DoubleLine Funds > DoubleLine Funds Trust
DoubleLine Total Return Bond Fund
$32.43B
Avg Monthly Net Assets
$30.11B
Total Assets
$348.40M
Total Liabilities
$29.76B
Net Assets
DoubleLine Total Return Bond Fund is a Mutual Fund in DoubleLine Funds Trust
from DoubleLine Funds,
based in Florida,
United States of America.
The fund has three share classes
and monthly net assets of $32.43B.
On August 29th, 2024 it reported 2,969 holdings, the largest
being US TREASURY N/B (1.2%), First American Government Obli (1.0%) and MSILF Government Portfolio (1.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class I | C000086126 | DBLTX | |
| Class N | C000086127 | DLTNX | |
| Class R6 | C000213584 | DDTRX |
Holdings
From latest NPORT-P, filed August 29th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 20 Times Square Trust 2018-20TS (20 TSQ GroundCo LLC) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| 20 Times Square Trust 2018-20TS (20 TSQ GroundCo LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| 37 Capital Clo 4 Ltd (37 Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.03 |
| AASET 2018-1 US Ltd (AASET 2018-1 Trust) | Long | ABS-other | US | $803K | – | 0.00 |
| AASET 2020-1 Trust (Apollo Aviation Securitization) | Long | ABS-other | US | $10M | – | 0.03 |
| AASET 2024-1 (Apollo Aviation Securitization) | Long | ABS-other | US | $12M | – | 0.04 |
| ABFC 2007-WMC1 Trust (Asset Backed Funding Certifica) | Long | ABS-mortgage backed security | US | $58M | – | 0.20 |
| Accredited Mortgage Loan Trust 2006-1 | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Accredited Mortgage Loan Trust 2006-2 | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| ACE Securities Corp Home Equity Loan Trust Series 2007-ASAP1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $618K | – | 0.00 |
| ACE Securities Corp Home Equity Loan Trust Series 2007-HE1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| ACE Securities Corp Home Equity Loan Trust Series 2007-HE1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| ACE Securities Corp Home Equity Loan Trust Series 2007-HE1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| ACE Securities Corp Home Equity Loan Trust Series 2007-WM1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $21M | – | 0.07 |
| ACE Securities Corp Home Equity Loan Trust Series 2007-WM1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| ACE Securities Corp Home Equity Loan Trust Series 2007-WM1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| ACE Securities Corp Home Equity Loan Trust Series 2007-WM2 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| ACE Securities Corp Home Equity Loan Trust Series 2007-WM2 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $971K | – | 0.00 |
| ACRE Commercial Mortgage 2021-FL4 Ltd (ACRE COMMERCIAL MORTGAGE TRUST) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| Adjustable Rate Mortgage Trust 2004-4 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Adjustable Rate Mortgage Trust 2005-11 | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Adjustable Rate Mortgage Trust 2005-4 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Adjustable Rate Mortgage Trust 2005-7 | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| Adjustable Rate Mortgage Trust 2005-8 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Adjustable Rate Mortgage Trust 2006-1 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Adjustable Rate Mortgage Trust 2006-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Adjustable Rate Mortgage Trust 2007-1 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Adjustable Rate Mortgage Trust 2007-3 | Long | ABS-mortgage backed security | US | $822K | – | 0.00 |
| Aegis Asset Backed Securities Corp Mortgage Pass-Through Certificates Ser 2003-2 | Long | ABS-mortgage backed security | US | $170K | – | 0.00 |
| Aegis Asset Backed Securities Trust 2004-6 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Aegis Asset Backed Securities Trust 2006-1 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Aegis Asset Backed Securities Trust Mortgage Pass-Through Ctfs Ser 2004-1 | Long | ABS-mortgage backed security | US | $743K | – | 0.00 |
| Aegis Asset Backed Securities Trust Mortgage Pass-Through Ctfs Ser 2004-2 | Long | ABS-mortgage backed security | US | $577K | – | 0.00 |
| Affirm Asset Securitization Trust 2023-B (Affirm Inc) | Long | ABS-other | US | $27M | – | 0.09 |
| Alen 2021-ACEN Mortgage Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Aligned Data Centers Issuer LLC | Long | ABS-other | US | $12M | – | 0.04 |
| Aligned Data Centers Issuer LLC | Long | ABS-other | US | $11M | – | 0.04 |
| Allegro CLO V-S Ltd (Allegro CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $30M | – | 0.10 |
| AlphaFlow Transitional Mortgage Trust 2021-WL1 | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Alternative Loan Trust 2004-36CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $17M | – | 0.06 |
| Alternative Loan Trust 2005-13CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Alternative Loan Trust 2005-13CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Alternative Loan Trust 2005-20CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Alternative Loan Trust 2005-20CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| Alternative Loan Trust 2005-26CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $889K | – | 0.00 |
| Alternative Loan Trust 2005-28CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Alternative Loan Trust 2005-28CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $375K | – | 0.00 |
| Alternative Loan Trust 2005-32T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Alternative Loan Trust 2005-46CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Alternative Loan Trust 2005-46CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $691K | – | 0.00 |
| Alternative Loan Trust 2005-48T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Alternative Loan Trust 2005-54CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $684K | – | 0.00 |
| Alternative Loan Trust 2005-55CW (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $18M | – | 0.06 |
| Alternative Loan Trust 2005-57CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Alternative Loan Trust 2005-60T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| Alternative Loan Trust 2005-64CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Alternative Loan Trust 2005-64CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $257K | – | 0.00 |
| Alternative Loan Trust 2005-73CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $801K | – | 0.00 |
| Alternative Loan Trust 2005-73CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Alternative Loan Trust 2005-77T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| Alternative Loan Trust 2005-79CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $230K | – | 0.00 |
| Alternative Loan Trust 2005-80CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Alternative Loan Trust 2005-85CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Alternative Loan Trust 2005-85CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $811K | – | 0.00 |
| Alternative Loan Trust 2005-86CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $478K | – | 0.00 |
| Alternative Loan Trust 2005-J1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Alternative Loan Trust 2005-J1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Alternative Loan Trust 2005-J10 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $741K | – | 0.00 |
| Alternative Loan Trust 2005-J10 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| Alternative Loan Trust 2005-J10 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| Alternative Loan Trust 2005-J11 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $194K | – | 0.00 |
| Alternative Loan Trust 2005-J11 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Alternative Loan Trust 2005-J13 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $224K | – | 0.00 |
| Alternative Loan Trust 2005-J13 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Alternative Loan Trust 2005-J2 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $321K | – | 0.00 |
| Alternative Loan Trust 2005-J2 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Alternative Loan Trust 2005-J3 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Alternative Loan Trust 2005-J3 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| Alternative Loan Trust 2006-12CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Alternative Loan Trust 2006-12CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Alternative Loan Trust 2006-13T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Alternative Loan Trust 2006-15CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Alternative Loan Trust 2006-16CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Alternative Loan Trust 2006-18CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $295K | – | 0.00 |
| Alternative Loan Trust 2006-18CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Alternative Loan Trust 2006-19CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Alternative Loan Trust 2006-19CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $386K | – | 0.00 |
| Alternative Loan Trust 2006-19CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $384K | – | 0.00 |
| Alternative Loan Trust 2006-23CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Alternative Loan Trust 2006-24CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Alternative Loan Trust 2006-24CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Alternative Loan Trust 2006-24CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $656K | – | 0.00 |
| Alternative Loan Trust 2006-24CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $560K | – | 0.00 |
| Alternative Loan Trust 2006-26CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $931K | – | 0.00 |
| Alternative Loan Trust 2006-26CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $698K | – | 0.00 |
| Alternative Loan Trust 2006-29T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Alternative Loan Trust 2006-29T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $455K | – | 0.00 |
| Alternative Loan Trust 2006-29T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $224K | – | 0.00 |
| Alternative Loan Trust 2006-2CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $804K | – | 0.00 |
| Alternative Loan Trust 2006-30T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Alternative Loan Trust 2006-32CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $999K | – | 0.00 |
| Alternative Loan Trust 2006-32CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $214K | – | 0.00 |
| Alternative Loan Trust 2006-36T2 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Alternative Loan Trust 2006-36T2 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $250K | – | 0.00 |
| Alternative Loan Trust 2006-39CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $737K | – | 0.00 |
| Alternative Loan Trust 2006-39CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $604K | – | 0.00 |
| Alternative Loan Trust 2006-39CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $588K | – | 0.00 |
| Alternative Loan Trust 2006-40T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $672K | – | 0.00 |
| Alternative Loan Trust 2006-40T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| Alternative Loan Trust 2006-41CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Alternative Loan Trust 2006-41CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Alternative Loan Trust 2006-41CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Alternative Loan Trust 2006-41CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $562K | – | 0.00 |
| Alternative Loan Trust 2006-42 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Alternative Loan Trust 2006-42 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Alternative Loan Trust 2006-42 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $302K | – | 0.00 |
| Alternative Loan Trust 2006-43CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Alternative Loan Trust 2006-43CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Alternative Loan Trust 2006-45T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Alternative Loan Trust 2006-45T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $889K | – | 0.00 |
| Alternative Loan Trust 2006-45T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $718K | – | 0.00 |
| Alternative Loan Trust 2006-45T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| Alternative Loan Trust 2006-4CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Alternative Loan Trust 2006-6CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $460K | – | 0.00 |
| Alternative Loan Trust 2006-7CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Alternative Loan Trust 2006-7CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Alternative Loan Trust 2006-7CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Alternative Loan Trust 2006-7CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Alternative Loan Trust 2006-9T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $312K | – | 0.00 |
| Alternative Loan Trust 2006-J1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Alternative Loan Trust 2006-J1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Alternative Loan Trust 2006-J4 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $461K | – | 0.00 |
| Alternative Loan Trust 2006-J7 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $475K | – | 0.00 |
| Alternative Loan Trust 2006-OA21 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $22M | – | 0.07 |
| Alternative Loan Trust 2006-OA7 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Alternative Loan Trust 2007-11T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $511K | – | 0.00 |
| Alternative Loan Trust 2007-12T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Alternative Loan Trust 2007-15CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Alternative Loan Trust 2007-15CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Alternative Loan Trust 2007-15CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Alternative Loan Trust 2007-16CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Alternative Loan Trust 2007-16CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Alternative Loan Trust 2007-16CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Alternative Loan Trust 2007-17CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Alternative Loan Trust 2007-18CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $419K | – | 0.00 |
| Alternative Loan Trust 2007-19 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Alternative Loan Trust 2007-19 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Alternative Loan Trust 2007-19 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Alternative Loan Trust 2007-19 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $575K | – | 0.00 |
| Alternative Loan Trust 2007-21CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Alternative Loan Trust 2007-22 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Alternative Loan Trust 2007-23CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Alternative Loan Trust 2007-23CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Alternative Loan Trust 2007-24 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Alternative Loan Trust 2007-24 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $813K | – | 0.00 |
| Alternative Loan Trust 2007-24 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $747K | – | 0.00 |
| Alternative Loan Trust 2007-24 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $266K | – | 0.00 |
| Alternative Loan Trust 2007-2CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Alternative Loan Trust 2007-4CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Alternative Loan Trust 2007-5CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Alternative Loan Trust 2007-5CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Alternative Loan Trust 2007-5CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Alternative Loan Trust 2007-5CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $324K | – | 0.00 |
| Alternative Loan Trust 2007-6 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Alternative Loan Trust 2007-6 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Alternative Loan Trust 2007-7T2 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $582K | – | 0.00 |
| Alternative Loan Trust 2007-8CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $239K | – | 0.00 |
| Alternative Loan Trust 2007-8CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $225K | – | 0.00 |
| Alternative Loan Trust 2007-9T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $629K | – | 0.00 |
| Alternative Loan Trust 2007-9T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| Alternative Loan Trust 2007-9T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Alternative Loan Trust 2007-HY2 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $15M | – | 0.05 |
| Alternative Loan Trust 2007-HY4 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| American Home Mortgage Assets Trust 2006-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| American Home Mortgage Investment Trust 2005-4 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| American Home Mortgage Investment Trust 2005-4 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| American Home Mortgage Investment Trust 2006-2 | Long | ABS-mortgage backed security | US | $311K | – | 0.00 |
| American Home Mortgage Investment Trust 2007-A | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Ameriquest Mortgage Securities Asset-Backed Pass-Through Ctfs Ser 2004 FR1 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Ameriquest Mortgage Securities Trust 2006-M3 (Argent Securities Inc.) | Long | ABS-mortgage backed security | US | $56M | – | 0.19 |
| Amortizing Residential Collateral Trust 2002-BC7 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| AMSR 2019-SFR1 Trust (AMSR Trust) | Long | ABS-other | US | $39M | – | 0.13 |
| AMSR 2020-SFR4 Trust (AMSR Trust) | Long | ABS-other | US | $29M | – | 0.10 |
| AMSR 2020-SFR5 Trust (AMSR Trust) | Long | ABS-other | US | $9M | – | 0.03 |
| AMSR 2021-SFR3 Trust (AMSR Trust) | Long | ABS-other | US | $17M | – | 0.06 |
| AMSR 2021-SFR3 Trust (AMSR Trust) | Long | ABS-other | US | $10M | – | 0.03 |
| AMSR 2021-SFR3 Trust (AMSR Trust) | Long | ABS-other | US | $6M | – | 0.02 |
| AMSR 2021-SFR4 Trust (AMSR Trust) | Long | ABS-other | US | $9M | – | 0.03 |
| AMSR 2021-SFR4 Trust (AMSR Trust) | Long | ABS-other | US | $6M | – | 0.02 |
| Angel Oak Mortgage Trust 2021-7 | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Angel Oak Mortgage Trust I LLC 2019-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Apidos CLO XII (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| APIDOS CLO XLVIII Ltd (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $25M | – | 0.08 |
| Arbor Multifamily Mortgage Securities Trust 2021-MF3 | Long | ABS-mortgage backed security | US | $685K | – | 0.00 |
| Arbor Realty Commercial Real Estate Notes 2021-FL1 Ltd (Arbor Realty Collateralized Lo) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.02 |
| Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd (Arbor Realty Collateralized Lo) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| AREIT 2024-CRE9 Ltd (AREIT CRE Trust) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.04 |
| ARES XLIV CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.02 |
| Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2004-W11 (Argent Securities Inc.) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Argent Securities Trust 2006-W5 (Argent Securities Inc.) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| Asset Backed Securities Corp Home Equity Loan Trust Series 2004-HE3 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Asset Backed Securities Corp Home Equity Loan Trust Series AMQ 2006-HE7 | Long | ABS-mortgage backed security | US | $16M | – | 0.05 |
| Atrium Hotel Portfolio Trust 2018-ATRM | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| BAMLL Commercial Mortgage Securities Trust 2020-BOC (Banc of America Merrill Lynch) | Long | ABS-mortgage backed security | US | $15M | – | 0.05 |
| BAMLL Commercial Mortgage Securities Trust 2020-BOC (Banc of America Merrill Lynch) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Banc of America Alternative Loan Trust 2005-10 | Long | ABS-mortgage backed security | US | $301K | – | 0.00 |
| Banc of America Alternative Loan Trust 2005-11 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Banc of America Alternative Loan Trust 2006-2 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Banc of America Alternative Loan Trust 2006-2 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Banc of America Alternative Loan Trust 2006-5 | Long | ABS-mortgage backed security | US | $363K | – | 0.00 |
| Banc of America Alternative Loan Trust 2006-6 | Long | ABS-mortgage backed security | US | $853K | – | 0.00 |
| Banc of America Alternative Loan Trust 2006-7 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Banc of America Alternative Loan Trust 2006-8 | Long | ABS-mortgage backed security | US | $382K | – | 0.00 |
| Banc of America Alternative Loan Trust 2006-8 | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| Banc of America Alternative Loan Trust 2006-9 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Banc of America Alternative Loan Trust 2007-2 | Long | ABS-mortgage backed security | US | $319K | – | 0.00 |
| Banc of America Commercial Mortgage Trust 2015-UBS7 | Long | ABS-mortgage backed security | US | $249K | – | 0.00 |
| Banc of America Funding 2006 8T2 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $455K | – | 0.00 |
| Banc of America Funding 2006-2 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Banc of America Funding 2006-2 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| Banc of America Funding 2006-2 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| Banc of America Funding 2006-3 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $212K | – | 0.00 |
| Banc of America Funding 2006-3 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| Banc of America Funding 2006-6 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Banc of America Funding 2006-7 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Banc of America Funding 2006-7 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $387K | – | 0.00 |
| Banc of America Funding 2006-B Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $187K | – | 0.00 |
| Banc of America Funding 2006-D Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Banc of America Funding 2006-H Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $13M | – | 0.05 |
| Banc of America Funding 2006-H Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| Banc of America Funding 2007-1 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $408K | – | 0.00 |
| Banc of America Funding 2007-3 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $487K | – | 0.00 |
| Banc of America Funding 2007-5 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $854K | – | 0.00 |
| Banc of America Funding 2009-R14 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $579K | – | 0.00 |
| Banc of America Funding 2009-R15 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $873K | – | 0.00 |
| Banc of America Funding 2010-R1 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $513K | – | 0.00 |
| Banc of America Funding 2014-R6 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Banc of America Funding 2014-R8 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Banc of America Funding 2015-R2 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| Banc of America Mortgage 2006-1 Trust (Banc of America Mortgage Secur) | Long | ABS-mortgage backed security | US | $815K | – | 0.00 |
| Banc of America Mortgage 2007-1 Trust (Banc of America Mortgage Secur) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| Banc of America Mortgage 2007-3 Trust (Banc of America Mortgage Secur) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BANK 2017-BNK4 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BANK 2017-BNK4 | Long | ABS-mortgage backed security | US | $957K | – | 0.00 |
| BANK 2017-BNK5 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| BANK 2017-BNK5 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BANK 2018-BNK10 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BANK 2018-BNK10 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BANK 2019-BNK16 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BANK 2019-BNK16 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BANK 2019-BNK16 | Long | ABS-mortgage backed security | US | $940K | – | 0.00 |
| BANK 2019-BNK17 | Long | ABS-mortgage backed security | US | $725K | – | 0.00 |
| Bank 2019-BNK19 | Long | ABS-mortgage backed security | US | $37M | – | 0.12 |
| Bank 2019-BNK19 | Long | ABS-mortgage backed security | US | $754K | – | 0.00 |
| BANK 2019-BNK20 | Long | ABS-mortgage backed security | US | $942K | – | 0.00 |
| BANK 2019-BNK21 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| BANK 2019-BNK22 | Long | ABS-mortgage backed security | US | $805K | – | 0.00 |
| BANK 2019-BNK24 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BANK 2020-BNK30 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BANK 2021-BNK35 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| BANK 2021-BNK38 | Long | ABS-mortgage backed security | US | $454K | – | 0.00 |
| BANK 2022-BNK40 | Long | ABS-mortgage backed security | US | $419K | – | 0.00 |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10 (Banc of America Commercial Mor) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BANK5 Trust 2024-5YR6 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| BankUnited Trust 2005-1 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Barclays Commercial Mortgage Trust 2019-C3 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $449K | – | 0.00 |
| Barclays Commercial Mortgage Trust 2019-C4 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Barclays Commercial Mortgage Trust 2019-C4 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $648K | – | 0.00 |
| Barclays Commercial Mortgage Trust 2019-C5 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Barclays Commercial Mortgage Trust 2019-C5 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $866K | – | 0.00 |
| Battalion CLO XI Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| Battalion Clo XIX Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| Bayview Commercial Asset Trust 2007-3 | Long | ABS-mortgage backed security | US | $620K | – | 0.00 |
| Bayview Financial Mortgage Pass-Through Trust 2006-C (Bayview Financial Acquisition) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BBCMS 2018-TALL Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| BBCMS Mortgage Trust 2020-C6 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| BBCMS Mortgage Trust 2020-C6 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| BBCMS Mortgage Trust 2020-C6 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| BBCMS Mortgage Trust 2020-C6 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $428K | – | 0.00 |
| BBCMS Mortgage Trust 2021-C11 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BBCMS Mortgage Trust 2021-C11 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BBCMS Mortgage Trust 2021-C9 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| BBCMS Mortgage Trust 2021-C9 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| BBCMS Trust 2018-CBM (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $45M | – | 0.15 |
| BBCMS Trust 2018-CBM (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| BCAP LLC 2008-RR3 Trust (BCAP LLC Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BCAP LLC 2009-RR13-I Trust (BCAP LLC Trust) | Long | ABS-mortgage backed security | US | $696K | – | 0.00 |
| BCAP LLC 2009-RR4 Trust (BCAP LLC Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BCAP LLC 2010-RR6 Trust (BCAP LLC Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BCAP LLC Trust 2007-AA2 | Long | ABS-mortgage backed security | US | $21M | – | 0.07 |
| BCAP LLC Trust 2007-AA2 | Long | ABS-mortgage backed security | US | $897K | – | 0.00 |
| BCAP LLC Trust 2007-AA2 | Long | ABS-mortgage backed security | US | $858K | – | 0.00 |
| Bear Stearns ALT-A Trust 2004-11 | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| Bear Stearns ALT-A Trust 2006-1 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Bear Stearns ALT-A Trust 2006-3 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Bear Stearns ALT-A Trust 2006-5 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Bear Stearns ALT-A Trust 2006-6 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Bear Stearns ALT-A Trust 2006-8 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Bear Stearns ALT-A Trust 2007-1 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Bear Stearns ARM Trust 2005-12 (Bear Stearns Adjustable Rate M) | Long | ABS-mortgage backed security | US | $376K | – | 0.00 |
| Bear Stearns ARM Trust 2006-4 (Bear Stearns Adjustable Rate M) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Bear Stearns ARM Trust 2007-1 (Bear Stearns Adjustable Rate M) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Bear Stearns ARM Trust 2007-1 (Bear Stearns Adjustable Rate M) | Long | ABS-mortgage backed security | US | $682K | – | 0.00 |
| Bear Stearns ARM Trust 2007-2 (Bear Stearns Adjustable Rate M) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Bear Stearns Asset Backed Securities I Trust 2004-AC4 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Bear Stearns Asset Backed Securities I Trust 2005-AC2 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Bear Stearns Asset Backed Securities I Trust 2005-AC2 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Bear Stearns Asset Backed Securities I Trust 2005-AC6 | Long | ABS-mortgage backed security | US | $17M | – | 0.06 |
| Bear Stearns Asset Backed Securities I Trust 2005-AC7 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Bear Stearns Asset Backed Securities I Trust 2006-AC1 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Bear Stearns Asset Backed Securities I Trust 2006-AC5 | Long | ABS-mortgage backed security | US | $840K | – | 0.00 |
| Bear Stearns Asset Backed Securities I Trust 2007-HE2 | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| Bear Stearns Asset Backed Securities I Trust 2007-HE4 | Long | ABS-mortgage backed security | US | $18M | – | 0.06 |
| Bear Stearns Asset Backed Securities I Trust 2007-HE6 | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Bear Stearns Asset Backed Securities Trust 2007-SD1 | Long | ABS-mortgage backed security | US | $699K | – | 0.00 |
| Bear Stearns Asset Backed Securities Trust 2007-SD1 | Long | ABS-mortgage backed security | US | $529K | – | 0.00 |
| Bear Stearns Asset Backed Securities Trust 2007-SD1 | Long | ABS-mortgage backed security | US | $372K | – | 0.00 |
| Bear Stearns Mortgage Funding Trust 2006-AR3 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Bear Stearns Mortgage Funding Trust 2006-AR4 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Bear Stearns Mortgage Funding Trust 2007-AR3 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Benchmark 2018-B7 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $471K | – | 0.00 |
| Benchmark 2018-B8 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $587K | – | 0.00 |
| Benchmark 2019-B10 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Benchmark 2019-B11 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $842K | – | 0.00 |
| Benchmark 2019-B12 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $641K | – | 0.00 |
| Benchmark 2019-B14 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $880K | – | 0.00 |
| Benchmark 2019-B15 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Benchmark 2019-B9 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Benchmark 2020-B16 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Benchmark 2020-B17 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Benchmark 2020-B17 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $802K | – | 0.00 |
| Benchmark 2020-B18 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| Benchmark 2020-B18 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Benchmark 2020-B18 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Benchmark 2020-B19 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| Benchmark 2020-B22 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Benchmark 2020-IG1 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Benchmark 2021-B24 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Benchmark 2021-B28 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Benchmark 2021-B28 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Benchmark 2021-B29 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Benchmark 2021-B30 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $17M | – | 0.06 |
| Benchmark 2021-B31 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Benchmark 2022-B32 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Benchmark 2022-B33 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Benchmark 2022-B34 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $813K | – | 0.00 |
| BF 2019-NYT Mortgage Trust (NYT Mortgage Trust) | Long | ABS-mortgage backed security | US | $22M | – | 0.07 |
| BHMS 2018-ATLS (BHMS Mortgage Trust) | Long | ABS-mortgage backed security | US | $15M | – | 0.05 |
| BlueMountain CLO 2018-2 Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.02 |
| BNC Mortgage Loan Trust 2006-2 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| BNC Mortgage Loan Trust 2007-1 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| BNC Mortgage Loan Trust 2007-4 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| BNPP Mortgage Securities LLC 2009-1 Trust | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Bojangles Issuer LLC (Bojangles Issuer, LLC) | Long | ABS-other | US | $20M | – | 0.07 |
| BPR Trust 2021-TY | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Braemar Hotels & Resorts Trust 2018-Prime | Long | ABS-mortgage backed security | US | $598K | – | 0.00 |
| Bridge Street CLO I Ltd | Long | ABS-collateralized bond/debt obligation | US | $167M | – | 0.56 |
| Bridge Street CLO IV Ltd (Bridge Street CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $40M | – | 0.13 |
| BSPRT 2021-FL6 Issuer Ltd (BSPRT Issuer, Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.03 |
| BSPRT 2023-FL10 Issuer Ltd (BSPRT Issuer, Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.05 |
| BX Commercial Mortgage Trust 2021-VOLT (BX Trust) | Long | ABS-mortgage backed security | US | $55M | – | 0.19 |
| BX Commercial Mortgage Trust 2021-VOLT (BX Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| BX Commercial Mortgage Trust 2021-XL2 (BX Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BX Trust 2019-OC11 | Long | ABS-mortgage backed security | US | $144M | – | 0.49 |
| BX Trust 2019-OC11 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| BX Trust 2021-VIEW | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BX Trust 2024-VLT4 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CAFL 2021-RTL1 Issuer LLC (CoreVest American Finance Ltd) | Long | ABS-mortgage backed security | US | $88M | – | 0.29 |
| CAFL 2021-RTL1 Issuer LLC (CoreVest American Finance Ltd) | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Cajun Global LLC | Long | ABS-other | US | $9M | – | 0.03 |
| CAL Funding IV Ltd | Long | ABS-other | US | $11M | – | 0.04 |
| California Housing Finance Agency (CALIFORNIA HSG FIN AGY MUNI CT) | Long | Debt | US | $3M | – | 0.01 |
| Cantor Commercial Real Estate Lending 2019-CF2 | Long | ABS-mortgage backed security | US | $620K | – | 0.00 |
| Cantor Commercial Real Estate Lending 2019-CF3 | Long | ABS-mortgage backed security | US | $593K | – | 0.00 |
| Canyon Capital CLO 2019-2 Ltd (Canyon Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $20M | – | 0.07 |
| Canyon Capital CLO 2021-2 Ltd (Canyon Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| Capital Four US CLO I Ltd | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.06 |
| Capital Four US CLO II Ltd | Long | ABS-collateralized bond/debt obligation | US | $18M | – | 0.06 |
| Carbon Level Mitigation Trust Series 2021-3 | Long | ABS-other | US | $12M | – | 0.04 |
| Carbon Level Mitigation Trust Series 2022-3 | Long | ABS-other | US | $16M | – | 0.05 |
| Carlyle US Clo 2017-2 Ltd (Carlyle Global Market Strategi) | Long | ABS-collateralized bond/debt obligation | US | $28M | – | 0.09 |
| CARLYLE US CLO 2022-2 LTD (Carlyle Global Market Strategi) | Long | ABS-collateralized bond/debt obligation | US | $19M | – | 0.06 |
| Carrington Mortgage Loan Trust Series 2006-FRE2 | Long | ABS-mortgage backed security | US | $15M | – | 0.05 |
| Carrington Mortgage Loan Trust Series 2006-FRE2 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Carrington Mortgage Loan Trust Series 2006-FRE2 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Carrington Mortgage Loan Trust Series 2006-NC3 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Carrington Mortgage Loan Trust Series 2006-NC4 | Long | ABS-mortgage backed security | US | $30M | – | 0.10 |
| Carrington Mortgage Loan Trust Series 2006-NC5 | Long | ABS-mortgage backed security | US | $19M | – | 0.06 |
| Carrington Mortgage Loan Trust Series 2007-RFC1 | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| CarVal CLO IX-C Ltd (Carval CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.02 |
| Carval Clo X-C Ltd/Jersey (Carval CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $25M | – | 0.08 |
| Cascade MH Asset Trust 2019-MH1 | Long | ABS-other | US | $14M | – | 0.05 |
| Castlelake Aircraft Structured Trust 2017-1R (Castlelake Aircraft Securitiza) | Long | ABS-other | US | $6M | – | 0.02 |
| CBAM 2017-2 Ltd (CBAM CLO Management) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.04 |
| CD 2017-CD4 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CD 2017-CD6 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| CD 2017-CD6 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| CD 2017-CD6 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $823K | – | 0.00 |
| Cedar Funding XV CLO Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| Centex Home Equity Loan Trust 2004-A | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CFCRE Commercial Mortgage Trust 2016-C4 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| CFCRE Commercial Mortgage Trust 2016-C4 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CFCRE Commercial Mortgage Trust 2016-C6 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| CGMS Commercial Mortgage Trust 2017-B1 (Citigroup Commercial Mortgage) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Chase Mortgage Finance Trust Series 2005-A1 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Chase Mortgage Finance Trust Series 2006-S1 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Chase Mortgage Finance Trust Series 2006-S2 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Chase Mortgage Finance Trust Series 2006-S3 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Chase Mortgage Finance Trust Series 2006-S4 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Chase Mortgage Finance Trust Series 2007-S1 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Chase Mortgage Finance Trust Series 2007-S3 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $981K | – | 0.00 |
| Chase Mortgage Finance Trust Series 2007-S3 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $10.62 | – | 0.00 |
| Chase Mortgage Finance Trust Series 2007-S5 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $957K | – | 0.00 |
| ChaseFlex Trust Multi-Class Mortgage Pass-Through Certificates Series 2007-M1 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| ChaseFlex Trust Multi-Class Mortgage Pass-Through Certificates Series 2007-M1 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| ChaseFlex Trust Series 2005-1 | Long | ABS-mortgage backed security | US | $804K | – | 0.00 |
| ChaseFlex Trust Series 2006-1 | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| ChaseFlex Trust Series 2006-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| ChaseFlex Trust Series 2007-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2003-60 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $344K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2005-17 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| CHL Mortgage Pass-Through Trust 2005-18 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2005-20 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2005-20 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $818K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2005-23 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2005-24 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $710K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2005-26 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2005-27 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2005-28 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $398K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2005-HYB1 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| CHL Mortgage Pass-Through Trust 2005-HYB8 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| CHL Mortgage Pass-Through Trust 2005-HYB8 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2005-J3 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $520K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2005-J4 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $522K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2006-1 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2006-14 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2006-16 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $942K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2006-20 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $650K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2006-8 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| CHL Mortgage Pass-Through Trust 2006-J3 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2007-10 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2007-11 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| CHL Mortgage Pass-Through Trust 2007-12 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2007-13 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2007-13 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2007-15 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2007-15 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2007-15 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $837K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2007-15 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $291K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2007-17 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2007-18 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2007-2 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $541K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2007-21 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $17M | – | 0.06 |
| CHL Mortgage Pass-Through Trust 2007-3 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2007-3 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $641K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2007-4 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2007-5 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $574K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2007-7 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2007-7 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $865K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2007-7 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $601K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2007-8 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2007-8 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2007-8 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2007-8 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $906K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2007-9 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2007-9 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $333K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2007-HY1 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2007-HYB1 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| CHL Mortgage Pass-Through Trust 2007-J1 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| CHL Mortgage Pass-Through Trust 2007-J3 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2007-J3 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| CIFC Funding 2022-III Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.04 |
| Citicorp Mortgage Securities Inc (Citicorp Mortgage Securities,) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Citicorp Mortgage Securities Trust Series 2006-7 (Citicorp Mortgage Securities,) | Long | ABS-mortgage backed security | US | $500K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2014-GC25 | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2015-GC27 | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Citigroup Commercial Mortgage Trust 2015-GC27 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2015-GC27 | Long | ABS-mortgage backed security | US | $557K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2015-GC33 | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Citigroup Commercial Mortgage Trust 2015-GC33 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2016-C1 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2016-GC36 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2016-GC37 | Long | ABS-mortgage backed security | US | $629K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2016-P3 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2016-P4 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2016-P5 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2017-P7 | Long | ABS-mortgage backed security | US | $849K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2019-C7 | Long | ABS-mortgage backed security | US | $883K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2019-GC41 | Long | ABS-mortgage backed security | US | $461K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2019-GC43 | Long | ABS-mortgage backed security | US | $329K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2020-420K | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Citigroup Commercial Mortgage Trust 2020-420K | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2020-555 | Long | ABS-mortgage backed security | US | $20M | – | 0.07 |
| Citigroup Commercial Mortgage Trust 2020-GC46 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2020-GC46 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Citigroup Mortgage Loan Trust 2005-9 | Long | ABS-mortgage backed security | US | $342K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2006-4 | Long | ABS-mortgage backed security | US | $873K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2006-AR3 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Citigroup Mortgage Loan Trust 2006-FX1 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Citigroup Mortgage Loan Trust 2006-WF1 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Citigroup Mortgage Loan Trust 2006-WF2 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Citigroup Mortgage Loan Trust 2007-10 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Citigroup Mortgage Loan Trust 2007-12 | Long | ABS-mortgage backed security | US | $272K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2007-9 | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Citigroup Mortgage Loan Trust 2007-9 | Long | ABS-mortgage backed security | US | $566K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2007-AMC2 | Long | ABS-mortgage backed security | US | $33M | – | 0.11 |
| Citigroup Mortgage Loan Trust 2007-AR5 | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2007-AR8 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Citigroup Mortgage Loan Trust 2007-OPX1 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Citigroup Mortgage Loan Trust 2007-OPX1 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Citigroup Mortgage Loan Trust 2007-OPX1 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Citigroup Mortgage Loan Trust 2010-7 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Citigroup Mortgage Loan Trust 2010-8 | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Citigroup Mortgage Loan Trust 2014-8 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Citigroup Mortgage Loan Trust 2019-A | Long | ABS-mortgage backed security | US | $84M | – | 0.28 |
| Citigroup Mortgage Loan Trust 2019-D | Long | ABS-mortgage backed security | US | $130M | – | 0.44 |
| Citigroup Mortgage Loan Trust 2020-RP1 | Long | ABS-mortgage backed security | US | $167M | – | 0.56 |
| Citigroup Mortgage Loan Trust 2020-RP1 | Long | ABS-mortgage backed security | US | $40M | – | 0.14 |
| Citigroup Mortgage Loan Trust 2020-RP1 | Long | ABS-mortgage backed security | US | $19M | – | 0.06 |
| Citigroup Mortgage Loan Trust 2020-RP1 | Long | ABS-mortgage backed security | US | $16M | – | 0.05 |
| Citigroup Mortgage Loan Trust 2020-RP1 | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| Citigroup Mortgage Loan Trust 2021-JL1 | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| Citigroup Mortgage Loan Trust 2021-RP2 | Long | ABS-mortgage backed security | US | $220M | – | 0.74 |
| Citigroup Mortgage Loan Trust 2021-RP2 | Long | ABS-mortgage backed security | US | $65M | – | 0.22 |
| Citigroup Mortgage Loan Trust 2021-RP2 | Long | ABS-mortgage backed security | US | $29M | – | 0.10 |
| Citigroup Mortgage Loan Trust 2021-RP2 | Long | ABS-mortgage backed security | US | $23M | – | 0.08 |
| Citigroup Mortgage Loan Trust 2021-RP2 | Long | ABS-mortgage backed security | US | $21M | – | 0.07 |
| Citigroup Mortgage Loan Trust Inc | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CitiMortgage Alternative Loan Trust Series 2006-A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CitiMortgage Alternative Loan Trust Series 2006-A2 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CitiMortgage Alternative Loan Trust Series 2006-A3 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CitiMortgage Alternative Loan Trust Series 2006-A4 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CitiMortgage Alternative Loan Trust Series 2006-A5 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CitiMortgage Alternative Loan Trust Series 2006-A6 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CitiMortgage Alternative Loan Trust Series 2007-A1 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CitiMortgage Alternative Loan Trust Series 2007-A1 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CitiMortgage Alternative Loan Trust Series 2007-A1 | Long | ABS-mortgage backed security | US | $814K | – | 0.00 |
| CitiMortgage Alternative Loan Trust Series 2007-A1 | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| CitiMortgage Alternative Loan Trust Series 2007-A3 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CitiMortgage Alternative Loan Trust Series 2007-A3 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CitiMortgage Alternative Loan Trust Series 2007-A3 | Long | ABS-mortgage backed security | US | $224K | – | 0.00 |
| CitiMortgage Alternative Loan Trust Series 2007-A4 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CitiMortgage Alternative Loan Trust Series 2007-A4 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CitiMortgage Alternative Loan Trust Series 2007-A4 | Long | ABS-mortgage backed security | US | $301K | – | 0.00 |
| CitiMortgage Alternative Loan Trust Series 2007-A5 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| CitiMortgage Alternative Loan Trust Series 2007-A5 | Long | ABS-mortgage backed security | US | $400K | – | 0.00 |
| CitiMortgage Alternative Loan Trust Series 2007-A8 | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| CLI Funding VI LLC (CLI Funding LLC) | Long | ABS-other | US | $4M | – | 0.01 |
| CLNC 2019-FL1 Ltd (CLNC 2019-FL1, Ltd) | Long | ABS-collateralized bond/debt obligation | US | $32M | – | 0.11 |
| CLNC 2019-FL1 Ltd (CLNC 2019-FL1, Ltd) | Long | ABS-collateralized bond/debt obligation | US | $29M | – | 0.10 |
| Coinstar Funding LLC Series 2017-1 (Coinstar Funding, LLC) | Long | ABS-other | US | $10M | – | 0.03 |
| COLT 2021-5 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| COLT 2021-HX1 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| COLT 2021-HX1 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| COLT 2021-HX1 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| COLT 2022-4 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| COMM 2013-CCRE12 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $687.56 | – | 0.00 |
| Comm 2013-CCRE13 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $276K | – | 0.00 |
| COMM 2014-CCRE16 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| COMM 2014-CCRE18 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| COMM 2014-CCRE19 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| COMM 2014-CCRE20 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $25M | – | 0.08 |
| COMM 2014-LC17 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| COMM 2014-UBS3 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| COMM 2015-CCRE22 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $294K | – | 0.00 |
| COMM 2015-CCRE23 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| COMM 2015-CCRE26 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $475K | – | 0.00 |
| COMM 2015-DC1 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $16M | – | 0.05 |
| COMM 2015-DC1 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $740K | – | 0.00 |
| COMM 2015-PC1 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| COMM 2016-DC2 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COMM 2017-PANW Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| COMM 2018-COR3 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $881K | – | 0.00 |
| COMM 2018-HCLV Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $17M | – | 0.06 |
| Commonbond Student Loan Trust 2016-A | Long | ABS-other | US | $2M | – | 0.01 |
| Compass Datacenters Issuer II LLC (Compass Datacenters Issuer II,) | Long | ABS-other | US | $14M | – | 0.05 |
| CoreVest American Finance 2020-3 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $7M | – | 0.02 |
| Credit Suisse First Boston Mortgage Securities Corp | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Credit Suisse First Boston Mortgage Securities Corp | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Credit Suisse First Boston Mortgage Securities Corp | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Credit Suisse First Boston Mortgage Securities Corp | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Credit Suisse First Boston Mortgage Securities Corp | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Credit Suisse Mortgage Capital Certificates (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Credit Suisse Mortgage Capital Certificates (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Credit Suisse Mortgage Capital Certificates (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Credit-Based Asset Servicing and Securitization LLC | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Crown City CLO III | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| Crown City CLO V | Long | ABS-collateralized bond/debt obligation | US | $18M | – | 0.06 |
| Crown City CLO VI | Long | ABS-collateralized bond/debt obligation | US | $90M | – | 0.30 |
| CSAB Mortgage-Backed Trust 2006-3 (CSAB Mortgage Backed Trust) | Long | ABS-mortgage backed security | US | $567K | – | 0.00 |
| CSAB Mortgage-Backed Trust 2006-4 (CSAB Mortgage Backed Trust) | Long | ABS-mortgage backed security | US | $387K | – | 0.00 |
| CSAB Mortgage-Backed Trust 2007-1 (CSAB Mortgage Backed Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CSAIL 2015-C1 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Csail 2015-C2 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| CSAIL 2015-C3 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| CSAIL 2015-C4 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CSAIL 2015-C4 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CSAIL 2016-C5 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| CSAIL 2016-C6 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $789K | – | 0.00 |
| CSAIL 2016-C7 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| CSAIL 2017-C8 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CSAIL 2017-CX10 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| CSAIL 2017-CX10 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CSAIL 2017-CX10 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CSAIL 2018-C14 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CSAIL 2019-C16 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| CSAIL 2019-C17 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CSAIL 2019-C18 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| CSAIL 2019-C18 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| CSAIL 2020-C19 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| CSAIL 2020-C19 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $395K | – | 0.00 |
| CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10 (Credit Suisse First Boston Mor) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10 (Credit Suisse First Boston Mor) | Long | ABS-mortgage backed security | US | $255K | – | 0.00 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $465K | – | 0.00 |
| CSMC 2017-TIME (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| CSMC 2019-RPL6 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $145M | – | 0.49 |
| CSMC 2020-AFC1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CSMC 2020-NET (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $28M | – | 0.09 |
| CSMC 2020-NET (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CSMC 2020-RPL1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $129M | – | 0.43 |
| CSMC 2021-B33 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $16M | – | 0.05 |
| CSMC 2021-B33 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| CSMC 2021-B33 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CSMC 2021-B33 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CSMC 2021-JR1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| CSMC 2021-JR2 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| CSMC 2021-NQM1 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| CSMC 2021-NQM5 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| CSMC 2021-NQM6 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| CSMC 2021-NQM6 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CSMC 2021-RPL9 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $26M | – | 0.09 |
| CSMC Mortgage-Backed Trust 2006-3 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $745K | – | 0.00 |
| CSMC Mortgage-Backed Trust 2006-3 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $451K | – | 0.00 |
| CSMC Mortgage-Backed Trust 2006-6 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CSMC Mortgage-Backed Trust 2006-6 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CSMC Mortgage-Backed Trust 2006-7 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CSMC Mortgage-Backed Trust 2006-7 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| CSMC Mortgage-Backed Trust 2006-9 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| CSMC Mortgage-Backed Trust 2006-9 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CSMC Mortgage-Backed Trust 2006-9 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CSMC Mortgage-Backed Trust 2006-9 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CSMC Mortgage-Backed Trust 2006-9 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $249K | – | 0.00 |
| CSMC Mortgage-Backed Trust 2007-1 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CSMC Mortgage-Backed Trust 2007-1 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $747K | – | 0.00 |
| CSMC Mortgage-Backed Trust 2007-2 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| CSMC Mortgage-Backed Trust 2007-5 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $15M | – | 0.05 |
| CSMC Mortgage-Backed Trust 2007-5 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| CSMC Mortgage-Backed Trust 2007-5 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CSMC Mortgage-Backed Trust Series 2006-1 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CSMC Mortgage-Backed Trust Series 2006-2 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CSMC Mortgage-Backed Trust Series 2006-2 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CSMC Mortgage-Backed Trust Series 2006-2 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $822K | – | 0.00 |
| CSMC Mortgage-Backed Trust Series 2006-2 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $755K | – | 0.00 |
| CSMC Mortgage-Backed Trust Series 2006-4 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| CSMC Mortgage-Backed Trust Series 2006-4 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CSMC Mortgage-Backed Trust Series 2006-4 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CSMC Series 2005-1R (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $521K | – | 0.00 |
| CSMC Series 2008-2R (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CSMC Series 2010-13R (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CSMC Series 2010-17R (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $17M | – | 0.06 |
| CSMC Series 2010-4R (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| CSMC Series 2010-4R (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CSMC Series 2010-7R (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| CSMC Trust 2013-9R (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| CSMC Trust 2017-CALI (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CSMC Trust 2017-CALI (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $938K | – | 0.00 |
| CSMCM 2019-RPL6 Trust (CSMCM Trust Certificates) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| CSMCM 2020-RPL1 Trust (CSMCM Trust Certificates) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| CSMCM Trust (CSMCM Trust Certificates) | Long | ABS-mortgage backed security | US | $49M | – | 0.16 |
| CSWF 2018-TOP (Credit Suisse Commercial Mortg) | Long | ABS-mortgage backed security | US | $843K | – | 0.00 |
| CWABS Asset-Backed Certificates Trust 2005-11 (Countrywide Asset-Backed Certi) | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| CWABS Asset-Backed Certificates Trust 2006-25 (Countrywide Asset-Backed Certi) | Long | ABS-mortgage backed security | US | $17M | – | 0.06 |
| CWABS Asset-Backed Certificates Trust 2006-25 (Countrywide Asset-Backed Certi) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| CWABS Asset-Backed Certificates Trust 2007-4 (Countrywide Asset-Backed Certi) | Long | ABS-mortgage backed security | US | $15M | – | 0.05 |
| CWABS Asset-Backed Certificates Trust 2007-BC1 (Countrywide Asset-Backed Certi) | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| CyrusOne Data Centers Issuer I LLC | Long | ABS-other | US | $17M | – | 0.06 |
| DataBank Issuer (DataBank Issuer LLC) | Long | ABS-other | US | $37M | – | 0.12 |
| DataBank Issuer (DataBank Issuer LLC) | Long | ABS-other | US | $28M | – | 0.09 |
| DataBank Issuer (DataBank Issuer LLC) | Long | ABS-other | US | $3M | – | 0.01 |
| DB Master Finance LLC | Long | ABS-other | US | $23M | – | 0.08 |
| DBJPM 16-C1 Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| DBJPM 16-C1 Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| DBJPM 20-C9 Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-4 | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-5 | Long | ABS-mortgage backed security | US | $256K | – | 0.00 |
| Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-5 | Long | ABS-mortgage backed security | US | $202K | – | 0.00 |
| Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-5 | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-6 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-2 (Deutsche Alt-A Securities INC) | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-OA3 (Deutsche Alt-A Securities INC) | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Deutsche Alt-B Securities Inc Mortgage Loan Trust Series 2006-AB2 | Long | ABS-mortgage backed security | US | $327K | – | 0.00 |
| Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB1 (Deutsche Alt-A Securities INC) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4 (Deutsche Alt-A Securities INC) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4 (Deutsche Alt-A Securities INC) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4 (Deutsche Alt-A Securities INC) | Long | ABS-mortgage backed security | US | $772K | – | 0.00 |
| Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4 (Deutsche Alt-A Securities INC) | Long | ABS-mortgage backed security | US | $533K | – | 0.00 |
| Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4 (Deutsche Alt-A Securities INC) | Long | ABS-mortgage backed security | US | $530K | – | 0.00 |
| Deutsche Mortgage & Asset Receiving Corp (Deutsche Mortgage and Asset Re) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1 (Deutsche Mortgage Securities,) | Long | ABS-mortgage backed security | US | $33M | – | 0.11 |
| Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1 (Deutsche Mortgage Securities,) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1 (Deutsche Mortgage Securities,) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1 (Deutsche Mortgage Securities,) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1 (Deutsche Mortgage Securities,) | Long | ABS-mortgage backed security | US | $815K | – | 0.00 |
| Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1 (Deutsche Mortgage Securities,) | Long | ABS-mortgage backed security | US | $228K | – | 0.00 |
| Diamond Issuer LLC | Long | ABS-other | US | $5M | – | 0.02 |
| Diversified ABS Phase VIII LLC (Diversified ABS VIII LLC) | Long | ABS-other | US | $12M | – | 0.04 |
| Dividend Solar Loans 2019-1 LLC (Dividend Solar Loans LLC) | Long | ABS-other | US | $13M | – | 0.04 |
| DOLP Trust 2021-NYC | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| DOLP Trust 2021-NYC | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Dryden 53 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| ECAF I Ltd (ECAF LTD) | Long | ABS-other | US | $16M | – | 0.05 |
| Empower CLO 2023-3 Ltd (Empower CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.03 |
| Empower CLO 2024-2 Ltd (Empower CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $19M | – | 0.06 |
| Equifirst Loan Securitization Trust 2007-1 | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Falcon Aerospace Ltd 2017-1 | Long | ABS-other | US | $1M | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $23M | – | 0.08 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $168M | – | 0.57 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $153M | – | 0.52 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $136M | – | 0.46 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $90M | – | 0.30 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $87M | – | 0.29 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $78M | – | 0.26 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $74M | – | 0.25 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73M | – | 0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $68M | – | 0.23 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $62M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $61M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $57M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $56M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $55M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $54M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $52M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $51M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $50M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $48M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $47M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $46M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $45M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $43M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $42M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $42M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $42M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $41M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $41M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $39M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $39M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $39M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $39M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $39M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $38M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $38M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $38M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $36M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $33M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $30M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $30M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $28M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $28M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $28M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $28M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $25M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $25M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $25M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $979K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $964K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $958K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $921K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $918K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $889K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $787K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $719K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $631K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $610K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $551K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $523K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $511K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $485K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $484K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $464K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $451K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $400K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $355K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $350K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $278K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $270K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $221K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Fannie Mae REMIC Trust 2004-W10 (FannieMae Whole Loan) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $122M | – | 0.41 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $71M | – | 0.24 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $51M | – | 0.17 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $47M | – | 0.16 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $45M | – | 0.15 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $45M | – | 0.15 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $41M | – | 0.14 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $39M | – | 0.13 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $37M | – | 0.12 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $35M | – | 0.12 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $35M | – | 0.12 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $33M | – | 0.11 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $32M | – | 0.11 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $29M | – | 0.10 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $29M | – | 0.10 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $29M | – | 0.10 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $28M | – | 0.09 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $27M | – | 0.09 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $27M | – | 0.09 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $26M | – | 0.09 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $26M | – | 0.09 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $25M | – | 0.08 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $25M | – | 0.08 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $24M | – | 0.08 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $23M | – | 0.08 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $22M | – | 0.08 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $22M | – | 0.07 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $21M | – | 0.07 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $21M | – | 0.07 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $21M | – | 0.07 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $21M | – | 0.07 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $20M | – | 0.07 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $19M | – | 0.07 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $19M | – | 0.07 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $19M | – | 0.06 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $19M | – | 0.06 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $18M | – | 0.06 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $18M | – | 0.06 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $18M | – | 0.06 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $18M | – | 0.06 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $17M | – | 0.06 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $17M | – | 0.06 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $16M | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $16M | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $16M | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $16M | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $16M | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $15M | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $15M | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $15M | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $995K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $891K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $877K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $863K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $832K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $782K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $750K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $719K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $674K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $661K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $656K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $605K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $564K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $525K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $518K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $511K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $431K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $395K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $379K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $364K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $334K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $254K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $253K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $250K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $246K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $233K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $222K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $215K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $211K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $200K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $190K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $163K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Trust 2003-W17 (FannieMae Whole Loan) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $41M | – | 0.14 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $31M | – | 0.11 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $30M | – | 0.10 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $23M | – | 0.08 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $19M | – | 0.06 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $16M | – | 0.05 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $16M | – | 0.05 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $535K | – | 0.00 |
| FBR Securitization Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FBR Securitization Trust 2005-2 | Long | ABS-mortgage backed security | US | $19M | – | 0.07 |
| Fieldstone Mortgage Investment Trust Series 2007-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Figure Line of Credit Trust 2020-1 | Long | ABS-mortgage backed security | US | $15M | – | 0.05 |
| First American Government Obligations Fund | Long | Short-term investment vehicle | US | $290M | 290M | 0.97 |
| First Franklin Mortgage Loan Trust 2006-FF8 (First Franklin Mtg Loan Asset) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| First Franklin Mortgage Loan Trust 2006-FF9 (First Franklin Mtg Loan Asset) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| First Franklin Mortgage Loan Trust Series 2007-FF2 (First Franklin Mtg Loan Asset) | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| First Franklin Mortgage Loan Trust Series 2007-FF2 (First Franklin Mtg Loan Asset) | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| First Horizon Alternative Mortgage Securities Trust 2005-AA4 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| First Horizon Alternative Mortgage Securities Trust 2005-FA8 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| First Horizon Alternative Mortgage Securities Trust 2005-FA8 | Long | ABS-mortgage backed security | US | $243K | – | 0.00 |
| First Horizon Alternative Mortgage Securities Trust 2006-AA3 | Long | ABS-mortgage backed security | US | $714K | – | 0.00 |
| First Horizon Alternative Mortgage Securities Trust 2006-FA1 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| First Horizon Alternative Mortgage Securities Trust 2006-FA1 | Long | ABS-mortgage backed security | US | $835K | – | 0.00 |
| First Horizon Alternative Mortgage Securities Trust 2006-FA2 | Long | ABS-mortgage backed security | US | $496K | – | 0.00 |
| First Horizon Alternative Mortgage Securities Trust 2006-FA8 | Long | ABS-mortgage backed security | US | $746K | – | 0.00 |
| First Horizon Alternative Mortgage Securities Trust 2006-RE1 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| First Horizon Alternative Mortgage Securities Trust 2007-FA3 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| First Horizon Alternative Mortgage Securities Trust 2007-FA3 | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| First Horizon Alternative Mortgage Securities Trust 2007-FA4 | Long | ABS-mortgage backed security | US | $730K | – | 0.00 |
| First Horizon Alternative Mortgage Securities Trust 2007-FA4 | Long | ABS-mortgage backed security | US | $415K | – | 0.00 |
| First Horizon Alternative Mortgage Securities Trust 2007-FA4 | Long | ABS-mortgage backed security | US | $236K | – | 0.00 |
| First Horizon Mortgage Pass-Through Trust 2006-1 | Long | ABS-mortgage backed security | US | $322K | – | 0.00 |
| First Horizon Mortgage Pass-Through Trust 2007-4 | Long | ABS-mortgage backed security | US | $576K | – | 0.00 |
| FirstKey Homes 2020-SFR1 Trust | Long | ABS-other | US | $9M | – | 0.03 |
| FirstKey Homes 2020-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $25M | – | 0.08 |
| FirstKey Homes 2020-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $17M | – | 0.06 |
| FirstKey Homes 2021-SFR1 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $15M | – | 0.05 |
| FirstKey Homes 2021-SFR1 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $10M | – | 0.04 |
| FirstKey Homes 2021-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $7M | – | 0.02 |
| FirstKey Homes 2021-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $7M | – | 0.02 |
| FirstKey Homes 2021-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $7M | – | 0.02 |
| FirstKey Homes 2021-SFR3 Trust (FirstKey Homes 2021-SFR3 Trus) | Long | ABS-other | US | $41M | – | 0.14 |
| FirstKey Homes 2021-SFR3 Trust (FirstKey Homes 2021-SFR3 Trus) | Long | ABS-other | US | $32M | – | 0.11 |
| FirstKey Homes 2021-SFR3 Trust (FirstKey Homes 2021-SFR3 Trus) | Long | ABS-other | US | $27M | – | 0.09 |
| FirstKey Homes 2021-SFR3 Trust (FirstKey Homes 2021-SFR3 Trus) | Long | ABS-other | US | $23M | – | 0.08 |
| FirstKey Homes 2021-SFR3 Trust (FirstKey Homes 2021-SFR3 Trus) | Long | ABS-other | US | $21M | – | 0.07 |
| FirstKey Homes 2021-SFR3 Trust (FirstKey Homes 2021-SFR3 Trus) | Long | ABS-other | US | $9M | – | 0.03 |
| FMC GMSR Issuer Trust | Long | ABS-other | US | $65M | – | 0.22 |
| FMC GMSR Issuer Trust | Long | ABS-other | US | $58M | – | 0.20 |
| FMC GMSR Issuer Trust | Long | ABS-other | US | $58M | – | 0.20 |
| Fontainebleau Miami Beach Trust 2019-FBLU | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Foundation Finance Trust 2019-1 | Long | ABS-other | US | $18K | – | 0.00 |
| Franklin Park Place CLO I LLC | Long | ABS-collateralized bond/debt obligation | US | $18M | – | 0.06 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $134M | – | 0.45 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $116M | – | 0.39 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $73M | – | 0.25 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $66M | – | 0.22 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $60M | – | 0.20 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $52M | – | 0.18 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $48M | – | 0.16 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $45M | – | 0.15 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $41M | – | 0.14 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $31M | – | 0.10 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.07 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.07 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.07 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.07 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.07 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.06 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.06 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.06 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.06 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.05 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $903K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $891K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $880K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $522K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $159M | – | 0.53 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $85M | – | 0.29 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $69M | – | 0.23 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $66M | – | 0.22 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $58M | – | 0.19 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $56M | – | 0.19 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $54M | – | 0.18 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $53M | – | 0.18 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $53M | – | 0.18 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $49M | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $44M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $39M | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $35M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $34M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $33M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $31M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $30M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $26M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $25M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $25M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $24M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $23M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $23M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $23M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $138M | – | 0.46 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $68M | – | 0.23 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $61M | – | 0.21 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $55M | – | 0.19 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $52M | – | 0.17 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $50M | – | 0.17 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $50M | – | 0.17 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $41M | – | 0.14 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $39M | – | 0.13 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $33M | – | 0.11 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $33M | – | 0.11 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $32M | – | 0.11 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $31M | – | 0.11 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $28M | – | 0.10 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $28M | – | 0.09 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $27M | – | 0.09 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $27M | – | 0.09 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $26M | – | 0.09 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $25M | – | 0.08 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $25M | – | 0.08 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $24M | – | 0.08 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $24M | – | 0.08 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $24M | – | 0.08 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $24M | – | 0.08 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $23M | – | 0.08 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $22M | – | 0.07 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $21M | – | 0.07 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $20M | – | 0.07 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $20M | – | 0.07 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $19M | – | 0.06 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $18M | – | 0.06 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $18M | – | 0.06 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $18M | – | 0.06 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $18M | – | 0.06 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $17M | – | 0.06 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $17M | – | 0.06 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $17M | – | 0.06 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $16M | – | 0.06 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $16M | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $16M | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $15M | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $15M | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $15M | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $853K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $836K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $833K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $775K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $774K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $707K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $692K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $578K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $533K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $526K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $433K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $431K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $378K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $357K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $338K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $334K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $323K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $312K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $299K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $288K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $285K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $222K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $190K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $187K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $163K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $16M | – | 0.05 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-2 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2022-2 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $23M | – | 0.08 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $79M | – | 0.26 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $28M | – | 0.09 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $28M | – | 0.09 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Freddie Mac Whole Loan Securities Trust 2015-SC02 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Freddie Mac Whole Loan Securities Trust 2016-SC01 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FREMF 2017-KF34 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fremont Home Loan Trust 2006-D | Long | ABS-mortgage backed security | US | $63M | – | 0.21 |
| FRTKL 2021-SFR1 | Long | ABS-other | US | $7M | – | 0.02 |
| FRTKL 2021-SFR1 | Long | ABS-other | US | $6M | – | 0.02 |
| FS Rialto 2019-FL1 (FS Rialto 2019-FL1 Issuer, Ltd) | Long | ABS-collateralized bond/debt obligation | US | $590K | – | 0.00 |
| FWEA 2024-1 A | Long | ABS-mortgage backed security | US | $21M | – | 0.07 |
| GAIA Aviation Ltd (TLWND 2019-1) | Long | ABS-other | IE | $9M | – | 0.03 |
| GCAT 2019-NQM3 Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GCAT 2021-NQM2 Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| GCAT 2021-NQM6 Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| GE-WMC Mortgage Securities Trust 2006-1 (GE-WMC Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| Generate CLO 3 Ltd (Generate CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $99M | – | 0.33 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $70M | – | 0.24 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $46M | – | 0.15 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $43M | – | 0.14 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $32M | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $25M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $22M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $22M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $22M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $20M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $20M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $478K | – | 0.00 |
| Global SC Finance VII Srl (Global SC Finance SRL) | Long | ABS-other | CN | $18M | – | 0.06 |
| GMACM Mortgage Loan Trust 2005-AR5 (GMAC Mortgage Corporation Loan) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $80M | – | 0.27 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $44M | – | 0.15 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $37M | – | 0.13 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $36M | – | 0.12 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $34M | – | 0.11 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $33M | – | 0.11 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $33M | – | 0.11 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $33M | – | 0.11 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $31M | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $27M | – | 0.09 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $26M | – | 0.09 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $24M | – | 0.08 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $24M | – | 0.08 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $24M | – | 0.08 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $24M | – | 0.08 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $22M | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $22M | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $21M | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $21M | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $20M | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $20M | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $20M | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $19M | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $18M | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $18M | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $18M | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $17M | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $17M | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $17M | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $17M | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $17M | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $16M | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $16M | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $16M | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $16M | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $16M | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $15M | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $15M | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $15M | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $960K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $909K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $909K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $901K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $868K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $856K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $776K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $761K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $716K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $697K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $683K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $679K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $673K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $662K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $632K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $570K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $473K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $459K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $406K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $384K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $380K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $378K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $371K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $259K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $220K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $187K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $326.87 | – | 0.00 |
| GPMT 2021-FL4 Ltd (GPMT Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.05 |
| Great Wolf Trust 2024-WOLF | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GreenPoint Mortgage Funding Trust Series 2007-AR2 | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| GreenPoint MTA Trust 2005-AR3 (GreenPoint Mortgage Funding Tr) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Greystone CRE Notes 2019-FL2 Ltd (Greystone Commercial Real Esta) | Long | ABS-collateralized bond/debt obligation | US | $26M | – | 0.09 |
| Greystone CRE Notes 2019-FL2 Ltd (Greystone Commercial Real Esta) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.05 |
| Greystone CRE Notes 2021-FL3 Ltd (Greystone Commercial Real Esta) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.02 |
| GREYWOLF CLO VI Ltd (Greywolf CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $18M | – | 0.06 |
| GS Mortgage Securities Corp Trust 2018-LUAU (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| GS Mortgage Securities Corp Trust 2018-TWR (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| GS Mortgage Securities Corp Trust 2018-TWR (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GS Mortgage Securities Corp Trust 2018-TWR (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GS Mortgage Securities Corp Trust 2018-TWR (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GS Mortgage Securities Corp Trust 2018-TWR (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| GS Mortgage Securities Corp Trust 2020-UPTN (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| GS Mortgage Securities Corp Trust 2021-1HTL (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $57M | – | 0.19 |
| GS Mortgage Securities Corp Trust 2021-ARDN (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $17M | – | 0.06 |
| GS Mortgage Securities Corp Trust 2021-ARDN (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GS Mortgage Securities Trust 2015-GC28 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GS Mortgage Securities Trust 2015-GC28 | Long | ABS-mortgage backed security | US | $254K | – | 0.00 |
| GS Mortgage Securities Trust 2015-GC32 | Long | ABS-mortgage backed security | US | $924K | – | 0.00 |
| GS Mortgage Securities Trust 2015-GC34 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GS Mortgage Securities Trust 2015-GS1 | Long | ABS-mortgage backed security | US | $483K | – | 0.00 |
| GS Mortgage Securities Trust 2016-GS2 | Long | ABS-mortgage backed security | US | $857K | – | 0.00 |
| GS Mortgage Securities Trust 2016-GS3 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| GS Mortgage Securities Trust 2016-GS4 | Long | ABS-mortgage backed security | US | $483K | – | 0.00 |
| GS Mortgage Securities Trust 2017-GS7 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| GS Mortgage Securities Trust 2017-GS7 | Long | ABS-mortgage backed security | US | $941K | – | 0.00 |
| GS Mortgage Securities Trust 2018-GS10 | Long | ABS-mortgage backed security | US | $785K | – | 0.00 |
| GS Mortgage Securities Trust 2018-GS10 | Long | ABS-mortgage backed security | US | $764K | – | 0.00 |
| GS Mortgage Securities Trust 2018-GS10 | Long | ABS-mortgage backed security | US | $753K | – | 0.00 |
| GS Mortgage Securities Trust 2018-GS10 | Long | ABS-mortgage backed security | US | $682K | – | 0.00 |
| GS Mortgage Securities Trust 2018-GS10 | Long | ABS-mortgage backed security | US | $590K | – | 0.00 |
| GS Mortgage Securities Trust 2018-GS9 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GS Mortgage Securities Trust 2019-GC38 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GS Mortgage Securities Trust 2019-GC39 | Long | ABS-mortgage backed security | US | $599K | – | 0.00 |
| GS Mortgage Securities Trust 2019-GSA1 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GS Mortgage Securities Trust 2020-GC45 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| GS Mortgage Securities Trust 2020-GC45 | Long | ABS-mortgage backed security | US | $814K | – | 0.00 |
| GS Mortgage Securities Trust 2020-GSA2 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GS Mortgage-Backed Securities Trust 2020-RPL2 | Long | ABS-mortgage backed security | US | $85M | – | 0.28 |
| GS Mortgage-Backed Securities Trust 2020-RPL2 | Long | ABS-mortgage backed security | US | $28M | – | 0.10 |
| GS Mortgage-Backed Securities Trust 2020-RPL2 | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| GS Mortgage-Backed Securities Trust 2020-RPL2 | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| GS Mortgage-Backed Securities Trust 2020-RPL2 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| GSAA Home Equity Trust 2005-12 | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| GSAA Home Equity Trust 2006-10 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GSAA Home Equity Trust 2006-10 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GSAA Home Equity Trust 2006-15 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GSAA Home Equity Trust 2006-18 | Long | ABS-mortgage backed security | US | $916K | – | 0.00 |
| GSAA Home Equity Trust 2006-18 | Long | ABS-mortgage backed security | US | $472K | – | 0.00 |
| GSAA Home Equity Trust 2006-19 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GSAA Home Equity Trust 2007-10 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GSAA Home Equity Trust 2007-10 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GSAA Home Equity Trust 2007-7 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GSAMP Trust 2006-HE6 | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| GSAMP Trust 2007-H1 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GSMPS Mortgage Loan Trust 2005-RP2 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| GSMPS Mortgage Loan Trust 2005-RP2 | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GSMPS Mortgage Loan Trust 2005-RP3 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GSMPS Mortgage Loan Trust 2005-RP3 | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GSMPS Mortgage Loan Trust 2006-RP1 | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| GSMPS Mortgage Loan Trust 2006-RP1 | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GSMSC Pass-Through Trust 2008-2R (GS Mortgage Securities Corp.) | Long | ABS-mortgage backed security | US | $290K | – | 0.00 |
| GSMSC Resecuritization Trust 2014-3R (GS Mortgage Securities Corp.) | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| GSR Mortgage Loan Trust 2005-1F | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GSR Mortgage Loan Trust 2005-1F | Long | ABS-mortgage backed security | US | $636K | – | 0.00 |
| GSR Mortgage Loan Trust 2005-6F | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| GSR Mortgage Loan Trust 2005-6F | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| GSR Mortgage Loan Trust 2005-6F | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| GSR Mortgage Loan Trust 2005-7F | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| GSR Mortgage Loan Trust 2005-8F | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GSR Mortgage Loan Trust 2005-8F | Long | ABS-mortgage backed security | US | $626K | – | 0.00 |
| GSR Mortgage Loan Trust 2006-1F | Long | ABS-mortgage backed security | US | $237K | – | 0.00 |
| GSR Mortgage Loan Trust 2006-2F | Long | ABS-mortgage backed security | US | $798K | – | 0.00 |
| GSR Mortgage Loan Trust 2006-2F | Long | ABS-mortgage backed security | US | $665K | – | 0.00 |
| GSR Mortgage Loan Trust 2006-2F | Long | ABS-mortgage backed security | US | $244K | – | 0.00 |
| GSR Mortgage Loan Trust 2006-5F | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| GSR Mortgage Loan Trust 2006-6F | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GSR Mortgage Loan Trust 2006-9F | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GSR Mortgage Loan Trust 2006-OA1 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| GSR Mortgage Loan Trust 2007-1F | Long | ABS-mortgage backed security | US | $320K | – | 0.00 |
| GSR Mortgage Loan Trust 2007-4F | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| GSR Mortgage Loan Trust 2007-4F | Long | ABS-mortgage backed security | US | $695K | – | 0.00 |
| GSR Mortgage Loan Trust 2007-OA1 | Long | ABS-mortgage backed security | US | $19M | – | 0.07 |
| GWT 2024-WLF2 (Great Wolf Trust) | Long | ABS-mortgage backed security | US | $15M | – | 0.05 |
| Halcyon Loan Advisors Funding 2014-2 Ltd | Long | ABS-collateralized bond/debt obligation | US | $441K | – | 0.00 |
| Halsey Point CLO I Ltd (HalseyPoint CLO I, Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.04 |
| Halseypoint CLO II Ltd (HalseyPoint CLO II, Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.03 |
| HarborView Mortgage Loan Trust 2005-14 | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| HarborView Mortgage Loan Trust 2005-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| HarborView Mortgage Loan Trust 2005-8 | Long | ABS-mortgage backed security | US | $16M | – | 0.05 |
| HarborView Mortgage Loan Trust 2005-8 | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| HarborView Mortgage Loan Trust 2006-10 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| HarborView Mortgage Loan Trust 2006-11 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| HarborView Mortgage Loan Trust 2006-14 | Long | ABS-mortgage backed security | US | $27M | – | 0.09 |
| HarborView Mortgage Loan Trust 2006-4 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| HarborView Mortgage Loan Trust 2006-8 | Long | ABS-mortgage backed security | US | $26M | – | 0.09 |
| HarborView Mortgage Loan Trust 2006-BU1 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| HarborView Mortgage Loan Trust 2007-7 | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Harbourview CLO VII-R (Harbourview CLO VII Ltd) | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.06 |
| Harvest US CLO 2023-1 Ltd (Harvest US CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $20M | – | 0.07 |
| HERO Funding Trust 2016-3 | Long | ABS-other | US | $2M | – | 0.01 |
| HERO Funding Trust 2016-4A | Long | ABS-other | US | $5M | – | 0.02 |
| Hilton USA Trust 2016-SFP | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Home Equity Asset Trust | Long | ABS-mortgage backed security | US | $303K | – | 0.00 |
| Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2006-B (IndyMac Residential Asset Back) | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2006-D (IndyMac Residential Asset Back) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2007-B (IndyMac Residential Asset Back) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2007-B (IndyMac Residential Asset Back) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Home Partners of America 2019-2 Trust (Home Partners of America Trust) | Long | ABS-other | US | $7M | – | 0.02 |
| Home Partners of America 2019-2 Trust (Home Partners of America Trust) | Long | ABS-other | US | $4M | – | 0.01 |
| Home Partners of America 2019-2 Trust (Home Partners of America Trust) | Long | ABS-other | US | $3M | – | 0.01 |
| HomeBanc Mortgage Trust 2005-1 | Long | ABS-mortgage backed security | US | $252K | – | 0.00 |
| HomeBanc Mortgage Trust 2005-3 | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Homeward Opportunities Fund I Trust 2020-2 | Long | ABS-mortgage backed security | US | $29M | – | 0.10 |
| Horizon Aircraft Finance II Ltd (Horizon Aircraft Finance II LL) | Long | ABS-other | US | $10M | – | 0.03 |
| HSI Asset Loan Obligation Trust 2007-2 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| HSI Asset Loan Obligation Trust 2007-WF1 | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| HSI Asset Securitization Corp Trust 2006-HE1 (HSI Asset Securitization Corpo) | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| HSI Asset Securitization Corp Trust 2007-NC1 (HSI Asset Securitization Corpo) | Long | ABS-mortgage backed security | US | $38M | – | 0.13 |
| HSI Asset Securitization Corp Trust 2007-NC1 (HSI Asset Securitization Corpo) | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Impac CMB Trust Series 2002-9F | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| Impac Secured Assets Trust 2007-3 (Impac Secured Assets Corp.) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Imperial Fund Mortgage Trust 2021-NQM4 (Imperial Fund LLC) | Long | ABS-mortgage backed security | US | $20M | – | 0.07 |
| Imperial Fund Mortgage Trust 2021-NQM4 (Imperial Fund LLC) | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| Imperial Fund Mortgage Trust 2021-NQM4 (Imperial Fund LLC) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| IndyMac IMJA Mortgage Loan Trust 2007-A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| IndyMac IMJA Mortgage Loan Trust 2007-A1 | Long | ABS-mortgage backed security | US | $862K | – | 0.00 |
| IndyMac IMJA Mortgage Loan Trust 2007-A2 | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| IndyMac IMJA Mortgage Loan Trust 2007-A2 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| IndyMac IMJA Mortgage Loan Trust 2007-A2 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| IndyMac IMJA Mortgage Loan Trust 2007-A3 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| IndyMac IMJA Mortgage Loan Trust 2007-A4 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| IndyMac IMSC Mortgage Loan Trust 2007-F1 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| IndyMac IMSC Mortgage Loan Trust 2007-F2 | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| IndyMac IMSC Mortgage Loan Trust 2007-F2 | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| IndyMac IMSC Mortgage Loan Trust 2007-HOA1 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| IndyMac INDA Mortgage Loan Trust 2006-AR2 | Long | ABS-mortgage backed security | US | $526K | – | 0.00 |
| IndyMac INDA Mortgage Loan Trust 2006-AR2 | Long | ABS-mortgage backed security | US | $491K | – | 0.00 |
| IndyMac INDA Mortgage Loan Trust 2006-AR3 | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| IndyMac INDA Mortgage Loan Trust 2007-AR1 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| IndyMac INDA Mortgage Loan Trust 2007-AR3 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| IndyMac INDX Mortgage Loan Trust 2005-AR15 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| IndyMac INDX Mortgage Loan Trust 2006-AR7 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| IndyMac INDX Mortgage Loan Trust 2007-AR13 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| IndyMac INDX Mortgage Loan Trust 2007-AR21IP | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| J.P. Morgan Chase Commercial Mortgage SecuritiesTrust 2018-MINN (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Jack in the Box Funding LLC (Jack in the Box Funding, LLC) | Long | ABS-other | US | $35M | – | 0.12 |
| Jamestown CLO XI Ltd (Jamestown CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.02 |
| Jamestown CLO XV Ltd (Jamestown CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.05 |
| Jersey Mike's Funding LLC (Jersey Mike's Funding, LLC) | Long | ABS-other | US | $4M | – | 0.01 |
| Jimmy Johns Funding LLC (Jimmy John's Funding LLC) | Long | ABS-other | US | $20M | – | 0.07 |
| JOL Air Ltd | Long | ABS-other | US | $7M | – | 0.02 |
| JP Morgan Alternative Loan Trust (J.P. Morgan Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| JP Morgan Alternative Loan Trust (J.P. Morgan Alternative Loan T) | Long | ABS-mortgage backed security | US | $539K | – | 0.00 |
| JP Morgan Alternative Loan Trust 2005-S1 (J.P. Morgan Alternative Loan T) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| JP Morgan Alternative Loan Trust 2005-S1 (J.P. Morgan Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| JP Morgan Alternative Loan Trust 2006-S1 (J.P. Morgan Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2007-CIBC20 | Long | ABS-mortgage backed security | US | $0.72 | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1 | Long | ABS-mortgage backed security | US | $448K | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2020-ACE | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| JP Morgan Mortgage Acquisition Corp 2005-WMC1 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| JP Morgan Mortgage Acquisition Trust 2006-CH2 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| JP Morgan Mortgage Acquisition Trust 2006-HE3 | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| JP Morgan Mortgage Acquisition Trust 2006-RM1 | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| JP Morgan Mortgage Acquisition Trust 2006-RM1 | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| JP Morgan Mortgage Acquisition Trust 2006-WF1 | Long | ABS-mortgage backed security | US | $790K | – | 0.00 |
| JP Morgan Mortgage Acquisition Trust 2006-WMC4 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| JP Morgan Mortgage Acquisition Trust 2006-WMC4 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| JP Morgan Mortgage Acquisition Trust 2007-CH1 | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| JP Morgan Mortgage Acquisition Trust 2007-CH3 | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| JP Morgan Mortgage Trust 2005-A6 | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| JP Morgan Mortgage Trust 2005-S1 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| JP Morgan Mortgage Trust 2005-S2 | Long | ABS-mortgage backed security | US | $245K | – | 0.00 |
| JP Morgan Mortgage Trust 2006-S2 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| JP Morgan Mortgage Trust 2006-S2 | Long | ABS-mortgage backed security | US | $298K | – | 0.00 |
| JP Morgan Mortgage Trust 2006-S3 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| JP Morgan Mortgage Trust 2006-S3 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| JP Morgan Mortgage Trust 2006-S3 | Long | ABS-mortgage backed security | US | $520K | – | 0.00 |
| JP Morgan Mortgage Trust 2006-S3 | Long | ABS-mortgage backed security | US | $242K | – | 0.00 |
| JP Morgan Mortgage Trust 2006-S4 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| JP Morgan Mortgage Trust 2006-S4 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| JP Morgan Mortgage Trust 2006-S4 | Long | ABS-mortgage backed security | US | $898K | – | 0.00 |
| JP Morgan Mortgage Trust 2006-S4 | Long | ABS-mortgage backed security | US | $786K | – | 0.00 |
| JP Morgan Mortgage Trust 2007-A2 | Long | ABS-mortgage backed security | US | $436K | – | 0.00 |
| JP Morgan Mortgage Trust 2007-A3 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| JP Morgan Mortgage Trust 2007-S1 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| JP Morgan Mortgage Trust 2007-S3 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| JP Morgan Mortgage Trust 2007-S3 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| JP Morgan Mortgage Trust 2007-S3 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| JP Morgan Mortgage Trust 2007-S3 | Long | ABS-mortgage backed security | US | $732K | – | 0.00 |
| JP Morgan Mortgage Trust 2007-S3 | Long | ABS-mortgage backed security | US | $571K | – | 0.00 |
| JP Morgan Mortgage Trust 2007-S3 | Long | ABS-mortgage backed security | US | $303K | – | 0.00 |
| JP Morgan Resecuritization Trust Series 2009-4 (JP Morgan ReRemic) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| JP Morgan Resecuritization Trust Series 2009-7 (JP Morgan ReRemic) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| JP Morgan Resecuritization Trust Series 2010-1 (JP Morgan ReRemic) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| JP Morgan Resecuritization Trust Series 2010-1 (JP Morgan ReRemic) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| JPMBB Commercial Mortgage Securities Trust 2014-C18 | Long | ABS-mortgage backed security | US | $10.66 | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2014-C21 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| JPMBB Commercial Mortgage Securities Trust 2014-C25 | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2014-C26 | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2015-C27 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| JPMBB Commercial Mortgage Securities Trust 2015-C27 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| JPMBB Commercial Mortgage Securities Trust 2015-C28 | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| JPMBB Commercial Mortgage Securities Trust 2015-C28 | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2015-C29 | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2015-C30 | Long | ABS-mortgage backed security | US | $360K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2015-C32 | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| JPMBB Commercial Mortgage Securities Trust 2015-C32 | Long | ABS-mortgage backed security | US | $351K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2016-C1 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| JPMBB Commercial Mortgage Securities Trust 2016-C1 | Long | ABS-mortgage backed security | US | $257K | – | 0.00 |
| JPMCC Commercial Mortgage Securities Trust 2017-JP5 (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| JPMCC Commercial Mortgage Securities Trust 2019-COR4 (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| JPMCC Commercial Mortgage Securities Trust 2019-COR5 (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| JPMCC Commercial Mortgage Securities Trust 2019-COR5 (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $626K | – | 0.00 |
| JPMDB Commercial Mortgage Securities Trust 2016-C2 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| JPMDB Commercial Mortgage Securities Trust 2017-C5 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| JPMDB Commercial Mortgage Securities Trust 2017-C7 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| JPMDB Commercial Mortgage Securities Trust 2018-C8 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| JPMDB Commercial Mortgage Securities Trust 2019-COR6 | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| JPMDB Commercial Mortgage Securities Trust 2020-COR7 | Long | ABS-mortgage backed security | US | $17M | – | 0.06 |
| JPMorgan US Government Money Market Fund | Long | Short-term investment vehicle | US | $290M | 290M | 0.97 |
| Katayma CLO II Ltd (Katayma CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $25M | – | 0.08 |
| KREF 2021-FL2 Ltd | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.03 |
| Labrador Aviation Finance Ltd 2016-1A (Labrador Aviation Finance Limi) | Long | ABS-other | US | $45M | – | 0.15 |
| LCCM 2021-FL3 Trust (Ladder Capital Commercial Mort) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.04 |
| LCM XVII LP (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.04 |
| Legacy Mortgage Asset Trust 2019-RPL3 | Long | ABS-mortgage backed security | US | $95M | – | 0.32 |
| Legacy Mortgage Asset Trust 2021-GS4 | Long | ABS-mortgage backed security | US | $23M | – | 0.08 |
| Lehman ABS Mortgage Loan Trust 2007-1 | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| Lehman ABS Mortgage Loan Trust 2007-1 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Lehman Mortgage Trust 2005-2 | Long | ABS-mortgage backed security | US | $777K | – | 0.00 |
| Lehman Mortgage Trust 2005-2 | Long | ABS-mortgage backed security | US | $672K | – | 0.00 |
| Lehman Mortgage Trust 2005-3 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Lehman Mortgage Trust 2005-3 | Long | ABS-mortgage backed security | US | $642K | – | 0.00 |
| Lehman Mortgage Trust 2005-3 | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| Lehman Mortgage Trust 2006-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Lehman Mortgage Trust 2006-1 | Long | ABS-mortgage backed security | US | $877K | – | 0.00 |
| Lehman Mortgage Trust 2006-1 | Long | ABS-mortgage backed security | US | $390K | – | 0.00 |
| Lehman Mortgage Trust 2006-1 | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| Lehman Mortgage Trust 2006-1 | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Lehman Mortgage Trust 2006-4 | Long | ABS-mortgage backed security | US | $702K | – | 0.00 |
| Lehman Mortgage Trust 2006-4 | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| Lehman Mortgage Trust 2006-5 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Lehman Mortgage Trust 2006-5 | Long | ABS-mortgage backed security | US | $774K | – | 0.00 |
| Lehman Mortgage Trust 2006-6 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Lehman Mortgage Trust 2006-6 | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| Lehman Mortgage Trust 2006-7 | Long | ABS-mortgage backed security | US | $894K | – | 0.00 |
| Lehman Mortgage Trust 2006-7 | Long | ABS-mortgage backed security | US | $704K | – | 0.00 |
| Lehman Mortgage Trust 2006-9 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Lehman Mortgage Trust 2006-9 | Long | ABS-mortgage backed security | US | $946K | – | 0.00 |
| Lehman Mortgage Trust 2006-9 | Long | ABS-mortgage backed security | US | $693K | – | 0.00 |
| Lehman Mortgage Trust 2006-9 | Long | ABS-mortgage backed security | US | $484K | – | 0.00 |
| Lehman Mortgage Trust 2006-9 | Long | ABS-mortgage backed security | US | $283K | – | 0.00 |
| Lehman Mortgage Trust 2007-2 | Long | ABS-mortgage backed security | US | $918K | – | 0.00 |
| Lehman Mortgage Trust 2007-4 | Long | ABS-mortgage backed security | US | $926K | – | 0.00 |
| Lehman Mortgage Trust 2007-4 | Long | ABS-mortgage backed security | US | $776K | – | 0.00 |
| Lehman Mortgage Trust 2007-4 | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| Lehman Mortgage Trust 2007-5 | Long | ABS-mortgage backed security | US | $647K | – | 0.00 |
| Lehman Mortgage Trust 2007-5 | Long | ABS-mortgage backed security | US | $219K | – | 0.00 |
| Lehman Mortgage Trust 2007-6 | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Lehman Mortgage Trust 2007-9 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Lehman Mortgage Trust 2008-2 | Long | ABS-mortgage backed security | US | $960K | – | 0.00 |
| Lehman XS Trust 2006-3 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Lehman XS Trust 2006-5 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Lehman XS Trust 2006-5 | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Lehman XS Trust 2007-1 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Lehman XS Trust Series 2005-2 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Lehman XS Trust Series 2005-9N | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Lehman XS Trust Series 2006-GP3 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Lehman XS Trust Series 2007-12N | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Lehman XS Trust Series 2007-15N | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| LFT CRE 2021-FL1 Ltd (LFT CRE LLC) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.04 |
| Loanpal Solar Loan 2021-1 Ltd (Loanpal Solar Loan Ltd.) | Long | ABS-other | US | $1M | – | 0.00 |
| Long Beach Mortgage Loan Trust 2006-2 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Long Beach Mortgage Loan Trust 2006-3 | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| Long Beach Mortgage Loan Trust 2006-3 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Long Beach Mortgage Loan Trust 2006-5 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Long Beach Mortgage Loan Trust 2006-6 | Long | ABS-mortgage backed security | US | $17M | – | 0.06 |
| Long Beach Mortgage Loan Trust 2006-WL1 | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| LSTAR Commercial Mortgage Trust 2015-3 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| LSTAR Commercial Mortgage Trust 2017-5 | Long | ABS-mortgage backed security | US | $244K | – | 0.00 |
| Luminent Mortgage Trust 2005-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Lunar 2021-1 Structured Aircraft Portfolio Notes (SOLRR Aircraft 2021-1 Limited) | Long | ABS-other | MC | $907K | – | 0.00 |
| LUNAR AIRCRAFT 2020-1 LTD (LUNAR AIRCRAFT 2020-1 LIMITED) | Long | ABS-other | US | $9M | – | 0.03 |
| M360 2021-CRE3 Ltd (M360 Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.06 |
| M360 2021-CRE3 Ltd (M360 Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.02 |
| Magnetite XL Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $23M | – | 0.08 |
| Manhattan West 2020-1MW Mortgage Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Marble Point CLO XXII Ltd | Long | ABS-collateralized bond/debt obligation | US | $58M | – | 0.19 |
| Marble Point CLO XXIII Ltd (Marble Point CLO XXIII Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $50M | – | 0.17 |
| Marble Point Clo XXV Ltd | Long | ABS-collateralized bond/debt obligation | US | $20M | – | 0.07 |
| Marble Point Clo XXV Ltd | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.04 |
| Marlette Funding Trust 2024-1 | Long | ABS-other | US | $8M | – | 0.03 |
| MASTR Adjustable Rate Mortgages Trust 2005-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| MASTR Adjustable Rate Mortgages Trust 2005-6 | Long | ABS-mortgage backed security | US | $598K | – | 0.00 |
| MASTR Adjustable Rate Mortgages Trust 2007-1 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| MASTR Alternative Loan Trust 2004-9 (MASTR Alternative Loans Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| MASTR Alternative Loan Trust 2005-2 (MASTR Alternative Loans Trust) | Long | ABS-mortgage backed security | US | $944K | – | 0.00 |
| MASTR Alternative Loan Trust 2005-5 (MASTR Alternative Loans Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| MASTR Alternative Loan Trust 2005-5 (MASTR Alternative Loans Trust) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| MASTR Alternative Loan Trust 2005-6 (MASTR Alternative Loans Trust) | Long | ABS-mortgage backed security | US | $921K | – | 0.00 |
| MASTR Alternative Loan Trust 2006-3 (MASTR Alternative Loans Trust) | Long | ABS-mortgage backed security | US | $674K | – | 0.00 |
| MASTR Alternative Loan Trust 2007-1 (MASTR Alternative Loans Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MASTR Alternative Loan Trust 2007-1 (MASTR Alternative Loans Trust) | Long | ABS-mortgage backed security | US | $656K | – | 0.00 |
| Mastr Asset Backed Securities Trust 2003-OPT1 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Mastr Asset Backed Securities Trust 2006-AM2 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Mastr Asset Backed Securities Trust 2007-HE1 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Mastr Asset Backed Securities Trust 2007-WMC1 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| MASTR Asset Securitization Trust 2006-1 | Long | ABS-mortgage backed security | US | $768K | – | 0.00 |
| MASTR Asset Securitization Trust 2006-2 | Long | ABS-mortgage backed security | US | $607K | – | 0.00 |
| MASTR Asset Securitization Trust 2007-1 | Long | ABS-mortgage backed security | US | $900K | – | 0.00 |
| Mastr Resecuritization Trust 2008-1 | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Mastr Resecuritization Trust 2008-4 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| MASTR Seasoned Securitization Trust 2005-2 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MASTR Seasoned Securitization Trust 2005-2 | Long | ABS-mortgage backed security | US | $402K | – | 0.00 |
| ME Funding LLC (Massage Envy) | Long | ABS-other | US | $21M | – | 0.07 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $17M | – | 0.06 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Merrill Lynch Alternative Note Asset Trust Series 2007-A3 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Merrill Lynch Alternative Note Asset Trust Series 2007-A3 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Merrill Lynch Alternative Note Asset Trust Series 2007-A3 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Merrill Lynch Alternative Note Asset Trust Series 2007-F1 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Merrill Lynch Alternative Note Asset Trust Series 2007-F1 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Merrill Lynch Alternative Note Asset Trust Series 2007-OAR5 | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-H1 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Merrill Lynch Mortgage Investors Trust Series 2005-AR1 | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Merrill Lynch Mortgage Investors Trust Series 2006-AR1 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Merrill Lynch Mortgage Investors Trust Series 2006-F1 | Long | ABS-mortgage backed security | US | $291K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust Series 2006-FM1 | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| Merrill Lynch Mortgage Investors Trust Series 2006-HE3 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Merrill Lynch Mortgage Investors Trust Series 2006-HE4 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Merrill Lynch Mortgage Investors Trust Series 2007-HE2 | Long | ABS-mortgage backed security | US | $34M | – | 0.12 |
| Merrill Lynch Mortgage Investors Trust Series 2007-HE3 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Merrill Lynch Mortgage Investors Trust Series 2007-HE3 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Merrill Lynch Mortgage Investors Trust Series 2007-HE3 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust Series 2007-MLN1 | Long | ABS-mortgage backed security | US | $35M | – | 0.12 |
| MF1 2022-FL8 Ltd (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.04 |
| MF1 2023-FL12 LLC (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | US | $18M | – | 0.06 |
| MF1 Multifamily Housing Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.03 |
| MF1 Multifamily Housing Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| MFT Trust 2020-ABC | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| MFT Trust 2020-ABC | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| MHC Commercial Mortgage Trust 2021-MHC | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Midocean Credit CLO IX | Long | ABS-collateralized bond/debt obligation | US | $35M | – | 0.12 |
| MKS CLO 2017-1 Ltd (MKS CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $28M | – | 0.09 |
| MKS CLO 2017-2 Ltd (MKS CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $32M | – | 0.11 |
| Morgan Stanley ABS Capital I Inc Trust 2006-HE7 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Morgan Stanley ABS Capital I Inc Trust 2006-HE7 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Morgan Stanley ABS Capital I Inc Trust 2007-HE4 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $476K | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $954K | – | 0.00 |
| Morgan Stanley Capital I 2017-HR2 (Morgan Stanley Capital I Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Morgan Stanley Capital I Inc Trust 2006-NC2 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Morgan Stanley Capital I Trust 2006-HQ10 | Long | ABS-mortgage backed security | US | $576.78 | – | 0.00 |
| Morgan Stanley Capital I Trust 2015-UBS8 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Morgan Stanley Capital I Trust 2015-UBS8 | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| Morgan Stanley Capital I Trust 2017-H1 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Morgan Stanley Capital I Trust 2018-MP | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Morgan Stanley Capital I Trust 2019-H6 | Long | ABS-mortgage backed security | US | $604K | – | 0.00 |
| Morgan Stanley Capital I Trust 2019-H7 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Morgan Stanley Capital I Trust 2019-L2 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Morgan Stanley Capital I Trust 2019-L3 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Morgan Stanley Capital I Trust 2019-L3 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Morgan Stanley Capital I Trust 2019-L3 | Long | ABS-mortgage backed security | US | $793K | – | 0.00 |
| Morgan Stanley Capital I Trust 2019-NUGS | Long | ABS-mortgage backed security | US | $971K | – | 0.00 |
| Morgan Stanley Capital I Trust 2019-PLND | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Morgan Stanley Capital I Trust 2019-PLND | Long | ABS-mortgage backed security | US | $706K | – | 0.00 |
| Morgan Stanley Capital I Trust 2020-HR8 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Morgan Stanley Capital I Trust 2020-L4 | Long | ABS-mortgage backed security | US | $20M | – | 0.07 |
| Morgan Stanley Capital I Trust 2020-L4 | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| Morgan Stanley Capital I Trust 2020-L4 | Long | ABS-mortgage backed security | US | $754K | – | 0.00 |
| Morgan Stanley Capital I Trust 2021-L6 | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Morgan Stanley Home Equity Loan Trust 2007-1 | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Morgan Stanley IXIS Real Estate Capital Trust 2006-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Morgan Stanley Mortgage Loan Trust 2005-10 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Morgan Stanley Mortgage Loan Trust 2005-10 | Long | ABS-mortgage backed security | US | $968K | – | 0.00 |
| Morgan Stanley Mortgage Loan Trust 2005-10 | Long | ABS-mortgage backed security | US | $351K | – | 0.00 |
| Morgan Stanley Mortgage Loan Trust 2006-11 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Morgan Stanley Mortgage Loan Trust 2006-11 | Long | ABS-mortgage backed security | US | $811K | – | 0.00 |
| Morgan Stanley Mortgage Loan Trust 2006-16AX | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Morgan Stanley Mortgage Loan Trust 2006-17XS | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Morgan Stanley Mortgage Loan Trust 2006-17XS | Long | ABS-mortgage backed security | US | $422K | – | 0.00 |
| Morgan Stanley Mortgage Loan Trust 2006-2 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Morgan Stanley Mortgage Loan Trust 2006-7 | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Morgan Stanley Mortgage Loan Trust 2006-7 | Long | ABS-mortgage backed security | US | $656K | – | 0.00 |
| Morgan Stanley Mortgage Loan Trust 2006-7 | Long | ABS-mortgage backed security | US | $648K | – | 0.00 |
| Morgan Stanley Mortgage Loan Trust 2007-13 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Morgan Stanley Mortgage Loan Trust 2007-14AR | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Morgan Stanley Mortgage Loan Trust 2007-1XS | Long | ABS-mortgage backed security | US | $591K | – | 0.00 |
| Morgan Stanley Mortgage Loan Trust 2007-1XS | Long | ABS-mortgage backed security | US | $477K | – | 0.00 |
| Morgan Stanley Mortgage Loan Trust 2007-3XS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Morgan Stanley Mortgage Loan Trust 2007-3XS | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Morgan Stanley Mortgage Loan Trust 2007-3XS | Long | ABS-mortgage backed security | US | $215K | – | 0.00 |
| Morgan Stanley Re-REMIC Trust 2010-R5 (Morgan Stanley ReRemic Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Morgan Stanley Re-REMIC Trust 2010-R5 (Morgan Stanley ReRemic Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Morgan Stanley Re-REMIC Trust 2010-R9 (Morgan Stanley ReRemic Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Morgan Stanley Re-REMIC Trust 2013-R2 (Morgan Stanley ReRemic Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Morgan Stanley Reremic Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Morgan Stanley Resecuritization Trust 2014-R7 (Morgan Stanley ReRemic Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Morgan Stanley Resecuritization Trust 2014-R7 (Morgan Stanley ReRemic Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Morgan Stanley Residential Mortgage Loan Trust 2020-RPL1 | Long | ABS-mortgage backed security | US | $18M | – | 0.06 |
| Mosaic Solar Loan Trust 2018-1 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $6M | – | 0.02 |
| Mosaic Solar Loan Trust 2018-2-GS (Mosaic Solar Loans LLC) | Long | ABS-other | US | $8M | – | 0.03 |
| Mosaic Solar Loan Trust 2019-1 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $1M | – | 0.00 |
| Mosaic Solar Loans 2017-2 LLC (Mosaic Solar Loans LLC) | Long | ABS-other | US | $10M | – | 0.04 |
| MP CLO III LTD (MP Clo III, LTD) | Long | ABS-collateralized bond/debt obligation | US | $19M | – | 0.06 |
| MRCD 2019-MARK Mortgage Trust (MRCD Mortgage Trust) | Long | ABS-mortgage backed security | US | $18M | – | 0.06 |
| MRCD 2019-MARK Mortgage Trust (MRCD Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| MSBAM Commercial Mortgage Securities Trust 2012-CKSV (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| MSC Trust 2021-ILP (Morgan Stanley Capital I Trust) | Long | ABS-mortgage backed security | US | $17M | – | 0.06 |
| MSC Trust 2021-ILP (Morgan Stanley Capital I Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| MSILF Government Portfolio | Long | Short-term investment vehicle | US | $290M | 290M | 0.97 |
| Nassau 2018-I Ltd (Nassau 2018-I Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $23M | – | 0.08 |
| Natixis Commercial Mortgage Securities Trust 2020-2PAC | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Navient Private Education Loan Trust 2017-A (Navient Student Loan Trust) | Long | ABS-other | US | $19M | – | 0.06 |
| Navient Private Education Loan Trust 2018-B (Navient Student Loan Trust) | Long | ABS-other | US | $10M | – | 0.03 |
| Navigator Aircraft ABS Ltd (Navigator Aircraft ABS LLC) | Long | ABS-other | US | $10M | – | 0.03 |
| NBC Funding LLC | Long | ABS-other | US | $17M | – | 0.06 |
| Neighborly Issuer LLC | Long | ABS-other | US | $13M | – | 0.04 |
| New Century Alternative Mortgage Loan Trust 2006-ALT1 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| New Century Alternative Mortgage Loan Trust 2006-ALT2 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| New Century Home Equity Loan Trust 2005-4 | Long | ABS-mortgage backed security | US | $17M | – | 0.06 |
| New Century Home Equity Loan Trust 2006-1 | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| New Residential Mortgage Loan Trust 2020-RPL1 | Long | ABS-mortgage backed security | US | $54M | – | 0.18 |
| New Residential Mortgage Loan Trust 2020-RPL1 | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| New York Mortgage Trust 2005-2 | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| Nomura Asset Acceptance Corp Alternative Loan Trust Series 2005-AP1 (Nomura Asset Acceptance Corpor) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-AF1 (Nomura Asset Acceptance Corpor) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-AF1 (Nomura Asset Acceptance Corpor) | Long | ABS-mortgage backed security | US | $460K | – | 0.00 |
| Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-AP1 (Nomura Asset Acceptance Corpor) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-AP1 (Nomura Asset Acceptance Corpor) | Long | ABS-mortgage backed security | US | $656K | – | 0.00 |
| Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-WF1 (Nomura Asset Acceptance Corpor) | Long | ABS-mortgage backed security | US | $283K | – | 0.00 |
| Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2006-AF1 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2007-1 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2007-1 | Long | ABS-mortgage backed security | US | $672K | – | 0.00 |
| Nomura Resecuritization Trust 2014-1R | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Nomura Resecuritization Trust 2014-2R | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Nomura Resecuritization Trust 2015-4R | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| NovaStar Mortgage Funding Trust Series 2005-3 (Novastar Home Equity Loan) | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| NovaStar Mortgage Funding Trust Series 2006-3 (Novastar Home Equity Loan) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| NRZ Excess Spread-Collateralized Notes (NRZ Excess Spread Collateraliz) | Long | ABS-other | US | $25M | – | 0.08 |
| NRZ Excess Spread-Collateralized Notes Series 2020-PLS1 (NRZ Excess Spread Collateraliz) | Long | ABS-other | US | $33M | – | 0.11 |
| OBX 2021-NQM3 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Ocean Trails CLO VII | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| Ocean Trails Clo X | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.03 |
| Octagon Investment Partners 45 Ltd | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| OPG Trust 2021-PORT | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Option One Mortgage Loan Trust 2004-3 | Long | ABS-mortgage backed security | US | $697K | – | 0.00 |
| Option One Mortgage Loan Trust 2007-1 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Option One Mortgage Loan Trust 2007-6 | Long | ABS-mortgage backed security | US | $43M | – | 0.15 |
| Pagaya AI Debt Trust 2023-5 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $5M | – | 0.02 |
| Pagaya AI Debt Trust 2023-6 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $8M | – | 0.03 |
| Park Blue CLO 2023-IV Ltd (Park Blue CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.03 |
| People's Choice Home Loan Securities Trust Series 2005-1 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| PHH Alternative Mortgage Trust Series 2007-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| PHH Alternative Mortgage Trust Series 2007-2 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| PHH Alternative Mortgage Trust Series 2007-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| PHH Alternative Mortgage Trust Series 2007-2 | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| Pioneer Aircraft Finance Ltd (Pioneer Aircraft Finance Limit) | Long | ABS-other | IE | $27M | – | 0.09 |
| PMT Credit Risk Transfer Trust 2019-2R | Long | ABS-mortgage backed security | US | $32M | – | 0.11 |
| PMT Credit Risk Transfer Trust 2019-3R | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| PMT Credit Risk Transfer Trust 2020-1R | Long | ABS-mortgage backed security | US | $24M | – | 0.08 |
| PMT Issuer Trust - FMSR | Long | ABS-other | US | $69M | – | 0.23 |
| PPM CLO 6-R Ltd (PPM Clo, Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.03 |
| PR Mortgage Loan Trust 2014-1 | Long | ABS-mortgage backed security | US | $97M | – | 0.33 |
| PRET 2021-NPL5 LLC (Pretium Mortgage Credit Partne) | Long | ABS-mortgage backed security | US | $22M | – | 0.07 |
| PRET 2021-RN2 LLC (Pretium Mortgage Credit Partne) | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| PRET 2021-RN4 LLC (Pretium Mortgage Credit Partne) | Long | ABS-mortgage backed security | US | $28M | – | 0.09 |
| Pretium Mortgage Credit Partners I 2021-NPL1 LLC | Long | ABS-mortgage backed security | US | $39M | – | 0.13 |
| Prime Mortgage Trust 2006-DR1 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Prime Mortgage Trust 2006-DR1 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Primrose Funding LLC (Primrose Schools) | Long | ABS-other | US | $12M | – | 0.04 |
| Progress Residential 2021-SFR10 Trust (Progress Residential Trust) | Long | ABS-other | US | $50M | – | 0.17 |
| Progress Residential 2021-SFR10 Trust (Progress Residential Trust) | Long | ABS-other | US | $21M | – | 0.07 |
| Progress Residential 2021-SFR10 Trust (Progress Residential Trust) | Long | ABS-other | US | $11M | – | 0.04 |
| Progress Residential 2021-SFR2 Trust (Progress Residential Trust) | Long | ABS-other | US | $58M | – | 0.19 |
| Progress Residential 2021-SFR2 Trust (Progress Residential Trust) | Long | ABS-other | US | $27M | – | 0.09 |
| Progress Residential 2021-SFR2 Trust (Progress Residential Trust) | Long | ABS-other | US | $19M | – | 0.06 |
| Progress Residential 2021-SFR5 Trust (Progress Residential Trust) | Long | ABS-other | US | $6M | – | 0.02 |
| Progress Residential 2021-SFR8 Trust (Progress Residential Trust) | Long | ABS-other | US | $23M | – | 0.08 |
| Progress Residential 2021-SFR8 Trust (Progress Residential Trust) | Long | ABS-other | US | $22M | – | 0.07 |
| Progress Residential 2021-SFR8 Trust (Progress Residential Trust) | Long | ABS-other | US | $18M | – | 0.06 |
| Project Silver | Long | ABS-other | CN | $22M | – | 0.08 |
| PRPM 2020-4 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| PRPM 2021-10 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $154M | – | 0.52 |
| PRPM 2021-11 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $74M | – | 0.25 |
| PRPM 2021-6 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $37M | – | 0.13 |
| PRPM 2021-7 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $34M | – | 0.11 |
| Purewest Funding LLC | Long | ABS-other | US | $17M | – | 0.06 |
| RALI Series 2005-QA11 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| RALI Series 2005-QA13 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| RALI Series 2005-QA3 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| RALI Series 2005-QS12 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| RALI Series 2005-QS13 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RALI Series 2005-QS13 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $527K | – | 0.00 |
| RALI Series 2005-QS13 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| RALI Series 2005-QS14 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| RALI Series 2005-QS15 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RALI Series 2005-QS15 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $965K | – | 0.00 |
| RALI Series 2005-QS16 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $991K | – | 0.00 |
| RALI Series 2005-QS16 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| RALI Series 2005-QS17 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| RALI Series 2005-QS17 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RALI Series 2005-QS17 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $966K | – | 0.00 |
| RALI Series 2005-QS17 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $603K | – | 0.00 |
| RALI Series 2005-QS17 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $583K | – | 0.00 |
| RALI Series 2005-QS17 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| RALI Series 2005-QS5 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $463K | – | 0.00 |
| RALI Series 2006-QS1 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $475K | – | 0.00 |
| RALI Series 2006-QS10 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RALI Series 2006-QS10 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $434K | – | 0.00 |
| RALI Series 2006-QS11 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| RALI Series 2006-QS12 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RALI Series 2006-QS12 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $471K | – | 0.00 |
| RALI Series 2006-QS14 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| RALI Series 2006-QS15 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $940K | – | 0.00 |
| RALI Series 2006-QS16 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RALI Series 2006-QS16 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RALI Series 2006-QS16 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $407K | – | 0.00 |
| RALI Series 2006-QS16 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $363K | – | 0.00 |
| RALI Series 2006-QS16 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| RALI Series 2006-QS17 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| RALI Series 2006-QS17 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $783K | – | 0.00 |
| RALI Series 2006-QS3 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| RALI Series 2006-QS4 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| RALI Series 2006-QS4 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $787K | – | 0.00 |
| RALI Series 2006-QS5 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| RALI Series 2006-QS5 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| RALI Series 2006-QS6 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RALI Series 2006-QS6 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $878K | – | 0.00 |
| RALI Series 2006-QS8 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| RALI Series 2006-QS8 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $328K | – | 0.00 |
| RALI Series 2006-QS9 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| RALI Series 2007-QA5 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| RALI Series 2007-QH5 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| RALI Series 2007-QH7 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| RALI Series 2007-QS1 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RALI Series 2007-QS1 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $548K | – | 0.00 |
| RALI Series 2007-QS1 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $316K | – | 0.00 |
| RALI Series 2007-QS10 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $16M | – | 0.05 |
| RALI Series 2007-QS11 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| RALI Series 2007-QS2 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| RALI Series 2007-QS3 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| RALI Series 2007-QS3 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| RALI Series 2007-QS4 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| RALI Series 2007-QS5 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $983K | – | 0.00 |
| RALI Series 2007-QS5 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $383K | – | 0.00 |
| RALI Series 2007-QS5 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| RALI Series 2007-QS6 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| RALI Series 2007-QS6 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| RALI Series 2007-QS6 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RALI Series 2007-QS6 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $529K | – | 0.00 |
| RALI Series 2007-QS6 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $267K | – | 0.00 |
| RALI Series 2007-QS7 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| RALI Series 2007-QS9 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| RAMP Series 2004-RS7 Trust (Residential Asset Mortgage Pro) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RAMP Series 2006-RS2 Trust (Residential Asset Mortgage Pro) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| RAMP Series 2006-RS3 Trust (Residential Asset Mortgage Pro) | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| RAMP Series 2006-RS6 Trust (Residential Asset Mortgage Pro) | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Raptor Aircraft Finance I LLC (Raptor Aircraft Finance LLC) | Long | ABS-other | US | $11M | – | 0.04 |
| RASC Series 2005-KS4 Trust (Residential Asset Securities C) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| RASC Series 2007-EMX1 Trust (Residential Asset Securities C) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| RBSGC Structured Trust 2008-B (RBSGC Mortgage Pass Through Ce) | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| RBSSP Resecuritization Trust 2009-12 | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| RBSSP Resecuritization Trust 2009-12 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RBSSP Resecuritization Trust 2010-4 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Redwood Funding Trust 2019-1 | Long | ABS-mortgage backed security | US | $53M | – | 0.18 |
| Regatta XI Funding Ltd (Regatta Funding) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| Regional 2021-1 Ltd (Falko Regional Aircraft Ltd) | Long | ABS-other | IE | $28M | – | 0.09 |
| Renaissance Home Equity Loan Trust 2006-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Renaissance Home Equity Loan Trust 2006-2 | Long | ABS-mortgage backed security | US | $839K | – | 0.00 |
| Renaissance Home Equity Loan Trust 2006-3 | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Renaissance Home Equity Loan Trust 2006-3 | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Renaissance Home Equity Loan Trust 2006-3 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Renaissance Home Equity Loan Trust 2006-4 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Renaissance Home Equity Loan Trust 2006-4 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Renaissance Home Equity Loan Trust 2007-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Renaissance Home Equity Loan Trust 2007-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Renaissance Home Equity Loan Trust 2007-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Renaissance Home Equity Loan Trust 2007-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Renaissance Home Equity Loan Trust 2007-1 | Long | ABS-mortgage backed security | US | $877K | – | 0.00 |
| Renaissance Home Equity Loan Trust 2007-1 | Long | ABS-mortgage backed security | US | $730K | – | 0.00 |
| Renaissance Home Equity Loan Trust 2007-2 | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Renaissance Home Equity Loan Trust 2007-2 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Renew 2017-2 (Renew Financial) | Long | ABS-other | US | $6M | – | 0.02 |
| Reperforming Loan REMIC Trust 2004-R2 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $601K | – | 0.00 |
| Reperforming Loan REMIC Trust 2004-R2 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Reperforming Loan REMIC Trust 2005-R1 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $194K | – | 0.00 |
| Reperforming Loan REMIC Trust 2005-R1 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Research-Driven Pagaya Motor Asset Trust IV | Long | ABS-other | US | $19M | – | 0.07 |
| Residential Asset Securitization Trust 2005-A11CB | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Residential Asset Securitization Trust 2005-A12 | Long | ABS-mortgage backed security | US | $687K | – | 0.00 |
| Residential Asset Securitization Trust 2005-A12 | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Residential Asset Securitization Trust 2005-A15 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Residential Asset Securitization Trust 2005-A15 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Residential Asset Securitization Trust 2005-A16 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Residential Asset Securitization Trust 2005-A8CB | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Residential Asset Securitization Trust 2005-A8CB | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| Residential Asset Securitization Trust 2006-A1 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Residential Asset Securitization Trust 2006-A1 | Long | ABS-mortgage backed security | US | $276K | – | 0.00 |
| Residential Asset Securitization Trust 2006-A10 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Residential Asset Securitization Trust 2006-A12 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Residential Asset Securitization Trust 2006-A13 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Residential Asset Securitization Trust 2006-A14CB | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Residential Asset Securitization Trust 2006-A14CB | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Residential Asset Securitization Trust 2006-A2 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Residential Asset Securitization Trust 2006-A2 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Residential Asset Securitization Trust 2006-A2 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Residential Asset Securitization Trust 2006-A8 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Residential Asset Securitization Trust 2006-R1 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Residential Asset Securitization Trust 2007-A2 | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Residential Asset Securitization Trust 2007-A3 | Long | ABS-mortgage backed security | US | $739K | – | 0.00 |
| Residential Asset Securitization Trust 2007-A5 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Residential Asset Securitization Trust 2007-A5 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Residential Asset Securitization Trust 2007-A5 | Long | ABS-mortgage backed security | US | $909K | – | 0.00 |
| Residential Asset Securitization Trust 2007-A5 | Long | ABS-mortgage backed security | US | $830K | – | 0.00 |
| Residential Asset Securitization Trust 2007-A6 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Residential Asset Securitization Trust 2007-A7 | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| Residential Asset Securitization Trust 2007-A7 | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Residential Asset Securitization Trust 2007-A7 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Residential Mortgage Loan Trust 2020-2 | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Retained Vantage Data Centers Issuer LLC | Long | ABS-other | US | $6M | – | 0.02 |
| RFMSI Series 2006-S10 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| RFMSI Series 2006-S5 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $853K | – | 0.00 |
| RFMSI Series 2006-S5 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| RFMSI Series 2006-S9 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| RFMSI Series 2007-S1 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| RFMSI Series 2007-S2 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| RFMSI Series 2007-S2 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RFMSI Series 2007-S2 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RFMSI Series 2007-S2 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $330K | – | 0.00 |
| RFMSI Series 2007-S3 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $999K | – | 0.00 |
| RFMSI Series 2007-S4 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RFMSI Series 2007-S4 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $571K | – | 0.00 |
| RFMSI Series 2007-S5 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| RFMSI Series 2007-S5 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| RFMSI Series 2007-S6 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $848K | – | 0.00 |
| RFMSI Series 2007-S7 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| RFMSI Series 2007-S8 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| RFMSI Series 2007-SA1 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| RFMSI Series 2007-SA2 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Rockford Tower CLO 2018-1 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.02 |
| Rockford Tower CLO 2018-2 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| Rockford Tower CLO 2024-1 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.03 |
| RSFR 2020-1 (RSFR 2020-1 TRUST) | Long | ABS-other | US | $35M | – | 0.12 |
| RSFR 2021-1 (RSFR 2021-1 Trust) | Long | ABS-other | US | $51M | – | 0.17 |
| SAPPHIRE AVIATION FINANCE II LTD (Sapphire Aviation Finance I Li) | Long | ABS-other | US | $28M | – | 0.10 |
| SAPPHIRE AVIATION FINANCE II LTD (Sapphire Aviation Finance I Li) | Long | ABS-other | US | $6M | – | 0.02 |
| SEB Funding LLC | Long | ABS-other | US | $17M | – | 0.06 |
| Securitized Asset Backed Receivables LLC Trust 2006-NC3 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Securitized Asset Backed Receivables LLC Trust 2007-BR3 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Securitized Asset Backed Receivables LLC Trust 2007-BR3 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Securitized Asset Backed Receivables LLC Trust 2007-BR4 | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Securitized Mortgage Asset Loan Trust 2015-1 | Long | ABS-mortgage backed security | US | $149M | – | 0.50 |
| Sequoia Mortgage Trust 2003-4 | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| ServiceMaster Funding LLC (ServiceMaster Brands) | Long | ABS-other | US | $3M | – | 0.01 |
| SG Mortgage Securities Trust 2006-FRE1 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| SG Mortgage Securities Trust 2006-FRE1 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Shenton Aircraft Investment I Ltd (SHENTON AIRCRAFT INVESTMENT LT) | Long | ABS-other | CN | $16M | – | 0.05 |
| Sierra Timeshare 2021-2 Receivables Funding LLC (Sierra Receivables Funding Co) | Long | ABS-other | US | $2M | – | 0.01 |
| Sierra Timeshare 2021-2 Receivables Funding LLC (Sierra Receivables Funding Co) | Long | ABS-other | US | $1M | – | 0.00 |
| SLG Office Trust 2021-OVA | Long | ABS-mortgage backed security | US | $27M | – | 0.09 |
| SLM Private Credit Student Loan Trust 2006-A (SLM Student Loan Trust) | Long | ABS-other | US | $4M | – | 0.01 |
| SLM Private Credit Student Loan Trust 2006-B (SLM Student Loan Trust) | Long | ABS-other | US | $3M | – | 0.01 |
| SMR 2022-IND Mortgage Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Sofi Alternative Consumer Loan Program 2021-2 (SoFi Alternative Trust Consume) | Long | ABS-other | US | $17M | – | 0.06 |
| Sofi Alternative Consumer Loan Program 2021-2 (SoFi Alternative Trust Consume) | Long | ABS-other | US | $3M | – | 0.01 |
| SOFI Alternative Trust (SoFi Alternative Trust Consume) | Long | ABS-other | US | $19M | – | 0.07 |
| SOFI Alternative Trust (SoFi Alternative Trust Consume) | Long | ABS-other | US | $8M | – | 0.03 |
| Sofi Alternative Trust 2021-1 (SoFi Alternative Trust Consume) | Long | ABS-other | US | $5M | – | 0.02 |
| SoFi Professional Loan Program 2017-E LLC (Social Professional Loan Progr) | Long | ABS-other | US | $13M | – | 0.04 |
| SoFi Professional Loan Program 2017-E LLC (Social Professional Loan Progr) | Long | ABS-other | US | $12M | – | 0.04 |
| Sofi Professional Loan Program 2018-A LLC (Social Professional Loan Progr) | Long | ABS-other | US | $12M | – | 0.04 |
| Sofi Professional Loan Program 2018-B Trust (Social Professional Loan Progr) | Long | ABS-other | US | $17M | – | 0.06 |
| Soho Trust 2021-SOHO | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Sotheby's Artfi Master Trust (Sothebyfr 1/64 13/32s Artfi Ma) | Long | ABS-other | US | $10M | – | 0.03 |
| Sound Point CLO 38 Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.03 |
| Sound Point CLO 39 Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $20M | – | 0.07 |
| Sound Point Clo XX Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $18M | – | 0.06 |
| Sound Point Clo XXI Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $28M | – | 0.09 |
| SOUND POINT CLO XXII LTD (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.02 |
| Sound Point CLO XXVII Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $25M | – | 0.09 |
| Sounds Point CLO IV-R LTD (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $22M | – | 0.07 |
| Soundview Home Loan Trust 2007-NS1 (Soundview Home Equity Loan Tru) | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Soundview Home Loan Trust 2007-OPT1 (Soundview Home Equity Loan Tru) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Soundview Home Loan Trust 2007-OPT3 (Soundview Home Equity Loan Tru) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Soundview Home Loan Trust 2007-OPT4 (Soundview Home Equity Loan Tru) | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Soundview Home Loan Trust 2007-WMC1 (Soundview Home Equity Loan Tru) | Long | ABS-mortgage backed security | US | $33M | – | 0.11 |
| Specialty Underwriting & Residential Finance Trust Series 2006-BC2 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Specialty Underwriting & Residential Finance Trust Series 2007-AB1 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Sprite 2021-1 Ltd (Sprite Limited) | Long | ABS-other | US | $15M | – | 0.05 |
| Spruce Hill Mortgage Loan Trust 2020-SH1 | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| SREIT Trust 2021-IND | Long | ABS-mortgage backed security | US | $45M | – | 0.15 |
| SREIT Trust 2021-MFP | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $5M | – | 0.02 |
| STAR 2021-1 Trust (Starwood Residential Mortgage) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| STARM Mortgage Loan Trust 2007-2 (Suntrust Adjustable Rate Mortg) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| STARM Mortgage Loan Trust 2007-3 (Suntrust Adjustable Rate Mortg) | Long | ABS-mortgage backed security | US | $706K | – | 0.00 |
| Start Ltd/Bermuda (Start Ltd.) | Long | ABS-other | US | $13M | – | 0.04 |
| Starwood Mortgage Residential Trust 2021-2 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Starwood Mortgage Residential Trust 2021-2 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Starwood Mortgage Residential Trust 2021-5 | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Steele Creek CLO 2016-1 Ltd (Steele Creek CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $26M | – | 0.09 |
| Steele Creek CLO 2019-1 LTD (Steele Creek CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.03 |
| Stonepeak 2021-1 ABS | Long | ABS-other | US | $4M | – | 0.01 |
| Stonepeak 2021-1 ABS | Long | ABS-other | US | $2M | – | 0.01 |
| STRU MS-4257 FA (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $28M | – | 0.09 |
| STRU MS-4265 FA (Freddie Mac) | Long | ABS-mortgage backed security | US | $35M | – | 0.12 |
| Structured Adjustable Rate Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $968K | – | 0.00 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2006-1 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2006-12 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2006-8 | Long | ABS-mortgage backed security | US | $765K | – | 0.00 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2007-7 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Structured Asset Investment Loan Trust 2006-3 | Long | ABS-mortgage backed security | US | $41M | – | 0.14 |
| Structured Asset Investment Loan Trust 2006-4 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Structured Asset Investment Loan Trust 2006-4 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Structured Asset Mortgage Investments II Trust 2006-AR3 | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Structured Asset Securities Corp | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Structured Asset Securities Corp Mortgage Loan Trust 2006-BC4 | Long | ABS-mortgage backed security | US | $37M | – | 0.12 |
| Structured Asset Securities Corp Mortgage Loan Trust 2006-BC4 | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Structured Asset Securities Corp Mortgage Loan Trust 2007-BC4 | Long | ABS-mortgage backed security | US | $15M | – | 0.05 |
| Structured Asset Securities Corp Mortgage Loan Trust 2007-MLN1 | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| Structured Asset Securities Corp Mortgage Loan Trust Series 2007-RF1 | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-24A | Long | ABS-mortgage backed security | US | $698K | – | 0.00 |
| Structured Asset Securities Corp Trust 2005-5 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Subway Funding LLC | Long | ABS-other | US | $20M | – | 0.07 |
| Sunbird Engine Finance LLC (Project Sunbird) | Long | ABS-other | SG | $29M | – | 0.10 |
| SUNNOVA HELIOS II ISSUER LLC 2018-1 (Helios Issuer, LLC) | Long | ABS-other | US | $11M | – | 0.04 |
| SUNNOVA HELIOS II ISSUER LLC 2019-A (Helios Issuer, LLC) | Long | ABS-other | US | $10M | – | 0.03 |
| Sunnova Helios VII Issuer LLC (Helios Issuer, LLC) | Long | ABS-other | US | $10M | – | 0.03 |
| Sunnova Sol II Issuer LLC (Sunnova Sol Issuer,LLC) | Long | ABS-other | US | $23M | – | 0.08 |
| SunTrust Alternative Loan Trust 2006-1F | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| Suntrust Alternative Loan Trust Series 2005-1F | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| Switch ABS Issuer LLC (Switch ABS Issuer, LLC) | Long | ABS-other | US | $27M | – | 0.09 |
| Switch ABS Issuer LLC (Switch ABS Issuer, LLC) | Long | ABS-other | US | $8M | – | 0.03 |
| Symphony CLO XXII Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| Taco Bell Funding LLC (Taco Bell Funding, LLC) | Long | ABS-other | US | $6M | – | 0.02 |
| Taco Bell Funding LLC (Taco Bell Funding, LLC) | Long | ABS-other | US | $5M | – | 0.02 |
| TAL Advantage VII LLC | Long | ABS-other | US | $11M | – | 0.04 |
| TAL Advantage VII LLC | Long | ABS-other | US | $2M | – | 0.01 |
| Tennessee Valley Authority (TENN VALLEY AUTHORITY) | Long | Debt | US | $47M | – | 0.16 |
| Terwin Mortgage Trust 2006-7 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Textainer Marine Containers VII Ltd (Textainer Marine Containers Li) | Long | ABS-other | US | $7M | – | 0.02 |
| Textainer Marine Containers VII Ltd (Textainer Marine Containers Li) | Long | ABS-other | US | $2M | – | 0.01 |
| THL Credit Wind River 2013-2 CLO Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| THL Credit Wind River 2014-2 CLO Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.04 |
| Thornburg Mortgage Securities Trust 2003-6 | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| Thornburg Mortgage Securities Trust 2004-4 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Thornburg Mortgage Securities Trust 2007-1 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Thornburg Mortgage Securities Trust 2007-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Tricon American Homes 2019-SFR1 Trust | Long | ABS-other | US | $5M | – | 0.02 |
| Tricon American Homes 2020-SFR1 | Long | ABS-other | US | $8M | – | 0.03 |
| Tricon American Homes 2020-SFR1 | Long | ABS-other | US | $2M | – | 0.01 |
| Tricon Residential 2021-SFR1 Trust | Long | ABS-other | US | $15M | – | 0.05 |
| Tricon Residential 2021-SFR1 Trust | Long | ABS-other | US | $12M | – | 0.04 |
| Tricon Residential 2021-SFR1 Trust | Long | ABS-other | US | $10M | – | 0.03 |
| Tricon Residential 2021-SFR1 Trust | Long | ABS-other | US | $9M | – | 0.03 |
| Tricon Residential 2021-SFR1 Trust | Long | ABS-other | US | $5M | – | 0.02 |
| Trimaran Cavu 2021-3 Ltd (Trimaran CAVU Ltd) | Long | ABS-collateralized bond/debt obligation | US | $20M | – | 0.07 |
| TRTX 2021-FL4 Issuer Ltd (TPG Real Estate Finance) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.04 |
| UBS Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| UBS Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $992K | – | 0.00 |
| UBS Commercial Mortgage Trust 2017-C1 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| UBS Commercial Mortgage Trust 2017-C1 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| UBS Commercial Mortgage Trust 2017-C2 | Long | ABS-mortgage backed security | US | $985K | – | 0.00 |
| UBS Commercial Mortgage Trust 2017-C3 | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| UBS Commercial Mortgage Trust 2017-C3 | Long | ABS-mortgage backed security | US | $236K | – | 0.00 |
| UBS Commercial Mortgage Trust 2017-C4 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| UBS Commercial Mortgage Trust 2017-C6 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| UBS Commercial Mortgage Trust 2018-C11 | Long | ABS-mortgage backed security | US | $892K | – | 0.00 |
| UBS Commercial Mortgage Trust 2018-C9 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| UBS Commercial Mortgage Trust 2018-C9 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| UBS Commercial Mortgage Trust 2019-C18 | Long | ABS-mortgage backed security | US | $13M | – | 0.04 |
| UBS Commercial Mortgage Trust 2019-C18 | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| UBS Commercial Mortgage Trust 2019-C18 | Long | ABS-mortgage backed security | US | $760K | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $353M | – | 1.18 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $266M | – | 0.90 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $262M | – | 0.88 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $240M | – | 0.81 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $133M | – | 0.45 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $98M | – | 0.33 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $13M | – | 0.04 |
| Unity-Peace Park CLO Ltd (Unity-Peace Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.05 |
| Upgrade Master Credit Pass-Thru Trust Series 2021-PT1 | Long | ABS-other | US | $223K | – | 0.00 |
| Upgrade Master Pass-Thru Trust | Long | ABS-other | US | $1M | – | 0.00 |
| Upgrade Master Pass-Thru Trust Series 2021-PT1 | Long | ABS-other | US | $1M | – | 0.00 |
| Upgrade Master Pass-Thru Trust Series 2021-PT4 | Long | ABS-other | US | $948K | – | 0.00 |
| Upgrade Master Pass-Thru Trust Series 2021-PT5 | Long | ABS-other | US | $2M | – | 0.01 |
| Upstart Pass-Through Trust Series 2020-ST5 (Upstart Pass Through Trust) | Long | ABS-other | US | $2M | – | 0.01 |
| Upstart Pass-Through Trust Series 2021-ST1 (Upstart Pass Through Trust) | Long | ABS-other | US | $2M | – | 0.01 |
| Upstart Securitization Trust 2020-2 | Long | ABS-other | US | $137K | – | 0.00 |
| Upstart Securitization Trust 2021-3 | Long | ABS-other | US | $7M | – | 0.02 |
| US 10yr Ultra Fut Sep24 | Derivative-interest rate | US | $-41M | – | -0.14 | |
| US 2YR NOTE (CBT) Sep24 | Derivative-interest rate | US | $44M | – | 0.15 | |
| US 5YR NOTE (CBT) Sep24 | Derivative-interest rate | US | $21M | – | 0.07 | |
| US LONG BOND(CBT) Sep24 | Derivative-interest rate | US | $34M | – | 0.11 | |
| US ULTRA BOND CBT Sep24 | Derivative-interest rate | US | $6M | – | 0.02 | |
| Vantage Data Centers LLC | Long | ABS-other | US | $29M | – | 0.10 |
| Vault DI Issuer LLC | Long | ABS-other | US | $49M | – | 0.16 |
| VCAT 2021-NPL3 LLC (VCAT Asset Securitization, LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| VCAT 2021-NPL4 LLC (VCAT Asset Securitization, LLC) | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| VCAT 2021-NPL5 LLC (VCAT Asset Securitization, LLC) | Long | ABS-mortgage backed security | US | $25M | – | 0.09 |
| VCAT 2021-NPL6 LLC (VCAT Asset Securitization, LLC) | Long | ABS-mortgage backed security | US | $12M | – | 0.04 |
| Velocity Commercial Capital Loan Trust 2017-2 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Velocity Commercial Capital Loan Trust 2018-2 | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Velocity Commercial Capital Loan Trust 2019-1 | Long | ABS-mortgage backed security | US | $20M | – | 0.07 |
| Velocity Commercial Capital Loan Trust 2019-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Velocity Commercial Capital Loan Trust 2019-2 | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Velocity Commercial Capital Loan Trust 2019-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Velocity Commercial Capital Loan Trust 2020-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Verus Securitization Trust 2021-3 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Verus Securitization Trust 2021-4 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Verus Securitization Trust 2021-4 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Verus Securitization Trust 2021-4 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Verus Securitization Trust 2021-5 | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Verus Securitization Trust 2021-5 | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Vibrant Clo XR Ltd (Vibrant CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $61M | – | 0.20 |
| Vivint Solar Financing V LLC (VIVINT SOLAR FINANCING LLC) | Long | ABS-other | US | $15M | – | 0.05 |
| VOLT C LLC (Vericrest Opportunity Loan Tra) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| VOLT CIII LLC (Vericrest Opportunity Loan Tra) | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| VOLT CV LLC (Vericrest Opportunity Loan Tra) | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| VOLT XCII LLC (Vericrest Opportunity Loan Tra) | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| VOLT XCIII LLC (Vericrest Opportunity Loan Tra) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| VOLT XCIV LLC (Vericrest Opportunity Loan Tra) | Long | ABS-mortgage backed security | US | $33M | – | 0.11 |
| VOLT XCVI LLC (Vericrest Opportunity Loan Tra) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| VOLT XCVII LLC (Vericrest Opportunity Loan Tra) | Long | ABS-mortgage backed security | US | $15M | – | 0.05 |
| Voyager OPTONE Delaware Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| VR Funding LLC | Long | ABS-other | US | $13M | – | 0.04 |
| WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| WaMu Asset-Backed Certificates WaMu Series 2007-HE4 Trust | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR10 Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR15 Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR5 Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR6 Trust | Long | ABS-mortgage backed security | US | $364K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2007-HY5 Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Ser 2006-AR10 Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-1 Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-4 Trust | Long | ABS-mortgage backed security | US | $706K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 Trust | Long | ABS-mortgage backed security | US | $974K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 Trust | Long | ABS-mortgage backed security | US | $294K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust | Long | ABS-mortgage backed security | US | $233K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-7 Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-7 Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-7 Trust | Long | ABS-mortgage backed security | US | $234K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-9 Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-9 Trust | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-1 Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-1 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-1 Trust | Long | ABS-mortgage backed security | US | $652K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-1 Trust | Long | ABS-mortgage backed security | US | $554K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-3 Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust | Long | ABS-mortgage backed security | US | $769K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-9 Trust | Long | ABS-mortgage backed security | US | $878K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR4 Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR5 Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-2 Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-3 Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-4 Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-5 Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-5 Trust | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Washington Mutural Asset-Backed Certificates WMABS Series 2006-HE2 Trust (Washington Mutual Asset-Backed) | Long | ABS-mortgage backed security | US | $840K | – | 0.00 |
| Washington Mutural Asset-Backed Certificates WMABS Series 2007-HE2 Trust (Washington Mutual Asset-Backed) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Waterfall Commercial Mortgage Trust 2015-SBC5 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Wellfleet CLO 2018-2 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $20M | – | 0.07 |
| Wells Fargo Alternative Loan 2007-PA1 Trust (Wells Fargo Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Wells Fargo Alternative Loan 2007-PA1 Trust (Wells Fargo Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Wells Fargo Alternative Loan 2007-PA1 Trust (Wells Fargo Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Wells Fargo Alternative Loan 2007-PA1 Trust (Wells Fargo Alternative Loan T) | Long | ABS-mortgage backed security | US | $398K | – | 0.00 |
| Wells Fargo Alternative Loan 2007-PA2 Trust (Wells Fargo Alternative Loan T) | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| Wells Fargo Alternative Loan 2007-PA2 Trust (Wells Fargo Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Wells Fargo Alternative Loan 2007-PA2 Trust (Wells Fargo Alternative Loan T) | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| Wells Fargo Alternative Loan 2007-PA3 Trust (Wells Fargo Alternative Loan T) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Wells Fargo Alternative Loan 2007-PA3 Trust (Wells Fargo Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Wells Fargo Alternative Loan 2007-PA3 Trust (Wells Fargo Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Wells Fargo Alternative Loan 2007-PA3 Trust (Wells Fargo Alternative Loan T) | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| Wells Fargo Alternative Loan 2007-PA5 Trust (Wells Fargo Alternative Loan T) | Long | ABS-mortgage backed security | US | $18M | – | 0.06 |
| Wells Fargo Alternative Loan 2007-PA6 Trust (Wells Fargo Alternative Loan T) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2014-LC18 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2015-C26 | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Wells Fargo Commercial Mortgage Trust 2015-C26 | Long | ABS-mortgage backed security | US | $860K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2015-C27 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2015-C27 | Long | ABS-mortgage backed security | US | $493K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2015-C31 | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Wells Fargo Commercial Mortgage Trust 2015-C31 | Long | ABS-mortgage backed security | US | $988K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2015-LC20 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2015-LC22 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS2 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2015-P2 | Long | ABS-mortgage backed security | US | $796K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2016-C32 | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Wells Fargo Commercial Mortgage Trust 2016-C34 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2016-C34 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2016-LC24 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2016-NXS6 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2017-C39 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2017-C42 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2017-C42 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2017-RC1 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2018-C43 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2019-C49 | Long | ABS-mortgage backed security | US | $363K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2019-C50 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2019-C51 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2019-C51 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2019-C52 | Long | ABS-mortgage backed security | US | $22M | – | 0.07 |
| Wells Fargo Commercial Mortgage Trust 2019-C52 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2019-C53 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2019-C53 | Long | ABS-mortgage backed security | US | $583K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2019-C54 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2019-C54 | Long | ABS-mortgage backed security | US | $405K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2020-C55 | Long | ABS-mortgage backed security | US | $24M | – | 0.08 |
| Wells Fargo Commercial Mortgage Trust 2020-C55 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2020-C56 | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| Wells Fargo Commercial Mortgage Trust 2021-C61 | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| Wells Fargo Commercial Mortgage Trust 2021-C61 | Long | ABS-mortgage backed security | US | $762K | – | 0.00 |
| Wells Fargo Mortgage Backed Securities 2006-AR12 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Wells Fargo Mortgage Backed Securities 2006-AR13 Trust | Long | ABS-mortgage backed security | US | $579K | – | 0.00 |
| Wells Fargo Mortgage Backed Securities 2006-AR4 Trust | Long | ABS-mortgage backed security | US | $646K | – | 0.00 |
| Wells Fargo Mortgage Backed Securities 2007-7 Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Wells Fargo Mortgage Backed Securities 2007-7 Trust | Long | ABS-mortgage backed security | US | $933K | – | 0.00 |
| Wells Fargo Mortgage Backed Securities 2007-7 Trust | Long | ABS-mortgage backed security | US | $569K | – | 0.00 |
| Wells Fargo Mortgage Backed Securities 2007-7 Trust | Long | ABS-mortgage backed security | US | $529K | – | 0.00 |
| Wells Fargo Mortgage Backed Securities 2007-7 Trust | Long | ABS-mortgage backed security | US | $215K | – | 0.00 |
| Wells Fargo Mortgage Backed Securities 2007-7 Trust | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| Wells Fargo Mortgage Backed Securities 2007-7 Trust | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| Wells Fargo Mortgage Backed Securities 2007-7 Trust | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Wells Fargo Mortgage Backed Securities 2007-AR9 Trust | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| Wendy's Funding LLC (WENDYS FUNDING LLC) | Long | ABS-other | US | $18M | – | 0.06 |
| WFRBS Commercial Mortgage Trust 2014-C21 (WF-RBS COMMERCIAL MORTGAGE TRU) | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| WFRBS Commercial Mortgage Trust 2014-C21 (WF-RBS COMMERCIAL MORTGAGE TRU) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| WFRBS Commercial Mortgage Trust 2014-C25 (WF-RBS COMMERCIAL MORTGAGE TRU) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Willis Engine Structured Trust V (Willis Engine Securitization T) | Long | ABS-other | US | $38M | – | 0.13 |
| Wingstop Funding LLC | Long | ABS-other | US | $9M | – | 0.03 |
| Zephyrus Capital Aviation Partners 2018-1 Ltd | Long | ABS-other | US | $4M | – | 0.01 |
Address
DoubleLine Funds Trust
2002 N. Tampa St.
Suite 200
Tampa
Florida
33602
United States of America
Websites
Directors
Jeffrey E. Gundlach
John C. Salter
Joseph J. Ciprari
William A. Odell
Yury Friedman
Transfer Agents
U.S. Bancorp Fund Services, LLC
Pricing Services
Thomson Reuters Pricing Service
PricingDirect Inc.
Intercontinental Exchange
Bank Of America Merrill Lynch
IHS Markit Ltd.
Bloomberg Valuation Service
Custodians
U.S. Bank National Association
The Bank of New York Mellon
Shareholder Servicing Agents
U.S. Bancorp Fund Services, LLC
Admins
U.S. Bancorp Fund Services, LLC
Brokers
GOLDMAN SACHS & CO. LLC