROM PJSC VIA GAZ CAPITAL SA) | Long | Debt | LU | $17M | – | 0.01 |
| GAZPROM (GAZ CAPITAL SA) SR UNSECURED REGS 04/34 8.625 (GAZPROM PJSC VIA GAZ CAPITAL SA) | Long | Debt | LU | $23M | – | 0.01 |
| GAZPROM PJSC (GAZ FN) SR UNSECURED 144A 01/29 2.95 (GAZPROM PJSC VIA GAZ FINANCE PLC) | Long | Debt | GB | $50M | – | 0.03 |
| GAZPROM PJSC (GAZ FN) SR UNSECURED 144A 02/27 1.5 (GAZPROM PJSC VIA GAZ FINANCE PLC) | Long | Debt | GB | $89M | – | 0.06 |
| GAZPROM PJSC (GAZ FN) SR UNSECURED REGS 06/27 3 (GAZPROM PJSC VIA GAZ FINANCE PLC) | Long | Debt | GB | $8M | – | 0.01 |
| GCAT GCAT 2023 NQM4 A1 144A (GCAT 2023-NQM4 TRUST) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| GCAT GCAT 2024 NQM1 A1 144A (GCAT 2024-NQM1 TRUST) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| GCAT GCAT 2024 NQM2 A1 144A (GCAT 2024-NQM2 TRUST) | Long | ABS-mortgage backed security | US | $26M | – | 0.02 |
| GE WMC MORTGAGE SECURITIES LLC GEWMC 2006 1 A1A 144A (GE-WMC MORTGAGE SECURITIES LLC 2006-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GE WMC MORTGAGE SECURITIES LLC GEWMC 2006 1 A2A (GE-WMC MORTGAGE SECURITIES LLC 2006-1) | Long | ABS-mortgage backed security | US | $998.3 | – | 0.00 |
| GENERAL ELECTRIC CO SR UNSECURED 03/32 6.75 (GENERAL ELECTRIC COMPANY) | Long | Debt | US | $388.97 | – | 0.00 |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $773K | – | 0.00 | |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $181K | – | 0.00 | |
| GENERATE CLO LTD. GNRT 3A A2R 144A (GNRT-3A) | Long | ABS-collateralized bond/debt obligation | KY | $128M | – | 0.08 |
| GHH HOLDINGS LIMITED 2018 GBP TERM LOAN B (WHLN LOAN) | Long | Loan | GB | $93M | – | 0.06 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 01/29 5.3 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $29M | – | 0.02 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 01/31 4 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $5M | – | 0.00 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 01/32 3.25 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $4M | – | 0.00 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 06/25 5.25 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $6M | – | 0.00 |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 2A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2024-2A) | Long | ABS-other | US | $50M | – | 0.03 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A2 144A (GLS AUTO SELECT RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $40M | – | 0.03 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A (GLS AUTO SELECT RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $30M | – | 0.02 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2023 2A A2 144A (GLS AUTO SELECT RECEIVABLES TRUST 2023-2A) | Long | ABS-other | US | $34M | – | 0.02 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 1A A2 144A (GLS AUTO SELECT RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $20M | – | 0.01 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 2A A2 144A (GLS AUTO SELECT RECEIVABLES TRUST 2024-2A) | Long | ABS-other | US | $35M | – | 0.02 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 3A A2 144A (GLS AUTO SELECT RECEIVABLES TRUST 2024-3) | Long | ABS-other | US | $9M | – | 0.01 |
| GMAC COMMERCIAL MORTGAGE ASSET GMACN 2003 BRAG CERT 144A (GMAC COMMERCIAL MORTGAGE ASSET CORPORATION 2003 BRAG) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| GMAC MORTGAGE CORPORATION LOAN GMACM 2005 AR1 3A (GMAC MORTGAGE CORP LOAN TRUST 2005-AR1) | Long | ABS-mortgage backed security | US | $206K | – | 0.00 |
| GMAC MORTGAGE CORPORATION LOAN GMACM 2005 AR1 4A (GMAC MORTGAGE CORP LOAN TRUST 2005-AR1) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| GMAC MORTGAGE CORPORATION LOAN GMACM 2005 AR1 5A (GMAC MORTGAGE CORP LOAN TRUST 2005-AR1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GMAC MORTGAGE CORPORATION LOAN GMACM 2005 AR6 1A1 (GMAC MORTGAGE CORP LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| GMAC MORTGAGE CORPORATION LOAN GMACM 2005 AR6 3A1 (GMAC MORTGAGE CORP LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| GMF CANADA LEASING TRUST GCOLT 2024 1A A1 144A (GMF CANADA LEASING TRUST ASSET-BACKED NOTES SERIES 2024-1A) | Long | ABS-other | CA | $23M | – | 0.01 |
| GMF CANADA LEASING TRUST GCOLT 2024 1A A2 144A (GMF CANADA LEASING TRUST ASSET-BACKED NOTES SERIES 2024-1A) | Long | ABS-other | CA | $31M | – | 0.02 |
| GMF CANADA LEASING TRUST GCOLT 2024 1A A3 144A (GMF CANADA LEASING TRUST ASSET-BACKED NOTES SERIES 2024-1A) | Long | ABS-other | CA | $17M | – | 0.01 |
| GNMA II POOL 003293 G2 07/32 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $234.97 | – | 0.00 |
| GNMA II POOL 003401 G2 06/33 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 003470 G2 11/33 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA II POOL 003554 G2 05/34 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 003581 G2 07/34 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 003734 G2 07/35 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 004341 G2 01/39 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 004467 G2 06/39 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA II POOL 004657 G2 03/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 004678 G2 04/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 005054 G2 05/41 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 005284 G2 01/42 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 008709 G2 10/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $533.65 | – | 0.00 |
| GNMA II POOL 008788 G2 01/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $143.7 | – | 0.00 |
| GNMA II POOL 080022 G2 12/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $447.34 | – | 0.00 |
| GNMA II POOL 080023 G2 12/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $358.62 | – | 0.00 |
| GNMA II POOL 080031 G2 01/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $396.79 | – | 0.00 |
| GNMA II POOL 080084 G2 06/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $870.21 | – | 0.00 |
| GNMA II POOL 080109 G2 08/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $290.21 | – | 0.00 |
| GNMA II POOL 080259 G2 02/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 080283 G2 05/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 080335 G2 10/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA II POOL 080461 G2 10/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA II POOL 080567 G2 01/32 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA II POOL 080568 G2 01/32 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 080583 G2 03/32 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 080594 G2 04/32 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 080641 G2 10/32 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 080728 G2 08/33 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 080777 G2 12/33 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 081224 G2 01/35 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $694.87 | – | 0.00 |
| GNMA II POOL 784345 G2 07/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $90M | – | 0.06 |
| GNMA II POOL 879702 G2 06/32 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| GNMA II POOL AS5752 G2 03/46 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| GNMA II POOL AZ0161 G2 08/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $295K | – | 0.00 |
| GNMA II POOL AZ6892 G2 05/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $752K | – | 0.00 |
| GNMA II POOL BB7917 G2 07/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $616K | – | 0.00 |
| GNMA II POOL BB9647 G2 08/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| GNMA II POOL BC6871 G2 08/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $661K | – | 0.00 |
| GNMA II POOL BC6907 G2 08/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II POOL BD3842 G2 07/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $373K | – | 0.00 |
| GNMA II POOL BD4083 G2 05/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $450K | – | 0.00 |
| GNMA II POOL BE8137 G2 02/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $643K | – | 0.00 |
| GNMA II POOL BF0266 G2 05/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $247K | – | 0.00 |
| GNMA II POOL BF1602 G2 05/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $530K | – | 0.00 |
| GNMA II POOL BF9484 G2 04/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| GNMA II POOL BG0396 G2 03/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $753K | – | 0.00 |
| GNMA II POOL BG3963 G2 06/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $562K | – | 0.00 |
| GNMA II POOL BG5388 G2 05/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $691K | – | 0.00 |
| GNMA II POOL BG5389 G2 05/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $478K | – | 0.00 |
| GNMA II POOL BG6105 G2 05/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $525K | – | 0.00 |
| GNMA II POOL BG6256 G2 06/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $712K | – | 0.00 |
| GNMA II POOL BG6258 G2 06/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II POOL BG6272 G2 07/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $769K | – | 0.00 |
| GNMA II POOL BG7652 G2 06/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $833K | – | 0.00 |
| GNMA II POOL BG8926 G2 06/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $863K | – | 0.00 |
| GNMA II POOL BG8934 G2 07/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $944K | – | 0.00 |
| GNMA II POOL BG9232 G2 05/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $477K | – | 0.00 |
| GNMA II POOL BG9293 G2 06/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $994K | – | 0.00 |
| GNMA II POOL BG9760 G2 05/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $574K | – | 0.00 |
| GNMA II POOL BG9761 G2 05/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $430K | – | 0.00 |
| GNMA II POOL BH0395 G2 06/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $305K | – | 0.00 |
| GNMA II POOL BH0696 G2 06/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $332K | – | 0.00 |
| GNMA II POOL BH0868 G2 05/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $650K | – | 0.00 |
| GNMA II POOL BH3186 G2 07/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $645K | – | 0.00 |
| GNMA II POOL BH4466 G2 06/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II POOL BH4474 G2 07/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II POOL BH4477 G2 07/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II POOL BH4787 G2 07/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $906K | – | 0.00 |
| GNMA II POOL BH6373 G2 06/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II POOL BH6676 G2 06/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $562K | – | 0.00 |
| GNMA II POOL BH6742 G2 07/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $569K | – | 0.00 |
| GNMA II POOL BH7239 G2 07/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $309K | – | 0.00 |
| GNMA II POOL BH9324 G2 06/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $613K | – | 0.00 |
| GNMA II POOL BH9325 G2 06/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $755K | – | 0.00 |
| GNMA II POOL BH9343 G2 07/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $527K | – | 0.00 |
| GNMA II POOL BH9344 G2 07/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $862K | – | 0.00 |
| GNMA II POOL BI0605 G2 07/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $501K | – | 0.00 |
| GNMA II POOL BI1114 G2 07/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $348K | – | 0.00 |
| GNMA II POOL BI1144 G2 08/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $971K | – | 0.00 |
| GNMA II POOL BI1705 G2 07/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II POOL MA2224 G2 09/44 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GNMA II POOL MA2225 G2 09/44 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA II POOL MA2304 G2 10/44 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| GNMA II POOL MA2446 G2 12/44 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA II POOL MA2521 G2 01/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| GNMA II POOL MA2522 G2 01/45 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| GNMA II POOL MA2960 G2 07/45 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| GNMA II POOL MA3035 G2 08/45 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| GNMA II POOL MA3174 G2 10/45 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| GNMA II POOL MA3244 G2 11/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA II POOL MA3245 G2 11/45 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $391K | – | 0.00 |
| GNMA II POOL MA3521 G2 03/46 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA II POOL MA4321 G2 03/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $187K | – | 0.00 |
| GNMA II POOL MA4382 G2 04/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $195K | – | 0.00 |
| GNMA II POOL MA4451 G2 05/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| GNMA II POOL MA4654 G2 08/47 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GNMA II POOL MA4902 G2 12/47 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| GNMA II POOL MA5021 G2 02/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| GNMA II POOL MA5138 G2 04/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| GNMA II POOL MA5193 G2 05/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| GNMA II POOL MA5265 G2 06/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| GNMA II POOL MA5399 G2 08/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| GNMA II POOL MA5467 G2 09/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $932K | – | 0.00 |
| GNMA II POOL MA5593 G2 11/48 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $250K | – | 0.00 |
| GNMA II POOL MA5711 G2 01/49 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| GNMA II POOL MA5764 G2 02/49 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67M | – | 0.04 |
| GNMA II POOL MA5875 G2 04/49 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA II POOL MA7707 G2 11/51 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $237K | – | 0.00 |
| GNMA II POOL MA7828 G2 01/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| GNMA II POOL MA7883 G2 02/52 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA II POOL MA7937 G2 03/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $117M | – | 0.08 |
| GNMA II POOL MA7988 G2 04/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $131M | – | 0.09 |
| GNMA II POOL MA8043 G2 05/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II POOL MA8044 G2 05/52 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31M | – | 0.02 |
| GNMA II POOL MA8149 G2 07/52 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| GNMA II POOL MA8199 G2 08/52 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| GNMA II POOL MA8266 G2 09/52 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $66M | – | 0.04 |
| GNMA II POOL MA8345 G2 10/52 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29M | – | 0.02 |
| GNMA II POOL MA8425 G2 11/52 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $121M | – | 0.08 |
| GNMA II POOL MA8426 G2 11/52 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| GNMA II POOL MA8487 G2 12/52 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| GNMA II POOL MA8798 G2 04/53 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39M | – | 0.03 |
| GNMA II POOL MA9485 G2 02/54 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $349K | – | 0.00 |
| GNMA II POOL MA9665 G2 05/54 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38M | – | 0.02 |
| GNMA II POOL MA9722 G2 06/54 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33M | – | 0.02 |
| GNMA II TBA 30 YR 2 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69M | – | 0.04 |
| GNMA II TBA 30 YR 2.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93M | – | 0.06 |
| GNMA II TBA 30 YR 3 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $141M | – | 0.09 |
| GNMA II TBA 30 YR 3.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $196M | – | 0.13 |
| GNMA II TBA 30 YR 3.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $89M | – | 0.06 |
| GNMA II TBA 30 YR 3.5 JUMBOS (GNMA PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-89M | – | -0.06 |
| GNMA II TBA 30 YR 4 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $829M | – | 0.54 |
| GNMA II TBA 30 YR 4.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $741M | – | 0.48 |
| GNMA II TBA 30 YR 4.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $218M | – | 0.14 |
| GNMA II TBA 30 YR 5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $210M | – | 0.14 |
| GNMA II TBA 30 YR 5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $96M | – | 0.06 |
| GNMA POOL 454138 GN 04/28 FIXED 6.49 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| GNMA POOL 458403 GN 01/28 FIXED 6.49 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GNMA POOL 468302 GN 01/28 FIXED 6.49 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GNMA POOL 468306 GN 02/28 FIXED 6.49 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA POOL 468309 GN 02/28 FIXED 6.49 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA POOL 475161 GN 06/28 FIXED 6.1 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA POOL 480324 GN 01/29 FIXED 6.49 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA POOL 480325 GN 07/28 FIXED 6.1 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA POOL 480334 GN 10/28 FIXED 6.1 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA POOL 480335 GN 01/29 FIXED 6.1 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA POOL 481410 GN 07/28 FIXED 6.1 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNMA POOL 481420 GN 08/28 FIXED 6.1 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNMA POOL 489310 GN 09/28 FIXED 6.1 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA POOL 489342 GN 01/29 FIXED 6.49 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA POOL BC3024 GN 02/48 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| GNMA POOL BF0610 GN 03/48 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $222K | – | 0.00 |
| GNMA POOL BF0611 GN 03/48 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $305K | – | 0.00 |
| GOAL CAPITAL FUNDING TRUST GOAL 2015 1 A 144A (GOAL CAPITAL FUNDING TRUST-2015-1) | Long | ABS-other | US | $6M | – | 0.00 |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/46 FIXED 3 (GOLDEN STATE TOBACCO SECURITIZATION) | Long | Debt | US | $5M | – | 0.00 |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/50 FIXED 3.85 (GOLDEN STATE TOBACCO SECURITIZATION) | Long | Debt | US | $4M | – | 0.00 |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/50 FIXED 4.214 (GOLDEN STATE TOBACCO SECURITIZATION) | Long | Debt | US | $20M | – | 0.01 |
| GOLDENTREE LOAN MANAGEMENT US GLM 2019 4A ARR 144A (GOLDENTREE LOAN MANAGEMENT US CLO 4 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $154M | – | 0.10 |
| GOLDENTREE LOAN MANAGEMENT US GLM 2019 6A AR 144A (GOLDENTREE LOAN MANAGEMENT US CLO 6 LTD 2019-6A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.00 |
| GOLDENTREE LOAN MANAGEMENT US GLM 2022 16A AR 144A (GOLDENTREE LOAN MANAGEMENT US CLO 16A LTD) | Long | ABS-collateralized bond/debt obligation | JE | $96M | – | 0.06 |
| GOLUB CAP PARTNERS STATIC 2024 04/33 1 (GOLUB CAPITAL PARTNERS STATIC 2024-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $68M | – | 0.04 |
| GOLUB CAPITAL PARTNERS CLO LTD GOCAP 2015 26A A1R 144A (GOLUB CAPITAL PARTNERS CLO 26B LTD) | Long | ABS-collateralized bond/debt obligation | KY | $135K | – | 0.00 |
| GOODLEAP SUSTAINABLE HOME IMPR GOOD 2023 3C A 144A (GOODLEAP SUSTAINABLE HOME IMPROVEMENT LOAN TRUST 2023-3C) | Long | ABS-other | US | $9M | – | 0.01 |
| GOODMAN US FIN THREE COMPANY GUAR 144A 03/28 3.7 (GOODMAN US FINANCE THREE LLC) | Long | Debt | US | $25M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2003 58 LB (GOVERNMENT NATL MTGE ASSOC 2003-58) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2007 21 PZ (GOVERNEMENT NATIONAL MTG ASSOC 2007-21) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2009 19 IO (GOVERNMENT NATL MTGE ASSOC 2009-19) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2012 22 IO (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-22) | Long | ABS-mortgage backed security | US | $259.44 | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H31 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H31) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2013 42 I (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-42) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2013 43 IO (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-43) | Long | ABS-mortgage backed security | US | $730.39 | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2013 44 QI (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-44) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H07 GA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H07) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H29 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H29) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H03 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H03) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H07 FE (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H07 FK (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 F (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11) | Long | ABS-mortgage backed security | US | $37M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 FE (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H16 FL (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H16) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H17 FC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H17) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H18 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H18) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H19 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016 H19) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H21 AF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H21) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H22 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H22 FJ) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H24 F (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H24) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 153 SE (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-153) | Long | ABS-mortgage backed security | US | $821K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H02 FJ (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H02) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H09 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H09) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H10 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H10) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H09 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H09) | Long | ABS-mortgage backed security | US | $19M | – | 0.01 |
| GRACECHURCH MORTGAGE FINANCE P GRACE 2020 GRCE X 144A (GRACECHURCH MORTGAGE FINANCE PLC 2020-GRCE) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| GREAT HALL MORTGAGES PLC GHM 2007 1 A2B REGS (GREAT HALL MORTGAGES PLC 2007-1) | Long | ABS-mortgage backed security | GB | $164K | – | 0.00 |
| GREAT HALL MORTGAGES PLC GHM 2007 2A AC 144A (GREAT HALL MORTGAGES PLC 2007-2A) | Long | ABS-mortgage backed security | GB | $183K | – | 0.00 |
| GREAT HALL MORTGAGES PLC GHM 2007 2X BA REGS (GREAT HALL MORTGAGES PLC 2007-2X) | Long | ABS-mortgage backed security | GB | $31M | – | 0.02 |
| GREENE KING FINANCE PLC SECURED 12/34 VAR | Long | Debt | GB | $460K | – | 0.00 |
| GREENE KING FINANCE PLC SR SECURED 03/34 5.106 | Long | Debt | GB | $1M | – | 0.00 |
| GREENPOINT MANUFACTURED HOUSIN GPMH 2000 3 IIA2 (GREENPOINT MANUFACTURED HOUSING 2000-3) | Long | ABS-other | US | $5M | – | 0.00 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR2 A1 (GREENPOINT MTGE FUNDING TR 2005-AR2) | Long | ABS-mortgage backed security | US | $985K | – | 0.00 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR3 1A1 (GREENPOINT MTGE FUNDING TR 2005-AR3) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR4 1A1 (GREENPOINT MTGE FUNDING TR 2005-AR4) | Long | ABS-mortgage backed security | US | $247K | – | 0.00 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR4 4A1A (GREENPOINT MTGE FUNDING TR 2005-AR4) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR5 1A1 (GREENPOINT MTGE FUNDING TR 2005-AR5) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR3 4A1 (GREENPOINT MTGE FUNDING TR 2006-AR3) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR4 A4A (GREENPOINT MTGE FUUNDING TRUST 2006-AR4) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR6 A3A (GREENPOINT MTGE FUNDING TR 2006-AR6) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2006 OH1 A1 (GREENPOINT MORTGAGE FUND TRUST 2006-OH1) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2007 AR1 2A1A (GREENPOINT MTGE FUNDING TR 2007-AR1) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| GREENSTATE AUTO RECEIVABLES TR GRNST 2024 1A A2 144A (GREENSTATE AUTO RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $39M | – | 0.03 |
| GRIFONAS FINANCE PLC GRIF 1 A REGS (GRIFONAS FINANCE NO.1 PLC GRIF-1) | Long | ABS-mortgage backed security | GB | $14M | – | 0.01 |
| GROSVENOR SQUARE RMBS PLC 03/53 1 (GROSVENOR SQUARE RMBS 2023-1A PLC) | Long | ABS-mortgage backed security | GB | $16M | – | 0.01 |
| GROSVENOR SQUARE RMBS PLC GVSQR 2023 1A A 144A (GROSVENOR SQUARE RMBS 2023-1A PLC) | Long | ABS-mortgage backed security | GB | $620M | – | 0.40 |
| GROSVENOR SQUARE RMBS PLC GVSQR 2023 1A B 144A (GROSVENOR SQUARE RMBS 2023-1A PLC) | Long | ABS-mortgage backed security | GB | $82M | – | 0.05 |
| GROSVENOR SQUARE RMBS PLC GVSQR 2023 1A C 144A (GROSVENOR SQUARE RMBS 2023-1A PLC) | Long | ABS-mortgage backed security | GB | $39M | – | 0.03 |
| GROSVENOR SQUARE RMBS PLC GVSQR 2023 1A D 144A (GROSVENOR SQUARE RMBS 2023-1A PLC) | Long | ABS-mortgage backed security | GB | $31M | – | 0.02 |
| GROSVENOR SQUARE RMBS PLC GVSQR 2023 1A E 144A (GROSVENOR SQUARE RMBS 2023-1A PLC) | Long | ABS-mortgage backed security | GB | $19M | – | 0.01 |
| GROSVENOR SQUARE RMBS PLC GVSQR 2023 1A F 144A (GROSVENOR SQUARE RMBS 2023-1A PLC) | Long | ABS-mortgage backed security | GB | $12M | – | 0.01 |
| GROSVENOR SQUARE RMBS PLC GVSQR 2023 1A G 144A (GROSVENOR SQUARE RMBS 2023-1A PLC) | Long | ABS-mortgage backed security | GB | $12M | – | 0.01 |
| GROSVENOR SQUARE RMBS PLC GVSQR 2023 1A Z 144A (GROSVENOR SQUARE RMBS 2023-1A PLC) | Long | ABS-mortgage backed security | GB | $17M | – | 0.01 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV2 A3A 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV2) | Long | ABS-mortgage backed security | US | $188M | – | 0.12 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV2 A4A 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV2) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV2 B1 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV2) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV2 B2 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV2) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV2 B3 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV2) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV2 B4 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV2 B5 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV2 B6 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV2 SIO 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV2) | Long | ABS-other | US | $9M | – | 0.01 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL2 A1 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL2) | Long | ABS-mortgage backed security | US | $167M | – | 0.11 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL2 A2 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL2) | Long | ABS-mortgage backed security | US | $20M | – | 0.01 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL2 AIOS 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL2) | Long | ABS-other | US | $2M | – | 0.00 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL2 B 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL2) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL2 B1 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL2) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL2 B2 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL2) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL2 M1 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL2) | Long | ABS-mortgage backed security | US | $19M | – | 0.01 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL2 M2 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL2) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL2 SA 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL2) | Long | ABS-mortgage backed security | US | $309K | – | 0.00 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL2 X 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL2) | Long | ABS-other | US | $22M | – | 0.01 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL2 PT 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-RPL2) | Long | ABS-mortgage backed security | US | $487M | – | 0.32 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL2 SA 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-RPL2) | Long | ABS-other | US | $3M | – | 0.00 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL3 PT 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-RPL3) | Long | ABS-mortgage backed security | US | $791M | – | 0.52 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL3 SA 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-RPL3) | Long | ABS-other | US | $719K | – | 0.00 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2023 NQM1 PT 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2023-NQM1) | Long | ABS-mortgage backed security | US | $407M | – | 0.27 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2023 NQM1 SA 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2023-NQM1) | Long | ABS-mortgage backed security | US | $56.83 | – | – |
| GS MORTGAGE BACKED SECURITIES GSMBS 2023 RPL1 PT 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2023-RPL1) | Long | ABS-mortgage backed security | US | $309M | – | 0.20 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2023 RPL1 SA 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2023-RPL1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2023 RPL2 PT 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2023-RPL2) | Long | ABS-mortgage backed security | US | $298M | – | 0.19 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2023 RPL2 SA 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2023-RPL2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 NQM1 PT 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2024-NQM1) | Long | ABS-mortgage backed security | US | $449M | – | 0.29 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 NQM1 SA 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2024-NQM1) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL1 PT 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL1) | Long | ABS-mortgage backed security | US | $404M | – | 0.26 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL1 SA 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL1) | Long | ABS-mortgage backed security | US | $718K | – | 0.00 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL2 A1 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL2) | Long | ABS-mortgage backed security | US | $26M | – | 0.02 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL3 PT 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL3) | Long | ABS-mortgage backed security | US | $533M | – | 0.35 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL3 SA 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GS MORTGAGE SECURITIES CORP. GSMSC 2008 2R 1A1 144A (GS MORTGAGE SECURITIES CORP 2008-2R) | Long | ABS-mortgage backed security | US | $220K | – | 0.00 |
| GS MORTGAGE SECURITIES CORP. GSMSC 2008 2R 2A1 144A (GS MORTGAGE SECURITIES CORP 2008-2R) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| GS MORTGAGE SECURITIES CORP. GSMSC 2014 5R 1C 144A (GSMSC RESECURITIZATION TRUST 2014-5R) | Long | ABS-mortgage backed security | US | $26M | – | 0.02 |
| GS MORTGAGE SECURITIES CORP. GSMSC 2015 3R 2B 144A (GSMSC RESECURITIZATION TRUST 2015-3R) | Long | ABS-mortgage backed security | US | $25M | – | 0.02 |
| GS MORTGAGE SECURITIES CORP. GSMSC 2015 6R C 144A (GSMSC RESECURITIZATION TRUST 2015-6R) | Long | ABS-mortgage backed security | US | $20M | – | 0.01 |
| GS MORTGAGE SECURITIES TRUST GSMS 2005 ROCK X1 144A (GS MORTGAGE SEC CORP II 2005-ROCK) | Long | ABS-mortgage backed security | US | $295K | – | 0.00 |
| GS MORTGAGE SECURITIES TRUST GSMS 2010 C1 X 144A (GS MORTGAGE SECURITIES CORP II 2010-C1) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| GS MORTGAGE SECURITIES TRUST GSMS 2011 GC5 XA 144A (GS MORTGAGE SECURITIES CORP II 2011-GC5) | Long | ABS-mortgage backed security | US | $12.73 | – | – |
| GS MORTGAGE SECURITIES TRUST GSMS 2014 GC26 AAB (GS MORTGAGE SECURITIES CORP II 2014-GC26) | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| GS MORTGAGE SECURITIES TRUST GSMS 2015 GC30 AAB (GS MORTGAGE SECURITIES CORP II 2015-GC30) | Long | ABS-mortgage backed security | US | $191K | – | 0.00 |
| GS MORTGAGE SECURITIES TRUST GSMS 2015 GC34 AAB (GS MORTGAGE SECURITIES TRUST 2015-GC34) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GS MORTGAGE SECURITIES TRUST GSMS 2016 GS4 XA (GS MORTGAGE SECURITIES TRUST 2016-GS4) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GS MORTGAGE SECURITIES TRUST GSMS 2017 GPTX A 144A (GS MORTGAGE SECURITIES CORP TRUST 2017-GPTX) | Long | ABS-mortgage backed security | US | $32M | – | 0.02 |
| GS MORTGAGE SECURITIES TRUST GSMS 2018 RIVR A 144A (GS MORTGAGE SECURITIES CORP TRUST 2018-RIVR) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| GS MORTGAGE SECURITIES TRUST GSMS 2020 DUNE A 144A (GS MORTGAGE SECURITIES TRUST 2020-DUNE) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A (GS MORTGAGE SECURITIES CORP II 2022-GTWY) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2004 3 AF4 (GSAA HOME EQUITY TRUST 2004-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2004 6 M1 (GSAA HOME EQUITY TRUST 2004-6) | Long | ABS-mortgage backed security | US | $525K | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2005 11 3A5 (GSAA HOME EQUITY TRUAST 2005-11) | Long | ABS-mortgage backed security | US | $573K | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2005 12 AF4 (GSAA HOME EQUITY TRUST 2005-12) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2005 8 M1 (GSAA HOME EQUITY TRUST 2005-8) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2005 9 M3 (GSAA HOME EQUITY TRUST 2005-9) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2006 10 AF5 (GSAA HOME EQUITY TRUST 2006-10) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2006 16 A2 (GSAA HOME EQUITY TRUST 2006-16) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| GSAA HOME EQUITY TRUST GSAA 2006 18 AF3A (GSAA HOME EQUITY TRUST 2006-18) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2006 18 AF4A (GSAA HOME EQUITY TRUST 2006-18) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2006 5 2A1 (GSAA HOME EQUITY TRUST 2006-5) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2006 5 2A2 (GSAA HOME EQUITY TRUST 2006-5) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2006 5 2A3 (GSAA HOME EQUITY TRUST 2006-5) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| GSAA HOME EQUITY TRUST GSAA 2006 8 2A1 (GSAA HOME EQUITY TRUST 2006-8) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2006 8 2A2 (GSAA HOME EQUITY TRUST 2006-8) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2006 9 A2 (GSAA HOME EQUITY TRUST 2006-9) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| GSAA HOME EQUITY TRUST GSAA 2006 9 A4A (GSAA HOME EQUITY TRUST 2006-9) | Long | ABS-mortgage backed security | US | $705K | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2007 1 1A2 (GSAA HOME EQUITY TRUST 2007-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2007 10 A1A (GSAA HOME EQUITY TRUST 2007-10) | Long | ABS-mortgage backed security | US | $327K | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2007 10 A2A (GSAA HOME EQUITY TRUST 2007-10) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2007 2 AF3 (GSAA HOME EQUITY TRUST 2007-2) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2007 2 AF4A (GSAA HOME EQUITY TRUST 2007-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2007 5 2A3A (GSAA HOME EQUITY TRUST 2007-5) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2007 6 1A2 (GSAA HOME EQUITY TRUST 2007-6) | Long | ABS-mortgage backed security | US | $705K | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2007 8 A2 (GSAA HOME EQUITY TRUST 2007-8) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2007 9 A2A (GSAA HOME EQUITY TRUST 2007-9) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| GSAMP TRUST GSAMP 2004 OPT M1 (GSAMP TRUST 2004-OPT) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GSAMP TRUST GSAMP 2005 HE2 M2 (GSAMP TRUST 2005-HE2) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| GSAMP TRUST GSAMP 2005 HE4 M3 (GSAMP TRUST 2005-HE4) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| GSAMP TRUST GSAMP 2005 HE4 M4 (GSAMP TRUST 2005-HE4) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| GSAMP TRUST GSAMP 2005 HE5 M4 (GSAMP TRUST 2005-HE5) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| GSAMP TRUST GSAMP 2005 HE5 M5 (GSAMP TRUST 2005-HE5) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| GSAMP TRUST GSAMP 2005 HE6 M2 (GSAMP TRUST 2005-HE6) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| GSAMP TRUST GSAMP 2005 SD1 M2 144A (GSAMP TRUST 2005-SD1) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| GSAMP TRUST GSAMP 2005 WMC2 M1 (GSAMP TRUST 2005-WMC2) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| GSAMP TRUST GSAMP 2006 FM1 A2C (GSAMP TRUST 2006-FM1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GSAMP TRUST GSAMP 2006 FM3 A1 (GSAMP TRUST 2006-FM3) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| GSAMP TRUST GSAMP 2006 FM3 A2A (GSAMP TRUST 2006-FM3) | Long | ABS-mortgage backed security | US | $448K | – | 0.00 |
| GSAMP TRUST GSAMP 2006 FM3 A2B (GSAMP TRUST 2006-FM3) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| GSAMP TRUST GSAMP 2006 FM3 A2C (GSAMP TRUST 2006-FM3) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| GSAMP TRUST GSAMP 2006 HE3 A1 (GSAMP TRUST 2006-HE3) | Long | ABS-mortgage backed security | US | $706K | – | 0.00 |
| GSAMP TRUST GSAMP 2006 HE4 A1 (GSAMP TRUST 2006-HE4) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| GSAMP TRUST GSAMP 2006 HE4 M1 (GSAMP TRUST 2006-HE4) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| GSAMP TRUST GSAMP 2006 HE5 A1 (GSAMP TRUST 2006-HE5) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| GSAMP TRUST GSAMP 2006 HE5 A2D (GSAMP TRUST 2006-HE5) | Long | ABS-mortgage backed security | US | $20M | – | 0.01 |
| GSAMP TRUST GSAMP 2006 HE6 A2 (GSAMP TRUST 2006-HE6) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| GSAMP TRUST GSAMP 2006 HE8 A2C (GSAMP TRUST 2006-HE8) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GSAMP TRUST GSAMP 2006 NC1 M1 (GSAMP TRUST 2006-NC1) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| GSAMP TRUST GSAMP 2006 NC2 A1 (GSAMP TRUST 2006-NC2) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| GSAMP TRUST GSAMP 2006 NC2 A2C (GSAMP TRUST 2006-NC2) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| GSAMP TRUST GSAMP 2006 NC2 A2D (GSAMP TRUST 2006-NC2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GSAMP TRUST GSAMP 2006 S1 A2A (GSAMP TRUST 2006-S1) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GSAMP TRUST GSAMP 2006 S6 A1B (GSAMP TRUST 2006-S6) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GSAMP TRUST GSAMP 2006 SD3 A 144A (GSAMP TRUST 2006-SD3) | Long | ABS-mortgage backed security | US | $475K | – | 0.00 |
| GSAMP TRUST GSAMP 2007 FM1 A2A (GSAMP TRUST 2007-FM1) | Long | ABS-mortgage backed security | US | $310K | – | 0.00 |
| GSAMP TRUST GSAMP 2007 FM1 A2B (GSAMP TRUST 2007-FM1) | Long | ABS-mortgage backed security | US | $455K | – | 0.00 |
| GSAMP TRUST GSAMP 2007 FM1 A2C (GSAMP TRUST 2007-FM1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GSAMP TRUST GSAMP 2007 FM2 A2B (GSAMP TRUST 2007-FM2) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| GSAMP TRUST GSAMP 2007 HE2 A2C (GSAMP TRUST 2007-HE2) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| GSAMP TRUST GSAMP 2007 HE2 A2D (GSAMP TRUST 2007-HE2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GSAMP TRUST GSAMP 2007 NC1 A1 (GSAMP TRUST 2007-NC1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| GSAMP TRUST GSAMP 2007 SEA1 A 144A (GSAMP TRUST 2007-SEA1) | Long | ABS-mortgage backed security | US | $472K | – | 0.00 |
| GSC CAPITAL CORP MORTGAGE TRUS GSCC 2006 1 A1 (GSC CAPITAL CORP MORTGAGE TRUST 2006-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| GSCG TRUST GSCG 2019 600C A 144A (GS MORTGAGE SECURITIES 2019-600C) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| GSMPS MORTGAGE LOAN TRUST GSMPS 2002 1 A1 (GSMPS MORTGAGE LOAN TRUST 2002-1) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| GSMPS MORTGAGE LOAN TRUST GSMPS 2004 4 1AF 144A (GSMPS MORTGAGE LOAN TRUST 2004-4) | Long | ABS-mortgage backed security | US | $20M | – | 0.01 |
| GSMPS MORTGAGE LOAN TRUST GSMPS 2005 RP1 1AF 144A (GSMPS MORTGAGE LOAN TRUST 2005-RP1) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| GSMPS MORTGAGE LOAN TRUST GSMPS 2005 RP2 1AF 144A (GSMPS MORTGAGE LOAN TRUST 2005-RP2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2004 11 2A2 (GSR MORTGAGE LOAN TRUST 2004-11) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2004 12 2A1 (GSR MORTGAGE LOAN TRUST 2004-12) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2004 4 2A2 (GSR MORTGAGE LOAN TRUST 2004-4) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2004 9 2A1 (GSR MORTGAGE LOAN TRUST 2004-9) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2004 9 3A1 (GSR MORTGAGE LOAN TRUST 2004-9) | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2004 9 4A1 (GSR MORTGAGE LOAN TRUST 2004-9) | Long | ABS-mortgage backed security | US | $229K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 8F 3A5 (GSR MORTGAGE LOAN TRUST 2005-8F) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR1 1A1 (GSR MORTGAGE LOAN TRUST 2005-AR1) | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR1 4A1 (GSR MORTGAGE LOAN TRUST 2005-AR1) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR2 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR2) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR2 4A1 (GSR MORTGAGE LOAN TRUST 2005-AR2) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR3 3A1 (GSR MORTGAGE LOAN TRUST 2005-AR3) | Long | ABS-mortgage backed security | US | $289K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR3 5A1 (GSR MORTGAGE LOAN TRUST 2005-AR3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR3 6A1 (GSR MORTGAGE LOAN TRUST 2005-AR3) | Long | ABS-mortgage backed security | US | $440K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR4 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR4) | Long | ABS-mortgage backed security | US | $475K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR4 3A5 (GSR MORTGAGE LOAN TRUST 2005-AR4) | Long | ABS-mortgage backed security | US | $599K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR4 4A1 (GSR MORTGAGE LOAN TRUST 2005-AR4) | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR5 1A1 (GSR MORTGAGE LOAN TRUST 2005-AR5) | Long | ABS-mortgage backed security | US | $227K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 4A5 (GSR MORTGAGE LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $190K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 1A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 6A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2006 2F 2A2 (GSR MORTGAGE LOAN TRUST 2006-2F) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2006 2F 3A6 (GSR MORTGAGE LOAN TRUST 2006-2F) | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2006 3F 1A2 (GSR MORTGAGE LOAN TRUST 2006-3F) | Long | ABS-mortgage backed security | US | $645K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2006 3F 1A6 (GSR MORTGAGE LOAN TRUST 2006-3F) | Long | ABS-mortgage backed security | US | $285K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2006 3F 3A1 (GSR MORTGAGE LOAN TRUST 2006-3F) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2006 5F 2A4 (GSR MORTGAGE LOAN TRUST 2006-5F) | Long | ABS-mortgage backed security | US | $604K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2006 6F 1A1 (GSR MORTGAGE LOAN TRUST 2006-6F) | Long | ABS-mortgage backed security | US | $0.05 | – | – |
| GSR MORTGAGE LOAN TRUST GSR 2006 6F 2A4 (GSR MORTGAGE LOAN TRUST 2006-6F) | Long | ABS-mortgage backed security | US | $881K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2006 8F 4A1 (GSR MORTGAGE LOAN TRUST 2006-8F) | Long | ABS-mortgage backed security | US | $579K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2006 8F 4A17 (GSR MORTGAGE LOAN TRUST 2006-8F) | Long | ABS-mortgage backed security | US | $584K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2006 9F 3A1 (GSR MORTGAGE LOAN TRUST 2006-9F) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| GSR MORTGAGE LOAN TRUST GSR 2006 9F 4A1 (GSR MORTGAGE LOAN TRUST 2006-9F) | Long | ABS-mortgage backed security | US | $226K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2006 AR1 2A1 (GSR MORTGAGE LOAN TRUST 2006-AR1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2006 AR1 3A1 (GSR MORTGAGE LOAN TRUST 2006-AR1) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2006 AR2 2A1 (GSR MORTGAGE LOAN TRUST 2006-AR2) | Long | ABS-mortgage backed security | US | $492K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2006 OA1 1A1 (GSR MORTGAGE LOAN TRUST 2006-OA1) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| GSR MORTGAGE LOAN TRUST GSR 2006 OA1 2A2 (GSR MORTGAGE LOAN TRUST 2006-OA1) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| GSR MORTGAGE LOAN TRUST GSR 2007 1F 2A3 (GSR MORTGAGE LOAN TRUST 2007-1F) | Long | ABS-mortgage backed security | US | $891K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2007 1F 3A1 (GSR MORTGAGE LOAN TRUST 2007-1F) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2007 4F 4A1 (GSR MORTGAGE LOAN TRUST 2007-4F) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2007 AR1 4A1 (GSR MORTGAGE LOAN TRUST 2007-AR1) | Long | ABS-mortgage backed security | US | $316K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2007 AR2 1A1 (GSR MORTGAGE LOAN TRUST 2007-AR2) | Long | ABS-mortgage backed security | US | $526K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2007 AR2 5A1B (GSR MORTGAGE LOAN TRUST 2007-AR2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| HALSEYPOINT CLO II, LTD. HLSY 2020 2A A1 144A (HALSEYPOINT CLO 2 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $298K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 11 2A2A (HARBORVIEW MORTGAGE LOAN TR 2004-11) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 11 3A1A (HARBORVIEW MORTGAGE LOAN TR 2004-11) | Long | ABS-mortgage backed security | US | $672K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 11 3A3 (HARBORVIEW MORTGAGE LOAN TR 2004-11) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 4 3A (HARBORVIEW MORTGAGE LOAN TRUST 2004-4) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 6 4A (HARBORVIEW MORTGAGE LOAN TRUST 2004-6) | Long | ABS-mortgage backed security | US | $392K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 7 1A (HARBORVIEW MORTGAGE LOAN TRUST 2004-7) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 8 1A (HARBORVIEW MORTGAGE LOAN TR 2004-8) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 8 2A4A (HARBORVIEW MORTGAGE LOAN TR 2004-8) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 8 3A2 (HARBORVIEW MORTGAGE LOAN TR 2004-8) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 9 1A (HARBORVIEW MORTGAGE LOAN TR 2004-9) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 9 4A2 (HARBORVIEW MORTGAGE LOAN TR 2004-9) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 9 4A3 (HARBORVIEW MORTGAGE LOAN TR 2004-9) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 1 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 10 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-10) | Long | ABS-mortgage backed security | US | $255K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 11 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-11) | Long | ABS-mortgage backed security | US | $187K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 13 2A11 (HARBORVIEW MORTGAGE LOAN TR 2005-13) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 14 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-14) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 14 3A1A (HARBORVIEW MORTGAGE LOAN TR 2005-14) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 14 4A1A (HARBORVIEW MORTGAGE LOAN TR 2005-14) | Long | ABS-mortgage backed security | US | $727K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 15 1A1A (HARBORVIEW MORTGAGE LOAN TR 2005-15) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 2A1A (HARBORVIEW MORTGAGE LOAN TRUST 2005-16) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A (HARBORVIEW MORTGAGE LOAN TRUST 2005-16) | Long | ABS-mortgage backed security | US | $213K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 4A1A (HARBORVIEW MORTGAGE LOAN TRUST 2005-16) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 4 3A1 (HARBORVIEW MORTGAGE LOAN TR 2005-4) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 5 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-5) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 5 2A1B (HARBORVIEW MORTGAGE LOAN TR 2005-5) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 7 1A1 (HARBORVIEW MORTGAGE LOAN TR 2005-7) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 8 1A2A (HARBORVIEW MORTGAGE LOAN TR 2005-8) | Long | ABS-mortgage backed security | US | $582K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 10 2A1A (HARBORVIEW MORTGAGE LOAN TR 2006-10) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 11 A1A (HARBORVIEW MORTGAGE LOAN TR 2006-11) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 1A1A (HARBORVIEW MORTGAGE LOAN TR 2006-12) | Long | ABS-mortgage backed security | US | $24M | – | 0.02 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A13 (HARBORVIEW MORTGAGE LOAN TR 2006-12) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 14 2A1A (HARBORVIEW MORTGAGE LOAN TR 2006-14) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 1A1A (HARBORVIEW MORTGAGE LOAN TR 2006-3) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 2A1A (HARBORVIEW MORTGAGE LOAN TR 2006-3) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 6 4A1A (HARBORVIEW MORTGAGE LOAN TR 2006-6) | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 9 2A1A (HARBORVIEW MORTGAGE LOAN TR 2006-9) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 BU1 2A1A (HARBORVIEW MORTGAGE LOAN TR 2006-BU1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 SB1 A1A (HARBORVIEW MORTGAGE LOAN TR 2006-SB1) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 1 2A1A (HARBORVIEW MORTGAGE LOAN TR 2007-1) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 2 2A1A (HARBORVIEW MORTGAGE LOAN TRUST 2007-2) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 5 A1A (HARBORVIEW MORTGAGE LOAN TR 2007-5) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 7 2A1A (HARBORVIEW MORTGAGE LOAN TR 2007-7) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| HARBOUR PLC HARBR 1 D REGS (HARBOUR 1) | Long | ABS-mortgage backed security | GB | $27M | – | 0.02 |
| HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 A A2 (HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-A) | Long | ABS-other | US | $42M | – | 0.03 |
| HARLEY MARINE FINANCING LLC CLC 2023 1 A1 144A (HARLEY MARINE FINANCING LLC 2023-1) | Long | ABS-other | US | $20M | – | 0.01 |
| HARLEY MARINE FINANCING LLC CLC 2023 1 A2 144A (HARLEY MARINE FINANCING LLC 2023-1) | Long | ABS-other | US | $23M | – | 0.02 |
| HAYFIN EMERALD CLO HAYEM 10A AR 144A (HAYFIN EMERALD CLO X DAC 10A) | Long | ABS-collateralized bond/debt obligation | IE | $74M | – | 0.05 |
| HAYFIN EMERALD CLO HAYEM 12A A 144A (HAYFIN EMERALD CLO 12A) | Long | ABS-collateralized bond/debt obligation | IE | $109M | – | 0.07 |
| HELLENIC REPUBLIC BONDS REGS 01/33 3.9 (GREEK GOVT) | Long | Debt | GR | $51M | – | 0.03 |
| HELLENIC REPUBLIC BONDS REGS 01/37 4 (GREEK GOVT) | Long | Debt | GR | $84M | – | 0.06 |
| HELLENIC REPUBLIC BONDS REGS 01/42 4.2 (GREEK GOVT) | Long | Debt | GR | $36M | – | 0.02 |
| HELLENIC REPUBLIC SR UNSECURED 144A REGS 04/27 2 (GREEK GOVT) | Long | Debt | GR | $30M | – | 0.02 |
| HEXAGON IV RE LTD UNSECURED 144A 01/31 VAR | Long | Debt | BM | $23M | – | 0.02 |
| HILDENE CLO HITR 2019 2A A1 144A (HILDENE TRUPS 2019-2A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| HILTON USA TRUST HILT 2016 HHV XA 144A (HILTON USA TRUST 2016-HHV) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| HILTON USA TRUST HILT 2016 SFP A 144A (HILTON USA TRUST 2016-SFP) | Long | ABS-mortgage backed security | US | $63M | – | 0.04 |
| HOME EQUITY ASSET TRUST HEAT 2002 1 A2 (HOME EQUITY PASS-THRU CERTS 2002-1) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| HOME EQUITY ASSET TRUST HEAT 2002 2 M1 (HOME EQUITY PASS-THRU CERTS 2002-2) | Long | ABS-mortgage backed security | US | $326K | – | 0.00 |
| HOME EQUITY ASSET TRUST HEAT 2002 4 M2 (HOME EQUITY ASSET TRUST 2002-4) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| HOME EQUITY ASSET TRUST HEAT 2004 1 B1 (HOME EQUITY ASSET TRUST 2004-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| HOME EQUITY ASSET TRUST HEAT 2004 6 M5 (HOME EQUITY PASS-THRU CERTS 2004-6) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| HOME EQUITY ASSET TRUST HEAT 2004 8 M4 (HOME EQUITY ASSET TRUST 2004-8) | Long | ABS-mortgage backed security | US | $731K | – | 0.00 |
| HOME EQUITY ASSET TRUST HEAT 2005 2 M6 (HOME EQUITY PASS-THRU CERTS 2005-2) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| HOME EQUITY ASSET TRUST HEAT 2005 3 M6 (HOME EQUITY PASS-THRU CERTS 2005-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| HOME EQUITY ASSET TRUST HEAT 2005 4 M6 (HOME EQUITY PASS-THRU CERTS 2005-4) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| HOME EQUITY ASSET TRUST HEAT 2005 5 M4 (HOME EQUITY ASSET TRUST 2005-5) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| HOME EQUITY ASSET TRUST HEAT 2005 7 M2 (HOME EQUITY PASS-THRU CERTS 2005-7) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| HOME EQUITY ASSET TRUST HEAT 2005 8 M3 (HOME EQUITY PASS-THRU CERTS 2005-8) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| HOME EQUITY ASSET TRUST HEAT 2005 9 M1 (HOME EQUITY ASSET TRUST 2005-9) | Long | ABS-mortgage backed security | US | $494K | – | 0.00 |
| HOME EQUITY ASSET TRUST HEAT 2005 9 M2 (HOME EQUITY ASSET TRUST 2005-9) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| HOME EQUITY ASSET TRUST HEAT 2006 1 M3 (HOME EQUITY ASSET TRUST 2006-1) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| HOME EQUITY ASSET TRUST HEAT 2006 2 M1 144A (HOME EQUITY PASS-THRU CERTS 2006-2) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| HOME EQUITY ASSET TRUST HEAT 2006 4 1A1 (HOME EQUITY ASSET TRUST 2006-4) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| HOME EQUITY ASSET TRUST HEAT 2006 5 2A3 (HOME EQUITY ASSET TRUST 2006-5) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| HOME EQUITY ASSET TRUST HEAT 2006 6 2A3 (HOME EQUITY ASSET TRUST 2006-6) | Long | ABS-mortgage backed security | US | $668K | – | 0.00 |
| HOME PARTNERS OF AMERICA TRUST HPA 2021 1 A 144A (HOME PARTNERS OF AMERICA 2021-1 TRUST) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| HOME PARTNERS OF AMERICA TRUST HPA 2021 2 A 144A (HOME PARTNERS OF AMERICA TRUST 2021-2) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| HOMEBANC MORTGAGE TRUST HMBT 2004 2 M1 (HOMEBANC MORTGAGE TRUST 2004-2) | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| HOMEBANC MORTGAGE TRUST HMBT 2005 1 M5 (HOMEBANC MORTGAGE TRUST 2005-1) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| HOMEBANC MORTGAGE TRUST HMBT 2005 1 M6 (HOMEBANC MORTGAGE TRUST 2005-1) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| HOMEBANC MORTGAGE TRUST HMBT 2005 3 M2 (HOMEBANC MORTGAGE TRUST 2005-3) | Long | ABS-mortgage backed security | US | $948K | – | 0.00 |
| HOMEBANC MORTGAGE TRUST HMBT 2005 5 A1 (HOMEBANC MORTGAGE TRUST 2005-5) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| HOMEBANC MORTGAGE TRUST HMBT 2006 1 3A2 (HOMEBANC MORTGAGE TRUST 2006-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| HOMEWARD OPPORTUNITIES FUND I HOF 2022 1 A1 144A (HOMEWARD OPPORTUNITIES FUND TRUST 2022-1) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| HOSPITALITY MORTGAGE TRUST HPLY 2019 HIT E 144A (HOSPITALITY MORTGAGE TRUST 2019-HIT) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| HOUT BAY HOUT 2006 1A A1 144A (HOUT BAY 2006-1) | Long | ABS-collateralized bond/debt obligation | KY | $74M | – | 0.05 |
| HOUT BAY HOUT 2006 1A A2 144A (HOUT BAY 2006-1) | Long | ABS-collateralized bond/debt obligation | KY | $33K | – | 0.00 |
| HOUT BAY HOUT 2006 1A B 144A (HOUT BAY 2006-1) | Long | ABS-collateralized bond/debt obligation | KY | $404.61 | – | 0.00 |
| HSBC HOLDINGS PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $11M | – | 0.01 |
| HSBC HOLDINGS PLC SR UNSECURED 03/30 VAR | Long | Debt | GB | $100M | – | 0.07 |
| HSBC HOLDINGS PLC SR UNSECURED 03/34 VAR | Long | Debt | GB | $164M | – | 0.11 |
| HSBC HOLDINGS PLC SR UNSECURED 03/35 VAR | Long | Debt | GB | $50M | – | 0.03 |
| HSBC HOLDINGS PLC SR UNSECURED 05/30 VAR | Long | Debt | GB | $69M | – | 0.04 |
| HSBC HOLDINGS PLC SR UNSECURED 05/32 VAR | Long | Debt | GB | $43M | – | 0.03 |
| HSBC HOLDINGS PLC SR UNSECURED 06/29 VAR | Long | Debt | GB | $71M | – | 0.05 |
| HSBC HOLDINGS PLC SR UNSECURED 06/31 VAR | Long | Debt | GB | $2M | – | 0.00 |
| HSBC HOLDINGS PLC SR UNSECURED 08/33 VAR | Long | Debt | GB | $4M | – | 0.00 |
| HSI ASSET LOAN OBLIGATION HALO 2007 AR1 2A1 (HSI ASSET LOAN OBLIGATION 2007-AR1) | Long | ABS-mortgage backed security | US | $482K | – | 0.00 |
| HSI ASSET LOAN OBLIGATION HALO 2007 AR1 4A1 (HSI ASSET LOAN OBLIGATION 2007-AR1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| HSI ASSET LOAN OBLIGATION HALO 2007 AR2 2A1 (HSI ASSET LOAN OBLIGATION 2007-AR2) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| HSI ASSET LOAN OBLIGATION HALO 2007 AR2 3A1 (HSI ASSET LOAN OBLIGATION 2007-AR2) | Long | ABS-mortgage backed security | US | $648K | – | 0.00 |
| HSI ASSET LOAN OBLIGATION HALO 2007 WF1 A3 (HSI ASSET LOAN OBLIGATION 2007-WF1) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| HSI ASSET SECURITIZATION CORPO HASC 2005 NC1 M3 (HSI ASSET SECURI CORP TRUS 2005-NC1) | Long | ABS-mortgage backed security | US | $749K | – | 0.00 |
| HSI ASSET SECURITIZATION CORPO HASC 2005 NC1 M4 (HSI ASSET SECURI CORP TRUS 2005-NC1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 HE1 1A1 (HSI ASSET SEC CORP TRUST 2006-HE1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 HE1 2A1 (HSI ASSET SEC CORP TRUST 2006-HE1) | Long | ABS-mortgage backed security | US | $889K | – | 0.00 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 HE1 2A2 (HSI ASSET SEC CORP TRUST 2006-HE1) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 HE1 2A3 (HSI ASSET SEC CORP TRUST 2006-HE1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 HE1 2A4 (HSI ASSET SEC CORP TRUST 2006-HE1) | Long | ABS-mortgage backed security | US | $704K | – | 0.00 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A3 (HSI ASSET SEC CORP TRUST 2006-HE2) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 OPT2 M2 (HSI ASSET SEC CORP TRUST 2006-OPT2) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 OPT2 M3 (HSI ASSET SEC CORP TRUST 2006-OPT2) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 OPT2 M4 (HSI ASSET SEC CORP TRUST 2006-OPT2) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 OPT3 M1 (HSI ASSET SEC CORP TRUST 2006-OPT3) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 OPT3 M2 (HSI ASSET SEC CORP TRUST 2006-OPT3) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| HSI ASSET SECURITIZATION CORPO HASC 2007 HE1 1A1 (HSI ASSET SECUR CORP TRUST 2007-HE1) | Long | ABS-mortgage backed security | US | $34M | – | 0.02 |
| HSI ASSET SECURITIZATION CORPO HASC 2007 HE2 2A2 (HSI ASSET SECUR CORP TRUST 2007-HE2) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| HSI ASSET SECURITIZATION CORPO HASC 2007 HE2 2A3 (HSI ASSET SECUR CORP TRUST 2007-HE2) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| HSI ASSET SECURITIZATION CORPO HASC 2007 OPT1 1A (HSI ASSET SECUR CORP TRUST 2007-OPT1) | Long | ABS-mortgage backed security | US | $24M | – | 0.02 |
| HSI ASSET SECURITIZATION CORPO HASC 2007 WF1 1A1 (HSI ASSET SECUR CORP TRUST 2007-WF1) | Long | ABS-mortgage backed security | US | $594K | – | 0.00 |
| HSI ASSET SECURITIZATION CORPO HASC 2007 WF1 M1 (HSI ASSET SECUR CORP TRUST 2007-WF1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 01/30 3.25 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $208K | – | 0.00 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 02/28 5.95 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $7M | – | 0.00 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 04/29 4.65 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $540K | – | 0.00 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 11/27 3.95 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $4M | – | 0.00 |
| HUNTINGTON AUTO TRUST HUNT 2024 1A A2 144A (HUNTINGTON AUTO TRUST 2024-1A) | Long | ABS-other | US | $94M | – | 0.06 |
| HUNTINGTON AUTO TRUST HUNT 2024 1A A3 144A (HUNTINGTON AUTO TRUST 2024-1A) | Long | ABS-other | US | $57M | – | 0.04 |
| HYUNDAI AUTO LEASE SECURITIZAT HALST 2023 C A3 144A (HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C) | Long | ABS-other | US | $54M | – | 0.03 |
| ICG US CLO LTD ICG 2018 3A AR 144A (ICG US CLO 2018-3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.00 |
| IHEARTCOMMUNICATIONS INC 2020 TERM LOAN | Long | Loan | US | $2M | – | 0.00 |
| IHEARTMEDIA INC CLASS A COMMON STOCK | Long | Equity-common | US | $10M | 9M | 0.01 |
| IHEARTMEDIA INC CLASS B COMMON STOCK | Long | Equity-common | US | $12M | 12M | 0.01 |
| ILLINOIS ST ILS 02/35 FIXED 6.63 | Long | Debt | US | $24M | – | 0.02 |
| ILLINOIS ST ILS 04/35 FIXED 6.725 | Long | Debt | US | $6M | – | 0.00 |
| ILLINOIS ST ILS 07/35 FIXED 7.35 | Long | Debt | US | $20M | – | 0.01 |
| ILPT COMMERCIAL MORTGAGE TRUST ILPT 2022 LPF2 A 144A (ILPT COMMERCIAL MORTGAGE TRUST 2022-LPF2) | Long | ABS-mortgage backed security | US | $27M | – | 0.02 |
| IMC HOME EQUITY LOAN TRUST IMCHE 1997 3 A6 (IMC HOME EQUITY LN TR 1997-3) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| IMPAC CMB TRUST IMM 2004 10 1A1 (IMPAC CMB TR 2004-10) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| IMPAC CMB TRUST IMM 2004 4 1A1 (IMPAC CMB TR 2004-4) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| IMPAC CMB TRUST IMM 2005 2 1A1 (IMPAC CMB TRUST 2005-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| IMPAC CMB TRUST IMM 2005 4 1M3 (IMPAC CMB TR 2005-4) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| IMPAC CMB TRUST IMM 2005 6 1A2 (IMPAC CMB TR 2005-6) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| IMPAC SECURED ASSETS CORP. IMSA 2003 1 A1 (IMPAC SEC ASSETS CMN OWNER TR 2003-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| IMPAC SECURED ASSETS CORP. IMSA 2006 1 1A2B (IMPAC SECURED ASSETS CORP 2006-1) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| IMPAC SECURED ASSETS CORP. IMSA 2006 1 2A1 (IMPAC SECURED ASSETS CORP 2006-1) | Long | ABS-mortgage backed security | US | $260K | – | 0.00 |
| IMPAC SECURED ASSETS CORP. IMSA 2006 1 2M3 (IMPAC SECURED ASSETS CORP 2006-1) | Long | ABS-mortgage backed security | US | $291K | – | 0.00 |
| IMPAC SECURED ASSETS CORP. IMSA 2006 4 A2C (IMPAC SECURED ASSETS CORP. 2006-4) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| IMPAC SECURED ASSETS CORP. IMSA 2007 1 A3 (IMPAC SECURED ASSETS CORP 2007-1) | Long | ABS-mortgage backed security | US | $22M | – | 0.01 |
| IMPAC SECURED ASSETS CORP. IMSA 2007 2 1A1C (IMPAC SECURED ASSETS CORP. 2007-2) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| IMPAC SECURED ASSETS CORP. IMSA 2007 3 A1B (IMPAC SECURED ASSETS CORP. 2007-3) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| IMPAC SECURED ASSETS CORP. IMSA 2007 3 A1C (IMPAC SECURED ASSETS CORP. 2007-3) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $3M | – | 0.00 |
| INDYMAC ARM TRUST INARM 2001 H2 A2 (INDYMAC ARM TRUST 2001-H2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| INDYMAC IMJA MORTGAGE LOAN TRU IMJA 2007 A3 A1 (INDYMAC IMJA MORTGAGE LN TR 2007-A3) | Long | ABS-mortgage backed security | US | $802K | – | 0.00 |
| INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 F1 1A1 (INDYMAC IMSC MORTGAGE LOAN TRUST 2007-F1) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 F3 2A1 (INDYMAC IMSC MTGE LN TRUST 2007-F3) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| INDYMAC INDA MORTGAGE LOAN TRU INDA 2005 AR1 3A1 (INDYMAC INDA MORTGAGE LOAN TR 2005-AR1) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| INDYMAC INDA MORTGAGE LOAN TRU INDA 2005 AR2 1A1 (INDYMAC INDA MORTGAGE LOAN TR 2005-AR2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| INDYMAC INDA MORTGAGE LOAN TRU INDA 2005 AR2 2A1 (INDYMAC INDA MORTGAGE LOAN TR 2005-AR2) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| INDYMAC INDA MORTGAGE LOAN TRU INDA 2006 AR2 3A1 (INDYMAC INDA MTGE LOAN TRUST 2006-AR2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| INDYMAC INDA MORTGAGE LOAN TRU INDA 2007 AR1 1A2 (INDYMAC INDA MORTGAGE LOAN TR 2007-AR1) | Long | ABS-mortgage backed security | US | $538K | – | 0.00 |
| INDYMAC INDA MORTGAGE LOAN TRU INDA 2007 AR5 1A1 (INDYMAC INDA MORTGAGE LOAN TR 2007-AR5) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| INDYMAC INDA MORTGAGE LOAN TRU INDA 2007 AR7 1A1 (INDYMAC INDA MORTGAGE LOAN TR 2007-AR7) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| INDYMAC INDB MORTGAGE LOAN TRU INDB 2006 1 A2 (INDYMAC INDB MORTGAGE LOAN TR 2006-1) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR13 1A1 (INDYMAC INDX MTGE LOAN TRUST 2004-AR13) | Long | ABS-mortgage backed security | US | $274K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR14 2A2A (INDYMAC INDX MTGE LOAN TRUST 2004-AR14) | Long | ABS-mortgage backed security | US | $898K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR5 2A1B (INDYMAC INDX MORTGAGE LN TRUST 2004-AR5) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR7 A1 (INDYMAC INDX MTGE LOAN TRUST 2004-AR7) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR8 2A2A (INDYMAC INDX MTGE LOAN TRUST 2004-AR8) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 16IP A1 (INDYMAC INDX MORTGAGE LOAN TR 2005-16IP) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR1 3A1 (INDYMAC INDX MTGE LOAN TR 2005-AR1) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR1 4A1 (INDYMAC INDX MTGE LOAN TR 2005-AR1) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR10 A1 (INDYMAC INDX MTGE LOAN TRUST 2005-AR10) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR11 A4 (INDYMAC INDX MTGE LOAN TRUST 2005-AR11) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR11 A6 (INDYMAC INDX MTGE LOAN TRUST 2005-AR11) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR12 1A1 (INDYMAC INDX MTGE LOAN TRUST 2005-AR12) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR12 2A1A (INDYMAC INDX MTGE LOAN TRUST 2005-AR12) | Long | ABS-mortgage backed security | US | $944K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR12 2A1B (INDYMAC INDX MTGE LOAN TRUST 2005-AR12) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR13 4A1 (INDYMAC INDX MORTGAGE LOAN TR 2005-AR13) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR15 A1 (INDYMAC INDX MORTGAGE LOAN TR 2005-AR15) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR15 A2 (INDYMAC INDX MORTGAGE LOAN TR 2005-AR15) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR18 2A1B (INDYMAC INDX MTGE LOAN TRUST 2005-AR18) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR19 A1 (INDYMAC INDX MTGE LOAN TRUST 2005-AR19) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR2 2A1A (INDYMAC INDX MTGE LOAN TR 2005-AR2) | Long | ABS-mortgage backed security | US | $873K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR2 2A2A (INDYMAC INDX MTGE LOAN TR 2005-AR2) | Long | ABS-mortgage backed security | US | $620K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR23 1A1 (INDYMAC INDX MORTGAGE LOAN TR 2005-AR23) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR23 6A1 (INDYMAC INDX MORTGAGE LOAN TR 2005-AR23) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR25 1A21 (INDYMAC INDX MORTGAGE LOAN TR 2005-AR25) | Long | ABS-mortgage backed security | US | $550K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR27 2A1 (INDYMAC INDX MORTGAGE LOAN TR 2005-AR27) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR3 2A1 (INDYMAC INDX MORTGAGE LOAN TR 2005-AR3) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR31 4A1 (INDYMAC INDX MORTGAGE LOAN TR 2005-AR31) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR35 2A1 (INDYMAC INDEX MORTGAGE LOAN TRUST 2005-AR35) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR4 2A1A (INDYMAC INDX MORTGAGE LOAN TR 2004-AR4) | Long | ABS-mortgage backed security | US | $311K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR6 2A1 (INDYMAC INDX MORTGAGE LOAN TR 2005-AR6) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR7 7A1 (INDYMAC INDX MTGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR8 2A1A (INDYMAC INDX MORTGAGE LOAN TR 2005-AR8) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR9 1A1 (INDYMAC INDX MTGE LOAN TRUST 2005-AR9) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR11 3A1 (INDYMAC INDX MORTGAGE LOAN TR 2006-AR11) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR12 A1 (INDYMAC INDX MORTGAGE LOAN TR 2006-AR12) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR12 A2 (INDYMAC INDX MORTGAGE LOAN TR 2006-AR12) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR13 A1 (INDYMAC INDX MTGE LOAN TRUST 2006-AR13) | Long | ABS-mortgage backed security | US | $911K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR13 A3 (INDYMAC INDX MTGE LOAN TRUST 2006-AR13) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR14 1A3A (INDYMAC INDX MTGE LOAN TRUST 2006-AR14) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR15 A1 (INDYMAC INDX MTGE LOAN TRUST 2006-AR15) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR2 1A1A (INDYMAC INDX MORTGAGE LOAN TR 2006-AR2) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR2 1A1B (INDYMAC INDX MORTGAGE LOAN TR 2006-AR2) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR25 3A1 (INDYMAC INDX MORTGAGE LOAN TR 2006-AR25) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR27 2A1 (INDYMAC INDX MORTGAGE LOAN TR 2006-AR27) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR27 2A2 (INDYMAC INDX MORTGAGE LOAN TR 2006-AR27) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR33 1A21 (INDYMAC INDX MTGE LOAN TRUST 2006-AR33) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR4 A1A (INDYMAC INDX MORTGAGE LOAN TR 2006-AR4) | Long | ABS-mortgage backed security | US | $23M | – | 0.02 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR5 1A1 (INDYMAC INDX MORTGAGE LOAN TR 2006-AR5) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR5 2A1 (INDYMAC INDX MORTGAGE LOAN TR 2006-AR5) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR6 2A1A (INDYMAC INDX MORTGAGE LOAN TR 2006-AR6) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR8 A4A (INDYMAC INDX MORTGAGE LOAN TR 2006-AR8) | Long | ABS-mortgage backed security | US | $948K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR9 2A1 (INDYMAC INDX MTGE LOAN TRUST 2006-AR9) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR9 3A1 (INDYMAC INDX MTGE LOAN TRUST 2006-AR9) | Long | ABS-mortgage backed security | US | $396K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 FLX1 A2 (INDYMAC INDX MORTGAGE LOAN TR 2006-FLX1) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR11 2A1 (INDYMAC INDX MORTGAGE LOAN TR 2007-AR11) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR13 4A1 (INDYMAC INDEX MORTGAGE LOAN TRUST 2007-AR13) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR15 2A1 (INDYMAC INDX MORTGAGE LOAN TR 2007-AR15) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR5 1A1 (INDYMAC INDX MORTGAGE LOAN TR 2007-AR5) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR5 2A1 (INDYMAC INDX MORTGAGE LOAN TR 2007-AR5) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR5 4A21 (INDYMAC INDX MORTGAGE LOAN TR 2007-AR5) | Long | ABS-mortgage backed security | US | $29M | – | 0.02 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 1A1 (INDYMAC INDX MORTGAGE LOAN TR 2007-AR7) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 2A1 (INDYMAC INDX MORTGAGE LOAN TR 2007-AR7) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 FLX1 A3 (INDYMAC INDX MTGE LOAN TRUST 2007-FLX1) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 FLX3 A1 (INDYMAC INDX MTGE LOAN TRUST 2007-FLX3) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2005 B M6 (INDYMAC RESIDENTIAL ASSET BCD TR 2005-B) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2005 C M3 (INDYMAC RESIDENTIAL ASSET BACKED 2005-C) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2005 D M1 (INDYMAC RESIDENTIAL ASSET BACKED 2005-D) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2006 A A4 (INDYMAC RESIDENTIAL ASSET BACKED 2006-A) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2006 B 2A3 (INDYMAC RESIDENTIAL ASSET BACKED 2006-B) | Long | ABS-mortgage backed security | US | $462K | – | 0.00 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2006 B 2A4 (INDYMAC RESIDENTIAL ASSET BACKED 2006-B) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2006 C 3A4 (INDYMAC RESIDENTIAL ASSET BACKED 2006-C) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2006 D 2A3 (INDYMAC RESIDENTIAL ASSET BACKED 2006-D) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2006 D 2A4 (INDYMAC RESIDENTIAL ASSET BACKED 2006-D) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2006 E 2A3 (INDYMAC RESIDENTIAL ASSET BACKED 2006-E) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 1A (INDYMAC RESIDENTIAL ASSET BACKED 2007-A) | Long | ABS-mortgage backed security | US | $29M | – | 0.02 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 2A2 (INDYMAC RESIDENTIAL ASSET BACKED 2007-A) | Long | ABS-mortgage backed security | US | $821K | – | 0.00 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 2A4A (INDYMAC RESIDENTIAL ASSET BACKED 2007-A) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 B 1A1 (INDYMAC RESIDENTIAL ASSET BACKED 2007-B) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 B 1A2 (INDYMAC RESIDENTIAL ASSET BACKED 2007-B) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 B 2A2 (INDYMAC RESIDENTIAL ASSET BACKED 2007-B) | Long | ABS-mortgage backed security | US | $193K | – | 0.00 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 B 2A3 (INDYMAC RESIDENTIAL ASSET BACKED 2007-B) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| INF SWAP GB NI 4.0 09/15/21-10Y LCH | Derivative-interest rate | GB | $-17M | – | -0.01 | |
| INF SWAP GB NI 4.02 10/15/21-10Y LCH | Derivative-interest rate | GB | $-21M | – | -0.01 | |
| INF SWAP GB NI 4.055 09/15/21-10Y LCH | Derivative-interest rate | GB | $-15M | – | -0.01 | |
| INF SWAP GB NI 4.066 09/15/21-10Y LCH | Derivative-interest rate | GB | $-29M | – | -0.02 | |
| INF SWAP GB NI 4.14 10/15/21-10Y LCH | Derivative-interest rate | GB | $-37M | – | -0.02 | |
| INF SWAP GB NI 4.25 11/15/21-10Y LCH | Derivative-interest rate | GB | $-32M | – | -0.02 | |
| INF SWAP GB NI 4.4 10/15/21-10Y LCH | Derivative-interest rate | GB | $-12M | – | -0.01 | |
| INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR | Long | Debt | BM | $16M | – | 0.01 |
| INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR | Long | Debt | BM | $7M | – | 0.00 |
| INTELSAT EMERGENCE SA CALL EXP 17FEB27 | Derivative-equity | LU | $31K | – | 0.00 | |
| INTELSAT EMERGENCE SA CALL EXP17FEB27 | Derivative-equity | LU | $427K | – | 0.00 | |
| INTELSAT EMERGENCE SA COMMON STOCK (INTELSAT SA) | Long | Equity-common | LU | $297M | 8M | 0.19 |
| INTELSAT JACKSON HLDG SR SECURED 144A 03/30 6.5 (INTELSAT JACKSON HOLDINGS SA) | Long | Debt | LU | $541M | – | 0.35 |
| INTESA SANPAOLO SPA 144A 11/33 7.2 | Long | Debt | IT | $47M | – | 0.03 |
| INTESA SANPAOLO SPA 144A 11/53 7.8 | Long | Debt | IT | $18M | – | 0.01 |
| INTOWN 2022 STAY TOWN 2022 STAY A 144A (INTOWN 2022-STAY MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| IRS AUD 2.75000 06/17/16-10Y CME | Derivative-interest rate | AU | $-587K | – | -0.00 | |
| IRS AUD 3.00000 03/21/17-10Y LCH | Derivative-interest rate | AU | $-41M | – | -0.03 | |
| IRS AUD 3.25000 12/17/14-10Y CME | Derivative-interest rate | AU | $-5M | – | -0.00 | |
| IRS AUD 3.50000 06/17/15-10Y CME | Derivative-interest rate | AU | $-6M | – | -0.00 | |
| IRS AUD 4.50000 03/20/24-10Y LCH | Derivative-interest rate | AU | $2M | – | 0.00 | |
| IRS AUD 4.50000 09/18/24-10Y LCH | Derivative-interest rate | AU | $732K | – | 0.00 | |
| IRS AUD 4.50000 09/20/23-10Y LCH | Derivative-interest rate | AU | $5M | – | 0.00 | |
| IRS EUR -0.13500 07/24/20-5Y LCH | Derivative-interest rate | $23M | – | 0.01 | ||
| IRS EUR -0.15000 03/18/20-10Y LCH | Derivative-interest rate | $50M | – | 0.03 | ||
| IRS EUR -0.15000 06/17/20-5Y LCH | Derivative-interest rate | $34M | – | 0.02 | ||
| IRS EUR -0.15500 07/27/20-5Y LCH | Derivative-interest rate | $36M | – | 0.02 | ||
| IRS EUR -0.23000 07/29/20-5Y LCH | Derivative-interest rate | $19M | – | 0.01 | ||
| IRS EUR -0.26000 03/18/20-5Y LCH | Derivative-interest rate | $204M | – | 0.13 | ||
| IRS EUR -0.29400 03/09/21-5Y* LCH | Derivative-interest rate | $713K | – | 0.00 | ||
| IRS EUR -0.32900 03/09/21-5Y* LCH | Derivative-interest rate | $1M | – | 0.00 | ||
| IRS EUR -0.36300 03/09/21-4Y* LCH | Derivative-interest rate | $1M | – | 0.00 | ||
| IRS EUR -0.39500 03/09/21-4Y* LCH | Derivative-interest rate | $405K | – | 0.00 | ||
| IRS EUR 0.01000 08/04/20-10Y LCH | Derivative-interest rate | $22M | – | 0.01 | ||
| IRS EUR 0.01000 08/05/20-10Y LCH | Derivative-interest rate | $22M | – | 0.01 | ||
| IRS EUR 0.01000 08/13/20-10Y LCH | Derivative-interest rate | $22M | – | 0.01 | ||
| IRS EUR 0.03000 08/03/20-10Y LCH | Derivative-interest rate | $22M | – | 0.01 | ||
| IRS EUR 0.04000 07/30/20-10Y LCH | Derivative-interest rate | $22M | – | 0.01 | ||
| IRS EUR 0.04000 07/31/20-10Y LCH | Derivative-interest rate | $22M | – | 0.01 | ||
| IRS EUR 0.06000 08/07/20-10Y LCH | Derivative-interest rate | $22M | – | 0.01 | ||
| IRS EUR 0.15000 06/17/20-10Y LCH | Derivative-interest rate | $71M | – | 0.05 | ||
| IRS EUR 0.25000 06/17/20-30Y LCH | Derivative-interest rate | $294M | – | 0.19 | ||
| IRS EUR 0.50000 06/17/20-30Y LCH | Derivative-interest rate | $1B | – | 0.70 | ||
| IRS EUR 0.50000 09/21/22-30Y LCH | Derivative-interest rate | $-176K | – | -0.00 | ||
| IRS EUR 0.55000 08/10/22-2Y LCH | Derivative-interest rate | $-2M | – | -0.00 | ||
| IRS EUR 0.65000 04/12/22-5Y LCH | Derivative-interest rate | $-7M | – | -0.00 | ||
| IRS EUR 0.65000 05/11/22-5Y LCH | Derivative-interest rate | $-32M | – | -0.02 | ||
| IRS EUR 0.70000 04/11/22-5Y LCH | Derivative-interest rate | $-17M | – | -0.01 | ||
| IRS EUR 0.83000 12/09/42-10Y LCH | Derivative-interest rate | $239M | – | 0.16 | ||
| IRS EUR 1.00000 05/13/22-5Y LCH | Derivative-interest rate | $-31M | – | -0.02 | ||
| IRS EUR 1.00000 05/18/22-5Y LCH | Derivative-interest rate | $-15M | – | -0.01 | ||
| IRS EUR 1.75000 09/21/22-5Y LCH | Derivative-interest rate | $-27M | – | -0.02 | ||
| IRS EUR 2.50000 10/27/22-27Y* LCH | Derivative-interest rate | $-2M | – | -0.00 | ||
| IRS EUR 2.54700 03/09/23-10Y LCH | Derivative-interest rate | $-7M | – | -0.00 | ||
| IRS EUR 2.65000 01/08/24-10Y LCH | Derivative-interest rate | $2M | – | 0.00 | ||
| IRS EUR 2.67000 04/03/24-10Y LCH | Derivative-interest rate | $788K | – | 0.00 | ||
| IRS EUR 2.75000 03/05/24-10Y LCH | Derivative-interest rate | $-745K | – | -0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $7M | – | 0.00 | ||
| IRS EUR 2.75000 09/18/24-5Y LCH | Derivative-interest rate | $-3M | – | -0.00 | ||
| IRS EUR 2.76000 01/03/24-5Y LCH | Derivative-interest rate | $999K | – | 0.00 | ||
| IRS EUR 2.76000 03/04/24-10Y LCH | Derivative-interest rate | $-666K | – | -0.00 | ||
| IRS EUR 2.77000 04/16/24-5Y LCH | Derivative-interest rate | $-899K | – | -0.00 | ||
| IRS EUR 2.77000 04/29/24-10Y LCH | Derivative-interest rate | $-464K | – | -0.00 | ||
| IRS EUR 2.78000 05/02/24-5Y LCH | Derivative-interest rate | $-761K | – | -0.00 | ||
| IRS EUR 2.81800 06/26/24-5Y LCH | Derivative-interest rate | $278K | – | 0.00 | ||
| IRS EUR 2.82700 05/06/24-5Y LCH | Derivative-interest rate | $-500K | – | -0.00 | ||
| IRS EUR 2.86000 04/24/24-5Y LCH | Derivative-interest rate | $-295K | – | -0.00 | ||
| IRS EUR 2.88000 12/19/23-5Y LCH | Derivative-interest rate | $-2M | – | -0.00 | ||
| IRS EUR 2.89000 12/22/23-10Y LCH | Derivative-interest rate | $-2M | – | -0.00 | ||
| IRS EUR 2.91000 12/29/23-10Y LCH | Derivative-interest rate | $-1M | – | -0.00 | ||
| IRS EUR 2.92000 12/13/23-5Y LCH | Derivative-interest rate | $-2M | – | -0.00 | ||
| IRS EUR 2.95000 06/12/24-5Y LCH | Derivative-interest rate | $292K | – | 0.00 | ||
| IRS EUR 2.95000 10/27/22-6Y* LCH | Derivative-interest rate | $-851K | – | -0.00 | ||
| IRS EUR 2.95000 10/27/22-7Y* LCH | Derivative-interest rate | $6M | – | 0.00 | ||
| IRS EUR 2.95000 12/29/23-5Y LCH | Derivative-interest rate | $-1M | – | -0.00 | ||
| IRS EUR 2.97000 12/15/23-10Y LCH | Derivative-interest rate | $-3M | – | -0.00 | ||
| IRS EUR 2.99000 12/08/23-10Y LCH | Derivative-interest rate | $-3M | – | -0.00 | ||
| IRS EUR 3.06300 12/06/23-10Y LCH | Derivative-interest rate | $-2M | – | -0.00 | ||
| IRS EUR 3.12800 12/04/23-10Y LCH | Derivative-interest rate | $-2M | – | -0.00 | ||
| IRS EUR 3.14800 11/20/23-10Y LCH | Derivative-interest rate | $-3M | – | -0.00 | ||
| IRS EUR 3.17900 11/29/23-5Y LCH | Derivative-interest rate | $-2M | – | -0.00 | ||
| IRS EUR 3.25000 11/06/23-10Y LCH | Derivative-interest rate | $-4M | – | -0.00 | ||
| IRS EUR 3.25500 11/22/23-5Y LCH | Derivative-interest rate | $-2M | – | -0.00 | ||
| IRS EUR 3.27000 08/21/23-10Y LCH | Derivative-interest rate | $4M | – | 0.00 | ||
| IRS EUR 3.27000 11/08/23-5Y LCH | Derivative-interest rate | $-4M | – | -0.00 | ||
| IRS EUR 3.28000 11/22/23-10Y LCH | Derivative-interest rate | $-2M | – | -0.00 | ||
| IRS EUR 3.30000 10/03/23-10Y LCH | Derivative-interest rate | $12M | – | 0.01 | ||
| IRS EUR 3.30500 11/27/23-10Y LCH | Derivative-interest rate | $-4M | – | -0.00 | ||
| IRS EUR 3.37000 10/09/23-5Y LCH | Derivative-interest rate | $5M | – | 0.00 | ||
| IRS EUR 3.45000 10/20/23-5Y LCH | Derivative-interest rate | $5M | – | 0.00 | ||
| IRS MXN 4.71500 08/07/20-4Y* CME | Derivative-interest rate | MX | $898K | – | 0.00 | |
| IRS MXN 4.72000 08/05/20-4Y CME | Derivative-interest rate | MX | $1M | – | 0.00 | |
| IRS MXN 4.80500 10/16/20-4Y* CME | Derivative-interest rate | MX | $-494K | – | -0.00 | |
| IRS MXN 4.84000 10/19/20-4Y CME | Derivative-interest rate | MX | $-1M | – | -0.00 | |
| IRS MXN 4.86500 10/14/20-4Y CME | Derivative-interest rate | MX | $-623K | – | -0.00 | |
| IRS MXN 5.06500 10/14/20-5Y* CME | Derivative-interest rate | MX | $-2M | – | -0.00 | |
| IRS MXN 5.16000 06/12/20-5Y* CME | Derivative-interest rate | MX | $-5M | – | -0.00 | |
| IRS MXN 5.53500 05/12/20-7Y* CME | Derivative-interest rate | MX | $-20M | – | -0.01 | |
| IRS MXN 6.37700 02/20/20-5Y* CME | Derivative-interest rate | MX | $746K | – | 0.00 | |
| IRS MXN 6.38800 02/19/20-5Y* CME | Derivative-interest rate | MX | $2M | – | 0.00 | |
| IRS MXN 6.39250 02/19/20-5Y* CME | Derivative-interest rate | MX | $2M | – | 0.00 | |
| IRS MXN 6.39500 02/19/20-5Y* CME | Derivative-interest rate | MX | $2M | – | 0.00 | |
| IRS MXN 6.40750 02/19/20-5Y* CME | Derivative-interest rate | MX | $3M | – | 0.00 | |
| IRS MXN 6.50000 06/17/20-8Y* CME | Derivative-interest rate | MX | $48M | – | 0.03 | |
| IRS MXN 6.62250 03/18/20-5Y* CME | Derivative-interest rate | MX | $3M | – | 0.00 | |
| IRS MXN 6.66000 03/26/20-4Y* CME | Derivative-interest rate | MX | $-416K | – | -0.00 | |
| IRS MXN 6.73000 03/26/20-4Y* CME | Derivative-interest rate | MX | $-290K | – | -0.00 | |
| IRS MXN 7.38000 09/08/17-20Y* CME | Derivative-interest rate | MX | $569K | – | 0.00 | |
| IRS MXN 7.49500 01/26/22-10Y* CME | Derivative-interest rate | MX | $1M | – | 0.00 | |
| IRS MXN 7.49750 01/27/22-10Y* CME | Derivative-interest rate | MX | $4M | – | 0.00 | |
| IRS MXN 7.80000 01/09/18-10Y* CME | Derivative-interest rate | MX | $2M | – | 0.00 | |
| IRS MXN 7.91000 01/11/18-10Y* CME | Derivative-interest rate | MX | $97K | – | 0.00 | |
| IRS MXN 7.98400 12/22/17-10Y* CME | Derivative-interest rate | MX | $4M | – | 0.00 | |
| IRS MXN 7.99000 01/02/18-10Y* CME | Derivative-interest rate | MX | $77K | – | 0.00 | |
| IRS MXN 8.03000 02/12/18-10Y* CME | Derivative-interest rate | MX | $2M | – | 0.00 | |
| IRS MXN 8.05000 02/12/18-10Y* CME | Derivative-interest rate | MX | $2M | – | 0.00 | |
| IRS MXN 8.10250 09/17/20-17Y* CME | Derivative-interest rate | MX | $9M | – | 0.01 | |
| IRS MXN 8.24000 02/18/19-6Y* CME | Derivative-interest rate | MX | $-7M | – | -0.00 | |
| IRS MXN 8.30000 06/23/23-5Y* CME | Derivative-interest rate | MX | $-6M | – | -0.00 | |
| IRS MXN 8.37500 02/18/19-8Y* CME | Derivative-interest rate | MX | $-6M | – | -0.00 | |
| IRS MXN 8.41000 02/14/19-7Y* CME | Derivative-interest rate | MX | $-14M | – | -0.01 | |
| IRS MXN 8.41000 04/06/22-5Y* CME | Derivative-interest rate | MX | $958K | – | 0.00 | |
| IRS MXN 8.44400 08/01/23-5Y* CME | Derivative-interest rate | MX | $-12M | – | -0.01 | |
| IRS MXN 8.47130 08/02/23-5Y* CME | Derivative-interest rate | MX | $-6M | – | -0.00 | |
| IRS MXN 8.51170 07/31/23-5Y* CME | Derivative-interest rate | MX | $-9M | – | -0.01 | |
| IRS MXN 8.55000 08/03/23-5Y* CME | Derivative-interest rate | MX | $-3M | – | -0.00 | |
| IRS MXN 8.55600 08/03/23-5Y* CME | Derivative-interest rate | MX | $-17M | – | -0.01 | |
| IRS MXN 8.60000 08/07/23-5Y* CME | Derivative-interest rate | MX | $-4M | – | -0.00 | |
| IRS MXN 8.62000 08/04/23-5Y* CME | Derivative-interest rate | MX | $-3M | – | -0.00 | |
| IRS MXN 8.63600 08/04/23-5Y* CME | Derivative-interest rate | MX | $-5M | – | -0.00 | |
| IRS MXN 8.64000 08/04/23-5Y* CME | Derivative-interest rate | MX | $-1M | – | -0.00 | |
| IRS MXN 8.65000 08/04/23-5Y* CME | Derivative-interest rate | MX | $-3M | – | -0.00 | |
| IRS MXN 8.66000 08/04/23-5Y* CME | Derivative-interest rate | MX | $-3M | – | -0.00 | |
| IRS MXN 8.67300 03/12/24-5Y* CME | Derivative-interest rate | MX | $703K | – | 0.00 | |
| IRS MXN 8.68000 03/13/24-5Y* CME | Derivative-interest rate | MX | $977K | – | 0.00 | |
| IRS MXN 8.68100 03/14/24-5Y* CME | Derivative-interest rate | MX | $1M | – | 0.00 | |
| IRS MXN 8.68250 03/12/24-5Y* CME | Derivative-interest rate | MX | $455K | – | 0.00 | |
| IRS MXN 8.70100 04/13/22-10Y* CME | Derivative-interest rate | MX | $967K | – | 0.00 | |
| IRS MXN 8.72000 03/13/24-5Y* CME | Derivative-interest rate | MX | $383K | – | 0.00 | |
| IRS MXN 8.72500 03/13/24-5Y* CME | Derivative-interest rate | MX | $951K | – | 0.00 | |
| IRS MXN 8.73000 03/13/24-5Y* CME | Derivative-interest rate | MX | $572K | – | 0.00 | |
| IRS MXN 8.73000 04/12/22-5Y* CME | Derivative-interest rate | MX | $558K | – | 0.00 | |
| IRS MXN 8.73200 04/12/22-10Y* CME | Derivative-interest rate | MX | $349K | – | 0.00 | |
| IRS MXN 8.76000 03/25/24-5Y* CME | Derivative-interest rate | MX | $1M | – | 0.00 | |
| IRS MXN 8.77000 03/25/24-5Y* CME | Derivative-interest rate | MX | $711K | – | 0.00 | |
| IRS MXN 8.78000 02/18/19-15Y* CME | Derivative-interest rate | MX | $-4M | – | -0.00 | |
| IRS MXN 8.78000 03/25/24-5Y* CME | Derivative-interest rate | MX | $695K | – | 0.00 | |
| IRS MXN 8.81000 03/19/24-7Y* CME | Derivative-interest rate | MX | $794K | – | 0.00 | |
| IRS MXN 9.07260 03/14/24-3Y* CME | Derivative-interest rate | MX | $2M | – | 0.00 | |
| IRS MXN 9.26000 03/19/24-3Y* CME | Derivative-interest rate | MX | $825K | – | 0.00 | |
| IRS MXN 9.34000 04/03/24-3Y* CME | Derivative-interest rate | MX | $1M | – | 0.00 | |
| IRS NZD 4.75000 06/19/24-5Y LCH | Derivative-interest rate | NZ | $7M | – | 0.00 | |
| IRS ZAR 8.36000 08/07/23-5Y CME | Derivative-interest rate | ZA | $870K | – | 0.00 | |
| IRS ZAR 8.38000 08/04/23-5Y CME | Derivative-interest rate | ZA | $431K | – | 0.00 | |
| IRS ZAR 8.40000 08/07/23-5Y CME | Derivative-interest rate | ZA | $1M | – | 0.00 | |
| IRS ZAR 8.41000 07/31/23-5Y CME | Derivative-interest rate | ZA | $477K | – | 0.00 | |
| IRS ZAR 8.41000 08/04/23-5Y CME | Derivative-interest rate | ZA | $1M | – | 0.00 | |
| IRS ZAR 8.41000 08/07/23-5Y CME | Derivative-interest rate | ZA | $303K | – | 0.00 | |
| IRS ZAR 8.41500 07/31/23-5Y CME | Derivative-interest rate | ZA | $398K | – | 0.00 | |
| IRS ZAR 8.41500 08/04/23-5Y CME | Derivative-interest rate | ZA | $500K | – | 0.00 | |
| IRS ZAR 8.42000 07/31/23-5Y CME | Derivative-interest rate | ZA | $2M | – | 0.00 | |
| IRS ZAR 8.42100 08/04/23-5Y CME | Derivative-interest rate | ZA | $516K | – | 0.00 | |
| IRS ZAR 8.42600 08/01/23-5Y CME | Derivative-interest rate | ZA | $618K | – | 0.00 | |
| IRS ZAR 8.42760 07/31/23-5Y CME | Derivative-interest rate | ZA | $1M | – | 0.00 | |
| IRS ZAR 8.46000 08/01/23-5Y CME | Derivative-interest rate | ZA | $1M | – | 0.00 | |
| IRS ZAR 8.46000 08/02/23-5Y CME | Derivative-interest rate | ZA | $1M | – | 0.00 | |
| IRS ZAR 8.46400 08/02/23-5Y CME | Derivative-interest rate | ZA | $1M | – | 0.00 | |
| IRS ZAR 8.54300 08/04/23-5Y CME | Derivative-interest rate | ZA | $681K | – | 0.00 | |
| IRS ZAR 8.55000 08/03/23-5Y CME | Derivative-interest rate | ZA | $1M | – | 0.00 | |
| ISRAEL GOVT EM SP CBK | Derivative-credit | US | $-291K | – | -0.00 | |
| ISRAEL GOVT EM SP GST | Derivative-credit | US | $-97K | – | -0.00 | |
| ISRAEL GOVT EM SP JPM | Derivative-credit | US | $-76K | – | -0.00 | |
| IXIS REAL ESTATE CAPITAL TRUST IXIS 2004 HE4 M1 (IXIS REAL ESTATE CAPITAL TR 2004-HE4) | Long | ABS-mortgage backed security | US | $490K | – | 0.00 |
| IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE1 A3 (IXIS REAL ESTATE CAPITAL TRUST 2006-HE1) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE2 A3 (IXIS REAL ESTATE CAPITAL TRUST 2006-HE2) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE2 A4 (IXIS REAL ESTATE CAPITAL TRUST 2006-HE2) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE3 A3 (IXIS REAL ESTATE CAPITAL TRUST 2006-HE3) | Long | ABS-mortgage backed security | US | $26M | – | 0.02 |
| IXIS REAL ESTATE CAPITAL TRUST IXIS 2007 HE1 A1 (IXIS REAL ESTATE CAPITAL TRUST 2007-HE1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| IXIS REAL ESTATE CAPITAL TRUST IXIS 2007 HE1 A2 (IXIS REAL ESTATE CAPITAL TRUST 2007-HE1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| IXIS REAL ESTATE CAPITAL TRUST IXIS 2007 HE1 A3 (IXIS REAL ESTATE CAPITAL TRUST 2007-HE1) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A2 3A1 (JP MORGAN ALTERNATIVE LN TRUST 2006-A2) | Long | ABS-mortgage backed security | US | $332K | – | 0.00 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 S1 1A11 (JP MORGAN ALTERNATIVE LN TRUST 2006-S1) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 S1 1A16 (JP MORGAN ALTERNATIVE LN TRUST 2006-S1) | Long | ABS-mortgage backed security | US | $686K | – | 0.00 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 S1 1A19 (JP MORGAN ALTERNATIVE LN TRUST 2006-S1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 S3 A4 (JP MORGAN ALTERNATIVE LN TRUST 2006-S3) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 S4 A5 (JP MORGAN ALTERNATIVE LN TRUST 2006-S4) | Long | ABS-mortgage backed security | US | $30M | – | 0.02 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A2 11A1 (JP MORGAN ALTERNATIVE LN TRUST 2007-A2) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A2 12A1 (JP MORGAN ALTERNATIVE LN TRUST 2007-A2) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2008 R3 3A2 144A (JP MORGAN ALTERNATIVE LOAN TRUST 2008-R3) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2008 R3 3A3 144A (JP MORGAN ALTERNATIVE LOAN TRUST 2008-R3) | Long | ABS-mortgage backed security | US | $706K | – | 0.00 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2008 R4 1A1 144A (JP MORGAN ALTERNATIVE LN TRUST 2008-R4) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| JETBLUE 2019 1 CLASS AA PASS THRU CE 11/33 2.75 (JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.00 |
| JETBLUE AIRWAYS CORP PASS THRU CE 05/34 4 (JETBLUE 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $51M | – | 0.03 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2013 LC11 XA (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2013-LC11) | Long | ABS-mortgage backed security | US | $392.44 | – | 0.00 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 JP3 XA (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2016-JP3) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 AON A 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-AON) | Long | ABS-mortgage backed security | US | $25M | – | 0.02 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 1440 A 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1440) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 2NU A 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-2NU) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 410T A 144A (JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2021-410T) | Long | ABS-mortgage backed security | US | $28M | – | 0.02 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 410T XA 144A (JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2021-410T) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 HTL5 A 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-HTL5) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH A 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2021-NYAH) | Long | ABS-mortgage backed security | US | $19M | – | 0.01 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 NLP A 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-NLP) | Long | ABS-mortgage backed security | US | $36M | – | 0.02 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2023 CCDC A 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2023-CCDC) | Long | ABS-mortgage backed security | US | $74M | – | 0.05 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2023 CCDC XA 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2023-CCDC) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 FRE1 M2 (JP MORGAN MTGE ACQUIS CORP 2005-FRE1) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 OPT1 M4 (JP MORGAN MORTGAGE ACQI CORP 2005-OPT1) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 OPT1 M6 (JP MORGAN MORTGAGE ACQI CORP 2005-OPT1) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 OPT2 M5 (JP MORGAN MTGGE ACQUIS CORP 2005-OPT2) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 WMC1 M3 (JP MORGAN MORTGAGE ACQ CORP 2005-WMC1) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 ACC1 M2 (JP MORGAN MORTGAGE ACQUISITION TRUST 2006-ACC1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH1 M6 (JP MORGAN MORTGAGE ACQI CORP 2006-CH1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CW1 M2 (JP MORGAN MORTGAGE ACQI CORP 2006-CW1) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 FRE1 M1 (JP MORGAN MTGE ACQUIS CORP 2006-FRE1) | Long | ABS-mortgage backed security | US | $334K | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 FRE1 M3 (JP MORGAN MTGE ACQUIS CORP 2006-FRE1) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 FRE2 M1 (JP MORGAN MTGE ACQUIS CORP 2006-FRE2) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 HE1 M1 (JP MORGAN MTGE ACQUIS CORP 2006-HE1) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 HE2 A5 (JP MORGAN MTGE ACQUIS CORP 2006-HE2) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 HE3 A1 (JP MORGAN MTGE ACQUIS CORP 2006-HE3) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 HE3 A5 (JP MORGAN MTGE ACQUIS CORP 2006-HE3) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 NC1 M1 (JP MORGAN MTGE ACQUIS CORP 2006-NC1) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 NC2 M1 (JP MORGAN MTGE ACQUIS CORP 2006-NC2) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 RM1 A1A (JP MORGAN MORTGAGE ACQ CORP 2005-RM1) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WF1 A3A (JP MORGAN MTGE ACQUIS CORP 2006-WF1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WF1 A5 (JP MORGAN MTGE ACQUIS CORP 2006-WF1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC1 A5 (JP MORGAN MTGE ACQUIS CORP 2006-WMC1) | Long | ABS-mortgage backed security | US | $33M | – | 0.02 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A1 (JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC2 2006-WMC2) | Long | ABS-mortgage backed security | US | $19M | – | 0.01 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC3 A3 (JP MORGAN MTGE ACQUIS CORP 2006-WMC3) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC3 A5 (JP MORGAN MTGE ACQUIS CORP 2006-WMC3) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH1 MV10 144A (JP MORGAN MTGE ACQUIS CORP 2007-CH1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH2 AF2 (JP MORGAN MTGE ACQUIS CORP 2007-CH2) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH2 AF3 (JP MORGAN MTGE ACQUIS CORP 2007-CH2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH2 AF4 (JP MORGAN MTGE ACQUIS CORP 2007-CH2) | Long | ABS-mortgage backed security | US | $267K | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH3 A1B (JP MORGAN MTGE ACQUIS CORP 2007-CH3) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH4 A5 (JP MORGAN MTGE ACQUIS CORP 2007-CH4) | Long | ABS-mortgage backed security | US | $437K | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH4 M1 (JP MORGAN MTGE ACQUIS CORP 2007-CH4) | Long | ABS-mortgage backed security | US | $23M | – | 0.01 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH4 M2 (JP MORGAN MTGE ACQUIS CORP 2007-CH4) | Long | ABS-mortgage backed security | US | $29M | – | 0.02 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 HE1 AF1 (JP MORGAN MORTGAGE ACQ CORP 2007-HE1) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2003 A1 1A1 (JP MORGAN MORTGAGE TRUST 2003-A1) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2004 A1 1A1 (JP MORGAN MORTGAGE TRUST-2004-A1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2004 S2 6A1 (JP MORGAN MORTGAGE TRUST 2004-S2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A1 6T1 (JP MORGAN MORTGAGE TRUST-2005-A1) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A2 1A1 (JP MORGAN MORTGAGE TRUST-2005-A2) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A3 3A4 (JP MORGAN MORTGAGE TRUST 2005-A3) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A3 6A2 (JP MORGAN MORTGAGE TRUST 2005-A3) | Long | ABS-mortgage backed security | US | $529K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A3 7CA1 (JP MORGAN MORTGAGE TRUST 2005-A3) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A4 2A1 (JP MORGAN MORTGAGE TRUST 2005-A4) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A5 1A2 (JP MORGAN MTGE TRUST 2005-A5) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A5 2A2 (JP MORGAN MTGE TRUST 2005-A5) | Long | ABS-mortgage backed security | US | $385K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A6 4A1 (JP MORGAN MORTGAGE TRUST-2005-A6) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A6 7A1 (JP MORGAN MORTGAGE TRUST-2005-A6) | Long | ABS-mortgage backed security | US | $432K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A7 1A3 (JP MORGAN MTGE TRUST 2005-A7) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A7 1A4 (JP MORGAN MTGE TRUST 2005-A7) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A8 1A1 (JP MORGAN MORTGAGE TRUST 2005-A8) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A8 2A7 (JP MORGAN MORTGAGE TRUST 2005-A8) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A8 6A2 (JP MORGAN MORTGAGE TRUST 2005-A8) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 ALT1 2A1 (JP MORGAN MTGE TRUST 2005-ALT1) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 ALT1 4A1 (JP MORGAN MTGE TRUST 2005-ALT1) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 S2 2A11 (JP MORGAN MORTGAGE TRUST-2005-S2) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 S2 2A16 (JP MORGAN MORTGAGE TRUST-2005-S2) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 S2 2A4 (JP MORGAN MORTGAGE TRUST-2005-S2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A21 (JP MORGAN MORTGAGE TRUST 2005-S3) | Long | ABS-mortgage backed security | US | $262K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 2A2 (JP MORGAN MORTGAGE TRUST 2006-A1) | Long | ABS-mortgage backed security | US | $887K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 2A4 (JP MORGAN MORTGAGE TRUST 2006-A1) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A2 2A1 (JP MORGAN MORTGAGE TRUST 2006-A2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A2 2A2 (JP MORGAN MORTGAGE TRUST 2006-A2) | Long | ABS-mortgage backed security | US | $257K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A2 2A4 (JP MORGAN MORTGAGE TRUST 2006-A2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A2 3A3 (JP MORGAN MORTGAGE TRUST 2006-A2) | Long | ABS-mortgage backed security | US | $478K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A3 2A1 (JP MORGAN MORTGAGE TRUST 2006-A3) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A3 2A3 (JP MORGAN MORTGAGE TRUST 2006-A3) | Long | ABS-mortgage backed security | US | $546K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A3 3A1 (JP MORGAN MORTGAGE TRUST 2006-A3) | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A3 3A2 (JP MORGAN MORTGAGE TRUST 2006-A3) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A3 3A4 (JP MORGAN MORTGAGE TRUST 2006-A3) | Long | ABS-mortgage backed security | US | $247K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A3 4A1 (JP MORGAN MORTGAGE TRUST 2006-A3) | Long | ABS-mortgage backed security | US | $429K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A3 7A1 (JP MORGAN MORTGAGE TRUST 2006-A3) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A4 1A1 (JP MORGAN MORTGAGE TRUST 2006-A4) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A4 1A2 (JP MORGAN MORTGAGE TRUST 2006-A4) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A4 1A4 (JP MORGAN MORTGAGE TRUST 2006-A4) | Long | ABS-mortgage backed security | US | $981K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A4 3A1 (JP MORGAN MORTGAGE TRUST 2006-A4) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A5 2A1 (JP MORGAN MORTGAGE TRUST 2006-A5) | Long | ABS-mortgage backed security | US | $308K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A5 3A3 (JP MORGAN MORTGAGE TRUST 2006-A5) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A5 4A1 (JP MORGAN MORTGAGE TRUST 2006-A5) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 1A4L (JP MORGAN MORTGAGE TRUST 2006-A6) | Long | ABS-mortgage backed security | US | $426K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 3A1 (JP MORGAN MORTGAGE TRUST 2006-A6) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 4A1 (JP MORGAN MORTGAGE TRUST 2006-A6) | Long | ABS-mortgage backed security | US | $485K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A7 2A4R (JP MORGAN MORTGAGE TRUST 2006-A7) | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 S2 1A20 (JP MORGAN MORTGAGE TRUST 2006-S2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 3A1 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 4A1 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 4A2 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 5A6 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 7A1 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $505K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 7A4 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A2 2A3 (JP MORGAN MORTGAGE TRUST 2007-A2) | Long | ABS-mortgage backed security | US | $279K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A2 4A1M (JP MORGAN MORTGAGE TRUST 2007-A2) | Long | ABS-mortgage backed security | US | $239K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A2 4A2 (JP MORGAN MORTGAGE TRUST 2007-A2) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A4 1A1 (JP MORGAN MORTGAGE TRUST 2007-A4) | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A4 3A1 (JP MORGAN MORTGAGE TRUST 2007-A4) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A5 4A1 (JP MORGAN MORTGAGE TRUST 2007-A5) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 S1 2A22 (JP MORGAN MORTGAGE TRUST 2007-S1) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 S2 1A3 (JP MORGAN MORTGAGE TRUST 2007-S2) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 S3 1A1 (JP MORGAN MORTGAGE TRUST 2007-S3) | Long | ABS-mortgage backed security | US | $863K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 S3 1A35 (JP MORGAN MORTGAGE TRUST 2007-S3) | Long | ABS-mortgage backed security | US | $530K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 S3 1A88 (JP MORGAN MORTGAGE TRUST 2007-S3) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 S3 1A90 (JP MORGAN MORTGAGE TRUST 2007-S3) | Long | ABS-mortgage backed security | US | $410K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 S3 1A96 (JP MORGAN MORTGAGE TRUST 2007-S3) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2008 R1 2A1 144A (JP MORGAN MORTGAGE TRUST 2008-R1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2022 DSC1 A1 144A (J.P. MORGAN MORTGAGE TRUST 2022-DSC1) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2023 DSC1 A1 144A (J.P. MORGAN MORTGAGE TRUST 2023-DSC1) | Long | ABS-mortgage backed security | US | $35M | – | 0.02 |
| JP MORGAN MORTGAGE TRUST JPMMT 2023 DSC2 A1 144A (J.P. MORGAN MORTGAGE TRUST 2023-DSC2) | Long | ABS-mortgage backed security | US | $889K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2024 VIS1 A1 144A (J.P. MORGAN MORTGAGE TRUST 2024-VIS1) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| JP MORGAN REREMIC JPMRR 2012 3 A9 144A (JP MORGAN REREMIC 2012-3) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| JPMDB COMMERCIAL MORTGAGE SECU JPMDB 2016 C4 XA (JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C4) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| JUBILEE CDO BV JUBIL 2017 19A A1NV 144A (JUBILEE CLO 2017-XIX DAC 17-19A) | Long | ABS-collateralized bond/debt obligation | IE | $11M | – | 0.01 |
| JUPITER HIGH GRADE CDO LTD JPTR 2005 3A A1NV 144A (JUPITER HIGH-GRADE CDO III LTD 3A) | Long | ABS-collateralized bond/debt obligation | KY | $19K | – | 0.00 |
| JUPITER HIGH GRADE CDO LTD JPTR 2005 3A A1VA 144A (JUPITER HIGH-GRADE CDO III LTD 3A) | Long | ABS-collateralized bond/debt obligation | KY | $3.61 | – | – |
| JUPITER HIGH GRADE CDO LTD JPTR 2005 3A A1VB 144A (JUPITER HIGH-GRADE CDO III LTD 3A) | Long | ABS-collateralized bond/debt obligation | KY | $6K | – | 0.00 |
| JUPITER HIGH GRADE CDO LTD JPTR 2005 3A A2A 144A (JUPITER HIGH-GRADE CDO III LTD 3A) | Long | ABS-collateralized bond/debt obligation | KY | $0.45 | – | – |
| JUPITER HIGH GRADE CDO LTD JPTR 2005 3A A2B 144A (JUPITER HIGH-GRADE CDO III LTD 3A) | Long | ABS-collateralized bond/debt obligation | KY | $0.35 | – | – |
| JUPITER HIGH GRADE CDO LTD JPTR 2005 3A B 144A (JUPITER HIGH-GRADE CDO III LTD 3A) | Long | ABS-collateralized bond/debt obligation | KY | $0.6 | – | – |
| KBC GROUP NV SR UNSECURED 144A 01/29 VAR (KBC GROEP NV) | Long | Debt | BE | $907K | – | 0.00 |
| KDAC AVIATION FINANCE LIMITED KDAC 2017 1A A 144A (KDAC AIRCRAFT FINANCE LTD 2017-1A) | Long | ABS-other | KY | $12M | – | 0.01 |
| KENNEDY WILSON EUR REAL SR UNSECURED REGS 11/25 3.25 (KENNEDY WILSON EUROPE REAL ESTATE LIMITED) | Long | Debt | JE | $3M | – | 0.00 |
| KENTMERE KMR 1A A 144A (KENTMERE NO 1 PLC) | Long | ABS-mortgage backed security | GB | $217M | – | 0.14 |
| KENTMERE KMR 1A B 144A (KENTMERE NO 1 PLC) | Long | ABS-mortgage backed security | GB | $27M | – | 0.02 |
| KENTMERE KMR 1A C 144A (KENTMERE NO 1 PLC) | Long | ABS-mortgage backed security | GB | $27M | – | 0.02 |
| KENTMERE KMR 1A D 144A (KENTMERE NO 1 PLC) | Long | ABS-mortgage backed security | GB | $16M | – | 0.01 |
| KENTMERE KMR 1A E 144A (KENTMERE NO 1 PLC) | Long | ABS-mortgage backed security | GB | $9M | – | 0.01 |
| KENTMERE KMR 1A F 144A (KENTMERE NO 1 PLC) | Long | ABS-mortgage backed security | GB | $15M | – | 0.01 |
| KENTMERE KMR 1A R 144A (KENTMERE NO 1 PLC) | Long | ABS-mortgage backed security | GB | $13M | – | 0.01 |
| KENTMERE KMR 1A YCRT 144A (KENTMERE NO 1 PLC) | Long | ABS-mortgage backed security | GB | $5M | – | 0.00 |
| KGS ALPHA SBA COOF TRUST KSBA 2012 5 A 144A (KGS-ALPHA SBA COOF TRUST SERIES 2012-5) | Long | ABS-other | US | $140K | – | 0.00 |
| KINBANE DAC KINBN 2022 RPL1A A 144A (KINBANE 2022-RPL 1 DAC 22-RPL1A) | Long | ABS-mortgage backed security | IE | $43M | – | 0.03 |
| KINBANE DAC KINBN 2022 RPL1A B 144A (KINBANE 2022-RPL 1 DAC 22-RPL1A) | Long | ABS-mortgage backed security | IE | $31M | – | 0.02 |
| KINBANE DAC KINBN 2022 RPL1A C 144A (KINBANE 2022-RPL 1 DAC 22-RPL1A) | Long | ABS-mortgage backed security | IE | $21M | – | 0.01 |
| KINBANE DAC KINBN 2022 RPL1A D 144A (KINBANE 2022-RPL 1 DAC 22-RPL1A) | Long | ABS-mortgage backed security | IE | $13M | – | 0.01 |
| KIRKBY RMBS KIRK 1A A 144A (KIRKBY RMBS PLC 1A) | Long | ABS-mortgage backed security | GB | $170M | – | 0.11 |
| KIRKBY RMBS KIRK 1A B 144A (KIRKBY RMBS PLC 1A) | Long | ABS-mortgage backed security | GB | $101M | – | 0.07 |
| KIRKBY RMBS KIRK 1A C 144A (KIRKBY RMBS PLC 1A) | Long | ABS-mortgage backed security | GB | $20M | – | 0.01 |
| KIRKBY RMBS KIRK 1A Y 144A (KIRKBY RMBS PLC 1A) | Long | ABS-mortgage backed security | GB | $14M | – | 0.01 |
| KIZUNA RE III PTE LTD UNSECURED 144A 04/29 VAR | Long | Debt | SG | $6M | – | 0.00 |
| KKR FINANCIAL CLO LTD KKR 21 A 144A (KKR CLO LTD 21) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.00 |
| KKR FINANCIAL CLO LTD KKR 28A AR 144A (KKR CLO 28 LTD 28A) | Long | ABS-collateralized bond/debt obligation | KY | $92M | – | 0.06 |
| KKR FINANCIAL CLO LTD KKR 30A A1R 144A (KKR CLO 30 LTD 30A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| KKR FINANCIAL CLO LTD KKR 39A A 144A (KKR CLO 39 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.01 |
| KREF 2022 FL3 LTD KREF 2022 FL3 A 144A (KREF 2022-FL3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $16M | – | 0.01 |
| LABRADOR AVIATION FINANCE LIMI LAFL 2016 1A A1 144A (LABRADOR AVIATION FINANCE LTD 2016-1A) | Long | ABS-other | US | $973K | – | 0.00 |
| LAD AUTO RECEIVABLES TRUST LADAR 2024 2A A2 144A (LAD AUTO RECEIVABLES TRUST 2024-2A) | Long | ABS-other | US | $8M | – | 0.01 |
| LAD AUTO RECEIVABLES TRUST LADAR 2024 2A A3 144A (LAD AUTO RECEIVABLES TRUST 2024-2A) | Long | ABS-other | US | $15M | – | 0.01 |
| LAD AUTO RECEIVABLES TRUST LADAR 2024 2A A4 144A (LAD AUTO RECEIVABLES TRUST 2024-2A) | Long | ABS-other | US | $6M | – | 0.00 |
| LANDMARK MORTGAGE SECURITIES P LMS 2 AA REGS (LANDMARK MORTGAGE SEC PLC 2) | Long | ABS-mortgage backed security | GB | $4M | – | 0.00 |
| LANDMARK MORTGAGE SECURITIES P LMS 2 AC REGS (LANDMARK MORTGAGE SEC PLC 2) | Long | ABS-mortgage backed security | GB | $893K | – | 0.00 |
| LANDMARK MORTGAGE SECURITIES P LMS 3 A REGS (LANDMARK MORTGAGE SECURITIES NO 3 PLC) | Long | ABS-mortgage backed security | GB | $24M | – | 0.02 |
| LCM LOAN INCOME FUND LTD LCMLF 1A A 144A (LCM LOAN INCOME FUND I LTD) | Long | ABS-collateralized bond/debt obligation | KY | $16M | – | 0.01 |
| LCM LTD PARTNERSHIP LCM 23A A1R 144A (LCM XXIII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.00 |
| LEALAND FINANCE COMPANY B.V. 2020 MAKE WHOLE TL (LEALAND FINANCE COMPANY BV) | Long | Loan | US | $1M | – | 0.00 |
| LEALAND FINANCE COMPANY B.V. 2020 TAKE BACK TL (LEALAND FINANCE COMPANY BV) | Long | Loan | US | $3M | – | 0.00 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL1 A 144A (LEGACY MORTGAGE ASSET TRUST 2017-RPL1) | Long | ABS-mortgage backed security | US | $32M | – | 0.02 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL1 B 144A (LEGACY MORTGAGE ASSET TRUST 2017-RPL1) | Long | ABS-mortgage backed security | US | $394M | – | 0.26 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL1 C 144A (LEGACY MORTGAGE ASSET TRUST 2017-RPL1) | Long | ABS-mortgage backed security | US | $0.01 | – | – |
| LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL1 X 144A (LEGACY MORTGAGE ASSET TRUST 2017-RPL1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 A1 144A (LEGACY MORTGAGE ASSET TRUST 2017-RPL2) | Long | ABS-mortgage backed security | US | $323M | – | 0.21 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 B1 144A (LEGACY MORTGAGE ASSET TRUST 2017-RPL2) | Long | ABS-mortgage backed security | US | $107M | – | 0.07 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 B2 144A (LEGACY MORTGAGE ASSET TRUST 2017-RPL2) | Long | ABS-mortgage backed security | US | $93M | – | 0.06 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 B3 144A (LEGACY MORTGAGE ASSET TRUST 2017-RPL2) | Long | ABS-mortgage backed security | US | $52M | – | 0.03 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 XS 144A (LEGACY MORTGAGE ASSET TRUST 2017-RPL2) | Long | ABS-other | US | $5M | – | 0.00 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL1 A1IO 144A (LEGACY MORTGAGE ASSET TRUST 2018-RPL1) | Long | ABS-other | US | $1M | – | 0.00 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL1 B4W 144A (LEGACY MORTGAGE ASSET TRUST 2018-RPL1) | Long | ABS-mortgage backed security | US | $209M | – | 0.14 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL1 XS 144A (LEGACY MORTGAGE ASSET TRUST 2018-RPL1) | Long | ABS-other | US | $2M | – | 0.00 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL2 PT 144A (LEGACY MORTGAGE ASSET TRUST 2018-RPL2) | Long | ABS-mortgage backed security | US | $203M | – | 0.13 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL2 SA 144A (LEGACY MORTGAGE ASSET TRUST 2018-RPL2) | Long | ABS-mortgage backed security | US | $658K | – | 0.00 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL3 A1 144A (LEGACY MORTGAGE ASSET TRUST 2018-RPL3) | Long | ABS-mortgage backed security | US | $143M | – | 0.09 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL3 B1 144A (LEGACY MORTGAGE ASSET TRUST 2018-RPL3) | Long | ABS-mortgage backed security | US | $128M | – | 0.08 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL3 B2 144A (LEGACY MORTGAGE ASSET TRUST 2018-RPL3) | Long | ABS-mortgage backed security | US | $120M | – | 0.08 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL3 B3 144A (LEGACY MORTGAGE ASSET TRUST 2018-RPL3) | Long | ABS-mortgage backed security | US | $89M | – | 0.06 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL4 PT 144A (LEGACY MORTGAGE ASSET TRUST 2018-RPL4) | Long | ABS-mortgage backed security | US | $146M | – | 0.09 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL5 A1 144A (LEGACY MORTGAGE ASSET TRUST 2018-RPL5) | Long | ABS-mortgage backed security | US | $56M | – | 0.04 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL5 B1 144A (LEGACY MORTGAGE ASSET TRUST 2018-RPL5) | Long | ABS-mortgage backed security | US | $174M | – | 0.11 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL5 B2 144A (LEGACY MORTGAGE ASSET TRUST 2018-RPL5) | Long | ABS-mortgage backed security | US | $168M | – | 0.11 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL5 B3 144A (LEGACY MORTGAGE ASSET TRUST 2018-RPL5) | Long | ABS-mortgage backed security | US | $128M | – | 0.08 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL5 SA 144A (LEGACY MORTGAGE ASSET TRUST 2018-RPL5) | Long | ABS-mortgage backed security | US | $643K | – | 0.00 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2019 RPL1 A1 144A (LEGACY MORTGAGE ASSET TRUST 2019-RPL1) | Long | ABS-mortgage backed security | US | $108M | – | 0.07 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2019 RPL1 B1 144A (LEGACY MORTGAGE ASSET TRUST 2019-RPL1) | Long | ABS-mortgage backed security | US | $49M | – | 0.03 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2019 RPL1 B2 144A (LEGACY MORTGAGE ASSET TRUST 2019-RPL1) | Long | ABS-mortgage backed security | US | $45M | – | 0.03 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2019 RPL1 B3 144A (LEGACY MORTGAGE ASSET TRUST 2019-RPL1) | Long | ABS-mortgage backed security | US | $28M | – | 0.02 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2019 RPL1 SA 144A (LEGACY MORTGAGE ASSET TRUST 2019-RPL1) | Long | ABS-mortgage backed security | US | $378K | – | 0.00 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2019 RPL2 PT 144A (LEGACY MORTGAGE ASSET TRUST 2019-RPL2) | Long | ABS-mortgage backed security | US | $90M | – | 0.06 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2020 GS4 A1 144A (LEGACY MORTGAGE ASSET TRUST 2020-GS4) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS4 A1 144A (LEGACY MORTGAGE ASSET TRUST 2021-GS4) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| LEHMAN MORTGAGE TRUST LMT 2005 2 3A3 (LEHMAN MORTGAGE TRUST 2005-2) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| LEHMAN MORTGAGE TRUST LMT 2005 2 4A1 (LEHMAN MORTGAGE TRUST 2005-2) | Long | ABS-mortgage backed security | US | $491K | – | 0.00 |
| LEHMAN MORTGAGE TRUST LMT 2005 2 5A1 (LEHMAN MORTGAGE TRUST 2005-2) | Long | ABS-mortgage backed security | US | $355K | – | 0.00 |
| LEHMAN MORTGAGE TRUST LMT 2005 3 4A1 (LEHMAN MORTGAGE TRUST 2005-3) | Long | ABS-mortgage backed security | US | $685K | – | 0.00 |
| LEHMAN MORTGAGE TRUST LMT 2006 2 1A1 (LEHMAN MORTGAGE TRUST 2006-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| LEHMAN MORTGAGE TRUST LMT 2006 3 1A8 (LEHMAN MORTGAGE TRUST 2006-3 2006-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| LEHMAN MORTGAGE TRUST LMT 2006 8 2A1 (LEHMAN MORTGAGE TRUST 2006-8) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| LEHMAN MORTGAGE TRUST LMT 2007 3 1A2 (LEHMAN MORTGAGE TRUST 2007-3) | Long | ABS-other | US | $994K | – | 0.00 |
| LEHMAN MORTGAGE TRUST LMT 2007 6 2A1 (LEHMAN MORTGAGE TRUST 2007-6) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| LEHMAN MORTGAGE TRUST LMT 2007 7 2A9 (LEHMAN MORTGAGE TRUST 2007-7) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| LEHMAN MORTGAGE TRUST LMT 2007 8 2A2 (LEHMAN MORTGAGE TRUST 2007-8) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| LEHMAN XS TRUST LXS 2005 1 3A3A (LEHMAN XS TRUST 2005-1) | Long | ABS-mortgage backed security | US | $481K | – | 0.00 |
| LEHMAN XS TRUST LXS 2005 10 2A4A (LEHMAN XS TRUST 2005-10) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| LEHMAN XS TRUST LXS 2005 4 1M1 (LEHMAN XS TRUST 2005-4) | Long | ABS-mortgage backed security | US | $437K | – | 0.00 |
| LEHMAN XS TRUST LXS 2005 5N 3A1A (LEHMAN XS TRUST 2005-5N) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| LEHMAN XS TRUST LXS 2005 7N 1A1B (LEHMAN XS TRUST 2005-7N) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| LEHMAN XS TRUST LXS 2006 12N A31A (LEHMAN XS TRUST 2006-12N) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| LEHMAN XS TRUST LXS 2006 14N 1A1B (LEHMAN XS TRUST 2006-14N) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| LEHMAN XS TRUST LXS 2006 16N A321 (LEHMAN XS TRUST 2006-16N) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| LEHMAN XS TRUST LXS 2006 16N A4A (LEHMAN XS TRUST 2006-16N) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| LEHMAN XS TRUST LXS 2006 18N A4 (LEHMAN XS TRUST 2006-18N) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| LEHMAN XS TRUST LXS 2006 5 2A3 (LEHMAN XS TRUST 2006-5) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| LEHMAN XS TRUST LXS 2006 7 1A1A (LEHMAN XS TRUST 2006-7) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| LEHMAN XS TRUST LXS 2006 7 2A3A (LEHMAN XS TRUST 2006-7) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| LEHMAN XS TRUST LXS 2007 1 1A4 (LEHMAN XS TRUST 2007-1) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| LEHMAN XS TRUST LXS 2007 12N 1A3A (LEHMAN XS TRUST 2007-12N) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| LEHMAN XS TRUST LXS 2007 14H A3 (LEHMAN XS TRUST 2007-14H) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| LEHMAN XS TRUST LXS 2007 15N 1CA1 (LEHMAN XS TRUST 2007-15N) | Long | ABS-mortgage backed security | US | $19M | – | 0.01 |
| LEHMAN XS TRUST LXS 2007 2N 2A (LEHMAN XS TRUST SERIES 2007-2N) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| LEHMAN XS TRUST LXS 2007 2N 3A3 (LEHMAN XS TRUST SERIES 2007-2N) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| LEHMAN XS TRUST LXS 2007 4N 1A3 (LEHMAN XS TRUST 2007-4N) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| LEHMAN XS TRUST LXS 2007 4N 2A (LEHMAN XS TRUST 2007-4N) | Long | ABS-mortgage backed security | US | $8M | – | 0.00 |
| LEHMAN XS TRUST LXS 2007 4N 3A2A (LEHMAN XS TRUST 2007-4N) | Long | ABS-mortgage backed security | US | $305K | – | 0.00 |
| LEHMAN XS TRUST LXS 2007 6 3A2 (LEHMAN XS TRUST 2007-6) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| LENDINGPOINT ASSET SECURITIZAT LDPT 2022 B A 144A (LENDINGPOINT 2022-B ASSET SECURITIZATION TRUST) | Long | ABS-other | US | $4M | – | 0.00 |
| LENDINGPOINT PASS THROUGH TRUS LPPT 2022 ST4 A 144A (LENDINGPOINT PASS-THROUGH TRUST SERIES 2022-ST4) | Long | ABS-other | US | $8M | – | 0.01 |
| LENDMARK FUNDING TRUST LFT 2022 1A A 144A (LENDMARK FUNDING TRUST 2022-1A) | Long | ABS-other | US | $2M | – | 0.00 |
| LENDMARK FUNDING TRUST LFT 2024 1A A 144A (LENDMARK FUNDING TRUST 2024-1A) | Long | ABS-other | US | $20M | – | 0.01 |
| LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $1B | – | 0.65 |
| LETRA TESOURO NACIONAL BILLS 10/24 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $1B | – | 0.74 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 01/28 VAR | Long | Debt | GB | $58M | – | 0.04 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 01/35 VAR | Long | Debt | GB | $80M | – | 0.05 |
| LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A (LOANCORE 2022-CRE7 ISSUER LTD) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.01 |
| LOCKWOOD GROVE CLO LTD LWCLO 2014 1A A1RR 144A (LOCKWOOD GROVE CLO LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2003 1 M2 (LONG BEACH MTGE LOAN TRUST 2003-1) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2003 2 M1 (LONG BEACH MTGE LOAN TRUST 2003-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2003 3 M1 (LONG BEACH MORTGAGE LOAN TRUST 2003-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 2 M1 (LONG BEACH MTGE LOAN TRUST 2004-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 3 M1 (LONG BEACH MORTGAGE LOAN TR 2004-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 6 M1 (LONG BEACH MTGE LOAN TRUST 2004-6) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 1 M5 (LONG BEACH MTGE LOAN TR 2005-1) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL2 M3 (LONG BEACH MORTGAGE LOAD TR 2005-WL2) | Long | ABS-mortgage backed security | US | $360K | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 1 1A (LONG BEACH MORTGAGE LOAD TR 2006-1) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 10 2A2 (LONG BEACH MORTGAGE LOAN TRUST 2006-10) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 10 2A4 (LONG BEACH MORTGAGE LOAN TRUST 2006-10) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 11 1A (LONG BEACH MORTGAGE LOAN TRUST 2006-11) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 11 2A2 (LONG BEACH MORTGAGE LOAN TRUST 2006-11) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 11 2A3 (LONG BEACH MORTGAGE LOAN TRUST 2006-11) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 11 2A4 (LONG BEACH MORTGAGE LOAN TRUST 2006-11) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 2 2A3 (LONG BEACH MORTGAGE LOAD TR 2006-2) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 3 1A (LONG BEACH MORTGAGE LOAN TRUST 2006-3) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 4 1A (LONG BEACH MORTGAGE LOAN TR 2006-4) | Long | ABS-mortgage backed security | US | $23M | – | 0.02 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 4 2A3 (LONG BEACH MORTGAGE LOAN TR 2006-4) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 4 2A4 (LONG BEACH MORTGAGE LOAN TR 2006-4) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 5 2A3 (LONG BEACH MORTGAGE LOAN TRUST 2006-5) | Long | ABS-mortgage backed security | US | $25M | – | 0.02 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 6 1A (LONG BEACH MORTGAGE LOAN TR 2006-6) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 6 2A3 (LONG BEACH MORTGAGE LOAN TR 2006-6) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 7 1A (LONG BEACH MORTGAGE LOAN TR 2006-7) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 7 2A2 (LONG BEACH MORTGAGE LOAN TR 2006-7) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 7 2A3 (LONG BEACH MORTGAGE LOAN TR 2006-7) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 7 2A4 (LONG BEACH MORTGAGE LOAN TR 2006-7) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 8 1A (LONG BEACH MORTGAGE LOAN TR 2006-8) | Long | ABS-mortgage backed security | US | $24M | – | 0.02 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 8 2A2 (LONG BEACH MORTGAGE LOAN TR 2006-8) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 8 2A3 (LONG BEACH MORTGAGE LOAN TR 2006-8) | Long | ABS-mortgage backed security | US | $804K | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 9 1A (LONG BEACH MORTGAGE LOAN TR 2006-9) | Long | ABS-mortgage backed security | US | $23M | – | 0.01 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 9 2A3 (LONG BEACH MORTGAGE LOAN TR 2006-9) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 WL1 M1 (LONG BEACH MORTGAGE LOAD TR 2006-WL1) | Long | ABS-mortgage backed security | US | $39M | – | 0.03 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 WL2 2A4 (LONG BEACH MORTGAGE LOAN TR 2006-WL2) | Long | ABS-mortgage backed security | US | $25M | – | 0.02 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 WL3 1A (LONG BEACH MORTGAGE LOAN TR 2006-WL3) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 WL3 2A4 (LONG BEACH MORTGAGE LOAN TR 2006-WL3) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| LONGLEAF PINE RE LTD UNSECURED 144A 05/31 VAR | Long | Debt | BM | $25M | – | 0.02 |
| LUDGATE FUNDING PLC LGATE 2006 1X A2A REGS (LUDGATE FUNDING PLC 2006-1X) | Long | ABS-mortgage backed security | GB | $8M | – | 0.01 |
| LUDGATE FUNDING PLC LGATE 2007 1 A2A REGS (LUDGATE FUNDING PLC 2007-1) | Long | ABS-mortgage backed security | GB | $20M | – | 0.01 |
| LUDGATE FUNDING PLC LGATE 2007 1 A2B REGS (LUDGATE FUNDING PLC 2007-1) | Long | ABS-mortgage backed security | GB | $2M | – | 0.00 |
| LUDGATE FUNDING PLC LGATE 2008 W1X A1 REGS (LUDGATE FUNDING PLC 2008-W1X) | Long | ABS-mortgage backed security | GB | $5M | – | 0.00 |
| LUMINENT MORTGAGE TRUST LUM 2006 2 A1A (LUMINENT MORTGAGE TRUST 2006-2) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| LUMINENT MORTGAGE TRUST LUM 2006 7 2A1 (LUMINENT MORTGAGE TRUST 2006-7) | Long | ABS-mortgage backed security | US | $8M | – | 0.00 |
| LUMINENT MORTGAGE TRUST LUM 2007 2 1A2 (LUMINENT MORTGAGE TRUST 2007-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| LUX 2023 LION LUX 2023 LION A 144A (LUX 2023-LION) | Long | ABS-mortgage backed security | US | $36M | – | 0.02 |
| LUXE COMMERCIAL MORTGAGE TRUST LUXE 2021 TRIP D 144A (LUXE TRUST 2021-TRIP) | Long | ABS-mortgage backed security | US | $29M | – | 0.02 |
| LUXE COMMERCIAL MORTGAGE TRUST LUXE 2021 TRIP E 144A (LUXE TRUST 2021-TRIP) | Long | ABS-mortgage backed security | US | $38M | – | 0.02 |
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A (M&T BANK AUTO RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $63M | – | 0.04 |
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A3 144A (M&T BANK AUTO RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $42M | – | 0.03 |
| M360 LTD. M360 2021 CRE3 A 144A (M360 2021-CRE3 LLC) | Long | ABS-collateralized bond/debt obligation | KY | $681K | – | 0.00 |
| MADISON PARK FUNDING LTD MDPK 2015 18A ARR 144A (MADISON PARK FUNDING XVIII LTD 2015-18A) | Long | ABS-collateralized bond/debt obligation | KY | $44M | – | 0.03 |
| MADISON PARK FUNDING LTD MDPK 2016 21A AARR 144A (MADISON PARK FUNDING XXI LTD 2016-21A) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.01 |
| MADISON PARK FUNDING LTD MDPK 2017 23A AR 144A (MADISON PARK FUNDING XXIII LTD 2017-23A) | Long | ABS-collateralized bond/debt obligation | KY | $796K | – | 0.00 |
| MADISON PARK FUNDING LTD MDPK 2018 29A AR 144A (MADISON PARK FUNDING XXIX LTD 2018-29A) | Long | ABS-collateralized bond/debt obligation | KY | $99M | – | 0.06 |
| MADISON PARK FUNDING LTD MDPK 2019 35A A1R 144A (MADISON PARK FUNDING XXXV LTD) | Long | ABS-collateralized bond/debt obligation | KY | $31M | – | 0.02 |
| MAGNETITE CLO LTD MAGNE 2015 12A AR4 144A (MAGNETITE XII LTD 2015-12A) | Long | ABS-collateralized bond/debt obligation | KY | $57M | – | 0.04 |
| MAGNETITE CLO LTD MAGNE 2020 25A A 144A (MAGNETITE CLO LTD 2020-25A) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.01 |
| MAGNETITE CLO LTD MAGNE 2023 39A A 144A (MAGNETITE CLO LTD 2023-39A) | Long | ABS-collateralized bond/debt obligation | KY | $135M | – | 0.09 |
| MAN EURO CLO MECLO 2023 1A A 144A (MAN EURO CLO 2023-1 DAC 23-1A) | Long | ABS-collateralized bond/debt obligation | IE | $93M | – | 0.06 |
| MANHATTAN WEST OMW 2020 1MW X 144A (MANHATTAN WEST 2020-1MW) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| MANSARD MORTGAGES PLC MANSD 2007 2X A1 REGS (MANSARD MORTGAGES PLC 2007-2X) | Long | ABS-mortgage backed security | GB | $6M | – | 0.00 |
| MARATHON CLO LTD MCLO 2019 1A AAR2 (MARATHON CLO XIII LTD 2019-1A) | Long | ABS-collateralized bond/debt obligation | KY | $57M | – | 0.04 |
| MARATHON CLO LTD MCLO 2019 2A A1AR 144A (MARATHON CLO 14 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $109M | – | 0.07 |
| MARATHON CLO LTD MCLO 2020 15A A1SR 144A (MARATHON CLO 2020-15 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $39M | – | 0.03 |
| MARBLE POINT CLO LTD. MP14 2018 2A A12R 144A (MARBLE POINT CLO XIV LTD 2018-2) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.01 |
| MARKET BIDCO FINCO PLC SR SECURED REGS 11/27 4.75 (MORRISONS (MARKET BIDCO FINCO PLC)) | Long | Debt | GB | $217M | – | 0.14 |
| MARKET BIDCO LIMITED EUR TERM LOAN B1 (MORRISONS (MARKET BIDCO LIMITED)) | Long | Loan | GB | $65M | – | 0.04 |
| MARLETTE FUNDING TRUST MFT 2019 1A CERT 144A (MARLETTE FUNDING TRUST 2019-1A) | Long | ABS-other | US | $16K | – | 0.00 |
| MARLETTE FUNDING TRUST MFT 2023 4A A 144A (MARLETTE FUNDING TRUST 2023-4A) | Long | ABS-other | US | $42M | – | 0.03 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2002 3 4A1 (MASTR ADJUSTABLE RATE MORTGAGES TRUST) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 3 3A4 (MASTR ADJUSTABLE RT MTGE TRUST 2003-3) | Long | ABS-mortgage backed security | US | $300K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 6 3A1 (MASTER ADJUSTABLE RATE MTGE TR 2003-6) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 6 7A1 (MASTER ADJUSTABLE RATE MTGE TR 2003-6) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 10 2A1 (MASTR ADJUSTABLE RATE MTGES TRU 2004-10) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 2A1 (MASTR ADJUSTABLE RATE MTGES TRU 2004-13) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A7A (MASTR ADJUSTABLE RATE MTGES TRU 2004-13) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A8 (MASTR ADJUSTABLE RATE MTGES TRU 2004-13) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 B1 (MASTR ADJUSTABLE RATE MTGES TRU 2004-13) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 4 3A1 (MASTR ADJUSTABLE RT MTGE TRUST 2004-4) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 7 5A1 (MASTR ADJUSTABLE RT MTGE TRUST 2004-7) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 8 1A1 (MASTR ADJUSTABLE RT MTGE TRUST 2004-8) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2005 6 5A1 (MASTR ADJUSTABLE RT MTGE TRUST 2005-6) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2005 6 5A2 (MASTR ADJUSTABLE RT MTGE TRUST 2005-6) | Long | ABS-mortgage backed security | US | $524K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2005 6 7A1 (MASTR ADJUSTABLE RT MTGE TRUST 2005-6) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2005 7 3A1 (MASTR ADJUSTABLE RT MTGE TRUST 2005-7) | Long | ABS-mortgage backed security | US | $430K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 2 3A1 (MASTR ADJUSTABLE RATE MTGE TRUST 2006-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 1 2A1 (MASTR ADJUSTABLE RATE MTGES TR 2007-1) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 3 22A5 (MASTR ASSET SECURIZATION TR 2007-3) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 HF1 A1 (MASTR ADJ RATE MTGE TRUST 2007-HF1) | Long | ABS-mortgage backed security | US | $311K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 HF2 A1 (MASTR ADJ RATE MTGE TRUST 2007-HF2) | Long | ABS-mortgage backed security | US | $841.78 | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 HF2 A2 (MASTR ADJ RATE MTGE TRUST 2007-HF2) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| MASTR ALTERNATIVE LOANS TRUST MALT 2003 7 7A18 (MASTER ALTERNATIVE LOANS TR 2003-7) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MASTR ALTERNATIVE LOANS TRUST MALT 2004 5 6A1 (MASTR ALTERNATIVE LOANS TRUST 2004-5) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| MASTR ALTERNATIVE LOANS TRUST MALT 2004 7 1A1 (MASTR ALTERNATIVE LOANS TR 2004-7) | Long | ABS-mortgage backed security | US | $778K | – | 0.00 |
| MASTR ALTERNATIVE LOANS TRUST MALT 2004 8 3A1 (MASTR ALTERNATIVE LOAN TRUST 2004-8) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2003 OPT2 M3 (MASTR ASSET BACKED SECURITIES TRUST 2003-OPT2) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2005 FRE1 M1 (MASTR ASSET BACKED SECUR TR 2005-FRE1) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| MASTR ASSET BACKED SECURITIES MABS 2005 HE1 M5 (MASTR ASSET BACKED SECURITIES 2005-HE1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2005 HE1 M6 (MASTR ASSET BACKED SECURITIES 2005-HE1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2005 OPT1 M4 (MASTR ASSET BACKED SECUR TR 2005-OPT1) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| MASTR ASSET BACKED SECURITIES MABS 2005 WF1 M5 (MASTR ASSET BACKED TR 2005-WF1) | Long | ABS-mortgage backed security | US | $575K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2005 WMC1 M5 (MASTR ASSET BACKED SEC TR 2005-WMC1) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 AM1 A4 (MASTR ASSET BACKED SECUR TR 2006-AM1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 AM2 A4 144A (MASTR ASSET BACKED SECURITIES TRUST 2006-AM2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 FRE2 A4 (MASTR ASSET BACKED SEC TR 2006-FRE2) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 HE2 A4 (MASTR ASSET BACKED SEC TR 2006-HE2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 HE3 A2 (MASTR ASSET BACKED SECURITIES TRUST 2006-HE3) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 HE3 A3 (MASTR ASSET BACKED SECURITIES TRUST 2006-HE3) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| MASTR ASSET BACKED SECURITIES MABS 2006 HE3 A4 (MASTR ASSET BACKED SECURITIES TRUST 2006-HE3) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 HE4 A1 (MASTR ASSET BACKED SEC TR 2006-HE4) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 HE4 A4 (MASTR ASSET BACKED SEC TR 2006-HE4) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 HE5 A2 (MASTR ASSET BACKED SEC TR 2006-HE5) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| MASTR ASSET BACKED SECURITIES MABS 2006 HE5 A4 (MASTR ASSET BACKED SEC TR 2006-HE5) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 NC1 M1 (MASTR ASSET BACKED SEC TR 2006-NC1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 NC1 M2 (MASTR ASSET BACKED SEC TR 2006-NC1) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| MASTR ASSET BACKED SECURITIES MABS 2006 NC2 A3 (MASTR ASSET BACKED SEC TR 2006-NC2) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 NC2 A4 (MASTR ASSET BACKED SEC TR 2006-NC2) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| MASTR ASSET BACKED SECURITIES MABS 2006 NC2 A5 (MASTR ASSET BACKED SEC TR 2006-NC2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 NC3 A1 (MASTR ASSET BACKED SEC TR 2006-NC3) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| MASTR ASSET BACKED SECURITIES MABS 2006 NC3 A3 (MASTR ASSET BACKED SEC TR 2006-NC3) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 NC3 A4 (MASTR ASSET BACKED SEC TR 2006-NC3) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 NC3 A5 (MASTR ASSET BACKED SEC TR 2006-NC3) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 WMC1 A4 (MASTR ASSET BACKED SEC TRUST 2006-WMC1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 WMC2 A1 (MASTR ASSET BACKED SEC TRUST 2006-WMC2) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| MASTR ASSET BACKED SECURITIES MABS 2006 WMC2 A4 (MASTR ASSET BACKED SEC TRUST 2006-WMC2) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 WMC3 A2 (MASTR ASSET BACKED SEC TR 2006-WMC3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 WMC3 A4 (MASTR ASSET BACKED SEC TR 2006-WMC3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 WMC3 A5 (MASTR ASSET BACKED SEC TR 2006-WMC3) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 WMC4 A1 (MASTR ASSET BACKED SECUR TR 2006-WMC4) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| MASTR ASSET BACKED SECURITIES MABS 2006 WMC4 A2 (MASTR ASSET BACKED SECUR TR 2006-WMC4) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 WMC4 A3 (MASTR ASSET BACKED SECUR TR 2006-WMC4) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| MASTR ASSET BACKED SECURITIES MABS 2006 WMC4 A4 (MASTR ASSET BACKED SECUR TR 2006-WMC4) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| MASTR ASSET BACKED SECURITIES MABS 2007 HE1 A3 (MASTR ASSET BACKED SEC TR 2007-HE1) | Long | ABS-mortgage backed security | US | $828K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2007 HE2 A1 (MASTR ASSET BACKED SECURITIES TRUST 2007-HE2) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| MASTR ASSET BACKED SECURITIES MABS 2007 NCW A1 144A (MASTR ASSET BACKED SEC TR 2007-NCW) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2007 WMC1 A1 (MASTR ASSET BACKED SEC TR 2007-WMC1) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2007 WMC1 A2 (MASTR ASSET BACKED SEC TR 2007-WMC1) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| MASTR ASSET BACKED SECURITIES MABS 2007 WMC1 A3 (MASTR ASSET BACKED SEC TR 2007-WMC1) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| MASTR ASSET BACKED SECURITIES MABS 2007 WMC1 A4 (MASTR ASSET BACKED SEC TR 2007-WMC1) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| MASTR ASSET BACKED SECURITIES MABS 2007 WMC1 A5 (MASTR ASSET BACKED SEC TR 2007-WMC1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| MASTR ASSET SECURITIZATION TRU MASTR 2004 6 2A13 (MASTR ASSET SECURIZATION TR 2004-6) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| MASTR ASSET SECURITIZATION TRU MASTR 2006 2 1A11 (MASTR ASSET SECURITIZATION TRUST 2006-2) | Long | ABS-mortgage backed security | US | $607K | – | 0.00 |
| MASTR ASSET SECURITIZATION TRU MASTR 2006 2 1A4 (MASTR ASSET SECURITIZATION TRUST 2006-2) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| MASTR REPERFORMING LOAN TRUST MARP 2005 2 1A1F 144A (MASTR REPERFORMING LOAN TRUST 2005-2) | Long | ABS-mortgage backed security | US | $760K | – | 0.00 |
| MASTR REPERFORMING LOAN TRUST MARP 2006 1 1A1F 144A (MASTR REPERFORMING LOAN TR 2006-1) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| MASTR REPERFORMING LOAN TRUST MARP 2006 2 1A1 144A (MASTR REPERFORMING LN TR 2006-2) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| MASTR SEASONED SECURITIZATION MSSTR 2004 1 4A1 (MASTR SEASONED SECURITIES TRUST 2004-1) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| MASTR SEASONED SECURITIZATION MSSTR 2004 2 A2 (MASTR SEASONED SECURITIES TRUST 2004-2) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| MASTR SEASONED SECURITIZATION MSSTR 2005 1 4A1 (MASTR SEASONED SECURITIES TRUST 2005-1) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| MASTR SEASONED SECURITIZATION MSSTR 2005 2 4A1 (MASTR SEASONED SECURITIES TRUST 2005-2) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| MASTR SEASONED SECURITIZATION MSSTR 2005 2 5A1 (MASTR SEASONED SECURITIES TRUST 2005-2) | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| MASTR SPECIALIZED LOAN TRUST MASD 2006 2 A 144A (MASTR SPECIALIZED LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MASTR SPECIALIZED LOAN TRUST MASD 2007 1 A 144A (MASTR SPECIALIZED LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2001 TBC1 A1 (MELLON RESIDENTIAL FUNDING CO 2001-TBC1) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC1 A (MELLON RESIDENTIAL FUND CORP 2002-TBC1) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| MERCURY CDO LTD MRCY 2004 1A B 144A (MERCURY CDO LTD 2004-1A) | Long | ABS-collateralized bond/debt obligation | KY | $52K | – | 0.00 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A1 A2A (MERRILL LYNCH ALTERNATIVE NT 2007-A1) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A1 A2B (MERRILL LYNCH ALTERNATIVE NT 2007-A1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A2A (MERRILL LYNCH ALTERNATIVE NT 2007-A2) | Long | ABS-mortgage backed security | US | $835K | – | 0.00 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3B (MERRILL LYNCH ALTERNATIVE NT 2007-A2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3C (MERRILL LYNCH ALTERNATIVE NT 2007-A2) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 AF1 AV1 (MERRILL LYNCH ALTERNATIVE NT 2007-AF1) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| MERRILL LYNCH FIRST FRANKLIN M FFMER 2007 1 A2B (MERRILL LYNCH 1ST FRANKLIN MTG LN 2007-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MERRILL LYNCH FIRST FRANKLIN M FFMER 2007 1 A2C (MERRILL LYNCH 1ST FRANKLIN MTG LN 2007-1) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| MERRILL LYNCH FIRST FRANKLIN M FFMER 2007 2 A2B (MERRILL LYNCH 1ST FRANKLIN MTG LN 2007-2) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| MERRILL LYNCH FIRST FRANKLIN M FFMER 2007 2 A2C (MERRILL LYNCH 1ST FRANKLIN MTG LN 2007-2) | Long | ABS-mortgage backed security | US | $32M | – | 0.02 |
| MERRILL LYNCH FIRST FRANKLIN M FFMER 2007 2 A2D (MERRILL LYNCH 1ST FRANKLIN MTG LN 2007-2) | Long | ABS-mortgage backed security | US | $20M | – | 0.01 |
| MERRILL LYNCH FIRST FRANKLIN M FFMER 2007 5 1A (MERRILL LYNCH 1ST FRANKLIN MTG LN 2007-5) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| MERRILL LYNCH MORTGAGE BACKED MLMBS 2007 2 1A1 (MERRILL LYNCH MORTGAGE BACKED SEC 2007-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| MERRILL LYNCH MORTGAGE BACKED MLMBS 2007 3 2A1 (MERRILL LYNCH MORTGAGE BACKED SEC 2007-3) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A2 1A1 (MERRILL LYNCH MORTGAGE INVESTORS 2003-A2) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| 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 2A1 (MERRILL LYNCH MTGE INVESTORS 2004-A1) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 A3 2A (MERRILL LYNCH MTGE INVESTORS 2004-A3) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 HE1 B1 144A (MERRILL LYNCH MTGE INVESTOR INC 2004-HE1) | Long | ABS-mortgage backed security | US | $195K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 WMC5 M1 (MERRILL LYNCH MORTGAGE INV INC 2004-WMC5) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A1 2A1 (MERRILL LYNCH MTGE INVEST INC 2005-A1) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A2 A1 (MERRILL LYNCH MORTGAGE INVS 2005-A2) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A2 A5 (MERRILL LYNCH MORTGAGE INVS 2005-A2) | Long | ABS-mortgage backed security | US | $586K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A4 1A (MERRILL LYNCH MTGE INV TRUST 2005-A4) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A4 2A2 (MERRILL LYNCH MTGE INV TRUST 2005-A4) | Long | ABS-mortgage backed security | US | $321K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A7 2A1 (MERRILL LYNCH MORTGAGE INVEST TR 2005-A7) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A9 3A1 (MERRILL LYNCH MORTGAGE INVS 2005-A9) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 AR1 M2 (MERRILL LYNCH MORTGAGE INVS 2005-AR1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 FM1 M1 (MERRILL LYNCH MORTGAGE INVEST TR 2005-FM1) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 FM1 M2 (MERRILL LYNCH MORTGAGE INVEST TR 2005-FM1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 HE1 M2 (MERRILL LYNCH MORTGAGE INVESTOR 2005-HE1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 HE1 M3 (MERRILL LYNCH MORTGAGE INVESTOR 2005-HE1) | Long | ABS-mortgage backed security | US | $429K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 WMC1 M1 (MERRILL LYNCH MORTGAGE INVS 2005-WMC1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 WMC1 M2 (MERRILL LYNCH MORTGAGE INVS 2005-WMC1) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 WMC2 M5 (MERRILL LYNCH MORTGAGE INVS 2005-WMC2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 A1 2A1 (MERRILL LYNCH MTGE INVESTORS 2006-A1) | Long | ABS-mortgage backed security | US | $747K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 AF2 AF2 (MERRILL LYNCH MTGE INVESTORS 2006-AF2) | Long | ABS-mortgage backed security | US | $660K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 AF2 AV2B (MERRILL LYNCH MTGE INVESTORS 2006-AF2) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 AF2 AV2C (MERRILL LYNCH MTGE INVESTORS 2006-AF2) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 AHL1 A2C (MERRILL LYNCH MORTGAGE INVESTORS INC 2006-AHL1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 AR1 A1 144A (MERRILL LYNCH MORTGAGE INV 2006-AR1) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 AR1 A2C 144A (MERRILL LYNCH MORTGAGE INV 2006-AR1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 FF1 B3 144A (MERRILL LYNCH MORTGAGE INVS 2006-FF1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 FM1 A2C (MERRILL LYNCH MORTGAGE INVESTORS INC 2006-FM1) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE1 M2 (MERRILL LYNCH MORTGAGE INVS 2006-HE1) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE4 A1 (MERRILL LYNCH MORTGAGE INVESTORS TRUST 2006-HE4) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE4 A2B (MERRILL LYNCH MORTGAGE INVESTORS TRUST 2006-HE4) | Long | ABS-mortgage backed security | US | $857K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A1 (MERRILL LYNCH MORTGAGE INVS 2006-HE5) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE6 A1 (MERRILL LYNCH MORTGAGE INVS 2006-HE6) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE6 A2A (MERRILL LYNCH MORTGAGE INVS 2006-HE6) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE6 A2B (MERRILL LYNCH MORTGAGE INVS 2006-HE6) | Long | ABS-mortgage backed security | US | $8M | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 OPT1 A1 (MERRILL LYNCH MORTGAGE INV 2006-OPT1) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 OPT1 A2C (MERRILL LYNCH MORTGAGE INV 2006-OPT1) | Long | ABS-mortgage backed security | US | $266K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 OPT1 A2D (MERRILL LYNCH MORTGAGE INV 2006-OPT1) | Long | ABS-mortgage backed security | US | $752K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 RM4 A1 (MERRILL LYNCH MORTGAGE INVESTO-2006-RM4) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 RM5 A2B (MERRILL LYNCH MORTGAGE INVESTO-2006-RM5) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 WMC1 A2D (MERRILL LYNCH MORTGAGE INV 2006-WMC1) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 WMC2 A2C (MERRILL LYNCH MORTGAGE INVESTORS TRUST 2006-WMC2) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE3 A1 (MERRILL LYNCH MORTGAGE INV 2007-HE3) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE3 A3 (MERRILL LYNCH MORTGAGE INV 2007-HE3) | Long | ABS-mortgage backed security | US | $8M | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 MLN1 A1 (MERRILL LYNCH MTGE INV TRUST 2007-MLN1) | Long | ABS-mortgage backed security | US | $20M | – | 0.01 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 SD1 A1 (MERRILL LYNCH MTGE INV TRUST 2007-SD1) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| MESA TRUST ASSET BACKED CERTIF MESA 2001 5 M1 144A (MESA TRUST ASSET BK CERT 2001-5) | Long | ABS-mortgage backed security | US | $675K | – | 0.00 |
| MEX BONOS DESARR FIX RT BONDS 03/29 8.5 (MEXICO GOVT) | Long | Debt | MX | $143M | – | 0.09 |
| MEX BONOS DESARR FIX RT BONDS 05/31 7.75 (MEXICO GOVT) | Long | Debt | MX | $22M | – | 0.01 |
| MEX BONOS DESARR FIX RT BONDS 06/27 7.5 (MEXICO GOVT) | Long | Debt | MX | $208M | – | 0.14 |
| MEX BONOS DESARR FIX RT BONDS 09/26 7 (MEXICO GOVT) | Long | Debt | MX | $297M | – | 0.19 |
| MEX BONOS DESARR FIX RT SR UNSECURED 05/29 8.5 (MEXICO GOVT) | Long | Debt | MX | $92M | – | 0.06 |
| MEXICAN UDIBONOS BONDS 08/34 4 (MEXICO GOVT) | Long | Debt | MX | $61M | – | 0.04 |
| MEXICAN UDIBONOS BONDS 11/28 4 (MEXICO GOVT) | Long | Debt | MX | $241M | – | 0.16 |
| MEXICAN UDIBONOS BONDS 11/31 2.75 (MEXICO GOVT) | Long | Debt | MX | $497M | – | 0.32 |
| MEXICAN UDIBONOS BONDS 12/26 3 (MEXICO GOVT) | Long | Debt | MX | $150M | – | 0.10 |
| MEXICO LA SP GST | Derivative-credit | US | $173K | – | 0.00 | |
| MEXICO LA SP GST | Derivative-credit | US | $10K | – | 0.00 | |
| MEXICO LA SP GST | Derivative-credit | US | $-1K | – | -0.00 | |
| MEXICO LA SP JPM | Derivative-credit | US | $210K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $451K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $362K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $142K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $75K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $31K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $-11K | – | -0.00 | |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL10 A 144A (MF1 2022-FL10 LLC) | Long | ABS-collateralized bond/debt obligation | US | $129M | – | 0.08 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A (MF1 2024-FL14 LLC) | Long | ABS-collateralized bond/debt obligation | US | $38M | – | 0.02 |
| MFRA TRUST MFRA 2023 INV2 A1 144A (MFA 2023-INV2 TRUST) | Long | ABS-mortgage backed security | US | $22M | – | 0.01 |
| MFRA TRUST MFRA 2023 NQM2 A1 144A (MFA 2023-NQM2 TRUST) | Long | ABS-mortgage backed security | US | $63M | – | 0.04 |
| MFRA TRUST MFRA 2023 NQM4 A1 144A (MFA 2023-NQM4 TRUST) | Long | ABS-mortgage backed security | US | $22M | – | 0.01 |
| MH SUB I LLC 2023 TERM LOAN (INTERNET BRANDS INC (MH SUB I LLC)) | Long | Loan | US | $3M | – | 0.00 |
| MID STATE TRUST MDST 11 A1 (MID-STATE TRUST-11) | Long | ABS-other | US | $234K | – | 0.00 |
| MITCHELLS + BUTLERS FINA SECURED REGS 12/30 6.013 (MITCHELLS & BUTLERS FINANCE PLC) | Long | Debt | GB | $6M | – | 0.00 |
| MITCHELLS + BUTLERS FINA SR SECURED REGS 12/30 VAR (MITCHELLS & BUTLERS FINANCE PLC) | Long | Debt | GB | $30K | – | 0.00 |
| MKT 2020 525M MORTGAGE TRUST MKT 2020 525M A 144A (MKT 2020-525M MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| MLCC MORTGAGE INVESTORS INC MLCC 2003 B A1 (MLCC MORTGAGE INVESTORS INC. 2003-B) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2003 C A1 (MLCC MORTGAGE INVESTORS INC. 2003-C) | Long | ABS-mortgage backed security | US | $406K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2003 F A2 (MLCC MORTGAGE INVESTORS INC. 2003-F) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2003 G A3 (MLCC MORTGAGE INVESTORS INC 2003-G) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2003 H A2 (MLCC MORTGAGE INVESTORS INC 2003-H) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2003 H A3B (MLCC MORTGAGE INVESTORS INC 2003-H) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2004 1 1A (MLCC MORTGAGE INVESTORS INC 2004-1) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2004 A A1 (MLCC MORTGAGE INVESTORS INC 2004-A) | Long | ABS-mortgage backed security | US | $242K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2004 B A3 (MLCC MORTGAGE INVESTORS INC 2004-B) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2004 D A3 (MLCC MORTGAGE INVESTORS INC 2004-D) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2004 E A1 (MLCC MORTGAGE INVESTORS INC 2004-E) | Long | ABS-mortgage backed security | US | $454K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2004 E A2A (MLCC MORTGAGE INVESTORS INC 2004-E) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2004 G A2 (MLCC MORTGAGE INVESTORS INC 2004-G) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 1 2A1 (MLCC MORTGAGE INVESTORS INC 2005-1) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 A A1 (MLCC MORTGAGE INVESTORS INC 2005-A) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 A A2 (MLCC MORTGAGE INVESTORS INC 2005-A) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 B A2 (MLCC MORTGAGE INVESTORS INC 2005-B) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2006 1 1A (MLCC MORTGAGE INVESTORS INC 2006-1) | Long | ABS-mortgage backed security | US | $376.75 | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2006 2 1A (MLCC MORTGAGE INVESTORS INC 2006-2) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2006 2 2A (MLCC MORTGAGE INVESTORS INC 2006-2) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2006 2 3A (MLCC MORTGAGE INVESTORS INC 2006-2) | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2007 2 2A1 (MLCC MORTGAGE INVESTORS INC 2007-2) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| MMCAPS FUND XVIII LTD SECURED 144A 12/39 VAR (MMCAPS FUNDING XVIII LTD) | Long | Debt | KY | $8M | – | 0.01 |
| MMCAPS FUND XVIII LTD SR SECURED 144A 12/39 VAR (MMCAPS FUNDING XVIII LTD) | Long | Debt | KY | $15M | – | 0.01 |
| MMCAPS FUNDING LTD MMCAP 17A A2 144A (MMCAPS FUNDING LTD 17A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.01 |
| MORGAN STANLEY BAML TRUST MSBAM 2015 C22 ASB (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C22) | Long | ABS-mortgage backed security | US | $651K | – | 0.00 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2007 T25 X 144A (MORGAN STANLEY CAPITAL I 2007-T25) | Long | ABS-mortgage backed security | US | $3.03 | – | – |
| MORGAN STANLEY CAPITAL I TRUST MSC 2016 UBS9 ASB (MORGAN STANLEY CAPITAL I TRUST 2016-UBS9) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2018 SUN A 144A (MORGAN STANLEY CAPITAL I TRUST 2018-SUN) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2020 CNP A 144A (MORGAN STANLEY CAPITAL I TRUST 2020-CNP) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2020 HR8 XA (MORGAN STANLEY CAPITAL I TRUST 2020-HR8) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2020 HR8 XB (MORGAN STANLEY CAPITAL I TRUST 2020-HR8) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2002 HE3 A2 (MORGAN STANLEY ABS CAPITAL I 2002-HE3) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2003 HE3 M1 (MORGAN STANLEY ABS CAPITAL 2003-HE3) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2004 HE1 A4 (MORGAN STANLEY ABS CAPITAL I 2004-HE1) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2004 HE4 M1 (MORGAN STANLEY ABS CAPITAL I 2004-HE4) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2004 HE6 M1 (MORGAN STANLEY ABS CAPITAL I 2004-HE6) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2004 HE8 A7 (MORGAN STANLEY CAPITAL INC 2004-HE8) | Long | ABS-mortgage backed security | US | $306K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2004 HE9 M1 (MORGAN STANLEY ABS CAPITAL I 2004-HE9) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2004 NC4 M1 (MORGAN STANLEY ABS CAPITAL I 2004-NC4) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2004 NC8 M1 (MORGAN STANLEY ABS CAPITAL I 2004-NC8) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 HE2 M6 (MORGAN STANLEY CAPITAL INC 2005-HE2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 HE3 M5 (MORGAN STANLEY ABS CAPITAL I 2005-HE3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 HE5 M3 (MORGAN STANLEY ABS CAPITAL I 2005-HE5) | Long | ABS-mortgage backed security | US | $321K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 NC2 M5 (MORGAN STANLEY ABS CAPITAL I 2005-NC2) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 NC2 M6 (MORGAN STANLEY ABS CAPITAL I 2005-NC2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 WMC1 M3 (MORGAN STANLEY ABS CAPITAL I 2005-WMC1) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 WMC1 M4 (MORGAN STANLEY ABS CAPITAL I 2005-WMC1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 WMC2 M3 (MORGAN STANLEY ABS CAPITAL I 2005-WMC2) | Long | ABS-mortgage backed security | US | $898K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 WMC5 M5 (MORGAN STANLEY ABS CAPITAL I 2005-WMC5) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 WMC6 M4 (MORGAN STANLEY ABS CAPITAL I 2005-WMC6) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 WMC6 M5 (MORGAN STANLEY ABS CAPITAL I 2005-WMC6) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE1 A4 (MORGAN STANLEY ABS CAPITAL I 2006-HE1) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE1 M1 (MORGAN STANLEY ABS CAPITAL I 2006-HE1) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE2 A2C (MORGAN STANLEY CAPITAL INC 2006-HE2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE2 A2D (MORGAN STANLEY CAPITAL INC 2006-HE2) | Long | ABS-mortgage backed security | US | $62M | – | 0.04 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE3 A2D (MORGAN STANLEY ABS CAPITAL I 2006-HE3) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE4 A3 (MORGAN STANLEY ABS CAPITAL I 2006-HE4) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE5 A2C (MORGAN STANLEY ABS CAPITAL I 2006-HE5) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE5 A2D (MORGAN STANLEY ABS CAPITAL I 2006-HE5) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE6 A1 (MORGAN STANLEY ABS CAPITAL-2006-HE6) | Long | ABS-mortgage backed security | US | $19M | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE6 A2C (MORGAN STANLEY ABS CAPITAL-2006-HE6) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE7 A2B (MORGAN STANLEY ABS CAPITAL I 2006-HE7) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE7 A2C (MORGAN STANLEY ABS CAPITAL I 2006-HE7) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE7 A2D (MORGAN STANLEY ABS CAPITAL I 2006-HE7) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE7 A2FP (MORGAN STANLEY ABS CAPITAL I 2006-HE7) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A1 (MORGAN STANLEY ABS CAPITAL I 2006-HE8) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2B (MORGAN STANLEY ABS CAPITAL I 2006-HE8) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2C (MORGAN STANLEY ABS CAPITAL I 2006-HE8) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2D (MORGAN STANLEY ABS CAPITAL I 2006-HE8) | Long | ABS-mortgage backed security | US | $544K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC1 M2 (MORGAN STANLEY ABS CAPITAL I 2006-NC1) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC2 A2D (MORGAN STANLEY ABS CAPITAL I 2006-NC2) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC3 A1 (MORGAN STANLEY ABS CAPITAL I 2006-NC3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC3 A2D (MORGAN STANLEY ABS CAPITAL I 2006-NC3) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2C (MORGAN STANLEY ABS CAPITAL I 2006-NC5) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2D (MORGAN STANLEY ABS CAPITAL I 2006-NC5) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 WMC1 A2C (MORGAN STANLEY ABS CAPITAL I 2006-WMC1) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2B (MORGAN STANLEY ABS CAPITAL I 2007-HE1) | Long | ABS-mortgage backed security | US | $870K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2C (MORGAN STANLEY ABS CAPITAL I 2007-HE2) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE3 A1 144A (MORGAN STANLEY ABS CAPITAL I 2007-HE3) | Long | ABS-mortgage backed security | US | $25M | – | 0.02 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE3 A2C (MORGAN STANLEY ABS CAPITAL I 2007-HE3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A2B (MORGAN STANLEY ABS CAPITAL I 2007-HE4) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A2C (MORGAN STANLEY ABS CAPITAL I 2007-HE4) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2A (MORGAN STANLEY ABS CAPITAL I 2007-HE5) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2B (MORGAN STANLEY ABS CAPITAL I 2007-HE5) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2C (MORGAN STANLEY ABS CAPITAL I 2007-HE5) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1 (MORGAN STANLEY ABS CAPITAL I 2007-HE6) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A2 (MORGAN STANLEY ABS CAPITAL I 2007-HE6) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A3 (MORGAN STANLEY ABS CAPITAL I 2007-HE6) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A4 (MORGAN STANLEY ABS CAPITAL I 2007-HE6) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE7 A2C (MORGAN STANLEY ABS CAPITAL I 2007-HE7) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC1 A2C (MORGAN STANLEY ABS CAPITAL I 2007-NC1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC1 A2D (MORGAN STANLEY ABS CAPITAL I 2007-NC1) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A2B (MORGAN STANLEY ABS CAPITAL I 2007-NC2) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A2C (MORGAN STANLEY ABS CAPITAL I 2007-NC2) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A2D (MORGAN STANLEY ABS CAPITAL I 2007-NC2) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC3 A1 144A (MORGAN STANLEY ABS CAPITAL I 2007-NC3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC3 A2B (MORGAN STANLEY ABS CAPITAL I 2007-NC3) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC3 A2C (MORGAN STANLEY ABS CAPITAL I 2007-NC3) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC3 A2D (MORGAN STANLEY ABS CAPITAL I 2007-NC3) | Long | ABS-mortgage backed security | US | $8M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 SEA1 1A1 144A (MORGAN STANLEY ABS CAPITAL I INC TRUST 2007-SEA1) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| MORGAN STANLEY DEAN WITTER CAP MSDWC 2003 NC2 M1 (MORGAN STANLEY DEAN WITT CAP I 2003-NC2) | Long | ABS-mortgage backed security | US | $263K | – | 0.00 |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2005 2 M5 (MORGAN STANLEY HOME EQUITY LN 2005-2) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2006 2 M1 (MORGAN STANLEY HOME EQUITY LN 2006-2) | Long | ABS-mortgage backed security | US | $602K | – | 0.00 |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2006 3 A3 (MORGAN STANLEY HOME EQUITY LN 2006-3) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2006 3 A4 (MORGAN STANLEY HOME EQUITY LN 2006-3) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 1 A2 (MORGAN STANLEY HOME EQUITY LN 2007-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 1 A3 (MORGAN STANLEY HOME EQUITY LN 2007-1) | Long | ABS-mortgage backed security | US | $19M | – | 0.01 |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A1 (MORGAN STANLEY HOME EQUITY LN 2007-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A2 (MORGAN STANLEY HOME EQUITY LN 2007-2) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A4 (MORGAN STANLEY HOME EQUITY LN 2007-2) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| MORGAN STANLEY IXIS REAL ESTAT MSIX 2006 1 A3 (MORGAN STANLEY IXIS REAL ESTATE CAPITAL TRUST 2006-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| MORGAN STANLEY IXIS REAL ESTAT MSIX 2006 1 A4 (MORGAN STANLEY IXIS REAL ESTATE CAPITAL TRUST 2006-1) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| MORGAN STANLEY IXIS REAL ESTAT MSIX 2006 2 A2 (MORGAN STANLEY IXIS RE CAP TR 2006-2) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| MORGAN STANLEY IXIS REAL ESTAT MSIX 2006 2 A3 (MORGAN STANLEY IXIS RE CAP TR 2006-2) | Long | ABS-mortgage backed security | US | $490K | – | 0.00 |
| MORGAN STANLEY IXIS REAL ESTAT MSIX 2006 2 A4 (MORGAN STANLEY IXIS RE CAP TR 2006-2) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| MORGAN STANLEY IXIS REAL ESTAT MSIX 2006 2 AFPT (MORGAN STANLEY IXIS RE CAP TR 2006-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2004 11AR 2A (MORGAN STANLEY MORTGAGE TRUST-2004-11AR) | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2004 4 2A (MORGAN STANLEY MORTGAGE TRUST 2004-4) | Long | ABS-mortgage backed security | US | $273K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2004 5AR 1A1 (MORGAN STANLEY MORTGAGE TRUST-2004-5AR) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2004 5AR 2A (MORGAN STANLEY MORTGAGE TRUST-2004-5AR) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2004 6AR 3A (MORGAN STANLEY MORTGAGE TRUST-2004-6AR) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2004 6AR 6A (MORGAN STANLEY MORTGAGE TRUST-2004-6AR) | Long | ABS-mortgage backed security | US | $421K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2004 7AR 1A (MORGAN STANLEY MORTGAGE TRUST-2004-7AR) | Long | ABS-mortgage backed security | US | $404K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2004 8AR 4A1 (MORGAN STANLEY MORTGAGE TRUST-2004-8AR) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2005 11AR A1 (MORGAN STANLEY MORTGAGE TRUST-2005-11AR) | Long | ABS-mortgage backed security | US | $556K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2005 3AR 2A2 (MORGAN STANLEY MORTGAGE TRUST-2005-3AR) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2005 3AR 5A (MORGAN STANLEY MORTGAGE TRUST-2005-3AR) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2005 5AR 4A1 (MORGAN STANLEY MORTGAGE TRUST-2005-5AR) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2005 6AR 5A1 (MORGAN STANLEY MORTGAGE TRUST-2005-6AR) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2005 7 7A2 (MORGAN STANLEY MORTGAGE TRUST 2005-7) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 11 1A4 (MORGAN STANLEY MTGE LN TRUST 2006-11) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 13AX A2 (MORGAN STANLEY MORTGAGE TRUST-2006-13AX) | Long | ABS-mortgage backed security | US | $623K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 6AR 4A1 (MORGAN STANLEY MORTGAGE LN TR-2006-6AR) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 6A1 (MORGAN STANLEY MORTGAGE LN TR-2006-8AR) | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 10XS A18 (MORGAN STANLEY MTGE LN TR 2007-10XS) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 11AR 2A5 (MORGAN STANLEY MTGE LN TRUST 2007-11AR) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 12 3A1 (MORGAN STANLEY MTGE LN TR 2007-12) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 13 6A1 (MORGAN STANLEY MTGE LN TR 2007-13) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 15AR 4A1 (MORGAN STANLEY MTGE LN TRUST 2007-15AR) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 15AR 5A1 (MORGAN STANLEY MTGE LN TRUST 2007-15AR) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 1XS 1A1 (MORGAN STANLEY MORTGAGE LOAN TRUST 2007-1XS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 1XS 2A3 (MORGAN STANLEY MORTGAGE LOAN TRUST 2007-1XS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 1XS 2A4C (MORGAN STANLEY MORTGAGE LOAN TRUST 2007-1XS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 3XS 1A2A (MORGAN STANLEY MORTGAGE TRUST-2007-3XS) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 3XS 1A3A (MORGAN STANLEY MORTGAGE TRUST-2007-3XS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 3XS 2A6 (MORGAN STANLEY MORTGAGE TRUST-2007-3XS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 5AX 2A3 (MORGAN STANLEY MORTGAGE LN TR 2007-5AX) | Long | ABS-mortgage backed security | US | $585K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3 (MORGAN STANLEY MTGE LN TR 2007-7AX) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 8XS A1 (MORGAN STANLEY MTGE LN TR 2007-8XS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MORGAN STANLEY REREMIC TRUST MSRR 2010 R4 3B 144A (MORGAN STANLEY RE-REMIC TRUST 2010-R4) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| MORGAN STANLEY REREMIC TRUST MSRR 2011 R2 1A 144A (MORGAN STANLEY REREMIC TRUST 2011-R2) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| MORGAN STANLEY REREMIC TRUST MSRR 2014 R8 3B2 144A (MORGAN STANLEY RESECURITIZATION TRUST 2014-R8) | Long | ABS-mortgage backed security | US | $31M | – | 0.02 |
| MORGAN STANLEY REREMIC TRUST MSRR 2014 R8 4B 144A (MORGAN STANLEY RESECURITIZATION TRUST 2014-R8) | Long | ABS-mortgage backed security | US | $329K | – | 0.00 |
| MORGAN STANLEY REREMIC TRUST MSRR 2015 R3 7B 144A (MORGAN STANLEY RESECURITIZATION TRUST 2015-R3) | Long | ABS-mortgage backed security | US | $19M | – | 0.01 |
| MORGAN STANLEY REREMIC TRUST MSRR 2015 R3 8B 144A (MORGAN STANLEY RESECURITIZATION TRUST 2015-R3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MORGAN STANLEY STRUCTURED TRUS MSST 2007 1 A4 (MORGAN STANLEY STRUCTURED TRUST 2007-1) | Long | ABS-mortgage backed security | US | $44M | – | 0.03 |
| MORTGAGE EQUITY CONVERSION ASS MECA 2007 FF3 A 144A (MORTGAGE EQUITY CONVER ASSET TR 2007-FF3) | Long | ABS-mortgage backed security | US | $31M | – | 0.02 |
| MORTGAGEIT TRUST MHL 2005 AR1 1A1 (MORTGAGEIT TRUST 2005-AR1) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| MORTGAGEIT TRUST MHL 2006 1 2A1A (MORTGAGEIT TRUST 2006-1) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| MORTGAGEIT TRUST MHL 2007 1 1A1 (MORTGAGEIT TRUST 2007-1) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| MORTGAGEIT TRUST MHL 2007 1 2A12 (MORTGAGEIT TRUST 2007-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MOUNTAIN VIEW CLO MVEW 2017 2A AR 144A (MOUNTAIN VIEW CLO LLC 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.01 |
| MOUNTAIN VIEW CLO MVEW 2022 1A A1R 144A (MOUNTAIN VIEW CLO XVI LTD 2022-1A) | Long | ABS-collateralized bond/debt obligation | KY | $46M | – | 0.03 |
| MSJP MSJP 2015 HAUL XA 144A (MSJP 2015-HAUL) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MSJP MSJP 2015 HAUL XB 144A (MSJP 2015-HAUL) | Long | ABS-mortgage backed security | US | $754K | – | 0.00 |
| MULTIPLAN CORP SR UNSECURED 144A 10/27 6 (MULTIPLAN CORPORATION) | Long | Debt | US | $40M | – | 0.03 |
| NASSAU 2017 II LTD NCC 2017 IIA AL 144A (NASSAU LTD 2017-IIA) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.00 |
| NASSAU 2018 I LTD. NCC 2018 IA A 144A (NASSAU LTD 2018-IA) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.01 |
| NATIONAL COLLEGIATE V COMMUTAT NCVCT 2007 43A5 1O 144A (NATIONAL COLLEGIATE V COMMUTATION TRUST 2007-43A5) | Long | ABS-other | US | $17M | – | 0.01 |
| NATIONAL FOOTBAL LEAGUE 4.5YR (FOOTBALL CLUB TERM NOTES 2024-XVII TRUST) | Long | Debt | US | $38M | – | 0.02 |
| NATIONAL FOOTBAL LEAGUE 4.5YR (FOOTBALL CLUB TERM NOTES 2024-XVII TRUST) | Long | Debt | US | $38M | – | 0.02 |
| NATIONAL HEALTH INVESTOR COMPANY GUAR 02/31 3 (NATIONAL HEALTH INVS INC) | Long | Debt | US | $5M | – | 0.00 |
| NATIONSTAR HOME EQUITY LOAN TR NSTR 2006 B M2 (NATIONSTAR HOME EQUITY LOAN TR 2006-B) | Long | ABS-mortgage backed security | US | $31M | – | 0.02 |
| NATIONSTAR HOME EQUITY LOAN TR NSTR 2006 B M3 (NATIONSTAR HOME EQUITY LOAN TR 2006-B) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| NATIONSTAR HOME EQUITY LOAN TR NSTR 2007 A M1 (NATIONSTAR HOME EQUITY LOAN TR 2007-A) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| NATIONSTAR HOME EQUITY LOAN TR NSTR 2007 A M2 (NATIONSTAR HOME EQUITY LOAN TR 2007-A) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| NATIONSTAR HOME EQUITY LOAN TR NSTR 2007 A M3 (NATIONSTAR HOME EQUITY LOAN TR 2007-A) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| NATIONSTAR HOME EQUITY LOAN TR NSTR 2007 B 2AV4 (NATIONSTAR HOME EQUITY LOAN TR 2007-B) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| NATIONSTAR HOME EQUITY LOAN TR NSTR 2007 B M1 (NATIONSTAR HOME EQUITY LOAN TR 2007-B) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| NATIONSTAR HOME EQUITY LOAN TR NSTR 2007 C 1AV1 (NATIONSTAR HOME EQUITY LOAN TR 2007-C) | Long | ABS-mortgage backed security | US | $223K | – | 0.00 |
| NATIONSTAR HOME EQUITY LOAN TR NSTR 2007 C 2AV4 (NATIONSTAR HOME EQUITY LOAN TR 2007-C) | Long | ABS-mortgage backed security | US | $256K | – | 0.00 |
| NATIONSTAR HOME EQUITY LOAN TR NSTR 2007 C M1 (NATIONSTAR HOME EQUITY LOAN TR 2007-C) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| NATIONWIDE BLDG SOCIETY 144A 02/28 VAR (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $321K | – | 0.00 |
| NATIONWIDE BLDG SOCIETY 144A 03/29 VAR (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $76M | – | 0.05 |
| NATIONWIDE BLDG SOCIETY 144A 10/27 VAR (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $31M | – | 0.02 |
| NATIONWIDE BLDG SOCIETY SR UNSECURED 144A 07/30 VAR (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $54M | – | 0.03 |
| NATIONWIDE BUILDING SOC CCDS PREFERENCE (NATIONWIDE BUILDING SOCIETY) | Long | Equity-preferred | GB | $192M | 1M | 0.13 |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 285M A 144A (NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-285M) | Long | ABS-mortgage backed security | US | $22M | – | 0.01 |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2019 FAME A 144A (NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FAME) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2019 NEMA A 144A (NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2019-NEMA) | Long | ABS-mortgage backed security | US | $27M | – | 0.02 |
| NATURE COAST RE LTD UNSECURED 144A 12/30 VAR | Long | Debt | BM | $22M | – | 0.01 |
| NATWEST GROUP PLC SR UNSECURED 01/30 VAR | Long | Debt | GB | $175M | – | 0.11 |
| NATWEST GROUP PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $42M | – | 0.03 |
| NATWEST GROUP PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $24M | – | 0.02 |
| NATWEST GROUP PLC SR UNSECURED 03/34 VAR | Long | Debt | GB | $51M | – | 0.03 |
| NATWEST GROUP PLC SR UNSECURED 03/35 VAR | Long | Debt | GB | $99M | – | 0.06 |
| NATWEST GROUP PLC SR UNSECURED 05/28 VAR | Long | Debt | GB | $1M | – | 0.00 |
| NATWEST GROUP PLC SR UNSECURED 05/29 VAR | Long | Debt | GB | $13M | – | 0.01 |
| NATWEST GROUP PLC SR UNSECURED 05/30 VAR | Long | Debt | GB | $156M | – | 0.10 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2015 BA A3 144A (NAVIENT STUDENT LOAN TRUST 2015-BA) | Long | ABS-other | US | $15M | – | 0.01 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2017 2A A 144A (NAVIENT STUDENT LOAN TRUST 2017-2) | Long | ABS-other | US | $1M | – | 0.00 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2019 PTA PT 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-PT-A) | Long | ABS-other | US | $123M | – | 0.08 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 A A2A 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-A) | Long | ABS-other | US | $10M | – | 0.01 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 DA A 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-DA) | Long | ABS-other | US | $246K | – | 0.00 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1A 144A (NAVIENT STUDENT LOAN TRUST 2020-IA) | Long | ABS-other | US | $18M | – | 0.01 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA A1B 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023-BA) | Long | ABS-other | US | $92M | – | 0.06 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA B 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023-BA) | Long | ABS-other | US | $54M | – | 0.04 |
| NEIMAN MARCUS USD COMMON STOCK EQUITY (NMG PARENT) | Long | Equity-common | US | $124M | 920K | 0.08 |
| NELNET STUDENT LOAN TRUST NSLT 2018 3A A2 144A (NELNET STUDENT LOAN TRUST 2018-3A) | Long | ABS-other | US | $2M | – | 0.00 |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 144A (NELNET STUDENT LOAN TRUST 2023-AA) | Long | ABS-other | US | $52M | – | 0.03 |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A (NELNET STUDENT LOAN TRUST 2023-AA) | Long | ABS-other | US | $51M | – | 0.03 |
| NEPTUNE QUASAR PPN (PROJECT QUASAR INVESTMENTS 2017 SLU) | Long | Loan | LU | $0 | – | – |
| NETFLIX INC SR UNSECURED REGS 11/29 3.875 | Long | Debt | US | $14M | – | 0.01 |
| NEUBERGER BERMAN CLO LTD NEUB 2013 14A AR2 144A (NEUBERGER BERMAN CLO XIV LTD 2013-14A) | Long | ABS-collateralized bond/debt obligation | KY | $43M | – | 0.03 |
| NEUBERGER BERMAN CLO LTD NEUB 2019 31A AR 144A (NEUBERGER BERMAN LOAN ADVISERS CLO 31 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $16M | – | 0.01 |
| NEUBERGER BERMAN CLO LTD NEUB 2023 53A A 144A (NEUBERGER BERMAN LOAN ADVISERS NBLA CLO 53 LTD) | Long | ABS-collateralized bond/debt obligation | JE | $122M | – | 0.08 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2003 5 M4 (NEW CENTURY HOME EQUITY LOAN TR 2003-5) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2003 5 M5 (NEW CENTURY HOME EQUITY LOAN TR 2003-5) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2004 2 A2 (NEW CENTURY HOME EQUITY LOAN TR 2004-2) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2004 4 M1 (NEW CENTURY HOME EQUITY LOAN TR 2004-4) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2005 1 M3 (NEW CENTURY HOME EQUITY LOAN TR 2005-1) | Long | ABS-mortgage backed security | US | $781K | – | 0.00 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2005 1 M4 (NEW CENTURY HOME EQUITY LOAN TR 2005-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2005 1 M5 (NEW CENTURY HOME EQUITY LOAN TR 2005-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2005 2 M5 (NEW CENTURY HOME EQUITY LOAN TR 2005-2) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2005 3 M5 (NEW CENTURY HOME EQUITY LOAN TR 2005-3) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2005 3 M6 (NEW CENTURY HOME EQUITY LOAN TR 2005-3) | Long | ABS-mortgage backed security | US | $30M | – | 0.02 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2005 4 M4 (NEW CENTURY HOME EQUITY LOAN TR 2005-4) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2005 B M2 (NEW CENTURY HOME EQUITY LOAN TR 2005-B) | Long | ABS-mortgage backed security | US | $30M | – | 0.02 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2005 C M1 (NEW CENTURY HOME EQUITY LOAN TR 2005-C) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2006 1 A2B (NEW CENTURY HOME EQUITY LOAN TR 2006-1) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| NEW METRO GLOBAL LTD COMPANY GUAR REGS 05/26 4.5 (SEAZEN GROUP (NEW METRO GLOBAL LIMITED)) | Long | Debt | VG | $6M | – | 0.00 |
| NEW METRO GLOBAL LTD COMPANY GUAR REGS 10/25 4.625 (SEAZEN GROUP (NEW METRO GLOBAL LIMITED)) | Long | Debt | VG | $984K | – | 0.00 |
| NEW METRO GLOBAL LTD COMPANY GUAR REGS 12/24 4.8 (SEAZEN GROUP (NEW METRO GLOBAL LIMITED)) | Long | Debt | VG | $14M | – | 0.01 |
| NEW MOUNTAIN CLO LTD NMC CLO 4A AN 144A (NEW MOUNTAIN CLO 4A LTD) | Long | ABS-collateralized bond/debt obligation | BM | $5M | – | 0.00 |
| NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA B 144A (NEW ORLEANS HOTEL TRUST 2019-HNLA) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 3A A1A 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-3) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2023 NQM1 A1A 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1) | Long | ABS-mortgage backed security | US | $151M | – | 0.10 |
| NEW YORK MORTGAGE TRUST NYMT 2005 2 A (NEW YORK MORTGAGE TRUST 2005-2) | Long | ABS-mortgage backed security | US | $232K | – | 0.00 |
| NEW YORK MORTGAGE TRUST NYMT 2024 CP1 A1 144A (NEW YORK MORTGAGE TRUST 2024-CP1) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| NEWARK BSL CLO 2 LTD. NBCLO 2017 1A A1R 144A (NEWARK BSL CLO 2 LTD 2017 1A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.00 |
| NEWCASTLE INVESTMENT TRUST NCIT 2014 MH1 A 144A (NEWCASTLE INVESTMENT TRUST 2014-MH1) | Long | ABS-other | US | $36M | – | 0.02 |
| NEWCASTLE MORTGAGE SECURITIES NCMT 2006 1 M5 (NEWCASTLE MTGE SECURITIES TRUST 2006-1) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| NEWCASTLE MORTGAGE SECURITIES NCMT 2006 1 M6 (NEWCASTLE MTGE SECURITIES TRUST 2006-1) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| NEWCASTLE MORTGAGE SECURITIES NCMT 2007 1 1A1 (NEWCASTLE MTGE SECURITIES TRUST 2007-1) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| NEWCASTLE MORTGAGE SECURITIES NCMT 2007 1 2A3 (NEWCASTLE MTGE SECURITIES TRUST 2007-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| NEWCASTLE MORTGAGE SECURITIES NCMT 2007 1 2A4 (NEWCASTLE MTGE SECURITIES TRUST 2007-1) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| NEWCASTLE MORTGAGE SECURITIES NCMT 2007 1 M1 (NEWCASTLE MTGE SECURITIES TRUST 2007-1) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| NEWGATE FUNDING PLC NGATE 2006 3X A3A REGS (NEWGATE FUNDING PLC 2006-3X) | Long | ABS-mortgage backed security | GB | $2M | – | 0.00 |
| NEWGATE FUNDING PLC NGATE 2007 3X A2B REGS (NEWGATE FUNDING PLC 2007-3X) | Long | ABS-mortgage backed security | GB | $338K | – | 0.00 |
| NEWGATE FUNDING PLC NGATE 2007 3X A3 REGS (NEWGATE FUNDING PLC 2007-3X) | Long | ABS-mortgage backed security | GB | $11M | – | 0.01 |
| NEWGATE FUNDING PLC NGATE 2007 3X BA REGS (NEWGATE FUNDING PLC 2007-3X) | Long | ABS-mortgage backed security | GB | $3M | – | 0.00 |
| NEWGATE FUNDING PLC NGATE 2007 3X BB REGS (NEWGATE FUNDING PLC 2007-3X) | Long | ABS-mortgage backed security | GB | $2M | – | 0.00 |
| NEWGATE FUNDING PLC NGATE 2007 3X CB REGS (NEWGATE FUNDING PLC 2007-3X) | Long | ABS-mortgage backed security | GB | $3M | – | 0.00 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/26 2 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $42M | – | 0.03 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/28 2.75 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $36M | – | 0.02 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/25 3.522 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $7M | – | 0.00 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $72M | – | 0.05 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $197M | – | 0.13 |
| NMLT TRUST NLT 2023 1 A1 144A (NLT 2023-1 TRUST) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2003 A1 A1 (NOMURA ASSET ACCEPTANCE CORP 2003-A1) | Long | ABS-mortgage backed security | US | $573.66 | – | 0.00 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2003 A1 A2 (NOMURA ASSET ACCEPTANCE CORP 2003-A1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2003 A1 A5 (NOMURA ASSET ACCEPTANCE CORP 2003-A1) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2004 AR1 3A (NOMURA ASSET ACCEPTANCE CORP 2004-AR1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2004 R1 A1 144A (NOMURA ASSET ACCEPTANCE CORP 2004-R1) | Long | ABS-mortgage backed security | US | $333K | – | 0.00 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2004 R1 A2 144A (NOMURA ASSET ACCEPTANCE CORP 2004-R1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2004 R3 A1 144A (NOMURA ASSET ACCEPTANCE CORP 2004-R3) | Long | ABS-mortgage backed security | US | $992K | – | 0.00 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AR2 M1 (NOMURA ASSET ACCEPTANCE CORP 2005-AR2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AR5 2A1 (NOMURA ASSET ACCEPTANCE CORP 2005-AR5) | Long | ABS-mortgage backed security | US | $213K | – | 0.00 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 WF1 2A5 (NOMURA ASSET ACCEPTANCE CORP 2005-WF1) | Long | ABS-mortgage backed security | US | $316.38 | – | 0.00 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AF2 1A3 (NOMURA ASSET ACCEPT CORP 2006-AF2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AF2 1A4 (NOMURA ASSET ACCEPT CORP 2006-AF2) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AR1 2A1 (NOMURA ASSET ACCEPTANCE CORP 2006-AR1) | Long | ABS-mortgage backed security | US | $201K | – | 0.00 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AR1 3A (NOMURA ASSET ACCEPTANCE CORP 2006-AR1) | Long | ABS-mortgage backed security | US | $456K | – | 0.00 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2007 1 2A4 (NOMURA ASSET ACCEPTANCE CORP 2007-1) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| NOMURA HOLDINGS INC SR UNSECURED 07/28 2.172 | Long | Debt | JP | $46M | – | 0.03 |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 FM1 2A4 (NOMURA HOME EQUITY LOAN INC 2006-FM1) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 HE1 M2 (NOMURA HOME EQUITY LOAN INC 2006-HE1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 HE3 1A1 (NOMURA HOME EQUITY LOAN INC 2006-HE3) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 WF1 M2 (NOMURA HOME EQUITY LOAN INC 2006-WF1) | Long | ABS-mortgage backed security | US | $396K | – | 0.00 |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 WF1 M3 (NOMURA HOME EQUITY LOAN INC 2006-WF1) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| NOMURA RESECURITIZATION TRUST NMRR 2010 1RA A2 144A (NOMURA RESECURITIZATION TRUST 2010-1RA) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| NOMURA RESECURITIZATION TRUST NMRR 2012 1R B 144A (NOMURA RESECURITIZATION TRUST 2012-1R) | Long | ABS-mortgage backed security | US | $77M | – | 0.05 |
| NOMURA RESECURITIZATION TRUST NMRR 2014 2R 2A11 144A (NOMURA RESECURITIZATION TRUST 2014-2R) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| NOMURA RESECURITIZATION TRUST NMRR 2015 8R 1A2 144A (NOMURA RESECURITIZATION TRUST 2015-8R) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| NOMURA RESECURITIZATION TRUST NMRR 2018 1R 1A1 144A (NOMURA RESECURITIZATION TRUST 2018-1R) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A (NORTHWOODS CAPITAL XIV-B LTD) | Long | ABS-collateralized bond/debt obligation | KY | $17M | – | 0.01 |
| NOVASTAR HOME EQUITY LOAN NHEL 2004 1 M3 (NOVASTAR HOME EQUITY LOAN 2004-1) | Long | ABS-mortgage backed security | US | $404K | – | 0.00 |
| NOVASTAR HOME EQUITY LOAN NHEL 2005 1 M6 (NOVASTAR HOME EQUITY LOAN 2005-1) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| NOVASTAR HOME EQUITY LOAN NHEL 2005 2 M4 (NOVASTAR HOME EQUITY LOAN 2005-2) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| NOVASTAR HOME EQUITY LOAN NHEL 2005 3 M3 (NOVASTAR HOME EQUITY LOAN 2005-3) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| NOVASTAR HOME EQUITY LOAN NHEL 2005 3 M4 (NOVASTAR HOME EQUITY LOAN 2005-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| NOVASTAR HOME EQUITY LOAN NHEL 2005 4 M2 (NOVASTAR HOME EQUITY LOAN 2005-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| NOVASTAR HOME EQUITY LOAN NHEL 2006 2 A2C (NOVASTAR MORTGAGE FUNDING TRUST SERIES 2006-2) | Long | ABS-mortgage backed security | US | $881K | – | 0.00 |
| NOVASTAR HOME EQUITY LOAN NHEL 2006 6 A2C (NOVASTAR HOME EQUITY LOAN 2006-6) | Long | ABS-mortgage backed security | US | $386K | – | 0.00 |
| NOVASTAR HOME EQUITY LOAN NHEL 2007 1 A1A (NOVASTAR HOME EQUITY LOAN 2007-1) | Long | ABS-mortgage backed security | US | $57M | – | 0.04 |
| NOVASTAR HOME EQUITY LOAN NHEL 2007 2 A2C (NOVASTAR HOME EQUITY LOAN 2007-2) | Long | ABS-mortgage backed security | US | $24M | – | 0.02 |
| NOVASTAR MORTGAGE BACKED NOTES NMFT 2006 MTA1 1A1 (NOVASTAR MORTGAGE-BACKED NOTES 2006-MTA1) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| NOVASTAR MORTGAGE BACKED NOTES NMFT 2006 MTA1 2A1A (NOVASTAR MORTGAGE-BACKED NOTES 2006-MTA1) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| NPC UKRENERGO GOVT GUARANT 144A 11/28 6.875 | Long | Debt | UA | $147K | – | 0.00 |
| NPC UKRENERGO GOVT GUARANT REGS 11/28 6.875 | Long | Debt | UA | $1M | – | 0.00 |
| NRPL 2024 RPL2 CERT 144A (NRPL-2024-RPL2) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| NRPL 2024 RPL2 PT 144A (NRPL-2024-RPL2) | Long | ABS-mortgage backed security | US | $151M | – | 0.10 |
| NRPL 2024 RPL2 SA 144A (NRPL-2024-RPL2) | Long | ABS-mortgage backed security | US | $517K | – | 0.00 |
| NRPL TRUST SERIES NRPL 2019 1A PT 144A (NRPL-2019-1A) | Long | ABS-mortgage backed security | US | $217M | – | 0.14 |
| NRPL TRUST SERIES NRPL 2019 1A SA 144A (NRPL-2019-1A) | Long | ABS-mortgage backed security | US | $444K | – | 0.00 |
| NRPL TRUST SERIES NRPL 2023 RPL1 PT 144A (NRPL-2023-RPL1) | Long | ABS-mortgage backed security | US | $147M | – | 0.10 |
| NRPL TRUST SERIES NRPL 2023 RPL1 SA 144A (NRPL-2023-RPL1) | Long | ABS-mortgage backed security | US | $453K | – | 0.00 |
| NRPL TRUST SERIES NRPL 2024 RPL1 PT 144A (NRPL-2024-RPL1) | Long | ABS-mortgage backed security | US | $180M | – | 0.12 |
| NRPL TRUST SERIES NRPL 2024 RPL1 SA 144A (NRPL-2024-RPL1) | Long | ABS-mortgage backed security | US | $478K | – | 0.00 |
| NRPLM TRUST SERIES NRPLM 2023 RPL1 CERT 144A (NRPLM 2023-RPL1) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| NRPLM TRUST SERIES NRPLM 2024 RPL1 CERT 144A (NRPLM 2024-RPL1) | Long | ABS-mortgage backed security | US | $8M | – | 0.00 |
| NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A (NYO COMMERCIAL MORTGAGE TRUST 2021-1290) | Long | ABS-mortgage backed security | US | $25M | – | 0.02 |
| OAKTREE CLO LTD OAKCL 2019 1A A1R 144A (OAKTREE CLO 2019-1A) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.01 |
| OAKWOOD MORTGAGE INVESTORS INC OAK 2000 A A3 (OAKWOOD MORTGAGE INVESTORS INC 2000-A) | Long | ABS-other | US | $536K | – | 0.00 |
| OCP CLO LTD OCP 2015 9A A1R2 144A (OCP CLO 2015-9) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.01 |
| OCTAGON INVESTMENT PARTNERS 30 OCT30 2017 1A A1R 144A (OCTAGON INVESTMENT PARTERNS LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.01 |
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A (OCTAGON INVESTMENT PARTNERS 39 LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $93M | – | 0.06 |
| OIS CAD CAONREPO/1.0000 06/16/22-25Y LCH | Derivative-interest rate | CA | $4M | – | 0.00 | |
| OIS CAD CAONREPO/1.3000 06/16/22-25Y CME | Derivative-interest rate | CA | $36M | – | 0.02 | |
| OIS CAD CAONREPO/1.3000 06/16/22-25Y LCH | Derivative-interest rate | CA | $50M | – | 0.03 | |
| OIS CAD CAONREPO/2.6250 03/19/12-15Y CME | Derivative-interest rate | CA | $-5M | – | -0.00 | |
| OIS CAD CAONREPO/2.7500 12/17/12-15Y CME | Derivative-interest rate | CA | $-3M | – | -0.00 | |
| OIS CAD CAONREPO/3.0000 03/19/12-15Y CME | Derivative-interest rate | CA | $-7M | – | -0.00 | |
| OIS CAD CAONREPO/3.4000 06/20/14-15Y CME | Derivative-interest rate | CA | $-46K | – | -0.00 | |
| OIS CAD CAONREPO/3.75000 12/20/23-2Y LCH | Derivative-interest rate | CA | $-11M | – | -0.01 | |
| OIS JPY MUTKCALM/0.5000 03/15/22-20Y LCH | Derivative-interest rate | JP | $42M | – | 0.03 | |
| ONEMAIN FINANCIAL ISSUANCE TRU OMFIT 2020 2A A 144A (ONEMAIN FINANCIAL ISSUANCE TRUST 2020-2A) | Long | ABS-other | US | $17M | – | 0.01 |
| ONEMAIN FINANCIAL ISSUANCE TRU OMFIT 2022 3A A 144A (ONEMAIN FINANCIAL ISSUANCE TRUST 2022-3A) | Long | ABS-other | US | $3M | – | 0.00 |
| ONEMAIN FINANCIAL ISSUANCE TRU OMFIT 2023 2A A2 144A (ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2A) | Long | ABS-other | US | $19M | – | 0.01 |
| ONSLOW BAY FINANCIAL LLC OBX 2022 NQM3 A1A 144A (OBX 2022-NQM3 TRUST) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM10 A1 144A (OBX 2023-NQM10 TRUST) | Long | ABS-mortgage backed security | US | $38M | – | 0.02 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM2 A1 144A (OBX 2023-NQM2 TRUST) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM4 A1 144A (OBX 2023-NQM4 TRUST) | Long | ABS-mortgage backed security | US | $44M | – | 0.03 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM5 A1A 144A (OBX 2023-NQM5 TRUST) | Long | ABS-mortgage backed security | US | $38M | – | 0.02 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM6 A1 144A (OBX 2023-NQM6 TRUST) | Long | ABS-mortgage backed security | US | $32M | – | 0.02 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM7 A1 144A (OBX 2023-NQM7 TRUST) | Long | ABS-mortgage backed security | US | $20M | – | 0.01 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM8 A1 144A (OBX 2023-NQM8 TRUST) | Long | ABS-mortgage backed security | US | $33M | – | 0.02 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A (OBX 2023-NQM9 TRUST) | Long | ABS-mortgage backed security | US | $50M | – | 0.03 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 HYB1 A1 144A (OBX 2024-HYB1 TRUST) | Long | ABS-mortgage backed security | US | $47M | – | 0.03 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 HYB2 A1 144A (OBX 2024-HYB2 TRUST) | Long | ABS-mortgage backed security | US | $71M | – | 0.05 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM1 A1 144A (OBX 2024-NQM1 TRUST) | Long | ABS-mortgage backed security | US | $24M | – | 0.02 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM8 A1 144A (OBX 2024-NQM8 TRUST) | Long | ABS-mortgage backed security | US | $27M | – | 0.02 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM9 A1 144A (OBX 2024-NQM9 TRUST) | Long | ABS-mortgage backed security | US | $31M | – | 0.02 |
| OPEN TRUST OPEN 2023 AIR A 144A (OPEN TRUST 2023-AIR) | Long | ABS-mortgage backed security | US | $84M | – | 0.06 |
| OPORTUN FUNDING LLC OPTN 2024 1A A 144A (OPORTUN ISSUANCE TRUST 2024-1A) | Long | ABS-other | US | $5M | – | 0.00 |
| OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2005 2 M6 (OPTEUM MORTGAGE ACCEPTANCE CORP 2005-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2005 3 M5 (OPTEUM MORTGAGE ACCEPTANCE CORP 2005-3) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2002 5 M1 (OPTION ONE MORTGAGE LOAN TR 2002-5) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2004 1 M1 (OPTION ONE MORTGAGE LOAN TR 2004-1) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2004 2 M1 (OPTION ONE MORTGAGE LOAN TRUST 2004-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2004 3 M4 (OPTION ONE MORTGAGE LOAN TRUST 2004-3) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 2 M3 (OPTION ONE MORTGAGE LOAN TRUST 2005-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 4 M2 (OPTION ONE MORTGAGE LOAN TRUST 2005-4) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 4 M3 (OPTION ONE MORTGAGE LOAN TRUST 2005-4) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 5 M2 (OPTION ONE MORTGAGE LOAN TR 2005-5) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 5 M3 (OPTION ONE MORTGAGE LOAN TR 2005-5) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 1 2A4 (OPTION ONE MORTGAGE LOAN TRUST 2006-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 1 M2 (OPTION ONE MORTGAGE LOAN TRUST 2006-1) | Long | ABS-mortgage backed security | US | $39M | – | 0.03 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 2 2A2 (OPTION ONE MORTGAGE LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 3 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2006-3) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 3 2A3 (OPTION ONE MORTGAGE LOAN TRUST 2006-3) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 2A3 (OPTION ONE MORTGAGE LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 2 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2007-2) | Long | ABS-mortgage backed security | US | $19M | – | 0.01 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 2 2A1 (OPTION ONE MORTGAGE LOAN TRUST 2007-2) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 2 3A2 (OPTION ONE MORTGAGE LOAN TRUST 2007-2) | Long | ABS-mortgage backed security | US | $19M | – | 0.01 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 2 3A3 (OPTION ONE MORTGAGE LOAN TRUST 2007-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2007-3) | Long | ABS-mortgage backed security | US | $35M | – | 0.02 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 2A2 (OPTION ONE MORTGAGE LOAN TRUST 2007-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 2A3 (OPTION ONE MORTGAGE LOAN TRUST 2007-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2007-4) | Long | ABS-mortgage backed security | US | $37M | – | 0.02 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 2A2 (OPTION ONE MORTGAGE LOAN TRUST 2007-4) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 2A3 (OPTION ONE MORTGAGE LOAN TRUST 2007-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 2A4 (OPTION ONE MORTGAGE LOAN TRUST 2007-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 5 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2007-5) | Long | ABS-mortgage backed security | US | $57M | – | 0.04 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 5 2A2 (OPTION ONE MORTGAGE LOAN TRUST 2007-5) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 5 2A4 (OPTION ONE MORTGAGE LOAN TRUST 2007-5) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 6 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2007-6) | Long | ABS-mortgage backed security | US | $789K | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 6 2A2 (OPTION ONE MORTGAGE LOAN TRUST 2007-6) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 6 2A3 (OPTION ONE MORTGAGE LOAN TRUST 2007-6) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 CP1 2A2 (OPTION ONE MORTGAGE LOAN TRUST 2007-CP1) | Long | ABS-mortgage backed security | US | $471K | – | 0.00 |
| ORANGE CAPITAL RE DAC SR UNSECURED 144A 01/27 VAR (ORANGE CAPITAL RE DESIGNATED ACTIVITY COMPANY) | Long | Debt | IE | $21M | – | 0.01 |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 2 M6 (OWNIT MTGE LN ASSET-BACKED CERT 2005-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 3 M1 (OWNIT MORTGAGE LN ASSET-BCK CERT 2005-3) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 5 M1 (OWNIT MORTGAGE LN ASSET-BCK CERT 2005-5) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 1 AF2 (OWNIT MORTGAGE LN ASSET-BCK CERT 2006-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 3 M1 (OWNIT MORTGAGE LN ASSET-BCK CERT 2006-3) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 5 A2C (OWNIT MORTGAGE LOAN TRUST SERIES 2006-5) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 5 A2D (OWNIT MORTGAGE LOAN TRUST SERIES 2006-5) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 7 A1 (OWNIT MORTGAGE LN ASSET-BCK CERT 2006-7) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| OZLM LTD OZLM 2014 8A A1R3 144A (OZLM VIII LTD 2014-8A) | Long | ABS-collateralized bond/debt obligation | KY | $450K | – | 0.00 |
| OZLM LTD OZLM 2017 17A A1RR 144A (OZLM XIX LTD 2017-17A) | Long | ABS-collateralized bond/debt obligation | KY | $19M | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $211M | – | 0.14 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/31 2.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $37M | – | 0.02 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $27M | – | 0.02 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/26 2.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $66M | – | 0.04 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/27 3.3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $79M | – | 0.05 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/29 4.2 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $62M | – | 0.04 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/32 4.4 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $61M | – | 0.04 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $29M | – | 0.02 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/46 4.25 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $45M | – | 0.03 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/52 5.25 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $55M | – | 0.04 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/42 4.45 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $40M | – | 0.03 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/25 3.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $102M | – | 0.07 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/25 4.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $31M | – | 0.02 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/27 5.45 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $18M | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/28 3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $78M | – | 0.05 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/32 5.9 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $20M | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/43 4.6 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $39M | – | 0.03 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/25 3.45 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $132M | – | 0.09 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/28 3.75 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $166M | – | 0.11 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $329M | – | 0.21 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $115M | – | 0.08 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $230M | – | 0.15 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/24 3.4 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $87M | – | 0.06 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/27 2.1 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $40M | – | 0.03 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/28 4.65 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $19M | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/42 3.75 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $3M | – | 0.00 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/50 3.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $30M | – | 0.02 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/27 3.3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $154M | – | 0.10 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/41 4.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $18M | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/46 4 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $32M | – | 0.02 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/47 3.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $8M | – | 0.01 |
| PACIFIC GAS + ELECTRIC SR SECURED 06/31 3.25 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $74M | – | 0.05 |
| PACIFIC GAS + ELECTRIC SR SECURED 06/41 4.2 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $8M | – | 0.01 |
| PACIFICORP 1ST MORTGAGE 01/55 5.8 | Long | Debt | US | $29M | – | 0.02 |
| PACIFICORP 1ST MORTGAGE 02/34 5.45 | Long | Debt | US | $395K | – | 0.00 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 1 A 144A (PAGAYA AI DEBT SELECTION TRUST 2022-1) | Long | ABS-other | US | $4M | – | 0.00 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 2 A 144A (PAGAYA AI DEBT TRUST 2022-2) | Long | ABS-other | US | $6M | – | 0.00 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 3 AB 144A (PAGAYA AI DEBT TRUST 2022-3) | Long | ABS-other | US | $5M | – | 0.00 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 6 A2 144A (PAGAYA AI DEBT TRUST 2022-6) | Long | ABS-other | US | $28M | – | 0.02 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 6 A3 144A (PAGAYA AI DEBT TRUST 2022-6) | Long | ABS-other | US | $4M | – | 0.00 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 1 AB 144A (PAGAYA AI DEBT TRUST 2023-1) | Long | ABS-other | US | $4M | – | 0.00 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 3 A 144A (PAGAYA AI DEBT TRUST 2023-3) | Long | ABS-other | US | $31M | – | 0.02 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 3 AB 144A (PAGAYA AI DEBT TRUST 2023-3) | Long | ABS-other | US | $7M | – | 0.00 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 5 A 144A (PAGAYA AI DEBT TRUST 2023-5) | Long | ABS-other | US | $20M | – | 0.01 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 5 B 144A (PAGAYA AI DEBT TRUST 2023-5) | Long | ABS-other | US | $20M | – | 0.01 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 5 C 144A (PAGAYA AI DEBT TRUST 2023-5) | Long | ABS-other | US | $5M | – | 0.00 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 6 A 144A (PAGAYA AI DEBT TRUST 2023-6) | Long | ABS-other | US | $33M | – | 0.02 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 6 B 144A (PAGAYA AI DEBT TRUST 2023-6) | Long | ABS-other | US | $15M | – | 0.01 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 7 A 144A (PAGAYA AI DEBT TRUST 2023-7) | Long | ABS-other | US | $6M | – | 0.00 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A (PAGAYA AI DEBT TRUST 2024-1) | Long | ABS-other | US | $4M | – | 0.00 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 2 A 144A (PAGAYA AI DEBT TRUST 2024-2) | Long | ABS-other | US | $18M | – | 0.01 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 3 A 144A (PAGAYA AI DEBT TRUST 2024-3) | Long | ABS-other | US | $41M | – | 0.03 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 5 A 144A (PAGAYA AI DEBT GRANTOR TRUST 2024-5) | Long | ABS-other | US | $18M | – | 0.01 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 6 A 144A (PAGAYA AI DEBT GRANTOR TRUST 2024-6) | Long | ABS-other | US | $16M | – | 0.01 |
| PALM RE LTD UNSECURED 144A 06/31 VAR | Long | Debt | BM | $2M | – | 0.00 |
| PALMER SQUARE CLO LTD PLMRS 2013 2A A1A3 144A (PALMER SQUARE CLO LTD 2013-2A) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.01 |
| PALMER SQUARE CLO LTD PLMRS 2022 1A A 144A (PALMER SQUARE CLO 2022-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $16M | – | 0.01 |
| PALMER SQUARE CLO LTD PLMRS 2023 4A A 144A (PALMER SQUARE CLO 2023-4A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $177M | – | 0.12 |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A A 144A (PALMER SQUARE EUROPEAN LOAN FUNDING 2023-3 DAC 23-3A) | Long | ABS-collateralized bond/debt obligation | IE | $124M | – | 0.08 |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A A 144A (PALMER SQUARE EUROPEAN LOAN FUNDING 2024-1 DAC 24-1A) | Long | ABS-collateralized bond/debt obligation | IE | $85M | – | 0.06 |
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 (PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC) | Long | Debt | GB | $94M | – | 0.06 |
| PARK PLACE SECURITIES INC PPSI 2004 MHQ1 M4 (PARK PLACE SECURITIES INC 2004-MHQ1) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| PARK PLACE SECURITIES INC PPSI 2004 MHQ1 M5 (PARK PLACE SECURITIES INC 2004-MHQ1) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| PARK PLACE SECURITIES INC PPSI 2004 WCW2 M3 (PARK PLACE SECURITIES INC 2004-WCW2) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| PARK PLACE SECURITIES INC PPSI 2004 WCW2 M4 (PARK PLACE SECURITIES INC 2004-WCW2) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| PARK PLACE SECURITIES INC PPSI 2004 WCW2 M5 (PARK PLACE SECURITIES INC 2004-WCW2) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| PARK PLACE SECURITIES INC PPSI 2004 WHQ1 M5 (PARK PLACE SECURITIES INC 2004-WHQ1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| PARK PLACE SECURITIES INC PPSI 2004 WHQ1 M6 (PARK PLACE SECURITIES INC 2004-WHQ1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| PARK PLACE SECURITIES INC PPSI 2004 WHQ2 M4 (PARK PLACE SECURITIES INC 2004-WHQ2) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| PARK PLACE SECURITIES INC PPSI 2004 WHQ2 M5 (PARK PLACE SECURITIES INC 2004-WHQ2) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| PARK PLACE SECURITIES INC PPSI 2004 WWF1 M5 (PARK PLACE SECURITIES INC 2004-WWF1) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| PARK PLACE SECURITIES INC PPSI 2005 WCH1 M5 (PARK PLACE SECURITIES INC 2005-WCH1) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| PARK PLACE SECURITIES INC PPSI 2005 WCW2 M3 (PARK PLACE SECURITIES INC 2005-WCW2) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| PARK PLACE SECURITIES INC PPSI 2005 WCW2 M4 (PARK PLACE SECURITIES INC 2005-WCW2) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| PARK PLACE SECURITIES INC PPSI 2005 WCW3 M2 (PARK PLACE SECURITIES INC 2005-WCW3) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| PARK PLACE SECURITIES INC PPSI 2005 WCW3 M3 (PARK PLACE SECURITIES INC 2005-WCW3) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| PARK PLACE SECURITIES INC PPSI 2005 WHQ1 M6 (PARK PLACE SEC INC 2005-WHQ1) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| PARK PLACE SECURITIES INC PPSI 2005 WHQ2 M3 (PARK PLACE SEC INC 2005-WHQ2) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| PARK PLACE SECURITIES INC PPSI 2005 WHQ2 M4 (PARK PLACE SEC INC 2005-WHQ2) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| PARK PLACE SECURITIES INC PPSI 2005 WHQ2 M5 (PARK PLACE SEC INC 2005-WHQ2) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| PARK PLACE SECURITIES INC PPSI 2005 WHQ3 M5 (PARK PLACE SEC INC 2005-WHQ3) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| PARK PLACE SECURITIES INC PPSI 2005 WHQ3 M6 (PARK PLACE SEC INC 2005-WHQ3) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| PARK PLACE SECURITIES INC PPSI 2005 WHQ4 M2 (PARK PLACE SEC INC 2005-WHQ4) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| PASTOR IM FTH/FTA IMPAS 4 A REGS (PASTOR IM FTH/FTA 4) | Long | ABS-mortgage backed security | ES | $10M | – | 0.01 |
| PEOPLE S CHOICE HOME LOAN SECU PCHLT 2004 2 M3 (PEOPLE'S CHOICE HOME LOAN SECURITIES TRUST SERIES 2004-2) | Long | ABS-mortgage backed security | US | $639K | – | 0.00 |
| PEOPLE S FINANCIAL REALTY MORT PFRMS 2006 1 1A2 (PEOPLE'S FINANCE REALTY MTGE SEC 2006-1) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| PEOPLE S FINANCIAL REALTY MORT PFRMS 2006 1 2A2 (PEOPLE'S FINANCE REALTY MTGE SEC 2006-1) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| PERFORMER FUNDING PERFF 1A B 144A (PERFORMER FUNDING 1 PLC 1A) | Long | ABS-other | GB | $234M | – | 0.15 |
| PERFORMER FUNDING PERFF 1A C 144A (PERFORMER FUNDING 1 PLC 1A) | Long | ABS-other | GB | $165M | – | 0.11 |
| PERFORMER FUNDING PERFF 1A D 144A (PERFORMER FUNDING 1 PLC 1A) | Long | ABS-other | GB | $112M | – | 0.07 |
| PERFORMER FUNDING PERFF 1A E 144A (PERFORMER FUNDING 1 PLC 1A) | Long | ABS-other | GB | $48M | – | 0.03 |
| PERFORMER FUNDING PERFF 1A F 144A (PERFORMER FUNDING 1 PLC 1A) | Long | ABS-other | GB | $72M | – | 0.05 |
| PERFORMER FUNDING PERFF 1A R 144A (PERFORMER FUNDING 1 PLC 1A) | Long | ABS-other | GB | $38M | – | 0.03 |
| PERFORMER FUNDING PERFF 1A RC 144A (PERFORMER FUNDING 1 PLC 1A) | Long | ABS-other | GB | $0.15 | – | – |
| PERFORMER FUNDING PERFF 1A X 144A (PERFORMER FUNDING 1 PLC 1A) | Long | ABS-other | GB | $12M | – | 0.01 |
| PERFORMER FUNDING PERFF 1A Z 144A (PERFORMER FUNDING 1 PLC 1A) | Long | ABS-other | GB | $49M | – | 0.03 |
| PERU LNG SRL SR UNSECURED REGS 03/30 5.375 | Long | Debt | PE | $1M | – | 0.00 |
| PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 04/27 5.375 (PETROLEOS DE VENEZUELA SA (PDVSA)) | Long | Debt | VE | $13M | – | 0.01 |
| PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 04/37 5.5 (PETROLEOS DE VENEZUELA SA (PDVSA)) | Long | Debt | VE | $14M | – | 0.01 |
| PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 05/35 9.75 (PETROLEOS DE VENEZUELA SA (PDVSA)) | Long | Debt | VE | $6M | – | 0.00 |
| PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 11/26 6 (PETROLEOS DE VENEZUELA SA (PDVSA)) | Long | Debt | VE | $7M | – | 0.00 |
| PETROLEOS MEXICANOS COMPANY GUAR 01/31 5.95 (PETROLEOS MEXICANOS (PEMEX)) | Long | Debt | MX | $142M | – | 0.09 |
| PETROLEOS MEXICANOS COMPANY GUAR 01/50 7.69 (PETROLEOS MEXICANOS (PEMEX)) | Long | Debt | MX | $12M | – | 0.01 |
| PETROLEOS MEXICANOS COMPANY GUAR 01/60 6.95 (PETROLEOS MEXICANOS (PEMEX)) | Long | Debt | MX | $38M | – | 0.02 |
| PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7 (PETROLEOS MEXICANOS (PEMEX)) | Long | Debt | MX | $346M | – | 0.23 |
| PETROLEOS MEXICANOS COMPANY GUAR 09/47 6.75 (PETROLEOS MEXICANOS (PEMEX)) | Long | Debt | MX | $47M | – | 0.03 |
| PETROLEOS MEXICANOS COMPANY GUAR REGS 04/27 2.75 (PETROLEOS MEXICANOS (PEMEX)) | Long | Debt | MX | $7M | – | 0.00 |
| PHH ALTERNATIVE MORTGAGE TRUST PHHAM 2007 1 21A (PHH ALTERNATIVE MORTGAGE TRUST 2007-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| PHH ALTERNATIVE MORTGAGE TRUST PHHAM 2007 3 A4 (PHH ALTERNATIVE MORTGAGE TRUST 2007-3) | Long | ABS-mortgage backed security | US | $778K | – | 0.00 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $6B | – | 4.18 |
| POLARIS PLRS 2021 1 A REGS (POLARIS 2021-1 PLC 21-1) | Long | ABS-mortgage backed security | GB | $4M | – | 0.00 |
| POLESTAR RE LTD UNSECURED 144A 01/27 VAR | Long | Debt | BM | $75M | – | 0.05 |
| POPULAR ABS MORTGAGE PASS THRO POPLR 2005 2 M1 (POPULAR ABS MTGE PASS THRU TRUST 2005-2) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| POPULAR ABS MORTGAGE PASS THRO POPLR 2006 A M2 (POPULAR ABS MTGE PASS THRU TRUST 2006-A) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| POPULAR ABS MORTGAGE PASS THRO POPLR 2006 B M1 (POPULAR ABS MTGE PASS THRU TRUST 2006-B) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| POPULAR ABS MORTGAGE PASS THRO POPLR 2006 C M1 (POPULAR ABS MORTGAGE PASS-THROUGH TRUST 2006-C) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| POPULAR ABS MORTGAGE PASS THRO POPLR 2007 A A3 (POPULAR ABS MTGE PASS THRU TRUST 2007-A) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| POSEIDON BIDCO SASU 2023 EUR TERM LOAN B (INGENICO TERMINALS (POSEIDON BIDCO)) | Long | Loan | GB | $237M | – | 0.15 |
| PREF TERM SEC XXVIII LTD SECURED 144A 03/38 VAR (PREFERRED TERM SECURITIES XXVIII LTD/PREFERRED TERM SECURITIES XXVIII INC) | Long | Debt | KY | $13M | – | 0.01 |
| PREF TERM SEC XXVIII LTD SR SECURED 144A 03/38 VAR (PREFERRED TERM SECURITIES XXVIII LTD/PREFERRED TERM SECURITIES XXVIII INC) | Long | Debt | KY | $19M | – | 0.01 |
| PREFERRED TERM SECS VIII SR SECURED 144A 01/33 VAR (PREFERRED TERM SECURITIES VIII LTD / PREFERRED TERM SECURITIES VIII INC) | Long | Debt | KY | $5M | – | 0.00 |
| PREFERRED TERM SECS X SR SECURED 144A 07/33 VAR (PREFERRED TERM SECURITIES X LTD / PREFERRED TERM SECURITIES X INC) | Long | Debt | KY | $915K | – | 0.00 |
| PREFERRED TERM SECS XII SECURED 144A 12/33 VAR (PREFERRED TERM SECURITIES XII LTD / PREFERRED TERM SECURITIES XII INC) | Long | Debt | KY | $4M | – | 0.00 |
| PREFERRED TERM SECS XIX SR SECURED 144A 12/35 VAR (PREFERRED TERM SECURITIES XIX LTD/PREFERRED TERM SECURITIES XIX INC) | Long | Debt | KY | $25M | – | 0.02 |
| PREFERRED TERM SECS XVI SR SECURED 144A 03/35 VAR (PREFERRED TERM SECURITIES XVI LTD / PREFERRED TERM SECURITIES XVI INC) | Long | Debt | KY | $13M | – | 0.01 |
| PREFERRED TERM SECS XVII SECURED 144A 06/35 VAR (PREFERRED TERM SECS XVII LTD) | Long | Debt | KY | $14M | – | 0.01 |
| PREFERRED TERM SECS XVII SECURED 144A 06/35 VAR (PREFERRED TERM SECS XVII LTD) | Long | Debt | KY | $9M | – | 0.01 |
| PREFERRED TERM SECS XX SR SECURED 144A 03/38 VAR (PREFERRED TERM SECURITIES XX LTD / PREFERRED TERM SECURITIES XX INC) | Long | Debt | KY | $45M | – | 0.03 |
| PREFERRED TERM SECS XX SR SECURED 144A 03/38 VAR (PREFERRED TERM SECURITIES XX LTD / PREFERRED TERM SECURITIES XX INC) | Long | Debt | KY | $6M | – | 0.00 |
| PREFERRED TERM SECS XXI SECURED 144A 03/38 VAR (PREFERRED TERM SECURITIES XXI LTD / PREFERRED TERM SECURITIES XXI INC) | Long | Debt | KY | $22M | – | 0.01 |
| PREFERRED TERM SECS XXV SR SECURED 144A 06/37 VAR (PREFERRED TERM SECURITIES XXV LTD) | Long | Debt | KY | $41M | – | 0.03 |
| PREFERRED TERM SECS XXVI SR SECURED 144A 09/37 VAR (PREFERRED TERM SECURITIES XXVI LTD / PREFERRED TERM SECURITIES XXVI INC) | Long | Debt | KY | $35M | – | 0.02 |
| PREFERRED TERM SECS XXVI SR SECURED 144A 09/37 VAR (PREFERRED TERM SECURITIES XXVI LTD / PREFERRED TERM SECURITIES XXVI INC) | Long | Debt | KY | $79K | – | 0.00 |
| PREFERRED TERM XVIII SECURED 144A 09/35 VAR (PREFERRED TERM SECURITIES XVIII LTD / PREFERRED TERM SECURITIES XVIII INC) | Long | Debt | KY | $16M | – | 0.01 |
| PREFERRED TERM XVIII SECURED 144A 09/35 VAR (PREFERRED TERM SECURITIES XVIII LTD / PREFERRED TERM SECURITIES XVIII INC) | Long | Debt | KY | $14M | – | 0.01 |
| PREFERRED TERM XVIII SECURED 144A 09/35 VAR (PREFERRED TERM SECURITIES XVIII LTD / PREFERRED TERM SECURITIES XVIII INC) | Long | Debt | KY | $20K | – | 0.00 |
| PREFERRED TERM XXII SR SECURED 144A 09/36 VAR (PREFERRED TERM SECURITIES XXII LTD / PREFERRED TERM SECURITIES XXII INC) | Long | Debt | KY | $26M | – | 0.02 |
| PREFERRED TERM XXIII SECURED 144A 12/36 VAR (PREFERRED TERM SECURITIES XXIII LTD / PREFERRED TERM SECURITIES XXIII INC) | Long | Debt | KY | $5M | – | 0.00 |
| PREFERRED TERM XXIII SECURED 144A 12/36 VAR (PREFERRED TERM SECURITIES XXIII LTD / PREFERRED TERM SECURITIES XXIII INC) | Long | Debt | KY | $1M | – | 0.00 |
| PREFERRED TERM XXIII SR SECURED 144A 12/36 VAR (PREFERRED TERM SECURITIES XXIII LTD / PREFERRED TERM SECURITIES XXIII INC) | Long | Debt | KY | $51M | – | 0.03 |
| PREFERRED TERM XXIII SR SECURED 144A 12/36 VAR (PREFERRED TERM SECURITIES XXIII LTD / PREFERRED TERM SECURITIES XXIII INC) | Long | Debt | KY | $19M | – | 0.01 |
| PREFERRED TERM XXIII SR SECURED 144A 12/36 VAR (PREFERRED TERM SECURITIES XXIII LTD / PREFERRED TERM SECURITIES XXIII INC) | Long | Debt | KY | $2M | – | 0.00 |
| PREFERRED TERM XXIV SR SECURED 144A 03/37 VAR (PREFERRED TERM SECURITIES XXIV LTD/PREFERRED TERM SECURITIES XXIV INC) | Long | Debt | KY | $45M | – | 0.03 |
| PREFERRED TERM XXIV SR SECURED 144A 03/37 VAR (PREFERRED TERM SECURITIES XXIV LTD/PREFERRED TERM SECURITIES XXIV INC) | Long | Debt | KY | $37M | – | 0.02 |
| PRESS GANEY HOLDINGS INC 2024 TERM LOAN B (PRESS GANEY (AZALEA TOPCO INC)) | Long | Loan | US | $6M | – | 0.00 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2023 NPL1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2023-NPL1) | Long | ABS-mortgage backed security | US | $48M | – | 0.03 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2023 RN1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2023-RN1) | Long | ABS-mortgage backed security | US | $80M | – | 0.05 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2023 RN2 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2023-RN2) | Long | ABS-mortgage backed security | US | $37M | – | 0.02 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL1 A1 144A (PRET 2024-NPL1 LLC) | Long | ABS-mortgage backed security | US | $22M | – | 0.01 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RN1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2024-RN1) | Long | ABS-mortgage backed security | US | $39M | – | 0.03 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RN2 A1 144A (PRET 2024-RN2 LLC) | Long | ABS-mortgage backed security | US | $61M | – | 0.04 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2024-RPL1) | Long | ABS-mortgage backed security | US | $20M | – | 0.01 |
| PRETSL XXVII LTD SR SECURED 144A 12/37 VAR (PREFERRED TERM SECURITIES XXVII LTD/PREFERRED TERM SECURITEIS XXVII INC) | Long | Debt | KY | $9M | – | 0.01 |
| PRETSL XXVII LTD SR SECURED 144A 12/37 VAR (PREFERRED TERM SECURITIES XXVII LTD/PREFERRED TERM SECURITEIS XXVII INC) | Long | Debt | KY | $2M | – | 0.00 |
| PRIME HEALTHCARE SERVICE SR SECURED 144A 11/25 7.25 (PRIME HEALTHCARE SERVICES INC) | Long | Debt | US | $71M | – | 0.05 |
| PRIME MORTGAGE TRUST PRIME 2005 5 1A1 (PRIME MORTGAGE TR 2005-5) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| PRIMEX.ARM.2-AAA SP BRC | Derivative-credit | US | $13K | – | 0.00 | |
| PRKCM TRUST PRKCM 2023 AFC3 A1 144A (PRKCM 2023-AFC3 TRUST) | Long | ABS-mortgage backed security | US | $36M | – | 0.02 |
| PRKCM TRUST PRKCM 2023 AFC4 A1 144A (PRKCM 2023-AFC4 TRUST) | Long | ABS-mortgage backed security | US | $22M | – | 0.01 |
| PRKCM TRUST PRKCM 2024 AFC1 A1 144A (PRKCM 2024-AFC1 TRUST) | Long | ABS-mortgage backed security | US | $27M | – | 0.02 |
| PRKCM TRUST PRKCM 2024 HOME1 A1 144A (PRKCM 2024-HOME1 TRUST) | Long | ABS-mortgage backed security | US | $991K | – | 0.00 |
| PROGRESS RESIDENTIAL TRUST PROG 2021 SFR9 A 144A (PROGRESS RESIDENTIAL 2021-SFR9 TRUST) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| PROGRESS RESIDENTIAL TRUST PROG 2022 SFR1 A 144A (PROGRESS RESIDENTIAL 2022-SFR1 TRUST) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| PROJECT HUDSON II FIXED TERM LOAN (WEST STREET GLOBAL GROWTH PARTNERS LP) | Long | ABS-mortgage backed security | US | $76M | – | 0.05 |
| PROJECT LUMINOUS 2024 ADD ON TERM LOAN (DIGITALBRIDGE GROUP INC) | Long | Loan | US | $18M | – | 0.01 |
| PROJECT LUMINOUS USD 1ST LIEN CANADIAN BORROWER (DIGITALBRIDGE GROUP INC) | Long | Loan | US | $46M | – | 0.03 |
| PROJECT QUASAR PLEDGCO SLU 2022 EUR TERM LOAN A1 (PROJECT QUASAR HOLDCO SLU) | Long | Loan | ES | $99M | – | 0.06 |
| PROSUS NV SR UNSECURED 144A 01/30 2.085 | Long | Debt | NL | $26M | – | 0.02 |
| PROSUS NV SR UNSECURED 144A 01/32 4.193 | Long | Debt | NL | $25M | – | 0.02 |
| PROSUS NV SR UNSECURED 144A 01/34 2.778 | Long | Debt | NL | $19M | – | 0.01 |
| PROSUS NV SR UNSECURED 144A 07/29 1.288 | Long | Debt | NL | $18M | – | 0.01 |
| PROSUS NV SR UNSECURED 144A 07/31 3.061 | Long | Debt | NL | $38M | – | 0.03 |
| PROSUS NV SR UNSECURED REGS 07/31 3.061 | Long | Debt | NL | $663K | – | 0.00 |
| PROSUS NV SR UNSECURED REGS 07/33 1.985 | Long | Debt | NL | $22M | – | 0.01 |
| PROTEUS RMBS DAC PROTE 1A AR 144A (PROTEUS RMBS DAC 1A) | Long | ABS-mortgage backed security | IE | $190M | – | 0.12 |
| PROTEUS RMBS DAC PROTE 1A BR 144A (PROTEUS RMBS DAC 1A) | Long | ABS-mortgage backed security | IE | $56M | – | 0.04 |
| PROTEUS RMBS DAC PROTE 1A CR 144A (PROTEUS RMBS DAC 1A) | Long | ABS-mortgage backed security | IE | $40M | – | 0.03 |
| PROTEUS RMBS DAC PROTE 1A DR 144A (PROTEUS RMBS DAC 1A) | Long | ABS-mortgage backed security | IE | $30M | – | 0.02 |
| PROTEUS RMBS DAC PROTE 1A ER 144A (PROTEUS RMBS DAC 1A) | Long | ABS-mortgage backed security | IE | $25M | – | 0.02 |
| PROTEUS RMBS DAC PROTE 1A FR 144A (PROTEUS RMBS DAC 1A) | Long | ABS-mortgage backed security | IE | $65M | – | 0.04 |
| PROTEUS RMBS DAC PROTE 1A YR 144A (PROTEUS RMBS DAC 1A) | Long | ABS-mortgage backed security | IE | $1.96 | – | – |
| PRP ADVISORS, LLC PRPM 2021 RPL1 A1 144A (PRPM 2021-RPL1 LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| PRP ADVISORS, LLC PRPM 2021 RPL2 A1 144A (PRPM 2021-RPL2 LLC) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| PRP ADVISORS, LLC PRPM 2023 NQM2 A1 144A (PRPM 2023-NQM2 TRUST) | Long | ABS-mortgage backed security | US | $32M | – | 0.02 |
| PRP ADVISORS, LLC PRPM 2023 NQM3 A1 144A (PRPM 2023-NQM3 TRUST) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| PRP ADVISORS, LLC PRPM 2023 RCF1 A1 144A (PRPM 2023-RCF1 LLC) | Long | ABS-mortgage backed security | US | $38M | – | 0.02 |
| PRP ADVISORS, LLC PRPM 2023 RCF2 A1 144A (PRPM 2023-RCF2 LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| PRP ADVISORS, LLC PRPM 2024 2 A1 144A (PRPM 2024-2 LLC) | Long | ABS-mortgage backed security | US | $61M | – | 0.04 |
| PRP ADVISORS, LLC PRPM 2024 NQM1 A1 144A (PRPM 2024-NQM1 TRUST) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| PRP ADVISORS, LLC PRPM 2024 NQM2 A1 144A (PRPM 2024-NQM2 TRUST) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| PRP ADVISORS, LLC PRPM 2024 RCF1 A1 144A (PRPM 2024-RCF1 LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| PRP ADVISORS, LLC PRPM 2024 RCF2 A1 144A (PRPM 2024-RCF2 LLC) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| PRP ADVISORS, LLC PRPM 2024 RCF3 A1 144A (PRPM 2024-RCF3 LLC) | Long | ABS-mortgage backed security | US | $961K | – | 0.00 |
| PRP ADVISORS, LLC PRPM 2024 RPL1 A1 144A (PRPM 2024-RPL1 LLC) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| PUERTO RICO CMWLTH PRC 11/43 ADJUSTABLE VAR (PUERTO RICO GOVT) | Long | Debt | PR | $11M | – | 0.01 |
| PURPLE RE LTD UNSECURED 144A 06/27 VAR | Long | Debt | BM | $20M | – | 0.01 |
| RAAC SERIES RAAC 2005 RP3 M2 144A (RAAC SERIES 2005-RP3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RAAC SERIES RAAC 2006 RP2 M1 144A (RAAC SERIES 2006-RP2) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| RAAC SERIES RAAC 2006 SP1 M1 (RAAC SERIES 2006-SP1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RAAC SERIES RAAC 2007 RP2 A 144A (RAAC SERIES 2007-RP2) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| RAAC SERIES RAAC 2007 RP2 M1 144A (RAAC SERIES 2007-RP2) | Long | ABS-mortgage backed security | US | $19M | – | 0.01 |
| RAAC SERIES RAAC 2007 RP3 A 144A (RAAC SERIES 2007-RP3) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| RAAC SERIES RAAC 2007 RP4 A 144A (RAAC SERIES 2007-RP4) | Long | ABS-mortgage backed security | US | $998K | – | 0.00 |
| RAAC SERIES RAAC 2007 SP3 A2 (RAAC SERIES 2007-SP3) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| RAD CLO LTD RAD 2019 4A AR 144A (RAD CLO LTD 2019 4A) | Long | ABS-collateralized bond/debt obligation | KY | $49M | – | 0.03 |
| RAD CLO LTD RAD 2023 21A A 144A (RAD CLO 21 LTD 2023-21A) | Long | ABS-collateralized bond/debt obligation | KY | $96M | – | 0.06 |
| RBSSP RESECURITIZATION TRUST RBSSP 2009 11 4A3 144A (RBSSP RESECURITIZATION TRUST 2009-11) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| RBSSP RESECURITIZATION TRUST RBSSP 2009 6 18A2 144A (RBSSP RESECURITIZATION TRUST 2009-6) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RBSSP RESECURITIZATION TRUST RBSSP 2009 9 1A2 144A (RBSSP RESECURITIZATION TRUST 2009-9) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| RBSSP RESECURITIZATION TRUST RBSSP 2010 2 14A2 144A (RBSSP RESECURITIZATION TRUST 2010-2) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| RBSSP RESECURITIZATION TRUST RBSSP 2010 2 3A2 144A (RBSSP RESECURITIZATION TRUST 2010-2) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| RBSSP RESECURITIZATION TRUST RBSSP 2010 2 4A2 144A (RBSSP RESECURITIZATION TRUST 2010-2) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| RBSSP RESECURITIZATION TRUST RBSSP 2011 3 1A2 144A (RBSSP RESECURITIZATION TRUST 2011-3) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| RBSSP RESECURITIZATION TRUST RBSSP 2011 4 6A2 144A (RBSSP RESECURITIZATION TRUST 2011-4) | Long | ABS-mortgage backed security | US | $821K | – | 0.00 |
| RBSSP RESECURITIZATION TRUST RBSSP 2012 4 1A 144A (RBSSP RESECURITIZATION TRUST 2012-4) | Long | ABS-mortgage backed security | US | $57M | – | 0.04 |
| RBSSP RESECURITIZATION TRUST RBSSP 2012 4 2A 144A (RBSSP RESECURITIZATION TRUST 2012-4) | Long | ABS-mortgage backed security | US | $8M | – | 0.00 |
| REACH FINANCIAL LLC REACH 2024 1A A 144A (REACH ABS TRUST 2024-1A) | Long | ABS-other | US | $8M | – | 0.01 |
| REAL ESTATE ASSET LIQUIDITY TR REALT 2019 HBCA A 144A (REAL ESTATE ASSET LIQUIDITY TRUST 2019-HBCA) | Long | ABS-mortgage backed security | CA | $7M | – | 0.00 |
| REGAL TRUST IV REGAL 1999 1 B1 144A (REGAL TRUST IV 1999-1) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| REGATTA XIX FUNDING LTD REG19 2022 1A A1 144A | Long | ABS-collateralized bond/debt obligation | KY | $24M | – | 0.02 |
| REGATTA XV FUNDING LTD. REG15 2018 4A A1R 144A (REGATTA XV FUNDING LLC 2018 4A) | Long | ABS-collateralized bond/debt obligation | KY | $103M | – | 0.07 |
| REGATTA XXIV FUNDING LTD. REG24 2021 5A A1 144A | Long | ABS-collateralized bond/debt obligation | KY | $29M | – | 0.02 |
| REGIONAL MANAGEMENT ISSUANCE T RMIT 2024 1 A 144A (REGIONAL MANAGEMENT ISSUANCE TRUST 2024-1) | Long | ABS-other | US | $11M | – | 0.01 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2003 2 A (RENAISSANCE HOME EQUITY LN TR 2003-2) | Long | ABS-mortgage backed security | US | $554K | – | 0.00 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 1 AF4 (RENAISSANCE HOME EQUITY LOAN TR 2006-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 2 AF3 (RENAISSANCE HOME EQUITY LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $250K | – | 0.00 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 2 AF4 (RENAISSANCE HOME EQUITY LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 3 AF2 (RENAISSANCE HOME EQUITY LOAN TR 2006-3) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 3 AF4 (RENAISSANCE HOME EQUITY LOAN TR 2006-3) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 3 AF5 (RENAISSANCE HOME EQUITY LOAN TR 2006-3) | Long | ABS-mortgage backed security | US | $244K | – | 0.00 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 3 AF6 (RENAISSANCE HOME EQUITY LOAN TR 2006-3) | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 1 AF2 (RENAISSANCE HOME EQUITY LOAN TR 2007-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 1 AF3 (RENAISSANCE HOME EQUITY LOAN TR 2007-1) | Long | ABS-mortgage backed security | US | $218K | – | 0.00 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 1 AF4 (RENAISSANCE HOME EQUITY LOAN TR 2007-1) | Long | ABS-mortgage backed security | US | $730K | – | 0.00 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 2 AF1 (RENAISSANCE HOME EQUITY LOAN TR 2007-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 2 AF2 (RENAISSANCE HOME EQUITY LOAN TR 2007-2) | Long | ABS-mortgage backed security | US | $960K | – | 0.00 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 2 AF3 (RENAISSANCE HOME EQUITY LOAN TR 2007-2) | Long | ABS-mortgage backed security | US | $34M | – | 0.02 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 2 AF4 (RENAISSANCE HOME EQUITY LOAN TR 2007-2) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 2 AF5 (RENAISSANCE HOME EQUITY LOAN TR 2007-2) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 2 AF6 (RENAISSANCE HOME EQUITY LOAN TR 2007-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF5 (RENAISSANCE HOME EQUITY LOAN TR 2007-3) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| REPUBLIC OF ARGENTINA BONDS 07/30 VAR (ARGENTINA GOVT) | Long | Debt | AR | $119M | – | 0.08 |
| REPUBLIC OF ARGENTINA BONDS 07/35 VAR (ARGENTINA GOVT) | Long | Debt | AR | $84M | – | 0.05 |
| REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR (ARGENTINA GOVT) | Long | Debt | AR | $52M | – | 0.03 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1 (ARGENTINA GOVT) | Long | Debt | AR | $21M | – | 0.01 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR (ARGENTINA GOVT) | Long | Debt | AR | $169M | – | 0.11 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR (ARGENTINA GOVT) | Long | Debt | AR | $153M | – | 0.10 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR (ARGENTINA GOVT) | Long | Debt | AR | $151M | – | 0.10 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/46 VAR (ARGENTINA GOVT) | Long | Debt | AR | $7M | – | 0.00 |
| REPUBLIC OF PERU SR UNSECURED 144A 02/29 5.94 (PERU GOVT) | Long | Debt | PE | $230K | – | 0.00 |
| REPUBLIC OF PERU SR UNSECURED 144A 08/31 6.95 (PERU GOVT) | Long | Debt | PE | $640K | – | 0.00 |
| REPUBLIC OF PERU SR UNSECURED 144A 08/34 5.4 (PERU GOVT) | Long | Debt | PE | $3M | – | 0.00 |
| REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9 (PERU GOVT) | Long | Debt | PE | $48M | – | 0.03 |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 (PERU GOVT) | Long | Debt | PE | $24M | – | 0.02 |
| REPUBLIC OF PERU SR UNSECURED REGS 08/37 6.9 (PERU GOVT) | Long | Debt | PE | $2M | – | 0.00 |
| REPUBLIC OF POLAND SR UNSECURED 03/54 5.5 (POLAND GOVT) | Long | Debt | PL | $7M | – | 0.00 |
| REPUBLIC OF POLAND SR UNSECURED 09/34 5.125 (POLAND GOVT) | Long | Debt | PL | $47M | – | 0.03 |
| REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5 (SOUTH AFRICA GOVT) | Long | Debt | ZA | $913M | – | 0.60 |
| REPUBLIC OF TURKIYE SR UNSECURED 03/25 4.25 (TURKEY GOVT) | Long | Debt | TR | $287M | – | 0.19 |
| REPUBLIC OF TURKIYE SR UNSECURED 03/30 5.25 (TURKEY GOVT) | Long | Debt | TR | $237M | – | 0.15 |
| REPUBLIC OF TURKIYE SR UNSECURED 04/29 7.625 (TURKEY GOVT) | Long | Debt | TR | $259M | – | 0.17 |
| REPUBLIC OF TURKIYE SR UNSECURED 10/28 6.125 (TURKEY GOVT) | Long | Debt | TR | $75M | – | 0.05 |
| REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25 (VENEZUELAN GOVT) | Long | Debt | VE | $12M | – | 0.01 |
| REPUBLIC OF VENEZUELA SR UNSECURED REGS 03/38 7 (VENEZUELAN GOVT) | Long | Debt | VE | $1M | – | 0.00 |
| REPUBLIC OF VENEZUELA SR UNSECURED REGS 04/25 7.65 (VENEZUELAN GOVT) | Long | Debt | VE | $7M | – | 0.00 |
| REPUBLIC OF VENEZUELA SR UNSECURED REGS 05/28 9.25 (VENEZUELAN GOVT) | Long | Debt | VE | $13M | – | 0.01 |
| REPUBLIC OF VENEZUELA SR UNSECURED REGS 08/31 11.95 (VENEZUELAN GOVT) | Long | Debt | VE | $12M | – | 0.01 |
| REPUBLIC OF VENEZUELA SR UNSECURED REGS 10/24 8.25 (VENEZUELAN GOVT) | Long | Debt | VE | $9M | – | 0.01 |
| REPUBLIC OF VENEZUELA SR UNSECURED REGS 10/26 11.75 (VENEZUELAN GOVT) | Long | Debt | VE | $1M | – | 0.00 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2022-1A) | Long | ABS-other | US | $20M | – | 0.01 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2023 3A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3A LLC) | Long | ABS-other | US | $33M | – | 0.02 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2024 1A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2024-1A) | Long | ABS-other | US | $11M | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2004 QA6 NB1 (RESIDENTIAL ACCREDIT LOANS 2004-QA6) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA13 2A1 (RESIDENTIAL ACCREDIT LOANS 2005-QA13) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA4 A31 (RESIDENTIAL ACCREDIT LOANS 2005-QA4) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA7 A21 (RESIDENTIAL ACCREDIT LOANS 2005-QA7) | Long | ABS-mortgage backed security | US | $765K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA8 CB11 (RESIDENTIAL ACCREDIT LOANS INC 2005-QA8) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA8 CB21 (RESIDENTIAL ACCREDIT LOANS INC 2005-QA8) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA9 NB21 (RESIDENTIAL ACCREDIT LOANS INC 2005-QA9) | Long | ABS-mortgage backed security | US | $204K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO1 A1 (RALI SERIES 2005-QO1 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO1 A2 (RALI SERIES 2005-QO1 TRUST) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO2 A1 (RESIDENTIAL ACCREDIT LOANS INC 2005-QO2) | Long | ABS-mortgage backed security | US | $219K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO4 1A1 (RESIDENTIAL ACCREDIT LOANS INC 2005-QO4) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO4 2A1 (RESIDENTIAL ACCREDIT LOANS INC 2005-QO4) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO5 A1 (RESIDENTIAL ACCREDIT LOANS INC 2005-QO5) | Long | ABS-mortgage backed security | US | $8M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS10 2A (RESIDENTIAL ACCREDIT LOANS 2005-QS10) | Long | ABS-mortgage backed security | US | $266K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS10 3A4 (RESIDENTIAL ACCREDIT LOANS 2005-QS10) | Long | ABS-mortgage backed security | US | $749K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS12 A7 (RESIDENTIAL ACCREDIT LOANS 2006-QS12) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS15 1A (RESIDENTIAL ACCREDIT LOANS INC 2005-QS15) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS16 A9 (RESIDENTIAL ACCREDIT LOANS 2006-QS15) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS17 A1 (RESIDENTIAL ACCREDIT LOANS 2005-QS-17) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS17 A10 (RESIDENTIAL ACCREDIT LOANS 2005-QS-17) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS17 A5 (RESIDENTIAL ACCREDIT LOANS 2005-QS-17) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA2 1A1 (RESIDENTIAL ACCREDIT LOANS INC 2006-QA2) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA3 A2 (RESIDENTIAL ACCREDIT LOANS 2006-QA3) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA4 A (RESIDENTIAL ACCREDIT LOANS 2006-QA4) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA5 1A2 (RESIDENTIAL ACCREDIT LOANS 2006-QA5) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA8 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QA8) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA8 A2 (RESIDENTIAL ACCREDIT LOANS 2006-QA8) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA9 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QA9) | Long | ABS-mortgage backed security | US | $977K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO5 1A1 (RESIDENTIAL ACCREDIT LOANS 2006-QO5) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO5 3A4 (RESIDENTIAL ACCREDIT LOANS 2006-QO5) | Long | ABS-mortgage backed security | US | $488K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO6 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QO6) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO7 3A2 (RALI TRUST 2006-QO7) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS10 A11 (RESIDENTIAL ACCREDIT LOANS INC 2006-QS10) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS10 A7 (RESIDENTIAL ACCREDIT LOANS INC 2006-QS10) | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS11 1A1 (RESIDENTIAL ACCREDIT LOANS 2006-QS11) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS11 1A3 (RESIDENTIAL ACCREDIT LOANS 2006-QS11) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS13 1A5 (RESIDENTIAL ACCREDIT LOANS 2006-QS13) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS7 A4 (RESIDENTIAL ACCREDIT LOANS 2006-QS7) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS8 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QS8) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS8 A2 (RESIDENTIAL ACCREDIT LOANS 2006-QS8) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS8 A3 (RESIDENTIAL ACCREDIT LOANS 2006-QS8) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA1 A3 (RESIDENTIAL ACCREDIT LOANS 2007-QA1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH9 A1 (RESIDENTIAL ACCREDIT LOANS INC 2007-QH9) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QO2 A1 (RESIDENTIAL ACCREDIT LOANS INC 2007-QO2) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QO4 A1 (RESIDENTIAL ACCREDIT LOAN, INC. 2007-QO4) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QO5 A (RALI SERIES 2007-QO5 TRUST) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS1 1A4 (RESIDENTIAL ACCREDIT LOANS 2007-QS1) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS1 2A2 (RESIDENTIAL ACCREDIT LOANS 2007-QS1) | Long | ABS-mortgage backed security | US | $334K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS1 2A5 (RESIDENTIAL ACCREDIT LOANS 2007-QS1) | Long | ABS-mortgage backed security | US | $985K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS1 2A6 (RESIDENTIAL ACCREDIT LOANS 2007-QS1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS3 A1 (RESIDENTIAL ACCREDIT LOANS INC 2007-QS3) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS3 A2 (RESIDENTIAL ACCREDIT LOANS INC 2007-QS3) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS4 2A1 (RESIDENTIAL ACCREDIT LOAN, INC. 2007-QS4) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS4 3A6 (RESIDENTIAL ACCREDIT LOAN, INC. 2007-QS4) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS6 A76 (RESIDENTIAL ACCREDIT LOANS 2007-QS6) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS7 1A1 (RESIDENTIAL ACCREDIT LOANS 2007-QS7) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS7 1A3 (RESIDENTIAL ACCREDIT LOANS 2007-QS7) | Long | ABS-mortgage backed security | US | $636K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS7 2A1 (RESIDENTIAL ACCREDIT LOANS 2007-QS7) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS8 A7 (RALI TRUST 2007-QS8) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS8 A9 (RALI TRUST 2007-QS8) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2003 RS9 MII1 (RESIDENTIAL ASSET MTG PROD INC 2003-RS9) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 KR1 MI1 144A (RAMP SERIES 2004-KR1 TRUST 2004-KR1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 KR1 MI2 144A (RAMP SERIES 2004-KR1 TRUST 2004-KR1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 KR1 MII1 144A (RAMP SERIES 2004-KR1 TRUST 2004-KR1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 KR1 MII2 144A (RAMP SERIES 2004-KR1 TRUST 2004-KR1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 RS10 MI2 (RESIDENTIAL ASSET MORTGAGE PRODUCTS INC 2004-RS10) | Long | ABS-mortgage backed security | US | $401K | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 RS12 MI2 (RESIDENTIAL ASSET MTGE PROD 2004-RS12) | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 RS12 MII5 (RESIDENTIAL ASSET MTGE PROD 2004-RS12) | Long | ABS-mortgage backed security | US | $473K | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 RS2 MII1 (RAMP TRUST 2004-RS2) | Long | ABS-mortgage backed security | US | $463K | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 RS2 MII2 (RAMP TRUST 2004-RS2) | Long | ABS-mortgage backed security | US | $309K | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 RS4 MII2 (RESIDENTIAL ASSET MTGE PROD INC 2004-RS4) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 RS8 MII2 (RESIDENTIAL ASSET MORTGAGE PROD 2004-RS8) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 SL1 A7 (RESIDENTIAL ASSET MTGE PROD INC 2004-SL1) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 SL4 A5 (RESIDENTIAL ASSET MTGE PROD INC 2004-SL4) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC2 M6 (RESIDENTIAL ASSET MTG PROD INC 2005-EFC2) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC3 M6 (RESIDENTIAL ASSET MTGE PROD 2005-EFC3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC3 M7 (RESIDENTIAL ASSET MTGE PROD 2005-EFC3) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC4 M5 (RESIDENTIAL ASSET MTGE PROD 2005-EFC4) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC5 M4 (RESIDENTIAL ASSET MTGE PROD 2005-EFC5) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC5 M5 (RESIDENTIAL ASSET MTGE PROD 2005-EFC5) | Long | ABS-mortgage backed security | US | $583K | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC6 M4 (RESIDENTIAL ASSET MTGE PROD 2005-EFC6) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC7 AI4 (RESIDENTIAL ASSET MGTE PROD INC 2005-EFC7) | Long | ABS-mortgage backed security | US | $19M | – | 0.01 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 NC1 AII (RESIDENTIAL ASSET MORTGAGE PROD 2005-NC1) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS1 MI2 (RESIDENTIAL ASSET MORTGAGE PRODUCTS INC 2005-RS1) | Long | ABS-mortgage backed security | US | $319K | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS1 MII2 (RESIDENTIAL ASSET MORTGAGE PRODUCTS INC 2005-RS1) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS2 M5 (RESIDENTIAL ASSET MTGE PROD 2005-RS2) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS2 M6 (RESIDENTIAL ASSET MTGE PROD 2005-RS2) | Long | ABS-mortgage backed security | US | $378K | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS3 M5 (RESIDENTIAL ASSET MTGE PROD 2005-RS3) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS3 M6 (RESIDENTIAL ASSET MTGE PROD 2005-RS3) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS5 M6 (RESIDENTIAL ASSET MORTGAGE PRODUCTS INC 2005-RS5) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS6 M5 (RESIDENTIAL ASSET MTGE PROD 2005-RS6) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS7 M2 (RAMP SERIES 2005-RS7) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS7 M3 (RAMP SERIES 2005-RS7) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 EFC1 M2 (RAMP SERIES TRUST2006-EFC1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 EFC1 M3 (RAMP SERIES TRUST2006-EFC1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 EFC2 M1 (RESIDENTIAL ASSET MTGE PROD 2006-EFC2) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 NC2 M1 (RESIDENTIAL ASSET MORTGAGE PROD 2006-NC2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS4 M1 (RESIDENTIAL ASSET MTGE PROD INC 2006-RS4) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RZ3 M1 (RESIDENTIAL ASSET MTGE PROD 2006-RZ3) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RZ4 M1 (RESIDENTIAL ASSET MTGE PROD 2006-RZ4) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2007 RZ1 M1S (RESIDENTIAL ASSET MTGE PROD 2007-RZ1) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| RESIDENTIAL ASSET SECURITIES C RASC 2003 KS11 MII2 (RESIDENTIAL ASSET SEC CORP 2003-KS11) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2004 KS10 M2 (RESIDENTIAL ASSET SEC CORP 2004-KS10) | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2004 KS10 M3 (RESIDENTIAL ASSET SEC CORP 2004-KS10) | Long | ABS-mortgage backed security | US | $791K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2004 KS10 M4 (RESIDENTIAL ASSET SEC CORP 2004-KS10) | Long | ABS-mortgage backed security | US | $421K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2004 KS11 M1 (RESIDENTIAL ASSET SEC CORP 2004-KS11) | Long | ABS-mortgage backed security | US | $427K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2004 KS3 MII1 (RESIDENTIAL ASSET SEC CORP 2004-KS3) | Long | ABS-mortgage backed security | US | $918K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2004 KS8 MI3 (RESIDENTIAL ASSET SEC CORP 2004-KS8) | Long | ABS-mortgage backed security | US | $802K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2004 KS8 MII1 (RESIDENTIAL ASSET SEC CORP 2004-KS8) | Long | ABS-mortgage backed security | US | $502K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 AHL1 M2 (RASC TRUST 2005-AHL1) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 AHL2 M2 (RESIDENTIAL ASSET SECURITIES 2005-AHL2) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 AHL3 M1 (RESIDENTIAL ASSET SECURITIES 2005-AHL3) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX1 M3 (RESIDENTIAL ASSET SECURITIES 2005-EMX1) | Long | ABS-mortgage backed security | US | $512K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX4 M4 (RESIDENTIAL ASSET SECURITIES 2005-EMX4) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS10 M3 (RESIDENTIAL ASSET SECURITIES 2005-KS10) | Long | ABS-mortgage backed security | US | $281K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS10 M4 (RESIDENTIAL ASSET SECURITIES 2005-KS10) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS11 M2 (RESIDENTIAL ASSET SECURITIES 2005-KS11) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS11 M4 (RESIDENTIAL ASSET SECURITIES 2005-KS11) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS12 M3 (RESIDENTIAL ASSET SECS CORP 2005-KS12) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS3 M8 (RESIDENTIAL ASSET SECURITIES 2005-KS3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS7 M7 (RESIDENTIAL ASSET SECURITIES 2005-KS7) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS8 M5 (RESIDENTIAL ASSET SECURITIES 2005-KS8) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS8 M6 (RESIDENTIAL ASSET SECURITIES 2005-KS8) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX2 M1 (RESIDENTIAL ASSET SECURITIES 2006-EMX2) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX3 A3 (RESIDENTIAL ASSET SEC CORP 2006-EMX3) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX5 A4 (RESIDENTIAL ASSET SEC CORP 2006-EMX5) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX6 A4 (RASC TRUST 2006-EMX6) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX9 1A3 (RESIDENTIAL ASSET SEC CORP 2006-EMX9) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 KS3 M2 (RESIDENTIAL ASSET SECURITIES 2006-KS3) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 KS5 M1 (RESIDENTIAL ASSET SECURITIES 2006-KS5) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 KS7 M1 (RESIDENTIAL ASSET SECURITIES 2006-KS7) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 KS8 A4 (RESIDENTIAL ASSET SECURITIES 2006-KS8) | Long | ABS-mortgage backed security | US | $19M | – | 0.01 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 KS9 AI4 (RESIDENTIAL ASSET SEC CORP 2006-KS9) | Long | ABS-mortgage backed security | US | $56M | – | 0.04 |
| RESIDENTIAL ASSET SECURITIES C RASC 2007 KS1 A4 (RESIDENTIAL ASSET SEC CORP 2007-KS1) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2007 KS2 AI4 (RESIDENTIAL ASSET SEC CORP 2007-KS2) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2007 KS3 AI4 (RESIDENTIAL ASSET SEC CORP 2007-KS3) | Long | ABS-mortgage backed security | US | $32M | – | 0.02 |
| RESIDENTIAL ASSET SECURITIES C RASC 2007 KS3 AII (RESIDENTIAL ASSET SEC CORP 2007-KS3) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2007 KS4 A4 (RESIDENTIAL ASSET SEC CORP 2007-KS4) | Long | ABS-mortgage backed security | US | $814K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2003 A10 A4 (RESIDENTIAL ASSET SEC TR 2003-A10) | Long | ABS-mortgage backed security | US | $315K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A10 A1 (RESIDENTIAL ASSET SEC TRUST 2005-A10) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 2A4 (RESIDENTIAL ASSET SECUR TRUST 2005-A15) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 2A9 (RESIDENTIAL ASSET SECUR TRUST 2005-A15) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A9 A3 (RESIDENTIAL ASSET SEC TRUST 2005-A9) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A9 A5 (RESIDENTIAL ASSET SEC TRUST 2005-A9) | Long | ABS-mortgage backed security | US | $770K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A10 A6 (RESIDENTIAL ASSET SEC TRUST 2006-A10) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A12 A1 (RESIDENTIAL ASSET SEC TRUST 2006-A12) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A12 A3 (RESIDENTIAL ASSET SEC TRUST 2006-A12) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A15 A6 (RESIDENTIAL ASSET SECURITIZATION TRUST 2006-A15) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A5CB A2 (RESIDENTIAL ASSET SEC TRUST 2006-A5CB) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A7CB 1A5 (RESIDENTIAL ASSET SEC TRUST 2006-A7CB) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A9CB A6 (RESIDENTIAL ASSET SEC TRUST 2006-A9CB) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A1 (RESIDENTIAL ASSET SEC TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A2 1A6 (RESIDENTIAL ASSET SEC TRUST 2007-A2) | Long | ABS-mortgage backed security | US | $278K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A2 2A2 (RESIDENTIAL ASSET SEC TRUST 2007-A2) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A3 2A1 (RESIDENTIAL ASSET SECURITIZATION TRUST 2007-A3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A3 2A2 (RESIDENTIAL ASSET SECURITIZATION TRUST 2007-A3) | Long | ABS-other | US | $1M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A5 2A2 (RESIDENTIAL ASSET SECUR TR 2007-A5) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A7 A3 (RESIDENTIAL ASSET SECUR TR 2007-A7) | Long | ABS-mortgage backed security | US | $603K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A7 A6 (RESIDENTIAL ASSET SECUR TR 2007-A7) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A8 1A3 (RESIDENTIAL ASSET SEC TRUST 2007-A8) | Long | ABS-mortgage backed security | US | $323K | – | 0.00 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2003 S9 A1 (RESIDENTIAL FUNDING MTG SEC I 2003-S9) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 SA3 1A (RESIDENTIAL FUNDING MTGE SEC 2005-SA3) | Long | ABS-mortgage backed security | US | $630K | – | 0.00 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 S9 A3 (RESIDENTIAL FUNDING MORTGAGE SECURITIES 2006-S9) | Long | ABS-mortgage backed security | US | $213K | – | 0.00 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 SA3 3A1 (RESIDENTIAL FUNDING MTG SEC I 2006-SA3) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S3 1A6 (RESIDENTIAL FUNDING MTGE SEC 2007-S3) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S4 A14 (RESIDENTIAL FUNDING MTGE SEC 2007-S4) | Long | ABS-mortgage backed security | US | $462K | – | 0.00 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S4 A2 (RESIDENTIAL FUNDING MTGE SEC 2007-S4) | Long | ABS-mortgage backed security | US | $389K | – | 0.00 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S4 A5 (RESIDENTIAL FUNDING MTGE SEC 2007-S4) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S9 1A1 (RESIDENTIAL FUNDING MTGE SEC 2007-S9) | Long | ABS-mortgage backed security | US | $195K | – | 0.00 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 SA2 4A (RESIDENTIAL FUNDING MTGE SEC 2007-SA2) | Long | ABS-mortgage backed security | US | $288K | – | 0.00 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 SA3 3A4 (RESIDENTIAL FUNDING MTGE SEC 2007-SA3) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 SA4 3A1 (RESIDENTIAL FUNDING MORTGAGE SECURITIES I 2007-SA4) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 SA4 5A1 (RESIDENTIAL FUNDING MORTGAGE SECURITIES I 2007-SA4) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A A 144A (RESIDENTIAL MORTGAGE SECURITIES 33 PLC) | Long | ABS-mortgage backed security | GB | $354M | – | 0.23 |
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A B 144A (RESIDENTIAL MORTGAGE SECURITIES 33 PLC) | Long | ABS-mortgage backed security | GB | $36M | – | 0.02 |
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A C 144A (RESIDENTIAL MORTGAGE SECURITIES 33 PLC) | Long | ABS-mortgage backed security | GB | $31M | – | 0.02 |
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A D 144A (RESIDENTIAL MORTGAGE SECURITIES 33 PLC) | Long | ABS-mortgage backed security | GB | $16M | – | 0.01 |
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A E 144A (RESIDENTIAL MORTGAGE SECURITIES 33 PLC) | Long | ABS-mortgage backed security | GB | $14M | – | 0.01 |
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A F 144A (RESIDENTIAL MORTGAGE SECURITIES 33 PLC) | Long | ABS-mortgage backed security | GB | $12M | – | 0.01 |
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A G 144A (RESIDENTIAL MORTGAGE SECURITIES 33 PLC) | Long | ABS-mortgage backed security | GB | $14M | – | 0.01 |
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A G 144A (RESIDENTIAL MORTGAGE SECURITIES 33 PLC) | Long | ABS-mortgage backed security | GB | $13M | – | 0.01 |
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A XS1 144A (RESIDENTIAL MORTGAGE SECURITIES 33 PLC) | Long | ABS-mortgage backed security | GB | $4M | – | 0.00 |
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A XS2 144A (RESIDENTIAL MORTGAGE SECURITIES 33 PLC) | Long | ABS-mortgage backed security | GB | $2M | – | 0.00 |
| RESIDENTIAL MORTGAGE SECURITIE RMS 33A Y 144A (RESIDENTIAL MORTGAGE SECURITIES 33 PLC) | Long | ABS-mortgage backed security | GB | $8K | – | 0.00 |
| RESLOC UK PLC RLOC 2007 1X A3A REGS (RESLOC UK PLC 2007-1X) | Long | ABS-mortgage backed security | GB | $4M | – | 0.00 |
| RFR GBP SONIO/0.75000 09/21/22-10Y LCH | Derivative-interest rate | GB | $176M | – | 0.12 | |
| RFR GBP SONIO/0.75000 09/21/22-30Y LCH | Derivative-interest rate | GB | $363M | – | 0.24 | |
| RFR GBP SONIO/1.06000 02/21/22-30Y LCH | Derivative-interest rate | GB | $-19M | – | -0.01 | |
| RFR GBP SONIO/1.09600 02/14/22-30Y LCH | Derivative-interest rate | GB | $-39M | – | -0.03 | |
| RFR GBP SONIO/1.10100 02/21/22-30Y LCH | Derivative-interest rate | GB | $-19M | – | -0.01 | |
| RFR GBP SONIO/1.17500 02/28/22-30Y LCH | Derivative-interest rate | GB | $-36M | – | -0.02 | |
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH | Derivative-interest rate | GB | $1M | – | 0.00 | |
| RFR GBP SONIO/3.75000 09/18/24-10Y LCH | Derivative-interest rate | GB | $3M | – | 0.00 | |
| RFR GBP SONIO/3.75000 09/18/24-30Y LCH | Derivative-interest rate | GB | $139K | – | 0.00 | |
| RFR GBP SONIO/4.00000 09/18/24-5Y LCH | Derivative-interest rate | GB | $49M | – | 0.03 | |
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH | Derivative-interest rate | GB | $1M | – | 0.00 | |
| RFR JPY MUT+5.89/-0.0200 3/20/21-8Y* LCH | Derivative-interest rate | JP | $51M | – | 0.03 | |
| RFR JPY MUT+5.89/0.0000 03/20/22-5Y* CME | Derivative-interest rate | JP | $11M | – | 0.01 | |
| RFR JPY MUT+5.89/0.00000 03/15/21-8Y LCH | Derivative-interest rate | JP | $217M | – | 0.14 | |
| RFR JPY MUTK/0.17625 04/27/22-5Y LCH | Derivative-interest rate | JP | $-3M | – | -0.00 | |
| RFR JPY MUTK/0.4000 06/15/22-10Y LCH | Derivative-interest rate | JP | $22M | – | 0.01 | |
| RFR JPY MUTK/0.70000 09/18/24-5Y LCH | Derivative-interest rate | JP | $641K | – | 0.00 | |
| RFR JPY MUTK/0.711* 04/27/22-20Y LCH | Derivative-interest rate | JP | $8M | – | 0.01 | |
| RFR JPY MUTK/1.00000 09/18/24-10Y LCH | Derivative-interest rate | JP | $2M | – | 0.00 | |
| RFR USD SOFR/1.00000 06/15/22-5Y CME | Derivative-interest rate | US | $121M | – | 0.08 | |
| RFR USD SOFR/1.00000 06/15/22-5Y LCH | Derivative-interest rate | US | $6M | – | 0.00 | |
| RFR USD SOFR/1.00000 06/15/22-7Y CME | Derivative-interest rate | US | $44M | – | 0.03 | |
| RFR USD SOFR/1.00000 06/15/22-7Y LCH | Derivative-interest rate | US | $85M | – | 0.06 | |
| RFR USD SOFR/1.25000 06/15/22-10Y LCH | Derivative-interest rate | US | $8M | – | 0.01 | |
| RFR USD SOFR/1.60000 01/16/24-2Y LCH | Derivative-interest rate | US | $126M | – | 0.08 | |
| RFR USD SOFR/1.65000 02/08/22-10Y LCH | Derivative-interest rate | US | $-30M | – | -0.02 | |
| RFR USD SOFR/1.73000 02/24/22-10Y LCH | Derivative-interest rate | US | $-28M | – | -0.02 | |
| RFR USD SOFR/1.75000 06/15/22-10Y CME | Derivative-interest rate | US | $63M | – | 0.04 | |
| RFR USD SOFR/1.75000 06/15/22-30Y CME | Derivative-interest rate | US | $19M | – | 0.01 | |
| RFR USD SOFR/1.75000 06/15/22-5Y CME | Derivative-interest rate | US | $52M | – | 0.03 | |
| RFR USD SOFR/1.75000 06/15/22-5Y LCH | Derivative-interest rate | US | $31M | – | 0.02 | |
| RFR USD SOFR/1.75000 06/15/22-7Y CME | Derivative-interest rate | US | $48M | – | 0.03 | |
| RFR USD SOFR/1.75000 06/15/22-7Y LCH | Derivative-interest rate | US | $373M | – | 0.24 | |
| RFR USD SOFR/1.75000 12/21/22-30Y CME | Derivative-interest rate | US | $265M | – | 0.17 | |
| RFR USD SOFR/1.77000 02/14/22-10Y LCH | Derivative-interest rate | US | $-20M | – | -0.01 | |
| RFR USD SOFR/1.78750 05/03/22-5Y LCH | Derivative-interest rate | US | $-17M | – | -0.01 | |
| RFR USD SOFR/1.87200 04/06/22-10Y LCH | Derivative-interest rate | US | $-48M | – | -0.03 | |
| RFR USD SOFR/1.92750 03/25/22-5Y LCH | Derivative-interest rate | US | $-23M | – | -0.02 | |
| RFR USD SOFR/2.00000 12/21/22-10Y CME | Derivative-interest rate | US | $324M | – | 0.21 | |
| RFR USD SOFR/2.00000 12/21/22-5Y CME | Derivative-interest rate | US | $35M | – | 0.02 | |
| RFR USD SOFR/2.00000 12/21/22-7Y CME | Derivative-interest rate | US | $216M | – | 0.14 | |
| RFR USD SOFR/2.25000 06/17/22-5Y LCH | Derivative-interest rate | US | $-28M | – | -0.02 | |
| RFR USD SOFR/2.30000 01/17/24-2Y LCH | Derivative-interest rate | US | $72M | – | 0.05 | |
| RFR USD SOFR/2.35000 01/17/24-1Y CME | Derivative-interest rate | US | $75M | – | 0.05 | |
| RFR USD SOFR/2.37000 06/21/22-5Y LCH | Derivative-interest rate | US | $-18M | – | -0.01 | |
| RFR USD SOFR/2.45000 12/20/23-1Y LCH | Derivative-interest rate | US | $147M | – | 0.10 | |
| RFR USD SOFR/2.46750 07/27/23-5Y LCH | Derivative-interest rate | US | $-15M | – | -0.01 | |
| RFR USD SOFR/2.50800 07/25/23-30Y LCH | Derivative-interest rate | US | $-16M | – | -0.01 | |
| RFR USD SOFR/2.53700 07/24/23-30Y LCH | Derivative-interest rate | US | $-10M | – | -0.01 | |
| RFR USD SOFR/2.55000 07/21/23-30Y LCH | Derivative-interest rate | US | $-10M | – | -0.01 | |
| RFR USD SOFR/2.60500 06/28/22-5Y LCH | Derivative-interest rate | US | $-16M | – | -0.01 | |
| RFR USD SOFR/2.67500 07/24/23-5Y LCH | Derivative-interest rate | US | $-14M | – | -0.01 | |
| RFR USD SOFR/2.68750 04/04/24-1Y LCH | Derivative-interest rate | US | $-7M | – | -0.00 | |
| RFR USD SOFR/2.69000 04/04/24-1Y LCH | Derivative-interest rate | US | $-2M | – | -0.00 | |
| RFR USD SOFR/2.69700 04/04/24-1Y LCH | Derivative-interest rate | US | $-6M | – | -0.00 | |
| RFR USD SOFR/2.70000 07/21/23-5Y LCH | Derivative-interest rate | US | $-13M | – | -0.01 | |
| RFR USD SOFR/2.72100 04/10/24-1Y LCH | Derivative-interest rate | US | $-4M | – | -0.00 | |
| RFR USD SOFR/2.74750 07/25/23-5Y LCH | Derivative-interest rate | US | $-20M | – | -0.01 | |
| RFR USD SOFR/2.76500 07/27/23-1Y LCH | Derivative-interest rate | US | $-22M | – | -0.01 | |
| RFR USD SOFR/2.78100 04/09/24-1Y LCH | Derivative-interest rate | US | $-7M | – | -0.00 | |
| RFR USD SOFR/2.78500 04/10/24-1Y LCH | Derivative-interest rate | US | $-5M | – | -0.00 | |
| RFR USD SOFR/2.79000 04/10/24-1Y LCH | Derivative-interest rate | US | $-5M | – | -0.00 | |
| RFR USD SOFR/2.83500 04/10/24-1Y LCH | Derivative-interest rate | US | $-5M | – | -0.00 | |
| RFR USD SOFR/2.84100 10/31/23-1Y LCH | Derivative-interest rate | US | $-4M | – | -0.00 | |
| RFR USD SOFR/2.84500 11/15/23-1Y LCH | Derivative-interest rate | US | $-6M | – | -0.00 | |
| RFR USD SOFR/2.88000 03/30/22-6Y* LCH | Derivative-interest rate | US | $-51M | – | -0.03 | |
| RFR USD SOFR/2.90000 04/04/22-6Y* LCH | Derivative-interest rate | US | $-78M | – | -0.05 | |
| RFR USD SOFR/2.91000 11/14/23-1Y LCH | Derivative-interest rate | US | $-4M | – | -0.00 | |
| RFR USD SOFR/2.92000 10/17/23-1Y LCH | Derivative-interest rate | US | $-13M | – | -0.01 | |
| RFR USD SOFR/2.97300 10/27/23-1Y LCH | Derivative-interest rate | US | $-4M | – | -0.00 | |
| RFR USD SOFR/2.99250 10/13/23-1Y LCH | Derivative-interest rate | US | $-4M | – | -0.00 | |
| RFR USD SOFR/3.00000 06/21/23-10Y CME | Derivative-interest rate | US | $64M | – | 0.04 | |
| RFR USD SOFR/3.00000 06/21/23-10Y LCH | Derivative-interest rate | US | $23M | – | 0.01 | |
| RFR USD SOFR/3.00000 06/21/23-7Y LCH | Derivative-interest rate | US | $283M | – | 0.18 | |
| RFR USD SOFR/3.01000 07/25/23-1Y LCH | Derivative-interest rate | US | $-30M | – | -0.02 | |
| RFR USD SOFR/3.01750 10/24/23-1Y LCH | Derivative-interest rate | US | $-4M | – | -0.00 | |
| RFR USD SOFR/3.02000 11/08/23-1Y LCH | Derivative-interest rate | US | $-6M | – | -0.00 | |
| RFR USD SOFR/3.05000 07/21/23-1Y LCH | Derivative-interest rate | US | $-19M | – | -0.01 | |
| RFR USD SOFR/3.05200 07/24/23-1Y LCH | Derivative-interest rate | US | $-19M | – | -0.01 | |
| RFR USD SOFR/3.08000 02/23/23-30Y LCH | Derivative-interest rate | US | $-7M | – | -0.00 | |
| RFR USD SOFR/3.08750 11/07/23-1Y LCH | Derivative-interest rate | US | $-4M | – | -0.00 | |
| RFR USD SOFR/3.14000 10/25/23-1Y LCH | Derivative-interest rate | US | $-4M | – | -0.00 | |
| RFR USD SOFR/3.19000 10/25/23-1Y LCH | Derivative-interest rate | US | $-4M | – | -0.00 | |
| RFR USD SOFR/3.22500 10/25/23-1Y LCH | Derivative-interest rate | US | $-4M | – | -0.00 | |
| RFR USD SOFR/3.25000 06/21/23-5Y CME | Derivative-interest rate | US | $23M | – | 0.02 | |
| RFR USD SOFR/3.25000 06/21/23-5Y LCH | Derivative-interest rate | US | $39M | – | 0.03 | |
| RFR USD SOFR/3.30000 06/14/23-10Y LCH | Derivative-interest rate | US | $-17M | – | -0.01 | |
| RFR USD SOFR/3.37000 07/12/23-30Y LCH | Derivative-interest rate | US | $-7M | – | -0.00 | |
| RFR USD SOFR/3.50000 05/22/23-10Y LCH | Derivative-interest rate | US | $279M | – | 0.18 | |
| RFR USD SOFR/3.50000 06/21/23-10Y LCH | Derivative-interest rate | US | $-8M | – | -0.01 | |
| RFR USD SOFR/3.50000 06/21/23-3Y LCH | Derivative-interest rate | US | $5M | – | 0.00 | |
| RFR USD SOFR/3.50000 06/22/23-7Y LCH | Derivative-interest rate | US | $-9M | – | -0.01 | |
| RFR USD SOFR/3.50000 07/12/24-5Y CME | Derivative-interest rate | US | $-15M | – | -0.01 | |
| RFR USD SOFR/3.50000 07/12/24-8Y CME | Derivative-interest rate | US | $-20M | – | -0.01 | |
| RFR USD SOFR/3.50000 12/20/23-10Y CME | Derivative-interest rate | US | $-5M | – | -0.00 | |
| RFR USD SOFR/3.50000 12/20/23-10Y LCH | Derivative-interest rate | US | $-36M | – | -0.02 | |
| RFR USD SOFR/3.50000 12/20/23-7Y CME | Derivative-interest rate | US | $3M | – | 0.00 | |
| RFR USD SOFR/3.50000 12/20/23-7Y LCH | Derivative-interest rate | US | $114M | – | 0.07 | |
| RFR USD SOFR/3.54542 03/01/24-7Y* LCH | Derivative-interest rate | US | $2M | – | 0.00 | |
| RFR USD SOFR/3.54666 03/01/24-7Y* LCH | Derivative-interest rate | US | $5M | – | 0.00 | |
| RFR USD SOFR/3.55000 05/13/24-7Y CME | Derivative-interest rate | US | $-96M | – | -0.06 | |
| RFR USD SOFR/3.55016 03/01/24-7Y* LCH | Derivative-interest rate | US | $4M | – | 0.00 | |
| RFR USD SOFR/3.55500 03/05/24-30Y LCH | Derivative-interest rate | US | $-2M | – | -0.00 | |
| RFR USD SOFR/3.57226 03/01/24-7Y* LCH | Derivative-interest rate | US | $4M | – | 0.00 | |
| RFR USD SOFR/3.5815* 03/01/24-7Y* LCH | Derivative-interest rate | US | $7M | – | 0.00 | |
| RFR USD SOFR/3.59400 01/09/24-10Y LCH | Derivative-interest rate | US | $4M | – | 0.00 | |
| RFR USD SOFR/3.59507 03/01/24-7Y* LCH | Derivative-interest rate | US | $5M | – | 0.00 | |
| RFR USD SOFR/3.60000 01/17/24-10Y LCH | Derivative-interest rate | US | $4M | – | 0.00 | |
| RFR USD SOFR/3.60080 03/01/24-7Y* LCH | Derivative-interest rate | US | $4M | – | 0.00 | |
| RFR USD SOFR/3.60089 03/01/24-7Y* LCH | Derivative-interest rate | US | $5M | – | 0.00 | |
| RFR USD SOFR/3.60240 03/01/24-7Y* LCH | Derivative-interest rate | US | $3M | – | 0.00 | |
| RFR USD SOFR/3.60243 03/01/24-7Y* LCH | Derivative-interest rate | US | $5M | – | 0.00 | |
| RFR USD SOFR/3.6062* 03/01/24-7Y* LCH | Derivative-interest rate | US | $3M | – | 0.00 | |
| RFR USD SOFR/3.62000 01/31/24-10Y LCH | Derivative-interest rate | US | $-2M | – | -0.00 | |
| RFR USD SOFR/3.62330 03/01/24-7Y* LCH | Derivative-interest rate | US | $3M | – | 0.00 | |
| RFR USD SOFR/3.63761 03/01/24-4Y* LCH | Derivative-interest rate | US | $181K | – | 0.00 | |
| RFR USD SOFR/3.64750 01/08/24-10Y LCH | Derivative-interest rate | US | $3M | – | 0.00 | |
| RFR USD SOFR/3.65000 03/05/24-10Y LCH | Derivative-interest rate | US | $-3M | – | -0.00 | |
| RFR USD SOFR/3.65000 07/10/23-10Y LCH | Derivative-interest rate | US | $-5M | – | -0.00 | |
| RFR USD SOFR/3.65000 11/22/23-1Y LCH | Derivative-interest rate | US | $-6M | – | -0.00 | |
| RFR USD SOFR/3.65000 12/05/23-1Y LCH | Derivative-interest rate | US | $-6M | – | -0.00 | |
| RFR USD SOFR/3.65500 01/24/24-10Y LCH | Derivative-interest rate | US | $-2M | – | -0.00 | |
| RFR USD SOFR/3.65543 03/01/24-4Y* LCH | Derivative-interest rate | US | $352K | – | 0.00 | |
| RFR USD SOFR/3.6637* 03/01/24-7Y* LCH | Derivative-interest rate | US | $2M | – | 0.00 | |
| RFR USD SOFR/3.66500 01/24/24-10Y LCH | Derivative-interest rate | US | $-3M | – | -0.00 | |
| RFR USD SOFR/3.67000 01/08/24-10Y LCH | Derivative-interest rate | US | $3M | – | 0.00 | |
| RFR USD SOFR/3.6766* 03/01/24-7Y* LCH | Derivative-interest rate | US | $2M | – | 0.00 | |
| RFR USD SOFR/3.68400 01/03/24-10Y LCH | Derivative-interest rate | US | $2M | – | 0.00 | |
| RFR USD SOFR/3.68500 01/24/24-10Y LCH | Derivative-interest rate | US | $-3M | – | -0.00 | |
| RFR USD SOFR/3.68700 03/01/24-7Y* LCH | Derivative-interest rate | US | $2M | – | 0.00 | |
| RFR USD SOFR/3.68900 03/01/24-7Y* LCH | Derivative-interest rate | US | $4M | – | 0.00 | |
| RFR USD SOFR/3.69100 03/01/24-7Y* LCH | Derivative-interest rate | US | $3M | – | 0.00 | |
| RFR USD SOFR/3.70000 03/05/24-10Y LCH | Derivative-interest rate | US | $-1M | – | -0.00 | |
| RFR USD SOFR/3.70000 05/13/24-3Y CME | Derivative-interest rate | US | $-91M | – | -0.06 | |
| RFR USD SOFR/3.70000 06/06/23-10Y LCH | Derivative-interest rate | US | $120M | – | 0.08 | |
| RFR USD SOFR/3.71000 03/05/24-10Y LCH | Derivative-interest rate | US | $-3M | – | -0.00 | |
| RFR USD SOFR/3.72136 03/01/24-7Y* LCH | Derivative-interest rate | US | $2M | – | 0.00 | |
| RFR USD SOFR/3.72186 03/01/24-7Y* LCH | Derivative-interest rate | US | $2M | – | 0.00 | |
| RFR USD SOFR/3.72500 02/07/24-10Y LCH | Derivative-interest rate | US | $-1M | – | -0.00 | |
| RFR USD SOFR/3.72680 03/01/24-7Y* LCH | Derivative-interest rate | US | $2M | – | 0.00 | |
| RFR USD SOFR/3.73000 08/03/23-10Y LCH | Derivative-interest rate | US | $-2M | – | -0.00 | |
| RFR USD SOFR/3.7317* 03/01/24-7Y* LCH | Derivative-interest rate | US | $1M | – | 0.00 | |
| RFR USD SOFR/3.73500 01/23/24-10Y LCH | Derivative-interest rate | US | $-1M | – | -0.00 | |
| RFR USD SOFR/3.73500 08/07/23-10Y LCH | Derivative-interest rate | US | $-2M | – | -0.00 | |
| RFR USD SOFR/3.7351* 03/01/24-7Y* LCH | Derivative-interest rate | US | $2M | – | 0.00 | |
| RFR USD SOFR/3.73800 01/23/24-10Y LCH | Derivative-interest rate | US | $-779K | – | -0.00 | |
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH | Derivative-interest rate | US | $2M | – | 0.00 | |
| RFR USD SOFR/3.74901 03/01/24-7Y* LCH | Derivative-interest rate | US | $2M | – | 0.00 | |
| RFR USD SOFR/3.75000 01/02/24-10Y LCH | Derivative-interest rate | US | $1M | – | 0.00 | |
| RFR USD SOFR/3.75000 06/20/24-10Y CME | Derivative-interest rate | US | $-7M | – | -0.00 | |
| RFR USD SOFR/3.75000 06/20/24-10Y LCH | Derivative-interest rate | US | $-13M | – | -0.01 | |
| RFR USD SOFR/3.75000 06/20/24-4Y CME | Derivative-interest rate | US | $-76M | – | -0.05 | |
| RFR USD SOFR/3.75000 06/20/24-4Y LCH | Derivative-interest rate | US | $31K | – | 0.00 | |
| RFR USD SOFR/3.75000 06/20/24-5Y CME | Derivative-interest rate | US | $26M | – | 0.02 | |
| RFR USD SOFR/3.75000 06/20/24-5Y LCH | Derivative-interest rate | US | $87M | – | 0.06 | |
| RFR USD SOFR/3.75000 06/20/24-7Y CME | Derivative-interest rate | US | $-94M | – | -0.06 | |
| RFR USD SOFR/3.75000 06/20/24-7Y LCH | Derivative-interest rate | US | $68M | – | 0.04 | |
| RFR USD SOFR/3.75000 07/12/23-10Y LCH | Derivative-interest rate | US | $-4M | – | -0.00 | |
| RFR USD SOFR/3.75000 11/21/23-1Y LCH | Derivative-interest rate | US | $-5M | – | -0.00 | |
| RFR USD SOFR/3.75000 12/11/23-1Y LCH | Derivative-interest rate | US | $-5M | – | -0.00 | |
| RFR USD SOFR/3.75000 12/18/24-10Y LCH | Derivative-interest rate | US | $-99K | – | -0.00 | |
| RFR USD SOFR/3.75000 12/18/24-5Y LCH | Derivative-interest rate | US | $17M | – | 0.01 | |
| RFR USD SOFR/3.75000 12/18/24-7Y LCH | Derivative-interest rate | US | $5M | – | 0.00 | |
| RFR USD SOFR/3.75000 12/20/23-5Y LCH | Derivative-interest rate | US | $28M | – | 0.02 | |
| RFR USD SOFR/3.76000 08/23/23-10Y LCH | Derivative-interest rate | US | $-6M | – | -0.00 | |
| RFR USD SOFR/3.78300 02/07/24-10Y LCH | Derivative-interest rate | US | $-840K | – | -0.00 | |
| RFR USD SOFR/3.80000 03/10/23-5Y LCH | Derivative-interest rate | US | $-4M | – | -0.00 | |
| RFR USD SOFR/3.80000 08/22/23-7Y LCH | Derivative-interest rate | US | $-1M | – | -0.00 | |
| RFR USD SOFR/3.80000 08/30/23-10Y LCH | Derivative-interest rate | US | $-2M | – | -0.00 | |
| RFR USD SOFR/3.80000 09/05/23-5Y LCH | Derivative-interest rate | US | $-8M | – | -0.01 | |
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH | Derivative-interest rate | US | $92K | – | 0.00 | |
| RFR USD SOFR/3.81000 01/02/24-10Y LCH | Derivative-interest rate | US | $1M | – | 0.00 | |
| RFR USD SOFR/3.83000 10/12/23-30Y LCH | Derivative-interest rate | US | $11K | – | 0.00 | |
| RFR USD SOFR/3.84200 12/26/23-10Y LCH | Derivative-interest rate | US | $905K | – | 0.00 | |
| RFR USD SOFR/3.85400 12/29/23-10Y LCH | Derivative-interest rate | US | $2M | – | 0.00 | |
| RFR USD SOFR/3.86000 02/21/24-10Y LCH | Derivative-interest rate | US | $-3M | – | -0.00 | |
| RFR USD SOFR/3.87000 10/17/23-30Y LCH | Derivative-interest rate | US | $243K | – | 0.00 | |
| RFR USD SOFR/3.88000 10/16/23-30Y LCH | Derivative-interest rate | US | $307K | – | 0.00 | |
| RFR USD SOFR/3.90000 04/10/24-10Y LCH | Derivative-interest rate | US | $-866K | – | -0.00 | |
| RFR USD SOFR/3.90000 04/15/24-10Y LCH | Derivative-interest rate | US | $-416K | – | -0.00 | |
| RFR USD SOFR/3.90000 08/30/23-10Y LCH | Derivative-interest rate | US | $-4M | – | -0.00 | |
| RFR USD SOFR/3.94000 02/22/24-5Y LCH | Derivative-interest rate | US | $-4M | – | -0.00 | |
| RFR USD SOFR/3.95000 04/16/24-10Y LCH | Derivative-interest rate | US | $-393K | – | -0.00 | |
| RFR USD SOFR/3.95000 09/13/23-10Y LCH | Derivative-interest rate | US | $-4M | – | -0.00 | |
| RFR USD SOFR/3.95000 12/19/23-10Y LCH | Derivative-interest rate | US | $898K | – | 0.00 | |
| RFR USD SOFR/3.97000 02/27/24-5Y LCH | Derivative-interest rate | US | $-1M | – | -0.00 | |
| RFR USD SOFR/4.00000 06/20/24-2Y CME | Derivative-interest rate | US | $-72M | – | -0.05 | |
| RFR USD SOFR/4.00000 12/20/23-3Y LCH | Derivative-interest rate | US | $5M | – | 0.00 | |
| RFR USD SOFR/4.03000 10/04/23-10Y LCH | Derivative-interest rate | US | $-1M | – | -0.00 | |
| RFR USD SOFR/4.03000 12/15/23-10Y LCH | Derivative-interest rate | US | $231K | – | 0.00 | |
| RFR USD SOFR/4.07800 04/29/24-10Y LCH | Derivative-interest rate | US | $788K | – | 0.00 | |
| RFR USD SOFR/4.08000 04/17/24-10Y LCH | Derivative-interest rate | US | $754K | – | 0.00 | |
| RFR USD SOFR/4.08000 06/05/24-10Y LCH | Derivative-interest rate | US | $-990K | – | -0.00 | |
| RFR USD SOFR/4.08500 04/22/24-10Y LCH | Derivative-interest rate | US | $825K | – | 0.00 | |
| RFR USD SOFR/4.09000 04/30/24-10Y LCH | Derivative-interest rate | US | $3M | – | 0.00 | |
| RFR USD SOFR/4.10500 04/24/24-10Y LCH | Derivative-interest rate | US | $2M | – | 0.00 | |
| RFR USD SOFR/4.13000 05/03/24-10Y LCH | Derivative-interest rate | US | $1M | – | 0.00 | |
| RFR USD SOFR/4.15000 04/22/24-10Y LCH | Derivative-interest rate | US | $1M | – | 0.00 | |
| RFR USD SOFR/4.15000 10/12/23-10Y LCH | Derivative-interest rate | US | $501K | – | 0.00 | |
| RFR USD SOFR/4.15500 10/02/23-10Y LCH | Derivative-interest rate | US | $820K | – | 0.00 | |
| RFR USD SOFR/4.16500 09/27/23-10Y LCH | Derivative-interest rate | US | $1M | – | 0.00 | |
| RFR USD SOFR/4.17000 10/03/23-10Y LCH | Derivative-interest rate | US | $1M | – | 0.00 | |
| RFR USD SOFR/4.17500 10/10/23-10Y LCH | Derivative-interest rate | US | $673K | – | 0.00 | |
| RFR USD SOFR/4.20000 05/06/24-10Y LCH | Derivative-interest rate | US | $3M | – | 0.00 | |
| RFR USD SOFR/4.20000 10/18/23-10Y LCH | Derivative-interest rate | US | $751K | – | 0.00 | |
| RFR USD SOFR/4.22000 10/20/23-10Y LCH | Derivative-interest rate | US | $1M | – | 0.00 | |
| RFR USD SOFR/4.23000 10/23/23-10Y LCH | Derivative-interest rate | US | $607K | – | 0.00 | |
| RFR USD SOFR/4.25000 03/20/24-5Y CME | Derivative-interest rate | US | $-1M | – | -0.00 | |
| RFR USD SOFR/4.25000 03/20/24-7Y CME | Derivative-interest rate | US | $-5M | – | -0.00 | |
| RFR USD SOFR/4.25000 11/22/23-10Y LCH | Derivative-interest rate | US | $-2M | – | -0.00 | |
| RFR USD SOFR/4.25500 10/23/23-10Y LCH | Derivative-interest rate | US | $711K | – | 0.00 | |
| RFR USD SOFR/4.39250 10/25/23-10Y LCH | Derivative-interest rate | US | $1M | – | 0.00 | |
| RFR USD SOFR/4.43500 11/01/23-10Y LCH | Derivative-interest rate | US | $2M | – | 0.00 | |
| RFR USD SOFR/4.45000 10/31/23-10Y LCH | Derivative-interest rate | US | $2M | – | 0.00 | |
| RFR USD SOFR/4.45000 11/01/23-10Y LCH | Derivative-interest rate | US | $3M | – | 0.00 | |
| RFR USD SOFR/4.50000 05/22/23-2Y LCH | Derivative-interest rate | US | $-135M | – | -0.09 | |
| RFR USD SOFR/4.90000 06/06/23-2Y LCH | Derivative-interest rate | US | $-25M | – | -0.02 | |
| RFRF USD SF+26.161/0.3* 11/05/20-4Y LCH | Derivative-interest rate | US | $22M | – | 0.01 | |
| RFRF USD SF+26.161/0.3* 9/18/23-1Y* CME | Derivative-interest rate | US | $38M | – | 0.02 | |
| RFRF USD SF+26.161/0.5* 12/18/20-7Y LCH | Derivative-interest rate | US | $60M | – | 0.04 | |
| RFRF USD SF+26.161/0.6* 07/15/23-7Y CME | Derivative-interest rate | US | $281M | – | 0.18 | |
| RFRF USD SF+26.161/0.6* 07/29/23-7Y CME | Derivative-interest rate | US | $24M | – | 0.02 | |
| RFRF USD SF+26.161/0.6* 08/05/23-7Y CME | Derivative-interest rate | US | $24M | – | 0.02 | |
| RFRF USD SF+26.161/0.6* 09/24/23-7Y CME | Derivative-interest rate | US | $29M | – | 0.02 | |
| RFRF USD SF+26.161/0.6* 10/01/23-7Y CME | Derivative-interest rate | US | $32M | – | 0.02 | |
| RFRF USD SF+26.161/0.60 12/14/21-3Y LCH | Derivative-interest rate | US | $101M | – | 0.07 | |
| RFRF USD SF+26.161/0.7* 07/28/23-7Y CME | Derivative-interest rate | US | $26M | – | 0.02 | |
| RFRF USD SF+26.161/0.7* 09/25/23-7Y CME | Derivative-interest rate | US | $29M | – | 0.02 | |
| RFRF USD SF+26.161/0.70 12/14/21-3Y LCH | Derivative-interest rate | US | $254M | – | 0.17 | |
| RFRF USD SF+26.161/0.70 12/18/20-10Y LCH | Derivative-interest rate | US | $88M | – | 0.06 | |
| RFRF USD SF+26.161/0.70 9/18/23-7Y* CME | Derivative-interest rate | US | $66M | – | 0.04 | |
| RFRF USD SF+26.161/0.75 06/16/21-10Y LCH | Derivative-interest rate | US | $52M | – | 0.03 | |
| RFRF USD SF+26.161/0.80 12/14/21-3Y LCH | Derivative-interest rate | US | $248M | – | 0.16 | |
| RFRF USD SF+26.161/0.9* 9/11/23-27Y* CME | Derivative-interest rate | US | $693M | – | 0.45 | |
| RFRF USD SF+26.161/0.9* 9/17/23-29Y* CME | Derivative-interest rate | US | $51M | – | 0.03 | |
| RFRF USD SF+26.161/0.90 9/12/23-26Y* CME | Derivative-interest rate | US | $559M | – | 0.36 | |
| RFRF USD SF+26.161/1.0* 9/22/23-29Y* CME | Derivative-interest rate | US | $39M | – | 0.03 | |
| RFRF USD SF+26.161/1.0* 9/28/23-29Y* CME | Derivative-interest rate | US | $24M | – | 0.02 | |
| RFRF USD SF+26.161/1.00 9/15/23-29Y* CME | Derivative-interest rate | US | $39M | – | 0.03 | |
| RFRF USD SF+26.161/1.00 9/16/23-7Y* CME | Derivative-interest rate | US | $41M | – | 0.03 | |
| RFRF USD SF+26.161/1.1* 03/30/21-30Y LCH | Derivative-interest rate | US | $2M | – | 0.00 | |
| RFRF USD SF+26.161/1.2* 06/16/21-30Y LCH | Derivative-interest rate | US | $2B | – | 1.08 | |
| RFRF USD SF+26.161/1.3* 01/04/22-5Y LCH | Derivative-interest rate | US | $-35M | – | -0.02 | |
| RFRF USD SF+26.161/1.3* 07/19/23-8Y CME | Derivative-interest rate | US | $10M | – | 0.01 | |
| RFRF USD SF+26.161/1.3* 07/20/23-8Y CME | Derivative-interest rate | US | $32M | – | 0.02 | |
| RFRF USD SF+26.161/1.4* 01/18/22-5Y LCH | Derivative-interest rate | US | $-6M | – | -0.00 | |
| RFRF USD SF+26.161/1.4* 04/07/21-30Y LCH | Derivative-interest rate | US | $29M | – | 0.02 | |
| RFRF USD SF+26.161/1.4* 7/18/23-4Y* CME | Derivative-interest rate | US | $-24M | – | -0.02 | |
| RFRF USD SF+26.161/1.4* 7/20/23-4Y* CME | Derivative-interest rate | US | $-12M | – | -0.01 | |
| RFRF USD SF+26.161/1.5* 7/11/23-4Y* CME | Derivative-interest rate | US | $-20M | – | -0.01 | |
| RFRF USD SF+26.161/1.5* 7/12/23-4Y* CME | Derivative-interest rate | US | $-12M | – | -0.01 | |
| RFRF USD SF+26.161/1.5* 7/20/23-4Y* CME | Derivative-interest rate | US | $-76M | – | -0.05 | |
| RFRF USD SF+26.161/1.5* 7/20/23-6Y* CME | Derivative-interest rate | US | $-11M | – | -0.01 | |
| RFRF USD SF+26.161/1.5* 8/16/23-4Y* CME | Derivative-interest rate | US | $-23M | – | -0.02 | |
| RFRF USD SF+26.161/1.6* 7/20/23-6Y* CME | Derivative-interest rate | US | $-14M | – | -0.01 | |
| RFRF USD SF+26.161/1.6* 7/24/23-9Y* CME | Derivative-interest rate | US | $-25M | – | -0.02 | |
| RFRF USD SF+26.161/1.6* 7/26/23-6Y* CME | Derivative-interest rate | US | $-17M | – | -0.01 | |
| RFRF USD SF+26.161/1.60 8/15/23-4Y* CME | Derivative-interest rate | US | $-17M | – | -0.01 | |
| RFRF USD SF+26.161/1.7* 7/12/23-9Y* CME | Derivative-interest rate | US | $-7M | – | -0.00 | |
| RFRF USD SF+26.161/1.7* 8/12/23-28Y CME | Derivative-interest rate | US | $34M | – | 0.02 | |
| RFRF USD SF+26.161/1.90 05/18/22-10Y LCH | Derivative-interest rate | US | $832M | – | 0.54 | |
| RFRF USD SF+26.161/2.00 8/18/23-9Y* CME | Derivative-interest rate | US | $-38M | – | -0.03 | |
| RIO OIL FINANCE TRUST SR SECURED 144A 01/27 9.75 (RIO OIL FINANCE TRUST SERIES 2014-3) | Long | Debt | US | $11M | – | 0.01 |
| RIO OIL FINANCE TRUST SR SECURED 144A 04/28 8.2 (RIO OIL FINANCE TRUST SERIES 2018-1) | Long | Debt | US | $19M | – | 0.01 |
| RIO OIL FINANCE TRUST SR SECURED REGS 01/27 9.75 (RIO OIL FINANCE TRUST SERIES 2014-3) | Long | Debt | US | $708K | – | 0.00 |
| RIPON INVESTMENTS FINANCING RIPON PPN PROXY (RIPON INVESTMENTS FINANCING LIMITED) | Long | Debt | GB | $2M | – | 0.00 |
| RIPON MORTGAGES PLC RIPON 1RA B 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-mortgage backed security | GB | $156M | – | 0.10 |
| RIPON MORTGAGES PLC RIPON 1RA C 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-mortgage backed security | GB | $99M | – | 0.06 |
| RIPON MORTGAGES PLC RIPON 1RA D 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-mortgage backed security | GB | $57M | – | 0.04 |
| RIPON MORTGAGES PLC RIPON 1RA E 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-mortgage backed security | GB | $14M | – | 0.01 |
| RIPON MORTGAGES PLC RIPON 1RA F 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-mortgage backed security | GB | $20M | – | 0.01 |
| RIPON MORTGAGES PLC RIPON 1RA G 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-mortgage backed security | GB | $11M | – | 0.01 |
| RIPON MORTGAGES PLC RIPON 1RA R 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-mortgage backed security | GB | $91M | – | 0.06 |
| RIPON MORTGAGES PLC RIPON 1RA X 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-mortgage backed security | GB | $11M | – | 0.01 |
| RIPON MORTGAGES PLC RIPON 1RA X1 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-other | GB | $2K | – | 0.00 |
| RIPON MORTGAGES PLC RIPON 1RA Y 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-mortgage backed security | GB | $57K | – | 0.00 |
| RIPON MORTGAGES PLC RIPON 1RA Z 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-mortgage backed security | GB | $11M | – | 0.01 |
| RIPONSPVASSETS 3MSONIA + 0BP (RIPON HOLDCO FINANCING SARL) | Long | ABS-mortgage backed security | GB | $30M | – | 0.02 |
| RMAC PLC RMAC 3 A REGS (RMAC NO 3 PLC 3) | Long | ABS-mortgage backed security | GB | $11M | – | 0.01 |
| RMAC SECURITIES PLC RMACS 2006 NS2X A2A REGS (RMAC SECURITIES PLC 2006-NS2X) | Long | ABS-mortgage backed security | GB | $908K | – | 0.00 |
| RMAC SECURITIES PLC RMACS 2006 NS3X A2A REGS (RMAC SECURITIES PLC 2006-NS3X) | Long | ABS-mortgage backed security | GB | $4M | – | 0.00 |
| RMAC SECURITIES PLC RMACS 2006 NS4X A3A REGS (RMAC SECURITIES PLC 2006-NS4X) | Long | ABS-mortgage backed security | GB | $5M | – | 0.00 |
| RMAC SECURITIES PLC RMACS 2006 NS4X M1C REGS (RMAC SECURITIES PLC 2006-NS4X) | Long | ABS-mortgage backed security | GB | $3M | – | 0.00 |
| RMAC SECURITIES PLC RMACS 2007 NS1X A2A REGS (RMAC SECURITIES PLC 2007-NS1X) | Long | ABS-mortgage backed security | GB | $6M | – | 0.00 |
| RMAC SECURITIES PLC RMACS 2007 NS1X A2B REGS (RMAC SECURITIES PLC 2007-NS1X) | Long | ABS-mortgage backed security | GB | $20M | – | 0.01 |
| RMAC SECURITIES PLC RMACS 2007 NS1X A2C REGS (RMAC SECURITIES PLC 2007-NS1X) | Long | ABS-mortgage backed security | GB | $1M | – | 0.00 |
| ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR 144A (ROCKFORD TOWER EUROPE CLO 2018-1A DAC) | Long | ABS-collateralized bond/debt obligation | IE | $32M | – | 0.02 |
| ROLLS ROYCE PLC COMPANY GUAR 06/26 3.375 (ROLLS-ROYCE PLC) | Long | Debt | GB | $5M | – | 0.00 |
| ROLLS ROYCE PLC COMPANY GUAR REGS 02/26 4.625 (ROLLS-ROYCE PLC) | Long | Debt | GB | $49M | – | 0.03 |
| ROLLS ROYCE PLC COMPANY GUAR REGS 10/27 5.75 (ROLLS-ROYCE PLC) | Long | Debt | GB | $56M | – | 0.04 |
| ROLLS-ROYCE PLC SNR SE ICE | Derivative-credit | GB | $4M | – | 0.00 | |
| ROLLS-ROYCE PLC SNR SE ICE | Derivative-credit | GB | $725K | – | 0.00 | |
| ROLLS-ROYCE PLC SNR SE ICE | Derivative-credit | GB | $468K | – | 0.00 | |
| ROLLS-ROYCE PLC SNR SE ICE | Derivative-credit | GB | $366K | – | 0.00 | |
| ROLLS-ROYCE PLC SNR SE ICE | Derivative-credit | GB | $50K | – | 0.00 | |
| ROMANIA NOTES 144A 09/28 5.5 (ROMANIA GOVT) | Long | Debt | RO | $54M | – | 0.04 |
| ROMANIA NOTES 144A 09/33 6.375 (ROMANIA GOVT) | Long | Debt | RO | $56M | – | 0.04 |
| ROMANIA SR UNSECURED 144A 02/34 3.75 (ROMANIA GOVT) | Long | Debt | RO | $24M | – | 0.02 |
| ROMANIA SR UNSECURED 144A 02/36 5.625 (ROMANIA GOVT) | Long | Debt | RO | $34M | – | 0.02 |
| ROMANIA SR UNSECURED 144A 03/28 2.125 (ROMANIA GOVT) | Long | Debt | RO | $4M | – | 0.00 |
| ROMANIA SR UNSECURED 144A 03/31 5.375 (ROMANIA GOVT) | Long | Debt | RO | $85M | – | 0.06 |
| ROMANIA SR UNSECURED 144A 05/32 5.25 (ROMANIA GOVT) | Long | Debt | RO | $82M | – | 0.05 |
| ROMANIA SR UNSECURED 144A 05/37 5.625 (ROMANIA GOVT) | Long | Debt | RO | $101M | – | 0.07 |
| ROMANIA UNSECURED 144A 04/33 2 (ROMANIA GOVT) | Long | Debt | RO | $19M | – | 0.01 |
| ROMANIA UNSECURED 144A 04/41 2.75 (ROMANIA GOVT) | Long | Debt | RO | $42M | – | 0.03 |
| ROMANIA UNSECURED 144A 04/42 2.875 (ROMANIA GOVT) | Long | Debt | RO | $45M | – | 0.03 |
| ROMANIA UNSECURED 144A 07/30 1.75 (ROMANIA GOVT) | Long | Debt | RO | $72M | – | 0.05 |
| ROMARK CLO LTD RMRK 2017 1A A1R 144A (ROMARK CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.00 |
| ROUNDSTONE SECURITIES RNST 2A A 144A (ROUNDSTONE SECURITIES NO 2 DESIGNATED ACTIVITY CO 2A) | Long | ABS-mortgage backed security | IE | $598M | – | 0.39 |
| ROUNDSTONE SECURITIES RNST 2A B 144A (ROUNDSTONE SECURITIES NO 2 DESIGNATED ACTIVITY CO 2A) | Long | ABS-mortgage backed security | IE | $42M | – | 0.03 |
| ROUNDSTONE SECURITIES RNST 2A C 144A (ROUNDSTONE SECURITIES NO 2 DESIGNATED ACTIVITY CO 2A) | Long | ABS-mortgage backed security | IE | $36M | – | 0.02 |
| ROUNDSTONE SECURITIES RNST 2A D 144A (ROUNDSTONE SECURITIES NO 2 DESIGNATED ACTIVITY CO 2A) | Long | ABS-mortgage backed security | IE | $30M | – | 0.02 |
| ROUNDSTONE SECURITIES RNST 2A E 144A (ROUNDSTONE SECURITIES NO 2 DESIGNATED ACTIVITY CO 2A) | Long | ABS-mortgage backed security | IE | $18M | – | 0.01 |
| ROUNDSTONE SECURITIES RNST 2A F 144A (ROUNDSTONE SECURITIES NO 2 DESIGNATED ACTIVITY CO 2A) | Long | ABS-mortgage backed security | IE | $9M | – | 0.01 |
| ROUNDSTONE SECURITIES RNST 2A R 144A (ROUNDSTONE SECURITIES NO 2 DESIGNATED ACTIVITY CO 2A) | Long | ABS-mortgage backed security | IE | $19M | – | 0.01 |
| ROUNDSTONE SECURITIES RNST 2A X2 144A (ROUNDSTONE SECURITIES NO 2 DESIGNATED ACTIVITY CO 2A) | Long | ABS-mortgage backed security | IE | $980K | – | 0.00 |
| ROUNDSTONE SECURITIES RNST 2A Z 144A (ROUNDSTONE SECURITIES NO 2 DESIGNATED ACTIVITY CO 2A) | Long | ABS-mortgage backed security | IE | $33M | – | 0.02 |
| RUSSIAN FEDERATION SR UNSECURED 144A 04/42 5.625 (RUSSIAN GOVT) | Long | Debt | RU | $38M | – | 0.03 |
| RUSSIAN FEDERATION SR UNSECURED 144A 05/26 4.75 (RUSSIAN GOVT) | Long | Debt | RU | $1M | – | 0.00 |
| RUSSIAN FEDERATION SR UNSECURED 144A 06/27 4.25 (RUSSIAN GOVT) | Long | Debt | RU | $11M | – | 0.01 |
| RUSSIAN FEDERATION SR UNSECURED 144A 06/47 5.25 (RUSSIAN GOVT) | Long | Debt | RU | $61M | – | 0.04 |
| RUSSIAN FEDERATION SR UNSECURED 144A 09/43 5.875 (RUSSIAN GOVT) | Long | Debt | RU | $13M | – | 0.01 |
| RUSSIAN FEDERATION SR UNSECURED REGS 03/29 4.375 (RUSSIAN GOVT) | Long | Debt | RU | $146K | – | 0.00 |
| RUSSIAN FEDERATION SR UNSECURED REGS 03/30 VAR (RUSSIAN GOVT) | Long | Debt | RU | $2M | – | 0.00 |
| RUSSIAN FEDERATION SR UNSECURED REGS 03/35 5.1 (RUSSIAN GOVT) | Long | Debt | RU | $4M | – | 0.00 |
| RUSSIAN FEDERATION SR UNSECURED REGS 04/42 5.625 (RUSSIAN GOVT) | Long | Debt | RU | $247M | – | 0.16 |
| RUSSIAN FEDERATION SR UNSECURED REGS 05/26 4.75 (RUSSIAN GOVT) | Long | Debt | RU | $134M | – | 0.09 |
| RUSSIAN FEDERATION SR UNSECURED REGS 06/27 4.25 (RUSSIAN GOVT) | Long | Debt | RU | $132M | – | 0.09 |
| RUSSIAN FEDERATION SR UNSECURED REGS 06/47 5.25 (RUSSIAN GOVT) | Long | Debt | RU | $264M | – | 0.17 |
| RUSSIAN FEDERATION SR UNSECURED REGS 09/43 5.875 (RUSSIAN GOVT) | Long | Debt | RU | $75M | – | 0.05 |
| RUSSIAN RAIL(RZD CAP) SR UNSECURED REGS 03/31 7.487 (RZD CAPITAL PUBLIC LIMITED COMPANY) | Long | Debt | IE | $53M | – | 0.03 |
| SABINE RE LTD UNSECURED 144A 04/31 VAR | Long | Debt | BM | $7M | – | 0.00 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 2 B (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $50M | – | 0.03 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 2 C (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $79M | – | 0.05 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 3 B (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-3) | Long | ABS-other | US | $60M | – | 0.04 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 3 C (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-3) | Long | ABS-other | US | $111M | – | 0.07 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $60M | – | 0.04 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 A3 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $8M | – | 0.01 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 2 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-2) | Long | ABS-other | US | $44M | – | 0.03 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3) | Long | ABS-other | US | $88M | – | 0.06 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A3 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3) | Long | ABS-other | US | $87M | – | 0.06 |
| SANTANDER HOLDINGS USA SR UNSECURED 07/25 4.5 (SANTANDER HOLDINGS USA INC) | Long | Debt | US | $17M | – | 0.01 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 01/28 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $10M | – | 0.01 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 01/29 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $106M | – | 0.07 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 11/28 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $30M | – | 0.02 |
| SAXON ASSET SECURITIES TRUST SAST 2001 2 M1 (SAXON ASSET SECURITIES TRUST 2001-2) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| SAXON ASSET SECURITIES TRUST SAST 2003 3 M1 (SAXON ASSET SECURITIES TRUST 2003-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| SAXON ASSET SECURITIES TRUST SAST 2004 3 B3 (SAXON ASSET SECURITIES TR 2004-3) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| SAXON ASSET SECURITIES TRUST SAST 2004 3 M2 (SAXON ASSET SECURITIES TR 2004-3) | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| SAXON ASSET SECURITIES TRUST SAST 2005 1 M3 (SAXON ASSET SECURITIES TRUST 2005-1) | Long | ABS-mortgage backed security | US | $671K | – | 0.00 |
| SAXON ASSET SECURITIES TRUST SAST 2005 3 M4 (SAXON ASSET SECURITIES TRUST 2005-3) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| SAXON ASSET SECURITIES TRUST SAST 2005 3 M5 (SAXON ASSET SECURITIES TRUST 2005-3) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| SAXON ASSET SECURITIES TRUST SAST 2005 4 M2 (SAXON ASSET SECURITIES TRUST 2005-4) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| SAXON ASSET SECURITIES TRUST SAST 2005 4 M3 (SAXON ASSET SECURITIES TRUST 2005-4) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| SAXON ASSET SECURITIES TRUST SAST 2005 4 M4 (SAXON ASSET SECURITIES TRUST 2005-4) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| SAXON ASSET SECURITIES TRUST SAST 2006 3 A4 (SAXON ASSET SECURITIES TRUST 2006-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| SAXON ASSET SECURITIES TRUST SAST 2007 2 A2B (SAXON ASSET SECURITIES TRUST 2007-2) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| SAXON ASSET SECURITIES TRUST SAST 2007 3 1A (SAXON ASSET SECURITIES TRUST 2007-3) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| SAXON ASSET SECURITIES TRUST SAST 2007 3 2A4 (SAXON ASSET SECURITIES TRUST 2007-3) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| SAXON ASSET SECURITIES TRUST SAST 2007 4 A2 144A (SAXON ASSET SECURITIES TRUST 2007-4) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| SBNA AUTO LEASE TRUST SBALT 2023 A A4 144A (SBNA AUTO LEASE TRUST 2023-A) | Long | ABS-other | US | $17M | – | 0.01 |
| SBNA AUTO LEASE TRUST SBALT 2024 B A2 144A (SBNA AUTO LEASE TRUST 2024-B) | Long | ABS-other | US | $38M | – | 0.03 |
| SBNA AUTO LEASE TRUST SBALT 2024 B A3 144A (SBNA AUTO LEASE TRUST 2024-B) | Long | ABS-other | US | $53M | – | 0.03 |
| SBNA AUTO RECEIVABLES TRUST SBAT 2024 A A2 144A (SBNA AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $48M | – | 0.03 |
| SBNA AUTO RECEIVABLES TRUST SBAT 2024 A A3 144A (SBNA AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $49M | – | 0.03 |
| SBNA AUTO RECEIVABLES TRUST SBAT 2024 A A4 (SBNA AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $13M | – | 0.01 |
| SCUR ALPHA 1503 GMBH EUR TERM LOAN B1 (ENVALIOR FINANCE GMBH) | Long | Loan | DE | $122M | – | 0.08 |
| SCURALPHA 1503 GMBH USD TERM LOAN B1 (ENVALIOR FINANCE GMBH) | Long | Loan | DE | $203M | – | 0.13 |
| SEAZEN GROUP LTD SR SECURED REGS 07/25 4.45 (SEAZEN GROUP LIMITED) | Long | Debt | KY | $3M | – | 0.00 |
| SEAZEN GROUP LTD SR SECURED REGS 08/24 6 (SEAZEN GROUP LIMITED) | Long | Debt | KY | $10M | – | 0.01 |
| SECURITIZED ASSET BACKED RECEI SABR 2005 FR4 M2 (SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-FR4) | Long | ABS-mortgage backed security | US | $493K | – | 0.00 |
| SECURITIZED ASSET BACKED RECEI SABR 2005 HE1 M1 (SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-HE1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| SECURITIZED ASSET BACKED RECEI SABR 2005 OP1 M2 (SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-OP1) | Long | ABS-mortgage backed security | US | $679K | – | 0.00 |
| SECURITIZED ASSET BACKED RECEI SABR 2005 OP2 M3 (SEC ASSET BACKED REC LLC 2005-OP2) | Long | ABS-mortgage backed security | US | $794K | – | 0.00 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 FR1 M1 (SEC ASSET BACKED REC LLC 2006-FR1) | Long | ABS-mortgage backed security | US | $22M | – | 0.01 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3 (SEC ASSET BACKED REC LLC 2006-FR3) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 FR4 A1 144A (SEC ASSET BACKED REC LLC 2006-FR4) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 FR4 A2A (SEC ASSET BACKED REC LLC 2006-FR4) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 FR4 A2B (SEC ASSET BACKED REC LLC 2006-FR4) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A1 144A (SECURITIZED ASSET BACKED REC 2006-HE1) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2C (SECURITIZED ASSET BACKED REC 2006-HE1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2B (SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-HE2) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2C (SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-HE2) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2D (SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-HE2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 NC3 A2B (SEC ASSET BACKED REC LLC 2006-NC3) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 WM1 A2C (SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 WM1 M1 (SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM1) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 WM2 A2A (SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM2) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 WM3 A2 (SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM3) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 WM4 A2A (SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM4) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 WM4 A2C (SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM4) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| SECURITIZED ASSET BACKED RECEI SABR 2007 HE1 A1 144A (SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1) | Long | ABS-mortgage backed security | US | $25M | – | 0.02 |
| SECURITIZED ASSET BACKED RECEI SABR 2007 HE1 A2A (SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| SECURITIZED ASSET BACKED RECEI SABR 2007 HE1 A2C (SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| SECURITIZED ASSET BACKED RECEI SABR 2007 NC1 A1 144A (SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-NC1) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 10 1A (SEQUOIA MORTGAGE TRUST 10) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 10 2A1 (SEQUOIA MORTGAGE TRUST 10) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2003 1 1A (SEQUOIA MORTGAGE TRUST 2003-1) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2003 1 2A (SEQUOIA MORTGAGE TRUST 2003-1) | Long | ABS-mortgage backed security | US | $193K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2003 2 A1 (SEQUOIA MORTGAGE TRUST 2003-2) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2003 4 2A1 (SEQUOIA MORTGAGE TRUST 2003-4) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2004 10 A3A (SEQUOIA MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2004 4 B1 (SEQUOIA MORTGAGE TRUST 2004-4) | Long | ABS-mortgage backed security | US | $11.73 | – | – |
| SEQUOIA MORTGAGE TRUST SEMT 2004 7 A2 (SEQUOIA MORTGAGE TRUST 2004-7) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2004 9 A1 (SEQUOIA MORTGAGE TRUST 2004-9) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2004 9 B1 (SEQUOIA MORTGAGE TRUST 2004-9) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2006 1 1A1A (SEQUOIA MORTGAGE TRUST 2006-1) | Long | ABS-mortgage backed security | US | $829K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2007 1 2A1 (SEQUOIA MORTGAGE TRUST 2007-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2007 1 4A1 (SEQUOIA MORTGAGE TRUST 2007-1) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2007 3 2BA1 (SEQUOIA MORTGAGE TRUST 2007-3) | Long | ABS-mortgage backed security | US | $351K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2007 3 2CA1 (SEQUOIA MORTGAGE TRUST 2007-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2007 4 3A1 (SEQUOIA MORTGAGE TRUST 2007-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A (SFO COMMERCIAL MORTGAGE TRUST 2021-555) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A (SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1A) | Long | ABS-other | US | $16M | – | 0.01 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A4 144A (SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1A) | Long | ABS-other | US | $4M | – | 0.00 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A2 144A (SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2A) | Long | ABS-other | US | $83M | – | 0.05 |
| SG MORTGAGE SECURITIES TRUST SGMS 2005 OPT1 M3 (SG MORTGAGE SECURITIES TRUST 2005-OPT1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| SG MORTGAGE SECURITIES TRUST SGMS 2006 FRE1 A2C (SG MORTGAGE SECURITIES TRUST 2006-FRE1) | Long | ABS-mortgage backed security | US | $602K | – | 0.00 |
| SG MORTGAGE SECURITIES TRUST SGMS 2006 FRE2 A2C (SG MORTGAGE SECURITIES TRUST 2006-FRE2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| SG MORTGAGE SECURITIES TRUST SGMS 2006 FRE2 A2D (SG MORTGAGE SECURITIES TRUST 2006-FRE2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| SG MORTGAGE SECURITIES TRUST SGMS 2006 OPT2 A2 (SG MORTGAGE SECURITIES TRUST 2006-OPT2) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| SHAMROCK RESIDENTIAL SROCK 2022 1 A REGS (SHAMROCK RESIDENTIAL 2022-1 DAC 22-1) | Long | ABS-mortgage backed security | IE | $7M | – | 0.00 |
| SHAMROCK RESIDENTIAL SROCK 2023 1X A REGS (SHAMROCK RESIDENTIAL 2023-1 DAC 23-1X) | Long | ABS-mortgage backed security | IE | $18M | – | 0.01 |
| SIERRA HAMILTON HOLDER LLC (SIERRA HAMILTON HOLDINGS LLC) | Long | Equity-common | US | $2K | 15M | 0.00 |
| SIERRA MADRE FUNDING LTD MADRE 2004 1A ALTB 144A (SIERRA MADRE FUNDING LTD 2004-1A) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.01 |
| SILVER ROCK CLO LTD SLVRK 2020 1A AR 144A (SILVER ROCK CLO LTD 2020-1A) | Long | ABS-collateralized bond/debt obligation | KY | $95M | – | 0.06 |
| SLM STUDENT LOAN TR 03 7 ASSET BACKED 144A 12/33 VAR (SLM STUDENT LOAN TRUST 2003-7) | Long | Debt | US | $533K | – | 0.00 |
| SLM STUDENT LOAN TRUST SLMA 2004 5X A6 REGS (SLM STUDENT LOAN TRUST 2004-5X) | Long | ABS-other | US | $5M | – | 0.00 |
| SLM STUDENT LOAN TRUST SLMA 2006 B A5 (STUDENT LOAN MARKETING ASSN 2006-B) | Long | ABS-other | US | $291K | – | 0.00 |
| SLM STUDENT LOAN TRUST SLMA 2012 5 A3 (SLM STUDENT LOAN TRUST 2012-5) | Long | ABS-other | US | $22M | – | 0.01 |
| SMALL BUSINESS ADMINISTRATION SBAP 2008 20D 1 (SMALL BUSINESS ADMIN PART CERTS 2008-20D) | Long | ABS-other | US | $57K | – | 0.00 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2020-PTA) | Long | ABS-other | US | $2M | – | 0.00 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B) | Long | ABS-other | US | $229M | – | 0.15 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B) | Long | ABS-other | US | $241M | – | 0.16 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B) | Long | ABS-other | US | $92M | – | 0.06 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B C 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B) | Long | ABS-other | US | $23M | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B D 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B) | Long | ABS-other | US | $38M | – | 0.02 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B R 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B) | Long | ABS-other | US | $38M | – | 0.02 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 C A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-C) | Long | ABS-other | US | $7M | – | 0.00 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 D A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-D) | Long | ABS-other | US | $123M | – | 0.08 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 D A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-D) | Long | ABS-other | US | $193M | – | 0.13 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 D B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-D) | Long | ABS-other | US | $46M | – | 0.03 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 D C 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-D) | Long | ABS-other | US | $13M | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 D D 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-D) | Long | ABS-other | US | $36M | – | 0.02 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 D R 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-D) | Long | ABS-other | US | $9M | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 B A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-B) | Long | ABS-other | US | $278M | – | 0.18 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 B A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-B) | Long | ABS-other | US | $440M | – | 0.29 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 B B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-B) | Long | ABS-other | US | $128M | – | 0.08 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 B C 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-B) | Long | ABS-other | US | $20M | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 B D 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-B) | Long | ABS-other | US | $64M | – | 0.04 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 B R 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-B) | Long | ABS-other | US | $10M | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-D) | Long | ABS-other | US | $89M | – | 0.06 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-D) | Long | ABS-other | US | $143M | – | 0.09 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-D) | Long | ABS-other | US | $46M | – | 0.03 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D C 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-D) | Long | ABS-other | US | $9M | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D D 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-D) | Long | ABS-other | US | $20M | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D R 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-D) | Long | ABS-other | US | $2M | – | 0.00 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2024-A) | Long | ABS-other | US | $8M | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2024-B) | Long | ABS-other | US | $63M | – | 0.04 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2024-B) | Long | ABS-other | US | $62M | – | 0.04 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2024-B) | Long | ABS-other | US | $12M | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B C 144A (SMB PRIVATE EDUCATION LOAN TRUST 2024-B) | Long | ABS-other | US | $4M | – | 0.00 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B D 144A (SMB PRIVATE EDUCATION LOAN TRUST 2024-B) | Long | ABS-other | US | $5M | – | 0.00 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B R 144A (SMB PRIVATE EDUCATION LOAN TRUST 2024-B) | Long | ABS-other | US | $6M | – | 0.00 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2024-C) | Long | ABS-other | US | $44M | – | 0.03 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2024-C) | Long | ABS-other | US | $12M | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2024-D) | Long | ABS-other | US | $119M | – | 0.08 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B (SMB PRIVATE EDUCATION LOAN TRUST 2024-D) | Long | ABS-other | US | $131M | – | 0.09 |
| SMRT SMRT 2022 MINI A 144A (SMRT 2022-MINI) | Long | ABS-mortgage backed security | US | $74M | – | 0.05 |
| SOCIAL PROFESSIONAL LOAN PROGR SOFI 2016 F A2 144A (SOFI PROFESSIONAL LOAN PROGRAM 2016-F LLC) | Long | ABS-other | US | $2M | – | 0.00 |
| SOCIETE GENERALE SR UNSECURED 144A 01/27 VAR | Long | Debt | FR | $84M | – | 0.05 |
| SOCIETE GENERALE SR UNSECURED 144A 01/34 VAR | Long | Debt | FR | $136M | – | 0.09 |
| SOCIETE GENERALE SR UNSECURED 144A 06/32 VAR | Long | Debt | FR | $24M | – | 0.02 |
| SOFI ALTERNATIVE TRUST SAT 2018 A P1 144A (SOFI ALTERNATIVE TRUST 2018-A) | Long | ABS-other | US | $68M | – | 0.04 |
| SOFI ALTERNATIVE TRUST SAT 2018 B PT 144A (SOFI ALTERNATIVE TRUST 2018-B) | Long | ABS-other | US | $115M | – | 0.08 |
| SOFI ALTERNATIVE TRUST SAT 2020 A A 144A (SOFI ALTERNATIVE TRUST 2020-A) | Long | ABS-other | US | $157M | – | 0.10 |
| SOFI ALTERNATIVE TRUST SAT 2020 A B 144A (SOFI ALTERNATIVE TRUST 2020-A) | Long | ABS-other | US | $45M | – | 0.03 |
| SOFI ALTERNATIVE TRUST SAT 2020 A R1 144A (SOFI ALTERNATIVE TRUST 2020-A) | Long | ABS-other | US | $22M | – | 0.01 |
| SOFTBANK VISION FUND II FIXED TERM LOAN (SVF II FINCO (CAYMAN) LP) | Long | Loan | GB | $437M | – | 0.29 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-1K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-40K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-186K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-407K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-1M | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240731 | Derivative-foreign exchange | AU | $-9K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-1M | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $38M | – | 0.02 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $37M | – | 0.02 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $34M | – | 0.02 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $11M | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $10M | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $7M | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $6M | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $5M | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $5M | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $4M | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $3M | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $3M | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $3M | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $2M | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $1M | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $868K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $742K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $301K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $292K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $233K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $1K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20241002 | Derivative-foreign exchange | BR | $48M | – | 0.03 | |
| SOLD BRL BOUGHT USD 20241002 | Derivative-foreign exchange | BR | $37M | – | 0.02 | |
| SOLD BRL BOUGHT USD 20241002 | Derivative-foreign exchange | BR | $25M | – | 0.02 | |
| SOLD BRL BOUGHT USD 20241002 | Derivative-foreign exchange | BR | $20M | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $8M | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $8M | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $5M | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $5M | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $4M | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $4M | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $560K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $283K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $5M | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $139K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-105K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-137K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-1M | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-8K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-436K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-503K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-806K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-838K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-1M | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-1M | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $3K | – | 0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $-31K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $-347K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $-604K | – | -0.00 | |
| SOLD CLP BOUGHT USD 20240711 | Derivative-foreign exchange | CL | $299K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $7M | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $4M | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $1M | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $3K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $5M | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $5M | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $4M | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $1M | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $592K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $576K | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240705 | Derivative-foreign exchange | CN | $28K | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240705 | Derivative-foreign exchange | CN | $485.92 | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240806 | Derivative-foreign exchange | CN | $143.47 | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $29K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $23K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-2K | – | -0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-4K | – | -0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $49M | – | 0.03 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $1M | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $710K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $153K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $-6M | – | -0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $41M | – | 0.03 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $17M | – | 0.01 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $6M | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $2M | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $1M | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $774K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $421K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $2M | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $1M | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $969K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $387K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $26K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $12K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $5K | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240708 | Derivative-foreign exchange | ID | $4K | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240726 | Derivative-foreign exchange | ID | $232K | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240726 | Derivative-foreign exchange | ID | $2K | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240729 | Derivative-foreign exchange | ID | $-7K | – | -0.00 | |
| SOLD ILS BOUGHT USD 20240719 | Derivative-foreign exchange | IL | $2M | – | 0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-38.15 | – | – | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-113K | – | -0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-510K | – | -0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $34M | – | 0.02 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $2M | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $18K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $4K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $3K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $531.95 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $461.63 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $62.06 | – | – | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $3M | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $3M | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $1M | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $1M | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $1M | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $637K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $436K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $435K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $-7K | – | -0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $-18K | – | -0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $-882K | – | -0.00 | |
| SOLD KWD BOUGHT USD 20290503 | Derivative-foreign exchange | $1M | – | 0.00 | ||
| SOLD KWD BOUGHT USD 20290507 | Derivative-foreign exchange | $2M | – | 0.00 | ||
| SOLD KWD BOUGHT USD 20290508 | Derivative-foreign exchange | $1M | – | 0.00 | ||
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-928K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-1M | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-1M | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240717 | Derivative-foreign exchange | MX | $-974K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $7M | – | 0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-980.66 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-111K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-472K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-519K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-921K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-996K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-1M | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-2M | – | -0.00 | |
| SOLD MXN BOUGHT USD 20250131 | Derivative-foreign exchange | MX | $2M | – | 0.00 | |
| SOLD MXN BOUGHT USD 20250204 | Derivative-foreign exchange | MX | $2M | – | 0.00 | |
| SOLD MXN BOUGHT USD 20250210 | Derivative-foreign exchange | MX | $3M | – | 0.00 | |
| SOLD MXN BOUGHT USD 20250212 | Derivative-foreign exchange | MX | $2M | – | 0.00 | |
| SOLD MXN BOUGHT USD 20250213 | Derivative-foreign exchange | MX | $1M | – | 0.00 | |
| SOLD MXN BOUGHT USD 20250218 | Derivative-foreign exchange | MX | $3M | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $93K | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $29K | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240802 | Derivative-foreign exchange | NO | $2K | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240802 | Derivative-foreign exchange | NO | $273.36 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $1M | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $692K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $323K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $18K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $4K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $595.68 | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240722 | Derivative-foreign exchange | PE | $2M | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240812 | Derivative-foreign exchange | PE | $577K | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240812 | Derivative-foreign exchange | PE | $522K | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240822 | Derivative-foreign exchange | PE | $703K | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240918 | Derivative-foreign exchange | PE | $784K | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240918 | Derivative-foreign exchange | PE | $511K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $13K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $2K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $2K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $145.57 | – | 0.00 | |
| SOLD SEK BOUGHT USD 20240702 | Derivative-foreign exchange | SE | $11K | – | 0.00 | |
| SOLD SEK BOUGHT USD 20240702 | Derivative-foreign exchange | SE | $-5K | – | -0.00 | |
| SOLD SEK BOUGHT USD 20240802 | Derivative-foreign exchange | SE | $12K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $2M | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $942K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $459K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $389K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $34K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $804.5 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $-12K | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $28K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-394K | – | -0.00 | |
| SOLD THB BOUGHT USD 20240719 | Derivative-foreign exchange | TH | $4K | – | 0.00 | |
| SOLD TRY BOUGHT USD 20240701 | Derivative-foreign exchange | TR | $-166K | – | -0.00 | |
| SOLD TRY BOUGHT USD 20240701 | Derivative-foreign exchange | TR | $-303K | – | -0.00 | |
| SOLD TRY BOUGHT USD 20240702 | Derivative-foreign exchange | TR | $-77.91 | – | -0.00 | |
| SOLD TRY BOUGHT USD 20240709 | Derivative-foreign exchange | TR | $-2K | – | -0.00 | |
| SOLD TRY BOUGHT USD 20240816 | Derivative-foreign exchange | TR | $-32K | – | -0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $3M | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $2M | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $2M | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $1M | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $1M | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $1M | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $998K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $998K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $994K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $952K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $839K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $689K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $603K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $473K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $461K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $381K | – | 0.00 | |
| SOUND POINT CLO LTD SNDPT 2018 1A A 144A (SOUND POINT CLO XIX LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.01 |
| SOUND POINT CLO LTD SNDPT 2019 2A AR 144A (SOUND POINT CLO XXIII 2019-2A) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.01 |
| SOUND POINT CLO LTD SNDPT 2020 2A AR 144A (SOUND POINT CLO XXVII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $16M | – | 0.01 |
| SOUND POINT CLO LTD SNDPT 2020 3A A1R 144A (SOUND POINT CLO XXVIII LTD 2020-3A) | Long | ABS-collateralized bond/debt obligation | KY | $55M | – | 0.04 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2003 2 A2 (SOUNDVIEW HOME EQUITY LOAN TR 2003-2) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2004 WMC1 M3 (SOUNDVIEW HOME EQUITY LOAN TR 2004-WMC1) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 1 M5 (SOUNDVIEW HOME LOAN TRUST 2005-1) | Long | ABS-mortgage backed security | US | $437K | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 2 M6 (SOUNDVIEW HOME EQUITY LOAN 2005-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 4 M3 (SOUNDVIEW HOME EQUITY LOAN TR 2005-4) | Long | ABS-mortgage backed security | US | $371K | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 CTX1 M5 (SOUNDVIEW HOME EQUITY LOAN TRU 2005-CTX1) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 DO1 M6 (SOUNDVIEW HOME EQUITY LOAN TRU 2005-DO1) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 OPT1 M3 (SOUNDVIEW HOME EQUITY LOAN TR 2005-OPT1) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 OPT2 M3 (SOUNDVIEW HOME EQUITY LOAN TR 2005-OPT2) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 OPT4 2A4 (SOUNDVIEW HOME EQUITY LOAN TR 2005-OPT4) | Long | ABS-mortgage backed security | US | $857K | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 OPT4 M1 (SOUNDVIEW HOME EQUITY LOAN TR 2005-OPT4) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 1 A5 (SOUNDVIEW HOME EQUITY LOAN 2006-1) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 2 M3 (SOUNDVIEW HOME EQUITY LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 3 A4 (SOUNDVIEW HOME EQUITY LN TR 2006-3) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 EQ1 A4 (SOUNDVIEW HOME EQUITY LOAN TR 2006-EQ1) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 EQ2 A2 (SOUNDVIEW HOME EQUITY LOAN TR 2006-EQ2) | Long | ABS-mortgage backed security | US | $442K | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 EQ2 A3 (SOUNDVIEW HOME EQUITY LOAN TR 2006-EQ2) | Long | ABS-mortgage backed security | US | $22M | – | 0.01 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 EQ2 A4 (SOUNDVIEW HOME EQUITY LOAN TR 2006-EQ2) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A3 144A (SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT1 M1 (SOUNDVIEW HOME EQUITY LOAN TR 2006-OPT1) | Long | ABS-mortgage backed security | US | $833K | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT3 M1 (SOUNDVIEW HOME EQUITY LOAN TR 2006-OPT3) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT4 2A4 (SOUNDVIEW HOME EQUITY LOAN TRUST 2006-OPT4) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT5 2A4 (SOUNDVIEW HOME EQUITY LOAN TR 2006-OPT5) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 WF2 M2 (SOUNDVIEW HOME EQUITY LOAN TR 2006-WF2) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 1 1A1 (SOUNDVIEW HOME EQUITY LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 NS1 A4 (SOUNDVIEW HOME EQUITY LOAN TR 2007-NS1) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 1A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1) | Long | ABS-mortgage backed security | US | $88M | – | 0.06 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 2A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 2A2 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 2A3 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 2A4 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT2 1A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT3 1A1 (SOUNDVIEW HOME EQUITY LOAN TRUST 2007-OPT3) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 1A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-WMC1) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A4 (SOUNDVIEW HOME EQUITY LOAN TR 2007-WMC1) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| SOUTH AFRICA EM SP BOA | Derivative-credit | US | $-34K | – | -0.00 | |
| SOUTH AFRICA EM SP DUB | Derivative-credit | US | $-56K | – | -0.00 | |
| SOUTH AFRICA EM SP GST | Derivative-credit | US | $-28K | – | -0.00 | |
| SOUTH AFRICA EM SP MYC | Derivative-credit | US | $-91K | – | -0.00 | |
| SOUTH AFRICA EM SP MYC | Derivative-credit | US | $-636K | – | -0.00 | |
| SPACE COAST CREDIT UNION SCCU 2023 1A A2 144A (SCCU AUTO RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $28M | – | 0.02 |
| SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A (SCCU AUTO RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $21M | – | 0.01 |
| SPACE COAST CREDIT UNION SCCU 2023 1A A4 144A (SCCU AUTO RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $12M | – | 0.01 |
| SPECIALTY UNDERWRITING + RESID SURF 2005 BC1 M4 (SPECIALTY UNDERWRITING & RESID 2005-BC1) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| SPECIALTY UNDERWRITING + RESID SURF 2006 AB2 A2D (SPECIALTY UNDERWRITING & RESID 2006-AB2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| SPECIALTY UNDERWRITING + RESID SURF 2006 BC3 A2C (SPECIALTY UNDERWRT& RES FIN 2006-BC3) | Long | ABS-mortgage backed security | US | $945K | – | 0.00 |
| SPECIALTY UNDERWRITING + RESID SURF 2006 BC4 A1 (SPECIALTY UNDERWRITING & RESIDL 2006-BC4) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| SPECIALTY UNDERWRITING + RESID SURF 2006 BC4 A2D (SPECIALTY UNDERWRITING & RESIDL 2006-BC4) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| SPECIALTY UNDERWRITING + RESID SURF 2006 BC5 A1 (SPECIALTY UNDERWRNG & RES FIN 2006-BC5) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| SPECIALTY UNDERWRITING + RESID SURF 2006 BC5 A2E (SPECIALTY UNDERWRNG & RES FIN 2006-BC5) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| SPECIALTY UNDERWRITING + RESID SURF 2007 AB1 A1 (SPECIALTY UNDERWRITING & RESID 2007-AB1) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| SPECIALTY UNDERWRITING + RESID SURF 2007 BC2 A2C (SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2007-BC2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| SPIRIT AIR 2017 1 PTT AA PASS THRU CE 08/31 3.375 (SPIRIT AIRLINES PASS THROUGH TRUST 2017-1AA) | Long | Debt | US | $119K | – | 0.00 |
| SPRINT CAPITAL CORP COMPANY GUAR 03/32 8.75 (SPRINT CAPITAL CORPORATION) | Long | Debt | US | $30M | – | 0.02 |
| SPRINT LLC COMPANY GUAR 03/26 7.625 | Long | Debt | US | $14M | – | 0.01 |
| SPRINT SPECTRUM / SPEC I SR SECURED 144A 03/25 4.738 (SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC) | Long | Debt | US | $5M | – | 0.00 |
| SPRINT SPECTRUM / SPEC I SR SECURED 144A 09/29 5.152 (SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC) | Long | Debt | US | $23M | – | 0.02 |
| SSB MANUFACTURING COMPANY SSB EQUIPMENT COMPANY, INC. | Long | Equity-common | US | $0 | 1K | – |
| STANDARD CHARTERED PLC SR UNSECURED 144A 06/32 VAR | Long | Debt | GB | $4M | – | 0.00 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2019 FL1 A 144A (STARWOOD PROPERTY MORTGAGE TRUST 2019-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2019 FL1 AS 144A (STARWOOD PROPERTY MORTGAGE TRUST 2019-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $25M | – | 0.02 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2019 FL1 B 144A (STARWOOD PROPERTY MORTGAGE TRUST 2019-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.01 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2019 FL1 C 144A (STARWOOD PROPERTY MORTGAGE TRUST 2019-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.01 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2019 FL1 D 144A (STARWOOD PROPERTY MORTGAGE TRUST 2019-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.01 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2019 FL1 E 144A (STARWOOD PROPERTY MORTGAGE TRUST 2019-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| STATE AGE ROADS GOVT GUARANT 144A 06/30 6.25 (STATE AGENCY OF ROADS OF UKRAINE) | Long | Debt | UA | $71K | – | 0.00 |
| STATE AGE ROADS GOVT GUARANT REGS 06/30 6.25 (STATE AGENCY OF ROADS OF UKRAINE) | Long | Debt | UA | $2M | – | 0.00 |
| STATE OF ISRAEL SR UNSECURED 03/29 5.375 (ISRAEL GOVT) | Long | Debt | IL | $174M | – | 0.11 |
| STATE OF ISRAEL SR UNSECURED 03/34 5.5 (ISRAEL GOVT) | Long | Debt | IL | $181M | – | 0.12 |
| STATE OF ISRAEL SR UNSECURED 03/54 5.75 (ISRAEL GOVT) | Long | Debt | IL | $119M | – | 0.08 |
| STATE OF ISRAEL SR UNSECURED REGS 05/60 3.8 (ISRAEL GOVT) | Long | Debt | IL | $74M | – | 0.05 |
| STEELE CREEK CLO LTD STCR 2018 1A A 144A (STEELE CREEK CLO LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $22M | – | 0.01 |
| STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 VAR (STICHTING AK RABOBANK CERTIFICATEN) | Long | Equity-preferred | NL | $444M | 381M | 0.29 |
| STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A (STRATTON MORTGAGE FUNDING 2024-1 PLC 24-1A) | Long | ABS-mortgage backed security | GB | $224M | – | 0.15 |
| STRATTON MORTGAGE FUNDING PLC STRA 2024 2A A 144A (STRATTON MORTGAGE FUNDING 2024-2 PLC 24-2A) | Long | ABS-mortgage backed security | GB | $45M | – | 0.03 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 13 A1 (STRUCTURED ADJUST RATE MTG LN 2004-13) | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 13 A2 (STRUCTURED ADJUST RATE MTG LN 2004-13) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 14 3A1 (STRUCTURED ADJUSTABLE RATE MTGE 2004-14) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 14 M (STRUCTURED ADJUSTABLE RATE MTGE 2004-14) | Long | ABS-mortgage backed security | US | $219K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 18 1A2 (STRUCTURED ADJUSTABLE RT MTG LN 2004-18) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 18 4A1 (STRUCTURED ADJUSTABLE RT MTG LN 2004-18) | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 B1 (STRUCTURED ADJ RATE MTG LN 2004-19) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 4 5A (STRUCTURED ADJUSTABLE RATE MTG LN 2004-4) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 11 1A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-11) | Long | ABS-mortgage backed security | US | $805K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 11 2A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-11) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 14 A2 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-14) | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 15 4A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-15) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 17 3A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-17) | Long | ABS-mortgage backed security | US | $647K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 18 6A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-18) | Long | ABS-mortgage backed security | US | $724K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 20 3A3 (STRUCTURED ADJ RATE MTGE LOAN 2005-20) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 21 1A (STRUCTURED ADJ RATE MTGE LOAN 2005-21) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 21 3A1 (STRUCTURED ADJ RATE MTGE LOAN 2005-21) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 21 6A3 (STRUCTURED ADJ RATE MTGE LOAN 2005-21) | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 22 1A4 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-22) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 22 5A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-22) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 23 3A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-23) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 4 1A1 (STRUCTURED ARM LOAN TRUST 2005-4) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 4 3A1 (STRUCTURED ARM LOAN TRUST 2005-4) | Long | ABS-mortgage backed security | US | $210K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 7 1A3 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-7) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 8XS M1 (STRUCTURED ARM LOAN TRUST 2005-8XS) | Long | ABS-mortgage backed security | US | $549K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 1 7A4 (STRUCTURED ADJ RATE MTGE LOAN 2006-1) | Long | ABS-mortgage backed security | US | $263K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 1 8A1 (STRUCTURED ADJ RATE MTGE LOAN 2006-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 12 2A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2006-12) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 2 5A1 (STRUCTURED ADJ RATE MTGE LOAN 2006-2) | Long | ABS-mortgage backed security | US | $456K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 4 4A1 (STRUCTURED ADJ RATE MTGE LOAN 2006-4) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 4 6A (STRUCTURED ADJ RATE MTGE LOAN 2006-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 7 3A1 (STRUCTURED ADJ RATE MTG LN 2006-7) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 8 1A2 (STRUCTURED ADJ RATE MTGE LOAN 2006-8) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 8 2A3 (STRUCTURED ADJ RATE MTGE LOAN 2006-8) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 8 3A5 (STRUCTURED ADJ RATE MTGE LOAN 2006-8) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2007 11 1A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2007-11) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2007 6 3A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2007-6) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2007 9 1A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2007-9) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC10 M2 (STRUCTURED ASSET INV LN TR 2003-BC10) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC2 A2 (STRUCTURED ASSET INVEST LN TR 2003-BC2) | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC2 A3 (STRUCTURED ASSET INVEST LN TR 2003-BC2) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC4 M2 (STRUCTURED ASSET INV LOAN TRUST 2003-BC4) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC6 M1 (STRUCTURED ASSET INVEST LN TR 2003-BC6) | Long | ABS-mortgage backed security | US | $527K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC7 1A2 (STRUCTURED ASSET INVEST LN TR 2003-BC7) | Long | ABS-mortgage backed security | US | $694K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC7 3A2 (STRUCTURED ASSET INVEST LN TR 2003-BC7) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC8 2A (STRUCTURED ASSET INVEST LN TR 2003-BC8) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC8 M2 (STRUCTURED ASSET INVEST LN TR 2003-BC8) | Long | ABS-mortgage backed security | US | $728.28 | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC9 M3 (STRUCTURED ASSET INVESTMENT LOAN TRUST 2003-BC9) | Long | ABS-mortgage backed security | US | $945K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 10 A11 (STRUCTURED ASSET INVST LN TR 2004-10) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 10 M1 (STRUCTURED ASSET INVST LN TR 2004-10) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 10 M2 (STRUCTURED ASSET INVST LN TR 2004-10) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 10 M4 (STRUCTURED ASSET INVST LN TR 2004-10) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 10 M5 (STRUCTURED ASSET INVST LN TR 2004-10) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 11 M2 (STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-11 2004-11) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 5 M2 (STRUCTURED ASSET INVST LN TR 2004-5) | Long | ABS-mortgage backed security | US | $270K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 9 M3 (STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-9) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 1 M3 144A (STRUCTURED ASSET INVST LN TR 2005-1) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 11 A3 (STRUCTURED ASSET INVEST LN TRUST-2005-11) | Long | ABS-mortgage backed security | US | $252K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 11 M1 (STRUCTURED ASSET INVEST LN TRUST-2005-11) | Long | ABS-mortgage backed security | US | $33M | – | 0.02 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 2 M3 (STRUCTURED ASSET INVESTMENT LOAN TRUST 2005-2) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 3 M3 (STRUCTURED ASSET INVST LN TR 2005-3) | Long | ABS-mortgage backed security | US | $619K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 3 M4 (STRUCTURED ASSET INVST LN TR 2005-3) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 4 M5 (STRUCTURED ASSET INVST LN TR 2005-4) | Long | ABS-mortgage backed security | US | $22M | – | 0.01 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 4 M6 (STRUCTURED ASSET INVST LN TR 2005-4) | Long | ABS-mortgage backed security | US | $951K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 5 M4 (STRUCTURED ASSET INVST LN TR 2005-5) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 7 M2 (STRUCTURED ASSET INVST LN TR 2005-7) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 8 M1 (STRUCTURED ASSET INVST LN TR 2005-8) | Long | ABS-mortgage backed security | US | $19M | – | 0.01 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 9 M1 (STRUCTURED ASSET INVST LN TR 2005-9) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 HE1 M2 (STRUCTURED ASSET INVESTMENT LOAN TRUST 2005-HE1) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 HE2 M2 (STRUCTURED ASSET INVEST LN TR 2005-HE2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 HE3 M2 (STRUCTURED ASSET INVST LN TR 2005-HE3) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2006 1 A4 (STRUCTURED ASSET INVESTMENT LOAN TRUST 2006-1) | Long | ABS-mortgage backed security | US | $30M | – | 0.02 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2006 3 A2 (STRUCTURED ASSET INVST LN TR 2006-3) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2006 4 A1 (STRUCTURED ASSET INVST LN TR 2006-4) | Long | ABS-mortgage backed security | US | $19M | – | 0.01 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2006 4 A2 (STRUCTURED ASSET INVST LN TR 2006-4) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2006 4 A4 (STRUCTURED ASSET INVST LN TR 2006-4) | Long | ABS-mortgage backed security | US | $643K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC1 A5 (STRUCTURED ASSET INVST LN TR 20060BNC1) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC2 A6 (STRUCTURED ASSET INVEST LN TR 2006-BNC2) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR6 A3 (STRUCTURED ASSET MTG INV INC 2004-AR6) | Long | ABS-mortgage backed security | US | $776.93 | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR8 A1 (STRUCTURED ASSET MTG INV INC 2004-AR8) | Long | ABS-mortgage backed security | US | $455K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR2 2A1 (STRUCTURED ASSET MTG INV INC 2005-AR2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR2 3A1 (STRUCTURED ASSET MTG INV INC 2005-AR2) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A1 (STRUCTURED ASSET MTG INV INC 2005-AR5) | Long | ABS-mortgage backed security | US | $711K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A (STRUCTURED ASSET MTG INV INC 2005-AR8) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR1 3A1 (STRUCTURED ASSET MTG INV INC 2006-AR1) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR2 A1 (STRUCTURED ASSET MTG INV INC 2006-AR2) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 11A1 (STRUCTURED ASSET MTG INV INC 2006-AR3) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A2 (STRUCTURED ASSET MTG INV INC 2006-AR3) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 24A1 (STRUCTURED ASSET MTG INV INC 2006-AR3) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR4 2A1 (STRUCTURED ASSET MTG INV INC 2005-AR4) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1 (STRUCTURED ASSET MTGE INVEST 2006-AR5) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 2A1 (STRUCTURED ASSET MTGE INVEST 2006-AR5) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 1A1 (STRUCTURED ASSET MTGE INVEST 2006-AR6) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 1A3 (STRUCTURED ASSET MTGE INVEST 2006-AR6) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 2A1 (STRUCTURED ASSET MTGE INVEST 2006-AR6) | Long | ABS-mortgage backed security | US | $998K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 2A2 (STRUCTURED ASSET MTGE INVEST 2006-AR6) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR7 A11 (STRUCTURED ASSET MTG INV INC 2006-AR7) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR7 A1A (STRUCTURED ASSET MTG INV INC 2006-AR7) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR7 A1BG (STRUCTURED ASSET MTG INV INC 2006-AR7) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR8 A1A (STRUCTURED ASSET MTG INV INC 2006-AR8) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR1 2A1 (STRUCTURED ASSET MTG INV INC 2007-AR1) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR3 1A3 (STRUCTURED ASSET MTG INV INC 2007-AR3) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR4 A3 (STRUCTURED ASSET MTG INV INC 2007-AR4) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR5 A2 (STRUCTURED ASSET MTG INV INC 2007-AR5) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR7 1A1 (STRUCTURED ASSET MTGE INVEST 2007-AR7) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR7 2A1 (STRUCTURED ASSET MTGE INVEST 2007-AR7) | Long | ABS-mortgage backed security | US | $17M | – | 0.01 |
| STRUCTURED ASSET SECURITIES CO SASC 2002 21A B1II (STRUCTURED ASSET SECURITIES CRP 2002-21A) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2002 AL1 A3 (STRUCTURED ASSET SEC CORP 2002-AL1) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2002 HF2 M3 (STRUCTURED ASSET SEC CORP 2002-HF2) | Long | ABS-mortgage backed security | US | $670K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2003 24A 3A2 (STRUCTURED ASSET SEC CORP 2003-24A) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2003 26A 3A5 (STRUCTURED ASSET SECURITIES CRP 2003-26A) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2003 34A 3A1 (STRUCTURED ASSET SEC CORP 2003-34A) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2003 34A 6A (STRUCTURED ASSET SEC CORP 2003-34A) | Long | ABS-mortgage backed security | US | $213K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2003 37A 3A7 (STRUCTURED ASSET SECURITIES CO 2003-37A) | Long | ABS-mortgage backed security | US | $201K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2003 40A 3A2 (STRUCTURED ASSET SEC CORP 2003-40A) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2003 9A 2A1 (STRUCTURED ASSET SECURITIES CORP 2003-9A) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2003 9A 2A2 (STRUCTURED ASSET SECURITIES CORP 2003-9A) | Long | ABS-mortgage backed security | US | $296.59 | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2004 23XS M1 (STRUCTURED ASSET SECUR CORP 2004-23XS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 2XS M2 (STRUCTURED ASSET SEC CORP 2005-2XS) | Long | ABS-mortgage backed security | US | $194K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 5 1A2 (STRUCTURED ASSET SECURITIES CORP 2005-5) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 5 2A2 (STRUCTURED ASSET SECURITIES CORP 2005-5) | Long | ABS-mortgage backed security | US | $728K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 5 2A4 (STRUCTURED ASSET SECURITIES CORP 2005-5) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 7XS M1 (STRUCTURED ASSET SEC CORP 2005-7XS) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 9XS M1 (STRUCTURED ASSET SEC CORP 2005-9XS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 AR1 M2 (STRUCTURED ASSET SEC CORP 2005-AR1) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 NC1 M4 (STRUCTURED ASSET SEC CORP 2005-NC1) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 NC2 M6 (STRUCTURED ASSET SEC CORP 2005-S2) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 NC2 M7 (STRUCTURED ASSET SEC CORP 2005-S2) | Long | ABS-mortgage backed security | US | $602K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 OPT1 A3 (STRUCTURED ASSET SECUR CORP 2005-OPT1) | Long | ABS-mortgage backed security | US | $879K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 RF1 A 144A (STRUCTURED ASSET SEC CORP 2005-RF1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 RF2 A 144A (STRUCTURED ASSET SEC CORP 2005-RF2) | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 RMS1 M1 (STRUCTURED ASSET SEC CORP 2005-RMS1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 RMS1 M2 (STRUCTURED ASSET SEC CORP 2005-RMS1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 SC1 1A1 144A (STRUC ASSET SEC CORP 2005-SC1 PRIV PLCMT) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 SC1 1A2 144A (STRUC ASSET SEC CORP 2005-SC1 PRIV PLCMT) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 WF1 M2 (STRUCTURED ASSET SEC CORP 2005-WF1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 WF2 M2 (STRUCTURED ASSET SEC CORP 2005-WF2) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 WF2 M4 (STRUCTURED ASSET SEC CORP 2005-WF2) | Long | ABS-mortgage backed security | US | $425K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 WF2 M5 (STRUCTURED ASSET SEC CORP 2005-WF2) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 WF2 M6 (STRUCTURED ASSET SEC CORP 2005-WF2) | Long | ABS-mortgage backed security | US | $407K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 WF2 M7 (STRUCTURED ASSET SEC CORP 2005-WF2) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 WF4 M6 (STRUCTURED ASSET SECUR CORP 2006-WF4) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 WF4 M7 (STRUCTURED ASSET SECUR CORP 2006-WF4) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 WF4 M8 (STRUCTURED ASSET SECUR CORP 2006-WF4) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 AM1 A1 (STRUCTURED ASSET SECURITIES CORPORATION 2006-AM1) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 AM1 A5 (STRUCTURED ASSET SECURITIES CORPORATION 2006-AM1) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 BC1 A2 (STRUCTURED ASSET SECURITIES CORP 2006-BC1) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 BC2 A3 (STRUCTURED ASSET SECURITIES CO-2006-BC2) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 BC4 A5 (STRUCTURED ASSET SECURITIES CO 2006-BC4) | Long | ABS-mortgage backed security | US | $22M | – | 0.01 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 BC6 A1 (STRUCTURED ASSET SEC CORP 2006-BC6) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 BC6 A5 (STRUCTURED ASSET SEC CORP 2006-BC6) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 EQ1A A1 144A (STRUCTURED ASSET SEC CORP 2006-EQ1A) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 EQ1A M1 144A (STRUCTURED ASSET SEC CORP 2006-EQ1A) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 GEL3 M1 144A (STRUCTURED ASSET SECURITIES CORP 2006-GEL3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 GEL4 M1 144A (STRUCTURED ASSET SEC CORP 2006-GEL4) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 NC1 A1 (STRUCTURED ASSET SEC CORP 2006-NC1) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 NC1 A5 (STRUCTURED ASSET SEC CORP 2006-NC1) | Long | ABS-mortgage backed security | US | $19M | – | 0.01 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 OW1 A5 144A (STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-OW1) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 W1A A1 144A (STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-W1) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 W1A A5 144A (STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-W1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 WF1 M4 (STRUCTURED ASSET SEC CORP 2006-WF1) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 WF1 M5 (STRUCTURED ASSET SEC CORP 2006-WF1) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 WF1 M6 (STRUCTURED ASSET SEC CORP 2006-WF1) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 WF2 M2 (STRUCTURED ASSET SEC CORP 2006-WF2) | Long | ABS-mortgage backed security | US | $27M | – | 0.02 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 WF3 M2 (STRUCTURED ASSET SEC CORP 2006-W3) | Long | ABS-mortgage backed security | US | $52M | – | 0.03 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 BC2 A4 (STRUCTURED ASSET SECURITIES CO-2007-BC2) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 BC3 1A3 (STRUCTURED ASSET SECURITIES CO-2007-BC3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 BC4 A2 (STRUCTURED ASSET SECURITIES CO-2007-BC4) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 BNC1 A1 (STRUCTURED ASSET SECURITIES CO-2007-BNC1) | Long | ABS-mortgage backed security | US | $22M | – | 0.01 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 BNC1 A2 (STRUCTURED ASSET SECURITIES CO-2007-BNC1) | Long | ABS-mortgage backed security | US | $40M | – | 0.03 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 EQ1 A3 (STRUCTURED ASSET SECURITIES CORPORATION 2007-EQ1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 EQ1 A4 (STRUCTURED ASSET SECURITIES CORPORATION 2007-EQ1) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 EQ1 A5 (STRUCTURED ASSET SECURITIES CORPORATION 2007-EQ1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 GEL1 A3 144A (STRUCTURED ASSET SEC CORP 2007-GEL1) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 MN1A A1 144A (STRUCTURED ASSET SEC CORP 2007-MN1A) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 MN1A A4 144A (STRUCTURED ASSET SEC CORP 2007-MN1A) | Long | ABS-mortgage backed security | US | $9M | – | 0.01 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 WF1 A1 (STRUCTURED ASSET SEC CORP 2007-WF1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 WF1 A5 (STRUCTURED ASSET SEC CORP 2007-WF1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 WF2 A1 (STRUCTURED ASSET SEC CORP 2007-WF2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 WF2 A4 (STRUCTURED ASSET SEC CORP 2007-WF2) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 WF2 M1 144A (STRUCTURED ASSET SEC CORP 2007-WF2) | Long | ABS-mortgage backed security | US | $20M | – | 0.01 |
| SUN COMMUNITIES OPER LP COMPANY GUAR 01/29 5.5 (SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP) | Long | Debt | US | $12M | – | 0.01 |
| SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/26 6 (SUNAC CHINA HOLDINGS LIMITED) | Long | Debt | KY | $88K | – | 0.00 |
| SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/27 6.25 (SUNAC CHINA HOLDINGS LIMITED) | Long | Debt | KY | $77K | – | 0.00 |
| SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/27 6.5 (SUNAC CHINA HOLDINGS LIMITED) | Long | Debt | KY | $146K | – | 0.00 |
| SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/28 6.75 (SUNAC CHINA HOLDINGS LIMITED) | Long | Debt | KY | $206K | – | 0.00 |
| SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/29 7 (SUNAC CHINA HOLDINGS LIMITED) | Long | Debt | KY | $185K | – | 0.00 |
| SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/30 7.25 (SUNAC CHINA HOLDINGS LIMITED) | Long | Debt | KY | $85K | – | 0.00 |
| SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/32 1 (SUNAC CHINA HOLDINGS LIMITED) | Long | Debt | KY | $132K | – | 0.00 |
| SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 1 2A1 (SUNTRUST ADJR MRTG LN TR 2007-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 2 2A1 (SUNTRUST ADJR MRTG LN TR 2007-2) | Long | ABS-mortgage backed security | US | $533K | – | 0.00 |
| SVB FINANCIAL GROUP SR UNSECURED 06/30 3.125 | Long | Debt | US | $305K | – | 0.00 |
| SYCAMORE TREE CLO LTD STCP 2023 2A AR 144A (SYCAMORE TREE CLO 2023-2A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $79M | – | 0.05 |
| SYMPHONY CLO LTD SYMP 2016 18A A1RR 144A (SYMPHONY CLO XVIII LTD 2016-18A) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.01 |
| SYMPHONY CLO LTD SYMP 2020 24A AR 144A (SYMPHONY CLO XXIV LTD 2020-24A) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.01 |
| SYMPHONY CLO LTD SYMP 2022 37A A1AR 144A (SYMPHONY CLO 37 LTD) | Long | ABS-collateralized bond/debt obligation | JE | $21M | – | 0.01 |
| SYMPHONY CLO LTD SYMP 2023 39A A 144A (SYMPHONY CLO 30 LTD 2023-39A) | Long | ABS-collateralized bond/debt obligation | BM | $100M | – | 0.07 |
| SYMPHONY STATIC CLO LTD SSTAT 2021 1A A 144A (SYMPHONY STATIC CLO 2021-1A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.00 |
| SYNCHRONY CARD ISSUANCE TRUST SYNIT 2022 A1 A (SYNCHRONY CARD ISSUANCE TRUST 2022-A1) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| SYNGENTA FINANCE NV COMPANY GUAR 144A 04/25 4.892 | Long | Debt | NL | $8M | – | 0.01 |
| SYNIVERSE HOLDINGS, LLC 2022 TERM LOAN (SYNIVERSE HOLDINGS LLC) | Long | Loan | US | $55M | – | 0.04 |
| SYSTEM ENERGY RESOURCES 1ST MORTGAGE 12/25 2.14 (SYSTEM ENERGY RESOURCES INC) | Long | Debt | US | $25M | – | 0.02 |
| TALLMAN PARK CLO, LTD. TALPK 2021 1A A 144A (TALLMAN PARK CLO LTD 2021-1A) | Long | ABS-collateralized bond/debt obligation | KY | $31M | – | 0.02 |
| TARANIS REINSURANCE DAC UNSECURED 144A 01/31 VAR (TARANIS REINSURANCE DESIGNATED ACTIVITY COMPANY) | Long | Debt | IE | $20M | – | 0.01 |
| TARANIS REINSURANCE DAC UNSECURED 144A 01/31 VAR (TARANIS REINSURANCE DESIGNATED ACTIVITY COMPANY) | Long | Debt | IE | $14M | – | 0.01 |
| TAUPE FUNDING TRUST TAUPE 2024 1A A1 144A (TAUPE FUNDING TRUST I 2024-1A) | Long | ABS-other | US | $10M | – | 0.01 |
| TAUPE FUNDING TRUST TAUPE 2024 1A A2 144A (TAUPE FUNDING TRUST I 2024-1A) | Long | ABS-other | US | $105M | – | 0.07 |
| TAUPE FUNDING TRUST TAUPE 2024 1A A3 144A (TAUPE FUNDING TRUST I 2024-1A) | Long | ABS-other | US | $65M | – | 0.04 |
| TAUPE FUNDING TRUST TAUPE 2024 1A A4 144A (TAUPE FUNDING TRUST I 2024-1A) | Long | ABS-other | US | $69M | – | 0.04 |
| TAUPE FUNDING TRUST TAUPE 2024 1A B 144A (TAUPE FUNDING TRUST I 2024-1A) | Long | ABS-other | US | $13M | – | 0.01 |
| TAUPE FUNDING TRUST TAUPE 2024 1A R 144A (TAUPE FUNDING TRUST I 2024-1A) | Long | ABS-other | US | $18M | – | 0.01 |
| TCW CLO TCW 2018 1A A1R 144A (TCW CLO LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.00 |
| TCW GEM LTD TCW 2024 1A A1 144A (TCW CLO 2024-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $44M | – | 0.03 |
| TER FINANCE LTD JERSEY SECURED 144A 01/25 0.00000 (TER FINANCE (JERSEY) LIMITED) | Long | Debt | JE | $19M | – | 0.01 |
| TERWIN MORTGAGE TRUST TMTS 2005 16HE AV3 (TERWIN MORTGAGE TRUST 2005-16HE) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| TERWIN MORTGAGE TRUST TMTS 2005 6HE M5 (TERWIN MORTGAGE TRUST 2005-6HE) | Long | ABS-mortgage backed security | US | $845K | – | 0.00 |
| TERWIN MORTGAGE TRUST TMTS 2005 6HE M6 (TERWIN MORTGAGE TRUST 2005-6HE) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| TERWIN MORTGAGE TRUST TMTS 2005 8HE M4 144A (TERWIN MORTGAGE TRUST 2005-8HE) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| TERWIN MORTGAGE TRUST TMTS 2006 3 1A3 144A (TERWIN MORTGAGE TRUST 2006-3) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| TERWIN MORTGAGE TRUST TMTS 2006 7 1A2B 144A (TERWIN MORTGAGE TRUST 2006-7) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| TERWIN MORTGAGE TRUST TMTS 2006 7 1A2C 144A (TERWIN MORTGAGE TRUST 2006-7) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| TERWIN MORTGAGE TRUST TMTS 2006 9HGA A3 144A (TERWIN MTGE TRUST 2006-9HGA) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| TERWIN MORTGAGE TRUST TMTS 2007 QHL1 A1 144A (TERWIN MTGE TRUST 2007-QHL1) | Long | ABS-mortgage backed security | US | $914K | – | 0.00 |
| TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A3 144A (TESLA ELECTRIC VEHICLE TRUST 2023-1) | Long | ABS-other | US | $45M | – | 0.03 |
| TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A4 144A (TESLA ELECTRIC VEHICLE TRUST 2023-1) | Long | ABS-other | US | $15M | – | 0.01 |
| THEOREM FUNDING TRUST THRM 2022 2A A 144A (THEOREM FUNDING TRUST 2022-2A) | Long | ABS-other | US | $16M | – | 0.01 |
| THEOREM FUNDING TRUST THRM 2023 1A A 144A (THEOREM FUNDING TRUST 2023-1A) | Long | ABS-other | US | $18M | – | 0.01 |
| THORNBURG MORTGAGE SECURITIES TMST 2003 5 1A (THORNBURG MORTGAGE SECURITIES TR 2003-5) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| THORNBURG MORTGAGE SECURITIES TMST 2004 1 I1A (THORNBURG MORTGAGE SECURITIES TR 2004-1) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| THORNBURG MORTGAGE SECURITIES TMST 2004 1 II2A (THORNBURG MORTGAGE SECURITIES TR 2004-1) | Long | ABS-mortgage backed security | US | $496K | – | 0.00 |
| THORNBURG MORTGAGE SECURITIES TMST 2004 1 II3A (THORNBURG MORTGAGE SECURITIES TR 2004-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| THORNBURG MORTGAGE SECURITIES TMST 2004 4 2A (THORNBURG MORTGAGE SECURITIES TR 2004-4) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 3 4A3 (THORNBURG MORTGAGE SECURITIES TR 2007-3) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| TIKEHAU TIKEH 5A A 144A (TIKEHAU CLO V BV 5A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.00 |
| TIMES SQUARE HOTEL TRUST PASS THRU CE 144A 08/26 8.528 | Long | Debt | US | $494K | – | 0.00 |
| TITULIZACION DE ACTIVOS TDA 19 D REGS (TDA 19-MIXTO FONDO DE TITULIZACION DE ACTIVOS) | Long | ABS-mortgage backed security | ES | $1M | – | 0.00 |
| TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875 | Long | Debt | US | $8M | – | 0.01 |
| TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 5.75 | Long | Debt | US | $62M | – | 0.04 |
| TORREY PINES RE LTD SR UNSECURED 144A 06/31 VAR | Long | Debt | BM | $5M | – | 0.00 |
| TORREY PINES RE LTD UNSECURED 144A 06/32 VAR | Long | Debt | BM | $15M | – | 0.01 |
| TORREY PINES RE LTD UNSECURED 144A 06/32 VAR | Long | Debt | BM | $9M | – | 0.01 |
| TOWD POINT MORTGAGE FUNDING TPMF 2019 A13A A1 144A (TOWD POINT MORTGAGE FUNDING 19-A13A) | Long | ABS-mortgage backed security | GB | $4M | – | 0.00 |
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A (TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 24-GR6A) | Long | ABS-mortgage backed security | GB | $739M | – | 0.48 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A (TOWD POINT MORTGAGE TRUST 2019-4) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| TOWD POINT MORTGAGE TRUST TPMT 2022 4 A1 144A (TOWD POINT MORTGAGE TRUST 2022-4) | Long | ABS-mortgage backed security | US | $90M | – | 0.06 |
| TOWD POINT MORTGAGE TRUST TPMT 2023 1 A2 144A (TOWD POINT MORTGAGE TRUST 2023-1) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES1 A1A 144A (TOWD POINT MORTGAGE TRUST 2024-CES1) | Long | ABS-mortgage backed security | US | $42M | – | 0.03 |
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES2 A1A 144A (TOWD POINT MORTGAGE TRUST 2024-CES2) | Long | ABS-mortgage backed security | US | $27M | – | 0.02 |
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES3 A1 144A (TOWD POINT MORTGAGE TRUST 2024-CES3) | Long | ABS-mortgage backed security | US | $80M | – | 0.05 |
| TOWER BRIDGE FUNDING TWRBG 2024 1A A 144A (TOWER BRIDGE FUNDING 2024-1 PLC 24-1A) | Long | ABS-mortgage backed security | GB | $178M | – | 0.12 |
| TRAFFORD CENTRE FIN LTD SR SECURED REGS 07/38 VAR (TRAFFORD CENTRE FINANCE LTD) | Long | Debt | KY | $7M | – | 0.00 |
| TRAINER WORTHAM FIRST REPUBLIC TRAIN 2004 5A A2 144A (TRAINER WORTHAM FIRST REPUBLIC CBO V LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| TRALEE CLO LTD TRAL 2017 4A A 144A (TRALEE CLO IV LTD 2017-4A) | Long | ABS-collateralized bond/debt obligation | KY | $61M | – | 0.04 |
| TRANSDIGM INC 2024 TERM LOAN K | Long | Loan | US | $20M | – | 0.01 |
| TRANSDIGM, INC. 2023 TERM LOAN J (TRANSDIGM INC) | Long | Loan | US | $78M | – | 0.05 |
| TRAPEZA CDO LLC TRAP 2005 9A A1 144A (TRAPEZA CDO IX LTD 2005-9A) | Long | ABS-collateralized bond/debt obligation | KY | $20M | – | 0.01 |
| TRAPEZA CDO LLC TRAP 2007 12A A1 144A (TRAPEZA CDO LLC 2007-12A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.00 |
| TRAPEZA CDO LLC TRAP 2007 12A A2 144A (TRAPEZA CDO LLC 2007-12A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.00 |
| TRAPEZA CDO LLC TRAP 2007 13A A1 144A (TRAPEZA CDO LLC 2007-13A) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.01 |
| TRAPEZA CDO LLC TRAP 2007 13A A2A 144A (TRAPEZA CDO LLC 2007-13A) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.01 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $97M | – | 0.06 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $76M | – | 0.05 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $23M | – | 0.02 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $724K | – | 0.00 |
| TREASURY BILL 09/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $9M | – | 0.01 |
| TREASURY BILL 09/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.00 |
| TRESTLES CLO LTD TREST 2021 5A A1 144A (TRESTLES CLO V LTD 2021-5A) | Long | ABS-collateralized bond/debt obligation | KY | $26M | – | 0.02 |
| TRIAXX PRIME CDO TRIAX 2007 1A A1T 144A (TRIAXX PRIME CDO 2007-1A) | Long | ABS-collateralized bond/debt obligation | KY | $54K | – | 0.00 |
| TRICOLOR AUTO SECURITIZATION T TAST 2024 2A A 144A (TRICOLOR AUTO SECURITIZATION TRUST 2024-2) | Long | ABS-other | US | $11M | – | 0.01 |
| TRICON AMERICAN HOMES TAH 2020 SFR2 A 144A (TRICON AMERICAN HOMES TRUST 2020-SFR2) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| TRINITAS CLO LTD TRNTS 2017 6A ARRR 144A (TRINITAS CLO VI LTD 2017-6A) | Long | ABS-collateralized bond/debt obligation | KY | $58M | – | 0.04 |
| TRINITAS CLO LTD TRNTS 2018 8A A 144A (TRINITAS CLO VIII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $25M | – | 0.02 |
| TRINITAS CLO LTD TRNTS 2018 9A ARR 144A (TRINITAS CLO IX LTD) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.01 |
| TRINITAS CLO LTD TRNTS 2020 12A A1R 144A (TRINITAS CLO XII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $98M | – | 0.06 |
| TRINITAS CLO LTD TRNTS 2020 14A A1R 144A (TRINITAS CLO LTD 2020-14A) | Long | ABS-collateralized bond/debt obligation | KY | $110M | – | 0.07 |
| TRINITY SQUARE TRINI 2021 1A AR 144A (TRINITY SQUARE 2021-1 PLC A) | Long | ABS-mortgage backed security | GB | $252M | – | 0.16 |
| TROPIC CDO CORP TROPC 2006 5A A1L1 144A (TROPIC CDO CORP 2006-5A) | Long | ABS-collateralized bond/debt obligation | KY | $17M | – | 0.01 |
| TROPIC CDO CORP TROPC 2006 5A A1L2 144A (TROPIC CDO CORP 2006-5A) | Long | ABS-collateralized bond/debt obligation | KY | $27M | – | 0.02 |
| TRS SOFRINDX/IBXXLLTR 09/20/2024 MYC | Derivative-credit | US | $-195K | – | -0.00 | |
| TRS SOFRINDX/IBXXLLTR 09/20/24 BPS | Derivative-credit | US | $-4K | – | -0.00 | |
| TRS SOFRINDX/IBXXLLTR 09/20/24 BPS | Derivative-credit | US | $-101K | – | -0.00 | |
| TRS SOFRINDX/IBXXLLTR 09/20/24 JPM | Derivative-credit | US | $165K | – | 0.00 | |
| TRS SOFRINDX/IBXXLLTR 09/20/24 JPM | Derivative-credit | US | $61K | – | 0.00 | |
| TRS SOFRINDX/IBXXLLTR 09/20/24 JPM | Derivative-credit | US | $-29K | – | -0.00 | |
| TRS SOFRINDX/IBXXLLTR 09/20/24 JPM | Derivative-credit | US | $-58K | – | -0.00 | |
| TRS SOFRINDX/IBXXLLTR 09/20/24 JPM | Derivative-credit | US | $-87K | – | -0.00 | |
| TRS SOFRINDX/IBXXLLTR 09/20/24 MYC | Derivative-credit | US | $66K | – | 0.00 | |
| TRS SOFRINDX/IBXXLLTR 09/20/24 MYC | Derivative-credit | US | $-14K | – | -0.00 | |
| TRS SOFRINDX/IBXXLLTR 09/20/24 MYC | Derivative-credit | US | $-14K | – | -0.00 | |
| TRS SOFRINDX/IBXXLLTR 09/20/24 MYC | Derivative-credit | US | $-23K | – | -0.00 | |
| TRS SOFRINDX/IBXXLLTR 09/20/24 MYC | Derivative-credit | US | $-43K | – | -0.00 | |
| TRS SOFRINDX/IBXXLLTR 12/20/24 MYC | Derivative-credit | US | $-81K | – | -0.00 | |
| TRUMAN CAPITAL MORTGAGE LOAN T TRUMN 2006 1 A 144A (TRUMAN CAPITAL MTGE LOAN TRUST 2006-1) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| TRUPS FINANCIALS NOTE SECURITI TFINS 2018 1A A1 144A (TRUPS FINANCIALS NOTE SECURITIZATION 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $157M | – | 0.10 |
| TSTAT 2022 1 LTD TSTAT 2022 1A A1R 144A (TSTAT 2022-1A LTD) | Long | ABS-collateralized bond/debt obligation | BM | $5M | – | 0.00 |
| TSY INFL IX N/B 01/25 0.25 (UNITED STATES GOVT) | Long | Debt | US | $1B | – | 0.90 |
| TSY INFL IX N/B 01/25 2.375 (UNITED STATES GOVT) | Long | Debt | US | $196M | – | 0.13 |
| TSY INFL IX N/B 01/27 0.375 (UNITED STATES GOVT) | Long | Debt | US | $22M | – | 0.01 |
| TSY INFL IX N/B 01/28 0.5 (UNITED STATES GOVT) | Long | Debt | US | $6M | – | 0.00 |
| TSY INFL IX N/B 01/29 2.5 (UNITED STATES GOVT) | Long | Debt | US | $27M | – | 0.02 |
| TSY INFL IX N/B 01/31 0.125 (UNITED STATES GOVT) | Long | Debt | US | $21M | – | 0.01 |
| TSY INFL IX N/B 01/32 0.125 (UNITED STATES GOVT) | Long | Debt | US | $84M | – | 0.05 |
| TSY INFL IX N/B 01/33 1.125 (UNITED STATES GOVT) | Long | Debt | US | $237M | – | 0.15 |
| TSY INFL IX N/B 02/40 2.125 (UNITED STATES GOVT) | Long | Debt | US | $73M | – | 0.05 |
| TSY INFL IX N/B 02/41 2.125 (UNITED STATES GOVT) | Long | Debt | US | $18M | – | 0.01 |
| TSY INFL IX N/B 02/42 0.75 (UNITED STATES GOVT) | Long | Debt | US | $203M | – | 0.13 |
| TSY INFL IX N/B 02/43 0.625 (UNITED STATES GOVT) | Long | Debt | US | $25M | – | 0.02 |
| TSY INFL IX N/B 02/44 1.375 (UNITED STATES GOVT) | Long | Debt | US | $113M | – | 0.07 |
| TSY INFL IX N/B 02/45 0.75 (UNITED STATES GOVT) | Long | Debt | US | $130M | – | 0.08 |
| TSY INFL IX N/B 02/46 1 (UNITED STATES GOVT) | Long | Debt | US | $129M | – | 0.08 |
| TSY INFL IX N/B 02/47 0.875 (UNITED STATES GOVT) | Long | Debt | US | $158M | – | 0.10 |
| TSY INFL IX N/B 02/48 1 (UNITED STATES GOVT) | Long | Debt | US | $185M | – | 0.12 |
| TSY INFL IX N/B 02/49 1 (UNITED STATES GOVT) | Long | Debt | US | $460M | – | 0.30 |
| TSY INFL IX N/B 02/50 0.25 (UNITED STATES GOVT) | Long | Debt | US | $122M | – | 0.08 |
| TSY INFL IX N/B 02/53 1.5 (UNITED STATES GOVT) | Long | Debt | US | $277M | – | 0.18 |
| TSY INFL IX N/B 04/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $554M | – | 0.36 |
| TSY INFL IX N/B 07/25 0.375 (UNITED STATES GOVT) | Long | Debt | US | $67M | – | 0.04 |
| TSY INFL IX N/B 07/28 0.75 (UNITED STATES GOVT) | Long | Debt | US | $322M | – | 0.21 |
| TSY INFL IX N/B 07/29 0.25 (UNITED STATES GOVT) | Long | Debt | US | $1B | – | 0.92 |
| TSY INFL IX N/B 07/30 0.125 (UNITED STATES GOVT) | Long | Debt | US | $1B | – | 0.86 |
| TSY INFL IX N/B 07/31 0.125 (UNITED STATES GOVT) | Long | Debt | US | $99M | – | 0.06 |
| TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT) | Long | Debt | US | $1B | – | 0.69 |
| TSY INFL IX N/B 07/33 1.375 (UNITED STATES GOVT) | Long | Debt | US | $1B | – | 0.92 |
| TSY INFL IX N/B 10/24 0.125 (UNITED STATES GOVT) | Long | Debt | US | $2B | – | 1.12 |
| TURKEY EM SP BOA | Derivative-credit | US | $85K | – | 0.00 | |
| TURKEY EM SP BPS | Derivative-credit | US | $9K | – | 0.00 | |
| TURKEY EM SP BPS | Derivative-credit | US | $2K | – | 0.00 | |
| TURKEY EM SP BRC | Derivative-credit | US | $286K | – | 0.00 | |
| TURKEY EM SP BRC | Derivative-credit | US | $80K | – | 0.00 | |
| TURKEY EM SP CBK | Derivative-credit | US | $18K | – | 0.00 | |
| TURKEY EM SP DUB | Derivative-credit | US | $28K | – | 0.00 | |
| TURKEY EM SP GST | Derivative-credit | US | $144K | – | 0.00 | |
| TURKEY EM SP MBC | Derivative-credit | US | $22K | – | 0.00 | |
| TURKEY EM SP MYC | Derivative-credit | US | $60K | – | 0.00 | |
| U S RENAL CARE INC 2023 SUPERPRIORITY TERM LOAN (US RENAL CARE INC) | Long | Loan | US | $22M | – | 0.01 |
| UBS AG STAMFORD CT SR UNSECURED 02/28 7.5 (UBS AG / STAMFORD BRANCH) | Long | Debt | CH | $260M | – | 0.17 |
| UBS AG STAMFORD CT SR UNSECURED 08/24 4.75 (UBS AG / STAMFORD BRANCH) | Long | Debt | CH | $2M | – | 0.00 |
| UBS AG STAMFORD CT SR UNSECURED 08/26 1.25 (UBS AG / STAMFORD BRANCH) | Long | Debt | CH | $3M | – | 0.00 |
| UBS GROUP AG REG COMMON STOCK USD.1 | Long | Equity-common | CH | $7M | 246K | 0.00 |
| UBS GROUP AG SR UNSECURED 144A 01/29 VAR | Long | Debt | CH | $7M | – | 0.00 |
| UBS GROUP AG SR UNSECURED 144A 01/34 VAR | Long | Debt | CH | $133M | – | 0.09 |
| UBS GROUP AG SR UNSECURED 144A 02/30 VAR | Long | Debt | CH | $34M | – | 0.02 |
| UBS GROUP AG SR UNSECURED 144A 02/35 VAR | Long | Debt | CH | $21M | – | 0.01 |
| UBS GROUP AG SR UNSECURED 144A 04/31 VAR | Long | Debt | CH | $34M | – | 0.02 |
| UBS GROUP AG SR UNSECURED 144A 05/32 VAR | Long | Debt | CH | $108M | – | 0.07 |
| UBS GROUP AG SR UNSECURED 144A 07/26 VAR | Long | Debt | CH | $66M | – | 0.04 |
| UBS GROUP AG SR UNSECURED 144A 08/28 VAR | Long | Debt | CH | $153M | – | 0.10 |
| UBS GROUP AG SR UNSECURED 144A 08/33 VAR | Long | Debt | CH | $223M | – | 0.15 |
| UBS GROUP AG SR UNSECURED 144A 09/29 VAR | Long | Debt | CH | $95M | – | 0.06 |
| UBS GROUP AG SR UNSECURED 144A 09/34 VAR | Long | Debt | CH | $21M | – | 0.01 |
| UBS GROUP AG SR UNSECURED 144A 11/33 VAR | Long | Debt | CH | $42M | – | 0.03 |
| UBS GROUP AG SR UNSECURED 144A 12/27 VAR | Long | Debt | CH | $97M | – | 0.06 |
| UBS GROUP AG SR UNSECURED REGS 01/26 VAR | Long | Debt | CH | $29M | – | 0.02 |
| UBS GROUP AG SR UNSECURED REGS 03/29 VAR | Long | Debt | CH | $61M | – | 0.04 |
| UBS GROUP AG SR UNSECURED REGS 04/26 VAR | Long | Debt | CH | $18M | – | 0.01 |
| UKRAINE GOVERNMENT SR UNSECURED REGS 01/32 4.375 (UKRAINE GOVT) | Long | Debt | UA | $8M | – | 0.01 |
| UNICREDIT SPA SR UNSECURED 144A 09/26 VAR | Long | Debt | IT | $11M | – | 0.01 |
| UNIQUE PUB FINANCE CO ASSET BACKED REGS 06/27 5.659 (UNIQUE PUB FINANCE CO PLC) | Long | Debt | GB | $2M | – | 0.00 |
| UNITED AIR 2014 1 A PTT PASS THRU CE 10/27 4 (UNITED AIRLINES 2014-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $3M | – | 0.00 |
| UNITED AIR 2018 1 AA PTT PASS THRU CE 09/31 3.5 (UNITED AIRLINES 2018-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $3M | – | 0.00 |
| UNITED AIR 2019 1 AA PTT PASS THRU CE 02/33 4.15 (UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $3M | – | 0.00 |
| UNITED AIR 2019 2 AA PTT PASS THRU CE 11/33 2.7 (UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $7M | – | 0.00 |
| UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875 (UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $127M | – | 0.08 |
| UNITED AUTO CREDIT SECURITIZAT UACST 2024 1 A 144A (UNITED AUTO CREDIT SECURITIZATION TRUST 2024-1) | Long | ABS-other | US | $4M | – | 0.00 |
| UNITI GROUP INC REIT USD.0001 (UNITI GROUP INC (AKA: COMMUNICATIONS SALES & LEASING INC)) | Long | Equity-common | US | $3M | 1M | 0.00 |
| UNITI GROUP/CSL CAPITAL SR SECURED 144A 02/28 10.5 (UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC) | Long | Debt | US | $13M | – | 0.01 |
| UNITI GROUP/CSL CAPITAL SR SECURED 144A 04/28 4.75 (UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC) | Long | Debt | US | $18M | – | 0.01 |
| UPSTART PASS THROUGH TRUST UPSPT 2022 SB1 A 144A (UPSTART PASS-THROUGH TRUST SERIES 2022-SB1) | Long | ABS-other | US | $15M | – | 0.01 |
| UPSTART PASS THROUGH TRUST UPSPT 2022 ST3 A 144A (UPSTART PASS-THROUGH TRUST SERIES 2022-ST3) | Long | ABS-other | US | $5M | – | 0.00 |
| UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A (UPSTART STRUCTURED PASS-THROUGH TRUST 2022-2A) | Long | ABS-other | US | $6M | – | 0.00 |
| UROPA SECURITIES PLC UROPA 2007 1 A3A REGS (UROPA SECURITIES PLC 2007-1) | Long | ABS-mortgage backed security | GB | $16M | – | 0.01 |
| UROPA SECURITIES PLC UROPA 2007 1 A3B REGS (UROPA SECURITIES PLC 2007-1) | Long | ABS-mortgage backed security | GB | $4M | – | 0.00 |
| UROPA SECURITIES PLC UROPA 2007 1 A4A REGS (UROPA SECURITIES PLC 2007-1) | Long | ABS-mortgage backed security | GB | $2M | – | 0.00 |
| URSA RE LTD UNSECURED 144A 12/26 VAR | Long | Debt | BM | $51M | – | 0.03 |
| URSA RE LTD UNSECURED 144A 12/26 VAR | Long | Debt | BM | $39M | – | 0.03 |
| US 10YR FUT OPTN AUG24C 112 EXP 07/26/2024 | Derivative-interest rate | US | $-40K | – | -0.00 | |
| US 10YR FUT OPTN AUG24P 109 EXP 07/26/2024 | Derivative-interest rate | US | $-117K | – | -0.00 | |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $1M | – | 0.00 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $12M | – | 0.01 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $4M | – | 0.00 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $48M | – | 0.03 | |
| US AIRWAYS 2013 1A PTT PASS THRU CE 05/27 3.95 (US AIRWAYS 2013-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $1M | – | 0.00 |
| US CAP FDG VI LTD/CORP ASSET BACKED 144A 07/43 VAR (US CAPITAL FUNDING VI LTD/US CAPITAL FUNDING VI CORP) | Long | Debt | KY | $33M | – | 0.02 |
| US CAPITAL FUNDING LTD USCAP 2006 5A A1 144A (US CAPITAL FUNDING V LTD 2006-5A) | Long | ABS-collateralized bond/debt obligation | KY | $25M | – | 0.02 |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $-58M | – | -0.04 | |
| US RENAL CARE INC SR SECURED 144A 06/28 10.625 | Long | Debt | US | $4M | – | 0.00 |
| US TREASURY N/B 02/25 2.75 (UNITED STATES GOVT) | Long | Debt | US | $394K | – | 0.00 |
| US TREASURY N/B 02/26 1.625 (UNITED STATES GOVT) | Long | Debt | US | $399K | – | 0.00 |
| US TREASURY N/B 02/29 2.625 (UNITED STATES GOVT) | Long | Debt | US | $519K | – | 0.00 |
| US TREASURY N/B 02/43 3.125 (UNITED STATES GOVT) | Long | Debt | US | $224M | – | 0.15 |
| US TREASURY N/B 02/44 3.625 (UNITED STATES GOVT) | Long | Debt | US | $429M | – | 0.28 |
| US TREASURY N/B 02/45 2.5 (UNITED STATES GOVT) | Long | Debt | US | $55M | – | 0.04 |
| US TREASURY N/B 02/46 2.5 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.00 |
| US TREASURY N/B 02/49 3 (UNITED STATES GOVT) | Long | Debt | US | $95M | – | 0.06 |
| US TREASURY N/B 03/26 4.5 (UNITED STATES GOVT) | Long | Debt | US | $2B | – | 1.43 |
| US TREASURY N/B 03/29 2.375 (UNITED STATES GOVT) | Long | Debt | US | $962M | – | 0.63 |
| US TREASURY N/B 04/27 4.5 (UNITED STATES GOVT) | Long | Debt | US | $2B | – | 1.45 |
| US TREASURY N/B 05/30 6.25 (UNITED STATES GOVT) | Long | Debt | US | $927K | – | 0.00 |
| US TREASURY N/B 05/43 2.875 (UNITED STATES GOVT) | Long | Debt | US | $92M | – | 0.06 |
| US TREASURY N/B 05/44 3.375 (UNITED STATES GOVT) | Long | Debt | US | $594M | – | 0.39 |
| US TREASURY N/B 05/46 2.5 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.00 |
| US TREASURY N/B 05/49 2.875 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.00 |
| US TREASURY N/B 08/26 1.5 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.00 |
| US TREASURY N/B 08/43 3.625 (UNITED STATES GOVT) | Long | Debt | US | $418M | – | 0.27 |
| US TREASURY N/B 08/43 4.375 (UNITED STATES GOVT) | Long | Debt | US | $478M | – | 0.31 |
| US TREASURY N/B 08/44 3.125 (UNITED STATES GOVT) | Long | Debt | US | $383M | – | 0.25 |
| US TREASURY N/B 08/45 2.875 (UNITED STATES GOVT) | Long | Debt | US | $652M | – | 0.43 |
| US TREASURY N/B 08/46 2.25 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.00 |
| US TREASURY N/B 08/48 3 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.00 |
| US TREASURY N/B 11/24 2.25 (UNITED STATES GOVT) | Long | Debt | US | $954K | – | 0.00 |
| US TREASURY N/B 11/26 2 (UNITED STATES GOVT) | Long | Debt | US | $188K | – | 0.00 |
| US TREASURY N/B 11/43 3.75 (UNITED STATES GOVT) | Long | Debt | US | $314M | – | 0.20 |
| US TREASURY N/B 11/44 3 (UNITED STATES GOVT) | Long | Debt | US | $481M | – | 0.31 |
| US TREASURY N/B 11/46 2.875 (UNITED STATES GOVT) | Long | Debt | US | $407M | – | 0.27 |
| US TREASURY N/B 11/47 2.75 (UNITED STATES GOVT) | Long | Debt | US | $73K | – | 0.00 |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-11M | – | -0.01 | |
| VALARIS LTD SECURED 144A 04/30 8.375 (VALARIS LIMITED) | Long | Debt | BM | $2M | – | 0.00 |
| VASA TRUST VASA 2021 VASA A 144A (VASA TRUST 2021-VASA) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| VENDEE MORTGAGE TRUST VENDE 1994 3A 1ZB (VENDEE MORTGAGE TRUST-1994-3A) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| VENTURE CDO LTD VENTR 2017 28A A1R 144A (VENTURE XXVIII CLO LTD 2017-28A) | Long | ABS-collateralized bond/debt obligation | KY | $812K | – | 0.00 |
| VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/29 3.875 (VENTURE GLOBAL CALCASIEU PASS LLC) | Long | Debt | US | $20M | – | 0.01 |
| VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/31 4.125 (VENTURE GLOBAL CALCASIEU PASS LLC) | Long | Debt | US | $9M | – | 0.01 |
| VENTURE GLOBAL CALCASIEU SR SECURED 144A 11/33 3.875 (VENTURE GLOBAL CALCASIEU PASS LLC) | Long | Debt | US | $9M | – | 0.01 |
| VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5 | Long | Debt | US | $129M | – | 0.08 |
| VENTURE GLOBAL LNG INC SR SECURED 144A 02/32 9.875 | Long | Debt | US | $75M | – | 0.05 |
| VENTURE GLOBAL LNG INC SR SECURED 144A 06/28 8.125 | Long | Debt | US | $57M | – | 0.04 |
| VENTURE GLOBAL LNG INC SR SECURED 144A 06/31 8.375 | Long | Debt | US | $20M | – | 0.01 |
| VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A (VERDELITE STATIC CLO LTD 2024-1) | Long | ABS-collateralized bond/debt obligation | JE | $105M | – | 0.07 |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $910K | – | 0.00 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $895K | – | 0.00 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $173K | – | 0.00 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $166K | – | 0.00 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $105K | – | 0.00 | |
| VEROS AUTO RECEIVABLES TRUST VEROS 2024 1 A 144A (VEROS AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $12M | – | 0.01 |
| VERUS SECURITIZATION TRUST VERUS 2022 2 A1 144A (VERUS SECURITIZATION TRUST 2022-2) | Long | ABS-mortgage backed security | US | $24M | – | 0.02 |
| VERUS SECURITIZATION TRUST VERUS 2022 INV2 A1 144A (VERUS SECURITIZATION TRUST 2022-INV2) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| VERUS SECURITIZATION TRUST VERUS 2023 1 A1 144A (VERUS SECURITIZATION TRUST 2023-1) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| VERUS SECURITIZATION TRUST VERUS 2023 3 A1 144A (VERUS SECURITIZATION TRUST 2023-3) | Long | ABS-mortgage backed security | US | $27M | – | 0.02 |
| VERUS SECURITIZATION TRUST VERUS 2023 4 A1 144A (VERUS SECURITIZATION TRUST 2023-4) | Long | ABS-mortgage backed security | US | $32M | – | 0.02 |
| VERUS SECURITIZATION TRUST VERUS 2023 5 A1 144A (VERUS SECURITIZATION TRUST 2023-5) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| VERUS SECURITIZATION TRUST VERUS 2023 6 A1 144A (VERUS SECURITIZATION TRUST 2023-6) | Long | ABS-mortgage backed security | US | $67M | – | 0.04 |
| VERUS SECURITIZATION TRUST VERUS 2023 7 A1 144A (VERUS SECURITIZATION TRUST 2023-7) | Long | ABS-mortgage backed security | US | $64M | – | 0.04 |
| VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A (VERUS SECURITIZATION TRUST 2023-8) | Long | ABS-mortgage backed security | US | $23M | – | 0.01 |
| VERUS SECURITIZATION TRUST VERUS 2023 INV1 A1 144A (VERUS SECURITIZATION TRUST 2023-INV1) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| VERUS SECURITIZATION TRUST VERUS 2023 INV2 A1 144A (VERUS SECURITIZATION TRUST 2023-INV2) | Long | ABS-mortgage backed security | US | $27M | – | 0.02 |
| VERUS SECURITIZATION TRUST VERUS 2023 INV3 A1 144A (VERUS SECURITIZATION TRUST 2023-INV3) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| VERUS SECURITIZATION TRUST VERUS 2024 3 A1 144A (VERUS SECURITIZATION TRUST 2024-3) | Long | ABS-mortgage backed security | US | $32M | – | 0.02 |
| VERUS SECURITIZATION TRUST VERUS 2024 4 A1 144A (VERUS SECURITIZATION TRUST 2024-4) | Long | ABS-mortgage backed security | US | $36M | – | 0.02 |
| VERUS SECURITIZATION TRUST VERUS 2024 5 A1 144A (VERUS SECURITIZATION TRUST 2024-5) | Long | ABS-mortgage backed security | US | $40M | – | 0.03 |
| VERUS SECURITIZATION TRUST VERUS 2024 INV1 A1 144A (VERUS SECURITIZATION TRUST 2024-INV1) | Long | ABS-mortgage backed security | US | $56M | – | 0.04 |
| VIBRANT CLO LTD VIBR 2017 6A BR 144A (VIBRANT CLO VI LTD 2017-6A) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.01 |
| VICI PROPERTIES / NOTE COMPANY GUAR 144A 01/28 4.5 (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $3M | – | 0.00 |
| VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/27 5.75 (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $12M | – | 0.01 |
| VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/29 3.875 (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $5M | – | 0.00 |
| VICI PROPERTIES / NOTE COMPANY GUAR 144A 06/25 4.625 (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $4M | – | 0.00 |
| VICI PROPERTIES / NOTE COMPANY GUAR 144A 09/26 4.5 (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $16M | – | 0.01 |
| VICI PROPERTIES INC REIT USD.01 | Long | Equity-common | US | $333M | 12M | 0.22 |
| VISIO TRUST VISIO 2023 2 A1 144A (VISIO TRUST 2023-2) | Long | ABS-mortgage backed security | US | $19M | – | 0.01 |
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 5.3 (VOLKSWAGEN GROUP OF AMERICA FINANCE LLC) | Long | Debt | US | $100M | – | 0.07 |
| VOYA CLO LTD INGIM 2012 4A A1R3 144A (ING INVESTMENT MANAGEMENT CLO LTD 2012-4A) | Long | ABS-collateralized bond/debt obligation | KY | $679K | – | 0.00 |
| VOYA CLO LTD VOYA 2019 2A AR 144A (VOYA CLO 2019-2A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $30M | – | 0.02 |
| VOYA CLO LTD VOYA 2019 3A AR 144A (VOYA CLO LTD 2019 3A) | Long | ABS-collateralized bond/debt obligation | KY | $19M | – | 0.01 |
| VOYA CLO LTD VOYA 2024 1A A1 144A (VOYA CLO 2024-1A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.01 |
| VOYAGER AVIATION HLD EQUITY VOYAGER AVIATION 92918X9D9 (VOYAGER AVIATION HOLDINGS LLC) | Long | Equity-common | US | $0 | 6K | – |
| VOYAGER AVIATION HLD PFD VOYAGER AVIATION 92918X9A5 (CAYENNE AVIATION LLC) | Long | Equity-preferred | US | $0.03 | 33K | – |
| VOYAGER AVIATION HOLD SR SECURED 144A 05/26 8.5 (VOYAGER AVIATION HOLDINGS LLC) | Long | Debt | US | $2M | – | 0.00 |
| VSTRONG AUTO RECEIVABLES TRUST VSTRG 2024 A A2 144A (VSTRONG AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $7M | – | 0.00 |
| WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 A 1A1 (WACHOVIA MORTGAGE LN TRUST LLC 2005-A) | Long | ABS-mortgage backed security | US | $275K | – | 0.00 |
| WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 B 1A1 (WACHOVIA MORTGAGE LN TRUST LLC 2005-B) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 B 4A1 (WACHOVIA MORTGAGE LN TRUST LLC 2005-B) | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 WMC1 M2 (WACHOVIA MTGE LOAN TRUST 2005-WMC1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| WACHOVIA MORTGAGE LOAN TRUST, WMLT 2006 ALT1 A1 (WACHOVIA MTGE LOAN TRUST 2006-ALT1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| WACHOVIA MORTGAGE LOAN TRUST, WMLT 2006 ALT1 A2 (WACHOVIA MTGE LOAN TRUST 2006-ALT1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| WACHOVIA MORTGAGE LOAN TRUST, WMLT 2006 ALT1 A3 (WACHOVIA MTGE LOAN TRUST 2006-ALT1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| WACHOVIA MORTGAGE LOAN TRUST, WMLT 2006 AMN1 A2 (WACHOVIA MTGE LOAN TRUST 2006-AMN1) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE1 1A (WAMU ASSET-BACKED CERTIFICATES 2007-HE1) | Long | ABS-mortgage backed security | US | $25M | – | 0.02 |
| WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE2 2A1 (WAMU ASSET-BACKED CERTIFICATES 2007-HE2) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE3 1A (WAMU ASSET-BACKED CERTIFICATES 2007-HE3) | Long | ABS-mortgage backed security | US | $27M | – | 0.02 |
| WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE3 2A3 (WAMU ASSET-BACKED CERTIFICATES 2007-HE3) | Long | ABS-mortgage backed security | US | $16M | – | 0.01 |
| WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE3 2A5 (WAMU ASSET-BACKED CERTIFICATES 2007-HE3) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE4 2A3 (WAMU ASSET-BACKED CERTIFICATES 2007-HE4) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2001 AR5 1A (WASHINGTON MUTUAL 2001-AR5) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A (WASHINGTON MUTUAL 2002-AR17) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR19 A7 (WASHINGTON MUTUAL 2002-AR19) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR19 A8 (WASHINGTON MUTUAL 2002-AR19) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR9 1A (WASHINGTON MUTUAL 2002-AR9) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR10 A1A (WASHINGTON MUTUAL 2004-AR10) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR12 A1 (WASHINGTON MUTUAL 2004-AR12) | Long | ABS-mortgage backed security | US | $774K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR12 A2A (WASHINGTON MUTUAL 2004-AR12) | Long | ABS-mortgage backed security | US | $612K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A1A (WASHINGTON MUTUAL 2004-AR13) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2A (WASHINGTON MUTUAL 2004-AR13) | Long | ABS-mortgage backed security | US | $878K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2B (WASHINGTON MUTUAL 2004-AR13) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR14 A1 (WASHINGTON MUTUAL 2004-AR14) | Long | ABS-mortgage backed security | US | $680K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR9 A1 (WASHINGTON MUTUAL 2004-AR9) | Long | ABS-mortgage backed security | US | $279K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A2A1 (WASHINGTON MUTUAL 2005-AR1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR10 1A3 (WASHINGTON MUTUAL 2005-AR10) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR11 A1A (WASHINGTON MUTUAL 2005-AR11) | Long | ABS-mortgage backed security | US | $14M | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR11 A1B2 (WASHINGTON MUTUAL 2005-AR11) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR12 1A4 (WASHINGTON MUTUAL 2005-AR12) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A3 (WASHINGTON MUTUAL 2005-AR13) | Long | ABS-mortgage backed security | US | $519K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR14 1A2 (WASHINGTON MUTUAL 2005-AR14) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR14 1A3 (WASHINGTON MUTUAL 2005-AR14) | Long | ABS-mortgage backed security | US | $654K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR14 1A4 (WASHINGTON MUTUAL 2005-AR14) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1A1 (WASHINGTON MUTUAL 2005-AR15) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR17 A1A1 (WASHINGTON MUTUAL 2005-AR17) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR17 A1A2 (WASHINGTON MUTUAL 2005-AR17) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR18 1A1 (WASHINGTON MUTUAL 2005-AR18) | Long | ABS-mortgage backed security | US | $890K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR18 2A1 (WASHINGTON MUTUAL 2005-AR18) | Long | ABS-mortgage backed security | US | $498K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR18 3A1 (WASHINGTON MUTUAL 2005-AR18) | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A (WASHINGTON MUTUAL 2005-AR2) | Long | ABS-mortgage backed security | US | $359K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A21 (WASHINGTON MUTUAL 2005-AR2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A23 (WASHINGTON MUTUAL 2005-AR2) | Long | ABS-mortgage backed security | US | $832K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A3 (WASHINGTON MUTUAL 2005-AR2) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR3 A1 (WASHINGTON MUTUAL 2005-AR3) | Long | ABS-mortgage backed security | US | $405K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR3 A2 (WASHINGTON MUTUAL 2005-AR3) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR6 2A1A (WASHINGTON MUTUAL 2005-AR6) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR8 2A1A (WASHINGTON MUTUAL 2005-AR8) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR11 1A (WASHINGTON MUTUAL 2006-AR11) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR12 2A1 (WASHINGTON MUTUAL 2006-AR12) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR12 2A3 (WASHINGTON MUTUAL 2006-AR12) | Long | ABS-mortgage backed security | US | $477K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 1A (WASHINGTON MUTUAL 2006-AR13) | Long | ABS-mortgage backed security | US | $21M | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR14 1A3 (WASHINGTON MUTUAL 2006-AR14) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR14 2A3 (WASHINGTON MUTUAL 2006-AR14) | Long | ABS-mortgage backed security | US | $360K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 1A (WASHINGTON MUTUAL 2006-AR15) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 2A2 (WASHINGTON MUTUAL 2006-AR16) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A (WASHINGTON MUTUAL 2006-AR17) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A (WASHINGTON MUTUAL 2006-AR17) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 1A1 (WASHINGTON MUTUAL 2006-AR18) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 2A3 (WASHINGTON MUTUAL 2006-AR18) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 3A2 (WASHINGTON MUTUAL 2006-AR18) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 3A3 (WASHINGTON MUTUAL 2006-AR18) | Long | ABS-mortgage backed security | US | $808K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 1A (WASHINGTON MUTUAL 2006-AR19) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 1A1A (WASHINGTON MUTUAL 2006-AR19) | Long | ABS-mortgage backed security | US | $589K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR2 1A1 (WASHINGTON MUTUAL 2006-AR2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1B (WASHINGTON MUTUAL 2006-AR3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR4 1A1A (WASHINGTON MUTUAL 2006-AR4) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR5 A12A (WASHINGTON MUTUAL 2006-AR5) | Long | ABS-mortgage backed security | US | $403K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR5 A1A (WASHINGTON MUTUAL 2006-AR5) | Long | ABS-mortgage backed security | US | $974K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR6 2A2 (WASHINGTON MUTUAL 2006-AR6) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR6 2A3 (WASHINGTON MUTUAL 2006-AR6) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR7 1A (WASHINGTON MUTUAL 2006 AR7) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR7 3A (WASHINGTON MUTUAL 2006 AR7) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR8 1A4 (WASHINGTON MUTUAL 2006-AR8) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 2A1 (WAMU MTGE P/T CERT 2007-HY1) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A2 (WAMU MTGE P/T CERT 2007-HY1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 4A1 (WAMU MTGE P/T CERT 2007-HY1) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 5A1 (WAMU MTGE P/T CERT 2007-HY1) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY2 1A1 (WAMU MTGE P/T CERT 2007-HY2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY3 2A1 (WAMU MTGE P/T CERT 2007-HY3) | Long | ABS-mortgage backed security | US | $10M | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY3 3A1 (WAMU MTGE P/T CERT 2007-HY3) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY4 3A1 (WAMU MTGE P/T CERTIFICATES 2007-HY4) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY4 4A1 (WAMU MTGE P/T CERTIFICATES 2007-HY4) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 2A1 (WAMU MTGE P/T CERT 2007-HY5) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 3A1 (WAMU MTGE P/T CERT 2007-HY5) | Long | ABS-mortgage backed security | US | $444K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 1A1 (WAMU MTGE P/T CERT 2007-HY6) | Long | ABS-mortgage backed security | US | $989K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A1 (WAMU MTGE P/T CERT 2007-HY6) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 3A1 (WAMU MTGE P/T CERT 2007-HY7) | Long | ABS-mortgage backed security | US | $29M | – | 0.02 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 3A2 (WAMU MTGE P/T CERT 2007-HY7) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 4A1 (WAMU MTGE P/T CERT 2007-HY7) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 4A2 (WAMU MTGE P/T CERT 2007-HY7) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA1 A1A (WAMU MORTGAGE P/T CERTIFICATES 2007-OA1) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA3 2A1A (WASHINGTON MUTUAL 2007-OA3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA3 2A1B (WASHINGTON MUTUAL 2007-OA3) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA5 1A (WAMU MTGE P/T CERT 2007-OA5) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A A 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $206M | – | 0.13 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A B 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $58M | – | 0.04 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A C 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $29M | – | 0.02 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A D 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $16M | – | 0.01 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A E 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $16M | – | 0.01 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A PRC 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $38M | – | 0.02 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A RRC 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $3M | – | 0.00 |
| WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE2 A3 (WASHINGTON MUTUAL ASSET BACKED 2006-HE2) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE3 2A4 (WASHINGTON MUTUAL ASSET BACKED CTFS 2006-HE3) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE5 2A1 (WASHINGTON MUTUAL ASSET BACKED 2006-HE5) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE5 2A2 (WASHINGTON MUTUAL ASSET BACKED 2006-HE5) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 10 1CB (WMALT MTGE PASS-THRU CERT 2005-10) | Long | ABS-mortgage backed security | US | $340K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 10 2A7 (WMALT MTGE PASS-THRU CERT 2005-10) | Long | ABS-mortgage backed security | US | $346K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 11 A8 (WMALT MTGE PASS-THRU CERT 2005-11) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 3 1CB3 (WMALT MTGE PASS-THRU CERT 2005-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 4 5A1 (WMALT MTGE PASS-THRU CERT 2005-4) | Long | ABS-mortgage backed security | US | $837K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 4 CB11 (WMALT MTGE PASS-THRU CERT 2005-4) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 5 CB1 (WMALT MORTGAGE PASS-THRU CERT 2005-5) | Long | ABS-mortgage backed security | US | $532K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 6 2A1 (WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2005-6) | Long | ABS-mortgage backed security | US | $738K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 7 1A5 (WMALT MTGE PASS-THRU CERT 2005-7) | Long | ABS-mortgage backed security | US | $251K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 9 1CB (WMALT MTGE PASS-THRU CERT 2005-9) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 9 5A5 (WMALT MTGE PASS-THRU CERT 2005-9) | Long | ABS-mortgage backed security | US | $249K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 AR1 A1A (WASHINGTON MUTUAL MTGE P/T 2005-AR1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 2 1A10 (WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2006-2) | Long | ABS-mortgage backed security | US | $747K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 3 2A (WASHINGTON MUTUAL MTGE P/T 2006-3) | Long | ABS-mortgage backed security | US | $8M | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 3 3CB1 (WASHINGTON MUTUAL MTGE P/T 2006-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 4 3A1 (WASHINGTON MUTUAL MORTGAGE PASS-THROUGH 2006-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 5 3A2 (WASHING MUTUAL MTGE P/T 2006-5) | Long | ABS-mortgage backed security | US | $317K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 5 3A3 (WASHING MUTUAL MTGE P/T 2006-5) | Long | ABS-mortgage backed security | US | $5M | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 5 3A5 (WASHING MUTUAL MTGE P/T 2006-5) | Long | ABS-mortgage backed security | US | $441K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 6 1CB1 (WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2006-6) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 7 A3 (WASHING MUTUAL MTGE P/T 2006-7) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 7 A7 (WASHING MUTUAL MTGE P/T 2006-7) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 8 A6 (WASHING MUTUAL MTGE P/T 2006-8) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 9 A6 (WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CTFS 2006-9) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR10 A3A (WASHINGTON MUTUAL MRTG PA-TH 2006-AR10) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR2 A1A (WASHINGTON MUTUAL MTGE P/T 2006-AR2) | Long | ABS-mortgage backed security | US | $18M | – | 0.01 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR3 A1A (WASHINGTON MUTUAL MTGE P/T 2006-AR3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR6 1A (WASHINGTON MUTUAL MTGE P/T 2006-AR6) | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR7 A1A (WASHINGTON MUTUAL MTGE P/T 2006-AR7) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR8 2A (WMALT MTGE PASS-THRU CERT 2006-AR8) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 3 A2 (WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2007-3) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA1 2A (WASHINGTON MUTUAL MTGE P/T 2007-OA1) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA2 2A (WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2007-OA2) | Long | ABS-mortgage backed security | US | $11M | – | 0.01 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 4A1 (WASHINGTON MUTUAL MTGE P/T 2007-OA3) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 4A2 (WASHINGTON MUTUAL MTGE P/T 2007-OA3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR3 1A (WASHINGTON MUTUAL MSC MTG CTFS 2003-AR3) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 MS9 2A (WASHINGTON MUTUAL MSC MTG CTFS 2003-MS9) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| WELLFLEET CLO LTD WELF 2019 XA A1R 144A (WELLFLEET CLO X LTD 2019-XA) | Long | ABS-collateralized bond/debt obligation | KY | $23M | – | 0.01 |
| WELLFLEET CLO LTD WELF 2021 2A A1 144A (WELLFLEET CLO 2021-2 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.01 |
| WELLS FARGO + COMPANY SR UNSECURED 06/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $5M | – | 0.00 |
| WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA3 2A4 (WELLS FARGO ALTERNATIVE LOAN TR 2007-PA3) | Long | ABS-mortgage backed security | US | $287K | – | 0.00 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 C31 ASB (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C31) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 C32 ASB (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C32) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 LC24 XA (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-LC24) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2018 C48 XA (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C48) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| WELLS FARGO HOME EQUITY TRUST WFHET 2005 3 M7 (WELLS FARGO HOME EQUITY TRUST 2005-3) | Long | ABS-mortgage backed security | US | $386K | – | 0.00 |
| WELLS FARGO HOME EQUITY TRUST WFHET 2005 3 M9 144A (WELLS FARGO HOME EQUITY TRUST 2005-3) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| WELLS FARGO HOME EQUITY TRUST WFHET 2006 1 M4 (WELLS FARGO HOME EQUITY TRUST 2006-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| WELLS FARGO HOME EQUITY TRUST WFHET 2006 1 M5 (WELLS FARGO HOME EQUITY TRUST 2006-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| WELLS FARGO HOME EQUITY TRUST WFHET 2006 2 M2 (WELLS FARGO HOME EQUITY TRUST 2006-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| WELLS FARGO HOME EQUITY TRUST WFHET 2006 2 M3 (WELLS FARGO HOME EQUITY TRUST 2006-2) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| WELLS FARGO HOME EQUITY TRUST WFHET 2007 1 A2 (WELLS FARGO HOME EQUITY TRUST 2007-1) | Long | ABS-mortgage backed security | US | $560K | – | 0.00 |
| WELLS FARGO HOME EQUITY TRUST WFHET 2007 2 A3 (WELLS FARGO HOME EQUITY TRUST 2007-2) | Long | ABS-mortgage backed security | US | $7M | – | 0.00 |
| WELLS FARGO HOME EQUITY TRUST WFHET 2007 2 A4 (WELLS FARGO HOME EQUITY TRUST 2007-2) | Long | ABS-mortgage backed security | US | $4M | – | 0.00 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2004 U A1 (WELLS FARGO MTGE BACKED SEC 2004-U) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2005 AR14 A1 (WELLS FARGO MORTGAGE BACKED SECURITIES 2005-AR14) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 7 2A1 (WELLS FARGO MORTGAGE BACKED SEC 2006-7) | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 7 3A1 (WELLS FARGO MORTGAGE BACKED SEC 2006-7) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR11 A1 (WELLS FARGO MTGE BK SEC TR 2006-AR11) | Long | ABS-mortgage backed security | US | $191K | – | 0.00 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR11 A6 (WELLS FARGO MTGE BK SEC TR 2006-AR11) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR14 2A1 (WELLS FARGO MTGE BK SEC TR 2006-AR14) | Long | ABS-mortgage backed security | US | $803K | – | 0.00 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR14 3A1 (WELLS FARGO MTGE BK SEC TR 2006-AR14) | Long | ABS-mortgage backed security | US | $831K | – | 0.00 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR4 2A1 (WELLS FARGO MTGE BK SEC TR 2006-AR4) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 15 A1 (WELLS FARGO MTG BKD SEC 2007-15) | Long | ABS-mortgage backed security | US | $641K | – | 0.00 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 7 A49 (WELLS FARGO MTGE BACKED SEC 2007-7) | Long | ABS-mortgage backed security | US | $341K | – | 0.00 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 AR3 A4 (WELLS FARGO MTGE BACKED SEC 2007-AR3) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 AR8 A1 (WELLS FARGO MTGE BACKED SEC 2007-AR8) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| WELLS FARGO MORTGAGE LOAN TRUS WFMLT 2010 RR4 1A2 144A (WELLS FARGO MORTGAGE LOAN TRUST 2010-RR4) | Long | ABS-mortgage backed security | US | $6M | – | 0.00 |
| WELLS FARGO MORTGAGE LOAN TRUS WFMLT 2012 RR2 1A2 144A (WELLS FARGO MORTGAGE LOAN TRUST 2012-RR2) | Long | ABS-mortgage backed security | US | $13M | – | 0.01 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2A 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $47M | – | 0.03 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A2B 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $19M | – | 0.01 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A3 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $14M | – | 0.01 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2A 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-2A) | Long | ABS-other | US | $79M | – | 0.05 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2B 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-2A) | Long | ABS-other | US | $37M | – | 0.02 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A3 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-2A) | Long | ABS-other | US | $17M | – | 0.01 |
| WESTMORELAND COAL CO PIK TERM LOAN (WESTMORELAND MINING HOLDINGS LLC) | Long | Loan | US | $3M | – | 0.00 |
| WESTMORELAND MINING HOLDINGS L COMMON (WESTMORELAND MINING HOLDINGS LLC) | Long | Equity-common | US | $287K | 144K | 0.00 |
| WF RBS COMMERCIAL MORTGAGE TRU WFRBS 2014 C19 XB (WF-RBS COMMERCIAL MORTGAGE TRUST 2014-C19) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| WINDMILL II RE DAC UNSECURED 144A 07/28 VAR (WINDMILL III RE DESIGNATED ACTIVITY COMPANY) | Long | Debt | IE | $428K | – | 0.00 |
| WINDSTREAM ESCROW LLC SR SECURED 144A 08/28 7.75 (WINDSTREAM SERVICES LLC (AKA: WINDSTREAM CORP)) | Long | Debt | US | $81M | – | 0.05 |
| WINDSTREAM SERVICES LLC 2020 EXIT TERM LOAN B (WINDSTREAM SERVICES II LLC) | Long | Loan | US | $36M | – | 0.02 |
| WINDSTREAM SERVICES LLC 2022 INCREMENTAL TERM LOAN (WINDSTREAM SERVICES II LLC) | Long | Loan | US | $56M | – | 0.04 |
| WINDSTREAM UNITS EQUITY (WINDSTREAM HOLDINGS II LLC) | Long | Equity-common | US | $86M | 5M | 0.06 |
| WINSTON RE LTD UNSECURED 144A 02/31 VAR | Long | Debt | BM | $5M | – | 0.00 |
| WOODWARD CAPITAL MANAGEMENT RCKT 2023 CES2 A1A 144A (RCKT MORTGAGE TRUST 2023-CES2) | Long | ABS-mortgage backed security | US | $12M | – | 0.01 |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES1 A1A 144A (RCKT MORTGAGE TRUST 2024-CES1) | Long | ABS-mortgage backed security | US | $15M | – | 0.01 |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES2 A1A 144A (RCKT MORTGAGE TRUST 2024-CES2) | Long | ABS-mortgage backed security | US | $74M | – | 0.05 |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES4 A1A 144A (RCKT MORTGAGE TRUST 2024-CES4) | Long | ABS-mortgage backed security | US | $77M | – | 0.05 |
| WORLD OMNI AUTO RECEIVABLES TR WOART 2024 B A2A (WORLD OMNI AUTO RECEIVABLES TRUST 2024-B) | Long | ABS-other | US | $5M | – | 0.00 |
| WORLD OMNI AUTO RECEIVABLES TR WOART 2024 B A2B (WORLD OMNI AUTO RECEIVABLES TRUST 2024-B) | Long | ABS-other | US | $5M | – | 0.00 |
| WORLD OMNI AUTO RECEIVABLES TR WOART 2024 B A3 (WORLD OMNI AUTO RECEIVABLES TRUST 2024-B) | Long | ABS-other | US | $26M | – | 0.02 |
| WSTN TRUST WSTN 2023 MAUI A 144A (WSTN TRUST 2023-MAUI) | Long | ABS-mortgage backed security | US | $65M | – | 0.04 |
| YELLOWSTONE ENERGY LP SR SECURED 12/26 5.75 | Long | Debt | US | $2M | – | 0.00 |
| ZCS BRL 10.03683 08/07/23-01/04/27 CME | Derivative-interest rate | BR | $-2M | – | -0.00 | |
| ZCS BRL 10.04072 08/02/23-01/04/27 CME | Derivative-interest rate | BR | $-8M | – | -0.01 | |
| ZCS BRL 10.05205 08/02/23-01/02/26 CME | Derivative-interest rate | BR | $-7M | – | -0.00 | |
| ZCS BRL 10.072 03/27/24-01/04/27 CME | Derivative-interest rate | BR | $-5M | – | -0.00 | |
| ZCS BRL 10.08501 08/01/23-01/02/26 CME | Derivative-interest rate | BR | $-6M | – | -0.00 | |
| ZCS BRL 10.09012 07/31/23-01/04/27 CME | Derivative-interest rate | BR | $-15M | – | -0.01 | |
| ZCS BRL 10.098 03/28/24-01/04/27 CME | Derivative-interest rate | BR | $-13M | – | -0.01 | |
| ZCS BRL 10.10457 07/28/23-01/02/26 CME | Derivative-interest rate | BR | $-6M | – | -0.00 | |
| ZCS BRL 10.13796 07/28/23-01/04/27 CME | Derivative-interest rate | BR | $-4M | – | -0.00 | |
| ZCS BRL 10.16509 04/01/24-01/04/27 CME | Derivative-interest rate | BR | $-7M | – | -0.00 | |
| ZCS BRL 10.17 04/01/24-01/04/27 CME | Derivative-interest rate | BR | $-11M | – | -0.01 | |
| ZCS BRL 10.18249 04/04/24-01/04/27 CME | Derivative-interest rate | BR | $-13M | – | -0.01 | |
| ZCS BRL 10.183133 04/04/24-01/04/27 CME | Derivative-interest rate | BR | $-6M | – | -0.00 | |
| ZCS BRL 10.203257 04/02/24-01/04/27 CME | Derivative-interest rate | BR | $-15M | – | -0.01 | |
| ZCS BRL 10.21 04/03/24-01/04/27 CME | Derivative-interest rate | BR | $-2M | – | -0.00 | |
| ZCS BRL 10.25622 04/03/24-01/04/27 CME | Derivative-interest rate | BR | $-14M | – | -0.01 | |
| ZCS BRL 10.3275 04/05/24-01/04/27 CME | Derivative-interest rate | BR | $-11M | – | -0.01 | |
| ZCS BRL 11.14 03/29/22-01/02/25 CME | Derivative-interest rate | BR | $-1M | – | -0.00 | |
| ZCS BRL 11.16 03/29/22-01/02/25 CME | Derivative-interest rate | BR | $-744K | – | -0.00 | |
| ZCS BRL 11.22 03/25/22-01/04/27 CME | Derivative-interest rate | BR | $-2M | – | -0.00 | |
| ZCS BRL 11.245 03/25/22-01/04/27 CME | Derivative-interest rate | BR | $-837K | – | -0.00 | |
| ZCS BRL 11.26 03/25/22-01/04/27 CME | Derivative-interest rate | BR | $-825K | – | -0.00 | |
| ZCS BRL 11.35 03/28/22-01/02/25 CME | Derivative-interest rate | BR | $-763K | – | -0.00 | |
| ZCS BRL 11.7 03/24/22-01/04/27 CME | Derivative-interest rate | BR | $-227K | – | -0.00 | |
| ZCS BRL 11.715 03/24/22-01/04/27 CME | Derivative-interest rate | BR | $-955K | – | -0.00 | |
| ZCS BRL 11.87 03/22/22-01/04/27 CME | Derivative-interest rate | BR | $-2M | – | -0.00 | |
| ZCS BRL 12 03/23/22-01/02/25 CME | Derivative-interest rate | BR | $-630K | – | -0.00 | |
| ZCS BRL 12.08 03/21/22-01/02/25 CME | Derivative-interest rate | BR | $-748K | – | -0.00 | |
| ZCS BRL 12.14 03/21/22-01/02/25 CME | Derivative-interest rate | BR | $-265K | – | -0.00 | |
| ZCS BRL 12.145 03/22/22-01/02/25 CME | Derivative-interest rate | BR | $-252K | – | -0.00 | |
| ZCS BRL 12.16 03/21/22-01/02/25 CME | Derivative-interest rate | BR | $-456K | – | -0.00 | |
| ZCS BRL 9.87397 08/03/23-01/02/26 CME | Derivative-interest rate | BR | $-4M | – | -0.00 | |
| ZCS BRL 9.89906 08/03/23-01/02/26 CME | Derivative-interest rate | BR | $-2M | – | -0.00 | |
| ZCS BRL 9.93932 08/07/23-01/02/26 CME | Derivative-interest rate | BR | $-3M | – | -0.00 | |
| ZCS BRL 9.99764 08/04/23-01/04/27 CME | Derivative-interest rate | BR | $-7M | – | -0.00 | |
| ZEPHYRUS CAPITAL AVIATION PART TERM LOAN (ZEPHYRUS CAPITAL AVIATION PARTNERS LTD 2018-1) | Long | ABS-other | US | $4M | – | 0.00 |
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.