Mutual Fund Database

BRIDGE BUILDER TRUST > BRIDGE BUILDER TRUST

BRIDGE BUILDER CORE BOND FUND

Series ID: S000040853
LEI: 549300NYIQ6F8WXPBM25
SEC CIK: 1567101
$16.72B Avg Monthly Net Assets
$17.42B Total Assets
$403.70M Total Liabilities
$17.01B Net Assets
BRIDGE BUILDER CORE BOND FUND is a Mutual Fund in BRIDGE BUILDER TRUST from BRIDGE BUILDER TRUST, based in Missouri, United States of America. The fund has one share class and monthly net assets of $16.72B. On August 23rd, 2024 it reported 4,879 holdings, the largest being FIDELITY INV MMKT GOVT-INST (2.3%), F/C US 2YR NOTE (CBT) SEP24 (1.4%) and F/C US 5YR NOTE (CBT) SEP24 (1.2%). Data provided by Fincoded.

Share Classes

Name Class/Contract ID Ticker Monthly Returns (2 years)
BRIDGE BUILDER CORE BOND FUND C000126648 BBTBX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 244.54% (Max)-4.22% (Min)

Holdings

From latest NPORT-P, filed August 23rd, 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 SER 2018-20TS CL D V/R REGD 144A P/P 3.09990000 (TSQ 2018-20TS D V/R 05/15/23) Long ABS-collateralized bond/debt obligation US $4M 5M 0.03
510 ASSET BACKED 2021-NPL1 TRUST SER 2021-NPL1 CL A1 V/R REGD 144A P/P 5.23950000 (FTAB 2021-NPL1 A V/R 06/25/61) Long ABS-collateralized bond/debt obligation US $843K 856K 0.00
510 ASSET BACKED 2021-NPL2 TRUST SER 2021-NPL2 CL A1 V/R REGD 144A P/P 2.11560000 (FTAB 2021-NPL2 A V/R 06/25/61) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
7-ELEVEN INC REGD 144A P/P 1.80000000 (7-ELEVEN INC 1.8% 02/10/31) Long Debt US $1M 1M 0.01
7-ELEVEN INC REGD 144A P/P 2.50000000 (7-ELEVEN INC 2.5% 02/10/41) Long Debt US $848K 1M 0.00
ABBVIE INC REGD 4.45000000 (ABBVIE INC 4.45% 05/14/46) Long Debt US $369K 425K 0.00
ABBVIE INC REGD 4.55000000 (ABBVIE INC 4.55% 03/15/35) Long Debt US $6M 6M 0.03
ABBVIE INC REGD 4.70000000 (ABBVIE INC 4.7% 05/14/45) Long Debt US $3M 3M 0.02
ABBVIE INC REGD 5.05000000 (ABBVIE INC 5.05% 03/15/34) Long Debt US $4M 5M 0.03
ABBVIE INC REGD 5.40000000 (ABBVIE INC 5.4% 03/15/54) Long Debt US $5M 5M 0.03
ABBVIE INC REGD 5.50000000 (ABBVIE INC 5.5% 03/15/64) Long Debt US $2M 2M 0.01
ABBVIE INC REGD SER WI 4.05000000 (ABBVIE INC 4.05% 11/21/39) Long Debt US $8M 9M 0.04
ABBVIE INC REGD SER WI 4.25000000 (ABBVIE INC 4.25% 11/21/49) Long Debt US $618K 741K 0.00
ABBVIE INC REGD SER WI 4.40000000 (ABBVIE INC 4.4% 11/06/42) Long Debt US $1M 2M 0.01
ABN AMRO BANK NV REGD 144A P/P MTN 4.75000000 (ABN AMRO BANK N 4.75% 07/28/25) Long Debt NL $5M 5M 0.03
ABN AMRO BANK NV REGD V/R 144A P/P 1.54200000 (ABN AMRO BANK NV V/R 06/16/27) Long Debt NL $5M 5M 0.03
ABN AMRO BANK NV REGD V/R 144A P/P 2.47000000 (ABN AMRO BANK NV V/R 12/13/29) Long Debt NL $1M 1M 0.01
ABN AMRO BANK NV REGD V/R 144A P/P 6.33900000 (ABN AMRO BANK NV V/R 09/18/27) Long Debt NL $9M 9M 0.05
ABN AMRO BANK NV REGD V/R 144A P/P MTN 3.32400000 (ABN AMRO BANK NV V/R 03/13/37) Long Debt NL $2M 3M 0.01
ABN AMRO BANK NV REGD V/R 144A P/P MTN 6.57500000 (ABN AMRO BANK NV V/R 10/13/26) Long Debt NL $4M 4M 0.03
ABU DHABI CRUDE OIL REGD 144A P/P 4.60000000 (ABU DHABI CRUDE 4.6% 11/02/47) Long Debt AE $3M 3M 0.02
ABU DHABI NATIONAL ENERG REGD 144A P/P MTN 2.00000000 (ABU DHABI NATIONAL 2% 04/29/28) Long Debt AE $2M 2M 0.01
ACADEMIC LOAN FUNDING TRUST 2013-1 SER 2013-1A CL A V/R 144A P/P 6.24983000 (ALFT 2013-1A A V/R 12/26/44) Long ABS-collateralized bond/debt obligation US $339K 348K 0.00
ACC TRUST 2022-1 SER 2022-1 CL B REGD 144A P/P 2.55000000 (ACC 2022-1 B 2.55% 12/20/23) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
ACCELERATED 2021-1H LLC SER 2021-1H CL B REGD 144A P/P 1.90000000 (AALLC 2021-1H B 1.9% 10/20/40) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
ACRE COMMERCIAL MORTGAGE 2021-FL4 LTD SER 2021-FL4 CL AS V/R REGD 144A P/P 6.54640000 (ACR 2021-FL4 AS V/R 12/18/37) Long ABS-collateralized bond/debt obligation KY $4M 4M 0.02
AEGON FUNDING CO LLC REGD 144A P/P 5.50000000 (AEGON FUNDING CO 5.5% 04/16/27) Long Debt US $3M 4M 0.02
AEP TEXAS INC REGD SER WI 3.80000000 (AEP TEXAS INC 3.8% 10/01/47) Long Debt US $3M 4M 0.02
AEP TRANSMISSION CO LLC REGD 3.15000000 (AEP TRANSMISSIO 3.15% 09/15/49) Long Debt US $381K 580K 0.00
AEP TRANSMISSION CO LLC REGD 4.25000000 (AEP TRANSMISSIO 4.25% 09/15/48) Long Debt US $4M 5M 0.02
AEP TRANSMISSION CO LLC REGD SER WI 3.75000000 (AEP TRANSMISSIO 3.75% 12/01/47) Long Debt US $2M 3M 0.01
AEP TRANSMISSION CO LLC REGD SER WI 4.00000000 (AEP TRANSMISSION C 4% 12/01/46) Long Debt US $2M 2M 0.01
AERCAP IRELAND CAP/GLOBA REGD 1.65000000 (AERCAP IRELAND 1.65% 10/29/24) Long Debt IE $326K 330K 0.00
AERCAP IRELAND CAP/GLOBA REGD 2.45000000 (AERCAP IRELAND 2.45% 10/29/26) Long Debt IE $2M 2M 0.01
AERCAP IRELAND CAP/GLOBA REGD 3.00000000 (AERCAP IRELAND CAP 3% 10/29/28) Long Debt IE $1M 1M 0.01
AERCAP IRELAND CAP/GLOBA REGD 3.30000000 (AERCAP IRELAND C 3.3% 01/30/32) Long Debt IE $10M 11M 0.06
AERCAP IRELAND CAP/GLOBA REGD 4.45000000 (AERCAP IRELAND 4.45% 10/01/25) Long Debt IE $3M 4M 0.02
AERCAP IRELAND CAP/GLOBA REGD 5.10000000 (AERCAP IRELAND C 5.1% 01/19/29) Long Debt IE $748K 755K 0.00
AERCAP IRELAND CAP/GLOBA REGD 6.10000000 (AERCAP IRELAND C 6.1% 01/15/27) Long Debt IE $4M 4M 0.02
AERCAP IRELAND CAP/GLOBA REGD 6.50000000 (AERCAP IRELAND C 6.5% 07/15/25) Long Debt IE $2M 2M 0.01
AETNA INC REGD 4.50000000 (AETNA INC 4.5% 05/15/42) Long Debt US $4M 4M 0.02
AETNA INC REGD 4.75000000 (AETNA INC 4.75% 03/15/44) Long Debt US $2M 2M 0.01
AETNA INC REGD 6.75000000 (AETNA INC 6.75% 12/15/37) Long Debt US $364K 341K 0.00
AFFIRM ASSET SECURITIZATION TRUST 2024-A SER 2024-A CL 1A REGD 144A P/P 5.61000000 (AFFRM 2024-A 1 5.61% 02/17/26) Long ABS-collateralized bond/debt obligation US $16M 16M 0.09
AHS HOSPITAL CORP REGD SER 2021 2.78000000 (AHS HOSPITAL CO 2.78% 07/01/51) Long Debt US $2M 3M 0.01
AIA GROUP LTD REGD 144A P/P 3.20000000 (AIA GROUP LTD 3.2% 09/16/40) Long Debt HK $668K 915K 0.00
AIB GROUP PLC REGD V/R 144A P/P 6.60800000 (AIB GROUP PLC V/R 09/13/29) Long Debt IE $2M 2M 0.01
AIB GROUP PLC REGD V/R 144A P/P MTN 5.87100000 (AIB GROUP PLC V/R 03/28/35) Long Debt IE $3M 3M 0.02
AID-ISRAEL REGD 5.50000000 (AID-ISRAEL 5.5% 09/18/33) Long Debt IL $657K 619K 0.00
AID-ISRAEL REGD ZCP SER 1 0.00000000 (AID-ISRAEL ZCP 11/01/24) Long Debt IL $980K 1M 0.01
AIG SUNAMER GLOB FIN X REGD P/P 6.90000000 (AIG SUNAMER GLOB 6.9% 03/15/32) Long Debt US $1M 955K 0.01
AIR CANADA 2013-1A PTT REGD P/P 4.12500000 (AIR CANADA 201 4.125% 05/15/25) Long Debt CA $1M 1M 0.01
AIR CANADA 2015-1A PTT REGD P/P 3.60000000 (AIR CANADA 2015- 3.6% 03/15/27) Long Debt CA $511K 539K 0.00
AIR CANADA 2015-2AA PTT REGD 144A P/P 3.75000000 (AIR CANADA 2015 3.75% 12/15/27) Long Debt CA $822K 875K 0.00
AIR CANADA 2017-1A PTT REGD 144A P/P 3.55000000 (AIR CANADA 2017 3.55% 01/15/30) Long Debt CA $2M 2M 0.01
AIR CANADA 2017-1AA PTT REGD 144A P/P 3.30000000 (AIR CANADA 2017- 3.3% 01/15/30) Long Debt CA $4M 4M 0.02
AIRBUS SE REGD 144A P/P 3.95000000 (AIRBUS SE 3.95% 04/10/47) Long Debt FR $122K 150K 0.00
AKER BP ASA REGD 144A P/P 2.00000000 (AKER BP ASA 2% 07/15/26) Long Debt NO $1M 2M 0.01
AKER BP ASA REGD 144A P/P 3.10000000 (AKER BP ASA 3.1% 07/15/31) Long Debt NO $2M 3M 0.01
AKER BP ASA REGD 144A P/P 5.60000000 (AKER BP ASA 5.6% 06/13/28) Long Debt NO $3M 3M 0.02
AKER BP ASA REGD 144A P/P 6.00000000 (AKER BP ASA 6% 06/13/33) Long Debt NO $11M 11M 0.07
ALABAMA ECON SETTLEMENT AUTH B REGD N/C B/E 4.26300000 (ALABAMA ECON S 4.263% 09/15/32) Long Debt US $587K 610K 0.00
ALABAMA POWER CO REGD 2.80000000 (ALABAMA POWER CO 2.8% 04/01/25) Long Debt US $2M 2M 0.01
ALABAMA POWER CO REGD 3.45000000 (ALABAMA POWER C 3.45% 10/01/49) Long Debt US $1M 2M 0.01
ALABAMA POWER CO REGD 3.75000000 (ALABAMA POWER C 3.75% 03/01/45) Long Debt US $140K 182K 0.00
ALABAMA POWER CO REGD 4.10000000 (ALABAMA POWER CO 4.1% 01/15/42) Long Debt US $189K 233K 0.00
ALABAMA POWER CO REGD 4.15000000 (ALABAMA POWER C 4.15% 08/15/44) Long Debt US $169K 205K 0.00
ALABAMA POWER CO REGD 6.12500000 (ALABAMA POWER 6.125% 05/15/38) Long Debt US $231K 219K 0.00
ALBEMARLE CORP REGD SER 30YR 5.45000000 (ALBEMARLE CORP 5.45% 12/01/44) Long Debt US $546K 600K 0.00
ALEXANDRIA REAL ESTATE E REGD 1.87500000 (ALEXANDRIA REA 1.875% 02/01/33) Long Debt US $895K 1M 0.01
ALEXANDRIA REAL ESTATE E REGD 2.00000000 (ALEXANDRIA REAL ES 2% 05/18/32) Long Debt US $2M 2M 0.01
ALEXANDRIA REAL ESTATE E REGD 3.80000000 (ALEXANDRIA REAL 3.8% 04/15/26) Long Debt US $328K 338K 0.00
ALEXANDRIA REAL ESTATE E REGD 4.00000000 (ALEXANDRIA REAL ES 4% 02/01/50) Long Debt US $1M 1M 0.01
ALFA DESARROLLO SPA REGD 144A P/P 4.55000000 (ALFA DESARROLLO 4.55% 09/27/51) Long Debt CL $2M 2M 0.01
ALIMENTATION COUCHE-TARD REGD 144A P/P 3.43900000 (ALIMENTATION C 3.439% 05/13/41) Long Debt CA $2M 2M 0.01
ALIMENTATION COUCHE-TARD REGD 144A P/P 3.62500000 (ALIMENTATION C 3.625% 05/13/51) Long Debt CA $3M 4M 0.01
ALIMENTATION COUCHE-TARD REGD 144A P/P 3.80000000 (ALIMENTATION COU 3.8% 01/25/50) Long Debt CA $2M 2M 0.01
ALIMENTATION COUCHE-TARD REGD 144A P/P 5.26700000 (ALIMENTATION C 5.267% 02/12/34) Long Debt CA $3M 3M 0.02
ALIMENTATION COUCHE-TARD REGD 144A P/P 5.61700000 (ALIMENTATION C 5.617% 02/12/54) Long Debt CA $2M 2M 0.01
ALLEGION US HOLDING CO REGD 3.20000000 (ALLEGION US HOLD 3.2% 10/01/24) Long Debt US $2M 2M 0.01
ALTERNATIVE LOAN TRUST 2005-1CB SER 2005-1CB CL 1A6 V/R REGD 1.64029000 (CWALT 2005-1CB 1 V/R 03/25/35) Long ABS-collateralized bond/debt obligation US $4K 70K 0.00
ALTERNATIVE LOAN TRUST 2005-20CB SER 2005-20CB CL 3A8 V/R REGD 0.00000000 (CWALT 2005-20CB V/R 07/25/35) Long ABS-collateralized bond/debt obligation US $7K 277K 0.00
ALTERNATIVE LOAN TRUST 2005-22T1 SER 2005-22T1 CL A2 V/R REGD 0.00000000 (CWALT 2005-22T1 V/R 06/25/35) Long ABS-collateralized bond/debt obligation US $19K 382K 0.00
ALTERNATIVE LOAN TRUST 2005-28CB SER 2005-28CB CL 1A4 REGD 5.50000000 (CWALT 2005-28CB 5.5% 08/25/35) Long ABS-collateralized bond/debt obligation US $89K 106K 0.00
ALTERNATIVE LOAN TRUST 2005-28CB SER 2005-28CB CL 3A5 REGD 6.00000000 (CWALT 2005-28CB 3 6% 08/25/35) Long ABS-collateralized bond/debt obligation US $2K 5K 0.00
ALTERNATIVE LOAN TRUST 2005-37T1 SER 2005-37T1 CL A2 V/R REGD 0.00000000 (CWALT 2005-37T1 V/R 09/25/35) Long ABS-collateralized bond/debt obligation US $51K 1M 0.00
ALTERNATIVE LOAN TRUST 2005-54CB SER 2005-54CB CL 1A11 REGD 5.50000000 (CWALT 2005-54CB 5.5% 11/25/35) Long ABS-collateralized bond/debt obligation US $65K 87K 0.00
ALTERNATIVE LOAN TRUST 2005-54CB SER 2005-54CB CL 1A2 V/R REGD 0.00000000 (CWALT 2005-54CB V/R 11/25/35) Long ABS-collateralized bond/debt obligation US $13K 342K 0.00
ALTERNATIVE LOAN TRUST 2005-64CB SER 2005-64CB CL 1A9 REGD 5.50000000 (CWALT 2005-64CB 5.5% 12/25/35) Long ABS-collateralized bond/debt obligation US $34K 40K 0.00
ALTERNATIVE LOAN TRUST 2006-28CB SER 2006-28CB CL A17 REGD 6.00000000 (CWALT 2006-28CB A 6% 10/25/36) Long ABS-collateralized bond/debt obligation US $23K 47K 0.00
ALTERNATIVE LOAN TRUST 2006-43CB SER 2006-43CB CL 2A1 REGD 6.00000000 (CWALT 2006-43CB 2 6% 02/25/37) Long ABS-collateralized bond/debt obligation US $694.76 698.99 0.00
ALTRIA GROUP INC REGD 2.45000000 (ALTRIA GROUP IN 2.45% 02/04/32) Long Debt US $3M 4M 0.02
AMAZON.COM INC REGD 3.87500000 (AMAZON.COM INC 3.875% 08/22/37) Long Debt US $2M 2M 0.01
AMAZON.COM INC REGD 3.95000000 (AMAZON.COM INC 3.95% 04/13/52) Long Debt US $3M 4M 0.02
AMER AIRLINE 16-2 AA PTT REGD SER AA 3.20000000 (AMER AIRLINE 16- 3.2% 06/15/28) Long Debt US $919K 991K 0.01
AMER AIRLINE 16-3 AA PTT REGD 3.00000000 (AMER AIRLINE 16-3 3% 10/15/28) Long Debt US $896K 974K 0.01
AMER AIRLN 14-1 A PTT REGD SER A 3.70000000 (AMER AIRLN 14-1 3.7% 10/01/26) Long Debt US $241K 253K 0.00
AMER AIRLN 15-1 A PTT REGD 3.37500000 (AMER AIRLN 15- 3.375% 05/01/27) Long Debt US $5M 6M 0.03
AMER AIRLN 15-2 AA PTT REGD 3.60000000 (AMER AIRLN 15-2 3.6% 09/22/27) Long Debt US $418K 441K 0.00
AMERADA HESS CORP REGD 7.87500000 (AMERADA HESS 7.875% 10/01/29) Long Debt US $6M 6M 0.04
AMEREN CORP REGD 2.50000000 (AMEREN CORP 2.5% 09/15/24) Long Debt US $2M 2M 0.01
AMEREN CORP REGD 5.70000000 (AMEREN CORP 5.7% 12/01/26) Long Debt US $6M 6M 0.03
AMERICAN ELECTRIC POWER REGD 5.69900000 (AMERICAN ELECT 5.699% 08/15/25) Long Debt US $4M 4M 0.03
AMERICAN EXPRESS CO REGD V/R /PERP/ 3.55000000 (AMERICAN EXPRESS CO V/R /PERP/) Long Debt US $3M 3M 0.02
AMERICAN EXPRESS CO REGD V/R 5.09800000 (AMERICAN EXPRESS V/R 02/16/28) Long Debt US $6M 6M 0.04
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST SER 2024-1 CL A REGD 5.23000000 (AMXCA 2024-1 A 5.23% 04/15/27) Long ABS-collateralized bond/debt obligation US $6M 6M 0.04
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST SER 2024-2 CL A REGD 5.24000000 (AMXCA 2024-2 A 5.24% 04/15/29) Long ABS-collateralized bond/debt obligation US $12M 12M 0.07
AMERICAN GENERAL MORTGAGE LOAN TRUST 2006-1 SER 2006-1 CL A5 V/R REGD 144A P/P 5.75000000 (AGFMT 2006-1 A5 V/R 12/25/35) Long ABS-collateralized bond/debt obligation US $197.73 187.83 0.00
AMERICAN HOMES 4 RENT 2014-SFR3 TRUST SER 2014-SFR3 CL C REGD 144A P/P 4.59600000 (AH4R 2014-SFR 4.596% 12/17/24) Long ABS-collateralized bond/debt obligation US $595K 600K 0.00
AMERICAN HOMES 4 RENT 2014-SFR3 TRUST SER 2014-SFR3 CL E REGD 144A P/P 6.41800000 (AH4R 2014-SFR 6.418% 12/17/24) Long ABS-collateralized bond/debt obligation US $998K 1M 0.01
AMERICAN HOMES 4 RENT 2015-SFR1 TRUST SER 2015-SFR1 CL A REGD 144A P/P 3.46700000 (AH4R 2015-SFR 3.467% 04/17/25) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
AMERICAN HOMES 4 RENT 2015-SFR1 TRUST SER 2015-SFR1 CL E REGD 144A P/P 5.63900000 (AH4R 2015-SFR 5.639% 04/17/25) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
AMERICAN HOMES 4 RENT 2015-SFR2 TRUST SER 2015-SFR2 CL A REGD 144A P/P 3.73200000 (AH4R 2015-SFR 3.732% 10/17/25) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
AMERICAN MUNI PWR-OHIO INC OH REGD N/C B/E 7.49900000 (AMERICAN MUNI 7.499% 02/15/50) Long Debt US $2M 1M 0.01
AMERICAN TOWER CORP REGD 1.50000000 (AMERICAN TOWER C 1.5% 01/31/28) Long Debt US $2M 3M 0.01
AMERICAN TOWER CORP REGD 1.87500000 (AMERICAN TOWER 1.875% 10/15/30) Long Debt US $2M 2M 0.01
AMERICAN TOWER CORP REGD 2.10000000 (AMERICAN TOWER C 2.1% 06/15/30) Long Debt US $1M 1M 0.01
AMERICAN TOWER CORP REGD 2.95000000 (AMERICAN TOWER 2.95% 01/15/51) Long Debt US $547K 875K 0.00
AMERICAN TOWER CORP REGD 3.10000000 (AMERICAN TOWER C 3.1% 06/15/50) Long Debt US $865K 1M 0.01
AMERICAN TOWER CORP REGD 3.37500000 (AMERICAN TOWER 3.375% 10/15/26) Long Debt US $483K 506K 0.00
AMERICAN TOWER CORP REGD 3.70000000 (AMERICAN TOWER C 3.7% 10/15/49) Long Debt US $1M 2M 0.01
AMERICAN WATER CAPITAL C REGD 3.45000000 (AMERICAN WATER 3.45% 06/01/29) Long Debt US $549K 590K 0.00
AMERICAN WATER CAPITAL C REGD 4.00000000 (AMERICAN WATER CAP 4% 12/01/46) Long Debt US $2M 2M 0.01
AMERICAN WATER CAPITAL C REGD 5.45000000 (AMERICAN WATER 5.45% 03/01/54) Long Debt US $5M 5M 0.03
AMERICAN WATER CAPITAL C REGD 6.59300000 (AMERICAN WATER 6.593% 10/15/37) Long Debt US $429K 386K 0.00
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-2 SER 2021-2 CL C REGD 1.01000000 (AMCAR 2021-2 C 1.01% 04/21/25) Long ABS-collateralized bond/debt obligation US $4M 5M 0.03
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-3 SER 2021-3 CL A3 REGD 0.76000000 (AMCAR 2021-3 A 0.76% 08/18/24) Long ABS-collateralized bond/debt obligation US $833K 844K 0.00
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-3 SER 2021-3 CL C REGD 1.41000000 (AMCAR 2021-3 C 1.41% 09/18/25) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1 SER 2023-1 CL C REGD 5.80000000 (AMCAR 2023-1 C 5.8% 12/18/28) Long ABS-collateralized bond/debt obligation US $7M 7M 0.04
AMERN AIRLINE 16-2 A PTT REGD SER A 3.65000000 (AMERN AIRLINE 1 3.65% 06/15/28) Long Debt US $718K 782K 0.00
AMFAM HOLDINGS INC REGD 144A P/P 2.80500000 (AMFAM HOLDINGS 2.805% 03/11/31) Long Debt US $4M 5M 0.02
AMGEN INC REGD 1.65000000 (AMGEN INC 1.65% 08/15/28) Long Debt US $1M 1M 0.01
AMGEN INC REGD 2.80000000 (AMGEN INC 2.8% 08/15/41) Long Debt US $1M 2M 0.01
AMGEN INC REGD 3.00000000 (AMGEN INC 3% 01/15/52) Long Debt US $2M 3M 0.01
AMGEN INC REGD 3.15000000 (AMGEN INC 3.15% 02/21/40) Long Debt US $1M 2M 0.01
AMGEN INC REGD 5.60000000 (AMGEN INC 5.6% 03/02/43) Long Debt US $3M 3M 0.02
AMGEN INC REGD 5.65000000 (AMGEN INC 5.65% 03/02/53) Long Debt US $12M 12M 0.07
AMORTIZING RESIDENTIAL COLLATERAL TRUST 2002-BC5 SER 2002-BC5 CL M1 V/R REGD 6.49471000 (ARC 2002-BC5 M1 V/R 07/25/32) Long ABS-collateralized bond/debt obligation US $99K 94K 0.00
AMSR 2019-SFR1 TRUST SER 2019-SFR1 CL B REGD 144A P/P 3.02300000 (AMSR 2019-SFR 3.023% 01/17/27) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
AMSR 2020-SFR3 TRUST SER 2020-SFR3 CL E1 REGD 144A P/P 2.55600000 (AMSR 2020-SFR 2.556% 09/17/25) Long ABS-collateralized bond/debt obligation US $7M 8M 0.04
AMSR 2020-SFR4 TRUST SER 2020-SFR4 CL A REGD 144A P/P 1.35500000 (AMSR 2020-SFR 1.355% 11/17/25) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
AMSR 2020-SFR4 TRUST SER 2020-SFR4 CL C REGD 144A P/P 1.85600000 (AMSR 2020-SFR 1.856% 11/17/25) Long ABS-collateralized bond/debt obligation US $8M 9M 0.05
AMSR 2021-SFR1 TRUST SER 2021-SFR1 CL E2 REGD 144A P/P 2.90000000 (AMSR 2021-SFR1 2.9% 06/17/28) Long ABS-collateralized bond/debt obligation US $3M 4M 0.02
AMSR 2022-SFR3 TRUST SER 2022-SFR3 CL E1 REGD 144A P/P 4.00000000 (AMSR 2022-SFR3 E1 4% 10/17/27) Long ABS-collateralized bond/debt obligation US $9M 10M 0.05
ANALOG DEVICES INC REGD 2.95000000 (ANALOG DEVICES 2.95% 10/01/51) Long Debt US $1M 2M 0.01
ANALOG DEVICES INC REGD 5.30000000 (ANALOG DEVICES I 5.3% 04/01/54) Long Debt US $3M 4M 0.02
ANCHORAGE CAPITAL CLO 26 LTD SER 2023-26A CL A1 V/R REGD 144A P/P 7.52656000 (ANCHC 2023-26A A V/R 07/19/34) Long ABS-collateralized bond/debt obligation KY $21M 21M 0.12
ANCHORAGE CAPITAL CLO 8 LTD SER 2016-8A CL AR2A V/R REGD 144A P/P 6.78648000 (ANCHC 2016-8A AR V/R 10/27/34) Long ABS-collateralized bond/debt obligation KY $16M 16M 0.09
ANGLO AMERICAN CAPITAL REGD 144A P/P 3.62500000 (ANGLO AMERICAN 3.625% 09/11/24) Long Debt GB $627K 630K 0.00
ANGLO AMERICAN CAPITAL REGD 144A P/P 4.75000000 (ANGLO AMERICAN 4.75% 04/10/27) Long Debt GB $5M 6M 0.03
ANGLO AMERICAN CAPITAL REGD 144A P/P 5.62500000 (ANGLO AMERICAN 5.625% 04/01/30) Long Debt GB $4M 4M 0.03
ANGLO AMERICAN CAPITAL REGD 144A P/P 5.75000000 (ANGLO AMERICAN 5.75% 04/05/34) Long Debt GB $14M 14M 0.08
ANHEUSER-BUSCH CO/INBEV REGD SER * 4.70000000 (ANHEUSER-BUSCH C 4.7% 02/01/36) Long Debt US $7M 7M 0.04
ANHEUSER-BUSCH CO/INBEV REGD SER * 4.90000000 (ANHEUSER-BUSCH C 4.9% 02/01/46) Long Debt US $6M 6M 0.03
ANHEUSER-BUSCH INBEV FIN REGD 4.62500000 (ANHEUSER-BUSCH 4.625% 02/01/44) Long Debt US $406K 455K 0.00
ANHEUSER-BUSCH INBEV WOR REGD 4.35000000 (ANHEUSER-BUSCH 4.35% 06/01/40) Long Debt US $5M 6M 0.03
ANHEUSER-BUSCH INBEV WOR REGD 4.37500000 (ANHEUSER-BUSCH 4.375% 04/15/38) Long Debt US $2M 2M 0.01
ANHEUSER-BUSCH INBEV WOR REGD 4.60000000 (ANHEUSER-BUSCH I 4.6% 04/15/48) Long Debt US $670K 757K 0.00
ANHEUSER-BUSCH INBEV WOR REGD 4.95000000 (ANHEUSER-BUSCH 4.95% 01/15/42) Long Debt US $3M 3M 0.02
ANHEUSER-BUSCH INBEV WOR REGD 5.45000000 (ANHEUSER-BUSCH 5.45% 01/23/39) Long Debt US $1M 1M 0.01
ANHEUSER-BUSCH INBEV WOR REGD SER WI 4.43900000 (ANHEUSER-BUSCH 4.439% 10/06/48) Long Debt US $505K 590K 0.00
ANTERO RESOURCES CORP REGD 144A P/P 5.37500000 (ANTERO RESOURC 5.375% 03/01/30) Long Debt US $6M 6M 0.04
ANZ NEW ZEALAND INTL/LDN REGD 144A P/P 3.45000000 (ANZ NEW ZEALAND 3.45% 01/21/28) Long Debt GB $473K 500K 0.00
ANZ NEW ZEALAND INTL/LDN REGD 144A P/P 5.35500000 (ANZ NEW ZEALAN 5.355% 08/14/28) Long Debt GB $3M 3M 0.02
AON CORP/AON GLOBAL HOLD REGD 3.90000000 (AON CORP/AON GLO 3.9% 02/28/52) Long Debt US $3M 4M 0.02
AON NORTH AMERICA INC REGD 5.45000000 (AON NORTH AMERI 5.45% 03/01/34) Long Debt US $4M 4M 0.02
AON NORTH AMERICA INC REGD 5.75000000 (AON NORTH AMERI 5.75% 03/01/54) Long Debt US $4M 4M 0.02
APA INFRASTRUCTURE LTD REGD P/P 4.20000000 (APA INFRASTRUCTU 4.2% 03/23/25) Long Debt AU $2M 2M 0.01
APACHE CORP REGD 5.10000000 (APACHE CORP 5.1% 09/01/40) Long Debt US $3M 4M 0.02
ARCELORMITTAL REGD 6.75000000 (ARCELORMITTAL 6.75% 03/01/41) Long Debt LU $4M 3M 0.02
ARCELORMITTAL SA REGD 6.00000000 (ARCELORMITTAL SA 6% 06/17/34) Long Debt LU $2M 2M 0.01
ARCELORMITTAL SA REGD 6.35000000 (ARCELORMITTAL S 6.35% 06/17/54) Long Debt LU $2M 2M 0.01
ARIZONA PUBLIC SERVICE REGD 3.75000000 (ARIZONA PUBLIC 3.75% 05/15/46) Long Debt US $2M 2M 0.01
ARIZONA PUBLIC SERVICE REGD 5.05000000 (ARIZONA PUBLIC 5.05% 09/01/41) Long Debt US $318K 349K 0.00
ARIZONA PUBLIC SERVICE REGD 5.70000000 (ARIZONA PUBLIC S 5.7% 08/15/34) Long Debt US $5M 5M 0.03
ARTHUR J GALLAGHER & CO REGD 3.50000000 (ARTHUR J GALLAGH 3.5% 05/20/51) Long Debt US $2M 3M 0.01
ASCENSION HEALTH REGD SER B 3.10600000 (ASCENSION HEAL 3.106% 11/15/39) Long Debt US $2M 3M 0.01
ASG RESECURITIZATION TRUST 2011-1 SER 2011-1 CL 2A35 V/R REGD 144A P/P 6.00000000 (ASG 2011-1 2A35 V/R 09/28/36) Long ABS-collateralized bond/debt obligation US $8K 27K 0.00
ASHTEAD CAPITAL INC REGD 144A P/P 5.80000000 (ASHTEAD CAPITAL 5.8% 04/15/34) Long Debt US $5M 5M 0.03
ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST SERIE SER 2003-HE6 CL A2 V/R REGD 6.13971000 (ABSHE 2003-HE6 A V/R 11/25/33) Long ABS-collateralized bond/debt obligation US $638K 624K 0.00
ASSURANT COMMERCIAL MORTGAGE TRUST 2016-1 SER 2016-1A CL AS REGD 144A P/P 3.17200000 (ACM 2016-1A A 3.172% 05/15/25) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
ASTRAZENECA FINANCE LLC REGD 5.00000000 (ASTRAZENECA FINANC 5% 02/26/34) Long Debt US $11M 11M 0.07
ASTRAZENECA PLC REGD 4.00000000 (ASTRAZENECA PLC 4% 09/18/42) Long Debt GB $454K 540K 0.00
ASTRAZENECA PLC REGD 6.45000000 (ASTRAZENECA PLC 6.45% 09/15/37) Long Debt GB $557K 500K 0.00
AT&T INC REGD 1.65000000 (AT&T INC 1.65% 02/01/28) Long Debt US $466K 525K 0.00
AT&T INC REGD 2.25000000 (AT&T INC 2.25% 02/01/32) Long Debt US $3M 4M 0.02
AT&T INC REGD 2.55000000 (AT&T INC 2.55% 12/01/33) Long Debt US $6M 8M 0.04
AT&T INC REGD 3.50000000 (AT&T INC 3.5% 09/15/53) Long Debt US $11M 16M 0.06
AT&T INC REGD 3.50000000 (AT&T INC 3.5% 06/01/41) Long Debt US $1M 1M 0.01
AT&T INC REGD 3.55000000 (AT&T INC 3.55% 09/15/55) Long Debt US $7M 11M 0.04
AT&T INC REGD 3.65000000 (AT&T INC 3.65% 09/15/59) Long Debt US $1M 2M 0.01
AT&T INC REGD 3.65000000 (AT&T INC 3.65% 06/01/51) Long Debt US $1M 2M 0.01
AT&T INC REGD 3.80000000 (AT&T INC 3.8% 12/01/57) Long Debt US $690K 987K 0.00
AT&T INC REGD 4.50000000 (AT&T INC 4.5% 05/15/35) Long Debt US $7M 8M 0.04
AT&T INC REGD 4.65000000 (AT&T INC 4.65% 06/01/44) Long Debt US $2M 2M 0.01
AT&T INC REGD 5.40000000 (AT&T INC 5.4% 02/15/34) Long Debt US $16M 16M 0.10
AT&T INC REGD SER * 2.75000000 (AT&T INC 2.75% 06/01/31) Long Debt US $2M 2M 0.01
AT&T INC REGD SER WI 6.00000000 (AT&T INC 6% 08/15/40) Long Debt US $2M 2M 0.01
ATHENE GLOBAL FUNDING REGD 144A P/P 2.95000000 (ATHENE GLOBAL F 2.95% 11/12/26) Long Debt US $8M 9M 0.05
ATHENE HOLDING LTD REGD 6.25000000 (ATHENE HOLDING 6.25% 04/01/54) Long Debt US $4M 4M 0.02
ATLANTA GA INDEP SCH SYS COPS REGD N/C B/E 5.55700000 (ATLANTA GA IND 5.557% 03/01/26) Long Debt US $537K 535K 0.00
ATLAS SENIOR LOAN FUND XXIII LTD SER 2024-23A CL A1 V/R REGD 144A P/P 6.86657000 (ATCLO 2024-23A A V/R 07/20/37) Long ABS-collateralized bond/debt obligation JE $29M 29M 0.17
ATLASSIAN CORPORATION REGD 5.25000000 (ATLASSIAN CORPO 5.25% 05/15/29) Long Debt AU $5M 5M 0.03
ATMOS ENERGY CORP REGD 4.12500000 (ATMOS ENERGY C 4.125% 10/15/44) Long Debt US $2M 2M 0.01
ATMOS ENERGY CORP REGD 4.15000000 (ATMOS ENERGY CO 4.15% 01/15/43) Long Debt US $696K 830K 0.00
AUSGRID FINANCE PTY LTD REGD P/P 4.35000000 (AUSGRID FINANCE 4.35% 08/01/28) Long Debt AU $10M 10M 0.06
AUST & NZ BANKING GROUP REGD 144A P/P 4.40000000 (AUST & NZ BANKIN 4.4% 05/19/26) Long Debt AU $2M 2M 0.01
AUST & NZ BANKING GROUP REGD V/R P/P 2.57000000 (AUST & NZ BANKING V/R 11/25/35) Long Debt AU $4M 5M 0.02
AUTOZONE INC REGD 1.65000000 (AUTOZONE INC 1.65% 01/15/31) Long Debt US $1M 2M 0.01
AVIATION CAPITAL GROUP REGD 144A P/P 5.50000000 (AVIATION CAPITAL 5.5% 12/15/24) Long Debt US $2M 2M 0.01
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2021-2A CL A REGD 144A P/P 1.66000000 (AESOP 2021-2A 1.66% 02/20/27) Long ABS-collateralized bond/debt obligation US $13M 14M 0.08
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2022-1A CL A REGD 144A P/P 3.83000000 (AESOP 2022-1A 3.83% 08/20/27) Long ABS-collateralized bond/debt obligation US $17M 17M 0.10
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-1A CL A REGD 144A P/P 5.36000000 (AESOP 2024-1A 5.36% 06/20/29) Long ABS-collateralized bond/debt obligation US $12M 12M 0.07
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-2A CL B REGD 144A P/P 5.57000000 (AESOP 2024-2A 5.57% 10/20/27) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-3A CL A REGD 144A P/P 5.23000000 (AESOP 2024-3A 5.23% 12/20/29) Long ABS-collateralized bond/debt obligation US $8M 8M 0.04
AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.12500000 (AVOLON HOLDING 2.125% 02/21/26) Long Debt IE $1M 1M 0.01
AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.52800000 (AVOLON HOLDING 2.528% 11/18/27) Long Debt IE $14M 15M 0.08
AVOLON HOLDINGS FNDG LTD REGD 144A P/P 3.25000000 (AVOLON HOLDINGS 3.25% 02/15/27) Long Debt IE $3M 4M 0.02
AVOLON HOLDINGS FNDG LTD REGD 144A P/P 4.25000000 (AVOLON HOLDINGS 4.25% 04/15/26) Long Debt IE $2M 2M 0.01
AVOLON HOLDINGS FNDG LTD REGD 144A P/P 4.37500000 (AVOLON HOLDING 4.375% 05/01/26) Long Debt IE $768K 790K 0.00
AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.50000000 (AVOLON HOLDINGS 5.5% 01/15/26) Long Debt IE $4M 4M 0.03
AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.75000000 (AVOLON HOLDINGS 5.75% 03/01/29) Long Debt IE $3M 3M 0.01
AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.75000000 (AVOLON HOLDINGS 5.75% 11/15/29) Long Debt IE $1M 1M 0.01
AVOLON HOLDINGS FNDG LTD REGD 144A P/P 6.37500000 (AVOLON HOLDING 6.375% 05/04/28) Long Debt IE $3M 3M 0.02
BAE SYSTEMS PLC REGD 144A P/P 1.90000000 (BAE SYSTEMS PLC 1.9% 02/15/31) Long Debt GB $6M 7M 0.03
BAE SYSTEMS PLC REGD 144A P/P 3.00000000 (BAE SYSTEMS PLC 3% 09/15/50) Long Debt GB $487K 754K 0.00
BAE SYSTEMS PLC REGD 144A P/P 5.00000000 (BAE SYSTEMS PLC 5% 03/26/27) Long Debt GB $7M 7M 0.04
BAE SYSTEMS PLC REGD 144A P/P 5.12500000 (BAE SYSTEMS PL 5.125% 03/26/29) Long Debt GB $1M 1M 0.01
BAE SYSTEMS PLC REGD P/P 5.80000000 (BAE SYSTEMS PLC 5.8% 10/11/41) Long Debt GB $404K 400K 0.00
BALBOA BAY LOAN FUNDING 2020-1 LTD SER 2020-1A CL AR V/R REGD 144A P/P 6.70617000 (BOBA 2020-1A AR V/R 01/20/32) Long ABS-collateralized bond/debt obligation KY $17M 17M 0.10
BALTIMORE GAS & ELECTRIC REGD 2.90000000 (BALTIMORE GAS & 2.9% 06/15/50) Long Debt US $596K 950K 0.00
BALTIMORE GAS & ELECTRIC REGD 3.20000000 (BALTIMORE GAS & 3.2% 09/15/49) Long Debt US $735K 1M 0.00
BALTIMORE GAS & ELECTRIC REGD 3.50000000 (BALTIMORE GAS & 3.5% 08/15/46) Long Debt US $270K 375K 0.00
BALTIMORE GAS & ELECTRIC REGD SER . 5.65000000 (BALTIMORE GAS & 5.65% 06/01/54) Long Debt US $2M 2M 0.01
BAMLL COMMERCIAL MORTGAGE SECURITIES SER 2014-520M CL C V/R REGD 144A P/P 4.35436300 (BAMLL 2014-520M V/R 08/15/34) Long ABS-collateralized bond/debt obligation US $731K 1M 0.00
BANC OF AMERICA ALTERNATIVE LOAN TRUST 2004-6 SER 2004-6 CL 15PO ZCP REGD 0.00000000 (BOAA 2004-6 15PO ZCP 07/25/49) Long ABS-collateralized bond/debt obligation US $379.19 930.48 0.00
BANC OF AMERICA FUNDING 2004-1 TRUST SER 2004-1 CL PO ZCP REGD 0.00000000 (BAFC 2004-1 PO ZCP 03/25/34) Long ABS-collateralized bond/debt obligation US $7K 10K 0.00
BANC OF AMERICA FUNDING 2004-2 TRUST SER 2004-2 CL 1CB1 REGD 5.75000000 (BAFC 2004-2 1C 5.75% 09/20/34) Long ABS-collateralized bond/debt obligation US $441K 482K 0.00
BANC OF AMERICA FUNDING 2005-6 TRUST SER 2005-6 CL 2A7 REGD 5.50000000 (BAFC 2005-6 2A7 5.5% 10/25/35) Long ABS-collateralized bond/debt obligation US $14K 16K 0.00
BANC OF AMERICA FUNDING 2005-7 TRUST SER 2005-7 CL 30PO ZCP REGD 0.00000000 (BAFC 2005-7 30PO ZCP 11/25/35) Long ABS-collateralized bond/debt obligation US $8K 8K 0.00
BANC OF AMERICA FUNDING 2005-8 TRUST SER 2005-8 CL 30PO ZCP REGD 0.00000000 (BAFC 2005-8 30PO ZCP 01/25/36) Long ABS-collateralized bond/debt obligation US $2K 3K 0.00
BANC OF AMERICA FUNDING 2006-1 TRUST SER 2006-1 CL XPO ZCP REGD 0.00000000 (BAFC 2006-1 XPO ZCP 01/25/36) Long ABS-collateralized bond/debt obligation US $2K 3K 0.00
BANC OF AMERICA MORTGAGE 2003-C TRUST SER 2003-C CL 3A1 V/R REGD 6.74644900 (BOAMS 2003-C 3A1 V/R 04/25/33) Long ABS-collateralized bond/debt obligation US $1K 2K 0.00
BANCO NACIONAL DE PANAMA REGD 144A P/P 2.50000000 (BANCO NACIONAL D 2.5% 08/11/30) Long Debt PA $2M 3M 0.01
BANCO SANTANDER SA REGD 2.74600000 (BANCO SANTANDE 2.746% 05/28/25) Long Debt ES $5M 5M 0.03
BANCO SANTANDER SA REGD 5.14700000 (BANCO SANTANDE 5.147% 08/18/25) Long Debt ES $595K 600K 0.00
BANCO SANTANDER SA REGD 5.17900000 (BANCO SANTANDE 5.179% 11/19/25) Long Debt ES $1M 2M 0.01
BANCO SANTANDER SA REGD 6.35000000 (BANCO SANTANDER 6.35% 03/14/34) Long Debt ES $13M 13M 0.08
BANCO SANTANDER SA REGD 6.60700000 (BANCO SANTANDE 6.607% 11/07/28) Long Debt ES $5M 4M 0.03
BANCO SANTANDER SA REGD V/R 1.72200000 (BANCO SANTANDER S V/R 09/14/27) Long Debt ES $3M 3M 0.02
BANCO SANTANDER SA REGD V/R SER * 5.53800000 (BANCO SANTANDER S V/R 03/14/30) Long Debt ES $3M 3M 0.02
BANGKOK BANK PCL/HK REGD 144A P/P MTN 5.65000000 (BANGKOK BANK PC 5.65% 07/05/34) Long Debt HK $2M 2M 0.01
BANK 2017-BNK4 SER 2017-BNK4 CL A4 REGD 3.62500000 (BANK 2017-BNK 3.625% 03/15/27) Long ABS-collateralized bond/debt obligation US $6M 7M 0.04
BANK 2017-BNK8 SER 2017-BNK8 CL A4 REGD 3.48800000 (BANK 2017-BNK 3.488% 10/15/27) Long ABS-collateralized bond/debt obligation US $12M 13M 0.07
BANK 2017-BNK9 SER 2017-BNK9 CL A4 REGD 3.53800000 (BANK 2017-BNK 3.538% 12/15/27) Long ABS-collateralized bond/debt obligation US $6M 6M 0.03
BANK 2018-BNK10 SER 2018-BN10 CL A5 REGD 3.68800000 (BANK 2018-BN1 3.688% 01/15/28) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
BANK 2019-BNK21 SER 2019-BN21 CL A5 REGD 2.85100000 (BANK 2019-BN2 2.851% 10/17/52) Long ABS-collateralized bond/debt obligation US $9M 10M 0.05
BANK 2020-BNK29 SER 2020-BN29 CL A4 REGD 1.99700000 (BANK 2020-BN2 1.997% 11/15/30) Long ABS-collateralized bond/debt obligation US $12M 15M 0.07
BANK 2021-BNK37 SER 2021-BN37 CL A4 REGD 2.37000000 (BANK 2021-BN37 2.37% 10/15/31) Long ABS-collateralized bond/debt obligation US $18M 22M 0.11
BANK OF AMERICA CORP REGD 7.75000000 (BANK OF AMERICA 7.75% 05/14/38) Long Debt US $163K 137K 0.00
BANK OF AMERICA CORP REGD MTN 4.00000000 (BANK OF AMERICA CO 4% 01/22/25) Long Debt US $4M 4M 0.02
BANK OF AMERICA CORP REGD MTN 4.45000000 (BANK OF AMERICA 4.45% 03/03/26) Long Debt US $7M 7M 0.04
BANK OF AMERICA CORP REGD V/R 1.73400000 (BANK OF AMERICA C V/R 07/22/27) Long Debt US $7M 7M 0.04
BANK OF AMERICA CORP REGD V/R 2.29900000 (BANK OF AMERICA C V/R 07/21/32) Long Debt US $13M 16M 0.08
BANK OF AMERICA CORP REGD V/R 2.57200000 (BANK OF AMERICA C V/R 10/20/32) Long Debt US $4M 5M 0.02
BANK OF AMERICA CORP REGD V/R 2.59200000 (BANK OF AMERICA C V/R 04/29/31) Long Debt US $3M 3M 0.02
BANK OF AMERICA CORP REGD V/R 2.68700000 (BANK OF AMERICA C V/R 04/22/32) Long Debt US $14M 17M 0.08
BANK OF AMERICA CORP REGD V/R 5.20200000 (BANK OF AMERICA C V/R 04/25/29) Long Debt US $4M 4M 0.02
BANK OF AMERICA CORP REGD V/R 5.28800000 (BANK OF AMERICA C V/R 04/25/34) Long Debt US $6M 6M 0.03
BANK OF AMERICA CORP REGD V/R 5.46800000 (BANK OF AMERICA C V/R 01/23/35) Long Debt US $15M 15M 0.09
BANK OF AMERICA CORP REGD V/R 5.81900000 (BANK OF AMERICA C V/R 09/15/29) Long Debt US $4M 4M 0.02
BANK OF AMERICA CORP REGD V/R 6.20400000 (BANK OF AMERICA C V/R 11/10/28) Long Debt US $3M 3M 0.02
BANK OF AMERICA CORP REGD V/R MTN 1.89800000 (BANK OF AMERICA C V/R 07/23/31) Long Debt US $1M 1M 0.01
BANK OF AMERICA CORP REGD V/R MTN 2.08700000 (BANK OF AMERICA C V/R 06/14/29) Long Debt US $14M 16M 0.08
BANK OF AMERICA CORP REGD V/R MTN 2.55100000 (BANK OF AMERICA C V/R 02/04/28) Long Debt US $3M 3M 0.02
BANK OF AMERICA CORP REGD V/R MTN 2.67600000 (BANK OF AMERICA C V/R 06/19/41) Long Debt US $5M 7M 0.03
BANK OF AMERICA CORP REGD V/R MTN 2.88400000 (BANK OF AMERICA C V/R 10/22/30) Long Debt US $5M 5M 0.03
BANK OF AMERICA CORP REGD V/R MTN 2.97200000 (BANK OF AMERICA C V/R 02/04/33) Long Debt US $4M 5M 0.02
BANK OF AMERICA CORP REGD V/R MTN 3.70500000 (BANK OF AMERICA C V/R 04/24/28) Long Debt US $4M 5M 0.03
BANK OF AMERICA CORP REGD V/R MTN 3.82400000 (BANK OF AMERICA C V/R 01/20/28) Long Debt US $10M 10M 0.06
BANK OF AMERICA CORP REGD V/R MTN 3.97400000 (BANK OF AMERICA C V/R 02/07/30) Long Debt US $3M 3M 0.02
BANK OF AMERICA CORP REGD V/R MTN 4.27100000 (BANK OF AMERICA C V/R 07/23/29) Long Debt US $1M 2M 0.01
BANK OF AMERICA CORP REGD V/R MTN 4.37600000 (BANK OF AMERICA C V/R 04/27/28) Long Debt US $4M 4M 0.02
BANK OF AMERICA CORP REGD V/R MTN SER GMTN 3.59300000 (BANK OF AMERICA C V/R 07/21/28) Long Debt US $7M 8M 0.04
BANK OF AMERICA CORP REGD V/R SER N 1.65800000 (BANK OF AMERICA C V/R 03/11/27) Long Debt US $891K 950K 0.01
BANK OF IRELAND GROUP REGD V/R 144A P/P 2.02900000 (BANK OF IRELAND G V/R 09/30/27) Long Debt IE $6M 6M 0.03
BANK OF IRELAND GROUP REGD V/R 144A P/P 5.60100000 (BANK OF IRELAND G V/R 03/20/30) Long Debt IE $15M 15M 0.09
BANK OF IRELAND GROUP REGD V/R 144A P/P 6.25300000 (BANK OF IRELAND G V/R 09/16/26) Long Debt IE $5M 5M 0.03
BANK OF MONTREAL REGD V/R 3.80300000 (BANK OF MONTREAL V/R 12/15/32) Long Debt CA $6M 7M 0.04
BANK OF NOVA SCOTIA REGD 4.85000000 (BANK OF NOVA SC 4.85% 02/01/30) Long Debt CA $4M 4M 0.02
BANK OF NOVA SCOTIA REGD MTN SER GMTN 5.45000000 (BANK OF NOVA SC 5.45% 08/01/29) Long Debt CA $8M 8M 0.05
BANK OF NY MELLON CORP REGD V/R MTN 6.31700000 (BANK OF NY MELLON V/R 10/25/29) Long Debt US $3M 3M 0.02
BANK OF NY MELLON CORP REGD V/R MTN 6.47400000 (BANK OF NY MELLON V/R 10/25/34) Long Debt US $3M 2M 0.02
BANK5 2024-5YR5 SER 2024-5YR5 CL A3 REGD 5.70200000 (BANK5 2024-5Y 5.702% 02/15/29) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
BANK5 TRUST 2024-5YR6 SER 2024-5YR6 CL A3 REGD 6.22500000 (BANK5 2024-5Y 6.225% 04/15/29) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
BANQUE FED CRED MUTUEL REGD 144A P/P 5.79000000 (BANQUE FED CRED 5.79% 07/13/28) Long Debt FR $5M 5M 0.03
BAPTIST HEALTHCARE REGD SER 20B 3.54000000 (BAPTIST HEALTHC 3.54% 08/15/50) Long Debt US $2M 2M 0.01
BARCLAYS PLC REGD 3.65000000 (BARCLAYS PLC 3.65% 03/16/25) Long Debt GB $1M 2M 0.01
BARCLAYS PLC REGD V/R 2.89400000 (BARCLAYS PLC V/R 11/24/32) Long Debt GB $1M 2M 0.01
BARCLAYS PLC REGD V/R 5.50100000 (BARCLAYS PLC V/R 08/09/28) Long Debt GB $2M 2M 0.01
BARCLAYS PLC REGD V/R 5.69000000 (BARCLAYS PLC V/R 03/12/30) Long Debt GB $14M 14M 0.08
BARCLAYS PLC REGD V/R 6.22400000 (BARCLAYS PLC V/R 05/09/34) Long Debt GB $3M 3M 0.02
BARCLAYS PLC REGD V/R 6.49600000 (BARCLAYS PLC V/R 09/13/27) Long Debt GB $7M 7M 0.04
BARCLAYS PLC REGD V/R MTN 4.97200000 (BARCLAYS PLC V/R 05/16/29) Long Debt GB $2M 2M 0.01
BARINGS CLO LTD 2023-I SER LP-2A CL A V/R REGD 144A P/P 6.68617000 (BABSN LP-2A A V/R 01/20/34) Long ABS-collateralized bond/debt obligation KY $22M 22M 0.13
BARRICK GOLD CORP REGD 6.45000000 (BARRICK GOLD CO 6.45% 10/15/35) Long Debt CA $218K 203K 0.00
BASTION FUNDING I LLC SER 2023-1A CL A2 REGD 144A P/P 7.11900000 (RAISA 2023-1A 7.119% 10/25/30) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
BAT CAPITAL CORP REGD 2.25900000 (BAT CAPITAL CO 2.259% 03/25/28) Long Debt US $2M 2M 0.01
BAT CAPITAL CORP REGD 2.72600000 (BAT CAPITAL CO 2.726% 03/25/31) Long Debt US $6M 7M 0.03
BAT CAPITAL CORP REGD 3.55700000 (BAT CAPITAL CO 3.557% 08/15/27) Long Debt US $904K 952K 0.01
BAT CAPITAL CORP REGD 7.08100000 (BAT CAPITAL CO 7.081% 08/02/53) Long Debt US $4M 4M 0.03
BAT CAPITAL CORP REGD SER WI 4.39000000 (BAT CAPITAL COR 4.39% 08/15/37) Long Debt US $3M 4M 0.02
BAT CAPITAL CORP REGD SER WI 4.54000000 (BAT CAPITAL COR 4.54% 08/15/47) Long Debt US $4M 5M 0.02
BATTALION CLO X LTD SER 2016-10A CL A1R2 V/R REGD 144A P/P 6.75455000 (BATLN 2016-10A A V/R 01/25/35) Long ABS-collateralized bond/debt obligation KY $2M 2M 0.01
BAXALTA INC REGD 5.25000000 (BAXALTA INC 5.25% 06/23/45) Long Debt US $47K 50K 0.00
BAY AREA CA TOLL AUTH TOLL BRI REGD N/C B/E 6.26300000 (BAY AREA CA TO 6.263% 04/01/49) Long Debt US $2M 2M 0.01
BAYVIEW FINANCIAL MORTGAGE PASS-THROUGH TRUST 2007-B SER 2007-B CL 1A2 V/R REGD 7.33100000 (BAYV 2007-B 1A2 V/R 08/28/37) Long ABS-collateralized bond/debt obligation US $77K 91K 0.00
BB-UBS TRUST 2012-SHOW SER 2012-SHOW CL A REGD 144A P/P 3.43020000 (BBUBS 2012-SHO 3.43% 11/05/24) Long ABS-collateralized bond/debt obligation US $4M 5M 0.03
BBCMS MORTGAGE TRUST 2017-C1 SER 2017-C1 CL A4 REGD 3.67400000 (BBCMS 2017-C1 3.674% 02/15/27) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
BBCMS MORTGAGE TRUST 2018-C2 SER 2018-C2 CL A4 REGD 4.04700000 (BBCMS 2018-C2 4.047% 10/15/28) Long ABS-collateralized bond/debt obligation US $19M 20M 0.11
BBCMS MORTGAGE TRUST 2018-C2 SER 2018-C2 CL A5 REGD 4.31400000 (BBCMS 2018-C2 4.314% 12/15/28) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
BBCMS MORTGAGE TRUST 2021-C12 SER 2021-C12 CL A4 REGD 2.42100000 (BBCMS 2021-C1 2.421% 10/15/31) Long ABS-collateralized bond/debt obligation US $21M 26M 0.13
BBCMS MORTGAGE TRUST 2022-C15 SER 2022-C15 CL ASB V/R REGD 3.68400000 (BBCMS 2022-C15 A V/R 10/15/32) Long ABS-collateralized bond/debt obligation US $8M 9M 0.05
BBCMS MORTGAGE TRUST 2022-C16 SER 2022-C16 CL A5 V/R REGD 4.60000000 (BBCMS 2022-C16 A V/R 05/15/32) Long ABS-collateralized bond/debt obligation US $8M 9M 0.05
BBCMS MORTGAGE TRUST 2023-C21 SER 2023-C21 CL A2 V/R REGD 6.29641500 (BBCMS 2023-C21 A V/R 09/15/28) Long ABS-collateralized bond/debt obligation US $11M 11M 0.07
BEAR STEARNS ARM TRUST 2003-2 SER 2003-2 CL A5 V/R REGD 144A P/P 6.27706000 (BSARM 2003-2 A5 V/R 01/25/33) Long ABS-collateralized bond/debt obligation US $43K 45K 0.00
BEAR STEARNS ARM TRUST 2003-7 SER 2003-7 CL 3A V/R REGD 7.04828300 (BSARM 2003-7 3A V/R 10/25/33) Long ABS-collateralized bond/debt obligation US $1K 1K 0.00
BEAR STEARNS ARM TRUST 2004-2 SER 2004-2 CL 14A V/R REGD 4.56888100 (BSARM 2004-2 14A V/R 05/25/34) Long ABS-collateralized bond/debt obligation US $19K 20K 0.00
BEAR STEARNS ARM TRUST 2006-1 SER 2006-1 CL A1 V/R REGD 7.66000000 (BSARM 2006-1 A1 V/R 02/25/36) Long ABS-collateralized bond/debt obligation US $43K 47K 0.00
BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-AC2 SER 2004-AC2 CL 2A REGD 5.00000000 (BSABS 2004-AC2 2A 5% 05/25/34) Long ABS-collateralized bond/debt obligation US $10K 13K 0.00
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-2 SER 2003-2 CL A3 V/R REGD 6.95971000 (BSABS 2003-2 A3 V/R 03/25/43) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
BEAR STEARNS COMMERCIAL MORTGAGE SEC SER 2007-T26 CL X1 V/R REGD 144A P/P 1.16913000 (BSCMS 2007-T26 X V/R 01/12/45) Long ABS-collateralized bond/debt obligation US $3.14 41K 0.00
BECTON DICKINSON & CO REGD 3.73400000 (BECTON DICKINS 3.734% 12/15/24) Long Debt US $510K 515K 0.00
BELL CANADA REGD 5.10000000 (BELL CANADA 5.1% 05/11/33) Long Debt CA $3M 3M 0.02
BELLEMEADE RE 2021-2 LTD SER 2021-3A CL A2 V/R REGD 144A P/P 6.33535000 (BMIR 2021-3A A2 V/R 09/25/31) Long ABS-collateralized bond/debt obligation US $8M 8M 0.05
BENCHMARK 2018-B3 MORTGAGE TRUST SER 2018-B3 CL A4 REGD 3.76100000 (BMARK 2018-B3 3.761% 01/10/28) Long ABS-collateralized bond/debt obligation US $17M 17M 0.10
BENCHMARK 2018-B6 MORTGAGE TRUST SER 2018-B6 CL A4 REGD 4.26100000 (BMARK 2018-B6 4.261% 08/10/28) Long ABS-collateralized bond/debt obligation US $8M 9M 0.05
BENCHMARK 2019-B15 MORTGAGE TRUST SER 2019-B15 CL A4 REGD 2.67300000 (BENCHMARK MTG TR 0% 12/15/72) Long ABS-collateralized bond/debt obligation US $26M 30M 0.15
BENCHMARK 2019-B15 MORTGAGE TRUST SER 2019-B15 CL A5 REGD 2.92800000 (BENCHMARK MTG 2.928% 12/15/72) Long ABS-collateralized bond/debt obligation US $416K 477K 0.00
BENCHMARK 2020-B19 MORTGAGE TRUST SER 2020-B19 CL A4 REGD 1.54600000 (BMARK 2020-B1 1.546% 12/15/29) Long ABS-collateralized bond/debt obligation US $18M 22M 0.10
BENCHMARK 2020-B19 MORTGAGE TRUST SER 2020-B19 CL A5 REGD 1.85000000 (BMARK 2020-B19 1.85% 08/15/30) Long ABS-collateralized bond/debt obligation US $5M 6M 0.03
BENCHMARK 2020-B21 MORTGAGE TRUST SER 2020-B21 CL A5 V/R REGD 1.97750000 (BMARK 2020-B21 A V/R 11/15/30) Long ABS-collateralized bond/debt obligation US $3M 4M 0.02
BENCHMARK 2021-B24 MORTGAGE TRUST SER 2021-B24 CL A3 REGD 2.01030000 (BMARK 2021-B24 2.01% 11/15/28) Long ABS-collateralized bond/debt obligation US $9M 10M 0.05
BENCHMARK 2021-B24 MORTGAGE TRUST SER 2021-B24 CL A4 REGD 2.26380000 (BMARK 2021-B2 2.263% 02/15/31) Long ABS-collateralized bond/debt obligation US $17M 20M 0.10
BENCHMARK 2021-B25 MORTGAGE TRUST SER 2021-B25 CL A5 REGD 2.57700000 (BMARK 2021-B2 2.577% 04/15/31) Long ABS-collateralized bond/debt obligation US $1M 2M 0.01
BENCHMARK 2021-B27 MORTGAGE TRUST SER 2021-B27 CL A4 REGD 2.10300000 (BMARK 2021-B2 2.103% 05/15/31) Long ABS-collateralized bond/debt obligation US $18M 23M 0.11
BENCHMARK 2022-B32 MORTGAGE TRUST SER 2022-B32 CL A3 REGD 3.04160000 (BMARK 2022-B3 3.041% 02/15/29) Long ABS-collateralized bond/debt obligation US $20M 23M 0.12
BENCHMARK 2023-V3 MORTGAGE TRUST SER 2023-V3 CL A2 REGD 5.89630000 (BMARK 2023-V3 5.896% 06/15/28) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
BENCHMARK 2024-V7 MORTGAGE TRUST SER 2024-V7 CL A3 V/R REGD 6.22757000 (BMARK 2024-V7 A3 V/R 05/15/29) Long ABS-collateralized bond/debt obligation US $6M 5M 0.03
BERKLEY (WR) CORPORATION REGD 4.75000000 (BERKLEY (WR) CO 4.75% 08/01/44) Long Debt US $3M 3M 0.02
BERKSHIRE HATHAWAY ENERG REGD 6.12500000 (BERKSHIRE HATH 6.125% 04/01/36) Long Debt US $383K 366K 0.00
BERKSHIRE HATHAWAY ENERG REGD SER WI 2.85000000 (BERKSHIRE HATHA 2.85% 05/15/51) Long Debt US $5M 8M 0.03
BERKSHIRE HATHAWAY FIN REGD 3.85000000 (BERKSHIRE HATHA 3.85% 03/15/52) Long Debt US $2M 2M 0.01
BERRY GLOBAL INC REGD 1.57000000 (BERRY GLOBAL IN 1.57% 01/15/26) Long Debt US $16M 17M 0.10
BERRY GLOBAL INC REGD 144A P/P 5.80000000 (BERRY GLOBAL INC 5.8% 06/15/31) Long Debt US $5M 5M 0.03
BIMBO BAKERIES USA INC REGD 144A P/P 4.00000000 (BIMBO BAKERIES USA 4% 05/17/51) Long Debt US $3M 4M 0.02
BIMBO BAKERIES USA INC REGD 144A P/P 5.37500000 (BIMBO BAKERIES 5.375% 01/09/36) Long Debt US $521K 535K 0.00
BIMBO BAKERIES USA INC REGD 144A P/P 6.05000000 (BIMBO BAKERIES 6.05% 01/15/29) Long Debt US $245K 238K 0.00
BLACKROCK FUNDING INC REGD 5.25000000 (BLACKROCK FUNDI 5.25% 03/14/54) Long Debt US $5M 5M 0.03
BLACKSTONE HOLDINGS FINA REGD P/P 4.45000000 (BLACKSTONE HOLD 4.45% 07/15/45) Long Debt US $141K 170K 0.00
BLUE OWL FINANCE LLC REGD 144A P/P 6.25000000 (BLUE OWL FINANC 6.25% 04/18/34) Long Debt US $4M 4M 0.02
BMO 2024-C8 MORTGAGE TRUST SER 2024-C8 CL A5 V/R REGD 5.59801000 (BMO 2024-C8 A5 V/R 03/15/34) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
BNP PARIBAS REGD V/R 144A P/P 1.32300000 (BNP PARIBAS V/R 01/13/27) Long Debt FR $8M 8M 0.04
BNP PARIBAS REGD V/R 144A P/P 1.67500000 (BNP PARIBAS V/R 06/30/27) Long Debt FR $2M 3M 0.01
BNP PARIBAS REGD V/R 144A P/P 1.90400000 (BNP PARIBAS V/R 09/30/28) Long Debt FR $6M 6M 0.03
BNP PARIBAS REGD V/R 144A P/P 2.81900000 (BNP PARIBAS V/R 11/19/25) Long Debt FR $4M 4M 0.02
BNP PARIBAS REGD V/R 144A P/P 5.17600000 (BNP PARIBAS V/R 01/09/30) Long Debt FR $742K 750K 0.00
BNP PARIBAS REGD V/R 144A P/P 5.33500000 (BNP PARIBAS V/R 06/12/29) Long Debt FR $6M 6M 0.04
BNP PARIBAS REGD V/R 144A P/P 5.49700000 (BNP PARIBAS V/R 05/20/30) Long Debt FR $3M 3M 0.02
BNP PARIBAS REGD V/R 144A P/P 5.73800000 (BNP PARIBAS V/R 02/20/35) Long Debt FR $5M 5M 0.03
BNP PARIBAS REGD V/R 144A P/P 5.89400000 (BNP PARIBAS V/R 12/05/34) Long Debt FR $3M 3M 0.02
BNP PARIBAS REGD V/R P/P 2.58800000 (BNP PARIBAS V/R 08/12/35) Long Debt FR $2M 2M 0.01
BNP PARIBAS REGD V/R P/P 2.87100000 (BNP PARIBAS V/R 04/19/32) Long Debt FR $3M 4M 0.02
BOARDWALK PIPELINES LP REGD 3.60000000 (BOARDWALK PIPELI 3.6% 09/01/32) Long Debt US $4M 5M 0.03
BOARDWALK PIPELINES LP REGD 5.95000000 (BOARDWALK PIPEL 5.95% 06/01/26) Long Debt US $3M 3M 0.02
BOEING CO REGD 144A P/P 6.29800000 (BOEING CO 6.298% 05/01/29) Long Debt US $3M 3M 0.02
BOEING CO REGD 144A P/P 6.38800000 (BOEING CO 6.388% 05/01/31) Long Debt US $1M 1M 0.01
BOEING CO REGD 144A P/P 6.52800000 (BOEING CO 6.528% 05/01/34) Long Debt US $2M 2M 0.01
BOEING CO REGD 144A P/P 6.85800000 (BOEING CO 6.858% 05/01/54) Long Debt US $4M 4M 0.03
BOEING CO REGD 144A P/P 7.00800000 (BOEING CO 7.008% 05/01/64) Long Debt US $880K 859K 0.01
BOEING CO REGD 2.19600000 (BOEING CO 2.196% 02/04/26) Long Debt US $18M 20M 0.11
BOEING CO REGD 2.75000000 (BOEING CO 2.75% 02/01/26) Long Debt US $1M 1M 0.01
BOEING CO REGD 3.10000000 (BOEING CO 3.1% 05/01/26) Long Debt US $1M 2M 0.01
BOEING CO REGD 3.25000000 (BOEING CO 3.25% 03/01/28) Long Debt US $2M 2M 0.01
BOEING CO REGD 3.30000000 (BOEING CO 3.3% 03/01/35) Long Debt US $1M 1M 0.01
BOEING CO REGD 3.60000000 (BOEING CO 3.6% 05/01/34) Long Debt US $3M 3M 0.02
BOEING CO REGD 3.62500000 (BOEING CO 3.625% 02/01/31) Long Debt US $4M 5M 0.02
BOEING CO REGD 3.65000000 (BOEING CO 3.65% 03/01/47) Long Debt US $3M 5M 0.02
BOEING CO REGD 3.90000000 (BOEING CO 3.9% 05/01/49) Long Debt US $823K 1M 0.00
BOEING CO REGD 3.95000000 (BOEING CO 3.95% 08/01/59) Long Debt US $3M 5M 0.02
BOEING CO REGD 4.87500000 (BOEING CO 4.875% 05/01/25) Long Debt US $1M 1M 0.01
BOEING CO REGD 5.04000000 (BOEING CO 5.04% 05/01/27) Long Debt US $1M 1M 0.01
BOEING CO REGD 5.15000000 (BOEING CO 5.15% 05/01/30) Long Debt US $4M 4M 0.02
BOEING CO REGD 5.70500000 (BOEING CO 5.705% 05/01/40) Long Debt US $1M 2M 0.01
BOEING CO REGD 5.80500000 (BOEING CO 5.805% 05/01/50) Long Debt US $2M 2M 0.01
BOF VII AL FUNDING TRUST I SER 2023-CAR3 CL A2 REGD 144A P/P 6.29100000 (BVABS 2023-CA 6.291% 06/25/27) Long ABS-collateralized bond/debt obligation US $7M 7M 0.04
BOF VII AL FUNDING TRUST I SER 2023-CAR3 CL B REGD 144A P/P 6.63200000 (BVABS 2023-CA 6.632% 06/25/27) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
BOFA AUTO TRUST 2024-1 SER 2024-1A CL A3 REGD 144A P/P 5.35000000 (BAAT 2024-1A A 5.35% 11/15/28) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
BOFA AUTO TRUST 2024-1 SER 2024-1A CL A4 REGD 144A P/P 5.31000000 (BAAT 2024-1A A 5.31% 06/17/30) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
BON SECOURS MERCY REGD SER 20-2 3.20500000 (BON SECOURS ME 3.205% 06/01/50) Long Debt US $1M 2M 0.01
BOSTON GAS COMPANY REGD P/P 4.48700000 (BOSTON GAS COM 4.487% 02/15/42) Long Debt US $207K 253K 0.00
BOSTON PROPERTIES LP REGD 3.40000000 (BOSTON PROPERTIE 3.4% 06/21/29) Long Debt US $3M 3M 0.02
BOSTON SCIENTIFIC CORP REGD 4.55000000 (BOSTON SCIENTIF 4.55% 03/01/39) Long Debt US $332K 356K 0.00
BOSTON SCIENTIFIC CORP REGD 6.50000000 (BOSTON SCIENTI 6.5% 11/15/35) Long Debt US $938K 845K 0.01
BP CAP MARKETS AMERICA REGD 2.93900000 (BP CAP MARKETS 2.939% 06/04/51) Long Debt US $2M 4M 0.01
BP CAP MARKETS AMERICA REGD 4.89300000 (BP CAP MARKETS 4.893% 09/11/33) Long Debt US $2M 2M 0.01
BPCE SA REGD 144A P/P MTN 3.25000000 (BPCE SA 3.25% 01/11/28) Long Debt FR $7M 8M 0.04
BPCE SA REGD P/P 5.15000000 (BPCE SA 5.15% 07/21/24) Long Debt FR $3M 3M 0.02
BPCE SA REGD P/P MTN 4.50000000 (BPCE SA 4.5% 03/15/25) Long Debt FR $2M 2M 0.01
BPCE SA REGD P/P MTN 4.62500000 (BPCE SA 4.625% 07/11/24) Long Debt FR $1M 1M 0.01
BPCE SA REGD V/R 144A P/P 2.27700000 (BPCE SA V/R 01/20/32) Long Debt FR $7M 8M 0.04
BPCE SA REGD V/R 144A P/P 3.11600000 (BPCE SA V/R 10/19/32) Long Debt FR $2M 3M 0.01
BPCE SA REGD V/R 144A P/P 5.71600000 (BPCE SA V/R 01/18/30) Long Debt FR $3M 3M 0.02
BPCE SA REGD V/R 144A P/P 5.74800000 (BPCE SA V/R 07/19/33) Long Debt FR $1M 1M 0.01
BPCE SA REGD V/R 144A P/P 5.93600000 (BPCE SA V/R 05/30/35) Long Debt FR $3M 3M 0.02
BPCE SA REGD V/R 144A P/P 6.71400000 (BPCE SA V/R 10/19/29) Long Debt FR $3M 3M 0.02
BPCE SA REGD V/R 144A P/P MTN 5.97500000 (BPCE SA V/R 01/18/27) Long Debt FR $4M 4M 0.03
BPCE SA REGD V/R P/P 1.65200000 (BPCE SA V/R 10/06/26) Long Debt FR $1M 2M 0.01
BRAVO RESIDENTIAL FUNDING TRUST 2023-RPL1 SER 2023-RPL1 CL A1 V/R REGD 144A P/P 5.00000000 (BRAVO 2023-RPL1 V/R 05/25/63) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-1 SER 2024-1 CL C REGD 5.65000000 (BLAST 2024-1 C 5.65% 01/15/27) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
BRISTOL-MYERS SQUIBB CO REGD 4.12500000 (BRISTOL-MYERS 4.125% 06/15/39) Long Debt US $1M 2M 0.01
BRISTOL-MYERS SQUIBB CO REGD 4.55000000 (BRISTOL-MYERS S 4.55% 02/20/48) Long Debt US $1M 1M 0.01
BRISTOL-MYERS SQUIBB CO REGD 5.55000000 (BRISTOL-MYERS S 5.55% 02/22/54) Long Debt US $2M 2M 0.01
BRISTOL-MYERS SQUIBB CO REGD 5.65000000 (BRISTOL-MYERS S 5.65% 02/22/64) Long Debt US $2M 2M 0.01
BRITISH AIR 18-1 A PTT REGD 144A P/P 4.12500000 (BRITISH AIR 18 4.125% 09/20/31) Long Debt GB $2M 2M 0.01
BRITISH AIR 18-1 AA PTT REGD 144A P/P 3.80000000 (BRITISH AIR 18-1 3.8% 09/20/31) Long Debt GB $726K 773K 0.00
BRITISH AIR 19-1 AA PTT REGD 144A P/P 3.30000000 (BRITISH AIR 19-1 3.3% 12/15/32) Long Debt GB $1M 1M 0.01
BRITISH TELECOMMUNICATIO REGD 9.62500000 (BRITISH TEL 8.625% 12/15/30) Long Debt GB $6M 5M 0.04
BRIXMOR OPERATING PART REGD 2.25000000 (BRIXMOR OPERATI 2.25% 04/01/28) Long Debt US $2M 2M 0.01
BRIXMOR OPERATING PART REGD 2.50000000 (BRIXMOR OPERATIN 2.5% 08/16/31) Long Debt US $888K 1M 0.01
BRIXMOR OPERATING PART REGD 4.05000000 (BRIXMOR OPERATI 4.05% 07/01/30) Long Debt US $2M 2M 0.01
BRIXMOR OPERATING PART REGD 5.75000000 (BRIXMOR OPERATI 5.75% 02/15/35) Long Debt US $2M 2M 0.01
BROADCOM INC REGD 144A P/P 2.45000000 (BROADCOM INC 2.45% 02/15/31) Long Debt US $4M 4M 0.02
BROADCOM INC REGD 144A P/P 3.13700000 (BROADCOM INC 3.137% 11/15/35) Long Debt US $10M 13M 0.06
BROADCOM INC REGD 144A P/P 3.18700000 (BROADCOM INC 3.187% 11/15/36) Long Debt US $14M 18M 0.08
BROADCOM INC REGD 4.75000000 (BROADCOM INC 4.75% 04/15/29) Long Debt US $7M 7M 0.04
BROOKFIELD FINANCE INC REGD 3.90000000 (BROOKFIELD FINAN 3.9% 01/25/28) Long Debt CA $735K 770K 0.00
BROOKFIELD FINANCE INC REGD 4.70000000 (BROOKFIELD FINAN 4.7% 09/20/47) Long Debt CA $134K 158K 0.00
BROOKFIELD FINANCE INC REGD 4.85000000 (BROOKFIELD FINA 4.85% 03/29/29) Long Debt CA $860K 875K 0.01
BROOKLYN UNION GAS CO REGD 144A P/P 3.86500000 (BROOKLYN UNION 3.865% 03/04/29) Long Debt US $1M 1M 0.01
BROOKLYN UNION GAS CO REGD 144A P/P 4.27300000 (BROOKLYN UNION 4.273% 03/15/48) Long Debt US $829K 1M 0.00
BROOKLYN UNION GAS CO REGD 144A P/P 4.50400000 (BROOKLYN UNION 4.504% 03/10/46) Long Debt US $2M 2M 0.01
BROWN & BROWN INC REGD 2.37500000 (BROWN & BROWN 2.375% 03/15/31) Long Debt US $3M 4M 0.02
BROWN & BROWN INC REGD 4.20000000 (BROWN & BROWN IN 4.2% 03/17/32) Long Debt US $5M 6M 0.03
BUNGE LTD FINANCE CORP REGD 2.75000000 (BUNGE LTD FINAN 2.75% 05/14/31) Long Debt US $3M 4M 0.02
BURLINGTN NORTH SANTA FE REGD 3.30000000 (BURLINGTN NORTH 3.3% 09/15/51) Long Debt US $369K 530K 0.00
BURLINGTN NORTH SANTA FE REGD 3.55000000 (BURLINGTN NORTH 3.55% 02/15/50) Long Debt US $380K 517K 0.00
BURLINGTN NORTH SANTA FE REGD 4.37500000 (BURLINGTN NORT 4.375% 09/01/42) Long Debt US $402K 462K 0.00
BURLINGTN NORTH SANTA FE REGD 4.45000000 (BURLINGTN NORTH 4.45% 01/15/53) Long Debt US $2M 2M 0.01
BURLINGTN NORTH SANTA FE REGD 5.15000000 (BURLINGTN NORTH 5.15% 09/01/43) Long Debt US $373K 389K 0.00
BURLINGTN NORTH SANTA FE REGD 5.20000000 (BURLINGTN NORTH 5.2% 04/15/54) Long Debt US $4M 4M 0.02
BURLINGTN NORTH SANTA FE REGD 5.40000000 (BURLINGTN NORTH 5.4% 06/01/41) Long Debt US $535K 542K 0.00
BURLINGTN NORTH SANTA FE REGD 5.50000000 (BURLINGTN NORTH 5.5% 03/15/55) Long Debt US $5M 5M 0.03
BURLINGTN NORTH SANTA FE REGD 5.75000000 (BURLINGTN NORTH 5.75% 05/01/40) Long Debt US $383K 373K 0.00
BURLINGTN NORTH SANTA FE REGD 6.15000000 (BURLINGTN NORTH 6.15% 05/01/37) Long Debt US $345K 320K 0.00
BURLINGTN NORTH SANTA FE REGD 7.29000000 (BURLINGTN NORTH 7.29% 06/01/36) Long Debt US $158K 134K 0.00
BUSINESS JET SECURITIES 2021-1 LLC SER 2021-1A CL A REGD 144A P/P 2.16200000 (BJETS 2021-1A 2.162% 04/15/27) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
BXG RECEIVABLES NOTE TRUST 2022-A SER 2022-A CL C REGD 144A P/P 5.35000000 (BXGNT 2022-A C 5.35% 09/28/37) Long ABS-collateralized bond/debt obligation US $7M 7M 0.04
CADILLAC FAIRVIEW PRP TR REGD 144A P/P 3.87500000 (CADILLAC FAIRV 3.875% 03/20/27) Long Debt CA $1M 1M 0.01
CAIXABANK SA REGD V/R 144A P/P 6.68400000 (CAIXABANK SA V/R 09/13/27) Long Debt ES $3M 3M 0.02
CALIFORNIA ST MUNI FIN AUTH RE REGD B/E AGM 3.28000000 (CALIFORNIA ST M 3.28% 02/01/46) Long Debt US $3M 4M 0.02
CALIFORNIA ST QUALIFIED SCH BO REGD N/C B/E 7.15500000 (CALIFORNIA ST 7.155% 03/01/27) Long Debt US $417K 405K 0.00
CALIFORNIA ST REGD N/C B/E 7.30000000 (CALIFORNIA ST 7.3% 10/01/39) Long Debt US $4M 3M 0.02
CALIFORNIA ST REGD N/C B/E 7.50000000 (CALIFORNIA ST 7.5% 04/01/34) Long Debt US $6M 6M 0.04
CAMDEN PROPERTY TRUST REGD 4.90000000 (CAMDEN PROPERTY 4.9% 01/15/34) Long Debt US $3M 3M 0.02
CAMPBELL SOUP CO REGD 2.37500000 (CAMPBELL SOUP 2.375% 04/24/30) Long Debt US $770K 895K 0.00
CAMPBELL SOUP CO REGD 3.12500000 (CAMPBELL SOUP 3.125% 04/24/50) Long Debt US $321K 494K 0.00
CANADIAN IMPERIAL BANK REGD 5.61500000 (CANADIAN IMPER 5.615% 07/17/26) Long Debt CA $5M 5M 0.03
CANADIAN NATL RESOURCES REGD 6.25000000 (CANADIAN NATL R 6.25% 03/15/38) Long Debt CA $5M 5M 0.03
CANADIAN NATL RESOURCES REGD 6.50000000 (CANADIAN NATL RE 6.5% 02/15/37) Long Debt CA $122K 118K 0.00
CANTOR FITZGERALD LP REGD 144A P/P 7.20000000 (CANTOR FITZGERAL 7.2% 12/12/28) Long Debt US $4M 4M 0.02
CAPITAL ONE FINANCIAL CO REGD 4.20000000 (CAPITAL ONE FINA 4.2% 10/29/25) Long Debt US $392K 400K 0.00
CAPITAL ONE FINANCIAL CO REGD V/R 1.87800000 (CAPITAL ONE FINAN V/R 11/02/27) Long Debt US $331K 361K 0.00
CAPITAL ONE FINANCIAL CO REGD V/R 2.61800000 (CAPITAL ONE FINAN V/R 11/02/32) Long Debt US $2M 2M 0.01
CAPITAL ONE FINANCIAL CO REGD V/R 5.70000000 (CAPITAL ONE FINAN V/R 02/01/30) Long Debt US $2M 2M 0.01
CAPITAL ONE FINANCIAL CO REGD V/R 6.31200000 (CAPITAL ONE FINAN V/R 06/08/29) Long Debt US $7M 7M 0.04
CAPITAL ONE FINANCIAL CO REGD V/R SER . 7.62400000 (CAPITAL ONE FINAN V/R 10/30/31) Long Debt US $8M 7M 0.05
CAPITAL ONE MULTI-ASSET EXECUTION TRUST SER 2023-A1 CL A REGD 4.42000000 (COMET 2023-A1 4.42% 05/15/26) Long ABS-collateralized bond/debt obligation US $7M 7M 0.04
CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-2 SER 2023-2 CL A3 REGD 5.82000000 (COPAR 2023-2 A 5.82% 06/15/28) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
CARLYLE GLOBAL MARKET STRATEGIES CLO SER 2015-5A CL A1R3 V/R REGD 144A P/P 0.00000000 (CGMS 2015-5A A1R V/R 01/20/32) Long ABS-collateralized bond/debt obligation KY $10M 10M 0.06
CARLYLE US CLO 2021-11 LTD SER 2021-11A CL A V/R REGD 144A P/P 6.68016000 (CGMS 2021-11A A V/R 01/25/33) Long ABS-collateralized bond/debt obligation KY $5M 5M 0.03
CARMAX AUTO OWNER TRUST 2020-3 SER 2020-3 CL A4 REGD 0.77000000 (CARMX 2020-3 A 0.77% 06/17/24) Long ABS-collateralized bond/debt obligation US $471K 472K 0.00
CARMAX AUTO OWNER TRUST 2021-1 SER 2021-1 CL A3 REGD 0.34000000 (CARMX 2021-1 A 0.34% 08/15/24) Long ABS-collateralized bond/debt obligation US $293K 294K 0.00
CARMAX AUTO OWNER TRUST 2021-1 SER 2021-1 CL A4 REGD 0.53000000 (CARMX 2021-1 A 0.53% 02/18/25) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
CARMAX AUTO OWNER TRUST 2021-2 SER 2021-2 CL C REGD 1.34000000 (CARMX 2021-2 C 1.34% 02/16/27) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
CARMAX AUTO OWNER TRUST 2021-3 SER 2021-3 CL A3 REGD 0.55000000 (CARMX 2021-3 A 0.55% 08/15/23) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
CARMAX AUTO OWNER TRUST 2021-3 SER 2021-3 CL C REGD 1.25000000 (CARMX 2021-3 C 1.25% 07/15/25) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
CARMAX AUTO OWNER TRUST 2021-4 SER 2021-4 CL A3 REGD 0.56000000 (CARMX 2021-4 A 0.56% 05/15/25) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
CARMAX AUTO OWNER TRUST 2021-4 SER 2021-4 CL C REGD 1.38000000 (CARMX 2021-4 C 1.38% 10/15/25) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
CARMAX AUTO OWNER TRUST 2022-1 SER 2022-1 CL A3 REGD 1.47000000 (CARMX 2022-1 A 1.47% 08/15/25) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
CARMAX AUTO OWNER TRUST 2022-1 SER 2022-1 CL C REGD 2.20000000 (CARMX 2022-1 C 2.2% 01/15/27) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
CARMAX AUTO OWNER TRUST 2022-1 SER 2022-1 CL D REGD 2.47000000 (CARMX 2022-1 D 2.47% 06/15/27) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
CARMAX AUTO OWNER TRUST 2024-1 SER 2024-1 CL A4 REGD 4.94000000 (CARMX 2024-1 A 4.94% 12/15/27) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
CARMAX AUTO OWNER TRUST 2024-2 SER 2024-2 CL A2A REGD 5.65000000 (CARMX 2024-2 A 5.65% 02/16/26) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
CARMAX AUTO OWNER TRUST 2024-2 SER 2024-2 CL A3 REGD 5.50000000 (CARMX 2024-2 A3 5.5% 11/15/27) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
CARVANA AUTO RECEIVABLES TRUST 2021-P3 SER 2021-P3 CL A4 REGD 1.03000000 (CRVNA 2021-P3 1.03% 03/10/26) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
CARVANA AUTO RECEIVABLES TRUST 2023-N1 SER 2023-N1 CL C REGD 144A P/P 5.92000000 (CRVNA 2023-N1 5.92% 06/10/26) Long ABS-collateralized bond/debt obligation US $7M 7M 0.04
CARVANA AUTO RECEIVABLES TRUST 2023-P2 SER 2023-P2 CL B REGD 144A P/P 5.53000000 (CRVNA 2023-P2 5.53% 04/10/28) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
CARVANA AUTO RECEIVABLES TRUST 2023-P3 SER 2023-P3 CL A3 REGD 144A P/P 5.82000000 (CRVNA 2023-P3 5.82% 11/10/26) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
CARVANA AUTO RECEIVABLES TRUST 2024-N2 SER 2024-N2 CL B REGD 144A P/P 5.67000000 (CRVNA 2024-N2 5.67% 03/10/27) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
CARVANA AUTO RECEIVABLES TRUST 2024-P1 SER 2024-P1 CL B REGD 144A P/P 5.37000000 (CRVNA 2024-P1 5.37% 05/10/30) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
CARVANA AUTO RECEIVABLES TRUST 2024-P2 SER 2024-P2 CL B REGD 5.38000000 (CRVNA 2024-P2 5.38% 08/10/29) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
CASCADE FUNDING MORTGAGE TRUST 2021-FRR1 SER 2021-FRR1 CL BK45 V/R 144A P/P 2.03726500 (CFMT 2021-FRR1 B V/R 02/28/25) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
CASSA DEPOSITI E PRESTIT REGD 144A P/P 5.87500000 (CASSA DEPOSITI 5.875% 04/30/29) Long Debt IT $5M 5M 0.03
CD 2006-CD3 MORTGAGE TRUST SER 2006-CD3 CL XS V/R REGD 144A P/P 0.18428700 (CD 2006-CD3 XS V/R 10/15/48) Long ABS-collateralized bond/debt obligation US $527.66 76K 0.00
CD 2019-CD8 MORTGAGE TRUST SER 2019-CD8 CL A3 REGD 2.65700000 (CD 2019-CD8 A 2.657% 07/15/29) Long ABS-collateralized bond/debt obligation US $18M 20M 0.10
CDW LLC/CDW FINANCE REGD 2.67000000 (CDW LLC/CDW FIN 2.67% 12/01/26) Long Debt US $13M 14M 0.08
CELLNEX FINANCE REGD 144A P/P 3.87500000 (CELLNEX FINANC 3.875% 07/07/41) Long Debt ES $2M 3M 0.01
CELULOSA ARAUCO CONSTITU REGD SER WI 4.50000000 (CELULOSA ARAUCO 4.5% 08/01/24) Long Debt CL $777K 779K 0.00
CENOVUS ENERGY INC REGD SER WI 5.25000000 (CENOVUS ENERGY 5.25% 06/15/37) Long Debt CA $2M 2M 0.01
CENOVUS ENERGY INC REGD SER WI 5.40000000 (CENOVUS ENERGY I 5.4% 06/15/47) Long Debt CA $177K 192K 0.00
CENTENE CORP REGD 2.45000000 (CENTENE CORP 2.45% 07/15/28) Long Debt US $3M 3M 0.02
CENTERPOINT ENER HOUSTON REGD 3.95000000 (CENTERPOINT ENE 3.95% 03/01/48) Long Debt US $118K 151K 0.00
CENTERPOINT ENERGY INC REGD 5.40000000 (CENTERPOINT ENER 5.4% 06/01/29) Long Debt US $8M 8M 0.05
CF INDUSTRIES INC REGD 4.95000000 (CF INDUSTRIES I 4.95% 06/01/43) Long Debt US $2M 2M 0.01
CF INDUSTRIES INC REGD 5.37500000 (CF INDUSTRIES 5.375% 03/15/44) Long Debt US $2M 2M 0.01
CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 SER 2017-C8 CL A3 REGD 3.30480000 (CFCRE 2017-C8 3.304% 03/15/27) Long ABS-collateralized bond/debt obligation US $19M 20M 0.11
CFIN 2022-RTL1 ISSUER LLC SER 2022-RTL1 CL AA REGD 144A P/P 3.25000000 (CFIN 2022-RTL1 3.25% 02/16/26) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
CGI INC REGD 2.30000000 (CGI INC 2.3% 09/14/31) Long Debt CA $3M 4M 0.02
CGI INC REGD SER WI 1.45000000 (CGI INC 1.45% 09/14/26) Long Debt CA $2M 2M 0.01
CH ROBINSON WORLDWIDE REGD 4.20000000 (CH ROBINSON WORL 4.2% 04/15/28) Long Debt US $6M 6M 0.03
CHARLES SCHWAB CORP REGD 1.65000000 (CHARLES SCHWAB 1.65% 03/11/31) Long Debt US $9M 11M 0.05
CHARTER COMM OPT LLC/CAP REGD 3.50000000 (CHARTER COMM OPT 3.5% 06/01/41) Long Debt US $9M 13M 0.05
CHARTER COMM OPT LLC/CAP REGD 3.50000000 (CHARTER COMM OPT 3.5% 03/01/42) Long Debt US $6M 9M 0.03
CHARTER COMM OPT LLC/CAP REGD 3.70000000 (CHARTER COMM OPT 3.7% 04/01/51) Long Debt US $2M 3M 0.01
CHARTER COMM OPT LLC/CAP REGD 5.05000000 (CHARTER COMM OP 5.05% 03/30/29) Long Debt US $2M 2M 0.01
CHARTER COMM OPT LLC/CAP REGD 5.37500000 (CHARTER COMM O 5.375% 04/01/38) Long Debt US $727K 835K 0.00
CHARTER COMM OPT LLC/CAP REGD 5.75000000 (CHARTER COMM OP 5.75% 04/01/48) Long Debt US $1M 2M 0.01
CHARTER COMM OPT LLC/CAP REGD 6.55000000 (CHARTER COMM OP 6.55% 06/01/34) Long Debt US $12M 12M 0.07
CHARTER COMM OPT LLC/CAP REGD SER WI 4.90800000 (CHARTER COMM O 4.908% 07/23/25) Long Debt US $2M 2M 0.01
CHARTER COMM OPT LLC/CAP REGD SER WI 6.38400000 (CHARTER COMM O 6.384% 10/23/35) Long Debt US $4M 4M 0.02
CHARTER COMM OPT LLC/CAP REGD SER WI 6.83400000 (CHARTER COMM O 6.834% 10/23/55) Long Debt US $652K 690K 0.00
CHASE AUTO OWNER TRUST 2024-2 SER 2024-2A CL A3 REGD 144A P/P 5.52000000 (CHAOT 2024-2A 5.52% 01/25/28) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
CHASE AUTO OWNER TRUST 2024-2 SER 2024-2A CL A4 REGD 144A P/P 5.48000000 (CHAOT 2024-2A 5.48% 09/25/28) Long ABS-collateralized bond/debt obligation US $6M 6M 0.03
CHASE AUTO OWNER TRUST 2024-2 SER 2024-2A CL B REGD 144A P/P 5.55000000 (CHAOT 2024-2A 5.55% 11/25/28) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
CHASE FUNDING TRUST SERIES 2003-4 SER 2003-4 CL 1A5 V/R REGD 5.91600000 (CFAB 2003-4 1A5 V/R 05/25/33) Long ABS-collateralized bond/debt obligation US $56K 59K 0.00
CHASE FUNDING TRUST SERIES 2003-6 SER 2003-6 CL 1A5 V/R REGD 5.85000000 (CFAB 2003-6 1A5 V/R 11/25/34) Long ABS-collateralized bond/debt obligation US $70K 72K 0.00
CHASE FUNDING TRUST SERIES 2003-6 SER 2003-6 CL 1A7 S/UP REGD 5.27700000 (CFAB 2003-6 1A7 S/UP 11/25/34) Long ABS-collateralized bond/debt obligation US $119K 123K 0.00
CHASE HOME LENDING MORTGAGE TRUST 2023-RPL1 SER 2023-RPL1 CL A1 V/R REGD 144A P/P 3.50000000 (CHASE 2023-RPL1 V/R 06/25/62) Long ABS-collateralized bond/debt obligation US $6M 6M 0.03
CHASE HOME LENDING MORTGAGE TRUST SERIES SER 2024-RPL1 CL A1A V/R REGD 144A P/P 3.25000000 (CHASE 2024-RPL1 V/R 12/25/42) Long ABS-collateralized bond/debt obligation US $9M 10M 0.05
CHASE HOME LENDING MORTGAGE TRUST SERIES SER 2024-RPL2 CL A1A V/R REGD 144A P/P 3.25000000 (CHASE 2024-RPL2 V/R 08/25/64) Long ABS-collateralized bond/debt obligation US $21M 24M 0.12
CHASE HOME LENDING MORTGAGE TRUST SERIES SER 2024-RPL3 CL A1A V/R REGD 144A P/P 3.25000000 (CHASE 2024-RPL3 V/R 09/25/64) Long ABS-collateralized bond/debt obligation US $1M 2M 0.01
CHASE ISSUANCE TRUST SER 2023-A2 CL A REGD 5.08000000 (CHAIT 2023-A2 5.08% 09/15/28) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
CHASE ISSUANCE TRUST SER 2024-A2 CL A REGD 4.63000000 (CHAIT 2024-A2 4.63% 01/15/29) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 SER 2007-A1 CL 1A3 V/R REGD 6.18119200 (CHASE 2007-A1 1A V/R 02/25/37) Long ABS-collateralized bond/debt obligation US $9K 9K 0.00
CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 SER 2007-A1 CL 2A1 V/R REGD 6.62265300 (CHASE 2007-A1 2A V/R 02/25/37) Long ABS-collateralized bond/debt obligation US $17K 18K 0.00
CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 SER 2007-A1 CL 7A1 V/R REGD 7.16118200 (CHASE 2007-A1 7A V/R 02/25/37) Long ABS-collateralized bond/debt obligation US $1K 1K 0.00
CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 SER 2007-A1 CL 9A1 V/R REGD 6.21398100 (CHASE 2007-A1 9A V/R 02/25/37) Long ABS-collateralized bond/debt obligation US $11K 11K 0.00
CHASE MORTGAGE FINANCE TRUST SERIES 2007-A2 SER 2007-A2 CL 1A1 V/R REGD 7.14606900 (CHASE 2007-A2 1A V/R 05/25/08) Long ABS-collateralized bond/debt obligation US $6K 6K 0.00
CHASE MORTGAGE FINANCE TRUST SERIES 2007-A2 SER 2007-A2 CL 2A1 V/R REGD 5.78159600 (CHASE 2007-A2 2A V/R 11/25/08) Long ABS-collateralized bond/debt obligation US $15K 15K 0.00
CHENIERE ENERGY INC REGD 144A P/P 5.65000000 (CHENIERE ENERGY 5.65% 04/15/34) Long Debt US $2M 2M 0.01
CHENIERE ENERGY PARTNERS REGD 144A P/P 5.75000000 (CHENIERE ENERGY 5.75% 08/15/34) Long Debt US $4M 4M 0.02
CHENIERE ENERGY PARTNERS REGD 5.95000000 (CHENIERE ENERGY 5.95% 06/30/33) Long Debt US $3M 3M 0.02
CHILDREN'S HEATH SYS TX REGD 2.51100000 (CHILDREN'S HEA 2.511% 08/15/50) Long Debt US $1M 2M 0.01
CHILDREN'S HOSPITAL CORP REGD SER 2020 2.58500000 (CHILDREN'S HOS 2.585% 02/01/50) Long Debt US $805K 1M 0.00
CHILDREN'S HOSPITAL/DC REGD SER 2020 2.92800000 (CHILDREN'S HOS 2.928% 07/15/50) Long Debt US $860K 1M 0.01
CHL MORTGAGE PASS-THROUGH TRUST 2002-18 SER 2002-18 CL PO ZCP REGD 0.00000000 (CWHL 2002-18 PO ZCP 11/25/32) Long ABS-collateralized bond/debt obligation US $3K 4K 0.00
CHL MORTGAGE PASS-THROUGH TRUST 2004-3 SER 2004-3 CL A26 REGD 5.50000000 (CWHL 2004-3 A26 5.5% 04/25/34) Long ABS-collateralized bond/debt obligation US $11K 11K 0.00
CHL MORTGAGE PASS-THROUGH TRUST 2004-3 SER 2004-3 CL A4 REGD 5.75000000 (CWHL 2004-3 A4 5.75% 04/25/34) Long ABS-collateralized bond/debt obligation US $7K 8K 0.00
CHL MORTGAGE PASS-THROUGH TRUST 2004-5 SER 2004-5 CL 1A4 REGD 5.50000000 (CWHL 2004-5 1A4 5.5% 06/25/34) Long ABS-collateralized bond/debt obligation US $46K 47K 0.00
CHL MORTGAGE PASS-THROUGH TRUST 2004-8 SER 2004-8 CL 2A1 REGD 4.50000000 (CWHL 2004-8 2A1 4.5% 06/25/20) Long ABS-collateralized bond/debt obligation US $744.61 1K 0.00
CHL MORTGAGE PASS-THROUGH TRUST 2004-HYB1 SER 2004-HYB1 CL 2A V/R REGD 5.42980500 (CWHL 2004-HYB1 2 V/R 05/20/34) Long ABS-collateralized bond/debt obligation US $5K 6K 0.00
CHL MORTGAGE PASS-THROUGH TRUST 2004-HYB3 SER 2004-HYB3 CL 2A V/R REGD 4.78930000 (CWHL 2004-HYB3 2 V/R 06/20/34) Long ABS-collateralized bond/debt obligation US $23K 25K 0.00
CHL MORTGAGE PASS-THROUGH TRUST 2004-HYB6 SER 2004-HYB6 CL A3 V/R REGD 5.31145500 (CWHL 2004-HYB6 A V/R 11/20/34) Long ABS-collateralized bond/debt obligation US $18K 19K 0.00
CHL MORTGAGE PASS-THROUGH TRUST 2005-14 SER 2005-14 CL A2 REGD 5.50000000 (CWHL 2005-14 A2 5.5% 07/25/35) Long ABS-collateralized bond/debt obligation US $3K 8K 0.00
CHL MORTGAGE PASS-THROUGH TRUST 2005-16 SER 2005-16 CL A23 REGD 5.50000000 (CWHL 2005-16 A2 5.5% 09/25/35) Long ABS-collateralized bond/debt obligation US $3K 5K 0.00
CHL MORTGAGE PASS-THROUGH TRUST 2005-22 SER 2005-22 CL 2A1 V/R REGD 4.69025100 (CWHL 2005-22 2A1 V/R 11/25/35) Long ABS-collateralized bond/debt obligation US $68K 86K 0.00
CIFC FUNDING 2018-II LTD SER 2018-2A CL A1 V/R REGD 144A P/P 6.62617000 (CIFC 2018-2A A1 V/R 04/20/31) Long ABS-collateralized bond/debt obligation KY $10M 10M 0.06
CIFC FUNDING 2021-V LTD SER 2021-5A CL A V/R REGD 144A P/P 6.73017000 (CIFC 2021-5A A V/R 07/15/34) Long ABS-collateralized bond/debt obligation KY $10M 10M 0.06
CIGNA GROUP/THE REGD SER * 3.25000000 (CIGNA GROUP/THE 3.25% 04/15/25) Long Debt US $953K 970K 0.01
CIGNA GROUP/THE REGD SER * 4.80000000 (CIGNA GROUP/THE 4.8% 07/15/46) Long Debt US $192K 218K 0.00
CIGNA GROUP/THE REGD SER WI 4.37500000 (CIGNA GROUP/TH 4.375% 10/15/28) Long Debt US $15M 15M 0.09
CIM TRUST 2022-R3 SER 2022-R3 CL A1 V/R REGD 144A P/P 4.50000000 (CIM 2022-R3 A1 V/R 03/25/62) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
CIM TRUST 2023-R2 SER 2023-R2 CL A1 V/R REGD 144A P/P 5.50000000 (CIM 2023-R2 A1 V/R 08/25/64) Long ABS-collateralized bond/debt obligation US $9M 9M 0.05
CITIBANK NA REGD SER BKNT 5.57000000 (CITIBANK NA 5.57% 04/30/34) Long Debt US $3M 3M 0.02
CITICORP MORTGAGE SECURITIES TRUST SERIES 2006-4 SER 2006-4 CL 1A2 REGD 6.00000000 (CMSI 2006-4 1A2 6% 08/25/36) Long ABS-collateralized bond/debt obligation US $16K 19K 0.00
CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC29 SER 2015-GC29 CL A3 REGD 2.93500000 (CGCMT 2015-GC 2.935% 03/10/25) Long ABS-collateralized bond/debt obligation US $9M 9M 0.05
CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC33 SER 2015-GC33 CL A4 REGD 3.77800000 (CGCMT 2015-GC 3.778% 09/10/25) Long ABS-collateralized bond/debt obligation US $694K 717K 0.00
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1 SER 2016-C1 CL A3 REGD 2.94400000 (CGCMT 2016-C1 2.944% 04/10/26) Long ABS-collateralized bond/debt obligation US $10M 10M 0.06
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6 SER 2016-P6 CL A5 V/R REGD 3.72000000 (CGCMT 2016-P6 A5 V/R 11/10/26) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P7 SER 2017-P7 CL A3 REGD 3.44200000 (CGCMT 2017-P7 3.442% 01/14/27) Long ABS-collateralized bond/debt obligation US $14M 14M 0.08
CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P8 SER 2017-P8 CL A3 REGD 3.20300000 (CGCMT 2017-P8 3.203% 07/15/27) Long ABS-collateralized bond/debt obligation US $20M 21M 0.12
CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2 SER 2018-B2 CL A3 REGD 3.74400000 (CGCMT 2018-B2 3.744% 01/10/28) Long ABS-collateralized bond/debt obligation US $21M 22M 0.12
CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2 SER 2018-B2 CL A4 REGD 4.00900000 (CGCMT 2018-B2 4.009% 02/10/28) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-C7 SER 2019-C7 CL A3 REGD 2.86000000 (CGCMT 2019-C7 2.86% 11/15/29) Long ABS-collateralized bond/debt obligation US $2M 3M 0.01
CITIGROUP GLOBAL MARKETS MORTGAGE SECURITIES VII INC SER 2003-HYB1 CL A V/R REGD 6.24000000 (SBM7 2003-HYB1 A V/R 09/25/33) Long ABS-collateralized bond/debt obligation US $13K 13K 0.00
CITIGROUP GLOBAL MARKETS MORTGAGE SECURITIES VII INC SER 2003-UP2 CL PO1 ZCP REGD 0.00000000 (SBM7 2003-UP2 PO ZCP 12/25/18) Long ABS-collateralized bond/debt obligation US $133.14 139.65 0.00
CITIGROUP INC REGD 3.70000000 (CITIGROUP INC 3.7% 01/12/26) Long Debt US $9M 9M 0.05
CITIGROUP INC REGD 4.30000000 (CITIGROUP INC 4.3% 11/20/26) Long Debt US $2M 2M 0.01
CITIGROUP INC REGD 4.40000000 (CITIGROUP INC 4.4% 06/10/25) Long Debt US $10M 10M 0.06
CITIGROUP INC REGD 4.45000000 (CITIGROUP INC 4.45% 09/29/27) Long Debt US $8M 8M 0.05
CITIGROUP INC REGD V/R 1.12200000 (CITIGROUP INC V/R 01/28/27) Long Debt US $18M 19M 0.11
CITIGROUP INC REGD V/R 2.52000000 (CITIGROUP INC V/R 11/03/32) Long Debt US $937K 1M 0.01
CITIGROUP INC REGD V/R 2.56100000 (CITIGROUP INC V/R 05/01/32) Long Debt US $16M 19M 0.09
CITIGROUP INC REGD V/R 3.05700000 (CITIGROUP INC V/R 01/25/33) Long Debt US $6M 7M 0.03
CITIGROUP INC REGD V/R 3.52000000 (CITIGROUP INC V/R 10/27/28) Long Debt US $4M 4M 0.02
CITIGROUP INC REGD V/R 3.66800000 (CITIGROUP INC V/R 07/24/28) Long Debt US $8M 8M 0.04
CITIGROUP INC REGD V/R 3.78500000 (CITIGROUP INC V/R 03/17/33) Long Debt US $891K 1M 0.01
CITIGROUP INC REGD V/R 3.88700000 (CITIGROUP INC V/R 01/10/28) Long Debt US $12M 13M 0.07
CITIGROUP INC REGD V/R 3.98000000 (CITIGROUP INC V/R 03/20/30) Long Debt US $3M 3M 0.02
CITIGROUP INC REGD V/R 4.07500000 (CITIGROUP INC V/R 04/23/29) Long Debt US $1M 1M 0.01
CITIGROUP INC REGD V/R 5.17400000 (CITIGROUP INC V/R 02/13/30) Long Debt US $11M 11M 0.06
CITIGROUP INC REGD V/R 5.44900000 (CITIGROUP INC V/R 06/11/35) Long Debt US $7M 8M 0.04
CITIGROUP MORTGAGE LOAN TRUST 2004-UST1 SER 2004-UST1 CL A6 V/R REGD 7.53498900 (CMLTI 2004-UST1 V/R 08/25/34) Long ABS-collateralized bond/debt obligation US $4K 5K 0.00
CITIGROUP MORTGAGE LOAN TRUST 2005-9 SER 2005-9 CL 2A2 V/R REGD 5.50000000 (CMLTI 2005-9 2A2 V/R 11/25/35) Long ABS-collateralized bond/debt obligation US $571.23 741.48 0.00
CITIGROUP MORTGAGE LOAN TRUST 2009-10 SER 2009-10 CL 1A1 V/R REGD 144A P/P 5.67191700 (CMLTI 2009-10 1A V/R 09/25/33) Long ABS-collateralized bond/debt obligation US $35K 35K 0.00
CITIGROUP MORTGAGE LOAN TRUST 2015-A SER 2015-A CL B2 V/R REGD 144A P/P 4.50000000 (CMLTI 2015-A B2 V/R 06/25/58) Long ABS-collateralized bond/debt obligation US $160K 169K 0.00
CITIGROUP MORTGAGE LOAN TRUST INC SER 2003-1 CL 2A5 REGD 5.25000000 (CMLTI 2003-1 2 5.25% 10/25/33) Long ABS-collateralized bond/debt obligation US $4K 5K 0.00
CITIGROUP MORTGAGE LOAN TRUST INC SER 2003-1 CL PO2 ZCP REGD 0.00000000 (CMLTI 2003-1 PO2 ZCP 10/25/33) Long ABS-collateralized bond/debt obligation US $6.97 7.6 0.00
CITIGROUP MORTGAGE LOAN TRUST INC SER 2003-1 CL PO3 ZCP REGD 0.00000000 (CMLTI 2003-1 PO3 ZCP 09/25/33) Long ABS-collateralized bond/debt obligation US $890.03 1K 0.00
CITIGROUP MORTGAGE LOAN TRUST INC SER 2003-UP3 CL A3 REGD 7.00000000 (CMLTI 2003-UP3 A3 7% 09/25/33) Long ABS-collateralized bond/debt obligation US $2K 2K 0.00
CITIGROUP MORTGAGE LOAN TRUST INC SER 2005-1 CL 2A1A V/R REGD 3.55453200 (CMLTI 2005-1 2A1 V/R 02/25/35) Long ABS-collateralized bond/debt obligation US $14K 17K 0.00
CITIGROUP MORTGAGE LOAN TRUST INC SER 2005-2 CL 2A11 REGD 5.50000000 (CMLTI 2005-2 2A 5.5% 05/25/35) Long ABS-collateralized bond/debt obligation US $40K 41K 0.00
CITIGROUP MORTGAGE LOAN TRUST INC SER 2005-5 CL 1A2 V/R REGD 4.72736600 (CMLTI 2005-5 1A2 V/R 08/25/35) Long ABS-collateralized bond/debt obligation US $31K 40K 0.00
CITIZENS AUTO RECEIVABLES TRUST 2024-1 SER 2024-1 CL A3 REGD 144A P/P 5.11000000 (CITZN 2024-1 A 5.11% 10/15/26) Long ABS-collateralized bond/debt obligation US $6M 6M 0.04
CITIZENS FINANCIAL GROUP REGD 3.25000000 (CITIZENS FINANC 3.25% 04/30/30) Long Debt US $4M 5M 0.03
CITIZENS FINANCIAL GROUP REGD V/R 6.64500000 (CITIZENS FINANCIA V/R 04/25/35) Long Debt US $2M 2M 0.01
CK HUTCHISON INTNTL 21 REGD 144A P/P 3.12500000 (CK HUTCHISON I 3.125% 04/15/41) Long Debt KY $520K 703K 0.00
CLEVELAND ELECTRIC ILLUM REGD 144A P/P 3.50000000 (CLEVELAND ELECTR 3.5% 04/01/28) Long Debt US $1M 1M 0.01
CMS ENERGY CORP REGD 2.95000000 (CMS ENERGY CORP 2.95% 02/15/27) Long Debt US $326K 348K 0.00
CMS ENERGY CORP REGD 3.00000000 (CMS ENERGY CORP 3% 05/15/26) Long Debt US $105K 110K 0.00
CNA FINANCIAL CORP REGD 3.45000000 (CNA FINANCIAL C 3.45% 08/15/27) Long Debt US $777K 820K 0.00
CNA FINANCIAL CORP REGD 5.50000000 (CNA FINANCIAL CO 5.5% 06/15/33) Long Debt US $8M 8M 0.05
CNO GLOBAL FUNDING REGD 144A P/P MTN 5.87500000 (CNO GLOBAL FUN 5.875% 06/04/27) Long Debt US $5M 5M 0.03
COCA-COLA CO/THE REGD 5.30000000 (COCA-COLA CO/THE 5.3% 05/13/54) Long Debt US $4M 4M 0.02
COCA-COLA FEMSA SAB CV REGD 1.85000000 (COCA-COLA FEMSA 1.85% 09/01/32) Long Debt MX $1M 2M 0.01
COCA-COLA FEMSA SAB CV REGD 2.75000000 (COCA-COLA FEMSA 2.75% 01/22/30) Long Debt MX $550K 619K 0.00
CODELCO INC REGD 144A P/P 3.62500000 (CODELCO INC 3.625% 08/01/27) Long Debt CL $4M 4M 0.02
CODELCO INC REGD 144A P/P 6.44000000 (CODELCO INC 6.44% 01/26/36) Long Debt CL $2M 2M 0.01
COLUMBIA PIPELINE GROUP REGD SER WI 5.80000000 (COLUMBIA PIPELIN 5.8% 06/01/45) Long Debt US $3M 3M 0.02
COLUMBIA PIPELINES OPCO REGD 144A P/P 6.03600000 (COLUMBIA PIPEL 6.036% 11/15/33) Long Debt US $1M 1M 0.01
COMCAST CORP REGD 3.25000000 (COMCAST CORP 3.25% 11/01/39) Long Debt US $3M 3M 0.01
COMCAST CORP REGD 3.75000000 (COMCAST CORP 3.75% 04/01/40) Long Debt US $2M 2M 0.01
COMCAST CORP REGD 3.90000000 (COMCAST CORP 3.9% 03/01/38) Long Debt US $386K 455K 0.00
COMCAST CORP REGD 4.20000000 (COMCAST CORP 4.2% 08/15/34) Long Debt US $509K 555K 0.00
COMCAST CORP REGD 4.25000000 (COMCAST CORP 4.25% 01/15/33) Long Debt US $3M 3M 0.02
COMCAST CORP REGD 5.35000000 (COMCAST CORP 5.35% 05/15/53) Long Debt US $7M 7M 0.04
COMCAST CORP REGD SER WI 2.88700000 (COMCAST CORP 2.887% 11/01/51) Long Debt US $2M 3M 0.01
COMCAST CORP REGD SER WI 2.93700000 (COMCAST CORP 2.937% 11/01/56) Long Debt US $510K 845K 0.00
COMCAST CORP REGD SER WI 2.98700000 (COMCAST CORP 2.987% 11/01/63) Long Debt US $2M 3M 0.01
COMCAST CORP REGD SER WI 3.96900000 (COMCAST CORP 3.969% 11/01/47) Long Debt US $120K 154K 0.00
COMCAST CORP REGD SER WI 3.99900000 (COMCAST CORP 3.999% 11/01/49) Long Debt US $498K 638K 0.00
COMCAST CORP REGD SER WI 4.04900000 (COMCAST CORP 4.049% 11/01/52) Long Debt US $121K 156K 0.00
COMISION FEDERAL DE ELEC REGD 144A P/P 4.68800000 (COMISION FEDER 4.688% 05/15/29) Long Debt MX $4M 4M 0.02
COMM 2013-300P MORTGAGE TRUST SER 2013-300P CL A1 V/R REGD 144A P/P 4.35300000 (COMM 2013-300P A V/R 08/10/23) Long ABS-collateralized bond/debt obligation US $486K 516K 0.00
COMM 2014-CCRE20 MORTGAGE TRUST SER 2014-CR20 CL A3 REGD 3.32600000 (COMM 2014-CR2 3.326% 09/10/24) Long ABS-collateralized bond/debt obligation US $5M 6M 0.03
COMM 2015-CCRE24 MORTGAGE TRUST SER 2015-CR24 CL A4 REGD 3.43200000 (COMM 2015-CR2 3.432% 07/10/25) Long ABS-collateralized bond/debt obligation US $4M 5M 0.03
COMM 2015-CCRE24 MORTGAGE TRUST SER 2015-CR24 CL A5 REGD 3.69600000 (COMM 2015-CR2 3.696% 07/10/25) Long ABS-collateralized bond/debt obligation US $753K 771K 0.00
COMM 2015-CCRE25 MORTGAGE TRUST SER 2015-CR25 CL A3 REGD 3.50500000 (COMM 2015-CR2 3.505% 07/10/25) Long ABS-collateralized bond/debt obligation US $8M 8M 0.05
COMM 2015-CCRE25 MORTGAGE TRUST SER 2015-CR25 CL A4 REGD 3.75900000 (COMM 2015-CR2 3.759% 08/10/25) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
COMM 2018-HOME MORTGAGE TRUST SER 2018-HOME CL A V/R REGD 144A P/P 3.94223900 (COMM 2018-HOME A V/R 04/10/28) Long ABS-collateralized bond/debt obligation US $10M 11M 0.06
COMM 2020-CBM MORTGAGE TRUST SER 2020-CBM CL C REGD 144A P/P 3.40200000 (COMM 2020-CBM 3.402% 02/10/25) Long ABS-collateralized bond/debt obligation US $6M 6M 0.03
COMMONBOND STUDENT LOAN TRUST 2017-B-GS SER 2017-BGS CL A1 REGD 144A P/P 2.68000000 (CBSLT 2017-BGS 2.68% 03/25/27) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
COMMONBOND STUDENT LOAN TRUST 2018-A-GS SER 2018-AGS CL A1 REGD 144A P/P 3.21000000 (CBSLT 2018-AGS 3.21% 06/25/27) Long ABS-collateralized bond/debt obligation US $1M 2M 0.01
COMMONBOND STUDENT LOAN TRUST 2018-C-GS SER 2018-CGS CL A1 REGD 144A P/P 3.87000000 (CBSLT 2018-CGS 3.87% 02/25/46) Long ABS-collateralized bond/debt obligation US $377K 400K 0.00
COMMONSPIRIT HEALTH REGD 1.54700000 (COMMONSPIRIT H 1.547% 10/01/25) Long Debt US $1M 1M 0.01
COMMONSPIRIT HEALTH REGD 2.78200000 (COMMONSPIRIT H 2.782% 10/01/30) Long Debt US $5M 6M 0.03
COMMONSPIRIT HEALTH REGD 3.91000000 (COMMONSPIRIT HE 3.91% 10/01/50) Long Debt US $961K 1M 0.01
COMMONWEALTH BANK AUST REGD 144A P/P MTN 3.74300000 (COMMONWEALTH B 3.743% 09/12/39) Long Debt AU $4M 5M 0.02
COMMONWEALTH EDISON CO REGD 3.65000000 (COMMONWEALTH ED 3.65% 06/15/46) Long Debt US $271K 364K 0.00
COMMONWEALTH EDISON CO REGD 4.00000000 (COMMONWEALTH EDISO 4% 03/01/48) Long Debt US $4M 5M 0.02
COMMONWEALTH EDISON CO REGD SER 123 3.75000000 (COMMONWEALTH ED 3.75% 08/15/47) Long Debt US $753K 1M 0.00
CON EDISON CO OF NY INC REGD 3.85000000 (CON EDISON CO O 3.85% 06/15/46) Long Debt US $2M 3M 0.01
CON EDISON CO OF NY INC REGD 4.50000000 (CON EDISON CO OF 4.5% 05/15/58) Long Debt US $439K 538K 0.00
CON EDISON CO OF NY INC REGD 5.70000000 (CON EDISON CO OF 5.7% 06/15/40) Long Debt US $317K 318K 0.00
CON EDISON CO OF NY INC REGD SER 2017 3.87500000 (CON EDISON CO 3.875% 06/15/47) Long Debt US $1M 2M 0.01
CON EDISON CO OF NY INC REGD SER C 4.30000000 (CON EDISON CO OF 4.3% 12/01/56) Long Debt US $2M 3M 0.01
CONAGRA BRANDS INC REGD 1.37500000 (CONAGRA BRANDS 1.375% 11/01/27) Long Debt US $2M 2M 0.01
CONAGRA BRANDS INC REGD 7.00000000 (CONAGRA BRANDS INC 7% 10/01/28) Long Debt US $3M 3M 0.02
CONNECTICUT AVENUE SECURITIES TRUST 2021-R03 SER 2021-R03 CL 1M1 V/R REGD 144A P/P 6.18535000 (CAS 2021-R03 1M1 V/R 12/25/41) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 SER 2022-R01 CL 1M2 V/R REGD 144A P/P 7.23535000 (CAS 2022-R01 1M2 V/R 12/25/41) Long ABS-collateralized bond/debt obligation US $7M 7M 0.04
CONNECTICUT AVENUE SECURITIES TRUST 2023-R05 SER 2023-R05 CL 1M1 V/R REGD 144A P/P 7.23501000 (CAS 2023-R05 1M1 V/R 06/25/43) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
CONNECTICUT AVENUE SECURITIES TRUST 2023-R06 SER 2023-R06 CL 1M1 V/R REGD 144A P/P 7.03535000 (CAS 2023-R06 1M1 V/R 07/25/43) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
CONNECTICUT AVENUE SECURITIES TRUST 2023-R08 SER 2023-R08 CL 1M1 V/R REGD 144A P/P 6.83535000 (CAS 2023-R08 1M1 V/R 10/25/43) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
CONNECTICUT AVENUE SECURITIES TRUST 2024-R01 SER 2024-R01 CL 1M1 V/R REGD 144A P/P 6.38535000 (CAS 2024-R01 1M1 V/R 01/25/44) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
CONSTELLATION BRANDS INC REGD 2.87500000 (CONSTELLATION 2.875% 05/01/30) Long Debt US $3M 4M 0.02
CONSTELLATION BRANDS INC REGD 4.50000000 (CONSTELLATION BR 4.5% 05/09/47) Long Debt US $150K 180K 0.00
CONSTELLATION BRANDS INC REGD 4.75000000 (CONSTELLATION B 4.75% 05/09/32) Long Debt US $384K 400K 0.00
CONSTELLATION EN GEN LLC REGD 5.75000000 (CONSTELLATION E 5.75% 10/01/41) Long Debt US $5M 5M 0.03
CONSTELLATION EN GEN LLC REGD 5.75000000 (CONSTELLATION E 5.75% 03/15/54) Long Debt US $813K 839K 0.00
CONSTELLATION EN GEN LLC REGD 5.80000000 (CONSTELLATION EN 5.8% 03/01/33) Long Debt US $3M 3M 0.02
CONSTELLATION EN GEN LLC REGD 6.25000000 (CONSTELLATION E 6.25% 10/01/39) Long Debt US $310K 300K 0.00
CONSTELLATION EN GEN LLC REGD SER WI 5.60000000 (CONSTELLATION EN 5.6% 06/15/42) Long Debt US $11M 11M 0.06
CONSUMERS ENERGY CO REGD 3.25000000 (CONSUMERS ENERG 3.25% 08/15/46) Long Debt US $138K 190K 0.00
CONSUMERS ENERGY CO REGD 4.35000000 (CONSUMERS ENERG 4.35% 08/31/64) Long Debt US $147K 191K 0.00
CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST SER 2020-1A CL A REGD 144A P/P 2.24000000 (CFCC 2020-1A A 2.24% 07/15/24) Long ABS-collateralized bond/debt obligation US $775K 779K 0.00
CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST SER 2022-A CL A REGD 144A P/P 6.19000000 (CFCC 2022-A A 6.19% 10/15/30) Long ABS-collateralized bond/debt obligation US $10M 10M 0.06
CONTINENTAL RESOURCES REGD 144A P/P 2.26800000 (CONTINENTAL RE 2.268% 11/15/26) Long Debt US $3M 3M 0.02
CONTL AIRLINES 2012-2 A REGD SER 2-A 4.00000000 (CONTL AIRLINES 201 4% 10/29/24) Long Debt US $3M 3M 0.02
COOF SECURITIZATION TRUST 2014-1 LTD SER 2014-1 CL A V/R 144A P/P 2.89848400 (COOF 2014-1 A V/R 06/25/40) Long ABS-collateralized bond/debt obligation US $18K 256K 0.00
COOPERATIEVE RABOBANK UA REGD 4.37500000 (COOPERATIEVE R 4.375% 08/04/25) Long Debt NL $561K 570K 0.00
COPT DEFENSE PROP LP REGD 2.00000000 (COPT DEFENSE PROP 2% 01/15/29) Long Debt US $729K 860K 0.00
COPT DEFENSE PROP LP REGD 2.90000000 (COPT DEFENSE PRO 2.9% 12/01/33) Long Debt US $4M 5M 0.02
COREBRIDGE FINANCIAL INC REGD 3.65000000 (COREBRIDGE FINA 3.65% 04/05/27) Long Debt US $2M 2M 0.01
COREBRIDGE FINANCIAL INC REGD 3.85000000 (COREBRIDGE FINA 3.85% 04/05/29) Long Debt US $1M 1M 0.01
COREVEST AMERICAN FINANCE 2019-3 TRUST SER 2019-3 CL A REGD 144A P/P 2.70500000 (CAFL 2019-3 A 2.705% 07/15/29) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
COREVEST AMERICAN FINANCE 2019-3 TRUST SER 2019-3 CL B REGD 144A P/P 3.16300000 (CAFL 2019-3 B 3.163% 09/15/29) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
COREVEST AMERICAN FINANCE 2019-3 TRUST SER 2019-3 CL C REGD 144A P/P 3.26500000 (CAFL 2019-3 C 3.265% 09/15/29) Long ABS-collateralized bond/debt obligation US $5M 6M 0.03
COREVEST AMERICAN FINANCE 2020-3 TRUST SER 2020-3 CL B REGD 144A P/P 2.20300000 (CAFL 2020-3 B 2.203% 07/15/30) Long ABS-collateralized bond/debt obligation US $5M 6M 0.03
CORNING INC REGD 3.90000000 (CORNING INC 3.9% 11/15/49) Long Debt US $722K 960K 0.00
CORP ANDINA DE FOMENTO REGD 5.00000000 (CORP ANDINA DE FOM 5% 01/24/29) Long Debt VE $5M 5M 0.03
COTERRA ENERGY INC REGD SER WI 3.90000000 (COTERRA ENERGY I 3.9% 05/15/27) Long Debt US $3M 3M 0.02
COTTAGE HEALTH SYSTEM REGD SER 2020 3.30400000 (COTTAGE HEALTH 3.304% 11/01/49) Long Debt US $1M 2M 0.01
COUNTRYWIDE ALTERNATIVE LOAN T RUST SER 2004-2CB CL 1A9 REGD 5.75000000 (CWALT 2004-2CB 5.75% 03/25/34) Long ABS-collateralized bond/debt obligation US $221K 222K 0.00
COUNTRYWIDE ASSET BACKED CERTIFICATES SERIES 2004-1 CLASS M2 VARIABLE RATE REGD 6.28471000 (CWL 2004-1 M2 V/R 3/25/34) Long ABS-collateralized bond/debt obligation US $3K 3K 0.00
COUNTRYWIDE ASSET-BACKED CEFTIFICATES SERIES 2004-6 CLASS M1 REGD VARIABLE 6.35971000 (CWL 2004-6 M1 V/R 10/25/34) Long ABS-collateralized bond/debt obligation US $5K 5K 0.00
COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2004-S1 CL A3 V/R REGD 5.11500000 (CWL 2004-S1 A3 V/R 02/25/35) Long ABS-collateralized bond/debt obligation US $6K 6K 0.00
COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2004-7 2A1 V/R REGD__ 5.58636500 (CWHL 2004-7 2A1 V/R 06/25/34) Long ABS-collateralized bond/debt obligation US $3K 4K 0.00
COX COMMUNICATIONS INC REGD 144A P/P 2.60000000 (COX COMMUNICATIO 2.6% 06/15/31) Long Debt US $13M 16M 0.08
COX COMMUNICATIONS INC REGD 144A P/P 2.95000000 (COX COMMUNICATI 2.95% 10/01/50) Long Debt US $758K 1M 0.00
COX COMMUNICATIONS INC REGD 144A P/P 3.35000000 (COX COMMUNICATI 3.35% 09/15/26) Long Debt US $353K 369K 0.00
COX COMMUNICATIONS INC REGD 144A P/P 3.50000000 (COX COMMUNICATIO 3.5% 08/15/27) Long Debt US $8M 8M 0.05
COX COMMUNICATIONS INC REGD 144A P/P 3.60000000 (COX COMMUNICATIO 3.6% 06/15/51) Long Debt US $848K 1M 0.00
COX COMMUNICATIONS INC REGD P/P 3.85000000 (COX COMMUNICATI 3.85% 02/01/25) Long Debt US $1M 1M 0.01
COX COMMUNICATIONS INC REGD P/P 4.80000000 (COX COMMUNICATIO 4.8% 02/01/35) Long Debt US $5M 6M 0.03
CPS AUTO RECEIVABLES TRUST 2022-C SER 2022-C CL C REGD 144A P/P 5.28000000 (CPS 2022-C C 5.28% 08/15/25) Long ABS-collateralized bond/debt obligation US $6M 6M 0.04
CREDIT ACCEPTANCE AUTO LOAN TRUST 2022-3 SER 2022-3A CL C REGD 144A P/P 8.45000000 (CAALT 2022-3A 8.45% 06/15/26) Long ABS-collateralized bond/debt obligation US $10M 10M 0.06
CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-2 SER 2023-2A CL A REGD 144A P/P 5.92000000 (CAALT 2023-2A 5.92% 05/15/26) Long ABS-collateralized bond/debt obligation US $10M 10M 0.06
CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-3 SER 2023-3A CL A REGD 144A P/P 6.39000000 (CAALT 2023-3A 6.39% 07/15/26) Long ABS-collateralized bond/debt obligation US $6M 6M 0.03
CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-5 SER 2023-5A CL A REGD 144A P/P 6.13000000 (CAALT 2023-5A 6.13% 10/15/26) Long ABS-collateralized bond/debt obligation US $9M 9M 0.05
CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-1 SER 2024-1A CL C REGD 144A P/P 6.71000000 (CAALT 2024-1A 6.71% 07/17/34) Long ABS-collateralized bond/debt obligation US $9M 9M 0.06
CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-2 SER 2024-2A CL C REGD 144A P/P 6.70000000 (CAALT 2024-2A C 6.7% 04/15/28) Long ABS-collateralized bond/debt obligation US $13M 13M 0.08
CREDIT AGRICOLE LONDON REGD V/R 144A P/P MTN 1.90700000 (CREDIT AGRICOLE L V/R 06/16/26) Long Debt GB $6M 7M 0.04
CREDIT AGRICOLE SA REGD 144A P/P 5.36500000 (CREDIT AGRICOL 5.365% 03/11/34) Long Debt FR $4M 4M 0.03
CREDIT AGRICOLE SA REGD P/P 4.37500000 (CREDIT AGRICOL 4.375% 03/17/25) Long Debt FR $301K 305K 0.00
CREDIT AGRICOLE SA REGD V/R 144A P/P 1.24700000 (CREDIT AGRICOLE S V/R 01/26/27) Long Debt FR $10M 11M 0.06
CREDIT AGRICOLE SA REGD V/R 144A P/P 6.31600000 (CREDIT AGRICOLE S V/R 10/03/29) Long Debt FR $1M 1M 0.01
CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 4.00000000 (CREDIT AGRICOLE S V/R 01/10/33) Long Debt FR $5M 5M 0.03
CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 5.33500000 (CREDIT AGRICOLE S V/R 01/10/30) Long Debt FR $6M 6M 0.04
CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 6.25100000 (CREDIT AGRICOLE S V/R 01/10/35) Long Debt FR $3M 3M 0.02
CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SER 2007-C2 CL AX V/R REGD 144A P/P 0.03034200 (CSMC 2007-C2 AX V/R 01/15/49) Long ABS-collateralized bond/debt obligation US $143.77 2M 0.00
CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP SER 2003-1 CL DB1 V/R REGD 6.64052100 (CSFB 2003-1 DB1 V/R 02/25/33) Long ABS-collateralized bond/debt obligation US $39K 40K 0.00
CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP SER 2003-21 CL 1A4 REGD 5.25000000 (CSFB 2003-21 1 5.25% 09/25/33) Long ABS-collateralized bond/debt obligation US $18K 19K 0.00
CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP SER 2003-23 CL 1P ZCP REGD 0.00000000 (CSFB 2003-23 1P ZCP 10/25/33) Long ABS-collateralized bond/debt obligation US $16K 22K 0.00
CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP SER 2003-AR15 CL 3A1 V/R REGD 6.72715400 (CSFB 2003-AR15 3 V/R 06/25/33) Long ABS-collateralized bond/debt obligation US $5K 5K 0.00
CRH AMERICA FINANCE INC REGD 144A P/P 3.40000000 (CRH AMERICA FINA 3.4% 05/09/27) Long Debt US $191K 200K 0.00
CRH AMERICA INC REGD P/P 3.87500000 (CRH AMERICA IN 3.875% 05/18/25) Long Debt US $348K 354K 0.00
CRH AMERICA INC REGD P/P 5.12500000 (CRH AMERICA IN 5.125% 05/18/45) Long Debt US $209K 230K 0.00
CROSSROADS ASSET TRUST 2021-A SER 2021-A CL D REGD 144A P/P 2.52000000 (XROAD 2021-A D 2.52% 06/20/24) Long ABS-collateralized bond/debt obligation US $694K 695K 0.00
CROWN CASTLE INC REGD 3.10000000 (CROWN CASTLE INC 3.1% 11/15/29) Long Debt US $781K 875K 0.00
CROWN CASTLE INC REGD 4.00000000 (CROWN CASTLE INC 4% 03/01/27) Long Debt US $252K 261K 0.00
CROWN CASTLE INC REGD 5.10000000 (CROWN CASTLE INC 5.1% 05/01/33) Long Debt US $3M 3M 0.01
CROWN CASTLE TOWERS LLC REGD P/P 3.66300000 (CROWN CASTLE T 3.663% 05/15/25) Long Debt US $938K 955K 0.01
CSAIL 2015-C4 COMMERCIAL MORTGAGE TRUST SER 2015-C4 CL A3 V/R REGD 3.54380000 (CSAIL 2015-C4 A3 V/R 08/15/20) Long ABS-collateralized bond/debt obligation US $7M 7M 0.04
CSAIL 2016-C7 COMMERCIAL MORTGAGE TRUST SER 2016-C7 CL A5 V/R REGD 3.50200000 (CSAIL 2016-C7 A5 V/R 10/15/26) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
CSAIL 2017-C8 COMMERCIAL MORTGAGE TRUST SER 2017-C8 CL A3 REGD 3.12658000 (CSAIL 2017-C8 3.126% 03/15/27) Long ABS-collateralized bond/debt obligation US $13M 14M 0.08
CSAIL 2021-C20 COMMERCIAL MORTGAGE TRUST SER 2021-C20 CL A2 REGD 2.48620000 (CSAIL 2021-C2 2.486% 03/15/30) Long ABS-collateralized bond/debt obligation US $18M 21M 0.11
CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SER 2005-9 CL AP ZCP REGD 0.00000000 (CSFB 2005-9 AP ZCP 10/25/35) Long ABS-collateralized bond/debt obligation US $3K 4K 0.00
CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES S SER 2005-10 CL AP ZCP REGD 0.00000000 (CSFB 2005-10 AP ZCP 11/25/35) Long ABS-collateralized bond/debt obligation US $3K 4K 0.00
CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SER SER 2004-4 CL 2A4 REGD 5.50000000 (CSFB 2004-4 2A4 5.5% 09/25/34) Long ABS-collateralized bond/debt obligation US $16K 17K 0.00
CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SER SER 2004-8 CL 1A4 REGD 5.50000000 (CSFB 2004-8 1A4 5.5% 12/25/34) Long ABS-collateralized bond/debt obligation US $46K 48K 0.00
CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SERI SER 2005-9 CL DX REGD 5.50000000 (CSFB 2005-9 DX 5.5% 10/25/35) Long ABS-collateralized bond/debt obligation US $9K 86K 0.00
CSMC 2014-USA OA LLC SER 2014-USA CL D REGD 144A P/P 4.37330000 (CSMC 2014-USA 4.373% 09/15/25) Long ABS-collateralized bond/debt obligation US $2M 3M 0.01
CSMC 2018-RPL9 TRUST SER 2018-RPL9 CL A V/R REGD 144A P/P 3.85000000 (CSMC 2018-RPL9 A V/R 01/25/46) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
CSMC 2020-RPL3 TRUST SER 2020-RPL3 CL A1 V/R REGD 144A P/P 4.08006400 (CSMC 2020-RPL3 A V/R 03/25/60) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
CSMC 2020-RPL6 TRUST SER 2020-RPL6 CL A1 V/R REGD 144A P/P 3.42512400 (CSMC 2020-RPL6 A V/R 03/25/59) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
CSMC 2022-RPL4 TRUST SER 2022-RPL4 CL A1 V/R REGD 144A P/P 3.90435000 (CSMC 2022-RPL4 A V/R 03/01/62) Long ABS-collateralized bond/debt obligation US $3M 4M 0.02
CSMCM 2018-RPL4 TR REGD V/R 144A 0.00000000 (CSMCM 2018-RPL4 V/R 05/25/58) Long ABS-collateralized bond/debt obligation US $1M 2M 0.01
CSMCM 2018-RPL9 TRUST SER 2018-RPL9 CL CERT V/R REGD 144A P/P 3.82052500 (CSMCM 2018-RPL9 V/R 09/25/57) Long ABS-collateralized bond/debt obligation US $1M 2M 0.01
CSX CORP REGD 3.35000000 (CSX CORP 3.35% 09/15/49) Long Debt US $215K 305K 0.00
CSX CORP REGD 4.10000000 (CSX CORP 4.1% 03/15/44) Long Debt US $144K 175K 0.00
CSX CORP REGD 4.65000000 (CSX CORP 4.65% 03/01/68) Long Debt US $2M 2M 0.01
CSX CORP REGD 4.75000000 (CSX CORP 4.75% 11/15/48) Long Debt US $1M 1M 0.01
CSX CORP REGD 5.50000000 (CSX CORP 5.5% 04/15/41) Long Debt US $400K 402K 0.00
CUBESMART LP REGD 2.25000000 (CUBESMART LP 2.25% 12/15/28) Long Debt US $6M 7M 0.04
CUMMINS INC REGD 5.45000000 (CUMMINS INC 5.45% 02/20/54) Long Debt US $2M 2M 0.01
CURATORS OF THE UNIV OF MISSOU REGD N/C B/E 5.96000000 (CURATORS OF THE 5.96% 11/01/39) Long Debt US $3M 3M 0.02
CVS HEALTH CORP REGD 2.70000000 (CVS HEALTH CORP 2.7% 08/21/40) Long Debt US $2M 3M 0.01
CVS HEALTH CORP REGD 4.78000000 (CVS HEALTH CORP 4.78% 03/25/38) Long Debt US $6M 7M 0.03
CVS HEALTH CORP REGD 4.87500000 (CVS HEALTH COR 4.875% 07/20/35) Long Debt US $2M 3M 0.01
CVS HEALTH CORP REGD 5.00000000 (CVS HEALTH CORP 5% 01/30/29) Long Debt US $775K 783K 0.00
CVS HEALTH CORP REGD 5.05000000 (CVS HEALTH CORP 5.05% 03/25/48) Long Debt US $4M 5M 0.03
CVS HEALTH CORP REGD 5.25000000 (CVS HEALTH CORP 5.25% 02/21/33) Long Debt US $3M 3M 0.02
CVS HEALTH CORP REGD 5.87500000 (CVS HEALTH COR 5.875% 06/01/53) Long Debt US $3M 3M 0.02
CVS HEALTH CORP REGD 6.00000000 (CVS HEALTH CORP 6% 06/01/44) Long Debt US $2M 2M 0.01
CVS PASS-THROUGH TR 2013 REGD P/P 4.70400000 (CVS PASS-THROU 4.704% 01/10/36) Long Debt US $651K 716K 0.00
CVS PASS-THROUGH TRUST REGD 144A P/P 5.77300000 (CVS PASS-THROU 5.773% 01/31/33) Long Debt US $570K 575K 0.00
CVS PASS-THROUGH TRUST REGD 144A P/P 5.92600000 (CVS PASS-THROU 5.926% 01/10/34) Long Debt US $439K 443K 0.00
CVS PASS-THROUGH TRUST REGD 144A P/P 7.50700000 (CVS PASS-THROU 7.507% 01/10/32) Long Debt US $648K 623K 0.00
CVS PASS-THROUGH TRUST REGD 144A P/P 8.35300000 (CVS PASS-THROU 8.353% 07/10/31) Long Debt US $675K 626K 0.00
CWABS ASSET-BACKED CERTIFICATES TRUST 2005-17 SER 2005-17 CL 1AF5 V/R REGD 5.56400000 (CWL 2005-17 1AF5 V/R 03/25/36) Long ABS-collateralized bond/debt obligation US $4K 5K 0.00
CWABS INC ASSET-BACKED CERTIFICATES SERIES 2004-1 SER 2004-1 CL 3A V/R REGD 6.01971000 (CWL 2004-1 3A V/R 04/25/34) Long ABS-collateralized bond/debt obligation US $1K 1K 0.00
CWABS INC ASSET-BACKED CERTIFICATES SERIES 2004-1 SER 2004-1 CL M1 V/R REGD 6.20971000 (CWL 2004-1 M1 V/R 03/25/34) Long ABS-collateralized bond/debt obligation US $5K 5K 0.00
CWABS INC ASSET-BACKED CERTIFICATES TRUST 2004-6 SER 2004-6 CL 2A5 V/R REGD 6.23971000 (CWL 2004-6 2A5 V/R 11/25/34) Long ABS-collateralized bond/debt obligation US $290K 307K 0.00
CWALT INC SERIES 2005-43 SER 54CB 5.50000000 (CWALT INC 05-43 5.5% 11/25/35) Long ABS-collateralized bond/debt obligation US $975.58 1K 0.00
CWL 2005-10 AF6 4.915%12/25/35 4.91500000 Long ABS-collateralized bond/debt obligation US $2K 2K 0.00
CWL 2006-10 1AF3 V/R 09/25/46 5.97100000 Long ABS-collateralized bond/debt obligation US $2K 2K 0.00
DAIMLER TRUCK FINAN NA REGD 144A P/P 5.12500000 (DAIMLER TRUCK 5.125% 09/25/27) Long Debt US $6M 6M 0.04
DAIMLER TRUCK FINAN NA REGD 144A P/P 5.37500000 (DAIMLER TRUCK 5.375% 06/25/34) Long Debt US $5M 5M 0.03
DANSKE BANK A/S REGD V/R 144A P/P 1.62100000 (DANSKE BANK A/S V/R 09/11/26) Long Debt DK $2M 2M 0.01
DANSKE BANK A/S REGD V/R 144A P/P 5.42700000 (DANSKE BANK A/S V/R 03/01/28) Long Debt DK $3M 3M 0.02
DANSKE BANK A/S REGD V/R 144A P/P 5.70500000 (DANSKE BANK A/S V/R 03/01/30) Long Debt DK $12M 12M 0.07
DATABANK ISSUER SER 2021-1A CL A2 REGD 144A P/P 2.06000000 (COLO 2021-1A A 2.06% 02/25/26) Long ABS-collateralized bond/debt obligation US $6M 6M 0.03
DBJPM 16-C1 MORTGAGE TRUST SER 2016-C1 CL A3A REGD 3.01500000 (DBJPM 2016-C1 3.015% 01/10/26) Long ABS-collateralized bond/debt obligation US $13M 13M 0.07
DBJPM 20-C9 MORTGAGE TRUST SER 2020-C9 CL A4 REGD 1.64400000 (DBJPM 2020-C9 1.644% 12/15/29) Long ABS-collateralized bond/debt obligation US $17M 21M 0.10
DBJPM 2016-C3 MORTGAGE TRUST SER 2016-C3 CL A5 REGD 2.89000000 (DBJPM 2016-C3 2.89% 07/10/26) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
DELL INT LLC / EMC CORP REGD 6.02000000 (DELL INT LLC / 6.02% 06/15/26) Long Debt US $3M 3M 0.02
DELMARVA PWR & LIGHT CO REGD 4.00000000 (DELMARVA PWR & LIG 4% 06/01/42) Long Debt US $134K 170K 0.00
DELTA AIR LINES 2020-AA REGD SER AA 2.00000000 (DELTA AIR LINES 20 2% 06/10/28) Long Debt US $1M 1M 0.01
DELTA AIRLINES PT 2015-1 AA 20290130 3.62500 3.62500000 Long ABS-collateralized bond/debt obligation US $781K 818K 0.00
DENTSPLY SIRONA INC REGD 3.25000000 (DENTSPLY SIRONA 3.25% 06/01/30) Long Debt US $3M 3M 0.02
DEUTSCHE BANK NY REGD 5.41400000 (DEUTSCHE BANK 5.414% 05/10/29) Long Debt US $2M 2M 0.01
DEUTSCHE BANK NY REGD V/R 144A 2.55200000 (DEUTSCHE BANK NY V/R 01/07/28) Long Debt US $3M 3M 0.02
DEUTSCHE BANK NY REGD V/R 2.12900000 (DEUTSCHE BANK NY V/R 11/24/26) Long Debt US $6M 6M 0.03
DEUTSCHE BANK NY REGD V/R 2.31100000 (DEUTSCHE BANK NY V/R 11/16/27) Long Debt US $622K 674K 0.00
DEUTSCHE BANK NY REGD V/R 3.74200000 (DEUTSCHE BANK NY V/R 01/07/33) Long Debt US $4M 5M 0.02
DEUTSCHE BANK NY REGD V/R 5.70600000 (DEUTSCHE BANK NY V/R 02/08/28) Long Debt US $2M 2M 0.01
DEUTSCHE BANK NY REGD V/R 6.72000000 (DEUTSCHE BANK NY V/R 01/18/29) Long Debt US $903K 875K 0.01
DEUTSCHE BANK NY REGD V/R 6.81900000 (DEUTSCHE BANK NY V/R 11/20/29) Long Debt US $1M 1M 0.01
DEUTSCHE BANK NY REGD V/R 7.14600000 (DEUTSCHE BANK NY V/R 07/13/27) Long Debt US $8M 8M 0.05
DEUTSCHE TELEKOM INT FIN REGD 8.75000000 (DEUTSCHE TELEKO 8.75% 06/15/30) Long Debt NL $57K 49K 0.00
DEVON ENERGY CORPORATION REGD 4.75000000 (DEVON ENERGY CO 4.75% 05/15/42) Long Debt US $2M 2M 0.01
DEVON ENERGY CORPORATION REGD 5.60000000 (DEVON ENERGY COR 5.6% 07/15/41) Long Debt US $3M 3M 0.02
DH EUROPE FINANCE II REGD 3.25000000 (DH EUROPE FINAN 3.25% 11/15/39) Long Debt LU $341K 431K 0.00
DIAMONDBACK ENERGY INC REGD 5.15000000 (DIAMONDBACK ENE 5.15% 01/30/30) Long Debt US $491K 493K 0.00
DIAMONDBACK ENERGY INC REGD 5.90000000 (DIAMONDBACK ENER 5.9% 04/18/64) Long Debt US $4M 4M 0.02
DIGITAL REALTY TRUST LP REGD 5.55000000 (DIGITAL REALTY 5.55% 01/15/28) Long Debt US $3M 3M 0.02
DISCOVER BANK REGD SER BKNT 3.45000000 (DISCOVER BANK 3.45% 07/27/26) Long Debt US $3M 3M 0.02
DISCOVER BANK REGD SER BKNT 4.65000000 (DISCOVER BANK 4.65% 09/13/28) Long Debt US $4M 4M 0.02
DISCOVER CARD EXECUTION NOTE TRUST SER 2023-A2 CL A REGD 4.93000000 (DCENT 2023-A2 4.93% 06/15/26) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
DISCOVER FINANCIAL SVS REGD 3.75000000 (DISCOVER FINANC 3.75% 03/04/25) Long Debt US $3M 3M 0.02
DISCOVER FINANCIAL SVS REGD 4.10000000 (DISCOVER FINANCI 4.1% 02/09/27) Long Debt US $3M 3M 0.02
DISCOVERY COMMUNICATIONS REGD 3.62500000 (DISCOVERY COMM 3.625% 05/15/30) Long Debt US $4M 4M 0.02
DIST OF COLUMBIA WTR & SWR AUT REGD N/C B/E 4.81400000 (DIST OF COLUMB 4.814% 10/01/14) Long Debt US $785K 875K 0.00
DIVERSIFIED ABS PHASE VI LLC SER VI CL A REGD 7.50000000 (DEC VI A 7.5% 11/28/39) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
DNB BANK ASA REGD V/R 144A P/P 1.12700000 (DNB BANK ASA V/R 09/16/26) Long Debt NO $4M 4M 0.02
DNB BANK ASA REGD V/R 144A P/P 1.60500000 (DNB BANK ASA V/R 03/30/28) Long Debt NO $3M 3M 0.02
DOC DR LLC REGD 2.62500000 (DOC DR LLC 2.625% 11/01/31) Long Debt US $1M 1M 0.01
DOMINION ENERGY INC REGD 7.00000000 (DOMINION ENERGY IN 7% 06/15/38) Long Debt US $135K 124K 0.00
DOMINION ENERGY INC REGD SER C 4.90000000 (DOMINION ENERGY 4.9% 08/01/41) Long Debt US $187K 212K 0.00
DOMINION ENERGY INC REGD SER D 2.85000000 (DOMINION ENERGY 2.85% 08/15/26) Long Debt US $289K 304K 0.00
DOMINION ENERGY INC REGD SER F 5.25000000 (DOMINION ENERGY 5.25% 08/01/33) Long Debt US $1M 1M 0.01
DOW CHEMICAL CO/THE REGD 4.55000000 (DOW CHEMICAL CO 4.55% 11/30/25) Long Debt US $432K 437K 0.00
DP LION HOLDCO LLC SER 2023-1A CL A REGD 8.24300000 (DEC 2023-1A A 8.243% 03/01/32) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
DT AUTO OWNER TRUST 2021-2 SER 2021-2A CL C REGD 144A P/P 1.10000000 (DTAOT 2021-2A C 1.1% 04/15/24) Long ABS-collateralized bond/debt obligation US $232K 233K 0.00
DT AUTO OWNER TRUST 2023-1 SER 2023-1A CL B REGD 144A P/P 5.19000000 (DTAOT 2023-1A 5.19% 04/15/25) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
DT AUTO OWNER TRUST 2023-2 SER 2023-2A CL C REGD 144A P/P 5.79000000 (DTAOT 2023-2A 5.79% 03/15/26) Long ABS-collateralized bond/debt obligation US $9M 9M 0.05
DT AUTO OWNER TRUST 2023-3 SER 2023-3A CL A REGD 144A P/P 6.29000000 (DTAOT 2023-3A 6.29% 05/15/25) Long ABS-collateralized bond/debt obligation US $3M 2M 0.01
DTE ELECT SECUR FND II REGD SER A-2 6.09000000 (DTE ELECT SECUR 6.09% 09/01/37) Long Debt US $2M 2M 0.01
DTE ENERGY CO REGD S/UP 4.22000000 (DTE ENERGY CO S/UP 11/01/24) Long Debt US $12M 12M 0.07
DTE ENERGY CO REGD S/UP SER C 2.52900000 (DTE ENERGY CO S/UP 10/01/24) Long Debt US $4M 4M 0.02
DUKE ENERGY CAROLINAS REGD 4.25000000 (DUKE ENERGY CAR 4.25% 12/15/41) Long Debt US $118K 141K 0.00
DUKE ENERGY CAROLINAS REGD 4.95000000 (DUKE ENERGY CAR 4.95% 01/15/33) Long Debt US $8M 8M 0.05
DUKE ENERGY CORP REGD 2.65000000 (DUKE ENERGY COR 2.65% 09/01/26) Long Debt US $8M 8M 0.04
DUKE ENERGY CORP REGD 3.75000000 (DUKE ENERGY COR 3.75% 09/01/46) Long Debt US $10M 14M 0.06
DUKE ENERGY CORP REGD 3.95000000 (DUKE ENERGY COR 3.95% 08/15/47) Long Debt US $1M 2M 0.01
DUKE ENERGY CORP REGD 6.10000000 (DUKE ENERGY CORP 6.1% 09/15/53) Long Debt US $3M 3M 0.02
DUKE ENERGY FLORIDA LLC REGD 6.20000000 (DUKE ENERGY FLOR 6.2% 11/15/53) Long Debt US $7M 6M 0.04
DUKE ENERGY INDIANA LLC REGD 3.75000000 (DUKE ENERGY IND 3.75% 05/15/46) Long Debt US $455K 600K 0.00
DUKE ENERGY OHIO INC REGD 5.25000000 (DUKE ENERGY OHI 5.25% 04/01/33) Long Debt US $2M 3M 0.01
DUKE ENERGY PROGRESS LLC REGD 2.90000000 (DUKE ENERGY PROG 2.9% 08/15/51) Long Debt US $1M 2M 0.01
DUKE ENERGY PROGRESS LLC REGD 3.70000000 (DUKE ENERGY PROG 3.7% 10/15/46) Long Debt US $375K 506K 0.00
DUKE ENERGY PROGRESS LLC REGD 4.10000000 (DUKE ENERGY PROG 4.1% 05/15/42) Long Debt US $178K 217K 0.00
DUKE ENERGY PROGRESS LLC REGD 4.10000000 (DUKE ENERGY PROG 4.1% 03/15/43) Long Debt US $147K 181K 0.00
DUKE ENERGY PROGRESS LLC REGD 4.15000000 (DUKE ENERGY PRO 4.15% 12/01/44) Long Debt US $104K 129K 0.00
DUKE ENERGY PROGRESS LLC REGD 4.20000000 (DUKE ENERGY PROG 4.2% 08/15/45) Long Debt US $262K 325K 0.00
DUKE ENERGY PROGRESS LLC REGD 4.37500000 (DUKE ENERGY PR 4.375% 03/30/44) Long Debt US $110K 132K 0.00
DUPONT DE NEMOURS INC REGD 5.31900000 (DUPONT DE NEMO 5.319% 11/15/38) Long Debt US $4M 3M 0.02
DUPONT DE NEMOURS INC REGD 5.41900000 (DUPONT DE NEMO 5.419% 11/15/48) Long Debt US $2M 2M 0.01
DUQUESNE LIGHT HOLDINGS REGD 144A P/P 2.53200000 (DUQUESNE LIGHT 2.532% 10/01/30) Long Debt US $2M 3M 0.01
DUQUESNE LIGHT HOLDINGS REGD 144A P/P 3.61600000 (DUQUESNE LIGHT 3.616% 08/01/27) Long Debt US $6M 7M 0.04
EASTERN GAS TRAN REGD SER * 4.60000000 (EASTERN GAS TRAN 4.6% 12/15/44) Long Debt US $1M 1M 0.01
EATON CORP REGD 4.15000000 (EATON CORP 4.15% 03/15/33) Long Debt US $134K 143K 0.00
EATON CORP REGD 5.80000000 (EATON CORP 5.8% 03/15/37) Long Debt US $515K 500K 0.00
EBAY INC REGD 2.60000000 (EBAY INC 2.6% 05/10/31) Long Debt US $7M 8M 0.04
ECOPETROL SA REGD 5.37500000 (ECOPETROL SA 5.375% 06/26/26) Long Debt CO $526K 537K 0.00
ECOPETROL SA REGD 8.62500000 (ECOPETROL SA 8.625% 01/19/29) Long Debt CO $7M 7M 0.04
EDISON INTERNATIONAL REGD 6.95000000 (EDISON INTERNAT 6.95% 11/15/29) Long Debt US $2M 2M 0.01
EIG PEARL HOLDINGS SARL REGD 144A P/P 3.54500000 (EIG PEARL HOLD 3.545% 08/31/36) Long Debt LU $5M 6M 0.03
ELECTRICITE DE FRANCE SA REGD 144A P/P 4.75000000 (ELECTRICITE DE 4.75% 10/13/35) Long Debt FR $5M 5M 0.03
ELECTRICITE DE FRANCE SA REGD 144A P/P 5.95000000 (ELECTRICITE DE 5.95% 04/22/34) Long Debt FR $9M 9M 0.05
ELEMENT FLEET MANAGEMENT REGD 144A P/P 3.85000000 (ELEMENT FLEET M 3.85% 06/15/25) Long Debt CA $3M 3M 0.02
ELEMENT FLEET MANAGEMENT REGD 144A P/P 6.27100000 (ELEMENT FLEET 6.271% 06/26/26) Long Debt CA $8M 8M 0.04
ELEMENT FLEET MANAGEMENT REGD 144A P/P 6.31900000 (ELEMENT FLEET 6.319% 12/04/28) Long Debt CA $2M 2M 0.01
ELEVANCE HEALTH INC REGD 4.10100000 (ELEVANCE HEALT 4.101% 03/01/28) Long Debt US $889K 920K 0.01
ELEVANCE HEALTH INC REGD 4.37500000 (ELEVANCE HEALT 4.375% 12/01/47) Long Debt US $4M 5M 0.02
ELEVANCE HEALTH INC REGD 4.62500000 (ELEVANCE HEALT 4.625% 05/15/42) Long Debt US $352K 400K 0.00
ELEVANCE HEALTH INC REGD 4.65000000 (ELEVANCE HEALTH 4.65% 01/15/43) Long Debt US $345K 391K 0.00
ELEVANCE HEALTH INC REGD 4.65000000 (ELEVANCE HEALTH 4.65% 08/15/44) Long Debt US $344K 395K 0.00
ELI LILLY & CO REGD 5.00000000 (ELI LILLY & CO 5% 02/09/54) Long Debt US $2M 2M 0.01
ELMWOOD CLO II LTD SER 2019-2A CL AR V/R REGD 144A P/P 6.73617000 (ELMW2 2019-2A AR V/R 04/20/34) Long ABS-collateralized bond/debt obligation KY $20M 20M 0.12
EMERA US FINANCE LP REGD SER WI 3.55000000 (EMERA US FINANC 3.55% 06/15/26) Long Debt US $1M 1M 0.01
EMERA US FINANCE LP REGD SER WI 4.75000000 (EMERA US FINANC 4.75% 06/15/46) Long Debt US $741K 900K 0.00
ENBRIDGE ENERGY PARTNERS REGD 7.37500000 (ENBRIDGE ENERG 7.375% 10/15/45) Long Debt US $3M 3M 0.02
ENBRIDGE ENERGY PARTNERS REGD SER B 7.50000000 (ENBRIDGE ENERGY 7.5% 04/15/38) Long Debt US $6M 5M 0.03
ENBRIDGE INC REGD 5.62500000 (ENBRIDGE INC 5.625% 04/05/34) Long Debt CA $11M 11M 0.06
ENBRIDGE INC REGD 5.70000000 (ENBRIDGE INC 5.7% 03/08/33) Long Debt CA $2M 2M 0.01
ENEL FINANCE INTL NV REGD 144A P/P 2.25000000 (ENEL FINANCE IN 2.25% 07/12/31) Long Debt NL $1M 1M 0.01
ENEL FINANCE INTL NV REGD 144A P/P 2.65000000 (ENEL FINANCE IN 2.65% 09/10/24) Long Debt NL $1M 1M 0.01
ENEL FINANCE INTL NV REGD 144A P/P 3.50000000 (ENEL FINANCE INT 3.5% 04/06/28) Long Debt NL $4M 4M 0.02
ENEL FINANCE INTL NV REGD 144A P/P 5.12500000 (ENEL FINANCE I 5.125% 06/26/29) Long Debt NL $6M 6M 0.03
ENEL FINANCE INTL NV REGD 144A P/P 7.75000000 (ENEL FINANCE IN 7.75% 10/14/52) Long Debt NL $2M 2M 0.01
ENEL FINANCE INTL NV REGD P/P 3.62500000 (ENEL FINANCE I 3.625% 05/25/27) Long Debt NL $2M 2M 0.01
ENEL FINANCE INTL NV REGD P/P 4.75000000 (ENEL FINANCE IN 4.75% 05/25/47) Long Debt NL $6M 7M 0.03
ENEL FINANCE INTL NV REGD P/P 6.00000000 (ENEL FINANCE INTL 6% 10/07/39) Long Debt NL $302K 307K 0.00
ENEL FINANCE INTL NV REGD P/P 6.80000000 (ENEL FINANCE INT 6.8% 09/15/37) Long Debt NL $3M 2M 0.02
ENERGY TRANSFER LP REGD 144A P/P 6.00000000 (ENERGY TRANSFER LP 6% 02/01/29) Long Debt US $5M 5M 0.03
ENERGY TRANSFER LP REGD 3.90000000 (ENERGY TRANSFER 3.9% 07/15/26) Long Debt US $4M 4M 0.02
ENERGY TRANSFER LP REGD 4.00000000 (ENERGY TRANSFER LP 4% 10/01/27) Long Debt US $2M 2M 0.01
ENERGY TRANSFER LP REGD 4.95000000 (ENERGY TRANSFER 4.95% 01/15/43) Long Debt US $1M 1M 0.01
ENERGY TRANSFER LP REGD 5.00000000 (ENERGY TRANSFER LP 5% 05/15/50) Long Debt US $946K 1M 0.01
ENERGY TRANSFER LP REGD 5.25000000 (ENERGY TRANSFER 5.25% 04/15/29) Long Debt US $6M 6M 0.03
ENERGY TRANSFER LP REGD 5.25000000 (ENERGY TRANSFER 5.25% 07/01/29) Long Debt US $4M 4M 0.03
ENERGY TRANSFER LP REGD 5.40000000 (ENERGY TRANSFER 5.4% 10/01/47) Long Debt US $1M 2M 0.01
ENERGY TRANSFER LP REGD 5.55000000 (ENERGY TRANSFER 5.55% 05/15/34) Long Debt US $4M 4M 0.02
ENERGY TRANSFER LP REGD 5.60000000 (ENERGY TRANSFER 5.6% 09/01/34) Long Debt US $7M 7M 0.04
ENERGY TRANSFER LP REGD 6.05000000 (ENERGY TRANSFER 6.05% 06/01/41) Long Debt US $2M 2M 0.01
ENERGY TRANSFER LP REGD 6.10000000 (ENERGY TRANSFER 6.1% 12/01/28) Long Debt US $3M 3M 0.02
ENERGY TRANSFER LP REGD 6.12500000 (ENERGY TRANSFE 6.125% 12/15/45) Long Debt US $794K 810K 0.00
ENERGY TRANSFER LP REGD 6.25000000 (ENERGY TRANSFER 6.25% 04/15/49) Long Debt US $3M 4M 0.02
ENERGY TRANSFER LP REGD 6.40000000 (ENERGY TRANSFER 6.4% 12/01/30) Long Debt US $3M 2M 0.02
ENERGY TRANSFER LP REGD 6.50000000 (ENERGY TRANSFER 6.5% 02/01/42) Long Debt US $3M 3M 0.02
ENERGY TRANSFER LP REGD 6.55000000 (ENERGY TRANSFER 6.55% 12/01/33) Long Debt US $1M 1M 0.01
ENERGY TRANSFER LP REGD 6.62500000 (ENERGY TRANSFER 6.625%10/15/36) Long Debt US $2M 2M 0.01
ENERGY TRANSFER LP REGD 7.50000000 (ENERGY TRANSFER 7.5% 07/01/38) Long Debt US $2M 2M 0.01
ENERGY TRANSFER LP REGD SER 30Y 6.00000000 (ENERGY TRANSFER LP 6% 06/15/48) Long Debt US $964K 1M 0.01
ENERGY TRANSFER LP REGD SER 30YR 5.30000000 (ENERGY TRANSFER 5.3% 04/01/44) Long Debt US $180K 200K 0.00
ENGIE SA REGD 144A P/P 5.25000000 (ENGIE SA 5.25% 04/10/29) Long Debt FR $3M 3M 0.01
ENI SPA REGD 144A P/P 4.25000000 (ENI SPA 4.25% 05/09/29) Long Debt IT $3M 3M 0.02
ENI SPA REGD 144A P/P 5.95000000 (ENI SPA 5.95% 05/15/54) Long Debt IT $6M 6M 0.04
ENI SPA REGD P/P 5.70000000 (ENI SPA 5.7% 10/01/40) Long Debt IT $535K 557K 0.00
ENI USA INC REGD 7.30000000 (ENI USA INC 7.3% 11/15/27) Long Debt US $425K 400K 0.00
ENLINK MIDSTREAM LLC REGD 144A P/P 5.62500000 (ENLINK MIDSTRE 5.625% 01/15/28) Long Debt US $13M 13M 0.08
ENLINK MIDSTREAM LLC REGD 144A P/P 6.50000000 (ENLINK MIDSTREAM 6.5% 09/01/30) Long Debt US $13M 13M 0.08
ENLINK MIDSTREAM PARTNER REGD 4.85000000 (ENLINK MIDSTREA 4.85% 07/15/26) Long Debt US $3M 3M 0.02
ENLINK MIDSTREAM PARTNER REGD 5.45000000 (ENLINK MIDSTREA 5.45% 06/01/47) Long Debt US $2M 2M 0.01
ENTERGY ARKANSAS LLC REGD 2.65000000 (ENTERGY ARKANSA 2.65% 06/15/51) Long Debt US $558K 960K 0.00
ENTERGY LOUISIANA LLC REGD 2.90000000 (ENTERGY LOUISIAN 2.9% 03/15/51) Long Debt US $951K 2M 0.01
ENTERGY LOUISIANA LLC REGD 3.05000000 (ENTERGY LOUISIA 3.05% 06/01/31) Long Debt US $384K 440K 0.00
ENTERGY LOUISIANA LLC REGD 3.12000000 (ENTERGY LOUISIA 3.12% 09/01/27) Long Debt US $349K 370K 0.00
ENTERGY LOUISIANA LLC REGD 4.00000000 (ENTERGY LOUISIANA 4% 03/15/33) Long Debt US $2M 3M 0.01
ENTERGY MISSISSIPPI LLC REGD 5.85000000 (ENTERGY MISSISS 5.85% 06/01/54) Long Debt US $1M 1M 0.01
ENTERGY TEXAS INC REGD 4.50000000 (ENTERGY TEXAS IN 4.5% 03/30/39) Long Debt US $10M 11M 0.06
ENTERPRISE FLEET FINANCING 2023-2 LLC SER 2023-2 CL A2 REGD 144A P/P 5.56000000 (EFF 2023-2 A2 5.56% 10/20/26) Long ABS-collateralized bond/debt obligation US $9M 9M 0.06
ENTERPRISE PRODUCTS OPER REGD 4.85000000 (ENTERPRISE PROD 4.85% 08/15/42) Long Debt US $4M 4M 0.02
ENTERPRISE PRODUCTS OPER REGD 4.95000000 (ENTERPRISE PROD 4.95% 10/15/54) Long Debt US $156K 177K 0.00
ENTERPRISE PRODUCTS OPER REGD 5.95000000 (ENTERPRISE PROD 5.95% 02/01/41) Long Debt US $2M 2M 0.01
ENTERPRISE PRODUCTS OPER REGD SER J 5.75000000 (ENTERPRISE PROD 5.75% 03/01/35) Long Debt US $1M 1M 0.01
EQM MIDSTREAM PARTNERS L REGD 4.00000000 (EQM MIDSTREAM PART 4% 08/01/24) Long Debt US $746K 749K 0.00
EQT CORP REGD 3.90000000 (EQT CORP 3.9% 10/01/27) Long Debt US $769K 805K 0.00
EQUINIX INC REGD 2.00000000 (EQUINIX INC 2% 05/15/28) Long Debt US $4M 4M 0.02
EQUINIX INC REGD 2.90000000 (EQUINIX INC 2.9% 11/18/26) Long Debt US $2M 3M 0.01
EQUINOR ASA REGD 7.25000000 (EQUINOR ASA 7.25% 09/23/27) Long Debt NO $8M 8M 0.05
ERAC USA FINANCE LLC REGD 144A P/P 5.40000000 (ERAC USA FINANCE 5.4% 05/01/53) Long Debt US $2M 2M 0.01
ERAC USA FINANCE LLC REGD P/P 4.50000000 (ERAC USA FINANCE 4.5% 02/15/45) Long Debt US $261K 300K 0.00
ERAC USA FINANCE LLC REGD P/P 5.62500000 (ERAC USA FINAN 5.625% 03/15/42) Long Debt US $357K 357K 0.00
ESSEX PORTFOLIO LP REGD 1.65000000 (ESSEX PORTFOLIO 1.65% 01/15/31) Long Debt US $723K 910K 0.00
ESSEX PORTFOLIO LP REGD 2.65000000 (ESSEX PORTFOLIO 2.65% 03/15/32) Long Debt US $1M 2M 0.01
EVERGY INC REGD 2.90000000 (EVERGY INC 2.9% 09/15/29) Long Debt US $2M 2M 0.01
EVERGY KANSAS CENTRAL REGD 4.12500000 (EVERGY KANSAS 4.125% 03/01/42) Long Debt US $3M 4M 0.02
EVERGY METRO REGD 4.20000000 (EVERGY METRO 4.2% 03/15/48) Long Debt US $398K 500K 0.00
EVERGY MISSOURI W STORM REGD SER A-1 5.10400000 (EVERGY MISSOUR 5.104% 12/01/38) Long Debt US $4M 4M 0.02
EVERSOURCE ENERGY REGD 4.75000000 (EVERSOURCE ENER 4.75% 05/15/26) Long Debt US $3M 3M 0.02
EVERSOURCE ENERGY REGD 5.95000000 (EVERSOURCE ENER 5.95% 02/01/29) Long Debt US $9M 9M 0.05
EXELON CORP REGD SER * 4.95000000 (EXELON CORP 4.95% 06/15/35) Long Debt US $1M 2M 0.01
EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2 SER 2022-2A CL D REGD 4.56000000 (EART 2022-2A D 4.56% 07/17/28) Long ABS-collateralized bond/debt obligation US $11M 12M 0.07
EXETER AUTOMOBILE RECEIVABLES TRUST 2022-4 SER 2022-4A CL D REGD 5.98000000 (EART 2022-4A D 5.98% 12/15/28) Long ABS-collateralized bond/debt obligation US $6M 6M 0.04
EXETER AUTOMOBILE RECEIVABLES TRUST 2023-3 SER 2023-3A CL C REGD 6.21000000 (EART 2023-3A C 6.21% 05/15/26) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4 SER 2023-4A CL D REGD 6.95000000 (EART 2023-4A D 6.95% 12/17/29) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
EXETER AUTOMOBILE RECEIVABLES TRUST 2024-2 SER 2024-2A CL D REGD 5.92000000 (EART 2024-2A D 5.92% 04/15/28) Long ABS-collateralized bond/debt obligation US $10M 10M 0.06
EXPERIAN FINANCE PLC REGD 144A P/P 2.75000000 (EXPERIAN FINANC 2.75% 03/08/30) Long Debt GB $8M 9M 0.05
EXPORT-IMPORT BK INDIA REGD 144A P/P 3.87500000 (EXPORT-IMPORT 3.875% 02/01/28) Long Debt IN $3M 3M 0.02
EXTRA SPACE STORAGE LP REGD 2.20000000 (EXTRA SPACE STOR 2.2% 10/15/30) Long Debt US $2M 3M 0.01
EXTRA SPACE STORAGE LP REGD 2.40000000 (EXTRA SPACE STOR 2.4% 10/15/31) Long Debt US $1M 1M 0.01
EXTRA SPACE STORAGE LP REGD 4.00000000 (EXTRA SPACE STORAG 4% 06/15/29) Long Debt US $2M 2M 0.01
EXTRA SPACE STORAGE LP REGD 5.90000000 (EXTRA SPACE STOR 5.9% 01/15/31) Long Debt US $3M 3M 0.02
EXXON MOBIL CORPORATION REGD 2.99500000 (EXXON MOBIL CO 2.995% 08/16/39) Long Debt US $3M 4M 0.02
EXXON MOBIL CORPORATION REGD 3.09500000 (EXXON MOBIL CO 3.095% 08/16/49) Long Debt US $1M 2M 0.01
F&G ANNUITIES & LIFE INC REGD 6.50000000 (F&G ANNUITIES & 6.5% 06/04/29) Long Debt US $947K 950K 0.01
F&G ANNUITIES & LIFE INC REGD SER WI 7.40000000 (F&G ANNUITIES & 7.4% 01/13/28) Long Debt US $1M 1M 0.01
F&G GLOBAL FUNDING REGD 144A P/P 1.75000000 (F&G GLOBAL FUND 1.75% 06/30/26) Long Debt US $2M 2M 0.01
F&G GLOBAL FUNDING REGD 144A P/P MTN 5.87500000 (F&G GLOBAL FUN 5.875% 06/10/27) Long Debt US $3M 3M 0.01
FAIRFAX FINL HLDGS LTD REGD 144A P/P 6.00000000 (FAIRFAX FINL HLDGS 6% 12/07/33) Long Debt CA $7M 7M 0.04
FAIRFAX FINL HLDGS LTD REGD SER WI 5.62500000 (FAIRFAX FINL H 5.625% 08/16/32) Long Debt CA $9M 9M 0.05
FANNIE MAE GRANTOR TRUST 1999-T2 SER 1999-T2 CL A1 V/R 7.50000000 (FNGT 1999-T2 A1 V/R 01/19/39) Long ABS-collateralized bond/debt obligation US $29K 29K 0.00
FANNIE MAE GRANTOR TRUST 2001-T3 SER 2001-T3 CL A1 7.50000000 (FNGT 2001-T3 A1 7.5% 11/25/40) Long ABS-collateralized bond/debt obligation US $50K 50K 0.00
FANNIE MAE GRANTOR TRUST 2002-T16 SER 2002-T16 CL A2 7.00000000 (FNGT 2002-T16 A2 7% 07/25/42) Long ABS-collateralized bond/debt obligation US $67K 65K 0.00
FANNIE MAE GRANTOR TRUST 2004-T1 SER 2004-T1 CL 1A2 6.50000000 (FNGT 2004-T1 1A 6.5% 01/25/44) Long ABS-collateralized bond/debt obligation US $10K 10K 0.00
FANNIE MAE GRANTOR TRUST 2004-T2 SER 2004-T2 CL 1A4 7.50000000 (FNGT 2004-T2 1A 7.5% 11/25/43) Long ABS-collateralized bond/debt obligation US $89K 88K 0.00
FANNIE MAE GRANTOR TRUST 2004-T3 SER 2004-T3 CL 1A2 6.50000000 (FNGT 2004-T3 1A 6.5% 02/25/44) Long ABS-collateralized bond/debt obligation US $170K 169K 0.00
FANNIE MAE GRANTOR TRUST 2004-T3 SER 2004-T3 CL 1A3 7.00000000 (FNGT 2004-T3 1A3 7% 02/25/44) Long ABS-collateralized bond/debt obligation US $72K 70K 0.00
FANNIE MAE GRANTOR TRUST 2004-T3 SER 2004-T3 CL PT1 V/R 9.31277000 (FNGT 2004-T3 PT1 V/R 01/25/44) Long ABS-collateralized bond/debt obligation US $13K 12K 0.00
FANNIE MAE GRANTOR TRUST 2017-T1 SER 2017-T1 CL A 2.89800000 (FNGT 2017-T1 2.898% 06/25/27) Long ABS-collateralized bond/debt obligation US $6M 6M 0.04
FANNIE MAE GRANTOR TRUST SERIES 2004-T2 CLASS 2A V/R 4.70993000 (FNGT 2004-T2 2 V/R 07/25/43) Long ABS-mortgage backed security US $38K 38K 0.00
FANNIE MAE INTEREST STRIP SER 329 CL 1 ZCP 0.00000000 (FNS 329 1 ZCP 01/25/33) Long ABS-collateralized bond/debt obligation US $3K 3K 0.00
FANNIE MAE INTEREST STRIP SER 345 CL 6 V/R 5.00000000 (FNS 345 6 V/R 12/25/33) Long ABS-collateralized bond/debt obligation US $539.89 4K 0.00
FANNIE MAE INTEREST STRIP SER 365 CL 8 5.50000000 (FNS 365 8 5.5% 05/25/36) Long ABS-collateralized bond/debt obligation US $3K 17K 0.00
FANNIE MAE INTEREST STRIP SER 374 CL 5 5.50000000 (FNS 374 5 5.5% 08/25/36) Long ABS-collateralized bond/debt obligation US $2K 11K 0.00
FANNIE MAE INTEREST STRIP SER 383 CL 33 6.00000000 (FNS 383 33 6% 01/25/38) Long ABS-collateralized bond/debt obligation US $2K 12K 0.00
FANNIE MAE INTEREST STRIP SER 393 CL 6 5.50000000 (FNS 393 6 5.5% 04/25/37) Long ABS-collateralized bond/debt obligation US $466.26 5K 0.00
FANNIE MAE INTEREST STRIP SER 411 CL F1 V/R 5.99983000 (FNS 411 F1 V/R 08/25/42) Long ABS-collateralized bond/debt obligation US $654K 686K 0.00
FANNIE MAE INTEREST STRIP SER 412 CL F2 V/R 5.94983000 (FNS 412 F2 V/R 08/25/42) Long ABS-collateralized bond/debt obligation US $210K 214K 0.00
FANNIE MAE POOL UMBS P#250103 8.50000000 (UMBS P#250103 8.5% 07/01/24) Long ABS-mortgage backed security US $1.77 1.78 0.00
FANNIE MAE POOL UMBS P#252409 6.50000000 (UMBS P#252409 6.5% 03/01/29) Long ABS-mortgage backed security US $4K 4K 0.00
FANNIE MAE POOL UMBS P#254949 5.00000000 (UMBS P#254949 5% 11/01/33) Long ABS-mortgage backed security US $2K 2K 0.00
FANNIE MAE POOL UMBS P#256051 5.50000000 (UMBS P#256051 5.5% 12/01/35) Long ABS-mortgage backed security US $8K 8K 0.00
FANNIE MAE POOL UMBS P#256128 6.00000000 (UMBS P#256128 6% 02/01/36) Long ABS-mortgage backed security US $1K 1K 0.00
FANNIE MAE POOL UMBS P#256311 6.00000000 (UMBS P#256311 6% 07/01/26) Long ABS-mortgage backed security US $4K 4K 0.00
FANNIE MAE POOL UMBS P#256352 6.50000000 (UMBS P#256352 6.5% 08/01/26) Long ABS-mortgage backed security US $7K 7K 0.00
FANNIE MAE POOL UMBS P#256636 5.50000000 (UMBS P#256636 5.5% 03/01/37) Long ABS-mortgage backed security US $157K 157K 0.00
FANNIE MAE POOL UMBS P#256803 6.00000000 (UMBS P#256803 6% 07/01/27) Long ABS-mortgage backed security US $6K 6K 0.00
FANNIE MAE POOL UMBS P#256962 6.00000000 (UMBS P#256962 6% 11/01/27) Long ABS-mortgage backed security US $4K 4K 0.00
FANNIE MAE POOL UMBS P#257007 6.00000000 (UMBS P#257007 6% 12/01/27) Long ABS-mortgage backed security US $11K 11K 0.00
FANNIE MAE POOL UMBS P#257048 6.00000000 (UMBS P#257048 6% 01/01/28) Long ABS-mortgage backed security US $20K 20K 0.00
FANNIE MAE POOL UMBS P#257203 5.00000000 (UMBS P#257203 5% 05/01/28) Long ABS-mortgage backed security US $4K 4K 0.00
FANNIE MAE POOL UMBS P#257209 5.50000000 (UMBS P#257209 5.5% 05/01/38) Long ABS-mortgage backed security US $9K 9K 0.00
FANNIE MAE POOL UMBS P#257510 7.00000000 (UMBS P#257510 7% 12/01/38) Long ABS-mortgage backed security US $83K 80K 0.00
FANNIE MAE POOL UMBS P#303031 7.50000000 (UMBS P#303031 7.5% 10/01/24) Long ABS-mortgage backed security US $2.82 2.83 0.00
FANNIE MAE POOL UMBS P#303532 V/R 4.57700000 (UMBS P#303532 V/R 03/01/29) Long ABS-mortgage backed security US $406.56 410.65 0.00
FANNIE MAE POOL UMBS P#308499 8.50000000 (UMBS P#308499 8.5% 05/01/25) Long ABS-mortgage backed security US $10.64 10.65 0.00
FANNIE MAE POOL UMBS P#310209 3.50000000 (UMBS P#310209 3.5% 08/01/43) Long ABS-mortgage backed security US $11M 12M 0.07
FANNIE MAE POOL UMBS P#313687 7.00000000 (UMBS P#313687 7% 09/01/27) Long ABS-mortgage backed security US $105.65 102.73 0.00
FANNIE MAE POOL UMBS P#357363 5.50000000 (UMBS P#357363 5.5% 03/01/33) Long ABS-mortgage backed security US $27K 27K 0.00
FANNIE MAE POOL UMBS P#455759 6.00000000 (UMBS P#455759 6% 12/01/28) Long ABS-mortgage backed security US $668.76 656.24 0.00
FANNIE MAE POOL UMBS P#459097 7.00000000 (UMBS P#459097 7% 01/01/29) Long ABS-mortgage backed security US $171.73 166.98 0.00
FANNIE MAE POOL UMBS P#468927 4.76600000 (UMBS P#468927 4.766% 08/01/26) Long ABS-mortgage backed security US $550K 554K 0.00
FANNIE MAE POOL UMBS P#470300 3.64000000 (UMBS P#470300 3.64% 01/01/25) Long ABS-mortgage backed security US $488K 494K 0.00
FANNIE MAE POOL UMBS P#535183 8.00000000 (UMBS P#535183 8% 06/01/28) Long ABS-mortgage backed security US $52.09 52.31 0.00
FANNIE MAE POOL UMBS P#54844 V/R 4.49200000 (UMBS P#54844 V/R 09/01/27) Long ABS-mortgage backed security US $619.43 630.88 0.00
FANNIE MAE POOL UMBS P#555285 6.00000000 (UMBS P#555285 6% 03/01/33) Long ABS-mortgage backed security US $2K 2K 0.00
FANNIE MAE POOL UMBS P#555732 V/R 6.43000000 (UMBS P#555732 V/R 08/01/33) Long ABS-mortgage backed security US $11K 11K 0.00
FANNIE MAE POOL UMBS P#598559 6.50000000 (UMBS P#598559 6.5% 08/01/31) Long ABS-mortgage backed security US $6K 6K 0.00
FANNIE MAE POOL UMBS P#650236 5.00000000 (UMBS P#650236 5% 12/01/32) Long ABS-mortgage backed security US $404.26 406.88 0.00
FANNIE MAE POOL UMBS P#653815 7.00000000 (UMBS P#653815 7% 02/01/33) Long ABS-mortgage backed security US $624.16 626.07 0.00
FANNIE MAE POOL UMBS P#658481 V/R 6.09400000 (UMBS P#658481 V/R 09/01/33) Long ABS-mortgage backed security US $20K 20K 0.00
FANNIE MAE POOL UMBS P#674349 6.00000000 (UMBS P#674349 6% 03/01/33) Long ABS-mortgage backed security US $3K 3K 0.00
FANNIE MAE POOL UMBS P#675555 6.00000000 (UMBS P#675555 6% 12/01/32) Long ABS-mortgage backed security US $7K 7K 0.00
FANNIE MAE POOL UMBS P#679886 6.50000000 (UMBS P#679886 6.5% 02/01/32) Long ABS-mortgage backed security US $18K 18K 0.00
FANNIE MAE POOL UMBS P#682078 5.50000000 (UMBS P#682078 5.5% 11/01/32) Long ABS-mortgage backed security US $26K 26K 0.00
FANNIE MAE POOL UMBS P#683351 5.50000000 (UMBS P#683351 5.5% 02/01/33) Long ABS-mortgage backed security US $591.64 591.31 0.00
FANNIE MAE POOL UMBS P#688625 6.00000000 (UMBS P#688625 6% 03/01/33) Long ABS-mortgage backed security US $1K 1K 0.00
FANNIE MAE POOL UMBS P#689977 8.00000000 (UMBS P#689977 8% 03/01/27) Long ABS-mortgage backed security US $2K 2K 0.00
FANNIE MAE POOL UMBS P#695533 8.00000000 (UMBS P#695533 8% 06/01/27) Long ABS-mortgage backed security US $2K 2K 0.00
FANNIE MAE POOL UMBS P#695584 6.00000000 (UMBS P#695584 6% 03/01/33) Long ABS-mortgage backed security US $310.25 309.34 0.00
FANNIE MAE POOL UMBS P#702901 6.00000000 (UMBS P#702901 6% 05/01/33) Long ABS-mortgage backed security US $7K 7K 0.00
FANNIE MAE POOL UMBS P#720155 5.50000000 (UMBS P#720155 5.5% 07/01/33) Long ABS-mortgage backed security US $4K 4K 0.00
FANNIE MAE POOL UMBS P#720576 5.00000000 (UMBS P#720576 5% 06/01/33) Long ABS-mortgage backed security US $4K 4K 0.00
FANNIE MAE POOL UMBS P#723852 5.00000000 (UMBS P#723852 5% 07/01/33) Long ABS-mortgage backed security US $6K 6K 0.00
FANNIE MAE POOL UMBS P#725017 5.50000000 (UMBS P#725017 5.5% 12/01/33) Long ABS-mortgage backed security US $33K 33K 0.00
FANNIE MAE POOL UMBS P#725025 4.50000000 (UMBS P#725025 4.5% 10/01/33) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#725027 5.00000000 (UMBS P#725027 5% 11/01/33) Long ABS-mortgage backed security US $15K 15K 0.00
FANNIE MAE POOL UMBS P#725773 5.50000000 (UMBS P#725773 5.5% 09/01/34) Long ABS-mortgage backed security US $7K 7K 0.00
FANNIE MAE POOL UMBS P#729296 5.00000000 (UMBS P#729296 5% 07/01/33) Long ABS-mortgage backed security US $6K 6K 0.00
FANNIE MAE POOL UMBS P#729379 6.00000000 (UMBS P#729379 6% 08/01/33) Long ABS-mortgage backed security US $2K 2K 0.00
FANNIE MAE POOL UMBS P#735060 6.00000000 (UMBS P#735060 6% 11/01/34) Long ABS-mortgage backed security US $2K 2K 0.00
FANNIE MAE POOL UMBS P#735228 5.50000000 (UMBS P#735228 5.5% 02/01/35) Long ABS-mortgage backed security US $22K 22K 0.00
FANNIE MAE POOL UMBS P#735591 5.00000000 (UMBS P#735591 5% 06/01/35) Long ABS-mortgage backed security US $175K 177K 0.00
FANNIE MAE POOL UMBS P#735676 5.00000000 (UMBS P#735676 5% 07/01/35) Long ABS-mortgage backed security US $976K 989K 0.01
FANNIE MAE POOL UMBS P#737825 6.00000000 (UMBS P#737825 6% 09/01/33) Long ABS-mortgage backed security US $5K 5K 0.00
FANNIE MAE POOL UMBS P#743546 V/R 5.72800000 (UMBS P#743546 V/R 11/01/33) Long ABS-mortgage backed security US $21K 21K 0.00
FANNIE MAE POOL UMBS P#745148 5.00000000 (UMBS P#745148 5% 01/01/36) Long ABS-mortgage backed security US $17K 17K 0.00
FANNIE MAE POOL UMBS P#745275 5.00000000 (UMBS P#745275 5% 02/01/36) Long ABS-mortgage backed security US $13K 13K 0.00
FANNIE MAE POOL UMBS P#745418 5.50000000 (UMBS P#745418 5.5% 04/01/36) Long ABS-mortgage backed security US $24K 24K 0.00
FANNIE MAE POOL UMBS P#745445 V/R 6.52600000 (UMBS P#745445 V/R 01/01/36) Long ABS-mortgage backed security US $9K 9K 0.00
FANNIE MAE POOL UMBS P#745784 V/R 6.12500000 (UMBS P#745784 V/R 08/01/36) Long ABS-mortgage backed security US $10K 10K 0.00
FANNIE MAE POOL UMBS P#745862 V/R 6.86400000 (UMBS P#745862 V/R 04/01/35) Long ABS-mortgage backed security US $10K 10K 0.00
FANNIE MAE POOL UMBS P#745946 5.50000000 (UMBS P#745946 5.5% 11/01/36) Long ABS-mortgage backed security US $8K 8K 0.00
FANNIE MAE POOL UMBS P#746299 V/R 6.06000000 (UMBS P#746299 V/R 09/01/33) Long ABS-mortgage backed security US $4K 4K 0.00
FANNIE MAE POOL UMBS P#750977 4.50000000 (UMBS P#750977 4.5% 11/01/33) Long ABS-mortgage backed security US $4K 4K 0.00
FANNIE MAE POOL UMBS P#751341 5.50000000 (UMBS P#751341 5.5% 03/01/34) Long ABS-mortgage backed security US $4K 4K 0.00
FANNIE MAE POOL UMBS P#752786 6.00000000 (UMBS P#752786 6% 09/01/33) Long ABS-mortgage backed security US $6K 6K 0.00
FANNIE MAE POOL UMBS P#753174 4.00000000 (UMBS P#753174 4% 12/01/33) Long ABS-mortgage backed security US $20K 21K 0.00
FANNIE MAE POOL UMBS P#755109 5.50000000 (UMBS P#755109 5.5% 11/01/33) Long ABS-mortgage backed security US $1K 1K 0.00
FANNIE MAE POOL UMBS P#755973 8.00000000 (UMBS P#755973 8% 11/01/28) Long ABS-mortgage backed security US $6K 6K 0.00
FANNIE MAE POOL UMBS P#759424 5.50000000 (UMBS P#759424 5.5% 01/01/34) Long ABS-mortgage backed security US $4K 4K 0.00
FANNIE MAE POOL UMBS P#766610 V/R 5.92800000 (UMBS P#766610 V/R 01/01/34) Long ABS-mortgage backed security US $1K 1K 0.00
FANNIE MAE POOL UMBS P#770405 5.00000000 (UMBS P#770405 5% 04/01/34) Long ABS-mortgage backed security US $36K 36K 0.00
FANNIE MAE POOL UMBS P#776708 5.00000000 (UMBS P#776708 5% 05/01/34) Long ABS-mortgage backed security US $14K 15K 0.00
FANNIE MAE POOL UMBS P#777132 V/R 7.29500000 (UMBS P#777132 V/R 06/01/34) Long ABS-mortgage backed security US $15K 15K 0.00
FANNIE MAE POOL UMBS P#781563 V/R 6.12400000 (UMBS P#781563 V/R 11/01/34) Long ABS-mortgage backed security US $2K 2K 0.00
FANNIE MAE POOL UMBS P#782306 V/R 6.17000000 (UMBS P#782306 V/R 07/01/34) Long ABS-mortgage backed security US $312.45 309.76 0.00
FANNIE MAE POOL UMBS P#790235 V/R 5.86000000 (UMBS P#790235 V/R 08/01/34) Long ABS-mortgage backed security US $5K 5K 0.00
FANNIE MAE POOL UMBS P#790964 V/R 5.89600000 (UMBS P#790964 V/R 09/01/34) Long ABS-mortgage backed security US $598.96 596.38 0.00
FANNIE MAE POOL UMBS P#794792 V/R 5.72000000 (UMBS P#794792 V/R 10/01/34) Long ABS-mortgage backed security US $4K 4K 0.00
FANNIE MAE POOL UMBS P#799912 V/R 5.98800000 (UMBS P#799912 V/R 11/01/34) Long ABS-mortgage backed security US $2K 2K 0.00
FANNIE MAE POOL UMBS P#800422 V/R 5.45800000 (UMBS P#800422 V/R 08/01/34) Long ABS-mortgage backed security US $11K 11K 0.00
FANNIE MAE POOL UMBS P#809319 V/R 5.90200000 (UMBS P#809319 V/R 01/01/35) Long ABS-mortgage backed security US $4K 3K 0.00
FANNIE MAE POOL UMBS P#810663 5.00000000 (UMBS P#810663 5% 01/01/35) Long ABS-mortgage backed security US $6K 7K 0.00
FANNIE MAE POOL UMBS P#810896 V/R 7.16400000 (UMBS P#810896 V/R 01/01/35) Long ABS-mortgage backed security US $47K 47K 0.00
FANNIE MAE POOL UMBS P#810997 5.50000000 (UMBS P#810997 5.5% 10/01/34) Long ABS-mortgage backed security US $10K 10K 0.00
FANNIE MAE POOL UMBS P#816594 V/R 7.20300000 (UMBS P#816594 V/R 02/01/35) Long ABS-mortgage backed security US $2K 2K 0.00
FANNIE MAE POOL UMBS P#820347 5.00000000 (UMBS P#820347 5% 09/01/35) Long ABS-mortgage backed security US $23K 23K 0.00
FANNIE MAE POOL UMBS P#820602 V/R 6.35500000 (UMBS P#820602 V/R 03/01/35) Long ABS-mortgage backed security US $6K 6K 0.00
FANNIE MAE POOL UMBS P#821378 V/R 7.03800000 (UMBS P#821378 V/R 05/01/35) Long ABS-mortgage backed security US $4K 4K 0.00
FANNIE MAE POOL UMBS P#823660 V/R 7.10500000 (UMBS P#823660 V/R 05/01/35) Long ABS-mortgage backed security US $3K 3K 0.00
FANNIE MAE POOL UMBS P#827776 5.00000000 (UMBS P#827776 5% 07/01/35) Long ABS-mortgage backed security US $4K 4K 0.00
FANNIE MAE POOL UMBS P#832801 V/R 5.98700000 (UMBS P#832801 V/R 09/01/35) Long ABS-mortgage backed security US $3K 3K 0.00
FANNIE MAE POOL UMBS P#833629 7.00000000 (UMBS P#833629 7% 03/01/36) Long ABS-mortgage backed security US $901.54 876.59 0.00
FANNIE MAE POOL UMBS P#849251 V/R 7.08300000 (UMBS P#849251 V/R 01/01/36) Long ABS-mortgage backed security US $34K 33K 0.00
FANNIE MAE POOL UMBS P#851432 V/R 7.30200000 (UMBS P#851432 V/R 10/01/35) Long ABS-mortgage backed security US $24K 24K 0.00
FANNIE MAE POOL UMBS P#868952 V/R 7.13200000 (UMBS P#868952 V/R 05/01/36) Long ABS-mortgage backed security US $1K 1K 0.00
FANNIE MAE POOL UMBS P#870770 6.50000000 (UMBS P#870770 6.5% 07/01/36) Long ABS-mortgage backed security US $3K 3K 0.00
FANNIE MAE POOL UMBS P#872825 V/R 7.71400000 (UMBS P#872825 V/R 06/01/36) Long ABS-mortgage backed security US $27K 27K 0.00
FANNIE MAE POOL UMBS P#880219 7.00000000 (UMBS P#880219 7% 02/01/36) Long ABS-mortgage backed security US $6K 6K 0.00
FANNIE MAE POOL UMBS P#884066 V/R 7.65700000 (UMBS P#884066 V/R 06/01/36) Long ABS-mortgage backed security US $8K 7K 0.00
FANNIE MAE POOL UMBS P#884722 V/R 7.11700000 (UMBS P#884722 V/R 08/01/36) Long ABS-mortgage backed security US $2K 2K 0.00
FANNIE MAE POOL UMBS P#886558 V/R 6.02200000 (UMBS P#886558 V/R 08/01/36) Long ABS-mortgage backed security US $33K 33K 0.00
FANNIE MAE POOL UMBS P#886772 V/R 5.98200000 (UMBS P#886772 V/R 09/01/36) Long ABS-mortgage backed security US $18K 17K 0.00
FANNIE MAE POOL UMBS P#888016 5.50000000 (UMBS P#888016 5.5% 05/01/36) Long ABS-mortgage backed security US $32K 32K 0.00
FANNIE MAE POOL UMBS P#888184 V/R 6.02400000 (UMBS P#888184 V/R 01/01/37) Long ABS-mortgage backed security US $8K 8K 0.00
FANNIE MAE POOL UMBS P#888209 5.50000000 (UMBS P#888209 5.5% 05/01/36) Long ABS-mortgage backed security US $21K 21K 0.00
FANNIE MAE POOL UMBS P#888307 V/R 6.32600000 (UMBS P#888307 V/R 04/01/37) Long ABS-mortgage backed security US $7K 7K 0.00
FANNIE MAE POOL UMBS P#888343 5.00000000 (UMBS P#888343 5% 11/01/35) Long ABS-mortgage backed security US $202K 205K 0.00
FANNIE MAE POOL UMBS P#888373 7.00000000 (UMBS P#888373 7% 03/01/37) Long ABS-mortgage backed security US $3K 3K 0.00
FANNIE MAE POOL UMBS P#888408 6.00000000 (UMBS P#888408 6% 03/01/37) Long ABS-mortgage backed security US $21K 21K 0.00
FANNIE MAE POOL UMBS P#888412 7.00000000 (UMBS P#888412 7% 04/01/37) Long ABS-mortgage backed security US $2K 2K 0.00
FANNIE MAE POOL UMBS P#888417 6.50000000 (UMBS P#888417 6.5% 01/01/36) Long ABS-mortgage backed security US $77K 75K 0.00
FANNIE MAE POOL UMBS P#888430 5.00000000 (UMBS P#888430 5% 11/01/33) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#888476 7.50000000 (UMBS P#888476 7.5% 05/01/37) Long ABS-mortgage backed security US $8K 8K 0.00
FANNIE MAE POOL UMBS P#888568 5.00000000 (UMBS P#888568 5% 12/01/34) Long ABS-mortgage backed security US $11K 11K 0.00
FANNIE MAE POOL UMBS P#888605 V/R 6.44100000 (UMBS P#888605 V/R 07/01/35) Long ABS-mortgage backed security US $187 188.44 0.00
FANNIE MAE POOL UMBS P#888656 6.50000000 (UMBS P#888656 6.5% 04/01/25) Long ABS-mortgage backed security US $2.86 2.81 0.00
FANNIE MAE POOL UMBS P#888707 7.50000000 (UMBS P#888707 7.5% 10/01/37) Long ABS-mortgage backed security US $60K 58K 0.00
FANNIE MAE POOL UMBS P#888890 6.50000000 (UMBS P#888890 6.5% 10/01/37) Long ABS-mortgage backed security US $26K 25K 0.00
FANNIE MAE POOL UMBS P#888892 7.50000000 (UMBS P#888892 7.5% 11/01/37) Long ABS-mortgage backed security US $19K 18K 0.00
FANNIE MAE POOL UMBS P#889020 6.50000000 (UMBS P#889020 6.5% 11/01/29) Long ABS-mortgage backed security US $107K 105K 0.00
FANNIE MAE POOL UMBS P#889579 6.00000000 (UMBS P#889579 6% 05/01/38) Long ABS-mortgage backed security US $87K 85K 0.00
FANNIE MAE POOL UMBS P#889588 5.50000000 (UMBS P#889588 5.5% 06/01/38) Long ABS-mortgage backed security US $683.17 680.67 0.00
FANNIE MAE POOL UMBS P#889705 5.50000000 (UMBS P#889705 5.5% 06/01/38) Long ABS-mortgage backed security US $46K 46K 0.00
FANNIE MAE POOL UMBS P#890222 6.00000000 (UMBS P#890222 6% 10/01/28) Long ABS-mortgage backed security US $13K 13K 0.00
FANNIE MAE POOL UMBS P#890268 6.50000000 (UMBS P#890268 6.5% 10/01/38) Long ABS-mortgage backed security US $31K 30K 0.00
FANNIE MAE POOL UMBS P#890310 4.50000000 (UMBS P#890310 4.5% 12/01/40) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#890385 6.00000000 (UMBS P#890385 6% 12/01/39) Long ABS-mortgage backed security US $453K 443K 0.00
FANNIE MAE POOL UMBS P#892868 V/R 6.02000000 (UMBS P#892868 V/R 07/01/36) Long ABS-mortgage backed security US $13K 13K 0.00
FANNIE MAE POOL UMBS P#893580 V/R 5.81500000 (UMBS P#893580 V/R 09/01/36) Long ABS-mortgage backed security US $5K 5K 0.00
FANNIE MAE POOL UMBS P#894239 V/R 6.17700000 (UMBS P#894239 V/R 10/01/36) Long ABS-mortgage backed security US $13K 13K 0.00
FANNIE MAE POOL UMBS P#894452 V/R 6.07000000 (UMBS P#894452 V/R 09/01/36) Long ABS-mortgage backed security US $11K 11K 0.00
FANNIE MAE POOL UMBS P#896463 V/R 6.63700000 (UMBS P#896463 V/R 10/01/34) Long ABS-mortgage backed security US $10K 10K 0.00
FANNIE MAE POOL UMBS P#898179 V/R 6.79500000 (UMBS P#898179 V/R 09/01/36) Long ABS-mortgage backed security US $35K 35K 0.00
FANNIE MAE POOL UMBS P#900191 V/R 6.32500000 (UMBS P#900191 V/R 10/01/36) Long ABS-mortgage backed security US $17K 17K 0.00
FANNIE MAE POOL UMBS P#900197 V/R 6.32500000 (UMBS P#900197 V/R 10/01/36) Long ABS-mortgage backed security US $38K 37K 0.00
FANNIE MAE POOL UMBS P#902818 V/R 6.19600000 (UMBS P#902818 V/R 11/01/36) Long ABS-mortgage backed security US $213.79 211.82 0.00
FANNIE MAE POOL UMBS P#902955 V/R 6.03500000 (UMBS P#902955 V/R 12/01/36) Long ABS-mortgage backed security US $23K 23K 0.00
FANNIE MAE POOL UMBS P#909236 7.00000000 (UMBS P#909236 7% 09/01/38) Long ABS-mortgage backed security US $30K 29K 0.00
FANNIE MAE POOL UMBS P#913984 V/R 7.16900000 (UMBS P#913984 V/R 02/01/37) Long ABS-mortgage backed security US $19K 19K 0.00
FANNIE MAE POOL UMBS P#915645 V/R 6.48500000 (UMBS P#915645 V/R 02/01/37) Long ABS-mortgage backed security US $9K 9K 0.00
FANNIE MAE POOL UMBS P#920340 V/R 7.25000000 (UMBS P#920340 V/R 02/01/36) Long ABS-mortgage backed security US $3K 3K 0.00
FANNIE MAE POOL UMBS P#920547 V/R 6.10000000 (UMBS P#920547 V/R 09/01/36) Long ABS-mortgage backed security US $19K 18K 0.00
FANNIE MAE POOL UMBS P#920843 V/R 7.13800000 (UMBS P#920843 V/R 03/01/36) Long ABS-mortgage backed security US $71K 69K 0.00
FANNIE MAE POOL UMBS P#920934 6.50000000 (UMBS P#920934 6.5% 01/01/37) Long ABS-mortgage backed security US $29K 29K 0.00
FANNIE MAE POOL UMBS P#920954 V/R 7.14600000 (UMBS P#920954 V/R 01/01/37) Long ABS-mortgage backed security US $15K 15K 0.00
FANNIE MAE POOL UMBS P#928584 6.50000000 (UMBS P#928584 6.5% 08/01/37) Long ABS-mortgage backed security US $11K 11K 0.00
FANNIE MAE POOL UMBS P#928670 7.00000000 (UMBS P#928670 7% 09/01/37) Long ABS-mortgage backed security US $21K 20K 0.00
FANNIE MAE POOL UMBS P#929331 6.00000000 (UMBS P#929331 6% 04/01/38) Long ABS-mortgage backed security US $9K 9K 0.00
FANNIE MAE POOL UMBS P#934591 7.00000000 (UMBS P#934591 7% 10/01/38) Long ABS-mortgage backed security US $32K 31K 0.00
FANNIE MAE POOL UMBS P#938346 V/R 6.46400000 (UMBS P#938346 V/R 07/01/37) Long ABS-mortgage backed security US $15K 15K 0.00
FANNIE MAE POOL UMBS P#945032 V/R 7.07700000 (UMBS P#945032 V/R 08/01/37) Long ABS-mortgage backed security US $31K 31K 0.00
FANNIE MAE POOL UMBS P#945870 6.50000000 (UMBS P#945870 6.5% 08/01/37) Long ABS-mortgage backed security US $18K 18K 0.00
FANNIE MAE POOL UMBS P#946260 V/R 6.16200000 (UMBS P#946260 V/R 09/01/37) Long ABS-mortgage backed security US $4K 4K 0.00
FANNIE MAE POOL UMBS P#946362 V/R 6.01200000 (UMBS P#946362 V/R 09/01/37) Long ABS-mortgage backed security US $3K 3K 0.00
FANNIE MAE POOL UMBS P#948208 V/R 7.02800000 (UMBS P#948208 V/R 07/01/37) Long ABS-mortgage backed security US $16K 16K 0.00
FANNIE MAE POOL UMBS P#952835 V/R 6.63400000 (UMBS P#952835 V/R 09/01/37) Long ABS-mortgage backed security US $7K 7K 0.00
FANNIE MAE POOL UMBS P#966946 V/R 6.28500000 (UMBS P#966946 V/R 01/01/38) Long ABS-mortgage backed security US $2K 2K 0.00
FANNIE MAE POOL UMBS P#969230 5.50000000 (UMBS P#969230 5.5% 05/01/37) Long ABS-mortgage backed security US $52K 52K 0.00
FANNIE MAE POOL UMBS P#975376 5.50000000 (UMBS P#975376 5.5% 06/01/38) Long ABS-mortgage backed security US $342K 340K 0.00
FANNIE MAE POOL UMBS P#976871 6.50000000 (UMBS P#976871 6.5% 08/01/36) Long ABS-mortgage backed security US $59K 57K 0.00
FANNIE MAE POOL UMBS P#986648 6.00000000 (UMBS P#986648 6% 09/01/37) Long ABS-mortgage backed security US $33K 33K 0.00
FANNIE MAE POOL UMBS P#991908 7.00000000 (UMBS P#991908 7% 11/01/38) Long ABS-mortgage backed security US $26K 24K 0.00
FANNIE MAE POOL UMBS P#995002 5.00000000 (UMBS P#995002 5% 07/01/37) Long ABS-mortgage backed security US $247K 251K 0.00
FANNIE MAE POOL UMBS P#995003 7.50000000 (UMBS P#995003 7.5% 01/01/35) Long ABS-mortgage backed security US $11K 10K 0.00
FANNIE MAE POOL UMBS P#995108 V/R 6.26400000 (UMBS P#995108 V/R 11/01/37) Long ABS-mortgage backed security US $17K 17K 0.00
FANNIE MAE POOL UMBS P#995149 6.50000000 (UMBS P#995149 6.5% 10/01/38) Long ABS-mortgage backed security US $118K 116K 0.00
FANNIE MAE POOL UMBS P#995156 7.50000000 (UMBS P#995156 7.5% 03/01/35) Long ABS-mortgage backed security US $13K 13K 0.00
FANNIE MAE POOL UMBS P#995203 5.00000000 (UMBS P#995203 5% 07/01/35) Long ABS-mortgage backed security US $837K 848K 0.00
FANNIE MAE POOL UMBS P#995245 5.00000000 (UMBS P#995245 5% 01/01/39) Long ABS-mortgage backed security US $791K 804K 0.00
FANNIE MAE POOL UMBS P#995504 7.50000000 (UMBS P#995504 7.5% 11/01/38) Long ABS-mortgage backed security US $15K 14K 0.00
FANNIE MAE POOL UMBS P#995505 8.00000000 (UMBS P#995505 8% 01/01/38) Long ABS-mortgage backed security US $1K 1K 0.00
FANNIE MAE POOL UMBS P#995656 7.00000000 (UMBS P#995656 7% 06/01/33) Long ABS-mortgage backed security US $28K 27K 0.00
FANNIE MAE POOL UMBS P#995783 8.00000000 (UMBS P#995783 8% 11/01/37) Long ABS-mortgage backed security US $8K 8K 0.00
FANNIE MAE POOL UMBS P#995919 V/R 6.31000000 (UMBS P#995919 V/R 07/01/37) Long ABS-mortgage backed security US $20K 20K 0.00
FANNIE MAE POOL UMBS P#AA0917 5.50000000 (UMBS P#AA0917 5.5% 09/01/33) Long ABS-mortgage backed security US $68K 68K 0.00
FANNIE MAE POOL UMBS P#AA0922 6.00000000 (UMBS P#AA0922 6% 09/01/36) Long ABS-mortgage backed security US $116K 113K 0.00
FANNIE MAE POOL UMBS P#AA1019 6.00000000 (UMBS P#AA1019 6% 11/01/36) Long ABS-mortgage backed security US $14K 14K 0.00
FANNIE MAE POOL UMBS P#AB0110 5.00000000 (UMBS P#AB0110 5% 02/01/35) Long ABS-mortgage backed security US $990K 1M 0.01
FANNIE MAE POOL UMBS P#AB0125 5.00000000 (UMBS P#AB0125 5% 02/01/35) Long ABS-mortgage backed security US $190K 193K 0.00
FANNIE MAE POOL UMBS P#AB2459 4.00000000 (UMBS P#AB2459 4% 03/01/41) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#AB2869 6.00000000 (UMBS P#AB2869 6% 11/01/38) Long ABS-mortgage backed security US $30K 29K 0.00
FANNIE MAE POOL UMBS P#AB4058 4.00000000 (UMBS P#AB4058 4% 12/01/41) Long ABS-mortgage backed security US $492K 522K 0.00
FANNIE MAE POOL UMBS P#AB4106 3.50000000 (UMBS P#AB4106 3.5% 12/01/41) Long ABS-mortgage backed security US $88K 96K 0.00
FANNIE MAE POOL UMBS P#AB4438 3.50000000 (UMBS P#AB4438 3.5% 02/01/42) Long ABS-mortgage backed security US $99K 108K 0.00
FANNIE MAE POOL UMBS P#AB4827 3.50000000 (UMBS P#AB4827 3.5% 04/01/42) Long ABS-mortgage backed security US $77K 84K 0.00
FANNIE MAE POOL UMBS P#AB5502 3.50000000 (UMBS P#AB5502 3.5% 07/01/42) Long ABS-mortgage backed security US $414K 451K 0.00
FANNIE MAE POOL UMBS P#AB6015 3.50000000 (UMBS P#AB6015 3.5% 08/01/42) Long ABS-mortgage backed security US $270K 296K 0.00
FANNIE MAE POOL UMBS P#AB6317 3.50000000 (UMBS P#AB6317 3.5% 09/01/42) Long ABS-mortgage backed security US $233K 255K 0.00
FANNIE MAE POOL UMBS P#AB6524 3.50000000 (UMBS P#AB6524 3.5% 10/01/42) Long ABS-mortgage backed security US $234K 257K 0.00
FANNIE MAE POOL UMBS P#AB6619 3.50000000 (UMBS P#AB6619 3.5% 10/01/42) Long ABS-mortgage backed security US $133K 146K 0.00
FANNIE MAE POOL UMBS P#AB6633 3.50000000 (UMBS P#AB6633 3.5% 10/01/42) Long ABS-mortgage backed security US $379K 415K 0.00
FANNIE MAE POOL UMBS P#AB6929 3.50000000 (UMBS P#AB6929 3.5% 11/01/42) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#AB7079 3.00000000 (UMBS P#AB7079 3% 11/01/42) Long ABS-mortgage backed security US $991K 1M 0.01
FANNIE MAE POOL UMBS P#AB7319 4.00000000 (UMBS P#AB7319 4% 12/01/42) Long ABS-mortgage backed security US $141K 150K 0.00
FANNIE MAE POOL UMBS P#AB7397 3.00000000 (UMBS P#AB7397 3% 12/01/42) Long ABS-mortgage backed security US $507K 574K 0.00
FANNIE MAE POOL UMBS P#AB7410 3.00000000 (UMBS P#AB7410 3% 12/01/42) Long ABS-mortgage backed security US $314K 357K 0.00
FANNIE MAE POOL UMBS P#AB7473 3.00000000 (UMBS P#AB7473 3% 01/01/43) Long ABS-mortgage backed security US $499K 565K 0.00
FANNIE MAE POOL UMBS P#AB7505 3.00000000 (UMBS P#AB7505 3% 01/01/43) Long ABS-mortgage backed security US $327K 371K 0.00
FANNIE MAE POOL UMBS P#AB7733 3.00000000 (UMBS P#AB7733 3% 01/01/43) Long ABS-mortgage backed security US $577K 654K 0.00
FANNIE MAE POOL UMBS P#AB8726 3.50000000 (UMBS P#AB8726 3.5% 03/01/43) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#AB8897 3.00000000 (UMBS P#AB8897 3% 04/01/43) Long ABS-mortgage backed security US $917K 1M 0.01
FANNIE MAE POOL UMBS P#AB9196 3.50000000 (UMBS P#AB9196 3.5% 05/01/43) Long ABS-mortgage backed security US $159K 174K 0.00
FANNIE MAE POOL UMBS P#AB9551 3.00000000 (UMBS P#AB9551 3% 06/01/43) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#AB9765 3.00000000 (UMBS P#AB9765 3% 06/01/43) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#AB9865 3.50000000 (UMBS P#AB9865 3.5% 07/01/43) Long ABS-mortgage backed security US $3M 4M 0.02
FANNIE MAE POOL UMBS P#AC1317 4.50000000 (UMBS P#AC1317 4.5% 09/01/34) Long ABS-mortgage backed security US $7K 8K 0.00
FANNIE MAE POOL UMBS P#AC2948 5.00000000 (UMBS P#AC2948 5% 09/01/39) Long ABS-mortgage backed security US $47K 47K 0.00
FANNIE MAE POOL UMBS P#AC3740 5.50000000 (UMBS P#AC3740 5.5% 09/01/39) Long ABS-mortgage backed security US $18K 18K 0.00
FANNIE MAE POOL UMBS P#AC5442 4.50000000 (UMBS P#AC5442 4.5% 11/01/39) Long ABS-mortgage backed security US $7K 7K 0.00
FANNIE MAE POOL UMBS P#AC7296 5.50000000 (UMBS P#AC7296 5.5% 12/01/39) Long ABS-mortgage backed security US $26K 26K 0.00
FANNIE MAE POOL UMBS P#AC9526 5.50000000 (UMBS P#AC9526 5.5% 01/01/40) Long ABS-mortgage backed security US $214K 213K 0.00
FANNIE MAE POOL UMBS P#AD0085 V/R 5.86900000 (UMBS P#AD0085 V/R 11/01/37) Long ABS-mortgage backed security US $30K 30K 0.00
FANNIE MAE POOL UMBS P#AD0133 5.00000000 (UMBS P#AD0133 5% 08/01/24) Long ABS-mortgage backed security US $7.78 7.83 0.00
FANNIE MAE POOL UMBS P#AD0179 V/R 6.31700000 (UMBS P#AD0179 V/R 12/01/37) Long ABS-mortgage backed security US $37K 36K 0.00
FANNIE MAE POOL UMBS P#AD0198 5.50000000 (UMBS P#AD0198 5.5% 09/01/38) Long ABS-mortgage backed security US $292K 291K 0.00
FANNIE MAE POOL UMBS P#AD0249 5.50000000 (UMBS P#AD0249 5.5% 04/01/37) Long ABS-mortgage backed security US $52K 52K 0.00
FANNIE MAE POOL UMBS P#AD0523 6.00000000 (UMBS P#AD0523 6% 11/01/48) Long ABS-mortgage backed security US $20K 20K 0.00
FANNIE MAE POOL UMBS P#AD0753 7.00000000 (UMBS P#AD0753 7% 01/01/39) Long ABS-mortgage backed security US $113K 109K 0.00
FANNIE MAE POOL UMBS P#AD0780 7.50000000 (UMBS P#AD0780 7.5% 04/01/39) Long ABS-mortgage backed security US $76K 72K 0.00
FANNIE MAE POOL UMBS P#AD3796 5.00000000 (UMBS P#AD3796 5% 04/01/40) Long ABS-mortgage backed security US $95K 97K 0.00
FANNIE MAE POOL UMBS P#AD8522 4.00000000 (UMBS P#AD8522 4% 08/01/40) Long ABS-mortgage backed security US $48K 51K 0.00
FANNIE MAE POOL UMBS P#AD9151 5.00000000 (UMBS P#AD9151 5% 08/01/40) Long ABS-mortgage backed security US $90K 91K 0.00
FANNIE MAE POOL UMBS P#AD9153 4.50000000 (UMBS P#AD9153 4.5% 08/01/40) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#AE0049 6.00000000 (UMBS P#AE0049 6% 09/01/29) Long ABS-mortgage backed security US $9K 9K 0.00
FANNIE MAE POOL UMBS P#AE0096 5.50000000 (UMBS P#AE0096 5.5% 07/01/25) Long ABS-mortgage backed security US $151.59 151.57 0.00
FANNIE MAE POOL UMBS P#AE0113 4.00000000 (UMBS P#AE0113 4% 07/01/40) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#AE0218 4.50000000 (UMBS P#AE0218 4.5% 08/01/40) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#AE0828 3.50000000 (UMBS P#AE0828 3.5% 02/01/41) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#AH0936 3.50000000 (UMBS P#AH0936 3.5% 12/01/40) Long ABS-mortgage backed security US $29K 32K 0.00
FANNIE MAE POOL UMBS P#AH1130 4.00000000 (UMBS P#AH1130 4% 01/01/41) Long ABS-mortgage backed security US $161K 170K 0.00
FANNIE MAE POOL UMBS P#AH1559 4.00000000 (UMBS P#AH1559 4% 12/01/40) Long ABS-mortgage backed security US $330K 350K 0.00
FANNIE MAE POOL UMBS P#AH1560 4.00000000 (UMBS P#AH1560 4% 01/01/41) Long ABS-mortgage backed security US $548K 580K 0.00
FANNIE MAE POOL UMBS P#AH1563 4.00000000 (UMBS P#AH1563 4% 01/01/41) Long ABS-mortgage backed security US $401K 425K 0.00
FANNIE MAE POOL UMBS P#AH1565 4.50000000 (UMBS P#AH1565 4.5% 12/01/40) Long ABS-mortgage backed security US $470K 483K 0.00
FANNIE MAE POOL UMBS P#AH1839 4.00000000 (UMBS P#AH1839 4% 12/01/40) Long ABS-mortgage backed security US $76K 81K 0.00
FANNIE MAE POOL UMBS P#AH2683 4.00000000 (UMBS P#AH2683 4% 01/01/41) Long ABS-mortgage backed security US $548K 581K 0.00
FANNIE MAE POOL UMBS P#AH2905 4.00000000 (UMBS P#AH2905 4% 01/01/41) Long ABS-mortgage backed security US $331K 350K 0.00
FANNIE MAE POOL UMBS P#AH3394 4.00000000 (UMBS P#AH3394 4% 01/01/41) Long ABS-mortgage backed security US $301K 319K 0.00
FANNIE MAE POOL UMBS P#AH3933 4.00000000 (UMBS P#AH3933 4% 01/01/41) Long ABS-mortgage backed security US $71K 76K 0.00
FANNIE MAE POOL UMBS P#AH4429 4.00000000 (UMBS P#AH4429 4% 02/01/41) Long ABS-mortgage backed security US $615K 651K 0.00
FANNIE MAE POOL UMBS P#AH7010 4.50000000 (UMBS P#AH7010 4.5% 03/01/41) Long ABS-mortgage backed security US $437K 449K 0.00
FANNIE MAE POOL UMBS P#AH7861 4.50000000 (UMBS P#AH7861 4.5% 05/01/41) Long ABS-mortgage backed security US $390K 401K 0.00
FANNIE MAE POOL UMBS P#AH7932 4.50000000 (UMBS P#AH7932 4.5% 08/01/41) Long ABS-mortgage backed security US $778K 801K 0.00
FANNIE MAE POOL UMBS P#AH8029 4.50000000 (UMBS P#AH8029 4.5% 04/01/41) Long ABS-mortgage backed security US $246K 253K 0.00
FANNIE MAE POOL UMBS P#AH8584 4.00000000 (UMBS P#AH8584 4% 02/01/41) Long ABS-mortgage backed security US $19K 20K 0.00
FANNIE MAE POOL UMBS P#AH9683 5.00000000 (UMBS P#AH9683 5% 04/01/31) Long ABS-mortgage backed security US $23K 23K 0.00
FANNIE MAE POOL UMBS P#AI1892 5.00000000 (UMBS P#AI1892 5% 05/01/41) Long ABS-mortgage backed security US $46K 47K 0.00
FANNIE MAE POOL UMBS P#AI2465 4.50000000 (UMBS P#AI2465 4.5% 05/01/41) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#AI5143 4.50000000 (UMBS P#AI5143 4.5% 07/01/41) Long ABS-mortgage backed security US $102K 105K 0.00
FANNIE MAE POOL UMBS P#AI8069 4.00000000 (UMBS P#AI8069 4% 10/01/41) Long ABS-mortgage backed security US $317K 337K 0.00
FANNIE MAE POOL UMBS P#AJ1407 4.00000000 (UMBS P#AJ1407 4% 09/01/41) Long ABS-mortgage backed security US $66K 70K 0.00
FANNIE MAE POOL UMBS P#AJ3086 3.50000000 (UMBS P#AJ3086 3.5% 11/01/41) Long ABS-mortgage backed security US $103K 112K 0.00
FANNIE MAE POOL UMBS P#AJ4724 3.50000000 (UMBS P#AJ4724 3.5% 12/01/41) Long ABS-mortgage backed security US $168K 183K 0.00
FANNIE MAE POOL UMBS P#AJ7689 4.00000000 (UMBS P#AJ7689 4% 12/01/41) Long ABS-mortgage backed security US $593K 628K 0.00
FANNIE MAE POOL UMBS P#AJ9278 3.50000000 (UMBS P#AJ9278 3.5% 12/01/41) Long ABS-mortgage backed security US $144K 157K 0.00
FANNIE MAE POOL UMBS P#AJ9317 4.00000000 (UMBS P#AJ9317 4% 01/01/42) Long ABS-mortgage backed security US $902K 957K 0.01
FANNIE MAE POOL UMBS P#AK4025 3.50000000 (UMBS P#AK4025 3.5% 02/01/42) Long ABS-mortgage backed security US $134K 146K 0.00
FANNIE MAE POOL UMBS P#AL0045 6.00000000 (UMBS P#AL0045 6% 12/01/32) Long ABS-mortgage backed security US $51K 49K 0.00
FANNIE MAE POOL UMBS P#AL0587 4.00000000 (UMBS P#AL0587 4% 09/01/40) Long ABS-mortgage backed security US $387K 410K 0.00
FANNIE MAE POOL UMBS P#AL0662 5.50000000 (UMBS P#AL0662 5.5% 01/01/38) Long ABS-mortgage backed security US $39K 39K 0.00
FANNIE MAE POOL UMBS P#AL1459 4.00000000 (UMBS P#AL1459 4% 10/01/41) Long ABS-mortgage backed security US $384K 407K 0.00
FANNIE MAE POOL UMBS P#AL2483 3.50000000 (UMBS P#AL2483 3.5% 10/01/42) Long ABS-mortgage backed security US $107K 117K 0.00
FANNIE MAE POOL UMBS P#AL2606 4.00000000 (UMBS P#AL2606 4% 03/01/42) Long ABS-mortgage backed security US $21K 23K 0.00
FANNIE MAE POOL UMBS P#AL2617 6.00000000 (UMBS P#AL2617 6% 10/01/40) Long ABS-mortgage backed security US $585K 572K 0.00
FANNIE MAE POOL UMBS P#AL3316 3.50000000 (UMBS P#AL3316 3.5% 03/01/43) Long ABS-mortgage backed security US $539K 592K 0.00
FANNIE MAE POOL UMBS P#AL3714 3.50000000 (UMBS P#AL3714 3.5% 01/01/43) Long ABS-mortgage backed security US $283K 311K 0.00
FANNIE MAE POOL UMBS P#AL5788 5.00000000 (UMBS P#AL5788 5% 05/01/42) Long ABS-mortgage backed security US $731K 739K 0.00
FANNIE MAE POOL UMBS P#AL6851 2.50000000 (UMBS P#AL6851 2.5% 10/01/43) Long ABS-mortgage backed security US $875K 1M 0.01
FANNIE MAE POOL UMBS P#AL8044 4.50000000 (UMBS P#AL8044 4.5% 11/01/42) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#AL8558 6.00000000 (UMBS P#AL8558 6% 07/01/41) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#AL9764 4.50000000 (UMBS P#AL9764 4.5% 02/01/46) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#AL9960 3.00000000 (UMBS P#AL9960 3% 02/01/44) Long ABS-mortgage backed security US $2M 3M 0.01
FANNIE MAE POOL UMBS P#AM4660 3.76500000 (UMBS P#AM4660 3.765% 12/01/25) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#AM4789 4.18000000 (UMBS P#AM4789 4.18% 11/01/30) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#AM6448 3.25000000 (UMBS P#AM6448 3.25% 09/01/26) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#AM6781 V/R 5.91900000 (UMBS P#AM6781 V/R 09/01/24) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#AM7117 3.14000000 (UMBS P#AM7117 3.14% 12/01/26) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#AM7321 3.12000000 (UMBS P#AM7321 3.12% 11/01/26) Long ABS-mortgage backed security US $844K 880K 0.00
FANNIE MAE POOL UMBS P#AM7514 3.07000000 (UMBS P#AM7514 3.07% 02/01/25) Long ABS-mortgage backed security US $5M 5M 0.03
FANNIE MAE POOL UMBS P#AM7515 3.34000000 (UMBS P#AM7515 3.34% 02/01/27) Long ABS-mortgage backed security US $1M 2M 0.01
FANNIE MAE POOL UMBS P#AM7516 3.55000000 (UMBS P#AM7516 3.55% 02/01/30) Long ABS-mortgage backed security US $1M 2M 0.01
FANNIE MAE POOL UMBS P#AM8475 3.45000000 (UMBS P#AM8475 3.45% 04/01/35) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#AM8595 2.83000000 (UMBS P#AM8595 2.83% 05/01/27) Long ABS-mortgage backed security US $7M 8M 0.04
FANNIE MAE POOL UMBS P#AM8846 2.68000000 (UMBS P#AM8846 2.68% 05/01/25) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#AM9087 3.00000000 (UMBS P#AM9087 3% 06/01/27) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#AM9188 3.12000000 (UMBS P#AM9188 3.12% 06/01/35) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#AM9860 3.08000000 (UMBS P#AM9860 3.08% 12/01/24) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#AN1330 3.19000000 (UMBS P#AN1330 3.19% 03/01/36) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#AN2896 2.58000000 (UMBS P#AN2896 2.58% 09/01/28) Long ABS-mortgage backed security US $3M 4M 0.02
FANNIE MAE POOL UMBS P#AN2899 2.59000000 (UMBS P#AN2899 2.59% 09/01/28) Long ABS-mortgage backed security US $7M 7M 0.04
FANNIE MAE POOL UMBS P#AN3242 2.62000000 (UMBS P#AN3242 2.62% 10/01/28) Long ABS-mortgage backed security US $8M 9M 0.05
FANNIE MAE POOL UMBS P#AN4363 3.25000000 (UMBS P#AN4363 3.25% 02/01/27) Long ABS-mortgage backed security US $5M 5M 0.03
FANNIE MAE POOL UMBS P#AN4917 3.13000000 (UMBS P#AN4917 3.13% 03/01/27) Long ABS-mortgage backed security US $6M 6M 0.04
FANNIE MAE POOL UMBS P#AN5527 3.02000000 (UMBS P#AN5527 3.02% 07/01/29) Long ABS-mortgage backed security US $7M 8M 0.04
FANNIE MAE POOL UMBS P#AN6244 3.09000000 (UMBS P#AN6244 3.09% 09/01/29) Long ABS-mortgage backed security US $7M 7M 0.04
FANNIE MAE POOL UMBS P#AN6850 3.22000000 (UMBS P#AN6850 3.22% 09/01/32) Long ABS-mortgage backed security US $5M 6M 0.03
FANNIE MAE POOL UMBS P#AN6933 2.90000000 (UMBS P#AN6933 2.9% 10/01/29) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#AN7943 3.10000000 (UMBS P#AN7943 3.1% 01/01/28) Long ABS-mortgage backed security US $6M 6M 0.04
FANNIE MAE POOL UMBS P#AN8048 3.08000000 (UMBS P#AN8048 3.08% 01/01/28) Long ABS-mortgage backed security US $8M 8M 0.04
FANNIE MAE POOL UMBS P#AN8240 3.19000000 (UMBS P#AN8240 3.19% 01/01/33) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#AN8933 3.53000000 (UMBS P#AN8933 3.53% 04/01/33) Long ABS-mortgage backed security US $11M 12M 0.07
FANNIE MAE POOL UMBS P#AN9424 3.66000000 (UMBS P#AN9424 3.66% 03/01/27) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#AN9486 3.57000000 (UMBS P#AN9486 3.57% 06/01/28) Long ABS-mortgage backed security US $8M 8M 0.05
FANNIE MAE POOL UMBS P#AO2970 3.00000000 (UMBS P#AO2970 3% 05/01/42) Long ABS-mortgage backed security US $158K 178K 0.00
FANNIE MAE POOL UMBS P#AO2993 3.50000000 (UMBS P#AO2993 3.5% 05/01/42) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#AO4135 3.50000000 (UMBS P#AO4135 3.5% 06/01/42) Long ABS-mortgage backed security US $509K 556K 0.00
FANNIE MAE POOL UMBS P#AO7225 4.00000000 (UMBS P#AO7225 4% 07/01/42) Long ABS-mortgage backed security US $140K 149K 0.00
FANNIE MAE POOL UMBS P#AO7761 3.50000000 (UMBS P#AO7761 3.5% 07/01/32) Long ABS-mortgage backed security US $39K 41K 0.00
FANNIE MAE POOL UMBS P#AO8044 3.50000000 (UMBS P#AO8044 3.5% 07/01/42) Long ABS-mortgage backed security US $7M 8M 0.04
FANNIE MAE POOL UMBS P#AO8282 4.00000000 (UMBS P#AO8282 4% 08/01/42) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#AO9140 3.50000000 (UMBS P#AO9140 3.5% 07/01/42) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#AO9352 4.00000000 (UMBS P#AO9352 4% 07/01/42) Long ABS-mortgage backed security US $173K 185K 0.00
FANNIE MAE POOL UMBS P#AO9353 4.00000000 (UMBS P#AO9353 4% 07/01/42) Long ABS-mortgage backed security US $201K 214K 0.00
FANNIE MAE POOL UMBS P#AP6381 3.50000000 (UMBS P#AP6381 3.5% 09/01/42) Long ABS-mortgage backed security US $215K 237K 0.00
FANNIE MAE POOL UMBS P#AQ5136 3.50000000 (UMBS P#AQ5136 3.5% 11/01/42) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#AQ7084 3.50000000 (UMBS P#AQ7084 3.5% 12/01/32) Long ABS-mortgage backed security US $107K 112K 0.00
FANNIE MAE POOL UMBS P#AQ7920 3.00000000 (UMBS P#AQ7920 3% 12/01/42) Long ABS-mortgage backed security US $38K 43K 0.00
FANNIE MAE POOL UMBS P#AQ8104 3.00000000 (UMBS P#AQ8104 3% 05/01/43) Long ABS-mortgage backed security US $15K 17K 0.00
FANNIE MAE POOL UMBS P#AQ9316 2.50000000 (UMBS P#AQ9316 2.5% 01/01/43) Long ABS-mortgage backed security US $952K 1M 0.01
FANNIE MAE POOL UMBS P#AQ9999 3.00000000 (UMBS P#AQ9999 3% 02/01/43) Long ABS-mortgage backed security US $274K 310K 0.00
FANNIE MAE POOL UMBS P#AR1397 3.00000000 (UMBS P#AR1397 3% 01/01/43) Long ABS-mortgage backed security US $579K 653K 0.00
FANNIE MAE POOL UMBS P#AR1725 3.50000000 (UMBS P#AR1725 3.5% 02/01/43) Long ABS-mortgage backed security US $26K 29K 0.00
FANNIE MAE POOL UMBS P#AR2626 2.50000000 (UMBS P#AR2626 2.5% 02/01/43) Long ABS-mortgage backed security US $427K 505K 0.00
FANNIE MAE POOL UMBS P#AR3332 3.50000000 (UMBS P#AR3332 3.5% 02/01/43) Long ABS-mortgage backed security US $16K 17K 0.00
FANNIE MAE POOL UMBS P#AR7484 3.50000000 (UMBS P#AR7484 3.5% 02/01/33) Long ABS-mortgage backed security US $166K 175K 0.00
FANNIE MAE POOL UMBS P#AR8293 3.00000000 (UMBS P#AR8293 3% 05/01/43) Long ABS-mortgage backed security US $605K 686K 0.00
FANNIE MAE POOL UMBS P#AS0294 3.00000000 (UMBS P#AS0294 3% 08/01/28) Long ABS-mortgage backed security US $265K 275K 0.00
FANNIE MAE POOL UMBS P#AS0574 5.00000000 (UMBS P#AS0574 5% 09/01/43) Long ABS-mortgage backed security US $355K 360K 0.00
FANNIE MAE POOL UMBS P#AS1385 4.00000000 (UMBS P#AS1385 4% 12/01/43) Long ABS-mortgage backed security US $41K 44K 0.00
FANNIE MAE POOL UMBS P#AS2947 4.00000000 (UMBS P#AS2947 4% 07/01/44) Long ABS-mortgage backed security US $772K 824K 0.00
FANNIE MAE POOL UMBS P#AS3293 4.00000000 (UMBS P#AS3293 4% 09/01/44) Long ABS-mortgage backed security US $318K 339K 0.00
FANNIE MAE POOL UMBS P#AS4184 4.00000000 (UMBS P#AS4184 4% 01/01/45) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#AS4715 3.00000000 (UMBS P#AS4715 3% 04/01/45) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#AS4752 2.50000000 (UMBS P#AS4752 2.5% 04/01/30) Long ABS-mortgage backed security US $573K 609K 0.00
FANNIE MAE POOL UMBS P#AS4894 2.50000000 (UMBS P#AS4894 2.5% 05/01/30) Long ABS-mortgage backed security US $737K 783K 0.00
FANNIE MAE POOL UMBS P#AS4956 3.00000000 (UMBS P#AS4956 3% 05/01/30) Long ABS-mortgage backed security US $452K 473K 0.00
FANNIE MAE POOL UMBS P#AS5133 3.50000000 (UMBS P#AS5133 3.5% 06/01/45) Long ABS-mortgage backed security US $2M 3M 0.01
FANNIE MAE POOL UMBS P#AS5245 3.50000000 (UMBS P#AS5245 3.5% 06/01/40) Long ABS-mortgage backed security US $638K 693K 0.00
FANNIE MAE POOL UMBS P#AS5263 3.50000000 (UMBS P#AS5263 3.5% 06/01/45) Long ABS-mortgage backed security US $549K 606K 0.00
FANNIE MAE POOL UMBS P#AS5332 4.00000000 (UMBS P#AS5332 4% 07/01/45) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#AS6286 4.00000000 (UMBS P#AS6286 4% 12/01/45) Long ABS-mortgage backed security US $318K 340K 0.00
FANNIE MAE POOL UMBS P#AS6302 3.50000000 (UMBS P#AS6302 3.5% 12/01/45) Long ABS-mortgage backed security US $173K 191K 0.00
FANNIE MAE POOL UMBS P#AS6304 4.00000000 (UMBS P#AS6304 4% 12/01/45) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#AS6515 4.00000000 (UMBS P#AS6515 4% 01/01/46) Long ABS-mortgage backed security US $761K 813K 0.00
FANNIE MAE POOL UMBS P#AS7125 2.50000000 (UMBS P#AS7125 2.5% 05/01/46) Long ABS-mortgage backed security US $384K 455K 0.00
FANNIE MAE POOL UMBS P#AS7155 3.00000000 (UMBS P#AS7155 3% 05/01/46) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#AS7530 2.50000000 (UMBS P#AS7530 2.5% 07/01/46) Long ABS-mortgage backed security US $968K 1M 0.01
FANNIE MAE POOL UMBS P#AS7660 2.50000000 (UMBS P#AS7660 2.5% 08/01/46) Long ABS-mortgage backed security US $364K 431K 0.00
FANNIE MAE POOL UMBS P#AS7693 2.00000000 (UMBS P#AS7693 2% 08/01/31) Long ABS-mortgage backed security US $850K 922K 0.00
FANNIE MAE POOL UMBS P#AS7795 4.00000000 (UMBS P#AS7795 4% 08/01/46) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#AS7844 3.00000000 (UMBS P#AS7844 3% 09/01/46) Long ABS-mortgage backed security US $345K 394K 0.00
FANNIE MAE POOL UMBS P#AS8269 3.00000000 (UMBS P#AS8269 3% 11/01/46) Long ABS-mortgage backed security US $757K 866K 0.00
FANNIE MAE POOL UMBS P#AS8386 2.50000000 (UMBS P#AS8386 2.5% 11/01/31) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#AS8461 3.50000000 (UMBS P#AS8461 3.5% 12/01/46) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#AS8960 4.00000000 (UMBS P#AS8960 4% 03/01/47) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#AT0656 4.00000000 (UMBS P#AT0656 4% 04/01/43) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#AT1572 3.00000000 (UMBS P#AT1572 3% 05/01/43) Long ABS-mortgage backed security US $97K 109K 0.00
FANNIE MAE POOL UMBS P#AT2014 3.00000000 (UMBS P#AT2014 3% 04/01/43) Long ABS-mortgage backed security US $392K 444K 0.00
FANNIE MAE POOL UMBS P#AT2016 3.00000000 (UMBS P#AT2016 3% 04/01/43) Long ABS-mortgage backed security US $501K 568K 0.00
FANNIE MAE POOL UMBS P#AT2725 3.00000000 (UMBS P#AT2725 3% 05/01/43) Long ABS-mortgage backed security US $3M 4M 0.02
FANNIE MAE POOL UMBS P#AT3012 3.50000000 (UMBS P#AT3012 3.5% 04/01/43) Long ABS-mortgage backed security US $539K 592K 0.00
FANNIE MAE POOL UMBS P#AT3487 3.50000000 (UMBS P#AT3487 3.5% 04/01/43) Long ABS-mortgage backed security US $1M 2M 0.01
FANNIE MAE POOL UMBS P#AT3922 3.00000000 (UMBS P#AT3922 3% 08/01/43) Long ABS-mortgage backed security US $683K 774K 0.00
FANNIE MAE POOL UMBS P#AT4051 3.50000000 (UMBS P#AT4051 3.5% 05/01/43) Long ABS-mortgage backed security US $587K 641K 0.00
FANNIE MAE POOL UMBS P#AT4943 3.50000000 (UMBS P#AT4943 3.5% 05/01/43) Long ABS-mortgage backed security US $22K 24K 0.00
FANNIE MAE POOL UMBS P#AT6765 3.00000000 (UMBS P#AT6765 3% 07/01/43) Long ABS-mortgage backed security US $22K 25K 0.00
FANNIE MAE POOL UMBS P#AT7117 3.50000000 (UMBS P#AT7117 3.5% 06/01/33) Long ABS-mortgage backed security US $72K 76K 0.00
FANNIE MAE POOL UMBS P#AT8027 3.00000000 (UMBS P#AT8027 3% 07/01/43) Long ABS-mortgage backed security US $55K 62K 0.00
FANNIE MAE POOL UMBS P#AT8292 3.00000000 (UMBS P#AT8292 3% 06/01/43) Long ABS-mortgage backed security US $162K 183K 0.00
FANNIE MAE POOL UMBS P#AT8331 3.00000000 (UMBS P#AT8331 3% 07/01/43) Long ABS-mortgage backed security US $189K 214K 0.00
FANNIE MAE POOL UMBS P#AT9193 3.00000000 (UMBS P#AT9193 3% 07/01/43) Long ABS-mortgage backed security US $610K 692K 0.00
FANNIE MAE POOL UMBS P#AT9668 3.00000000 (UMBS P#AT9668 3% 06/01/43) Long ABS-mortgage backed security US $190K 216K 0.00
FANNIE MAE POOL UMBS P#AU0972 3.00000000 (UMBS P#AU0972 3% 08/01/43) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#AU1629 3.00000000 (UMBS P#AU1629 3% 07/01/43) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#AU5016 3.00000000 (UMBS P#AU5016 3% 10/01/43) Long ABS-mortgage backed security US $39K 44K 0.00
FANNIE MAE POOL UMBS P#AU5339 3.00000000 (UMBS P#AU5339 3% 06/01/43) Long ABS-mortgage backed security US $23K 26K 0.00
FANNIE MAE POOL UMBS P#AU5938 3.00000000 (UMBS P#AU5938 3% 09/01/28) Long ABS-mortgage backed security US $488K 507K 0.00
FANNIE MAE POOL UMBS P#AV0606 4.00000000 (UMBS P#AV0606 4% 11/01/43) Long ABS-mortgage backed security US $873K 931K 0.01
FANNIE MAE POOL UMBS P#AV3992 3.00000000 (UMBS P#AV3992 3% 12/01/28) Long ABS-mortgage backed security US $165K 172K 0.00
FANNIE MAE POOL UMBS P#AV5470 4.00000000 (UMBS P#AV5470 4% 12/01/43) Long ABS-mortgage backed security US $542K 579K 0.00
FANNIE MAE POOL UMBS P#AX5316 4.50000000 (UMBS P#AX5316 4.5% 01/01/42) Long ABS-mortgage backed security US $867K 892K 0.01
FANNIE MAE POOL UMBS P#AX7276 3.50000000 (UMBS P#AX7276 3.5% 12/01/29) Long ABS-mortgage backed security US $787K 818K 0.00
FANNIE MAE POOL UMBS P#AY7670 3.50000000 (UMBS P#AY7670 3.5% 04/01/45) Long ABS-mortgage backed security US $4M 5M 0.02
FANNIE MAE POOL UMBS P#AY8243 3.50000000 (UMBS P#AY8243 3.5% 05/01/30) Long ABS-mortgage backed security US $152K 159K 0.00
FANNIE MAE POOL UMBS P#AZ3743 3.50000000 (UMBS P#AZ3743 3.5% 11/01/45) Long ABS-mortgage backed security US $996K 1M 0.01
FANNIE MAE POOL UMBS P#BC2521 3.50000000 (UMBS P#BC2521 3.5% 01/01/46) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#BC5981 3.50000000 (UMBS P#BC5981 3.5% 04/01/46) Long ABS-mortgage backed security US $438K 481K 0.00
FANNIE MAE POOL UMBS P#BE3667 3.50000000 (UMBS P#BE3667 3.5% 06/01/47) Long ABS-mortgage backed security US $211K 233K 0.00
FANNIE MAE POOL UMBS P#BE8354 4.00000000 (UMBS P#BE8354 4% 03/01/48) Long ABS-mortgage backed security US $777K 837K 0.00
FANNIE MAE POOL UMBS P#BE8361 4.50000000 (UMBS P#BE8361 4.5% 05/01/48) Long ABS-mortgage backed security US $113K 118K 0.00
FANNIE MAE POOL UMBS P#BF0316 4.00000000 (UMBS P#BF0316 4% 07/01/52) Long ABS-mortgage backed security US $11M 12M 0.07
FANNIE MAE POOL UMBS P#BF0345 3.00000000 (UMBS P#BF0345 3% 10/01/43) Long ABS-mortgage backed security US $5M 6M 0.03
FANNIE MAE POOL UMBS P#BF0464 3.50000000 (UMBS P#BF0464 3.5% 03/01/60) Long ABS-mortgage backed security US $5M 6M 0.03
FANNIE MAE POOL UMBS P#BF0497 3.00000000 (UMBS P#BF0497 3% 07/01/60) Long ABS-mortgage backed security US $6M 7M 0.04
FANNIE MAE POOL UMBS P#BF0546 2.50000000 (UMBS P#BF0546 2.5% 07/01/61) Long ABS-mortgage backed security US $8M 10M 0.05
FANNIE MAE POOL UMBS P#BF0560 2.50000000 (UMBS P#BF0560 2.5% 09/01/61) Long ABS-mortgage backed security US $5M 6M 0.03
FANNIE MAE POOL UMBS P#BF0579 3.00000000 (UMBS P#BF0579 3% 12/01/61) Long ABS-mortgage backed security US $8M 10M 0.05
FANNIE MAE POOL UMBS P#BF0604 3.50000000 (UMBS P#BF0604 3.5% 03/01/62) Long ABS-mortgage backed security US $8M 9M 0.05
FANNIE MAE POOL UMBS P#BF0606 5.00000000 (UMBS P#BF0606 5% 03/01/62) Long ABS-mortgage backed security US $4M 5M 0.03
FANNIE MAE POOL UMBS P#BF0617 2.50000000 (UMBS P#BF0617 2.5% 03/01/62) Long ABS-mortgage backed security US $7M 9M 0.04
FANNIE MAE POOL UMBS P#BF0657 4.50000000 (UMBS P#BF0657 4.5% 06/01/62) Long ABS-mortgage backed security US $7M 8M 0.04
FANNIE MAE POOL UMBS P#BF0660 3.50000000 (UMBS P#BF0660 3.5% 02/01/62) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#BF0695 3.50000000 (UMBS P#BF0695 3.5% 12/01/62) Long ABS-mortgage backed security US $7M 8M 0.04
FANNIE MAE POOL UMBS P#BF0707 3.50000000 (UMBS P#BF0707 3.5% 08/01/52) Long ABS-mortgage backed security US $8M 9M 0.05
FANNIE MAE POOL UMBS P#BF0724 4.00000000 (UMBS P#BF0724 4% 06/01/52) Long ABS-mortgage backed security US $5M 5M 0.03
FANNIE MAE POOL UMBS P#BF0729 3.00000000 (UMBS P#BF0729 3% 11/01/51) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#BF0755 3.50000000 (UMBS P#BF0755 3.5% 01/01/58) Long ABS-mortgage backed security US $6M 7M 0.04
FANNIE MAE POOL UMBS P#BF0766 4.00000000 (UMBS P#BF0766 4% 09/01/63) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#BH4684 4.00000000 (UMBS P#BH4684 4% 06/01/47) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#BH7058 3.50000000 (UMBS P#BH7058 3.5% 12/01/47) Long ABS-mortgage backed security US $1M 2M 0.01
FANNIE MAE POOL UMBS P#BJ0669 3.50000000 (UMBS P#BJ0669 3.5% 03/01/33) Long ABS-mortgage backed security US $918K 959K 0.01
FANNIE MAE POOL UMBS P#BJ5756 4.00000000 (UMBS P#BJ5756 4% 01/01/48) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#BJ7310 4.00000000 (UMBS P#BJ7310 4% 01/01/48) Long ABS-mortgage backed security US $4M 4M 0.02
FANNIE MAE POOL UMBS P#BK0436 3.00000000 (UMBS P#BK0436 3% 12/01/49) Long ABS-mortgage backed security US $565K 654K 0.00
FANNIE MAE POOL UMBS P#BK8758 4.50000000 (UMBS P#BK8758 4.5% 07/01/49) Long ABS-mortgage backed security US $2M 3M 0.01
FANNIE MAE POOL UMBS P#BL1040 3.81000000 (UMBS P#BL1040 3.81% 12/01/28) Long ABS-mortgage backed security US $7M 7M 0.04
FANNIE MAE POOL UMBS P#BL2643 3.39000000 (UMBS P#BL2643 3.39% 07/01/34) Long ABS-mortgage backed security US $8M 9M 0.04
FANNIE MAE POOL UMBS P#BL4333 2.52000000 (UMBS P#BL4333 2.52% 11/01/29) Long ABS-mortgage backed security US $12M 14M 0.07
FANNIE MAE POOL UMBS P#BL6438 2.05000000 (UMBS P#BL6438 2.05% 06/01/35) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#BL8708 1.40000000 (UMBS P#BL8708 1.4% 11/01/32) Long ABS-mortgage backed security US $7M 9M 0.04
FANNIE MAE POOL UMBS P#BL9627 1.56000000 (UMBS P#BL9627 1.56% 01/01/31) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#BL9645 1.50000000 (UMBS P#BL9645 1.5% 01/01/31) Long ABS-mortgage backed security US $8M 10M 0.05
FANNIE MAE POOL UMBS P#BM1753 4.00000000 (UMBS P#BM1753 4% 05/01/37) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#BM2007 4.00000000 (UMBS P#BM2007 4% 09/01/48) Long ABS-mortgage backed security US $261K 281K 0.00
FANNIE MAE POOL UMBS P#BM3665 4.00000000 (UMBS P#BM3665 4% 03/01/48) Long ABS-mortgage backed security US $5M 5M 0.03
FANNIE MAE POOL UMBS P#BM3904 5.00000000 (UMBS P#BM3904 5% 05/01/48) Long ABS-mortgage backed security US $915K 927K 0.01
FANNIE MAE POOL UMBS P#BM4716 3.50000000 (UMBS P#BM4716 3.5% 12/01/30) Long ABS-mortgage backed security US $511K 529K 0.00
FANNIE MAE POOL UMBS P#BM4830 3.50000000 (UMBS P#BM4830 3.5% 02/01/47) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#BM4896 3.00000000 (UMBS P#BM4896 3% 02/01/47) Long ABS-mortgage backed security US $353K 400K 0.00
FANNIE MAE POOL UMBS P#BM5430 5.00000000 (UMBS P#BM5430 5% 01/01/49) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#BM5469 3.00000000 (UMBS P#BM5469 3% 03/01/44) Long ABS-mortgage backed security US $258K 292K 0.00
FANNIE MAE POOL UMBS P#BM5787 4.00000000 (UMBS P#BM5787 4% 08/01/47) Long ABS-mortgage backed security US $2M 3M 0.01
FANNIE MAE POOL UMBS P#BM5803 4.50000000 (UMBS P#BM5803 4.5% 04/01/39) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#BM5900 3.00000000 (UMBS P#BM5900 3% 11/01/46) Long ABS-mortgage backed security US $2M 3M 0.01
FANNIE MAE POOL UMBS P#BM7037 V/R 1.75400000 (UMBS P#BM7037 V/R 03/01/32) Long ABS-mortgage backed security US $12M 15M 0.07
FANNIE MAE POOL UMBS P#BN0545 4.00000000 (UMBS P#BN0545 4% 10/01/48) Long ABS-mortgage backed security US $220K 236K 0.00
FANNIE MAE POOL UMBS P#BO1728 4.00000000 (UMBS P#BO1728 4% 07/01/49) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#BO1856 3.00000000 (UMBS P#BO1856 3% 08/01/49) Long ABS-mortgage backed security US $9M 11M 0.06
FANNIE MAE POOL UMBS P#BO4381 4.00000000 (UMBS P#BO4381 4% 10/01/49) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#BO5032 3.00000000 (UMBS P#BO5032 3% 12/01/49) Long ABS-mortgage backed security US $167K 193K 0.00
FANNIE MAE POOL UMBS P#BP4938 3.00000000 (UMBS P#BP4938 3% 05/01/50) Long ABS-mortgage backed security US $1M 2M 0.01
FANNIE MAE POOL UMBS P#BP5482 2.50000000 (UMBS P#BP5482 2.5% 06/01/50) Long ABS-mortgage backed security US $1M 2M 0.01
FANNIE MAE POOL UMBS P#BP5568 3.00000000 (UMBS P#BP5568 3% 06/01/50) Long ABS-mortgage backed security US $458K 531K 0.00
FANNIE MAE POOL UMBS P#BP6618 2.50000000 (UMBS P#BP6618 2.5% 08/01/50) Long ABS-mortgage backed security US $4M 4M 0.02
FANNIE MAE POOL UMBS P#BP8607 2.50000000 (UMBS P#BP8607 2.5% 06/01/50) Long ABS-mortgage backed security US $11M 13M 0.06
FANNIE MAE POOL UMBS P#BP9537 2.50000000 (UMBS P#BP9537 2.5% 07/01/50) Long ABS-mortgage backed security US $4M 5M 0.02
FANNIE MAE POOL UMBS P#BQ0040 2.50000000 (UMBS P#BQ0040 2.5% 09/01/50) Long ABS-mortgage backed security US $2M 3M 0.01
FANNIE MAE POOL UMBS P#BQ0212 2.50000000 (UMBS P#BQ0212 2.5% 08/01/50) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#BQ1844 2.50000000 (UMBS P#BQ1844 2.5% 09/01/50) Long ABS-mortgage backed security US $6M 7M 0.03
FANNIE MAE POOL UMBS P#BQ6306 2.00000000 (UMBS P#BQ6306 2% 11/01/50) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#BR3314 2.50000000 (UMBS P#BR3314 2.5% 03/01/51) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#BR9127 2.50000000 (UMBS P#BR9127 2.5% 05/01/51) Long ABS-mortgage backed security US $2M 3M 0.01
FANNIE MAE POOL UMBS P#BS3198 1.80000000 (UMBS P#BS3198 1.8% 10/01/33) Long ABS-mortgage backed security US $6M 8M 0.03
FANNIE MAE POOL UMBS P#BS3637 1.73000000 (UMBS P#BS3637 1.73% 11/01/31) Long ABS-mortgage backed security US $7M 9M 0.04
FANNIE MAE POOL UMBS P#BS4299 2.16000000 (UMBS P#BS4299 2.16% 01/01/34) Long ABS-mortgage backed security US $5M 6M 0.03
FANNIE MAE POOL UMBS P#BS4310 2.08000000 (UMBS P#BS4310 2.08% 10/01/33) Long ABS-mortgage backed security US $8M 10M 0.05
FANNIE MAE POOL UMBS P#BS4709 2.22000000 (UMBS P#BS4709 2.22% 02/01/32) Long ABS-mortgage backed security US $4M 5M 0.02
FANNIE MAE POOL UMBS P#BS4866 2.67000000 (UMBS P#BS4866 2.67% 12/01/35) Long ABS-mortgage backed security US $13M 16M 0.07
FANNIE MAE POOL UMBS P#BS5907 3.54000000 (UMBS P#BS5907 3.54% 06/01/32) Long ABS-mortgage backed security US $14M 15M 0.08
FANNIE MAE POOL UMBS P#BS6339 3.80000000 (UMBS P#BS6339 3.8% 09/01/32) Long ABS-mortgage backed security US $9M 10M 0.05
FANNIE MAE POOL UMBS P#BS6601 3.54000000 (UMBS P#BS6601 3.54% 11/01/32) Long ABS-mortgage backed security US $9M 10M 0.05
FANNIE MAE POOL UMBS P#BS7111 4.98000000 (UMBS P#BS7111 4.98% 11/01/32) Long ABS-mortgage backed security US $8M 8M 0.04
FANNIE MAE POOL UMBS P#BS7761 4.37000000 (UMBS P#BS7761 4.37% 03/01/33) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#BS7782 4.32000000 (UMBS P#BS7782 4.32% 03/01/30) Long ABS-mortgage backed security US $12M 12M 0.07
FANNIE MAE POOL UMBS P#BS7843 3.89500000 (UMBS P#BS7843 3.895% 02/01/33) Long ABS-mortgage backed security US $12M 12M 0.07
FANNIE MAE POOL UMBS P#BS7853 4.18500000 (UMBS P#BS7853 4.185% 04/01/33) Long ABS-mortgage backed security US $1M 2M 0.01
FANNIE MAE POOL UMBS P#BS8167 4.59000000 (UMBS P#BS8167 4.59% 04/01/33) Long ABS-mortgage backed security US $12M 12M 0.07
FANNIE MAE POOL UMBS P#BS8195 4.19000000 (UMBS P#BS8195 4.19% 04/01/33) Long ABS-mortgage backed security US $8M 8M 0.04
FANNIE MAE POOL UMBS P#BS8607 4.97000000 (UMBS P#BS8607 4.97% 12/01/30) Long ABS-mortgage backed security US $8M 8M 0.05
FANNIE MAE POOL UMBS P#BS8644 4.32000000 (UMBS P#BS8644 4.32% 06/01/33) Long ABS-mortgage backed security US $5M 5M 0.03
FANNIE MAE POOL UMBS P#BS8846 4.09000000 (UMBS P#BS8846 4.09% 07/01/30) Long ABS-mortgage backed security US $11M 12M 0.07
FANNIE MAE POOL UMBS P#BS9182 4.52000000 (UMBS P#BS9182 4.52% 10/01/33) Long ABS-mortgage backed security US $5M 5M 0.03
FANNIE MAE POOL UMBS P#BS9307 4.55000000 (UMBS P#BS9307 4.55% 09/01/33) Long ABS-mortgage backed security US $12M 12M 0.07
FANNIE MAE POOL UMBS P#BS9360 4.97000000 (UMBS P#BS9360 4.97% 12/01/32) Long ABS-mortgage backed security US $6M 6M 0.04
FANNIE MAE POOL UMBS P#BT1335 2.50000000 (UMBS P#BT1335 2.5% 07/01/51) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#BT3527 3.00000000 (UMBS P#BT3527 3% 10/01/51) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#BT8460 2.50000000 (UMBS P#BT8460 2.5% 09/01/51) Long ABS-mortgage backed security US $469K 588K 0.00
FANNIE MAE POOL UMBS P#BU0070 2.50000000 (UMBS P#BU0070 2.5% 10/01/51) Long ABS-mortgage backed security US $9M 11M 0.05
FANNIE MAE POOL UMBS P#BU1050 2.00000000 (UMBS P#BU1050 2% 10/01/51) Long ABS-mortgage backed security US $7M 9M 0.04
FANNIE MAE POOL UMBS P#BV7120 4.00000000 (UMBS P#BV7120 4% 04/01/52) Long ABS-mortgage backed security US $5M 6M 0.03
FANNIE MAE POOL UMBS P#BV9931 4.00000000 (UMBS P#BV9931 4% 06/01/52) Long ABS-mortgage backed security US $11M 12M 0.06
FANNIE MAE POOL UMBS P#BW9898 4.50000000 (UMBS P#BW9898 4.5% 10/01/52) Long ABS-mortgage backed security US $8M 8M 0.04
FANNIE MAE POOL UMBS P#BY4714 5.00000000 (UMBS P#BY4714 5% 06/01/53) Long ABS-mortgage backed security US $15M 15M 0.09
FANNIE MAE POOL UMBS P#BZ0177 5.43000000 (UMBS P#BZ0177 5.43% 10/01/32) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#CA0243 4.50000000 (UMBS P#CA0243 4.5% 08/01/47) Long ABS-mortgage backed security US $280K 291K 0.00
FANNIE MAE POOL UMBS P#CA0660 4.00000000 (UMBS P#CA0660 4% 11/01/47) Long ABS-mortgage backed security US $7M 7M 0.04
FANNIE MAE POOL UMBS P#CA0789 3.50000000 (UMBS P#CA0789 3.5% 11/01/32) Long ABS-mortgage backed security US $281K 294K 0.00
FANNIE MAE POOL UMBS P#CA1576 5.00000000 (UMBS P#CA1576 5% 01/01/48) Long ABS-mortgage backed security US $394K 400K 0.00
FANNIE MAE POOL UMBS P#CA1831 4.00000000 (UMBS P#CA1831 4% 06/01/33) Long ABS-mortgage backed security US $261K 268K 0.00
FANNIE MAE POOL UMBS P#CA3809 3.00000000 (UMBS P#CA3809 3% 07/01/49) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#CA4263 3.00000000 (UMBS P#CA4263 3% 10/01/34) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#CA4536 3.00000000 (UMBS P#CA4536 3% 11/01/49) Long ABS-mortgage backed security US $801K 928K 0.00
FANNIE MAE POOL UMBS P#CA4657 3.50000000 (UMBS P#CA4657 3.5% 10/01/48) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#CA4860 3.00000000 (UMBS P#CA4860 3% 12/01/49) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#CA4881 2.50000000 (UMBS P#CA4881 2.5% 12/01/34) Long ABS-mortgage backed security US $6M 6M 0.03
FANNIE MAE POOL UMBS P#CA5146 3.00000000 (UMBS P#CA5146 3% 02/01/50) Long ABS-mortgage backed security US $12M 14M 0.07
FANNIE MAE POOL UMBS P#CA5220 3.00000000 (UMBS P#CA5220 3% 02/01/50) Long ABS-mortgage backed security US $4M 5M 0.03
FANNIE MAE POOL UMBS P#CA5354 3.50000000 (UMBS P#CA5354 3.5% 03/01/50) Long ABS-mortgage backed security US $7M 8M 0.04
FANNIE MAE POOL UMBS P#CA5416 2.50000000 (UMBS P#CA5416 2.5% 03/01/50) Long ABS-mortgage backed security US $508K 615K 0.00
FANNIE MAE POOL UMBS P#CA5702 2.50000000 (UMBS P#CA5702 2.5% 05/01/50) Long ABS-mortgage backed security US $8M 9M 0.04
FANNIE MAE POOL UMBS P#CA5968 2.50000000 (UMBS P#CA5968 2.5% 06/01/50) Long ABS-mortgage backed security US $4M 5M 0.03
FANNIE MAE POOL UMBS P#CA6256 2.50000000 (UMBS P#CA6256 2.5% 07/01/50) Long ABS-mortgage backed security US $9M 11M 0.05
FANNIE MAE POOL UMBS P#CA6620 2.50000000 (UMBS P#CA6620 2.5% 08/01/35) Long ABS-mortgage backed security US $1M 2M 0.01
FANNIE MAE POOL UMBS P#CA6847 2.50000000 (UMBS P#CA6847 2.5% 08/01/35) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#CA6937 3.00000000 (UMBS P#CA6937 3% 09/01/50) Long ABS-mortgage backed security US $4M 5M 0.02
FANNIE MAE POOL UMBS P#CA6989 2.50000000 (UMBS P#CA6989 2.5% 09/01/50) Long ABS-mortgage backed security US $9M 11M 0.05
FANNIE MAE POOL UMBS P#CA7009 2.50000000 (UMBS P#CA7009 2.5% 09/01/50) Long ABS-mortgage backed security US $5M 6M 0.03
FANNIE MAE POOL UMBS P#CA7144 2.50000000 (UMBS P#CA7144 2.5% 09/01/35) Long ABS-mortgage backed security US $4M 4M 0.02
FANNIE MAE POOL UMBS P#CA7226 2.50000000 (UMBS P#CA7226 2.5% 10/01/50) Long ABS-mortgage backed security US $6M 7M 0.03
FANNIE MAE POOL UMBS P#CA7497 2.50000000 (UMBS P#CA7497 2.5% 10/01/35) Long ABS-mortgage backed security US $108K 118K 0.00
FANNIE MAE POOL UMBS P#CA8450 2.00000000 (UMBS P#CA8450 2% 01/01/51) Long ABS-mortgage backed security US $7M 9M 0.04
FANNIE MAE POOL UMBS P#CA8761 2.50000000 (UMBS P#CA8761 2.5% 01/01/36) Long ABS-mortgage backed security US $10M 11M 0.06
FANNIE MAE POOL UMBS P#CA8868 3.00000000 (UMBS P#CA8868 3% 02/01/51) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#CA9306 3.00000000 (UMBS P#CA9306 3% 02/01/51) Long ABS-mortgage backed security US $4M 5M 0.03
FANNIE MAE POOL UMBS P#CB0262 2.00000000 (UMBS P#CB0262 2% 04/01/36) Long ABS-mortgage backed security US $700K 793K 0.00
FANNIE MAE POOL UMBS P#CB0290 2.00000000 (UMBS P#CB0290 2% 04/01/51) Long ABS-mortgage backed security US $10M 12M 0.06
FANNIE MAE POOL UMBS P#CB0478 2.00000000 (UMBS P#CB0478 2% 05/01/36) Long ABS-mortgage backed security US $5M 6M 0.03
FANNIE MAE POOL UMBS P#CB0738 3.00000000 (UMBS P#CB0738 3% 06/01/51) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#CB1146 3.00000000 (UMBS P#CB1146 3% 07/01/51) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#CB1273 2.00000000 (UMBS P#CB1273 2% 08/01/51) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#CB1279 2.50000000 (UMBS P#CB1279 2.5% 08/01/51) Long ABS-mortgage backed security US $797K 963K 0.00
FANNIE MAE POOL UMBS P#CB1382 2.50000000 (UMBS P#CB1382 2.5% 08/01/51) Long ABS-mortgage backed security US $8M 9M 0.04
FANNIE MAE POOL UMBS P#CB1469 2.00000000 (UMBS P#CB1469 2% 08/01/36) Long ABS-mortgage backed security US $2M 3M 0.01
FANNIE MAE POOL UMBS P#CB1908 2.50000000 (UMBS P#CB1908 2.5% 10/01/51) Long ABS-mortgage backed security US $12M 15M 0.07
FANNIE MAE POOL UMBS P#CB2275 2.50000000 (UMBS P#CB2275 2.5% 12/01/51) Long ABS-mortgage backed security US $5M 6M 0.03
FANNIE MAE POOL UMBS P#CB2278 2.00000000 (UMBS P#CB2278 2% 12/01/51) Long ABS-mortgage backed security US $10M 12M 0.06
FANNIE MAE POOL UMBS P#CB2287 2.50000000 (UMBS P#CB2287 2.5% 12/01/51) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#CB2610 2.00000000 (UMBS P#CB2610 2% 01/01/52) Long ABS-mortgage backed security US $10M 13M 0.06
FANNIE MAE POOL UMBS P#CB2637 2.50000000 (UMBS P#CB2637 2.5% 01/01/52) Long ABS-mortgage backed security US $8M 10M 0.05
FANNIE MAE POOL UMBS P#CB2670 3.00000000 (UMBS P#CB2670 3% 01/01/52) Long ABS-mortgage backed security US $8M 9M 0.04
FANNIE MAE POOL UMBS P#CB2751 2.50000000 (UMBS P#CB2751 2.5% 02/01/52) Long ABS-mortgage backed security US $695K 848K 0.00
FANNIE MAE POOL UMBS P#CB2802 2.00000000 (UMBS P#CB2802 2% 02/01/52) Long ABS-mortgage backed security US $4M 5M 0.02
FANNIE MAE POOL UMBS P#CB2835 2.00000000 (UMBS P#CB2835 2% 02/01/52) Long ABS-mortgage backed security US $7M 9M 0.04
FANNIE MAE POOL UMBS P#CB2969 2.00000000 (UMBS P#CB2969 2% 03/01/37) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#CB3050 2.50000000 (UMBS P#CB3050 2.5% 03/01/52) Long ABS-mortgage backed security US $8M 10M 0.05
FANNIE MAE POOL UMBS P#CB3126 3.50000000 (UMBS P#CB3126 3.5% 03/01/52) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#CB3152 2.00000000 (UMBS P#CB3152 2% 03/01/52) Long ABS-mortgage backed security US $14M 17M 0.08
FANNIE MAE POOL UMBS P#CB3378 4.00000000 (UMBS P#CB3378 4% 04/01/52) Long ABS-mortgage backed security US $10M 10M 0.06
FANNIE MAE POOL UMBS P#CB3559 2.00000000 (UMBS P#CB3559 2% 04/01/52) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#CB3760 3.50000000 (UMBS P#CB3760 3.5% 05/01/52) Long ABS-mortgage backed security US $5M 5M 0.03
FANNIE MAE POOL UMBS P#CB3768 3.50000000 (UMBS P#CB3768 3.5% 06/01/52) Long ABS-mortgage backed security US $8M 9M 0.05
FANNIE MAE POOL UMBS P#CB5632 4.50000000 (UMBS P#CB5632 4.5% 01/01/53) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#CB5769 5.00000000 (UMBS P#CB5769 5% 02/01/53) Long ABS-mortgage backed security US $7M 7M 0.04
FANNIE MAE POOL UMBS P#CB5774 5.50000000 (UMBS P#CB5774 5.5% 02/01/53) Long ABS-mortgage backed security US $7M 7M 0.04
FANNIE MAE POOL UMBS P#CB5902 5.50000000 (UMBS P#CB5902 5.5% 03/01/53) Long ABS-mortgage backed security US $8M 8M 0.05
FANNIE MAE POOL UMBS P#CB5986 5.00000000 (UMBS P#CB5986 5% 03/01/53) Long ABS-mortgage backed security US $14M 14M 0.08
FANNIE MAE POOL UMBS P#DA3526 6.00000000 (UMBS P#DA3526 6% 10/01/53) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#DA5833 6.00000000 (UMBS P#DA5833 6% 01/01/54) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#FM0021 4.00000000 (UMBS P#FM0021 4% 03/01/49) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#FM1187 4.00000000 (UMBS P#FM1187 4% 03/01/47) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#FM1205 3.00000000 (UMBS P#FM1205 3% 07/01/49) Long ABS-mortgage backed security US $610K 705K 0.00
FANNIE MAE POOL UMBS P#FM1325 3.00000000 (UMBS P#FM1325 3% 08/01/34) Long ABS-mortgage backed security US $1M 2M 0.01
FANNIE MAE POOL UMBS P#FM1361 3.50000000 (UMBS P#FM1361 3.5% 12/01/46) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#FM1873 3.00000000 (UMBS P#FM1873 3% 11/01/49) Long ABS-mortgage backed security US $4M 5M 0.02
FANNIE MAE POOL UMBS P#FM2801 3.00000000 (UMBS P#FM2801 3% 03/01/50) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#FM2972 4.00000000 (UMBS P#FM2972 4% 12/01/44) Long ABS-mortgage backed security US $9M 9M 0.05
FANNIE MAE POOL UMBS P#FM2989 3.00000000 (UMBS P#FM2989 3% 09/01/34) Long ABS-mortgage backed security US $5M 6M 0.03
FANNIE MAE POOL UMBS P#FM3003 4.00000000 (UMBS P#FM3003 4% 05/01/49) Long ABS-mortgage backed security US $8M 8M 0.05
FANNIE MAE POOL UMBS P#FM3118 3.00000000 (UMBS P#FM3118 3% 05/01/50) Long ABS-mortgage backed security US $281K 324K 0.00
FANNIE MAE POOL UMBS P#FM3168 3.00000000 (UMBS P#FM3168 3% 05/01/38) Long ABS-mortgage backed security US $6M 6M 0.03
FANNIE MAE POOL UMBS P#FM3755 2.00000000 (UMBS P#FM3755 2% 09/01/35) Long ABS-mortgage backed security US $367K 414K 0.00
FANNIE MAE POOL UMBS P#FM3951 3.00000000 (UMBS P#FM3951 3% 07/01/50) Long ABS-mortgage backed security US $688K 793K 0.00
FANNIE MAE POOL UMBS P#FM3978 4.00000000 (UMBS P#FM3978 4% 07/01/50) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#FM4376 3.00000000 (UMBS P#FM4376 3% 10/01/35) Long ABS-mortgage backed security US $276K 298K 0.00
FANNIE MAE POOL UMBS P#FM4443 3.00000000 (UMBS P#FM4443 3% 09/01/50) Long ABS-mortgage backed security US $1M 2M 0.01
FANNIE MAE POOL UMBS P#FM4719 3.00000000 (UMBS P#FM4719 3% 11/01/50) Long ABS-mortgage backed security US $306K 354K 0.00
FANNIE MAE POOL UMBS P#FM5024 2.50000000 (UMBS P#FM5024 2.5% 12/01/50) Long ABS-mortgage backed security US $9M 11M 0.05
FANNIE MAE POOL UMBS P#FM5931 2.50000000 (UMBS P#FM5931 2.5% 02/01/51) Long ABS-mortgage backed security US $3M 4M 0.02
FANNIE MAE POOL UMBS P#FM6036 4.00000000 (UMBS P#FM6036 4% 01/01/50) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#FM6128 2.50000000 (UMBS P#FM6128 2.5% 02/01/51) Long ABS-mortgage backed security US $4M 4M 0.02
FANNIE MAE POOL UMBS P#FM6272 2.50000000 (UMBS P#FM6272 2.5% 02/01/51) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#FM6559 2.00000000 (UMBS P#FM6559 2% 03/01/51) Long ABS-mortgage backed security US $3M 4M 0.02
FANNIE MAE POOL UMBS P#FM6871 2.50000000 (UMBS P#FM6871 2.5% 04/01/51) Long ABS-mortgage backed security US $2M 3M 0.01
FANNIE MAE POOL UMBS P#FM7340 4.00000000 (UMBS P#FM7340 4% 07/01/49) Long ABS-mortgage backed security US $375K 407K 0.00
FANNIE MAE POOL UMBS P#FM7441 3.00000000 (UMBS P#FM7441 3% 05/01/51) Long ABS-mortgage backed security US $3M 4M 0.02
FANNIE MAE POOL UMBS P#FM7615 2.00000000 (UMBS P#FM7615 2% 06/01/36) Long ABS-mortgage backed security US $6M 7M 0.04
FANNIE MAE POOL UMBS P#FM8104 3.00000000 (UMBS P#FM8104 3% 07/01/51) Long ABS-mortgage backed security US $5M 6M 0.03
FANNIE MAE POOL UMBS P#FM8325 2.50000000 (UMBS P#FM8325 2.5% 07/01/35) Long ABS-mortgage backed security US $9M 9M 0.05
FANNIE MAE POOL UMBS P#FM8368 2.00000000 (UMBS P#FM8368 2% 08/01/51) Long ABS-mortgage backed security US $9M 11M 0.05
FANNIE MAE POOL UMBS P#FM8804 2.50000000 (UMBS P#FM8804 2.5% 09/01/51) Long ABS-mortgage backed security US $10M 12M 0.06
FANNIE MAE POOL UMBS P#FM9167 2.00000000 (UMBS P#FM9167 2% 10/01/51) Long ABS-mortgage backed security US $447K 564K 0.00
FANNIE MAE POOL UMBS P#FM9504 2.50000000 (UMBS P#FM9504 2.5% 11/01/51) Long ABS-mortgage backed security US $13M 15M 0.08
FANNIE MAE POOL UMBS P#FM9671 2.00000000 (UMBS P#FM9671 2% 12/01/51) Long ABS-mortgage backed security US $9M 11M 0.05
FANNIE MAE POOL UMBS P#FM9732 2.50000000 (UMBS P#FM9732 2.5% 12/01/51) Long ABS-mortgage backed security US $10M 12M 0.06
FANNIE MAE POOL UMBS P#FM9740 3.00000000 (UMBS P#FM9740 3% 05/01/36) Long ABS-mortgage backed security US $510K 546K 0.00
FANNIE MAE POOL UMBS P#FM9873 2.50000000 (UMBS P#FM9873 2.5% 12/01/51) Long ABS-mortgage backed security US $10M 13M 0.06
FANNIE MAE POOL UMBS P#FM9876 2.50000000 (UMBS P#FM9876 2.5% 12/01/51) Long ABS-mortgage backed security US $10M 12M 0.06
FANNIE MAE POOL UMBS P#FN0029 V/R 4.47500000 (UMBS P#FN0029 V/R 12/01/26) Long ABS-mortgage backed security US $499K 505K 0.00
FANNIE MAE POOL UMBS P#FP0013 4.00000000 (UMBS P#FP0013 4% 06/01/48) Long ABS-mortgage backed security US $5M 5M 0.03
FANNIE MAE POOL UMBS P#FS0007 3.00000000 (UMBS P#FS0007 3% 08/01/50) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#FS0027 2.50000000 (UMBS P#FS0027 2.5% 11/01/51) Long ABS-mortgage backed security US $8M 9M 0.05
FANNIE MAE POOL UMBS P#FS0031 2.50000000 (UMBS P#FS0031 2.5% 10/01/51) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#FS0176 2.50000000 (UMBS P#FS0176 2.5% 01/01/52) Long ABS-mortgage backed security US $10M 12M 0.06
FANNIE MAE POOL UMBS P#FS0493 3.00000000 (UMBS P#FS0493 3% 02/01/52) Long ABS-mortgage backed security US $8M 9M 0.05
FANNIE MAE POOL UMBS P#FS0610 2.00000000 (UMBS P#FS0610 2% 02/01/37) Long ABS-mortgage backed security US $9M 10M 0.05
FANNIE MAE POOL UMBS P#FS0739 3.50000000 (UMBS P#FS0739 3.5% 02/01/52) Long ABS-mortgage backed security US $7M 8M 0.04
FANNIE MAE POOL UMBS P#FS0896 3.00000000 (UMBS P#FS0896 3% 12/01/51) Long ABS-mortgage backed security US $16M 19M 0.09
FANNIE MAE POOL UMBS P#FS1115 2.50000000 (UMBS P#FS1115 2.5% 05/01/51) Long ABS-mortgage backed security US $5M 6M 0.03
FANNIE MAE POOL UMBS P#FS1120 3.00000000 (UMBS P#FS1120 3% 03/01/52) Long ABS-mortgage backed security US $6M 7M 0.03
FANNIE MAE POOL UMBS P#FS1144 3.00000000 (UMBS P#FS1144 3% 03/01/52) Long ABS-mortgage backed security US $9M 11M 0.05
FANNIE MAE POOL UMBS P#FS1480 2.50000000 (UMBS P#FS1480 2.5% 11/01/51) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#FS1519 3.00000000 (UMBS P#FS1519 3% 04/01/52) Long ABS-mortgage backed security US $7M 8M 0.04
FANNIE MAE POOL UMBS P#FS1836 2.50000000 (UMBS P#FS1836 2.5% 05/01/52) Long ABS-mortgage backed security US $25M 31M 0.15
FANNIE MAE POOL UMBS P#FS1973 2.00000000 (UMBS P#FS1973 2% 02/01/42) Long ABS-mortgage backed security US $13M 15M 0.07
FANNIE MAE POOL UMBS P#FS1974 1.50000000 (UMBS P#FS1974 1.5% 02/01/36) Long ABS-mortgage backed security US $9M 10M 0.05
FANNIE MAE POOL UMBS P#FS2018 4.50000000 (UMBS P#FS2018 4.5% 03/01/50) Long ABS-mortgage backed security US $8M 8M 0.05
FANNIE MAE POOL UMBS P#FS2037 1.50000000 (UMBS P#FS2037 1.5% 05/01/37) Long ABS-mortgage backed security US $4M 5M 0.02
FANNIE MAE POOL UMBS P#FS2040 2.00000000 (UMBS P#FS2040 2% 02/01/52) Long ABS-mortgage backed security US $4M 5M 0.02
FANNIE MAE POOL UMBS P#FS2041 2.00000000 (UMBS P#FS2041 2% 08/01/51) Long ABS-mortgage backed security US $4M 5M 0.02
FANNIE MAE POOL UMBS P#FS2085 1.50000000 (UMBS P#FS2085 1.5% 11/01/51) Long ABS-mortgage backed security US $5M 7M 0.03
FANNIE MAE POOL UMBS P#FS2489 5.00000000 (UMBS P#FS2489 5% 08/01/52) Long ABS-mortgage backed security US $9M 10M 0.06
FANNIE MAE POOL UMBS P#FS2500 3.00000000 (UMBS P#FS2500 3% 03/01/37) Long ABS-mortgage backed security US $3M 4M 0.02
FANNIE MAE POOL UMBS P#FS2743 2.50000000 (UMBS P#FS2743 2.5% 07/01/36) Long ABS-mortgage backed security US $4M 4M 0.02
FANNIE MAE POOL UMBS P#FS2943 2.00000000 (UMBS P#FS2943 2% 02/01/51) Long ABS-mortgage backed security US $6M 8M 0.04
FANNIE MAE POOL UMBS P#FS3136 3.50000000 (UMBS P#FS3136 3.5% 08/01/48) Long ABS-mortgage backed security US $9M 10M 0.05
FANNIE MAE POOL UMBS P#FS3345 3.00000000 (UMBS P#FS3345 3% 02/01/52) Long ABS-mortgage backed security US $4M 5M 0.02
FANNIE MAE POOL UMBS P#FS3885 3.00000000 (UMBS P#FS3885 3% 11/01/51) Long ABS-mortgage backed security US $2M 3M 0.01
FANNIE MAE POOL UMBS P#FS4110 2.50000000 (UMBS P#FS4110 2.5% 03/01/52) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#FS4654 2.00000000 (UMBS P#FS4654 2% 07/01/51) Long ABS-mortgage backed security US $11M 14M 0.07
FANNIE MAE POOL UMBS P#FS4720 2.50000000 (UMBS P#FS4720 2.5% 05/01/52) Long ABS-mortgage backed security US $16M 19M 0.09
FANNIE MAE POOL UMBS P#FS5120 6.00000000 (UMBS P#FS5120 6% 07/01/53) Long ABS-mortgage backed security US $6M 6M 0.04
FANNIE MAE POOL UMBS P#FS5258 4.00000000 (UMBS P#FS5258 4% 12/01/52) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#FS5832 6.00000000 (UMBS P#FS5832 6% 10/01/53) Long ABS-mortgage backed security US $5M 5M 0.03
FANNIE MAE POOL UMBS P#FS5846 2.50000000 (UMBS P#FS5846 2.5% 09/01/52) Long ABS-mortgage backed security US $871K 1M 0.01
FANNIE MAE POOL UMBS P#FS5986 2.50000000 (UMBS P#FS5986 2.5% 02/01/52) Long ABS-mortgage backed security US $12M 14M 0.07
FANNIE MAE POOL UMBS P#FS6185 2.00000000 (UMBS P#FS6185 2% 03/01/37) Long ABS-mortgage backed security US $174K 197K 0.00
FANNIE MAE POOL UMBS P#FS6514 2.50000000 (UMBS P#FS6514 2.5% 09/01/51) Long ABS-mortgage backed security US $5M 7M 0.03
FANNIE MAE POOL UMBS P#FS7241 2.50000000 (UMBS P#FS7241 2.5% 05/01/52) Long ABS-mortgage backed security US $14M 17M 0.08
FANNIE MAE POOL UMBS P#FS7499 2.00000000 (UMBS P#FS7499 2% 07/01/51) Long ABS-mortgage backed security US $7M 9M 0.04
FANNIE MAE POOL UMBS P#FS7594 2.50000000 (UMBS P#FS7594 2.5% 09/01/52) Long ABS-mortgage backed security US $16M 19M 0.09
FANNIE MAE POOL UMBS P#FS7887 4.00000000 (UMBS P#FS7887 4% 07/01/52) Long ABS-mortgage backed security US $10M 11M 0.06
FANNIE MAE POOL UMBS P#MA0127 5.50000000 (UMBS P#MA0127 5.5% 06/01/39) Long ABS-mortgage backed security US $13K 13K 0.00
FANNIE MAE POOL UMBS P#MA0140 4.50000000 (UMBS P#MA0140 4.5% 08/01/29) Long ABS-mortgage backed security US $37K 38K 0.00
FANNIE MAE POOL UMBS P#MA0171 4.50000000 (UMBS P#MA0171 4.5% 09/01/29) Long ABS-mortgage backed security US $42K 42K 0.00
FANNIE MAE POOL UMBS P#MA0293 4.50000000 (UMBS P#MA0293 4.5% 01/01/30) Long ABS-mortgage backed security US $75K 76K 0.00
FANNIE MAE POOL UMBS P#MA1125 4.00000000 (UMBS P#MA1125 4% 07/01/42) Long ABS-mortgage backed security US $171K 182K 0.00
FANNIE MAE POOL UMBS P#MA1164 3.50000000 (UMBS P#MA1164 3.5% 09/01/42) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#MA1177 3.50000000 (UMBS P#MA1177 3.5% 09/01/42) Long ABS-mortgage backed security US $268K 293K 0.00
FANNIE MAE POOL UMBS P#MA1208 3.00000000 (UMBS P#MA1208 3% 10/01/42) Long ABS-mortgage backed security US $1M 2M 0.01
FANNIE MAE POOL UMBS P#MA1328 3.50000000 (UMBS P#MA1328 3.5% 01/01/43) Long ABS-mortgage backed security US $242K 265K 0.00
FANNIE MAE POOL UMBS P#MA1373 3.50000000 (UMBS P#MA1373 3.5% 03/01/43) Long ABS-mortgage backed security US $185K 202K 0.00
FANNIE MAE POOL UMBS P#MA1437 3.50000000 (UMBS P#MA1437 3.5% 05/01/43) Long ABS-mortgage backed security US $606K 662K 0.00
FANNIE MAE POOL UMBS P#MA1510 4.00000000 (UMBS P#MA1510 4% 07/01/43) Long ABS-mortgage backed security US $326K 348K 0.00
FANNIE MAE POOL UMBS P#MA1608 3.50000000 (UMBS P#MA1608 3.5% 10/01/33) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#MA2415 4.00000000 (UMBS P#MA2415 4% 10/01/45) Long ABS-mortgage backed security US $227K 242K 0.00
FANNIE MAE POOL UMBS P#MA2706 3.50000000 (UMBS P#MA2706 3.5% 08/01/46) Long ABS-mortgage backed security US $1M 2M 0.01
FANNIE MAE POOL UMBS P#MA2707 3.00000000 (UMBS P#MA2707 3% 08/01/36) Long ABS-mortgage backed security US $408K 442K 0.00
FANNIE MAE POOL UMBS P#MA2761 3.50000000 (UMBS P#MA2761 3.5% 09/01/46) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#MA2781 2.50000000 (UMBS P#MA2781 2.5% 10/01/46) Long ABS-mortgage backed security US $293K 347K 0.00
FANNIE MAE POOL UMBS P#MA2806 3.00000000 (UMBS P#MA2806 3% 11/01/46) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#MA2841 2.50000000 (UMBS P#MA2841 2.5% 12/01/36) Long ABS-mortgage backed security US $985K 1M 0.01
FANNIE MAE POOL UMBS P#MA2863 3.00000000 (UMBS P#MA2863 3% 01/01/47) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#MA2920 3.00000000 (UMBS P#MA2920 3% 03/01/47) Long ABS-mortgage backed security US $271K 313K 0.00
FANNIE MAE POOL UMBS P#MA3076 2.50000000 (UMBS P#MA3076 2.5% 07/01/32) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#MA3114 2.50000000 (UMBS P#MA3114 2.5% 08/01/32) Long ABS-mortgage backed security US $2M 3M 0.01
FANNIE MAE POOL UMBS P#MA3124 2.50000000 (UMBS P#MA3124 2.5% 09/01/32) Long ABS-mortgage backed security US $2M 3M 0.01
FANNIE MAE POOL UMBS P#MA3153 4.00000000 (UMBS P#MA3153 4% 10/01/37) Long ABS-mortgage backed security US $567K 591K 0.00
FANNIE MAE POOL UMBS P#MA3182 3.50000000 (UMBS P#MA3182 3.5% 11/01/47) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#MA3183 4.00000000 (UMBS P#MA3183 4% 11/01/47) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#MA3238 3.50000000 (UMBS P#MA3238 3.5% 01/01/48) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#MA3284 3.50000000 (UMBS P#MA3284 3.5% 02/01/33) Long ABS-mortgage backed security US $141K 146K 0.00
FANNIE MAE POOL UMBS P#MA3332 3.50000000 (UMBS P#MA3332 3.5% 04/01/48) Long ABS-mortgage backed security US $9M 10M 0.05
FANNIE MAE POOL UMBS P#MA3340 3.50000000 (UMBS P#MA3340 3.5% 04/01/33) Long ABS-mortgage backed security US $627K 654K 0.00
FANNIE MAE POOL UMBS P#MA3416 4.50000000 (UMBS P#MA3416 4.5% 07/01/48) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#MA3442 3.50000000 (UMBS P#MA3442 3.5% 08/01/48) Long ABS-mortgage backed security US $5M 6M 0.03
FANNIE MAE POOL UMBS P#MA3937 3.00000000 (UMBS P#MA3937 3% 02/01/50) Long ABS-mortgage backed security US $3M 4M 0.02
FANNIE MAE POOL UMBS P#MA3960 3.00000000 (UMBS P#MA3960 3% 03/01/50) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#MA4018 2.00000000 (UMBS P#MA4018 2% 05/01/50) Long ABS-mortgage backed security US $11M 14M 0.06
FANNIE MAE POOL UMBS P#MA4026 4.00000000 (UMBS P#MA4026 4% 05/01/50) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#MA4045 2.00000000 (UMBS P#MA4045 2% 06/01/40) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#MA4047 2.00000000 (UMBS P#MA4047 2% 06/01/50) Long ABS-mortgage backed security US $21M 26M 0.12
FANNIE MAE POOL UMBS P#MA4048 3.00000000 (UMBS P#MA4048 3% 06/01/50) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#MA4071 2.00000000 (UMBS P#MA4071 2% 07/01/40) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#MA4097 3.00000000 (UMBS P#MA4097 3% 08/01/50) Long ABS-mortgage backed security US $4M 4M 0.02
FANNIE MAE POOL UMBS P#MA4119 2.00000000 (UMBS P#MA4119 2% 09/01/50) Long ABS-mortgage backed security US $16M 20M 0.09
FANNIE MAE POOL UMBS P#MA4128 2.00000000 (UMBS P#MA4128 2% 09/01/40) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#MA4157 1.50000000 (UMBS P#MA4157 1.5% 10/01/50) Long ABS-mortgage backed security US $1M 2M 0.01
FANNIE MAE POOL UMBS P#MA4158 2.00000000 (UMBS P#MA4158 2% 10/01/50) Long ABS-mortgage backed security US $31M 39M 0.18
FANNIE MAE POOL UMBS P#MA4159 2.50000000 (UMBS P#MA4159 2.5% 10/01/50) Long ABS-mortgage backed security US $30M 37M 0.18
FANNIE MAE POOL UMBS P#MA4175 1.50000000 (UMBS P#MA4175 1.5% 11/01/40) Long ABS-mortgage backed security US $4M 6M 0.03
FANNIE MAE POOL UMBS P#MA4181 1.50000000 (UMBS P#MA4181 1.5% 11/01/50) Long ABS-mortgage backed security US $8M 11M 0.05
FANNIE MAE POOL UMBS P#MA4182 2.00000000 (UMBS P#MA4182 2% 11/01/50) Long ABS-mortgage backed security US $11M 13M 0.06
FANNIE MAE POOL UMBS P#MA4208 2.00000000 (UMBS P#MA4208 2% 12/01/50) Long ABS-mortgage backed security US $7M 9M 0.04
FANNIE MAE POOL UMBS P#MA4209 1.50000000 (UMBS P#MA4209 1.5% 12/01/50) Long ABS-mortgage backed security US $15M 20M 0.09
FANNIE MAE POOL UMBS P#MA4232 2.00000000 (UMBS P#MA4232 2% 01/01/41) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#MA4236 1.50000000 (UMBS P#MA4236 1.5% 01/01/51) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#MA4237 2.00000000 (UMBS P#MA4237 2% 01/01/51) Long ABS-mortgage backed security US $17M 22M 0.10
FANNIE MAE POOL UMBS P#MA4254 1.50000000 (UMBS P#MA4254 1.5% 02/01/51) Long ABS-mortgage backed security US $14M 19M 0.08
FANNIE MAE POOL UMBS P#MA4255 2.00000000 (UMBS P#MA4255 2% 02/01/51) Long ABS-mortgage backed security US $372K 474K 0.00
FANNIE MAE POOL UMBS P#MA4268 2.00000000 (UMBS P#MA4268 2% 02/01/41) Long ABS-mortgage backed security US $6M 7M 0.03
FANNIE MAE POOL UMBS P#MA4281 2.00000000 (UMBS P#MA4281 2% 03/01/51) Long ABS-mortgage backed security US $29M 36M 0.17
FANNIE MAE POOL UMBS P#MA4282 2.50000000 (UMBS P#MA4282 2.5% 03/01/51) Long ABS-mortgage backed security US $8M 10M 0.05
FANNIE MAE POOL UMBS P#MA4285 2.00000000 (UMBS P#MA4285 2% 03/01/31) Long ABS-mortgage backed security US $4M 4M 0.02
FANNIE MAE POOL UMBS P#MA4286 1.50000000 (UMBS P#MA4286 1.5% 03/01/41) Long ABS-mortgage backed security US $835K 1M 0.00
FANNIE MAE POOL UMBS P#MA4305 2.00000000 (UMBS P#MA4305 2% 04/01/51) Long ABS-mortgage backed security US $7M 8M 0.04
FANNIE MAE POOL UMBS P#MA4306 2.50000000 (UMBS P#MA4306 2.5% 04/01/51) Long ABS-mortgage backed security US $19M 23M 0.11
FANNIE MAE POOL UMBS P#MA4307 3.00000000 (UMBS P#MA4307 3% 04/01/51) Long ABS-mortgage backed security US $5M 6M 0.03
FANNIE MAE POOL UMBS P#MA4326 2.50000000 (UMBS P#MA4326 2.5% 05/01/51) Long ABS-mortgage backed security US $8M 10M 0.05
FANNIE MAE POOL UMBS P#MA4329 2.00000000 (UMBS P#MA4329 2% 05/01/36) Long ABS-mortgage backed security US $6M 7M 0.04
FANNIE MAE POOL UMBS P#MA4333 2.00000000 (UMBS P#MA4333 2% 05/01/41) Long ABS-mortgage backed security US $18M 21M 0.10
FANNIE MAE POOL UMBS P#MA4340 2.00000000 (UMBS P#MA4340 2% 05/01/51) Long ABS-mortgage backed security US $233K 304K 0.00
FANNIE MAE POOL UMBS P#MA4356 2.50000000 (UMBS P#MA4356 2.5% 06/01/51) Long ABS-mortgage backed security US $8M 10M 0.05
FANNIE MAE POOL UMBS P#MA4364 2.00000000 (UMBS P#MA4364 2% 06/01/41) Long ABS-mortgage backed security US $6M 7M 0.03
FANNIE MAE POOL UMBS P#MA4377 1.50000000 (UMBS P#MA4377 1.5% 07/01/51) Long ABS-mortgage backed security US $5M 7M 0.03
FANNIE MAE POOL UMBS P#MA4399 2.50000000 (UMBS P#MA4399 2.5% 08/01/51) Long ABS-mortgage backed security US $7M 9M 0.04
FANNIE MAE POOL UMBS P#MA4402 1.50000000 (UMBS P#MA4402 1.5% 08/01/36) Long ABS-mortgage backed security US $5M 6M 0.03
FANNIE MAE POOL UMBS P#MA4413 2.00000000 (UMBS P#MA4413 2% 09/01/51) Long ABS-mortgage backed security US $9M 11M 0.05
FANNIE MAE POOL UMBS P#MA4417 1.50000000 (UMBS P#MA4417 1.5% 09/01/36) Long ABS-mortgage backed security US $771K 901K 0.00
FANNIE MAE POOL UMBS P#MA4446 2.00000000 (UMBS P#MA4446 2% 10/01/41) Long ABS-mortgage backed security US $753K 900K 0.00
FANNIE MAE POOL UMBS P#MA4469 1.50000000 (UMBS P#MA4469 1.5% 11/01/36) Long ABS-mortgage backed security US $3M 3M 0.01
FANNIE MAE POOL UMBS P#MA4523 2.00000000 (UMBS P#MA4523 2% 01/01/32) Long ABS-mortgage backed security US $8M 9M 0.05
FANNIE MAE POOL UMBS P#MA4539 1.50000000 (UMBS P#MA4539 1.5% 02/01/42) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#MA4548 2.50000000 (UMBS P#MA4548 2.5% 02/01/52) Long ABS-mortgage backed security US $9M 11M 0.05
FANNIE MAE POOL UMBS P#MA4586 2.00000000 (UMBS P#MA4586 2% 04/01/42) Long ABS-mortgage backed security US $5M 5M 0.03
FANNIE MAE POOL UMBS P#MA4587 2.50000000 (UMBS P#MA4587 2.5% 04/01/42) Long ABS-mortgage backed security US $5M 5M 0.03
FANNIE MAE POOL UMBS P#MA4686 5.00000000 (UMBS P#MA4686 5% 06/01/52) Long ABS-mortgage backed security US $7M 7M 0.04
FANNIE MAE POOL UMBS P#MA4709 5.00000000 (UMBS P#MA4709 5% 07/01/52) Long ABS-mortgage backed security US $437K 452K 0.00
FANNIE MAE POOL UMBS P#MA4732 4.00000000 (UMBS P#MA4732 4% 09/01/52) Long ABS-mortgage backed security US $17M 18M 0.10
FANNIE MAE POOL UMBS P#MA4737 5.00000000 (UMBS P#MA4737 5% 08/01/52) Long ABS-mortgage backed security US $9M 9M 0.05
FANNIE MAE POOL UMBS P#MA4785 5.00000000 (UMBS P#MA4785 5% 10/01/52) Long ABS-mortgage backed security US $21M 22M 0.12
FANNIE MAE POOL UMBS P#MA4797 4.00000000 (UMBS P#MA4797 4% 11/01/37) Long ABS-mortgage backed security US $9M 9M 0.05
FANNIE MAE POOL UMBS P#MA4807 5.50000000 (UMBS P#MA4807 5.5% 11/01/52) Long ABS-mortgage backed security US $7M 7M 0.04
FANNIE MAE POOL UMBS P#MA4839 4.00000000 (UMBS P#MA4839 4% 12/01/52) Long ABS-mortgage backed security US $19M 20M 0.11
FANNIE MAE POOL UMBS P#MA4920 6.00000000 (UMBS P#MA4920 6% 02/01/53) Long ABS-mortgage backed security US $7M 7M 0.04
FANNIE MAE POOL UMBS P#MA4941 5.50000000 (UMBS P#MA4941 5.5% 03/01/53) Long ABS-mortgage backed security US $29M 29M 0.17
FANNIE MAE POOL UMBS P#MA4979 5.50000000 (UMBS P#MA4979 5.5% 04/01/53) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#MA5139 6.00000000 (UMBS P#MA5139 6% 09/01/53) Long ABS-mortgage backed security US $12M 12M 0.07
FANNIE MAE REMIC TRUST 2003-W1 SER 2003-W1 CL 1A1 V/R 4.76366000 (FNW 2003-W1 1A1 V/R 12/25/42) Long ABS-collateralized bond/debt obligation US $52K 53K 0.00
FANNIE MAE REMIC TRUST 2003-W1 SER 2003-W1 CL 2A V/R 5.27204000 (FNW 2003-W1 2A V/R 12/25/42) Long ABS-collateralized bond/debt obligation US $15K 15K 0.00
FANNIE MAE REMIC TRUST 2003-W4 SER 2003-W4 CL 2A V/R 5.34688000 (FNW 2003-W4 2A V/R 10/25/42) Long ABS-mortgage backed security US $7K 7K 0.00
FANNIE MAE REMIC TRUST 2004-W10 SER 2004-W10 CL A6 5.75000000 (FNW 2004-W10 A 5.75% 08/25/34) Long ABS-collateralized bond/debt obligation US $195K 193K 0.00
FANNIE MAE REMIC TRUST 2004-W11 SER 2004-W11 CL 1A1 6.00000000 (FNW 2004-W11 1A1 6% 05/25/44) Long ABS-collateralized bond/debt obligation US $45K 44K 0.00
FANNIE MAE REMIC TRUST 2005-W1 SER 2005-W1 CL 1A2 6.50000000 (FNW 2005-W1 1A2 6.5% 10/25/44) Long ABS-collateralized bond/debt obligation US $76K 75K 0.00
FANNIE MAE REMIC TRUST 2006-W3 SER 2006-W3 CL 2A 6.00000000 (FNW 2006-W3 2A 6% 09/25/46) Long ABS-collateralized bond/debt obligation US $44K 43K 0.00
FANNIE MAE REMIC TRUST 2007-W1 SER 2007-W10 CL 2A V/R 6.25586000 (FNW 2007-W10 2A V/R 08/25/37) Long ABS-collateralized bond/debt obligation US $5K 5K 0.00
FANNIE MAE REMIC TRUST 2007-W3 SER 2007-W3 CL 1A3 6.75000000 (FNW 2007-W3 1A 6.75% 04/25/37) Long ABS-collateralized bond/debt obligation US $13K 13K 0.00
FANNIE MAE REMIC TRUST 2007-W5 SER 2007-W5 CL PO ZCP 0.00000000 (FNW 2007-W5 PO ZCP 06/25/37) Long ABS-collateralized bond/debt obligation US $8K 11K 0.00
FANNIE MAE REMIC TRUST 2007-W7 SER 2007-W7 CL 1A4 V/R 6.48102000 (FNW 2007-W7 1A4 V/R 07/25/37) Long ABS-collateralized bond/debt obligation US $9K 7K 0.00
FANNIE MAE REMIC TRUST 2009-W1 SER 2009-W1 CL A 6.00000000 (FNW 2009-W1 A 6% 12/25/49) Long ABS-collateralized bond/debt obligation US $144K 141K 0.00
FANNIE MAE REMICS SER 1995-2 CL Z 8.50000000 (FNR 1995-2 Z 8.5% 01/25/25) Long ABS-collateralized bond/debt obligation US $18.62 18.66 0.00
FANNIE MAE REMICS SER 1996-48 CL Z 7.00000000 (FNR 1996-48 Z 7% 11/25/26) Long ABS-collateralized bond/debt obligation US $964.19 968.18 0.00
FANNIE MAE REMICS SER 1997-27 CL J 7.50000000 (FNR 1997-27 J 7.5% 04/18/27) Long ABS-collateralized bond/debt obligation US $875.16 868.13 0.00
FANNIE MAE REMICS SER 1997-29 CL J 7.50000000 (FNR 1997-29 J 7.5% 04/20/27) Long ABS-collateralized bond/debt obligation US $1K 1K 0.00
FANNIE MAE REMICS SER 1997-32 CL PG 6.50000000 (FNR 1997-32 PG 6.5% 04/25/27) Long ABS-collateralized bond/debt obligation US $1K 1K 0.00
FANNIE MAE REMICS SER 1997-39 CL PD 7.50000000 (FNR 1997-39 PD 7.5% 05/20/27) Long ABS-collateralized bond/debt obligation US $4K 4K 0.00
FANNIE MAE REMICS SER 1997-42 CL ZC 6.50000000 (FNR 1997-42 ZC 6.5% 07/18/27) Long ABS-collateralized bond/debt obligation US $156.14 156.07 0.00
FANNIE MAE REMICS SER 1997-81 CL PI 7.00000000 (FNR 1997-81 PI 7% 12/18/27) Long ABS-collateralized bond/debt obligation US $74.05 1K 0.00
FANNIE MAE REMICS SER 1998-36 CL ZB 6.00000000 (FNR 1998-36 ZB 6% 07/18/28) Long ABS-collateralized bond/debt obligation US $2K 2K 0.00
FANNIE MAE REMICS SER 1998-66 CL C 6.00000000 (FNR 1998-66 C 6% 12/25/28) Long ABS-collateralized bond/debt obligation US $54.1 54.35 0.00
FANNIE MAE REMICS SER 1999-17 CL C 6.35000000 (FNR 1999-17 C 6.35% 04/25/29) Long ABS-collateralized bond/debt obligation US $1K 1K 0.00
FANNIE MAE REMICS SER 1999-18 CL Z 5.50000000 (FNR 1999-18 Z 5.5% 04/18/29) Long ABS-collateralized bond/debt obligation US $1K 1K 0.00
FANNIE MAE REMICS SER 1999-62 CL PB 7.50000000 (FNR 1999-62 PB 7.5% 12/18/29) Long ABS-collateralized bond/debt obligation US $2K 2K 0.00
FANNIE MAE REMICS SER 2000-2 CL ZE 7.50000000 (FNR 2000-2 ZE 7.5% 02/25/30) Long ABS-collateralized bond/debt obligation US $10K 9K 0.00
FANNIE MAE REMICS SER 2000-20 CL SA V/R 3.65017000 (FNR 2000-20 SA V/R 07/25/30) Long ABS-collateralized bond/debt obligation US $5.75 436.72 0.00
FANNIE MAE REMICS SER 2000-52 CL IO 8.50000000 (FNR 2000-52 IO 8.5% 01/25/31) Long ABS-collateralized bond/debt obligation US $83.23 779.96 0.00
FANNIE MAE REMICS SER 2001-30 CL PM 7.00000000 (FNR 2001-30 PM 7% 07/25/31) Long ABS-collateralized bond/debt obligation US $5K 5K 0.00
FANNIE MAE REMICS SER 2001-33 CL ID 6.00000000 (FNR 2001-33 ID 6% 07/25/31) Long ABS-collateralized bond/debt obligation US $1K 11K 0.00
FANNIE MAE REMICS SER 2001-36 CL DE 7.00000000 (FNR 2001-36 DE 7% 08/25/31) Long ABS-collateralized bond/debt obligation US $11K 11K 0.00
FANNIE MAE REMICS SER 2001-44 CL MY 7.00000000 (FNR 2001-44 MY 7% 09/25/31) Long ABS-collateralized bond/debt obligation US $15K 14K 0.00
FANNIE MAE REMICS SER 2001-44 CL PD 7.00000000 (FNR 2001-44 PD 7% 09/25/31) Long ABS-collateralized bond/debt obligation US $2K 2K 0.00
FANNIE MAE REMICS SER 2001-44 CL PU 7.00000000 (FNR 2001-44 PU 7% 09/25/31) Long ABS-collateralized bond/debt obligation US $2K 2K 0.00
FANNIE MAE REMICS SER 2001-49 CL Z 6.50000000 (FNR 2001-49 Z 6.5% 09/25/31) Long ABS-collateralized bond/debt obligation US $3K 3K 0.00
FANNIE MAE REMICS SER 2001-52 CL KB 6.50000000 (FNR 2001-52 KB 6.5% 10/25/31) Long ABS-collateralized bond/debt obligation US $2K 2K 0.00
FANNIE MAE REMICS SER 2001-60 CL PX 6.00000000 (FNR 2001-60 PX 6% 11/25/31) Long ABS-collateralized bond/debt obligation US $18K 18K 0.00
FANNIE MAE REMICS SER 2001-60 CL QS V/R 5.42559500 (FNR 2001-60 QS V/R 09/25/31) Long ABS-collateralized bond/debt obligation US $7K 7K 0.00
FANNIE MAE REMICS SER 2001-61 CL Z 7.00000000 (FNR 2001-61 Z 7% 11/25/31) Long ABS-collateralized bond/debt obligation US $21K 21K 0.00
FANNIE MAE REMICS SER 2001-7 CL PF 7.00000000 (FNR 2001-7 PF 7% 03/25/31) Long ABS-collateralized bond/debt obligation US $748.77 725.52 0.00
FANNIE MAE REMICS SER 2001-72 CL SX V/R 4.77436600 (FNR 2001-72 SX V/R 12/25/31) Long ABS-collateralized bond/debt obligation US $364.69 346.63 0.00
FANNIE MAE REMICS SER 2001-81 CL LO ZCP 0.00000000 (FNR 2001-81 LO ZCP 01/25/32) Long ABS-collateralized bond/debt obligation US $429.77 483.73 0.00
FANNIE MAE REMICS SER 2002-1 CL SA V/R 7.47555300 (FNR 2002-1 SA V/R 02/25/32) Long ABS-collateralized bond/debt obligation US $2K 2K 0.00
FANNIE MAE REMICS SER 2002-13 CL SJ V/R 1.60000000 (FNR 2002-13 SJ V/R 03/25/32) Long ABS-collateralized bond/debt obligation US $279.7 12K 0.00
FANNIE MAE REMICS SER 2002-13 CL ST V/R 10.00000000 (FNR 2002-13 ST V/R 03/25/32) Long ABS-collateralized bond/debt obligation US $198.23 188.79 0.00
FANNIE MAE REMICS SER 2002-15 CL ZA 6.00000000 (FNR 2002-15 ZA 6% 04/25/32) Long ABS-collateralized bond/debt obligation US $49K 48K 0.00
FANNIE MAE REMICS SER 2002-21 CL LO ZCP 0.00000000 (FNR 2002-21 LO ZCP 04/25/32) Long ABS-collateralized bond/debt obligation US $466.48 560.26 0.00
FANNIE MAE REMICS SER 2002-21 CL PE 6.50000000 (FNR 2002-21 PE 6.5% 04/25/32) Long ABS-collateralized bond/debt obligation US $8K 8K 0.00
FANNIE MAE REMICS SER 2002-28 CL PK 6.50000000 (FNR 2002-28 PK 6.5% 05/25/32) Long ABS-collateralized bond/debt obligation US $16K 16K 0.00
FANNIE MAE REMICS SER 2002-37 CL Z 6.50000000 (FNR 2002-37 Z 6.5% 06/25/32) Long ABS-collateralized bond/debt obligation US $8K 7K 0.00
FANNIE MAE REMICS SER 2002-48 CL GH 6.50000000 (FNR 2002-48 GH 6.5% 08/25/32) Long ABS-collateralized bond/debt obligation US $20K 20K 0.00
FANNIE MAE REMICS SER 2002-71 CL AP 5.00000000 (FNR 2002-71 AP 5% 11/25/32) Long ABS-collateralized bond/debt obligation US $3K 3K 0.00
FANNIE MAE REMICS SER 2002-77 CL S V/R 4.49197500 (FNR 2002-77 S V/R 12/25/32) Long ABS-collateralized bond/debt obligation US $3K 3K 0.00
FANNIE MAE REMICS SER 2002-78 CL Z 5.50000000 (FNR 2002-78 Z 5.5% 12/25/32) Long ABS-collateralized bond/debt obligation US $45K 44K 0.00
FANNIE MAE REMICS SER 2002-90 CL A1 6.50000000 (FNR 2002-90 A1 6.5% 06/25/42) Long ABS-collateralized bond/debt obligation US $31K 31K 0.00
FANNIE MAE REMICS SER 2003-105 CL AZ 5.50000000 (FNR 2003-105 AZ 5.5% 10/25/33) Long ABS-collateralized bond/debt obligation US $278K 274K 0.00
FANNIE MAE REMICS SER 2003-116 CL SB V/R 2.15017000 (FNR 2003-116 SB V/R 11/25/33) Long ABS-collateralized bond/debt obligation US $3K 38K 0.00
FANNIE MAE REMICS SER 2003-130 CL SX V/R 3.34525500 (FNR 2003-130 SX V/R 01/25/34) Long ABS-collateralized bond/debt obligation US $552.32 558.2 0.00
FANNIE MAE REMICS SER 2003-132 CL OA ZCP 0.00000000 (FNR 2003-132 OA ZCP 08/25/33) Long ABS-collateralized bond/debt obligation US $349.9 375.19 0.00
FANNIE MAE REMICS SER 2003-14 CL TI 5.00000000 (FNR 2003-14 TI 5% 03/25/33) Long ABS-collateralized bond/debt obligation US $72.38 4K 0.00
FANNIE MAE REMICS SER 2003-22 CL UD 4.00000000 (FNR 2003-22 UD 4% 04/25/33) Long ABS-collateralized bond/debt obligation US $74K 77K 0.00
FANNIE MAE REMICS SER 2003-33 CL IA 6.50000000 (FNR 2003-33 IA 6.5% 05/25/33) Long ABS-collateralized bond/debt obligation US $5K 30K 0.00
FANNIE MAE REMICS SER 2003-34 CL AX 6.00000000 (FNR 2003-34 AX 6% 05/25/33) Long ABS-collateralized bond/debt obligation US $13K 13K 0.00
FANNIE MAE REMICS SER 2003-34 CL ED 6.00000000 (FNR 2003-34 ED 6% 05/25/33) Long ABS-collateralized bond/debt obligation US $57K 56K 0.00
FANNIE MAE REMICS SER 2003-34 CL GE 6.00000000 (FNR 2003-34 GE 6% 05/25/33) Long ABS-collateralized bond/debt obligation US $33K 32K 0.00
FANNIE MAE REMICS SER 2003-35 CL EA ZCP 0.00000000 (FNR 2003-35 EA ZCP 05/25/33) Long ABS-collateralized bond/debt obligation US $2K 3K 0.00
FANNIE MAE REMICS SER 2003-39 CL IO V/R 6.00000000 (FNR 2003-39 IO V/R 05/25/33) Long ABS-collateralized bond/debt obligation US $396.54 3K 0.00
FANNIE MAE REMICS SER 2003-42 CL GB 4.00000000 (FNR 2003-42 GB 4% 05/25/33) Long ABS-collateralized bond/debt obligation US $6K 6K 0.00
FANNIE MAE REMICS SER 2003-47 CL PE 5.75000000 (FNR 2003-47 PE 5.75% 06/25/33) Long ABS-collateralized bond/debt obligation US $28K 27K 0.00
FANNIE MAE REMICS SER 2003-52 CL SX V/R 6.60051000 (FNR 2003-52 SX V/R 10/25/31) Long ABS-collateralized bond/debt obligation US $5K 4K 0.00
FANNIE MAE REMICS SER 2003-64 CL SX V/R 0.15215000 (FNR 2003-64 SX V/R 07/25/33) Long ABS-collateralized bond/debt obligation US $8K 9K 0.00
FANNIE MAE REMICS SER 2003-71 CL DS V/R 0.21450100 (FNR 2003-71 DS V/R 08/25/33) Long ABS-collateralized bond/debt obligation US $39K 43K 0.00
FANNIE MAE REMICS SER 2003-72 CL IE 5.50000000 (FNR 2003-72 IE 5.5% 08/25/33) Long ABS-collateralized bond/debt obligation US $12K 86K 0.00
FANNIE MAE REMICS SER 2003-73 CL HC 5.50000000 (FNR 2003-73 HC 5.5% 08/25/33) Long ABS-collateralized bond/debt obligation US $36K 35K 0.00
FANNIE MAE REMICS SER 2003-74 CL SH V/R 0.36030600 (FNR 2003-74 SH V/R 08/25/33) Long ABS-collateralized bond/debt obligation US $6K 6K 0.00
FANNIE MAE REMICS SER 2003-9 CL NZ 6.50000000 (FNR 2003-9 NZ 6.5% 02/25/33) Long ABS-collateralized bond/debt obligation US $8K 8K 0.00
FANNIE MAE REMICS SER 2003-91 CL SD V/R 3.41695000 (FNR 2003-91 SD V/R 09/25/33) Long ABS-collateralized bond/debt obligation US $5K 5K 0.00
FANNIE MAE REMICS SER 2004-17 CL H 5.50000000 (FNR 2004-17 H 5.5% 04/25/34) Long ABS-collateralized bond/debt obligation US $90K 88K 0.00
FANNIE MAE REMICS SER 2004-25 CL SA V/R 4.53796800 (FNR 2004-25 SA V/R 04/25/34) Long ABS-collateralized bond/debt obligation US $13K 12K 0.00
FANNIE MAE REMICS SER 2004-28 CL PF V/R 5.84983000 (FNR 2004-28 PF V/R 03/25/34) Long ABS-collateralized bond/debt obligation US $13K 13K 0.00
FANNIE MAE REMICS SER 2004-36 CL FA V/R 5.84983000 (FNR 2004-36 FA V/R 05/25/34) Long ABS-collateralized bond/debt obligation US $76K 77K 0.00
FANNIE MAE REMICS SER 2004-36 CL SA V/R 4.53796800 (FNR 2004-36 SA V/R 05/25/34) Long ABS-collateralized bond/debt obligation US $35K 33K 0.00
FANNIE MAE REMICS SER 2004-46 CL EP V/R 0.00000000 (FNR 2004-46 EP V/R 03/25/34) Long ABS-collateralized bond/debt obligation US $13K 14K 0.00
FANNIE MAE REMICS SER 2004-46 CL QB V/R 2.20068000 (FNR 2004-46 QB V/R 05/25/34) Long ABS-collateralized bond/debt obligation US $8K 8K 0.00
FANNIE MAE REMICS SER 2004-46 CL SK V/R 1.51296800 (FNR 2004-46 SK V/R 05/25/34) Long ABS-collateralized bond/debt obligation US $3K 3K 0.00
FANNIE MAE REMICS SER 2004-50 CL VZ 5.50000000 (FNR 2004-50 VZ 5.5% 07/25/34) Long ABS-collateralized bond/debt obligation US $165K 162K 0.00
FANNIE MAE REMICS SER 2004-51 CL SY V/R 3.34034000 (FNR 2004-51 SY V/R 07/25/34) Long ABS-collateralized bond/debt obligation US $5K 5K 0.00
FANNIE MAE REMICS SER 2004-53 CL NC 5.50000000 (FNR 2004-53 NC 5.5% 07/25/24) Long ABS-collateralized bond/debt obligation US $0.24 0.24 0.00
FANNIE MAE REMICS SER 2004-59 CL BG ZCP 0.00000000 (FNR 2004-59 BG ZCP 12/25/32) Long ABS-collateralized bond/debt obligation US $3K 4K 0.00
FANNIE MAE REMICS SER 2004-61 CL FH V/R 6.24983000 (FNR 2004-61 FH V/R 11/25/32) Long ABS-collateralized bond/debt obligation US $96K 95K 0.00
FANNIE MAE REMICS SER 2004-61 CL SK V/R 8.50000000 (FNR 2004-61 SK V/R 11/25/32) Long ABS-collateralized bond/debt obligation US $6K 6K 0.00
FANNIE MAE REMICS SER 2004-74 CL SW V/R 4.60498000 (FNR 2004-74 SW V/R 11/25/31) Long ABS-collateralized bond/debt obligation US $6K 6K 0.00
FANNIE MAE REMICS SER 2004-81 CL JG 5.00000000 (FNR 2004-81 JG 5% 11/25/24) Long ABS-collateralized bond/debt obligation US $78.35 78.81 0.00
FANNIE MAE REMICS SER 2004-87 CL F V/R 6.19983000 (FNR 2004-87 F V/R 01/25/34) Long ABS-collateralized bond/debt obligation US $47K 46K 0.00
FANNIE MAE REMICS SER 2005-106 CL US V/R 4.58396000 (FNR 2005-106 US V/R 11/25/35) Long ABS-collateralized bond/debt obligation US $43K 41K 0.00
FANNIE MAE REMICS SER 2005-109 CL PC 6.00000000 (FNR 2005-109 PC 6% 12/25/35) Long ABS-collateralized bond/debt obligation US $3K 3K 0.00
FANNIE MAE REMICS SER 2005-110 CL GL 5.50000000 (FNR 2005-110 GL 5.5% 12/25/35) Long ABS-collateralized bond/debt obligation US $198K 194K 0.00
FANNIE MAE REMICS SER 2005-121 CL DX 5.50000000 (FNR 2005-121 DX 5.5% 01/25/26) Long ABS-collateralized bond/debt obligation US $2K 2K 0.00
FANNIE MAE REMICS SER 2005-25 CL PF V/R 5.79983000 (FNR 2005-25 PF V/R 04/25/35) Long ABS-collateralized bond/debt obligation US $39K 40K 0.00
FANNIE MAE REMICS SER 2005-42 CL PS V/R 3.37542500 (FNR 2005-42 PS V/R 05/25/35) Long ABS-collateralized bond/debt obligation US $1K 1K 0.00
FANNIE MAE REMICS SER 2005-56 CL S V/R 1.26017000 (FNR 2005-56 S V/R 07/25/35) Long ABS-collateralized bond/debt obligation US $2K 24K 0.00
FANNIE MAE REMICS SER 2005-56 CL TP V/R 1.80051000 (FNR 2005-56 TP V/R 08/25/33) Long ABS-collateralized bond/debt obligation US $3K 3K 0.00
FANNIE MAE REMICS SER 2005-59 CL SU V/R 0.00000000 (FNR 2005-59 SU V/R 06/25/35) Long ABS-collateralized bond/debt obligation US $11K 12K 0.00
FANNIE MAE REMICS SER 2005-66 CL SG V/R 3.75042500 (FNR 2005-66 SG V/R 07/25/35) Long ABS-collateralized bond/debt obligation US $12K 12K 0.00
FANNIE MAE REMICS SER 2005-66 CL ZH 5.75000000 (FNR 2005-66 ZH 5.75% 07/25/35) Long ABS-collateralized bond/debt obligation US $814K 799K 0.00
FANNIE MAE REMICS SER 2005-67 CL EY 5.50000000 (FNR 2005-67 EY 5.5% 08/25/25) Long ABS-collateralized bond/debt obligation US $7K 7K 0.00
FANNIE MAE REMICS SER 2005-68 CL PG 5.50000000 (FNR 2005-68 PG 5.5% 08/25/35) Long ABS-collateralized bond/debt obligation US $31K 31K 0.00
FANNIE MAE REMICS SER 2005-72 CL SB V/R 3.25042500 (FNR 2005-72 SB V/R 08/25/35) Long ABS-collateralized bond/debt obligation US $7K 7K 0.00
FANNIE MAE REMICS SER 2005-73 CL PS V/R 3.07542500 (FNR 2005-73 PS V/R 08/25/35) Long ABS-collateralized bond/debt obligation US $12K 12K 0.00
FANNIE MAE REMICS SER 2005-73 CL ZB 5.50000000 (FNR 2005-73 ZB 5.5% 08/25/35) Long ABS-collateralized bond/debt obligation US $309K 303K 0.00
FANNIE MAE REMICS SER 2005-74 CL CP V/R 4.76729000 (FNR 2005-74 CP V/R 05/25/35) Long ABS-collateralized bond/debt obligation US $2K 2K 0.00
FANNIE MAE REMICS SER 2005-74 CL CS V/R 5.03296800 (FNR 2005-74 CS V/R 05/25/35) Long ABS-collateralized bond/debt obligation US $7K 7K 0.00
FANNIE MAE REMICS SER 2005-74 CL SK V/R 5.14296800 (FNR 2005-74 SK V/R 05/25/35) Long ABS-collateralized bond/debt obligation US $5K 5K 0.00
FANNIE MAE REMICS SER 2005-75 CL SV V/R 2.40068000 (FNR 2005-75 SV V/R 09/25/35) Long ABS-collateralized bond/debt obligation US $2K 2K 0.00
FANNIE MAE REMICS SER 2005-90 CL ES V/R 3.25042500 (FNR 2005-90 ES V/R 10/25/35) Long ABS-collateralized bond/debt obligation US $12K 12K 0.00
FANNIE MAE REMICS SER 2005-90 CL PO ZCP 0.00000000 (FNR 2005-90 PO ZCP 09/25/35) Long ABS-collateralized bond/debt obligation US $928.78 951.55 0.00
FANNIE MAE REMICS SER 2006-109 CL PO ZCP 0.00000000 (FNR 2006-109 PO ZCP 11/25/36) Long ABS-collateralized bond/debt obligation US $4K 5K 0.00
FANNIE MAE REMICS SER 2006-11 CL PS V/R 4.58396100 (FNR 2006-11 PS V/R 03/25/36) Long ABS-collateralized bond/debt obligation US $9K 8K 0.00
FANNIE MAE REMICS SER 2006-110 CL PO ZCP 0.00000000 (FNR 2006-110 PO ZCP 11/25/36) Long Real estate US $18K 21K 0.00
FANNIE MAE REMICS SER 2006-111 CL EO ZCP 0.00000000 (FNR 2006-111 EO ZCP 11/25/36) Long ABS-collateralized bond/debt obligation US $10K 12K 0.00
FANNIE MAE REMICS SER 2006-115 CL ES V/R 4.76068000 (FNR 2006-115 ES V/R 12/25/36) Long ABS-collateralized bond/debt obligation US $1K 1K 0.00
FANNIE MAE REMICS SER 2006-115 CL OK ZCP 0.00000000 (FNR 2006-115 OK ZCP 12/25/36) Long ABS-collateralized bond/debt obligation US $10K 12K 0.00
FANNIE MAE REMICS SER 2006-117 CL GS V/R 1.20017000 (FNR 2006-117 GS V/R 12/25/36) Long ABS-collateralized bond/debt obligation US $3K 53K 0.00
FANNIE MAE REMICS SER 2006-118 CL A1 V/R 5.49822000 (FNR 2006-118 A1 V/R 12/25/36) Long ABS-collateralized bond/debt obligation US $23K 24K 0.00
FANNIE MAE REMICS SER 2006-119 CL PO ZCP 0.00000000 (FNR 2006-119 PO ZCP 12/25/36) Long ABS-collateralized bond/debt obligation US $6K 7K 0.00
FANNIE MAE REMICS SER 2006-12 CL BZ 5.50000000 (FNR 2006-12 BZ 5.5% 03/25/36) Long ABS-collateralized bond/debt obligation US $80K 79K 0.00
FANNIE MAE REMICS SER 2006-128 CL BP 5.50000000 (FNR 2006-128 BP 5.5% 01/25/37) Long ABS-collateralized bond/debt obligation US $3K 3K 0.00
FANNIE MAE REMICS SER 2006-128 CL PO ZCP 0.00000000 (FNR 2006-128 PO ZCP 01/25/37) Long ABS-collateralized bond/debt obligation US $11K 13K 0.00
FANNIE MAE REMICS SER 2006-130 CL GI 6.50000000 (FNR 2006-130 GI 6.5% 07/25/32) Long ABS-collateralized bond/debt obligation US $2K 24K 0.00
FANNIE MAE REMICS SER 2006-16 CL HZ 5.50000000 (FNR 2006-16 HZ 5.5% 03/25/36) Long ABS-collateralized bond/debt obligation US $17K 17K 0.00
FANNIE MAE REMICS SER 2006-16 CL OA ZCP 0.00000000 (FNR 2006-16 OA ZCP 03/25/36) Long ABS-collateralized bond/debt obligation US $5K 6K 0.00
FANNIE MAE REMICS SER 2006-22 CL AO ZCP 0.00000000 (FNR 2006-22 AO ZCP 04/25/36) Long ABS-collateralized bond/debt obligation US $19K 22K 0.00
FANNIE MAE REMICS SER 2006-23 CL FK V/R 5.69983000 (FNR 2006-23 FK V/R 04/25/36) Long ABS-collateralized bond/debt obligation US $45K 46K 0.00
FANNIE MAE REMICS SER 2006-23 CL KO ZCP 0.00000000 (FNR 2006-23 KO ZCP 04/25/36) Long ABS-collateralized bond/debt obligation US $5K 6K 0.00
FANNIE MAE REMICS SER 2006-27 CL OH V/R 0.00000000 (FNR 2006-27 OH V/R 04/25/36) Long ABS-collateralized bond/debt obligation US $9K 11K 0.00
FANNIE MAE REMICS SER 2006-33 CL LS V/R 5.62576500 (FNR 2006-33 LS V/R 05/25/36) Long ABS-collateralized bond/debt obligation US $8K 7K 0.00
FANNIE MAE REMICS SER 2006-43 CL DO ZCP 0.00000000 (FNR 2006-43 DO ZCP 06/25/36) Long ABS-collateralized bond/debt obligation US $17K 20K 0.00
FANNIE MAE REMICS SER 2006-43 CL PO ZCP 0.00000000 (FNR 2006-43 PO ZCP 06/25/36) Long ABS-collateralized bond/debt obligation US $5K 6K 0.00
FANNIE MAE REMICS SER 2006-44 CL GO ZCP 0.00000000 (FNR 2006-44 GO ZCP 06/25/36) Long ABS-collateralized bond/debt obligation US $11K 13K 0.00
FANNIE MAE REMICS SER 2006-44 CL P ZCP 0.00000000 (FNR 2006-44 P ZCP 12/25/33) Long ABS-collateralized bond/debt obligation US $30K 35K 0.00
FANNIE MAE REMICS SER 2006-46 CL FW V/R 5.84983000 (FNR 2006-46 FW V/R 06/25/36) Long ABS-collateralized bond/debt obligation US $13K 13K 0.00
FANNIE MAE REMICS SER 2006-46 CL SW V/R 4.21735100 (FNR 2006-46 SW V/R 06/25/36) Long ABS-mortgage backed security US $2K 2K 0.00
FANNIE MAE REMICS SER 2006-50 CL JO ZCP 0.00000000 (FNR 2006-50 JO ZCP 06/25/36) Long ABS-collateralized bond/debt obligation US $35K 43K 0.00
FANNIE MAE REMICS SER 2006-50 CL PS ZCP 0.00000000 (FNR 2006-50 PS ZCP 06/25/36) Long ABS-collateralized bond/debt obligation US $46K 53K 0.00
FANNIE MAE REMICS SER 2006-53 CL US V/R 1.13017000 (FNR 2006-53 US V/R 06/25/36) Long ABS-collateralized bond/debt obligation US $4K 52K 0.00
FANNIE MAE REMICS SER 2006-56 CL FC V/R 5.73983000 (FNR 2006-56 FC V/R 07/25/36) Long ABS-mortgage backed security US $110K 110K 0.00
FANNIE MAE REMICS SER 2006-58 CL AP ZCP 0.00000000 (FNR 2006-58 AP ZCP 07/25/36) Long ABS-collateralized bond/debt obligation US $3K 4K 0.00
FANNIE MAE REMICS SER 2006-58 CL FL V/R 5.90983000 (FNR 2006-58 FL V/R 07/25/36) Long ABS-collateralized bond/debt obligation US $12K 12K 0.00
FANNIE MAE REMICS SER 2006-58 CL IG V/R 1.07017000 (FNR 2006-58 IG V/R 07/25/36) Long ABS-collateralized bond/debt obligation US $904.02 15K 0.00
FANNIE MAE REMICS SER 2006-58 CL PO ZCP 0.00000000 (FNR 2006-58 PO ZCP 07/25/36) Long ABS-collateralized bond/debt obligation US $6K 8K 0.00
FANNIE MAE REMICS SER 2006-60 CL AK V/R 7.00068000 (FNR 2006-60 AK V/R 07/25/36) Long ABS-collateralized bond/debt obligation US $8K 8K 0.00
FANNIE MAE REMICS SER 2006-62 CL PS V/R 7.20102000 (FNR 2006-62 PS V/R 07/25/36) Long ABS-collateralized bond/debt obligation US $7K 5K 0.00
FANNIE MAE REMICS SER 2006-63 CL ZH 6.50000000 (FNR 2006-63 ZH 6.5% 07/25/36) Long ABS-collateralized bond/debt obligation US $81K 77K 0.00
FANNIE MAE REMICS SER 2006-65 CL QO ZCP 0.00000000 (FNR 2006-65 QO ZCP 07/25/36) Long ABS-collateralized bond/debt obligation US $12K 14K 0.00
FANNIE MAE REMICS SER 2006-71 CL ZL 6.00000000 (FNR 2006-71 ZL 6% 07/25/36) Long ABS-collateralized bond/debt obligation US $164K 159K 0.00
FANNIE MAE REMICS SER 2006-72 CL GO ZCP 0.00000000 (FNR 2006-72 GO ZCP 08/25/36) Long ABS-collateralized bond/debt obligation US $21K 24K 0.00
FANNIE MAE REMICS SER 2006-72 CL TO ZCP 0.00000000 (FNR 2006-72 TO ZCP 08/25/36) Long ABS-collateralized bond/debt obligation US $4K 4K 0.00
FANNIE MAE REMICS SER 2006-77 CL PC 6.50000000 (FNR 2006-77 PC 6.5% 08/25/36) Long ABS-collateralized bond/debt obligation US $29K 29K 0.00
FANNIE MAE REMICS SER 2006-78 CL BZ 6.50000000 (FNR 2006-78 BZ 6.5% 08/25/36) Long ABS-collateralized bond/debt obligation US $10K 9K 0.00
FANNIE MAE REMICS SER 2006-79 CL DF V/R 5.79983000 (FNR 2006-79 DF V/R 08/25/36) Long ABS-collateralized bond/debt obligation US $44K 45K 0.00
FANNIE MAE REMICS SER 2006-79 CL DO ZCP 0.00000000 (FNR 2006-79 DO ZCP 08/25/36) Long ABS-collateralized bond/debt obligation US $9K 11K 0.00
FANNIE MAE REMICS SER 2006-79 CL OP ZCP 0.00000000 (FNR 2006-79 OP ZCP 08/25/36) Long ABS-collateralized bond/debt obligation US $12K 15K 0.00
FANNIE MAE REMICS SER 2006-8 CL JZ 5.50000000 (FNR 2006-8 JZ 5.5% 03/25/36) Long ABS-collateralized bond/debt obligation US $97K 95K 0.00
FANNIE MAE REMICS SER 2006-8 CL WN V/R 1.25017000 (FNR 2006-8 WN V/R 03/25/36) Long ABS-collateralized bond/debt obligation US $24K 277K 0.00
FANNIE MAE REMICS SER 2006-8 CL WQ ZCP 0.00000000 (FNR 2006-8 WQ ZCP 03/25/36) Long ABS-collateralized bond/debt obligation US $60K 75K 0.00
FANNIE MAE REMICS SER 2006-85 CL MZ 6.50000000 (FNR 2006-85 MZ 6.5% 09/25/36) Long ABS-collateralized bond/debt obligation US $3K 3K 0.00
FANNIE MAE REMICS SER 2006-86 CL OB ZCP 0.00000000 (FNR 2006-86 OB ZCP 09/25/36) Long ABS-collateralized bond/debt obligation US $12K 14K 0.00
FANNIE MAE REMICS SER 2006-90 CL AO ZCP 0.00000000 (FNR 2006-90 AO ZCP 09/25/36) Long ABS-collateralized bond/debt obligation US $8K 9K 0.00
FANNIE MAE REMICS SER 2006-94 CL GK V/R 6.00085000 (FNR 2006-94 GK V/R 10/25/26) Long ABS-collateralized bond/debt obligation US $2K 2K 0.00
FANNIE MAE REMICS SER 2006-95 CL SG V/R 4.40068000 (FNR 2006-95 SG V/R 10/25/36) Long ABS-collateralized bond/debt obligation US $9K 8K 0.00
FANNIE MAE REMICS SER 2007-1 CL SD V/R 6.30101500 (FNR 2007-1 SD V/R 02/25/37) Long ABS-collateralized bond/debt obligation US $13K 8K 0.00
FANNIE MAE REMICS SER 2007-10 CL FD V/R 5.69983000 (FNR 2007-10 FD V/R 02/25/37) Long ABS-collateralized bond/debt obligation US $18K 18K 0.00
FANNIE MAE REMICS SER 2007-100 CL SM V/R 1.00017000 (FNR 2007-100 SM V/R 10/25/37) Long ABS-collateralized bond/debt obligation US $5K 60K 0.00
FANNIE MAE REMICS SER 2007-101 CL A2 V/R 4.54174700 (FNR 2007-101 A2 V/R 06/27/36) Long ABS-collateralized bond/debt obligation US $178K 178K 0.00
FANNIE MAE REMICS SER 2007-106 CL A7 V/R 6.02346100 (FNR 2007-106 A7 V/R 10/25/37) Long ABS-collateralized bond/debt obligation US $20K 19K 0.00
FANNIE MAE REMICS SER 2007-108 CL SA V/R 0.91017000 (FNR 2007-108 SA V/R 12/25/37) Long ABS-collateralized bond/debt obligation US $169.01 3K 0.00
FANNIE MAE REMICS SER 2007-109 CL AI V/R 0.95017000 Long ABS-collateralized bond/debt obligation US $5K 78K 0.00
FANNIE MAE REMICS SER 2007-112 CL MJ 6.50000000 (FNR 2007-112 MJ 6.5% 12/25/37) Long ABS-collateralized bond/debt obligation US $69K 67K 0.00
FANNIE MAE REMICS SER 2007-112 CL SA V/R 1.00017000 (FNR 2007-112 SA V/R 12/25/37) Long ABS-collateralized bond/debt obligation US $9K 88K 0.00
FANNIE MAE REMICS SER 2007-116 CL HI V/R 1.48943600 (FNR 2007-116 HI V/R 01/25/38) Long ABS-collateralized bond/debt obligation US $6K 129K 0.00
FANNIE MAE REMICS SER 2007-14 CL ES V/R 0.99017000 (FNR 2007-14 ES V/R 03/25/37) Long ABS-collateralized bond/debt obligation US $7K 88K 0.00
FANNIE MAE REMICS SER 2007-14 CL OP ZCP 0.00000000 (FNR 2007-14 OP ZCP 03/25/37) Long ABS-collateralized bond/debt obligation US $10K 11K 0.00
FANNIE MAE REMICS SER 2007-16 CL FC V/R 6.19983000 (FNR 2007-16 FC V/R 03/25/37) Long ABS-collateralized bond/debt obligation US $16K 16K 0.00
FANNIE MAE REMICS SER 2007-18 CL MZ 6.00000000 (FNR 2007-18 MZ 6% 03/25/37) Long ABS-mortgage backed security US $116K 113K 0.00
FANNIE MAE REMICS SER 2007-22 CL SC V/R 0.63017000 (FNR 2007-22 SC V/R 03/25/37) Long ABS-collateralized bond/debt obligation US $4.64 2K 0.00
FANNIE MAE REMICS SER 2007-28 CL EO ZCP 0.00000000 (FNR 2007-28 EO ZCP 04/25/37) Long ABS-collateralized bond/debt obligation US $26K 31K 0.00
FANNIE MAE REMICS SER 2007-29 CL SG V/R 4.50052200 (FNR 2007-29 SG V/R 04/25/37) Long ABS-collateralized bond/debt obligation US $19K 18K 0.00
FANNIE MAE REMICS SER 2007-35 CL SI V/R 0.65017000 (FNR 2007-35 SI V/R 04/25/37) Long ABS-collateralized bond/debt obligation US $1K 29K 0.00
FANNIE MAE REMICS SER 2007-42 CL AO ZCP 0.00000000 (FNR 2007-42 AO ZCP 05/25/37) Long ABS-collateralized bond/debt obligation US $1K 2K 0.00
FANNIE MAE REMICS SER 2007-42 CL B 6.00000000 (FNR 2007-42 B 6% 05/25/37) Long ABS-collateralized bond/debt obligation US $52K 51K 0.00
FANNIE MAE REMICS SER 2007-43 CL FL V/R 5.74983000 (FNR 2007-43 FL V/R 05/25/37) Long ABS-collateralized bond/debt obligation US $17K 18K 0.00
FANNIE MAE REMICS SER 2007-53 CL SH V/R 0.65017000 (FNR 2007-53 SH V/R 06/25/37) Long ABS-collateralized bond/debt obligation US $4K 62K 0.00
FANNIE MAE REMICS SER 2007-54 CL FA V/R 5.84983000 (FNR 2007-54 FA V/R 06/25/37) Long ABS-collateralized bond/debt obligation US $86K 87K 0.00
FANNIE MAE REMICS SER 2007-54 CL WI V/R 0.65017000 (FNR 2007-54 WI V/R 06/25/37) Long ABS-collateralized bond/debt obligation US $1K 17K 0.00
FANNIE MAE REMICS SER 2007-60 CL AX V/R 1.70017000 (FNR 2007-60 AX V/R 07/25/37) Long ABS-collateralized bond/debt obligation US $30K 248K 0.00
FANNIE MAE REMICS SER 2007-62 CL SE V/R 2.87542500 (FNR 2007-62 SE V/R 07/25/37) Long ABS-collateralized bond/debt obligation US $12K 12K 0.00
FANNIE MAE REMICS SER 2007-64 CL FB V/R 5.81983000 (FNR 2007-64 FB V/R 07/25/37) Long ABS-collateralized bond/debt obligation US $29K 29K 0.00
FANNIE MAE REMICS SER 2007-65 CL KI V/R 1.17017000 (FNR 2007-65 KI V/R 07/25/37) Long ABS-collateralized bond/debt obligation US $5K 55K 0.00
FANNIE MAE REMICS SER 2007-67 CL PO ZCP 0.00000000 (FNR 2007-67 PO ZCP 07/25/37) Long ABS-collateralized bond/debt obligation US $21K 24K 0.00
FANNIE MAE REMICS SER 2007-7 CL SG V/R 1.05017000 (FNR 2007-7 SG V/R 08/25/36) Long ABS-collateralized bond/debt obligation US $10K 93K 0.00
FANNIE MAE REMICS SER 2007-70 CL Z 5.50000000 (FNR 2007-70 Z 5.5% 07/25/37) Long ABS-collateralized bond/debt obligation US $62K 61K 0.00
FANNIE MAE REMICS SER 2007-72 CL EK V/R 0.95017000 (FNR 2007-72 EK V/R 07/25/37) Long ABS-collateralized bond/debt obligation US $14K 166K 0.00
FANNIE MAE REMICS SER 2007-76 CL AZ 5.50000000 (FNR 2007-76 AZ 5.5% 08/25/37) Long ABS-collateralized bond/debt obligation US $17K 17K 0.00
FANNIE MAE REMICS SER 2007-76 CL ZG 6.00000000 (FNR 2007-76 ZG 6% 08/25/37) Long ABS-collateralized bond/debt obligation US $17K 17K 0.00
FANNIE MAE REMICS SER 2007-77 CL FG V/R 5.94983000 (FNR 2007-77 FG V/R 03/25/37) Long ABS-collateralized bond/debt obligation US $24K 25K 0.00
FANNIE MAE REMICS SER 2007-78 CL CB 6.00000000 (FNR 2007-78 CB 6% 08/25/37) Long ABS-collateralized bond/debt obligation US $6K 6K 0.00
FANNIE MAE REMICS SER 2007-78 CL PE 6.00000000 (FNR 2007-78 PE 6.00% 08/25/37) Long ABS-collateralized bond/debt obligation US $12K 12K 0.00
FANNIE MAE REMICS SER 2007-79 CL SB V/R 4.03395900 (FNR 2007-79 SB V/R 08/25/37) Long ABS-collateralized bond/debt obligation US $22K 19K 0.00
FANNIE MAE REMICS SER 2007-81 CL GE 6.00000000 (FNR 2007-81 GE 6% 08/25/37) Long ABS-collateralized bond/debt obligation US $25K 25K 0.00
FANNIE MAE REMICS SER 2007-85 CL SL V/R 2.52542500 (FNR 2007-85 SL V/R 09/25/37) Long ABS-collateralized bond/debt obligation US $5K 5K 0.00
FANNIE MAE REMICS SER 2007-88 CL VI V/R 1.09017000 (FNR 2007-88 VI V/R 09/25/37) Long ABS-collateralized bond/debt obligation US $7K 87K 0.00
FANNIE MAE REMICS SER 2007-91 CL ES V/R 1.01017000 (FNR 2007-91 ES V/R 10/25/37) Long ABS-collateralized bond/debt obligation US $8K 93K 0.00
FANNIE MAE REMICS SER 2007-92 CL YA 6.50000000 (FNR 2007-92 YA 6.5% 06/25/37) Long ABS-collateralized bond/debt obligation US $9K 9K 0.00
FANNIE MAE REMICS SER 2007-92 CL YS V/R 0.33017000 (FNR 2007-92 YS V/R 06/25/37) Long ABS-collateralized bond/debt obligation US $886 15K 0.00
FANNIE MAE REMICS SER 2007-97 CL FC V/R 5.94983000 (FNR 2007-97 FC V/R 07/25/37) Long ABS-collateralized bond/debt obligation US $15K 15K 0.00
FANNIE MAE REMICS SER 2007-97 CL KI 7.00000000 (FNR 2007-97 KI 7% 05/25/33) Long ABS-collateralized bond/debt obligation US $5K 59K 0.00
FANNIE MAE REMICS SER 2007-98 CL FB V/R 5.89983000 (FNR 2007-98 FB V/R 06/25/37) Long ABS-collateralized bond/debt obligation US $10K 10K 0.00
FANNIE MAE REMICS SER 2008-1 CL BI V/R 0.46017000 (FNR 2008-1 BI V/R 02/25/38) Long ABS-collateralized bond/debt obligation US $5K 68K 0.00
FANNIE MAE REMICS SER 2008-10 CL XI V/R 0.78017000 (FNR 2008-10 XI V/R 03/25/38) Long ABS-collateralized bond/debt obligation US $2K 27K 0.00
FANNIE MAE REMICS SER 2008-16 CL IS V/R 0.75017000 (FNR 2008-16 IS V/R 03/25/38) Long ABS-collateralized bond/debt obligation US $1K 22K 0.00
FANNIE MAE REMICS SER 2008-18 CL FA V/R 6.34983000 (FNR 2008-18 FA V/R 03/25/38) Long ABS-collateralized bond/debt obligation US $16K 16K 0.00
FANNIE MAE REMICS SER 2008-18 CL SP V/R 3.10034000 (FNR 2008-18 SP V/R 03/25/38) Long ABS-collateralized bond/debt obligation US $12K 13K 0.00
FANNIE MAE REMICS SER 2008-20 CL SA V/R 1.54017000 (FNR 2008-20 SA V/R 03/25/38) Long ABS-collateralized bond/debt obligation US $3K 31K 0.00
FANNIE MAE REMICS SER 2008-27 CL SN V/R 1.45017000 (FNR 2008-27 SN V/R 04/25/38) Long ABS-collateralized bond/debt obligation US $3K 27K 0.00
FANNIE MAE REMICS SER 2008-28 CL QS V/R 4.35051000 (FNR 2008-28 QS V/R 04/25/38) Long ABS-collateralized bond/debt obligation US $12K 11K 0.00
FANNIE MAE REMICS SER 2008-32 CL SA V/R 1.40017000 (FNR 2008-32 SA V/R 04/25/38) Long ABS-collateralized bond/debt obligation US $970.88 13K 0.00
FANNIE MAE REMICS SER 2008-4 CL SD V/R 0.55017000 (FNR 2008-4 SD V/R 02/25/38) Long ABS-collateralized bond/debt obligation US $13K 191K 0.00
FANNIE MAE REMICS SER 2008-42 CL AO ZCP 0.00000000 (FNR 2008-42 AO ZCP 09/25/36) Long ABS-collateralized bond/debt obligation US $5K 6K 0.00
FANNIE MAE REMICS SER 2008-44 CL PO ZCP 0.00000000 (FNR 2008-44 PO ZCP 05/25/38) Long ABS-collateralized bond/debt obligation US $958.82 1K 0.00
FANNIE MAE REMICS SER 2008-46 CL HI V/R 2.37378700 (FNR 2008-46 HI V/R 06/25/38) Long ABS-collateralized bond/debt obligation US $1K 24K 0.00
FANNIE MAE REMICS SER 2008-53 CL CI V/R 1.75017000 (FNR 2008-53 CI V/R 07/25/38) Long ABS-collateralized bond/debt obligation US $2K 17K 0.00
FANNIE MAE REMICS SER 2008-55 CL S V/R 2.15017000 (FNR 2008-55 S V/R 07/25/28) Long ABS-collateralized bond/debt obligation US $2K 44K 0.00
FANNIE MAE REMICS SER 2008-56 CL AC 5.00000000 (FNR 2008-56 AC 5% 07/25/38) Long ABS-collateralized bond/debt obligation US $14K 14K 0.00
FANNIE MAE REMICS SER 2008-60 CL JC 5.00000000 (FNR 2008-60 JC 5% 07/25/38) Long ABS-collateralized bond/debt obligation US $20K 20K 0.00
FANNIE MAE REMICS SER 2008-80 CL SA V/R 0.40017000 (FNR 2008-80 SA V/R 09/25/38) Long ABS-collateralized bond/debt obligation US $4K 59K 0.00
FANNIE MAE REMICS SER 2008-81 CL SB V/R 0.40017000 (FNR 2008-81 SB V/R 09/25/38) Long ABS-collateralized bond/debt obligation US $3K 70K 0.00
FANNIE MAE REMICS SER 2009-103 CL MB V/R 6.86924700 (FNR 2009-103 MB V/R 12/25/39) Long ABS-collateralized bond/debt obligation US $60K 60K 0.00
FANNIE MAE REMICS SER 2009-11 CL NB 5.00000000 (FNR 2009-11 NB 5% 03/25/29) Long ABS-collateralized bond/debt obligation US $10K 10K 0.00
FANNIE MAE REMICS SER 2009-112 CL ST V/R 0.80017000 (FNR 2009-112 ST V/R 01/25/40) Long ABS-collateralized bond/debt obligation US $4K 54K 0.00
FANNIE MAE REMICS SER 2009-113 CL AO ZCP 0.00000000 (FNR 2009-113 AO ZCP 01/25/40) Long ABS-collateralized bond/debt obligation US $15K 18K 0.00
FANNIE MAE REMICS SER 2009-17 CL QS V/R 1.20017000 (FNR 2009-17 QS V/R 03/25/39) Long ABS-collateralized bond/debt obligation US $943.31 14K 0.00
FANNIE MAE REMICS SER 2009-19 CL PW 4.50000000 (FNR 2009-19 PW 4.5% 10/25/36) Long ABS-collateralized bond/debt obligation US $65K 66K 0.00
FANNIE MAE REMICS SER 2009-4 CL BD 4.50000000 (FNR 2009-4 BD 4.5% 02/25/39) Long ABS-collateralized bond/debt obligation US $682.8 754.4 0.00
FANNIE MAE REMICS SER 2009-47 CL MT 7.00000000 (FNR 2009-47 MT 7% 07/25/39) Long ABS-collateralized bond/debt obligation US $852.52 842.66 0.00
FANNIE MAE REMICS SER 2009-52 CL PI 5.00000000 (FNR 2009-52 PI 5% 07/25/39) Long ABS-collateralized bond/debt obligation US $5K 31K 0.00
FANNIE MAE REMICS SER 2009-59 CL HB 5.00000000 (FNR 2009-59 HB 5% 08/25/39) Long ABS-collateralized bond/debt obligation US $124K 125K 0.00
FANNIE MAE REMICS SER 2009-6 CL GS V/R 1.10017000 (FNR 2009-6 GS V/R 02/25/39) Long ABS-collateralized bond/debt obligation US $4K 43K 0.00
FANNIE MAE REMICS SER 2009-60 CL HT 6.00000000 (FNR 2009-60 HT 6% 08/25/39) Long ABS-collateralized bond/debt obligation US $158K 152K 0.00
FANNIE MAE REMICS SER 2009-63 CL P 5.00000000 (FNR 2009-63 P 5% 03/25/37) Long ABS-collateralized bond/debt obligation US $1K 1K 0.00
FANNIE MAE REMICS SER 2009-65 CL MT 5.00000000 (FNR 2009-65 MT 5% 09/25/39) Long ABS-collateralized bond/debt obligation US $32K 32K 0.00
FANNIE MAE REMICS SER 2009-69 CL WA V/R 6.00180800 (FNR 2009-69 WA V/R 09/25/39) Long ABS-collateralized bond/debt obligation US $43K 43K 0.00
FANNIE MAE REMICS SER 2009-70 CL CO ZCP 0.00000000 (FNR 2009-70 CO ZCP 01/25/37) Long ABS-collateralized bond/debt obligation US $31K 38K 0.00
FANNIE MAE REMICS SER 2009-84 CL WS V/R 0.45017000 (FNR 2009-84 WS V/R 10/25/39) Long ABS-collateralized bond/debt obligation US $1K 19K 0.00
FANNIE MAE REMICS SER 2009-86 CL IP 5.50000000 (FNR 2009-86 IP 5.5% 10/25/39) Long ABS-collateralized bond/debt obligation US $14K 77K 0.00
FANNIE MAE REMICS SER 2009-86 CL OT ZCP 0.00000000 (FNR 2009-86 OT ZCP 10/25/37) Long ABS-collateralized bond/debt obligation US $180K 220K 0.00
FANNIE MAE REMICS SER 2009-99 CL SC V/R 0.73017000 (FNR 2009-99 SC V/R 12/25/39) Long ABS-mortgage backed security US $1K 23K 0.00
FANNIE MAE REMICS SER 2009-99 CL WA V/R 6.32805200 (FNR 2009-99 WA V/R 12/25/39) Long ABS-collateralized bond/debt obligation US $101K 101K 0.00
FANNIE MAE REMICS SER 2010-1 CL WA V/R 6.26277100 (FNR 2010-1 WA V/R 02/25/40) Long ABS-collateralized bond/debt obligation US $19K 19K 0.00
FANNIE MAE REMICS SER 2010-102 CL PN 5.00000000 (FNR 2010-102 PN 5% 09/25/40) Long ABS-collateralized bond/debt obligation US $98K 99K 0.00
FANNIE MAE REMICS SER 2010-103 CL SB V/R 0.65017000 (FNR 2010-103 SB V/R 11/25/49) Long ABS-collateralized bond/debt obligation US $3K 38K 0.00
FANNIE MAE REMICS SER 2010-111 CL AM 5.50000000 (FNR 2010-111 AM 5.5% 10/25/40) Long ABS-collateralized bond/debt obligation US $391K 383K 0.00
FANNIE MAE REMICS SER 2010-125 CL SA V/R 0.00000000 (FNR 2010-125 SA V/R 11/25/40) Long ABS-collateralized bond/debt obligation US $4K 140K 0.00
FANNIE MAE REMICS SER 2010-147 CL SA V/R 1.08017000 (FNR 2010-147 SA V/R 01/25/41) Long ABS-collateralized bond/debt obligation US $35K 283K 0.00
FANNIE MAE REMICS SER 2010-16 CL WA V/R 6.43813600 (FNR 2010-16 WA V/R 03/25/40) Long ABS-collateralized bond/debt obligation US $74K 74K 0.00
FANNIE MAE REMICS SER 2010-16 CL WB V/R 6.13804800 (FNR 2010-16 WB V/R 03/25/40) Long ABS-collateralized bond/debt obligation US $88K 88K 0.00
FANNIE MAE REMICS SER 2010-35 CL SB V/R 0.97017000 (FNR 2010-35 SB V/R 04/25/40) Long ABS-collateralized bond/debt obligation US $2K 39K 0.00
FANNIE MAE REMICS SER 2010-35 CL SJ V/R 0.00000000 (FNR 2010-35 SJ V/R 04/25/40) Long ABS-collateralized bond/debt obligation US $47K 50K 0.00
FANNIE MAE REMICS SER 2010-39 CL OT ZCP 0.00000000 (FNR 2010-39 OT ZCP 10/25/35) Long ABS-collateralized bond/debt obligation US $7K 9K 0.00
FANNIE MAE REMICS SER 2010-40 CL FJ V/R 6.04983000 (FNR 2010-40 FJ V/R 04/25/40) Long ABS-collateralized bond/debt obligation US $8K 8K 0.00
FANNIE MAE REMICS SER 2010-42 CL S V/R 0.95017000 (FNR 2010-42 S V/R 05/25/40) Long ABS-collateralized bond/debt obligation US $2K 23K 0.00
FANNIE MAE REMICS SER 2010-43_ CL FD V/R 6.04983000 (FNR 2010-43 FD V/R 05/25/40) Long ABS-mortgage backed security US $22K 23K 0.00
FANNIE MAE REMICS SER 2010-49_ CL SC V/R 1.76034000 (FNR 2010-49 SC V/R 03/25/40) Long ABS-collateralized bond/debt obligation US $73K 81K 0.00
FANNIE MAE REMICS SER 2010-58 CL MB 5.50000000 (FNR 2010-58 MB 5.5% 06/25/40) Long ABS-collateralized bond/debt obligation US $304K 302K 0.00
FANNIE MAE REMICS SER 2010-63 CL AP ZCP 0.00000000 (FNR 2010-63 AP ZCP 06/25/40) Long ABS-collateralized bond/debt obligation US $25K 29K 0.00
FANNIE MAE REMICS SER 2010-64 CL DM 5.00000000 (FNR 2010-64 DM 5% 06/25/40) Long ABS-collateralized bond/debt obligation US $141K 142K 0.00
FANNIE MAE REMICS SER 2010-71 CL HJ 5.50000000 (FNR 2010-71 HJ 5.5% 07/25/40) Long ABS-collateralized bond/debt obligation US $117K 115K 0.00
FANNIE MAE REMICS SER 2010-80 CL AZ 5.00000000 (FNR 2010-80 AZ 5% 07/25/40) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
FANNIE MAE REMICS SER 2011-118 CL LB 7.00000000 (FNR 2011-118 LB 7% 11/25/41) Long ABS-collateralized bond/debt obligation US $335K 322K 0.00
FANNIE MAE REMICS SER 2011-118 CL MT 7.00000000 (FNR 2011-118 MT 7% 11/25/41) Long ABS-collateralized bond/debt obligation US $419K 405K 0.00
FANNIE MAE REMICS SER 2011-118 CL NT 7.00000000 (FNR 2011-118 NT 7% 11/25/41) Long ABS-collateralized bond/debt obligation US $347K 334K 0.00
FANNIE MAE REMICS SER 2011-149 CL EF V/R 5.94983000 (FNR 2011-149 EF V/R 07/25/41) Long ABS-collateralized bond/debt obligation US $14K 14K 0.00
FANNIE MAE REMICS SER 2011-149 CL MF V/R 5.94983000 (FNR 2011-149 MF V/R 11/25/41) Long ABS-collateralized bond/debt obligation US $58K 58K 0.00
FANNIE MAE REMICS SER 2011-19 CL ZY 6.50000000 (FNR 2011-19 ZY 6.5% 07/25/36) Long ABS-collateralized bond/debt obligation US $107K 103K 0.00
FANNIE MAE REMICS SER 2011-2 CL WA V/R 5.83369100 (FNR 2011-2 WA V/R 02/25/51) Long ABS-collateralized bond/debt obligation US $31K 31K 0.00
FANNIE MAE REMICS SER 2011-30 CL LS V/R 0.55924300 (FNR 2011-30 LS V/R 04/25/41) Long ABS-collateralized bond/debt obligation US $9K 192K 0.00
FANNIE MAE REMICS SER 2011-31 CL DB 3.50000000 (FNR 2011-31 DB 3.5% 04/25/31) Long ABS-collateralized bond/debt obligation US $267K 277K 0.00
FANNIE MAE REMICS SER 2011-39 CL ZA 6.00000000 (FNR 2011-39 ZA 6% 11/25/32) Long ABS-collateralized bond/debt obligation US $147K 144K 0.00
FANNIE MAE REMICS SER 2011-47 CL ZA 5.50000000 (FNR 2011-47 ZA 5.5% 07/25/38) Long ABS-collateralized bond/debt obligation US $70K 70K 0.00
FANNIE MAE REMICS SER 2011-58 CL WA V/R 5.50455600 (FNR 2011-58 WA V/R 07/25/51) Long ABS-collateralized bond/debt obligation US $18K 18K 0.00
FANNIE MAE REMICS SER 2011-75 CL FA V/R 5.99983000 (FNR 2011-75 FA V/R 08/25/41) Long ABS-collateralized bond/debt obligation US $27K 27K 0.00
FANNIE MAE REMICS SER 2012-101 CL FC V/R 5.94983000 (FNR 2012-101 FC V/R 09/25/42) Long ABS-collateralized bond/debt obligation US $60K 61K 0.00
FANNIE MAE REMICS SER 2012-108 CL F V/R 5.94983000 (FNR 2012-108 F V/R 10/25/42) Long ABS-collateralized bond/debt obligation US $160K 163K 0.00
FANNIE MAE REMICS SER 2012-128 CL MP 2.50000000 (FNR 2012-128 MP 2.5% 11/25/42) Long ABS-collateralized bond/debt obligation US $912K 1M 0.01
FANNIE MAE REMICS SER 2012-97 CL FB V/R 5.94983000 (FNR 2012-97 FB V/R 09/25/42) Long ABS-collateralized bond/debt obligation US $402K 408K 0.00
FANNIE MAE REMICS SER 2012-99 CL FA V/R 5.89983000 (FNR 2012-99 FA V/R 09/25/42) Long ABS-collateralized bond/debt obligation US $129K 131K 0.00
FANNIE MAE REMICS SER 2013-100 CL WB 3.00000000 (FNR 2013-100 WB 3% 10/25/33) Long ABS-collateralized bond/debt obligation US $594K 630K 0.00
FANNIE MAE REMICS SER 2013-101 CL DO V/R 0.00000000 (FNR 2013-101 DO V/R 10/25/43) Long ABS-collateralized bond/debt obligation US $278K 376K 0.00
FANNIE MAE REMICS SER 2013-118 CL YL 3.00000000 (FNR 2013-118 YL 3% 12/25/28) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
FANNIE MAE REMICS SER 2013-128 CL PO ZCP 0.00000000 (FNR 2013-128 PO ZCP 12/25/43) Long ABS-collateralized bond/debt obligation US $618K 828K 0.00
FANNIE MAE REMICS SER 2013-136 CL QB 3.50000000 (FNR 2013-136 QB 3.5% 03/25/42) Long ABS-collateralized bond/debt obligation US $480K 523K 0.00
FANNIE MAE REMICS SER 2013-4 CL AJ 3.50000000 (FNR 2013-4 AJ 3.5% 02/25/43) Long ABS-collateralized bond/debt obligation US $111K 121K 0.00
FANNIE MAE REMICS SER 2013-81 CL TA 3.00000000 (FNR 2013-81 TA 3% 02/25/43) Long ABS-collateralized bond/debt obligation US $287K 299K 0.00
FANNIE MAE REMICS SER 2013-90 CL DL 3.50000000 (FNR 2013-90 DL 3.5% 09/25/33) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
FANNIE MAE REMICS SER 2013-92 CL PO ZCP 0.00000000 (FNR 2013-92 PO ZCP 09/25/43) Long ABS-collateralized bond/debt obligation US $352K 473K 0.00
FANNIE MAE REMICS SER 2014-11 CL VB 4.50000000 (FNR 2014-11 VB 4.5% 04/25/42) Long ABS-collateralized bond/debt obligation US $1M 2M 0.01
FANNIE MAE REMICS SER 2014-21 CL KW 4.00000000 (FNR 2014-21 KW 4% 04/25/41) Long ABS-collateralized bond/debt obligation US $674K 682K 0.00
FANNIE MAE REMICS SER 2016-38 CL NA 3.00000000 (FNR 2016-38 NA 3% 01/25/46) Long ABS-collateralized bond/debt obligation US $818K 904K 0.00
FANNIE MAE REMICS SER 2017-51 CL CP 3.00000000 (FNR 2017-51 CP 3% 02/25/47) Long ABS-collateralized bond/debt obligation US $840K 931K 0.00
FANNIE MAE REMICS SER 2019-7 CL CA 3.50000000 (FNR 2019-7 CA 3.5% 11/25/57) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
FANNIE MAE REMICS SER 2020-24 CL SP V/R 0.60017000 (FNR 2020-24 SP V/R 04/25/50) Long ABS-collateralized bond/debt obligation US $433K 4M 0.00
FANNIE MAE REMICS SER 2020-35 CL MA 2.00000000 (FNR 2020-35 MA 2% 12/25/43) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
FANNIE MAE REMICS SER 2020-51 CL BA 2.00000000 (FNR 2020-51 BA 2% 06/25/46) Long ABS-collateralized bond/debt obligation US $3M 4M 0.02
FANNIE MAE REMICS SER 2021-31 CL AB 2.00000000 (FNR 2021-31 AB 2% 06/25/41) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
FANNIE MAE REMICS SER 2022-51 CL PS V/R 0.61465000 (FNR 2022-51 PS V/R 08/25/52) Long ABS-collateralized bond/debt obligation US $819K 10M 0.00
FANNIE MAE REMICS SER G95-1 CL C 8.80000000 (FNR G95-1 C 8.8% 01/25/25) Long ABS-collateralized bond/debt obligation US $37.52 37.64 0.00
FANNIE MAE SERIES 2006-118 CLASS A2 5.49822000 (FNR 06-118 A2 V/R 12/25/36) Long ABS-collateralized bond/debt obligation US $105K 107K 0.00
FANNIE MAE TRUST 2003-W2 SER 2003-W2 CL 1A1 6.50000000 (FNW 2003-W2 1A1 6.5% 07/25/42) Long ABS-collateralized bond/debt obligation US $50K 49K 0.00
FANNIE MAE TRUST 2003-W2 SER 2003-W2 CL 2A9 5.90000000 (FNW 2003-W2 2A9 5.9% 07/25/42) Long ABS-collateralized bond/debt obligation US $29K 29K 0.00
FANNIE MAE TRUST 2003-W6 SER 2003-W6 CL 2A4 5.20400000 (FNW 2003-W6 2 5.204% 09/25/42) Long ABS-collateralized bond/debt obligation US $167K 173K 0.00
FANNIE MAE TRUST 2003-W6 SER 2003-W6 CL 3A 6.50000000 (FNW 2003-W6 3A 6.5% 09/25/42) Long ABS-collateralized bond/debt obligation US $60K 60K 0.00
FANNIE MAE TRUST 2003-W8 SER 2003-W8 CL 2A 7.00000000 (FNW 2003-W8 2A 7% 10/25/42) Long ABS-collateralized bond/debt obligation US $65K 65K 0.00
FANNIE MAE TRUST 2003-W8 SER 2003-W8 CL 3F1 V/R 5.84983000 (FNW 2003-W8 3F1 V/R 05/25/42) Long ABS-collateralized bond/debt obligation US $14K 14K 0.00
FANNIE MAE TRUST 2004-W1 SER 2004-W1 CL 2A2 7.00000000 (FNW 2004-W1 2A2 7% 12/25/33) Long ABS-collateralized bond/debt obligation US $110K 107K 0.00
FANNIE MAE TRUST 2004-W15 SER 2004-W15 CL 2AF V/R 5.69983000 (FNW 2004-W15 2AF V/R 08/25/44) Long ABS-collateralized bond/debt obligation US $50K 51K 0.00
FANNIE MAE TRUST 2004-W2 SER 2004-W2 CL 2A2 7.00000000 (FNW 2004-W2 2A2 7% 02/25/44) Long ABS-collateralized bond/debt obligation US $17K 17K 0.00
FANNIE MAE TRUST 2004-W8 SER 2004-W8 CL 3A 7.50000000 (FNW 2004-W8 3A 7.5% 06/25/44) Long ABS-collateralized bond/debt obligation US $15K 15K 0.00
FANNIE MAE TRUST 2005-W3 SER 2005-W3 CL 2AF V/R 5.66983000 (FNW 2005-W3 2AF V/R 03/25/45) Long ABS-collateralized bond/debt obligation US $403K 407K 0.00
FANNIE MAE TRUST 2005-W4 SER 2005-W4 CL 1A1 6.00000000 (FNW 2005-W4 1A1 6% 08/25/35) Long ABS-collateralized bond/debt obligation US $22K 22K 0.00
FANNIE MAE TRUST 2006-W2 SER 2006-W2 CL 1AF1 V/R 5.66983000 (FNW 2006-W2 1AF1 V/R 02/25/36) Long ABS-collateralized bond/debt obligation US $178K 181K 0.00
FANNIE MAE TRUST 2006-W2 SER 2006-W2 CL 2A V/R 4.39066000 (FNW 2006-W2 2A V/R 11/25/35) Long ABS-collateralized bond/debt obligation US $59K 59K 0.00
FANNIE MAE WHOLE LOAN SER 2007-W1 CL 1AF1 V/R 5.70983000 (FNW 2007-W1 1AF1 V/R 11/25/46) Long ABS-collateralized bond/debt obligation US $413K 417K 0.00
FANNIE MAE-ACES SER 2014-M13 CL A2 V/R 3.02100000 (FNA 2014-M13 A2 V/R 08/25/24) Long ABS-collateralized bond/debt obligation US $427K 429K 0.00
FANNIE MAE-ACES SER 2015-M1 CL A2 2.53200000 (FNA 2015-M1 A 2.532% 09/25/24) Long ABS-collateralized bond/debt obligation US $658K 663K 0.00
FANNIE MAE-ACES SER 2015-M10 CL A2 V/R 3.09200000 (FNA 2015-M10 A2 V/R 04/25/27) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
FANNIE MAE-ACES SER 2015-M7 CL A2 2.59000000 (FNA 2015-M7 A2 2.59% 12/25/24) Long ABS-collateralized bond/debt obligation US $930K 943K 0.01
FANNIE MAE-ACES SER 2015-M8 CL A2 V/R 2.90000000 (FNA 2015-M8 A2 V/R 01/25/25) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
FANNIE MAE-ACES SER 2017-M11 CL A2 2.98000000 (FNA 2017-M11 A 2.98% 08/25/29) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
FANNIE MAE-ACES SER 2017-M12 CL A2 V/R 3.16100000 (FNA 2017-M12 A2 V/R 06/25/27) Long ABS-collateralized bond/debt obligation US $3M 4M 0.02
FANNIE MAE-ACES SER 2017-M3 CL A2 V/R 2.54700000 (FNA 2017-M3 A2 V/R 12/25/26) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
FANNIE MAE-ACES SER 2017-M4 CL A2 V/R 2.63600000 (FNA 2017-M4 A2 V/R 12/25/26) Long ABS-collateralized bond/debt obligation US $6M 6M 0.03
FANNIE MAE-ACES SER 2017-M5 CL A2 V/R 3.09300000 (FNA 2017-M5 A2 V/R 04/25/29) Long ABS-collateralized bond/debt obligation US $2M 3M 0.01
FANNIE MAE-ACES SER 2017-M7 CL A2 V/R 2.96100000 (FNA 2017-M7 A2 V/R 02/25/27) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
FANNIE MAE-ACES SER 2017-M8 CL A2 V/R 3.06100000 (FNA 2017-M8 A2 V/R 05/25/27) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
FANNIE MAE-ACES SER 2018-M10 CL A2 V/R 3.46900000 (FNA 2018-M10 A2 V/R 07/25/28) Long ABS-collateralized bond/debt obligation US $7M 7M 0.04
FANNIE MAE-ACES SER 2018-M12 CL A2 V/R 3.75600000 (FNA 2018-M12 A2 V/R 08/25/30) Long ABS-collateralized bond/debt obligation US $5M 6M 0.03
FANNIE MAE-ACES SER 2018-M3 CL A2 V/R 3.17100000 (FNA 2018-M3 A2 V/R 02/25/30) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
FANNIE MAE-ACES SER 2018-M4 CL A2 V/R 3.16600000 (FNA 2018-M4 A2 V/R 03/25/28) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
FANNIE MAE-ACES SER 2018-M8 CL A2 V/R 3.41200000 (FNA 2018-M8 A2 V/R 06/25/28) Long ABS-collateralized bond/debt obligation US $4M 5M 0.03
FANNIE MAE-ACES SER 2019-M1 CL A2 V/R 3.66500000 (FNA 2019-M1 A2 V/R 09/25/28) Long ABS-collateralized bond/debt obligation US $6M 6M 0.03
FANNIE MAE-ACES SER 2020-M38 CL 2A1 1.59400000 (FNA 2020-M38 1.594% 11/25/28) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
FANNIE MAE-ACES SER 2020-M38 CL X2 V/R 2.09900000 (FNA 2020-M38 X2 V/R 11/25/28) Long ABS-collateralized bond/debt obligation US $637K 11M 0.00
FANNIE MAE-ACES SER 2020-M39 CL 1A1 0.75000000 (FNA 2020-M39 1 0.75% 09/25/28) Long ABS-collateralized bond/debt obligation US $7M 8M 0.04
FANNIE MAE-ACES SER 2020-M39 CL X1 V/R 2.05700000 (FNA 2020-M39 X1 V/R 07/25/30) Long ABS-collateralized bond/debt obligation US $7M 99M 0.04
FANNIE MAE-ACES SER 2020-M50 CL A2 1.20000000 (FNA 2020-M50 A2 1.2% 10/25/30) Long ABS-collateralized bond/debt obligation US $847K 937K 0.00
FANNIE MAE-ACES SER 2020-M50 CL X1 V/R 1.92500000 (FNA 2020-M50 X1 V/R 10/25/30) Long ABS-collateralized bond/debt obligation US $784K 14M 0.00
FANNIE MAE-ACES SER 2021-M3 CL 1A1 1.00000000 (FNA 2021-M3 1A1 1% 11/25/33) Long ABS-collateralized bond/debt obligation US $736K 754K 0.00
FANNIE MAE-ACES SER 2021-M3 CL X1 V/R 2.03200000 (FNA 2021-M3 X1 V/R 11/25/33) Long ABS-collateralized bond/debt obligation US $2M 26M 0.01
FANNIE MAE-ACES SER 2022-M3 CL A2 V/R 1.76400000 (FNA 2022-M3 A2 V/R 11/25/31) Long ABS-collateralized bond/debt obligation US $11M 14M 0.06
FANNIE MAE-ACES SER 2023-M8 CL A2 V/R 4.62000000 (FNA 2023-M8 A2 V/R 03/25/33) Long ABS-collateralized bond/debt obligation US $8M 8M 0.04
FED CAISSES DESJARDINS REGD 144A P/P 5.25000000 (FED CAISSES DES 5.25% 04/26/29) Long Debt CA $8M 8M 0.05
FED CAISSES DESJARDINS REGD 144A P/P 5.70000000 (FED CAISSES DESJ 5.7% 03/14/28) Long Debt CA $3M 3M 0.02
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.42000000 (FFCB 1.42% 08/19/32) Long Debt US $2M 3M 0.01
FEDERAL HOME LOAN MORTGAGE CORP 6.25000000 (FHLMC 6.25% 07/15/32) Long ABS-mortgage backed security US $4M 4M 0.02
FEDERAL NATIONAL MORTGAGE ASSN POOL #252211_ 6.00000000 (FNMA P#252211 6% 12/1/28_) Long ABS-mortgage backed security US $805.28 802.92 0.00
FEDERAL NATIONAL MORTGAGE ASSN POOL #254693 5.50000000 (FNMA P#254693 5.500% 04/01/33) Long ABS-mortgage backed security US $19K 19K 0.00
FEDERAL NATIONAL MORTGAGE ASSN POOL #735925 5.00000000 (FNMA P#735925 5% 10/1/35) Long ABS-mortgage backed security US $87K 88K 0.00
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.87500000 (FNMA 0.875% 08/05/30) Long ABS-mortgage backed security US $450K 555K 0.00
FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.62500000 (FNMA 1.625% 01/07/25) Long ABS-mortgage backed security US $6M 6M 0.04
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.62500000 (FNMA 2.625% 09/06/24) Long ABS-mortgage backed security US $5M 5M 0.03
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.62500000 (FNMA 6.625% 11/15/30) Long ABS-mortgage backed security US $3M 3M 0.02
FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.12500000 (FNMA 7.125% 01/15/30) Long ABS-mortgage backed security US $2M 2M 0.01
FEDERAL NATIONAL MORTGAGE ASSOCIATION ZCP 0.00000000 (FNMA ZCP 03/17/31) Long ABS-mortgage backed security US $2M 2M 0.01
FEDEX CORP REGD 4.95000000 (FEDEX CORP 4.95% 10/17/48) Long Debt US $3M 3M 0.02
FELLS POINT FUNDING TR REGD 144A P/P 3.04600000 (FELLS POINT FU 3.046% 01/31/27) Long Debt US $9M 9M 0.05
FIDELITY & GUARANTY LIFE REGD 144A P/P 5.50000000 (FIDELITY & GUARA 5.5% 05/01/25) Long Debt US $471K 474K 0.00
FIDELITY GOVERNMENT PORTFOLIO CL INSTITUTIONAL USD INC 0.00000000 (FIDELITY INV MMKT GOVT-INST) Long Equity-common US $392M 392M 2.31
FINNVERA PLC REGD P/P MTN 2.37500000 (FINNVERA PLC 2.375% 06/04/25) Long Debt FI $584K 600K 0.00
FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUS SER 2007-FA4 CL 1A2 V/R REGD 0.19029000 (FHAMS 2007-FA4 1 V/R 08/25/37) Long ABS-collateralized bond/debt obligation US $37K 532K 0.00
FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST 20 SER 2005-FA8 CL 1A19 REGD 5.50000000 (FHAMS 2005-FA8 5.5% 11/25/35) Long ABS-collateralized bond/debt obligation US $24K 50K 0.00
FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST 20 SER 2006-FA6 CL 3A1 REGD 5.75000000 (FHAMS 2006-FA6 5.75% 11/25/21) Long ABS-collateralized bond/debt obligation US $199.54 409.91 0.00
FIRST NATIONAL MASTER NOTE TRUST SER 2023-2 CL A REGD 5.77000000 (FNMNT 2023-2 A 5.77% 09/15/26) Long ABS-collateralized bond/debt obligation US $10M 10M 0.06
FIRSTENERGY CORP REGD SER C 3.40000000 (FIRSTENERGY CORP 3.4% 03/01/50) Long Debt US $2M 4M 0.01
FIRSTENERGY PENN ELECTRI REGD 144A P/P 3.25000000 (FIRSTENERGY PEN 3.25% 03/15/28) Long Debt US $2M 2M 0.01
FIRSTENERGY PENN ELECTRI REGD 144A P/P 5.20000000 (FIRSTENERGY PENN 5.2% 04/01/28) Long Debt US $2M 2M 0.01
FIRSTENERGY TRANSMISSION REGD P/P 4.35000000 (FIRSTENERGY TRA 4.35% 01/15/25) Long Debt US $14M 15M 0.08
FIRSTENERGY TRANSMISSION REGD P/P 5.45000000 (FIRSTENERGY TRA 5.45% 07/15/44) Long Debt US $3M 3M 0.02
FIRSTKEY HOMES 2020-SFR2 TRUST SER 2020-SFR2 CL A REGD 144A P/P 1.26600000 (FKH 2020-SFR2 1.266% 11/17/25) Long ABS-collateralized bond/debt obligation US $17M 18M 0.10
FIRSTKEY HOMES 2020-SFR2 TRUST SER 2020-SFR2 CL E REGD 144A P/P 2.66800000 (FKH 2020-SFR2 2.668% 11/17/25) Long ABS-collateralized bond/debt obligation US $8M 8M 0.04
FIRSTKEY HOMES 2021-SFR1 TRUST SER 2021-SFR1 CL A REGD 144A P/P 1.53800000 (FKH 2021-SFR1 1.538% 08/17/26) Long ABS-collateralized bond/debt obligation US $11M 12M 0.06
FIRSTKEY HOMES 2021-SFR1 TRUST SER 2021-SFR1 CL D REGD 144A P/P 2.18900000 (FKH 2021-SFR1 2.189% 08/17/26) Long ABS-collateralized bond/debt obligation US $7M 8M 0.04
FIRSTKEY HOMES 2022-SFR1 TRUST SER 2022-SFR1 CL A REGD 144A P/P 4.14500000 (FKH 2022-SFR1 4.145% 05/17/27) Long ABS-collateralized bond/debt obligation US $10M 11M 0.06
FIRSTKEY HOMES 2022-SFR1 TRUST SER 2022-SFR1 CL D REGD 144A P/P 5.19700000 (FKH 2022-SFR1 5.197% 05/17/27) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
FISERV INC REGD 3.20000000 (FISERV INC 3.2% 07/01/26) Long Debt US $854K 890K 0.01
FISERV INC REGD 4.40000000 (FISERV INC 4.4% 07/01/49) Long Debt US $2M 3M 0.01
FISERV INC REGD 5.62500000 (FISERV INC 5.625% 08/21/33) Long Debt US $1M 1M 0.01
FLAGSHIP CREDIT AUTO TRUST 2019-4 SER 2019-4 CL D REGD 144A P/P 3.12000000 (FCAT 2019-4 D 3.12% 01/15/26) Long ABS-collateralized bond/debt obligation US $4M 4M 0.03
FLAGSHIP CREDIT AUTO TRUST 2022-2 SER 2022-2 CL D REGD 144A P/P 5.80000000 (FCAT 2022-2 D 5.8% 09/15/26) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
FLAGSHIP CREDIT AUTO TRUST 2023-1 SER 2023-1 CL A2 REGD 144A P/P 5.38000000 (FCAT 2023-1 A2 5.38% 01/15/25) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
FLEX INTERMEDIATE HOLDCO REGD 144A P/P 3.36300000 (FLEX INTERMEDI 3.363% 06/30/31) Long Debt US $3M 3M 0.02
FLEX INTERMEDIATE HOLDCO REGD 144A P/P 4.31700000 (FLEX INTERMEDI 4.317% 12/30/39) Long Debt US $989K 1M 0.01
FLEX LTD REGD 3.75000000 (FLEX LTD 3.75% 02/01/26) Long Debt US $14M 14M 0.08
FLORIDA POWER & LIGHT CO REGD 5.40000000 (FLORIDA POWER & 5.4% 09/01/35) Long Debt US $702K 700K 0.00
FLORIDA POWER & LIGHT CO REGD 5.60000000 (FLORIDA POWER & 5.6% 06/15/54) Long Debt US $2M 2M 0.01
FLYWHEEL 2024 PDP1 B 8.106 25 AUG 2044 144A REGD 8.10600000 (FLYWHEEL 8.106% 08/25/2044) Long ABS-collateralized bond/debt obligation US $3M 3M 0.01
FLYWHEEL 2024- PDP1 A 7.151 25 AUG 2044 144A REGD 7.15100000 (FLYWHEEL 7.151% 08/25/2044) Long ABS-collateralized bond/debt obligation US $8M 8M 0.05
FMC GMSR ISSUER TRUST SER 2020-GT1 CL A V/R REGD 144A P/P 4.45000000 (FMMSR 2020-GT1 A V/R 01/25/26) Long ABS-collateralized bond/debt obligation US $9M 10M 0.05
FMC GMSR ISSUER TRUST SER 2021-GT1 CL A V/R REGD 144A P/P 3.62000000 (FMMSR 2021-GT1 A V/R 07/25/26) Long ABS-collateralized bond/debt obligation US $10M 11M 0.06
FMC GMSR ISSUER TRUST SER 2021-GT2 CL A V/R REGD 144A P/P 3.85000000 (FMMSR 2021-GT2 A V/R 10/25/26) Long ABS-collateralized bond/debt obligation US $7M 8M 0.04
FMC GMSR ISSUER TRUST SER 2022-GT1 CL A REGD 144A P/P 6.19000000 (FMMSR 2022-GT1 6.19% 04/25/27) Long ABS-collateralized bond/debt obligation US $8M 8M 0.05
FMC GMSR ISSUER TRUST SER 2024-SAT1 CL A V/R REGD 144A P/P 6.50000000 (FMMSR 2024-SAT1 V/R 03/26/27) Long ABS-collateralized bond/debt obligation US $13M 13M 0.07
FMR LLC REGD P/P 4.95000000 (FMR LLC 4.95% 02/01/33) Long Debt US $243K 250K 0.00
FMR LLC REGD P/P 6.45000000 (FMR LLC 6.45% 11/15/39) Long Debt US $281K 258K 0.00
FNCL 30YR TBA 4% JULY 54 TO BE ANNOUNCED 4.00000000 Long ABS-mortgage backed security US $846K 925K 0.00
FNMA 15YR TBA 2.5% JUL 12 TO BE ANNOUNCED 2.50000000 Long ABS-mortgage backed security US $221K 245K 0.00
FNMA 15YR TBA 3% JUL 24 TO BE ANNOUNCED 3.00000000 Long ABS-mortgage backed security US $800K 865K 0.00
FNMA 15YR TBA 5% JUL 12 TO BE ANNOUNCED 5.00000000 Long ABS-mortgage backed security US $3M 3M 0.02
FNMA 30YR TBA 2.5% JUL13 TO BE ANNOUNCED 2.50000000 Long ABS-mortgage backed security US $8M 10M 0.05
FNMA 30YR TBA 3.0% JUL24 TO BE ANNOUNCED 3.00000000 Long ABS-mortgage backed security US $9M 10M 0.05
FNMA 30YR TBA 3.5% JUL 41 TO BE ANNOUNCED 3.50000000 Long ABS-mortgage backed security US $2M 2M 0.01
FNMA 30YR TBA 4.5% JUL 12 TO BE ANNOUNCED 4.50000000 Long ABS-mortgage backed security US $15M 16M 0.09
FNMA 30YR TBA 5.5% JUL 24 TO BE ANNOUNCED 5.50000000 Long ABS-mortgage backed security US $44M 44M 0.26
FNMA 30YR TBA 5% JUL 24 TO BE ANNOUNCED 5.00000000 Long ABS-mortgage backed security US $6M 7M 0.04
FNMA 30YR TBA 6.5% JUL 12 TO BE ANNOUNCED 6.50000000 Long ABS-mortgage backed security US $18M 18M 0.11
FNMA 30YR TBA 6% JUL 24 TO BE ANNOUNCED 6.00000000 Long ABS-mortgage backed security US $10M 10M 0.06
FNMA 30YR TBA 7.0% JULY 24 TO BE ANNOUNCED 7.00000000 Long ABS-mortgage backed security US $9M 9M 0.06
FNMA P#555436 6% 5/1/33__ 6.00000000 Long ABS-mortgage backed security US $35K 34K 0.00
FNMA P745948 6.50% 10/01/36 6.50000000 Long ABS-mortgage backed security US $14K 14K 0.00
FNMA TBA 15YR 2.0% JUN 24 TO BE ANNOUNCED 2.00000000 Long ABS-mortgage backed security US $277K 315K 0.00
FNR 05-84 XM 5.75% 10/25/35 5.75000000 Long ABS-collateralized bond/debt obligation US $22K 21K 0.00
FORD CREDIT AUTO OWNER TRUST 2020-C SER 2020-C CL A4 REGD 0.51000000 (FORDO 2020-C A 0.51% 08/15/26) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
FORD CREDIT AUTO OWNER TRUST 2021-REV1 SER 2021-1 CL B REGD 144A P/P 1.61000000 (FORDR 2021-1 B 1.61% 04/15/26) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
FORD CREDIT AUTO OWNER TRUST 2021-REV2 SER 2021-2 CL B REGD 144A P/P 1.91000000 (FORDR 2021-2 B 1.91% 11/15/26) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
FORD CREDIT AUTO OWNER TRUST 2022-A SER 2022-A CL A3 REGD 1.29000000 (FORDO 2022-A A 1.29% 02/15/25) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
FORD CREDIT AUTO OWNER TRUST 2023-A SER 2023-A CL A3 REGD 4.65000000 (FORDO 2023-A A 4.65% 08/15/26) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
FORD CREDIT AUTO OWNER TRUST 2023-B SER 2023-B CL A3 REGD 5.23000000 (FORDO 2023-B A 5.23% 12/15/26) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
FORD CREDIT AUTO OWNER TRUST 2023-REV1 SER 2023-1 CL A REGD 144A P/P 4.85000000 (FORDR 2023-1 A 4.85% 02/15/28) Long ABS-collateralized bond/debt obligation US $18M 18M 0.11
FORD CREDIT AUTO OWNER TRUST 2023-REV2 SER 2023-2 CL A REGD 144A P/P 5.28000000 (FORDR 2023-2 A 5.28% 08/15/28) Long ABS-collateralized bond/debt obligation US $9M 9M 0.05
FORD CREDIT AUTO OWNER TRUST 2024-B SER 2024-B CL B REGD 5.23000000 (FORDO 2024-B B 5.23% 02/15/28) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
FORD CREDIT AUTO OWNER TRUST 2024-REV1 SER 2024-1 CL A S/UP REGD 144A P/P 4.87000000 (FORDR 2024-1 A S/UP 02/15/29) Long ABS-collateralized bond/debt obligation US $2M 3M 0.01
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A SER 2020-2 CL A REGD 1.06000000 (FORDF 2020-2 A 1.06% 09/15/25) Long ABS-collateralized bond/debt obligation US $10M 10M 0.06
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A SER 2023-1 CL A1 REGD 144A P/P 4.92000000 (FORDF 2023-1 A 4.92% 05/15/26) Long ABS-collateralized bond/debt obligation US $21M 21M 0.12
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A SER 2024-2 CL A REGD 144A P/P 5.24000000 (FORDF 2024-2 A 5.24% 04/15/29) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A SERIES 2 SER 2024-1 CL A1 REGD 144A P/P 5.29000000 (FORDF 2024-1 A 5.29% 04/15/27) Long ABS-collateralized bond/debt obligation US $6M 6M 0.03
FORD FOUNDATION/THE REGD SER 2020 2.81500000 (FORD FOUNDATIO 2.815% 06/01/70) Long Debt US $459K 790K 0.00
FORD MOTOR CREDIT CO LLC REGD 2.90000000 (FORD MOTOR CREDI 2.9% 02/10/29) Long Debt US $6M 7M 0.03
FORD MOTOR CREDIT CO LLC REGD 4.00000000 (FORD MOTOR CREDIT 4% 11/13/30) Long Debt US $4M 5M 0.02
FORD MOTOR CREDIT CO LLC REGD 4.12500000 (FORD MOTOR CRE 4.125% 08/17/27) Long Debt US $713K 750K 0.00
FORD MOTOR CREDIT CO LLC REGD 5.80000000 (FORD MOTOR CREDI 5.8% 03/08/29) Long Debt US $10M 10M 0.06
FORD MOTOR CREDIT CO LLC REGD 6.12500000 (FORD MOTOR CRE 6.125% 03/08/34) Long Debt US $6M 6M 0.04
FORD MOTOR CREDIT CO LLC REGD 6.79800000 (FORD MOTOR CRE 6.798% 11/07/28) Long Debt US $2M 2M 0.01
FORD MOTOR CREDIT CO LLC REGD 7.35000000 (FORD MOTOR CRED 7.35% 03/06/30) Long Debt US $1M 1M 0.01
FORTIS INC REGD SER WI 3.05500000 (FORTIS INC 3.055% 10/04/26) Long Debt CA $2M 2M 0.01
FOUNDATION FINANCE TRUST 2019-1 SER 2019-1A CL A REGD 144A P/P 3.86000000 (FFIN 2019-1A A 3.86% 11/15/34) Long ABS-collateralized bond/debt obligation US $6K 6K 0.00
FOUNDATION FINANCE TRUST 2023-2 SER 2023-2A CL A REGD 144A P/P 6.53000000 (FFIN 2023-2A A 6.53% 11/15/30) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
FOUNDATION FINANCE TRUST 2023-2 SER 2023-2A CL D REGD 144A P/P 9.10000000 (FFIN 2023-2A D 9.1% 07/15/31) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2021-1 SER 2021-1 CL D REGD 144A P/P 1.32000000 (FCRT 2021-1 D 1.32% 03/15/27) Long ABS-collateralized bond/debt obligation US $774K 776K 0.00
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2021-2 SER 2021-2 CL D REGD 144A P/P 1.92000000 (FCRT 2021-2 D 1.92% 05/15/26) Long ABS-collateralized bond/debt obligation US $823K 850K 0.00
FREDDIE MAC GOLD POOL P#A13625 5.50000000 (FGLMC P#A13625 5.5% 10/01/33) Long ABS-mortgage backed security US $15K 14K 0.00
FREDDIE MAC GOLD POOL P#A16107 6.00000000 (FGLMC P#A16107 6% 12/01/33) Long ABS-mortgage backed security US $8K 8K 0.00
FREDDIE MAC GOLD POOL P#A17537 6.00000000 (FGLMC P#A17537 6% 01/01/34) Long ABS-mortgage backed security US $12K 12K 0.00
FREDDIE MAC GOLD POOL P#A23139 5.00000000 (FGLMC P#A23139 5% 06/01/34) Long ABS-mortgage backed security US $22K 22K 0.00
FREDDIE MAC GOLD POOL P#A28796 6.50000000 (FGLMC P#A28796 6.5% 11/01/34) Long ABS-mortgage backed security US $3K 3K 0.00
FREDDIE MAC GOLD POOL P#A39789 4.50000000 (FGLMC P#A39789 4.5% 11/01/35) Long ABS-mortgage backed security US $4K 4K 0.00
FREDDIE MAC GOLD POOL P#A46987 5.50000000 (FGLMC P#A46987 5.5% 07/01/35) Long ABS-mortgage backed security US $31K 31K 0.00
FREDDIE MAC GOLD POOL P#A47999 5.00000000 (FGLMC P#A47999 5% 08/01/35) Long ABS-mortgage backed security US $390K 397K 0.00
FREDDIE MAC GOLD POOL P#A57681 6.00000000 (FGLMC P#A57681 6% 12/01/36) Long ABS-mortgage backed security US $3K 3K 0.00
FREDDIE MAC GOLD POOL P#A61572 5.00000000 (FGLMC P#A61572 5% 09/01/34) Long ABS-mortgage backed security US $34K 35K 0.00
FREDDIE MAC GOLD POOL P#A70350 5.00000000 (FGLMC P#A70350 5% 03/01/35) Long ABS-mortgage backed security US $10K 10K 0.00
FREDDIE MAC GOLD POOL P#A74793 5.00000000 (FGLMC P#A74793 5% 03/01/38) Long ABS-mortgage backed security US $112K 113K 0.00
FREDDIE MAC GOLD POOL P#A77292 5.00000000 (FGLMC P#A77292 5% 04/01/38) Long ABS-mortgage backed security US $52K 52K 0.00
FREDDIE MAC GOLD POOL P#A83067 5.00000000 (FGLMC P#A83067 5% 11/01/38) Long ABS-mortgage backed security US $23K 23K 0.00
FREDDIE MAC GOLD POOL P#A83645 5.00000000 (FGLMC P#A83645 5% 12/01/38) Long ABS-mortgage backed security US $312.26 315.24 0.00
FREDDIE MAC GOLD POOL P#A86141 5.00000000 (FGLMC P#A86141 5% 05/01/39) Long ABS-mortgage backed security US $4K 4K 0.00
FREDDIE MAC GOLD POOL P#A87147 4.50000000 (FGLMC P#A87147 4.5% 07/01/39) Long ABS-mortgage backed security US $53K 55K 0.00
FREDDIE MAC GOLD POOL P#A88871 7.00000000 (FGLMC P#A88871 7% 01/01/31) Long ABS-mortgage backed security US $10K 10K 0.00
FREDDIE MAC GOLD POOL P#A89870 4.50000000 (FGLMC P#A89870 4.5% 11/01/39) Long ABS-mortgage backed security US $775K 796K 0.00
FREDDIE MAC GOLD POOL P#A90768 5.00000000 (FGLMC P#A90768 5% 01/01/40) Long ABS-mortgage backed security US $44K 45K 0.00
FREDDIE MAC GOLD POOL P#A91387 5.00000000 (FGLMC P#A91387 5% 03/01/40) Long ABS-mortgage backed security US $749K 756K 0.00
FREDDIE MAC GOLD POOL P#A91541 5.00000000 (FGLMC P#A91541 5% 03/01/40) Long ABS-mortgage backed security US $80K 81K 0.00
FREDDIE MAC GOLD POOL P#A93383 5.00000000 (FGLMC P#A93383 5% 08/01/40) Long ABS-mortgage backed security US $112K 113K 0.00
FREDDIE MAC GOLD POOL P#A93996 4.50000000 (FGLMC P#A93996 4.5% 09/01/40) Long ABS-mortgage backed security US $95K 97K 0.00
FREDDIE MAC GOLD POOL P#A94713 4.00000000 (FGLMC P#A94713 4% 11/01/40) Long ABS-mortgage backed security US $11K 12K 0.00
FREDDIE MAC GOLD POOL P#A95561 4.00000000 (FGLMC P#A95561 4% 12/01/40) Long ABS-mortgage backed security US $401K 424K 0.00
FREDDIE MAC GOLD POOL P#A95575 4.00000000 (FGLMC P#A95575 4% 12/01/40) Long ABS-mortgage backed security US $142K 150K 0.00
FREDDIE MAC GOLD POOL P#A95656 4.00000000 (FGLMC P#A95656 4% 12/01/40) Long ABS-mortgage backed security US $321K 342K 0.00
FREDDIE MAC GOLD POOL P#A95825 4.00000000 (FGLMC P#A95825 4% 12/01/40) Long ABS-mortgage backed security US $375K 397K 0.00
FREDDIE MAC GOLD POOL P#A95856 4.00000000 (FGLMC P#A95856 4% 12/01/40) Long ABS-mortgage backed security US $324K 343K 0.00
FREDDIE MAC GOLD POOL P#A96184 4.00000000 (FGLMC P#A96184 4% 01/01/41) Long ABS-mortgage backed security US $323K 344K 0.00
FREDDIE MAC GOLD POOL P#A97620 4.50000000 (FGLMC P#A97620 4.5% 03/01/41) Long ABS-mortgage backed security US $74K 76K 0.00
FREDDIE MAC GOLD POOL P#A97943 5.00000000 (FGLMC P#A97943 5% 04/01/41) Long ABS-mortgage backed security US $418K 422K 0.00
FREDDIE MAC GOLD POOL P#B90491 7.50000000 (FGLMC P#B90491 7.5% 01/01/32) Long ABS-mortgage backed security US $24K 23K 0.00
FREDDIE MAC GOLD POOL P#C00376 8.00000000 (FGLMC P#C00376 8% 11/01/24) Long ABS-mortgage backed security US $14.77 14.79 0.00
FREDDIE MAC GOLD POOL P#C00414 7.50000000 (FGLMC P#C00414 7.5% 08/01/25) Long ABS-mortgage backed security US $33.62 33.67 0.00
FREDDIE MAC GOLD POOL P#C00452 7.00000000 (FGLMC P#C00452 7% 04/01/26) Long ABS-mortgage backed security US $116.95 113.6 0.00
FREDDIE MAC GOLD POOL P#C00785 6.50000000 (FGLMC P#C00785 6.5% 06/01/29) Long ABS-mortgage backed security US $4K 3K 0.00
FREDDIE MAC GOLD POOL P#C02660 6.50000000 (FGLMC P#C02660 6.5% 11/01/36) Long ABS-mortgage backed security US $7K 7K 0.00
FREDDIE MAC GOLD POOL P#C03466 5.50000000 (FGLMC P#C03466 5.5% 03/01/40) Long ABS-mortgage backed security US $9K 9K 0.00
FREDDIE MAC GOLD POOL P#C03490 4.50000000 (FGLMC P#C03490 4.5% 08/01/40) Long ABS-mortgage backed security US $115K 118K 0.00
FREDDIE MAC GOLD POOL P#C03520 4.00000000 (FGLMC P#C03520 4% 09/01/40) Long ABS-mortgage backed security US $203K 215K 0.00
FREDDIE MAC GOLD POOL P#C03613 4.00000000 (FGLMC P#C03613 4% 11/01/40) Long ABS-mortgage backed security US $522K 552K 0.00
FREDDIE MAC GOLD POOL P#C09015 3.00000000 (FGLMC P#C09015 3% 10/01/42) Long ABS-mortgage backed security US $1M 2M 0.01
FREDDIE MAC GOLD POOL P#C09020 3.50000000 (FGLMC P#C09020 3.5% 11/01/42) Long ABS-mortgage backed security US $365K 400K 0.00
FREDDIE MAC GOLD POOL P#C09028 3.50000000 (FGLMC P#C09028 3.5% 01/01/43) Long ABS-mortgage backed security US $3M 3M 0.02
FREDDIE MAC GOLD POOL P#C09029 3.00000000 (FGLMC P#C09029 3% 03/01/43) Long ABS-mortgage backed security US $2M 2M 0.01
FREDDIE MAC GOLD POOL P#C09044 3.50000000 (FGLMC P#C09044 3.5% 07/01/43) Long ABS-mortgage backed security US $178K 195K 0.00
FREDDIE MAC GOLD POOL P#C09055 4.00000000 (FGLMC P#C09055 4% 12/01/43) Long ABS-mortgage backed security US $433K 461K 0.00
FREDDIE MAC GOLD POOL P#C47315 6.50000000 (FGLMC P#C47315 6.5% 08/01/29) Long ABS-mortgage backed security US $42K 40K 0.00
FREDDIE MAC GOLD POOL P#C68485 7.00000000 (FGLMC P#C68485 7% 07/01/32) Long ABS-mortgage backed security US $2K 2K 0.00
FREDDIE MAC GOLD POOL P#C75791 5.50000000 (FGLMC P#C75791 5.5% 01/01/33) Long ABS-mortgage backed security US $15K 15K 0.00
FREDDIE MAC GOLD POOL P#C91158 6.50000000 (FGLMC P#C91158 6.5% 01/01/28) Long ABS-mortgage backed security US $6K 6K 0.00
FREDDIE MAC GOLD POOL P#C91403 3.50000000 (FGLMC P#C91403 3.5% 03/01/32) Long ABS-mortgage backed security US $61K 63K 0.00
FREDDIE MAC GOLD POOL P#C91417 3.50000000 (FGLMC P#C91417 3.5% 01/01/32) Long ABS-mortgage backed security US $157K 164K 0.00
FREDDIE MAC GOLD POOL P#C91840 3.00000000 (FGLMC P#C91840 3% 07/01/35) Long ABS-mortgage backed security US $3M 3M 0.02
FREDDIE MAC GOLD POOL P#C91891 3.00000000 (FGLMC P#C91891 3% 09/01/36) Long ABS-mortgage backed security US $1M 1M 0.01
FREDDIE MAC GOLD POOL P#C91925 3.50000000 (FGLMC P#C91925 3.5% 04/01/37) Long ABS-mortgage backed security US $3M 3M 0.02
FREDDIE MAC GOLD POOL P#C91960 3.50000000 (FGLMC P#C91960 3.5% 11/01/37) Long ABS-mortgage backed security US $747K 795K 0.00
FREDDIE MAC GOLD POOL P#G00245 8.00000000 (FGLMC P#G00245 8% 08/01/24) Long ABS-mortgage backed security US $0.43 0.43 0.00
FREDDIE MAC GOLD POOL P#G00981 8.50000000 (FGLMC P#G00981 8.5% 07/01/28) Long ABS-mortgage backed security US $351.27 346.59 0.00
FREDDIE MAC GOLD POOL P#G01448 7.00000000 (FGLMC P#G01448 7% 08/01/32) Long ABS-mortgage backed security US $3K 3K 0.00
FREDDIE MAC GOLD POOL P#G01864 5.00000000 (FGLMC P#G01864 5% 01/01/34) Long ABS-mortgage backed security US $9K 9K 0.00
FREDDIE MAC GOLD POOL P#G02210 7.00000000 (FGLMC P#G02210 7% 12/01/28) Long ABS-mortgage backed security US $6K 6K 0.00
FREDDIE MAC GOLD POOL P#G02301 5.00000000 (FGLMC P#G02301 5% 07/01/36) Long ABS-mortgage backed security US $839.05 847.75 0.00
FREDDIE MAC GOLD POOL P#G02427 5.50000000 (FGLMC P#G02427 5.5% 12/01/36) Long ABS-mortgage backed security US $14K 14K 0.00
FREDDIE MAC GOLD POOL P#G02682 7.00000000 (FGLMC P#G02682 7% 02/01/37) Long ABS-mortgage backed security US $3K 3K 0.00
FREDDIE MAC GOLD POOL P#G03029 6.00000000 (FGLMC P#G03029 6% 10/01/29) Long ABS-mortgage backed security US $3K 3K 0.00
FREDDIE MAC GOLD POOL P#G03094 5.00000000 (FGLMC P#G03094 5% 06/01/37) Long ABS-mortgage backed security US $66K 66K 0.00
FREDDIE MAC GOLD POOL P#G03127 5.00000000 (FGLMC P#G03127 5% 03/01/37) Long ABS-mortgage backed security US $62K 62K 0.00
FREDDIE MAC GOLD POOL P#G03355 5.00000000 (FGLMC P#G03355 5% 08/01/37) Long ABS-mortgage backed security US $71K 72K 0.00
FREDDIE MAC GOLD POOL P#G03369 6.50000000 (FGLMC P#G03369 6.5% 01/01/35) Long ABS-mortgage backed security US $34K 34K 0.00
FREDDIE MAC GOLD POOL P#G03666 7.50000000 (FGLMC P#G03666 7.5% 01/01/38) Long ABS-mortgage backed security US $36K 35K 0.00
FREDDIE MAC GOLD POOL P#G03777 5.00000000 (FGLMC P#G03777 5% 11/01/36) Long ABS-mortgage backed security US $24K 25K 0.00
FREDDIE MAC GOLD POOL P#G03854 5.00000000 (FGLMC P#G03854 5% 02/01/38) Long ABS-mortgage backed security US $98K 99K 0.00
FREDDIE MAC GOLD POOL P#G04077 6.50000000 (FGLMC P#G04077 6.5% 03/01/38) Long ABS-mortgage backed security US $23K 22K 0.00
FREDDIE MAC GOLD POOL P#G04332 5.00000000 (FGLMC P#G04332 5% 03/01/38) Long ABS-mortgage backed security US $22K 22K 0.00
FREDDIE MAC GOLD POOL P#G04668 5.00000000 (FGLMC P#G04668 5% 03/01/38) Long ABS-mortgage backed security US $107K 108K 0.00
FREDDIE MAC GOLD POOL P#G04815 5.00000000 (FGLMC P#G04815 5% 09/01/38) Long ABS-mortgage backed security US $68K 69K 0.00
FREDDIE MAC GOLD POOL P#G04817 5.00000000 (FGLMC P#G04817 5% 09/01/38) Long ABS-mortgage backed security US $12K 12K 0.00
FREDDIE MAC GOLD POOL P#G04834 5.00000000 (FGLMC P#G04834 5% 03/01/36) Long ABS-mortgage backed security US $928K 939K 0.01
FREDDIE MAC GOLD POOL P#G04913 5.00000000 (FGLMC P#G04913 5% 03/01/38) Long ABS-mortgage backed security US $84K 85K 0.00
FREDDIE MAC GOLD POOL P#G04949 6.50000000 (FGLMC P#G04949 6.5% 11/01/37) Long ABS-mortgage backed security US $20K 19K 0.00
FREDDIE MAC GOLD POOL P#G04951 5.00000000 (FGLMC P#G04951 5% 11/01/38) Long ABS-mortgage backed security US $519.42 524.43 0.00
FREDDIE MAC GOLD POOL P#G04952 7.50000000 (FGLMC P#G04952 7.5% 01/01/38) Long ABS-mortgage backed security US $9K 9K 0.00
FREDDIE MAC GOLD POOL P#G05132 5.00000000 (FGLMC P#G05132 5% 12/01/38) Long ABS-mortgage backed security US $80K 81K 0.00
FREDDIE MAC GOLD POOL P#G05190 7.50000000 (FGLMC P#G05190 7.5% 09/01/38) Long ABS-mortgage backed security US $14K 14K 0.00
FREDDIE MAC GOLD POOL P#G05671 5.50000000 (FGLMC P#G05671 5.5% 08/01/38) Long ABS-mortgage backed security US $27K 27K 0.00
FREDDIE MAC GOLD POOL P#G05713 6.50000000 (FGLMC P#G05713 6.5% 12/01/35) Long ABS-mortgage backed security US $25K 24K 0.00
FREDDIE MAC GOLD POOL P#G05982 4.50000000 (FGLMC P#G05982 4.5% 09/01/40) Long ABS-mortgage backed security US $370K 380K 0.00
FREDDIE MAC GOLD POOL P#G06047 4.50000000 (FGLMC P#G06047 4.5% 05/01/40) Long ABS-mortgage backed security US $282K 290K 0.00
FREDDIE MAC GOLD POOL P#G06193 5.50000000 (FGLMC P#G06193 5.5% 05/01/40) Long ABS-mortgage backed security US $707K 704K 0.00
FREDDIE MAC GOLD POOL P#G06493 4.50000000 (FGLMC P#G06493 4.5% 05/01/41) Long ABS-mortgage backed security US $647K 665K 0.00
FREDDIE MAC GOLD POOL P#G06990 5.50000000 (FGLMC P#G06990 5.5% 08/01/40) Long ABS-mortgage backed security US $283K 282K 0.00
FREDDIE MAC GOLD POOL P#G07072 3.50000000 (FGLMC P#G07072 3.5% 05/01/42) Long ABS-mortgage backed security US $282K 308K 0.00
FREDDIE MAC GOLD POOL P#G07304 3.50000000 (FGLMC P#G07304 3.5% 12/01/42) Long ABS-mortgage backed security US $1M 1M 0.01
FREDDIE MAC GOLD POOL P#G07316 3.50000000 (FGLMC P#G07316 3.5% 03/01/43) Long ABS-mortgage backed security US $215K 236K 0.00
FREDDIE MAC GOLD POOL P#G07770 5.00000000 (FGLMC P#G07770 5% 10/01/39) Long ABS-mortgage backed security US $182K 184K 0.00
FREDDIE MAC GOLD POOL P#G07801 4.00000000 (FGLMC P#G07801 4% 10/01/44) Long ABS-mortgage backed security US $2M 2M 0.01
FREDDIE MAC GOLD POOL P#G07828 4.50000000 (FGLMC P#G07828 4.5% 09/01/44) Long ABS-mortgage backed security US $587K 606K 0.00
FREDDIE MAC GOLD POOL P#G07849 3.50000000 (FGLMC P#G07849 3.5% 05/01/44) Long ABS-mortgage backed security US $6M 7M 0.03
FREDDIE MAC GOLD POOL P#G07995 5.50000000 (FGLMC P#G07995 5.5% 01/01/39) Long ABS-mortgage backed security US $1M 1M 0.01
FREDDIE MAC GOLD POOL P#G08105 5.50000000 (FGLMC P#G08105 5.5% 01/01/36) Long ABS-mortgage backed security US $7K 7K 0.00
FREDDIE MAC GOLD POOL P#G08168 6.00000000 (FGLMC P#G08168 6% 12/01/36) Long ABS-mortgage backed security US $7K 7K 0.00
FREDDIE MAC GOLD POOL P#G08269 5.50000000 (FGLMC P#G08269 5.5% 05/01/38) Long ABS-mortgage backed security US $21K 20K 0.00
FREDDIE MAC GOLD POOL P#G08368 4.50000000 (FGLMC P#G08368 4.5% 10/01/39) Long ABS-mortgage backed security US $487K 501K 0.00
FREDDIE MAC GOLD POOL P#G08372 4.50000000 (FGLMC P#G08372 4.5% 11/01/39) Long ABS-mortgage backed security US $553K 569K 0.00
FREDDIE MAC GOLD POOL P#G08457 4.50000000 (FGLMC P#G08457 4.5% 08/01/41) Long ABS-mortgage backed security US $175K 180K 0.00
FREDDIE MAC GOLD POOL P#G08492 4.00000000 (FGLMC P#G08492 4% 05/01/42) Long ABS-mortgage backed security US $5K 5K 0.00
FREDDIE MAC GOLD POOL P#G08518 3.00000000 (FGLMC P#G08518 3% 02/01/43) Long ABS-mortgage backed security US $126K 142K 0.00
FREDDIE MAC GOLD POOL P#G08524 3.00000000 (FGLMC P#G08524 3% 03/01/43) Long ABS-mortgage backed security US $859K 978K 0.01
FREDDIE MAC GOLD POOL P#G08540 3.00000000 (FGLMC P#G08540 3% 08/01/43) Long ABS-mortgage backed security US $2M 3M 0.01
FREDDIE MAC GOLD POOL P#G08558 4.00000000 (FGLMC P#G08558 4% 11/01/43) Long ABS-mortgage backed security US $45K 48K 0.00
FREDDIE MAC GOLD POOL P#G08563 4.00000000 (FGLMC P#G08563 4% 01/01/44) Long ABS-mortgage backed security US $142K 151K 0.00
FREDDIE MAC GOLD POOL P#G08577 4.00000000 (FGLMC P#G08577 4% 03/01/44) Long ABS-mortgage backed security US $730K 778K 0.00
FREDDIE MAC GOLD POOL P#G08578 4.50000000 (FGLMC P#G08578 4.5% 03/01/44) Long ABS-mortgage backed security US $172K 178K 0.00
FREDDIE MAC GOLD POOL P#G08587 4.50000000 (FGLMC P#G08587 4.5% 05/01/44) Long ABS-mortgage backed security US $247K 255K 0.00
FREDDIE MAC GOLD POOL P#G08596 4.50000000 (FGLMC P#G08596 4.5% 07/01/44) Long ABS-mortgage backed security US $87K 90K 0.00
FREDDIE MAC GOLD POOL P#G08624 4.00000000 (FGLMC P#G08624 4% 01/01/45) Long ABS-mortgage backed security US $112K 119K 0.00
FREDDIE MAC GOLD POOL P#G08672 4.00000000 (FGLMC P#G08672 4% 10/01/45) Long ABS-mortgage backed security US $147K 156K 0.00
FREDDIE MAC GOLD POOL P#G08677 4.00000000 (FGLMC P#G08677 4% 11/01/45) Long ABS-mortgage backed security US $3M 3M 0.02
FREDDIE MAC GOLD POOL P#G08681 3.50000000 (FGLMC P#G08681 3.5% 12/01/45) Long ABS-mortgage backed security US $1M 1M 0.01
FREDDIE MAC GOLD POOL P#G08707 4.00000000 (FGLMC P#G08707 4% 05/01/46) Long ABS-mortgage backed security US $77K 82K 0.00
FREDDIE MAC GOLD POOL P#G08729 4.50000000 (FGLMC P#G08729 4.5% 09/01/46) Long ABS-mortgage backed security US $1M 1M 0.01
FREDDIE MAC GOLD POOL P#G08731 2.50000000 (FGLMC P#G08731 2.5% 11/01/46) Long ABS-mortgage backed security US $976K 1M 0.01
FREDDIE MAC GOLD POOL P#G08735 4.50000000 (FGLMC P#G08735 4.5% 10/01/46) Long ABS-mortgage backed security US $861K 892K 0.01
FREDDIE MAC GOLD POOL P#G08741 3.00000000 (FGLMC P#G08741 3% 01/01/47) Long ABS-mortgage backed security US $663K 758K 0.00
FREDDIE MAC GOLD POOL P#G08742 3.50000000 (FGLMC P#G08742 3.5% 01/01/47) Long ABS-mortgage backed security US $946K 1M 0.01
FREDDIE MAC GOLD POOL P#G08747 3.00000000 (FGLMC P#G08747 3% 02/01/47) Long ABS-mortgage backed security US $4M 4M 0.02
FREDDIE MAC GOLD POOL P#G08750 3.00000000 (FGLMC P#G08750 3% 03/01/47) Long ABS-mortgage backed security US $478K 548K 0.00
FREDDIE MAC GOLD POOL P#G08767 4.00000000 (FGLMC P#G08767 4% 06/01/47) Long ABS-mortgage backed security US $1M 1M 0.01
FREDDIE MAC GOLD POOL P#G08790 4.50000000 (FGLMC P#G08790 4.5% 11/01/47) Long ABS-mortgage backed security US $280K 291K 0.00
FREDDIE MAC GOLD POOL P#G14810 3.00000000 (FGLMC P#G14810 3% 07/01/28) Long ABS-mortgage backed security US $304K 315K 0.00
FREDDIE MAC GOLD POOL P#G16076 3.00000000 (FGLMC P#G16076 3% 02/01/32) Long ABS-mortgage backed security US $2M 2M 0.01
FREDDIE MAC GOLD POOL P#G16177 2.00000000 (FGLMC P#G16177 2% 01/01/32) Long ABS-mortgage backed security US $2M 2M 0.01
FREDDIE MAC GOLD POOL P#G20027 10.00000000 (FGLMC P#G20027 10% 10/01/30) Long ABS-mortgage backed security US $772.89 770.39 0.00
FREDDIE MAC GOLD POOL P#G20028 7.50000000 (FGLMC P#G20028 7.5% 12/01/36) Long ABS-mortgage backed security US $71K 69K 0.00
FREDDIE MAC GOLD POOL P#G30974 3.50000000 (FGLMC P#G30974 3.5% 01/01/34) Long ABS-mortgage backed security US $2M 2M 0.01
FREDDIE MAC GOLD POOL P#G60037 3.00000000 (FGLMC P#G60037 3% 10/01/43) Long ABS-mortgage backed security US $5M 5M 0.03
FREDDIE MAC GOLD POOL P#G60039 3.00000000 (FGLMC P#G60039 3% 04/01/43) Long ABS-mortgage backed security US $5M 6M 0.03
FREDDIE MAC GOLD POOL P#G60065 4.00000000 (FGLMC P#G60065 4% 09/01/43) Long ABS-mortgage backed security US $2M 2M 0.01
FREDDIE MAC GOLD POOL P#G60393 3.50000000 (FGLMC P#G60393 3.5% 01/01/46) Long ABS-mortgage backed security US $3M 3M 0.02
FREDDIE MAC GOLD POOL P#G60651 4.00000000 (FGLMC P#G60651 4% 06/01/46) Long ABS-mortgage backed security US $3M 3M 0.02
FREDDIE MAC GOLD POOL P#G60774 3.00000000 (FGLMC P#G60774 3% 10/01/45) Long ABS-mortgage backed security US $2M 2M 0.01
FREDDIE MAC GOLD POOL P#G60988 3.00000000 (FGLMC P#G60988 3% 05/01/47) Long ABS-mortgage backed security US $6M 7M 0.03
FREDDIE MAC GOLD POOL P#G60994 3.50000000 (FGLMC P#G60994 3.5% 01/01/45) Long ABS-mortgage backed security US $5M 5M 0.03
FREDDIE MAC GOLD POOL P#G61225 4.50000000 (FGLMC P#G61225 4.5% 12/01/43) Long ABS-mortgage backed security US $2M 2M 0.01
FREDDIE MAC GOLD POOL P#G61502 5.00000000 (FGLMC P#G61502 5% 02/01/48) Long ABS-mortgage backed security US $554K 561K 0.00
FREDDIE MAC GOLD POOL P#G61657 5.00000000 (FGLMC P#G61657 5% 12/01/47) Long ABS-mortgage backed security US $1M 1M 0.01
FREDDIE MAC GOLD POOL P#G61849 4.50000000 (FGLMC P#G61849 4.5% 11/01/46) Long ABS-mortgage backed security US $4M 4M 0.02
FREDDIE MAC GOLD POOL P#G67700 3.50000000 (FGLMC P#G67700 3.5% 08/01/46) Long ABS-mortgage backed security US $3M 3M 0.02
FREDDIE MAC GOLD POOL P#G67701 3.00000000 (FGLMC P#G67701 3% 10/01/46) Long ABS-mortgage backed security US $8M 9M 0.05
FREDDIE MAC GOLD POOL P#G67702 4.00000000 (FGLMC P#G67702 4% 01/01/47) Long ABS-mortgage backed security US $5M 5M 0.03
FREDDIE MAC GOLD POOL P#G67710 3.50000000 (FGLMC P#G67710 3.5% 03/01/48) Long ABS-mortgage backed security US $2M 2M 0.01
FREDDIE MAC GOLD POOL P#H05030 6.00000000 (FGLMC P#H05030 6% 11/01/36) Long ABS-mortgage backed security US $5K 5K 0.00
FREDDIE MAC GOLD POOL P#J24062 2.50000000 (FGLMC P#J24062 2.5% 06/01/28) Long ABS-mortgage backed security US $180K 189K 0.00
FREDDIE MAC GOLD POOL P#J25251 3.00000000 (FGLMC P#J25251 3% 08/01/28) Long ABS-mortgage backed security US $183K 189K 0.00
FREDDIE MAC GOLD POOL P#J26142 3.00000000 (FGLMC P#J26142 3% 10/01/28) Long ABS-mortgage backed security US $273K 284K 0.00
FREDDIE MAC GOLD POOL P#J28209 3.00000000 (FGLMC P#J28209 3% 05/01/29) Long ABS-mortgage backed security US $300K 315K 0.00
FREDDIE MAC GOLD POOL P#J34888 2.50000000 (FGLMC P#J34888 2.5% 07/01/31) Long ABS-mortgage backed security US $922K 984K 0.01
FREDDIE MAC GOLD POOL P#J35072 2.50000000 (FGLMC P#J35072 2.5% 08/01/31) Long ABS-mortgage backed security US $545K 590K 0.00
FREDDIE MAC GOLD POOL P#J35307 3.00000000 (FGLMC P#J35307 3% 09/01/31) Long ABS-mortgage backed security US $326K 344K 0.00
FREDDIE MAC GOLD POOL P#L10291 6.50000000 (FGLMC P#L10291 6.5% 11/01/36) Long ABS-mortgage backed security US $78K 77K 0.00
FREDDIE MAC GOLD POOL P#P20570 7.00000000 (FGLMC P#P20570 7% 07/01/29) Long ABS-mortgage backed security US $540.91 534.15 0.00
FREDDIE MAC GOLD POOL P#P50523 6.50000000 (FGLMC P#P50523 6.5% 12/01/35) Long ABS-mortgage backed security US $5K 5K 0.00
FREDDIE MAC GOLD POOL P#P50531 6.50000000 (FGLMC P#P50531 6.5% 01/01/37) Long ABS-mortgage backed security US $2K 2K 0.00
FREDDIE MAC GOLD POOL P#P50536 6.50000000 (FGLMC P#P50536 6.5% 02/01/37) Long ABS-mortgage backed security US $1K 1K 0.00
FREDDIE MAC GOLD POOL P#P50556 6.50000000 (FGLMC P#P50556 6.5% 06/01/37) Long ABS-mortgage backed security US $3K 3K 0.00
FREDDIE MAC GOLD POOL P#P50595 6.50000000 (FGLMC P#P50595 6.5% 12/01/36) Long ABS-mortgage backed security US $107K 105K 0.00
FREDDIE MAC GOLD POOL P#P51353 6.50000000 (FGLMC P#P51353 6.5% 11/01/36) Long ABS-mortgage backed security US $60K 60K 0.00
FREDDIE MAC GOLD POOL P#P51361 6.50000000 (FGLMC P#P51361 6.5% 12/01/36) Long ABS-mortgage backed security US $53K 52K 0.00
FREDDIE MAC GOLD POOL P#Q01304 5.00000000 (FGLMC P#Q01304 5% 06/01/41) Long ABS-mortgage backed security US $184K 186K 0.00
FREDDIE MAC GOLD POOL P#Q04097 4.00000000 (FGLMC P#Q04097 4% 10/01/41) Long ABS-mortgage backed security US $1M 1M 0.01
FREDDIE MAC GOLD POOL P#Q04592 4.00000000 (FGLMC P#Q04592 4% 11/01/41) Long ABS-mortgage backed security US $4K 4K 0.00
FREDDIE MAC GOLD POOL P#Q05426 4.00000000 (FGLMC P#Q05426 4% 01/01/42) Long ABS-mortgage backed security US $52K 55K 0.00
FREDDIE MAC GOLD POOL P#Q08998 3.50000000 (FGLMC P#Q08998 3.5% 06/01/42) Long ABS-mortgage backed security US $125K 136K 0.00
FREDDIE MAC GOLD POOL P#Q10378 3.00000000 (FGLMC P#Q10378 3% 08/01/42) Long ABS-mortgage backed security US $546K 617K 0.00
FREDDIE MAC GOLD POOL P#Q10434 3.50000000 (FGLMC P#Q10434 3.5% 08/01/42) Long ABS-mortgage backed security US $168K 184K 0.00
FREDDIE MAC GOLD POOL P#Q10960 3.50000000 (FGLMC P#Q10960 3.5% 09/01/42) Long ABS-mortgage backed security US $1M 1M 0.01
FREDDIE MAC GOLD POOL P#Q11218 3.50000000 (FGLMC P#Q11218 3.5% 09/01/42) Long ABS-mortgage backed security US $2M 2M 0.01
FREDDIE MAC GOLD POOL P#Q12050 3.50000000 (FGLMC P#Q12050 3.5% 10/01/42) Long ABS-mortgage backed security US $4M 5M 0.02
FREDDIE MAC GOLD POOL P#Q12052 3.50000000 (FGLMC P#Q12052 3.5% 10/01/42) Long ABS-mortgage backed security US $827K 906K 0.00
FREDDIE MAC GOLD POOL P#Q13205 3.00000000 (FGLMC P#Q13205 3% 11/01/42) Long ABS-mortgage backed security US $2M 3M 0.01
FREDDIE MAC GOLD POOL P#Q13237 3.50000000 (FGLMC P#Q13237 3.5% 11/01/42) Long ABS-mortgage backed security US $999K 1M 0.01
FREDDIE MAC GOLD POOL P#Q17665 3.00000000 (FGLMC P#Q17665 3% 04/01/43) Long ABS-mortgage backed security US $31K 35K 0.00
FREDDIE MAC GOLD POOL P#Q19316 3.00000000 (FGLMC P#Q19316 3% 06/01/43) Long ABS-mortgage backed security US $16K 18K 0.00
FREDDIE MAC GOLD POOL P#Q19476 3.50000000 (FGLMC P#Q19476 3.5% 06/01/43) Long ABS-mortgage backed security US $496K 545K 0.00
FREDDIE MAC GOLD POOL P#Q20067 3.00000000 (FGLMC P#Q20067 3% 07/01/43) Long ABS-mortgage backed security US $102K 116K 0.00
FREDDIE MAC GOLD POOL P#Q20356 3.00000000 (FGLMC P#Q20356 3% 07/01/43) Long ABS-mortgage backed security US $9K 10K 0.00
FREDDIE MAC GOLD POOL P#Q20856 3.00000000 (FGLMC P#Q20856 3% 08/01/43) Long ABS-mortgage backed security US $206K 233K 0.00
FREDDIE MAC GOLD POOL P#Q22043 3.50000000 (FGLMC P#Q22043 3.5% 10/01/43) Long ABS-mortgage backed security US $62K 69K 0.00
FREDDIE MAC GOLD POOL P#Q23740 4.00000000 (FGLMC P#Q23740 4% 12/01/43) Long ABS-mortgage backed security US $72K 77K 0.00
FREDDIE MAC GOLD POOL P#Q24028 4.00000000 (FGLMC P#Q24028 4% 01/01/44) Long ABS-mortgage backed security US $46K 48K 0.00
FREDDIE MAC GOLD POOL P#Q24029 4.00000000 (FGLMC P#Q24029 4% 12/01/43) Long ABS-mortgage backed security US $143K 152K 0.00
FREDDIE MAC GOLD POOL P#Q26744 4.50000000 (FGLMC P#Q26744 4.5% 07/01/44) Long ABS-mortgage backed security US $20K 21K 0.00
FREDDIE MAC GOLD POOL P#Q33447 3.00000000 (FGLMC P#Q33447 3% 05/01/45) Long ABS-mortgage backed security US $373K 423K 0.00
FREDDIE MAC GOLD POOL P#Q33507 3.00000000 (FGLMC P#Q33507 3% 05/01/45) Long ABS-mortgage backed security US $971K 1M 0.01
FREDDIE MAC GOLD POOL P#Q33791 3.50000000 (FGLMC P#Q33791 3.5% 06/01/45) Long ABS-mortgage backed security US $414K 456K 0.00
FREDDIE MAC GOLD POOL P#Q33871 3.00000000 (FGLMC P#Q33871 3% 06/01/45) Long ABS-mortgage backed security US $208K 236K 0.00
FREDDIE MAC GOLD POOL P#Q40375 3.50000000 (FGLMC P#Q40375 3.5% 05/01/46) Long ABS-mortgage backed security US $756K 834K 0.00
FREDDIE MAC GOLD POOL P#Q42018 3.50000000 (FGLMC P#Q42018 3.5% 07/01/46) Long ABS-mortgage backed security US $1M 1M 0.01
FREDDIE MAC GOLD POOL P#Q43413 3.00000000 (FGLMC P#Q43413 3% 10/01/46) Long ABS-mortgage backed security US $3M 3M 0.02
FREDDIE MAC GOLD POOL P#Q44963 3.50000000 (FGLMC P#Q44963 3.5% 12/01/46) Long ABS-mortgage backed security US $2M 3M 0.01
FREDDIE MAC GOLD POOL P#Q45458 4.00000000 (FGLMC P#Q45458 4% 08/01/46) Long ABS-mortgage backed security US $793K 848K 0.00
FREDDIE MAC GOLD POOL P#Q49329 4.50000000 (FGLMC P#Q49329 4.5% 07/01/47) Long ABS-mortgage backed security US $407K 423K 0.00
FREDDIE MAC GOLD POOL P#Q49494 4.50000000 (FGLMC P#Q49494 4.5% 07/01/47) Long ABS-mortgage backed security US $415K 431K 0.00
FREDDIE MAC GOLD POOL P#Q51555 3.50000000 (FGLMC P#Q51555 3.5% 10/01/47) Long ABS-mortgage backed security US $2M 2M 0.01
FREDDIE MAC GOLD POOL P#T65101 4.00000000 (FGLMC P#T65101 4% 10/01/42) Long ABS-mortgage backed security US $16K 18K 0.00
FREDDIE MAC GOLD POOL P#U80192 3.50000000 (FGLMC P#U80192 3.5% 02/01/33) Long ABS-mortgage backed security US $86K 91K 0.00
FREDDIE MAC GOLD POOL P#U80342 3.50000000 (FGLMC P#U80342 3.5% 05/01/33) Long ABS-mortgage backed security US $66K 70K 0.00
FREDDIE MAC GOLD POOL P#U80345 3.50000000 (FGLMC P#U80345 3.5% 05/01/33) Long ABS-mortgage backed security US $263K 276K 0.00
FREDDIE MAC GOLD POOL P#U90402 3.50000000 (FGLMC P#U90402 3.5% 11/01/42) Long ABS-mortgage backed security US $66K 72K 0.00
FREDDIE MAC GOLD POOL P#U90673 4.00000000 (FGLMC P#U90673 4% 01/01/43) Long ABS-mortgage backed security US $94K 100K 0.00
FREDDIE MAC GOLD POOL P#U90690 3.50000000 (FGLMC P#U90690 3.5% 06/01/42) Long ABS-mortgage backed security US $796K 878K 0.00
FREDDIE MAC GOLD POOL P#U90975 4.00000000 (FGLMC P#U90975 4% 06/01/42) Long ABS-mortgage backed security US $633K 674K 0.00
FREDDIE MAC GOLD POOL P#U91488 3.50000000 (FGLMC P#U91488 3.5% 05/01/43) Long ABS-mortgage backed security US $90K 99K 0.00
FREDDIE MAC GOLD POOL P#U99051 3.50000000 (FGLMC P#U99051 3.5% 06/01/43) Long ABS-mortgage backed security US $250K 272K 0.00
FREDDIE MAC GOLD POOL P#U99134 4.00000000 (FGLMC P#U99134 4% 01/01/46) Long ABS-mortgage backed security US $1M 2M 0.01
FREDDIE MAC GOLD POOL P#V60283 3.00000000 (FGLMC P#V60283 3% 09/01/28) Long ABS-mortgage backed security US $699K 726K 0.00
FREDDIE MAC GOLD POOL P#V60745 2.50000000 (FGLMC P#V60745 2.5% 03/01/30) Long ABS-mortgage backed security US $374K 396K 0.00
FREDDIE MAC GOLD POOL P#V60869 2.50000000 (FGLMC P#V60869 2.5% 07/01/30) Long ABS-mortgage backed security US $985K 1M 0.01
FREDDIE MAC GOLD POOL P#V80614 4.00000000 (FGLMC P#V80614 4% 11/01/43) Long ABS-mortgage backed security US $23K 25K 0.00
FREDDIE MAC GOLD POOL P#V81992 4.00000000 (FGLMC P#V81992 4% 10/01/45) Long ABS-mortgage backed security US $2M 2M 0.01
FREDDIE MAC GOLD POOL P#Z40045 5.00000000 (FGLMC P#Z40045 5% 02/01/39) Long ABS-mortgage backed security US $161K 163K 0.00
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K-150 CL A2 V/R 3.71000000 (FHMS K-150 A2 V/R 09/25/32) Long ABS-collateralized bond/debt obligation US $10M 11M 0.06
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K055 CL X1 V/R 1.46356800 (FHMS K055 X1 V/R 03/25/26) Long ABS-collateralized bond/debt obligation US $487K 25M 0.00
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K069 CL A2 V/R 3.18700000 (FHMS K069 A2 V/R 09/25/27) Long ABS-collateralized bond/debt obligation US $11M 12M 0.07
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K070 CL A2 V/R 3.30300000 (FHMS K070 A2 V/R 11/25/27) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K106 CL X1 V/R 1.43953200 (FHMS K106 X1 V/R 01/25/30) Long ABS-collateralized bond/debt obligation US $8M 127M 0.05
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K111 CL X1 V/R 1.56970200 (FHMS K111 X1 V/R 05/25/30) Long ABS-collateralized bond/debt obligation US $2M 28M 0.01
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K120 CL XAM V/R 1.21159600 (FHMS K120 XAM V/R 10/25/30) Long ABS-collateralized bond/debt obligation US $2M 31M 0.01
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K152 CL A2 V/R 3.08000000 (FHMS K152 A2 V/R 01/25/31) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K158 CL A3 V/R 3.90000000 (FHMS K158 A3 V/R 10/25/33) Long ABS-collateralized bond/debt obligation US $6M 7M 0.04
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER W5FX CL AFX V/R 3.33611700 (FHMS W5FX AFX V/R 04/25/28) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K-162 CL A2 5.15000000 (FHMS K-162 A2 5.15% 12/25/33) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K065 CL A2 3.24300000 (FHMS K065 A2 3.243% 04/25/27) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K091 CL A2 3.50500000 (FHMS K091 A2 3.505% 03/25/29) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K136 CL A2 2.12700000 (FHMS K136 A2 2.127% 12/25/54) Long ABS-collateralized bond/debt obligation US $12M 14M 0.07
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K138 CL AM 1.88900000 (FHMS K138 AM 1.889% 01/25/32) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K142 CL A2 2.40000000 (FHMS K142 A2 2.4% 03/25/32) Long ABS-collateralized bond/debt obligation US $12M 14M 0.07
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K146 CL A2 2.92000000 (FHMS K146 A2 2.92% 06/25/32) Long ABS-collateralized bond/debt obligation US $9M 10M 0.05
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K752 CL A2 4.28400000 (FHMS K752 A2 4.284% 07/25/30) Long ABS-collateralized bond/debt obligation US $8M 8M 0.05
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER KJ14 CL A2 2.81100000 (FHMS KJ14 A2 2.811% 09/25/24) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER KJ44 CL A2 4.61400000 (FHMS KJ44 A2 4.614% 02/25/33) Long ABS-collateralized bond/debt obligation US $7M 8M 0.04
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER KJ48 CL A2 5.02800000 (FHMS KJ48 A2 5.028% 10/25/31) Long ABS-collateralized bond/debt obligation US $8M 8M 0.05
FREDDIE MAC NON GOLD POOL P#1A1082 V/R 7.58800000 (FHLMC P#1A1082 V/R 07/01/36) Long ABS-mortgage backed security US $17K 17K 0.00
FREDDIE MAC NON GOLD POOL P#1A1085 V/R 7.44100000 (FHLMC P#1A1085 V/R 08/01/36) Long ABS-mortgage backed security US $14K 14K 0.00
FREDDIE MAC NON GOLD POOL P#1A1096 V/R 7.40800000 (FHLMC P#1A1096 V/R 10/01/36) Long ABS-mortgage backed security US $45K 45K 0.00
FREDDIE MAC NON GOLD POOL P#1A1097 V/R 7.48100000 (FHLMC P#1A1097 V/R 10/01/36) Long ABS-mortgage backed security US $14K 13K 0.00
FREDDIE MAC NON GOLD POOL P#1A1193 V/R 7.63500000 (FHLMC P#1A1193 V/R 05/01/37) Long ABS-mortgage backed security US $23K 23K 0.00
FREDDIE MAC NON GOLD POOL P#1B1665 V/R 6.78200000 (FHLMC P#1B1665 V/R 04/01/34) Long ABS-mortgage backed security US $5K 5K 0.00
FREDDIE MAC NON GOLD POOL P#1B7242 V/R 6.38400000 (FHLMC P#1B7242 V/R 09/01/36) Long ABS-mortgage backed security US $47K 46K 0.00
FREDDIE MAC NON GOLD POOL P#1B7303 V/R 6.79900000 (FHLMC P#1B7303 V/R 03/01/37) Long ABS-mortgage backed security US $2K 2K 0.00
FREDDIE MAC NON GOLD POOL P#1G1386 V/R 6.17000000 (FHLMC P#1G1386 V/R 12/01/36) Long ABS-mortgage backed security US $23K 23K 0.00
FREDDIE MAC NON GOLD POOL P#1G1478 V/R 6.16000000 (FHLMC P#1G1478 V/R 01/01/37) Long ABS-mortgage backed security US $9K 9K 0.00
FREDDIE MAC NON GOLD POOL P#1G1554 V/R 6.33300000 (FHLMC P#1G1554 V/R 02/01/37) Long ABS-mortgage backed security US $13K 13K 0.00
FREDDIE MAC NON GOLD POOL P#1G1861 V/R 6.54000000 (FHLMC P#1G1861 V/R 03/01/36) Long ABS-mortgage backed security US $24K 24K 0.00
FREDDIE MAC NON GOLD POOL P#1G2415 V/R 7.51500000 (FHLMC P#1G2415 V/R 05/01/36) Long ABS-mortgage backed security US $5K 5K 0.00
FREDDIE MAC NON GOLD POOL P#1G2539 V/R 5.84500000 (FHLMC P#1G2539 V/R 10/01/36) Long ABS-mortgage backed security US $11K 11K 0.00
FREDDIE MAC NON GOLD POOL P#1G2557 V/R 7.25800000 (FHLMC P#1G2557 V/R 06/01/36) Long ABS-mortgage backed security US $54K 52K 0.00
FREDDIE MAC NON GOLD POOL P#1G2671 V/R 5.97500000 (FHLMC P#1G2671 V/R 11/01/36) Long ABS-mortgage backed security US $10K 10K 0.00
FREDDIE MAC NON GOLD POOL P#1G3591 V/R 5.91500000 (FHLMC P#1G3591 V/R 08/01/35) Long ABS-mortgage backed security US $5K 5K 0.00
FREDDIE MAC NON GOLD POOL P#1H2618 V/R 7.14800000 (FHLMC P#1H2618 V/R 05/01/36) Long ABS-mortgage backed security US $33K 32K 0.00
FREDDIE MAC NON GOLD POOL P#1H2623 V/R 6.03300000 (FHLMC P#1H2623 V/R 07/01/36) Long ABS-mortgage backed security US $7K 7K 0.00
FREDDIE MAC NON GOLD POOL P#1J0533 V/R 6.11700000 (FHLMC P#1J0533 V/R 07/01/37) Long ABS-mortgage backed security US $2K 2K 0.00
FREDDIE MAC NON GOLD POOL P#1J1348 V/R 6.44500000 (FHLMC P#1J1348 V/R 10/01/36) Long ABS-mortgage backed security US $12K 12K 0.00
FREDDIE MAC NON GOLD POOL P#1J1378 V/R 5.89000000 (FHLMC P#1J1378 V/R 11/01/36) Long ABS-mortgage backed security US $22K 22K 0.00
FREDDIE MAC NON GOLD POOL P#1J1380 V/R 7.19900000 (FHLMC P#1J1380 V/R 03/01/36) Long ABS-mortgage backed security US $4K 4K 0.00
FREDDIE MAC NON GOLD POOL P#1J1399 V/R 6.37500000 (FHLMC P#1J1399 V/R 12/01/36) Long ABS-mortgage backed security US $1K 1K 0.00
FREDDIE MAC NON GOLD POOL P#1J1418 V/R 5.94000000 (FHLMC P#1J1418 V/R 12/01/36) Long ABS-mortgage backed security US $3K 3K 0.00
FREDDIE MAC NON GOLD POOL P#1J1419 V/R 5.82500000 (FHLMC P#1J1419 V/R 12/01/36) Long ABS-mortgage backed security US $43K 42K 0.00
FREDDIE MAC NON GOLD POOL P#1J1516 V/R 6.07300000 (FHLMC P#1J1516 V/R 02/01/37) Long ABS-mortgage backed security US $7K 7K 0.00
FREDDIE MAC NON GOLD POOL P#1J1564 V/R 6.67100000 (FHLMC P#1J1564 V/R 04/01/37) Long ABS-mortgage backed security US $23K 23K 0.00
FREDDIE MAC NON GOLD POOL P#1J1621 V/R 7.55500000 (FHLMC P#1J1621 V/R 05/01/37) Long ABS-mortgage backed security US $17K 17K 0.00
FREDDIE MAC NON GOLD POOL P#1J1634 V/R 5.91500000 (FHLMC P#1J1634 V/R 12/01/36) Long ABS-mortgage backed security US $93K 90K 0.00
FREDDIE MAC NON GOLD POOL P#1J2945 V/R 6.00000000 (FHLMC P#1J2945 V/R 11/01/37) Long ABS-mortgage backed security US $4K 4K 0.00
FREDDIE MAC NON GOLD POOL P#1K0046 V/R 6.48000000 (FHLMC P#1K0046 V/R 10/01/36) Long ABS-mortgage backed security US $11K 11K 0.00
FREDDIE MAC NON GOLD POOL P#1L1286 V/R 7.12500000 (FHLMC P#1L1286 V/R 05/01/36) Long ABS-mortgage backed security US $10K 9K 0.00
FREDDIE MAC NON GOLD POOL P#1N0249 V/R 7.32500000 (FHLMC P#1N0249 V/R 10/01/36) Long ABS-mortgage backed security US $12K 12K 0.00
FREDDIE MAC NON GOLD POOL P#1N0353 V/R 7.78700000 (FHLMC P#1N0353 V/R 02/01/37) Long ABS-mortgage backed security US $24K 23K 0.00
FREDDIE MAC NON GOLD POOL P#1N1463 V/R 6.91000000 (FHLMC P#1N1463 V/R 05/01/37) Long ABS-mortgage backed security US $2K 2K 0.00
FREDDIE MAC NON GOLD POOL P#1N1477 V/R 7.63500000 (FHLMC P#1N1477 V/R 05/01/37) Long ABS-mortgage backed security US $6K 6K 0.00
FREDDIE MAC NON GOLD POOL P#1N1511 V/R 7.29000000 (FHLMC P#1N1511 V/R 01/01/37) Long ABS-mortgage backed security US $5K 5K 0.00
FREDDIE MAC NON GOLD POOL P#1Q0007 V/R 8.01500000 (FHLMC P#1Q0007 V/R 12/01/35) Long ABS-mortgage backed security US $4K 4K 0.00
FREDDIE MAC NON GOLD POOL P#1Q0025 V/R 6.01100000 (FHLMC P#1Q0025 V/R 02/01/36) Long ABS-mortgage backed security US $5K 5K 0.00
FREDDIE MAC NON GOLD POOL P#1Q0105 V/R 6.00200000 (FHLMC P#1Q0105 V/R 09/01/36) Long ABS-mortgage backed security US $12K 12K 0.00
FREDDIE MAC NON GOLD POOL P#1Q0697 V/R 7.19600000 (FHLMC P#1Q0697 V/R 05/01/37) Long ABS-mortgage backed security US $36K 35K 0.00
FREDDIE MAC NON GOLD POOL P#1Q0722 V/R 6.58100000 (FHLMC P#1Q0722 V/R 04/01/38) Long ABS-mortgage backed security US $15K 15K 0.00
FREDDIE MAC NON GOLD POOL P#1Q0737 V/R 5.95000000 (FHLMC P#1Q0737 V/R 11/01/36) Long ABS-mortgage backed security US $11K 11K 0.00
FREDDIE MAC NON GOLD POOL P#1Q0739 V/R 7.49300000 (FHLMC P#1Q0739 V/R 03/01/37) Long ABS-mortgage backed security US $28K 27K 0.00
FREDDIE MAC NON GOLD POOL P#1Q0783 V/R 6.61300000 (FHLMC P#1Q0783 V/R 05/01/37) Long ABS-mortgage backed security US $22K 21K 0.00
FREDDIE MAC NON GOLD POOL P#1Q0789 V/R 7.04000000 (FHLMC P#1Q0789 V/R 05/01/38) Long ABS-mortgage backed security US $2K 2K 0.00
FREDDIE MAC NON GOLD POOL P#611141 V/R 6.29600000 (FHLMC P#611141 V/R 01/01/27) Long ABS-mortgage backed security US $556.04 561.33 0.00
FREDDIE MAC NON GOLD POOL P#781087 V/R 6.35500000 (FHLMC P#781087 V/R 12/01/33) Long ABS-mortgage backed security US $9K 9K 0.00
FREDDIE MAC NON GOLD POOL P#782760 V/R 6.29400000 (FHLMC P#782760 V/R 11/01/36) Long ABS-mortgage backed security US $27K 26K 0.00
FREDDIE MAC NON GOLD POOL P#782870 V/R 6.55600000 (FHLMC P#782870 V/R 09/01/34) Long ABS-mortgage backed security US $30K 29K 0.00
FREDDIE MAC NON GOLD POOL P#782979 V/R 6.37500000 (FHLMC P#782979 V/R 01/01/35) Long ABS-mortgage backed security US $49K 48K 0.00
FREDDIE MAC NON GOLD POOL P#782980 V/R 6.37500000 (FHLMC P#782980 V/R 01/01/35) Long ABS-mortgage backed security US $15K 14K 0.00
FREDDIE MAC NON GOLD POOL P#785618 V/R 5.87500000 (FHLMC P#785618 V/R 07/01/26) Long ABS-mortgage backed security US $1K 1K 0.00
FREDDIE MAC NON GOLD POOL P#789758 V/R 6.44000000 (FHLMC P#789758 V/R 09/01/32) Long ABS-mortgage backed security US $970.94 972.33 0.00
FREDDIE MAC NON GOLD POOL P#846812 V/R 6.48900000 (FHLMC P#846812 V/R 04/01/30) Long ABS-mortgage backed security US $287.2 289.87 0.00
FREDDIE MAC NON GOLD POOL P#847621 V/R 6.60900000 (FHLMC P#847621 V/R 05/01/33) Long ABS-mortgage backed security US $32K 32K 0.00
FREDDIE MAC NON GOLD POOL P#848068 V/R 7.22500000 (FHLMC P#848068 V/R 06/01/36) Long ABS-mortgage backed security US $48K 47K 0.00
FREDDIE MAC NON GOLD POOL P#848115 V/R 6.32000000 (FHLMC P#848115 V/R 11/01/36) Long ABS-mortgage backed security US $10K 10K 0.00
FREDDIE MAC NON GOLD POOL P#848365 V/R 6.38300000 (FHLMC P#848365 V/R 07/01/36) Long ABS-mortgage backed security US $14K 13K 0.00
FREDDIE MAC NON GOLD POOL P#848431 V/R 6.35800000 (FHLMC P#848431 V/R 02/01/36) Long ABS-mortgage backed security US $17K 17K 0.00
FREDDIE MAC NON GOLD POOL P#848699 V/R 6.42000000 (FHLMC P#848699 V/R 07/01/40) Long ABS-mortgage backed security US $13K 13K 0.00
FREDDIE MAC POOL UMBS P#QA3534 3.50000000 (UMBS P#QA3534 3.5% 10/01/49) Long ABS-mortgage backed security US $985K 1M 0.01
FREDDIE MAC POOL UMBS P#QA3660 3.00000000 (UMBS P#QA3660 3% 10/01/49) Long ABS-mortgage backed security US $1M 1M 0.01
FREDDIE MAC POOL UMBS P#QA4675 3.00000000 (UMBS P#QA4675 3% 11/01/49) Long ABS-mortgage backed security US $801K 928K 0.00
FREDDIE MAC POOL UMBS P#QA6370 3.00000000 (UMBS P#QA6370 3% 01/01/50) Long ABS-mortgage backed security US $1M 1M 0.01
FREDDIE MAC POOL UMBS P#QA6505 3.00000000 (UMBS P#QA6505 3% 01/01/50) Long ABS-mortgage backed security US $2M 2M 0.01
FREDDIE MAC POOL UMBS P#QA6518 3.00000000 (UMBS P#QA6518 3% 01/01/50) Long ABS-mortgage backed security US $754K 872K 0.00
FREDDIE MAC POOL UMBS P#QA7075 3.00000000 (UMBS P#QA7075 3% 02/01/50) Long ABS-mortgage backed security US $6M 7M 0.03
FREDDIE MAC POOL UMBS P#QA7234 3.00000000 (UMBS P#QA7234 3% 02/01/50) Long ABS-mortgage backed security US $8M 9M 0.05
FREDDIE MAC POOL UMBS P#QA7250 3.00000000 (UMBS P#QA7250 3% 02/01/50) Long ABS-mortgage backed security US $172K 199K 0.00
FREDDIE MAC POOL UMBS P#QB0220 3.00000000 (UMBS P#QB0220 3% 06/01/50) Long ABS-mortgage backed security US $488K 566K 0.00
FREDDIE MAC POOL UMBS P#QB1397 2.50000000 (UMBS P#QB1397 2.5% 07/01/50) Long ABS-mortgage backed security US $17M 21M 0.10
FREDDIE MAC POOL UMBS P#QB4045 2.50000000 (UMBS P#QB4045 2.5% 10/01/50) Long ABS-mortgage backed security US $5M 6M 0.03
FREDDIE MAC POOL UMBS P#QB9667 3.00000000 (UMBS P#QB9667 3% 03/01/51) Long ABS-mortgage backed security US $1M 2M 0.01
FREDDIE MAC POOL UMBS P#QC0039 2.50000000 (UMBS P#QC0039 2.5% 03/01/51) Long ABS-mortgage backed security US $477K 572K 0.00
FREDDIE MAC POOL UMBS P#QC3428 2.50000000 (UMBS P#QC3428 2.5% 06/01/51) Long ABS-mortgage backed security US $1M 1M 0.01
FREDDIE MAC POOL UMBS P#QC5978 2.50000000 (UMBS P#QC5978 2.5% 08/01/51) Long ABS-mortgage backed security US $5M 6M 0.03
FREDDIE MAC POOL UMBS P#QD2299 2.50000000 (UMBS P#QD2299 2.5% 12/01/51) Long ABS-mortgage backed security US $908K 1M 0.01
FREDDIE MAC POOL UMBS P#QD6056 3.00000000 (UMBS P#QD6056 3% 02/01/52) Long ABS-mortgage backed security US $784K 911K 0.00
FREDDIE MAC POOL UMBS P#QD6542 2.50000000 (UMBS P#QD6542 2.5% 02/01/52) Long ABS-mortgage backed security US $2M 3M 0.01
FREDDIE MAC POOL UMBS P#QD6543 2.50000000 (UMBS P#QD6543 2.5% 02/01/52) Long ABS-mortgage backed security US $5M 7M 0.03
FREDDIE MAC POOL UMBS P#QD6813 2.50000000 (UMBS P#QD6813 2.5% 02/01/52) Long ABS-mortgage backed security US $3M 4M 0.02
FREDDIE MAC POOL UMBS P#QE1087 3.50000000 (UMBS P#QE1087 3.5% 04/01/52) Long ABS-mortgage backed security US $26M 29M 0.15
FREDDIE MAC POOL UMBS P#QH3942 6.50000000 (UMBS P#QH3942 6.5% 10/01/53) Long ABS-mortgage backed security US $4M 4M 0.02
FREDDIE MAC POOL UMBS P#QH7529 6.00000000 (UMBS P#QH7529 6% 12/01/53) Long ABS-mortgage backed security US $3M 3M 0.02
FREDDIE MAC POOL UMBS P#QI0129 6.00000000 (UMBS P#QI0129 6% 02/01/54) Long ABS-mortgage backed security US $4M 4M 0.02
FREDDIE MAC POOL UMBS P#QN6718 2.00000000 (UMBS P#QN6718 2% 06/01/36) Long ABS-mortgage backed security US $993K 1M 0.01
FREDDIE MAC POOL UMBS P#QU7450 2.50000000 (UMBS P#QU7450 2.5% 07/01/50) Long ABS-mortgage backed security US $916K 1M 0.01
FREDDIE MAC POOL UMBS P#RA2457 3.00000000 (UMBS P#RA2457 3% 04/01/50) Long ABS-mortgage backed security US $1M 1M 0.01
FREDDIE MAC POOL UMBS P#RA3078 3.00000000 (UMBS P#RA3078 3% 07/01/50) Long ABS-mortgage backed security US $4M 4M 0.02
FREDDIE MAC POOL UMBS P#RA3607 3.00000000 (UMBS P#RA3607 3% 09/01/50) Long ABS-mortgage backed security US $38K 44K 0.00
FREDDIE MAC POOL UMBS P#RA4375 2.50000000 (UMBS P#RA4375 2.5% 02/01/51) Long ABS-mortgage backed security US $9M 11M 0.05
FREDDIE MAC POOL UMBS P#RA4515 4.00000000 (UMBS P#RA4515 4% 02/01/51) Long ABS-mortgage backed security US $3M 3M 0.02
FREDDIE MAC POOL UMBS P#RA4549 2.50000000 (UMBS P#RA4549 2.5% 02/01/51) Long ABS-mortgage backed security US $10M 12M 0.06
FREDDIE MAC POOL UMBS P#RA5257 2.00000000 (UMBS P#RA5257 2% 05/01/51) Long ABS-mortgage backed security US $8M 10M 0.05
FREDDIE MAC POOL UMBS P#RA5276 2.50000000 (UMBS P#RA5276 2.5% 05/01/51) Long ABS-mortgage backed security US $7M 8M 0.04
FREDDIE MAC POOL UMBS P#RA5286 2.50000000 (UMBS P#RA5286 2.5% 05/01/51) Long ABS-mortgage backed security US $5M 6M 0.03
FREDDIE MAC POOL UMBS P#RA5478 2.50000000 (UMBS P#RA5478 2.5% 07/01/51) Long ABS-mortgage backed security US $5M 6M 0.03
FREDDIE MAC POOL UMBS P#RA5502 3.00000000 (UMBS P#RA5502 3% 06/01/51) Long ABS-mortgage backed security US $2M 3M 0.01
FREDDIE MAC POOL UMBS P#RA5680 2.00000000 (UMBS P#RA5680 2% 08/01/51) Long ABS-mortgage backed security US $542K 692K 0.00
FREDDIE MAC POOL UMBS P#RA5921 2.50000000 (UMBS P#RA5921 2.5% 09/01/51) Long ABS-mortgage backed security US $3M 4M 0.02
FREDDIE MAC POOL UMBS P#RA6333 2.00000000 (UMBS P#RA6333 2% 11/01/51) Long ABS-mortgage backed security US $7M 9M 0.04
FREDDIE MAC POOL UMBS P#RA6338 2.50000000 (UMBS P#RA6338 2.5% 11/01/51) Long ABS-mortgage backed security US $13M 16M 0.08
FREDDIE MAC POOL UMBS P#RA6509 2.00000000 (UMBS P#RA6509 2% 12/01/51) Long ABS-mortgage backed security US $4M 5M 0.02
FREDDIE MAC POOL UMBS P#RA6666 3.00000000 (UMBS P#RA6666 3% 02/01/52) Long ABS-mortgage backed security US $18M 21M 0.11
FREDDIE MAC POOL UMBS P#RA6702 3.00000000 (UMBS P#RA6702 3% 02/01/52) Long ABS-mortgage backed security US $8M 10M 0.05
FREDDIE MAC POOL UMBS P#RA7402 3.50000000 (UMBS P#RA7402 3.5% 05/01/52) Long ABS-mortgage backed security US $4M 4M 0.02
FREDDIE MAC POOL UMBS P#RA7485 4.00000000 (UMBS P#RA7485 4% 06/01/52) Long ABS-mortgage backed security US $11M 12M 0.07
FREDDIE MAC POOL UMBS P#RA7618 5.00000000 (UMBS P#RA7618 5% 07/01/52) Long ABS-mortgage backed security US $4M 4M 0.02
FREDDIE MAC POOL UMBS P#RA7921 4.00000000 (UMBS P#RA7921 4% 09/01/52) Long ABS-mortgage backed security US $312K 341K 0.00
FREDDIE MAC POOL UMBS P#RA9306 6.00000000 (UMBS P#RA9306 6% 06/01/53) Long ABS-mortgage backed security US $8M 8M 0.05
FREDDIE MAC POOL UMBS P#RA9307 5.50000000 (UMBS P#RA9307 5.5% 06/01/53) Long ABS-mortgage backed security US $7M 7M 0.04
FREDDIE MAC POOL UMBS P#RB0691 2.00000000 (UMBS P#RB0691 2% 12/01/41) Long ABS-mortgage backed security US $7M 9M 0.04
FREDDIE MAC POOL UMBS P#RB5064 2.00000000 (UMBS P#RB5064 2% 06/01/40) Long ABS-mortgage backed security US $1M 1M 0.01
FREDDIE MAC POOL UMBS P#RB5089 1.50000000 (UMBS P#RB5089 1.5% 12/01/40) Long ABS-mortgage backed security US $9M 11M 0.05
FREDDIE MAC POOL UMBS P#RB5105 2.00000000 (UMBS P#RB5105 2% 03/01/41) Long ABS-mortgage backed security US $13M 15M 0.08
FREDDIE MAC POOL UMBS P#RB5108 2.00000000 (UMBS P#RB5108 2% 04/01/41) Long ABS-mortgage backed security US $6M 7M 0.04
FREDDIE MAC POOL UMBS P#RB5138 2.00000000 (UMBS P#RB5138 2% 12/01/41) Long ABS-mortgage backed security US $14M 16M 0.08
FREDDIE MAC POOL UMBS P#RB5148 2.00000000 (UMBS P#RB5148 2% 03/01/42) Long ABS-mortgage backed security US $9M 11M 0.06
FREDDIE MAC POOL UMBS P#RC1914 2.00000000 (UMBS P#RC1914 2% 06/01/36) Long ABS-mortgage backed security US $2M 2M 0.01
FREDDIE MAC POOL UMBS P#RC2401 2.00000000 (UMBS P#RC2401 2% 01/01/37) Long ABS-mortgage backed security US $143K 162K 0.00
FREDDIE MAC POOL UMBS P#RJ1752 4.50000000 (UMBS P#RJ1752 4.5% 05/01/54) Long ABS-mortgage backed security US $3M 3M 0.02
FREDDIE MAC POOL UMBS P#RJ1757 5.00000000 (UMBS P#RJ1757 5% 06/01/54) Long ABS-mortgage backed security US $3M 3M 0.02
FREDDIE MAC POOL UMBS P#RJ1758 5.00000000 (UMBS P#RJ1758 5% 06/01/54) Long ABS-mortgage backed security US $3M 3M 0.02
FREDDIE MAC POOL UMBS P#SB0359 2.50000000 (UMBS P#SB0359 2.5% 07/01/35) Long ABS-mortgage backed security US $307K 337K 0.00
FREDDIE MAC POOL UMBS P#SB0760 2.50000000 (UMBS P#SB0760 2.5% 12/01/35) Long ABS-mortgage backed security US $706K 774K 0.00
FREDDIE MAC POOL UMBS P#SB0816 1.50000000 (UMBS P#SB0816 1.5% 06/01/37) Long ABS-mortgage backed security US $2M 3M 0.01
FREDDIE MAC POOL UMBS P#SB0880 3.00000000 (UMBS P#SB0880 3% 05/01/37) Long ABS-mortgage backed security US $1M 1M 0.01
FREDDIE MAC POOL UMBS P#SB0967 2.00000000 (UMBS P#SB0967 2% 01/01/37) Long ABS-mortgage backed security US $9M 10M 0.05
FREDDIE MAC POOL UMBS P#SB8132 2.00000000 (UMBS P#SB8132 2% 12/01/36) Long ABS-mortgage backed security US $10M 11M 0.06
FREDDIE MAC POOL UMBS P#SB8178 4.00000000 (UMBS P#SB8178 4% 09/01/37) Long ABS-mortgage backed security US $670K 696K 0.00
FREDDIE MAC POOL UMBS P#SB8503 2.00000000 (UMBS P#SB8503 2% 08/01/35) Long ABS-mortgage backed security US $4M 4M 0.02
FREDDIE MAC POOL UMBS P#SC0104 3.50000000 (UMBS P#SC0104 3.5% 08/01/35) Long ABS-mortgage backed security US $3M 3M 0.02
FREDDIE MAC POOL UMBS P#SC0242 2.50000000 (UMBS P#SC0242 2.5% 02/01/42) Long ABS-mortgage backed security US $8M 10M 0.05
FREDDIE MAC POOL UMBS P#SD0039 4.00000000 (UMBS P#SD0039 4% 02/01/46) Long ABS-mortgage backed security US $3M 4M 0.02
FREDDIE MAC POOL UMBS P#SD0109 4.00000000 (UMBS P#SD0109 4% 01/01/49) Long ABS-mortgage backed security US $2M 3M 0.01
FREDDIE MAC POOL UMBS P#SD0185 3.00000000 (UMBS P#SD0185 3% 12/01/49) Long ABS-mortgage backed security US $373K 431K 0.00
FREDDIE MAC POOL UMBS P#SD0295 3.00000000 (UMBS P#SD0295 3% 02/01/49) Long ABS-mortgage backed security US $8M 9M 0.05
FREDDIE MAC POOL UMBS P#SD0580 3.00000000 (UMBS P#SD0580 3% 04/01/51) Long ABS-mortgage backed security US $10M 11M 0.06
FREDDIE MAC POOL UMBS P#SD0651 3.00000000 (UMBS P#SD0651 3% 09/01/50) Long ABS-mortgage backed security US $860K 995K 0.01
FREDDIE MAC POOL UMBS P#SD0700 2.00000000 (UMBS P#SD0700 2% 01/01/51) Long ABS-mortgage backed security US $1M 2M 0.01
FREDDIE MAC POOL UMBS P#SD0748 2.50000000 (UMBS P#SD0748 2.5% 11/01/51) Long ABS-mortgage backed security US $8M 10M 0.05
FREDDIE MAC POOL UMBS P#SD0895 2.00000000 (UMBS P#SD0895 2% 02/01/52) Long ABS-mortgage backed security US $12M 16M 0.07
FREDDIE MAC POOL UMBS P#SD1068 3.50000000 (UMBS P#SD1068 3.5% 01/01/51) Long ABS-mortgage backed security US $9M 10M 0.05
FREDDIE MAC POOL UMBS P#SD1143 4.50000000 (UMBS P#SD1143 4.5% 09/01/50) Long ABS-mortgage backed security US $4M 4M 0.02
FREDDIE MAC POOL UMBS P#SD1216 3.50000000 (UMBS P#SD1216 3.5% 04/01/52) Long ABS-mortgage backed security US $9M 10M 0.05
FREDDIE MAC POOL UMBS P#SD1725 4.00000000 (UMBS P#SD1725 4% 10/01/52) Long ABS-mortgage backed security US $11M 12M 0.06
FREDDIE MAC POOL UMBS P#SD2903 2.00000000 (UMBS P#SD2903 2% 03/01/51) Long ABS-mortgage backed security US $8M 10M 0.05
FREDDIE MAC POOL UMBS P#SD3431 5.50000000 (UMBS P#SD3431 5.5% 06/01/53) Long ABS-mortgage backed security US $12M 13M 0.07
FREDDIE MAC POOL UMBS P#SD3490 2.00000000 (UMBS P#SD3490 2% 03/01/52) Long ABS-mortgage backed security US $9M 11M 0.05
FREDDIE MAC POOL UMBS P#SD3860 6.50000000 (UMBS P#SD3860 6.5% 09/01/53) Long ABS-mortgage backed security US $6M 6M 0.04
FREDDIE MAC POOL UMBS P#SD3906 6.00000000 (UMBS P#SD3906 6% 10/01/53) Long ABS-mortgage backed security US $6M 6M 0.03
FREDDIE MAC POOL UMBS P#SD7501 4.00000000 (UMBS P#SD7501 4% 07/01/49) Long ABS-mortgage backed security US $8M 8M 0.05
FREDDIE MAC POOL UMBS P#SD7518 3.00000000 (UMBS P#SD7518 3% 06/01/50) Long ABS-mortgage backed security US $6M 7M 0.03
FREDDIE MAC POOL UMBS P#SD7534 2.50000000 (UMBS P#SD7534 2.5% 02/01/51) Long ABS-mortgage backed security US $10M 11M 0.06
FREDDIE MAC POOL UMBS P#SD7541 2.00000000 (UMBS P#SD7541 2% 05/01/51) Long ABS-mortgage backed security US $6M 8M 0.04
FREDDIE MAC POOL UMBS P#SD7548 2.50000000 (UMBS P#SD7548 2.5% 11/01/51) Long ABS-mortgage backed security US $10M 12M 0.06
FREDDIE MAC POOL UMBS P#SD7554 2.50000000 (UMBS P#SD7554 2.5% 04/01/52) Long ABS-mortgage backed security US $5M 6M 0.03
FREDDIE MAC POOL UMBS P#SD8064 4.00000000 (UMBS P#SD8064 4% 05/01/50) Long ABS-mortgage backed security US $327K 354K 0.00
FREDDIE MAC POOL UMBS P#SD8089 2.50000000 (UMBS P#SD8089 2.5% 07/01/50) Long ABS-mortgage backed security US $11M 13M 0.06
FREDDIE MAC POOL UMBS P#SD8090 2.00000000 (UMBS P#SD8090 2% 09/01/50) Long ABS-mortgage backed security US $23M 29M 0.13
FREDDIE MAC POOL UMBS P#SD8104 1.50000000 (UMBS P#SD8104 1.5% 11/01/50) Long ABS-mortgage backed security US $5M 7M 0.03
FREDDIE MAC POOL UMBS P#SD8106 2.00000000 (UMBS P#SD8106 2% 11/01/50) Long ABS-mortgage backed security US $6M 8M 0.03
FREDDIE MAC POOL UMBS P#SD8107 2.50000000 (UMBS P#SD8107 2.5% 11/01/50) Long ABS-mortgage backed security US $2M 2M 0.01
FREDDIE MAC POOL UMBS P#SD8113 2.00000000 (UMBS P#SD8113 2% 12/01/50) Long ABS-mortgage backed security US $1M 1M 0.01
FREDDIE MAC POOL UMBS P#SD8114 2.50000000 (UMBS P#SD8114 2.5% 12/01/50) Long ABS-mortgage backed security US $2M 2M 0.01
FREDDIE MAC POOL UMBS P#SD8121 2.00000000 (UMBS P#SD8121 2% 01/01/51) Long ABS-mortgage backed security US $1M 2M 0.01
FREDDIE MAC POOL UMBS P#SD8128 2.00000000 (UMBS P#SD8128 2% 02/01/51) Long ABS-mortgage backed security US $6M 8M 0.04
FREDDIE MAC POOL UMBS P#SD8133 1.50000000 (UMBS P#SD8133 1.5% 03/01/51) Long ABS-mortgage backed security US $817K 1M 0.00
FREDDIE MAC POOL UMBS P#SD8141 2.50000000 (UMBS P#SD8141 2.5% 04/01/51) Long ABS-mortgage backed security US $30M 36M 0.18
FREDDIE MAC POOL UMBS P#SD8146 2.00000000 (UMBS P#SD8146 2% 05/01/51) Long ABS-mortgage backed security US $5M 7M 0.03
FREDDIE MAC POOL UMBS P#SD8150 2.00000000 (UMBS P#SD8150 2% 06/01/51) Long ABS-mortgage backed security US $5M 6M 0.03
FREDDIE MAC POOL UMBS P#SD8155 2.00000000 (UMBS P#SD8155 2% 07/01/51) Long ABS-mortgage backed security US $826K 1M 0.00
FREDDIE MAC POOL UMBS P#SD8160 2.00000000 (UMBS P#SD8160 2% 08/01/51) Long ABS-mortgage backed security US $11M 14M 0.06
FREDDIE MAC POOL UMBS P#SD8178 2.50000000 (UMBS P#SD8178 2.5% 11/01/51) Long ABS-mortgage backed security US $373K 455K 0.00
FREDDIE MAC POOL UMBS P#SD8190 3.00000000 (UMBS P#SD8190 3% 01/01/52) Long ABS-mortgage backed security US $4M 4M 0.02
FREDDIE MAC POOL UMBS P#SD8214 3.50000000 (UMBS P#SD8214 3.5% 05/01/52) Long ABS-mortgage backed security US $24M 27M 0.14
FREDDIE MAC POOL UMBS P#SD8229 4.50000000 (UMBS P#SD8229 4.5% 05/01/52) Long ABS-mortgage backed security US $804K 851K 0.00
FREDDIE MAC POOL UMBS P#SD8231 4.50000000 (UMBS P#SD8231 4.5% 07/01/52) Long ABS-mortgage backed security US $878K 930K 0.01
FREDDIE MAC POOL UMBS P#SD8238 4.50000000 (UMBS P#SD8238 4.5% 08/01/52) Long ABS-mortgage backed security US $24M 25M 0.14
FREDDIE MAC POOL UMBS P#SD8268 5.50000000 (UMBS P#SD8268 5.5% 11/01/52) Long ABS-mortgage backed security US $10M 10M 0.06
FREDDIE MAC POOL UMBS P#SD8278 6.00000000 (UMBS P#SD8278 6% 12/01/52) Long ABS-mortgage backed security US $4M 4M 0.03
FREDDIE MAC POOL UMBS P#SE9060 2.00000000 (UMBS P#SE9060 2% 02/01/52) Long ABS-mortgage backed security US $5M 7M 0.03
FREDDIE MAC POOL UMBS P#WN1157 1.80000000 (UMBS P#WN1157 1.8% 11/01/28) Long ABS-mortgage backed security US $12M 14M 0.07
FREDDIE MAC POOL UMBS P#WN2203 3.75000000 (UMBS P#WN2203 3.75% 08/01/32) Long ABS-mortgage backed security US $14M 15M 0.08
FREDDIE MAC POOL UMBS P#WN3223 3.70000000 (UMBS P#WN3223 3.7% 06/01/34) Long ABS-mortgage backed security US $10M 11M 0.06
FREDDIE MAC POOL UMBS P#ZM4518 3.50000000 (UMBS P#ZM4518 3.5% 10/01/47) Long ABS-mortgage backed security US $155K 171K 0.00
FREDDIE MAC POOL UMBS P#ZM6956 4.50000000 (UMBS P#ZM6956 4.5% 06/01/48) Long ABS-mortgage backed security US $2M 2M 0.01
FREDDIE MAC POOL UMBS P#ZS4472 3.50000000 (UMBS P#ZS4472 3.5% 02/01/42) Long ABS-mortgage backed security US $678K 738K 0.00
FREDDIE MAC POOL UMBS P#ZS4577 3.50000000 (UMBS P#ZS4577 3.5% 08/01/44) Long ABS-mortgage backed security US $2M 2M 0.01
FREDDIE MAC POOL UMBS P#ZS7690 3.00000000 (UMBS P#ZS7690 3% 04/01/32) Long ABS-mortgage backed security US $7M 7M 0.04
FREDDIE MAC POOL UMBS P#ZT0511 3.00000000 (UMBS P#ZT0511 3% 08/01/48) Long ABS-mortgage backed security US $2M 2M 0.01
FREDDIE MAC POOL UMBS P#ZT0531 3.50000000 (UMBS P#ZT0531 3.5% 04/01/47) Long ABS-mortgage backed security US $12M 14M 0.07
FREDDIE MAC POOL UMBS P#ZT0536 3.50000000 (UMBS P#ZT0536 3.5% 03/01/48) Long ABS-mortgage backed security US $1M 2M 0.01
FREDDIE MAC POOL UMBS P#ZT0538 3.50000000 (UMBS P#ZT0538 3.5% 03/01/48) Long ABS-mortgage backed security US $3M 4M 0.02
FREDDIE MAC POOL UMBS P#ZT1257 3.00000000 (UMBS P#ZT1257 3% 01/01/46) Long ABS-mortgage backed security US $6M 7M 0.04
FREDDIE MAC POOL UMBS P#ZT1546 4.50000000 (UMBS P#ZT1546 4.5% 12/01/48) Long ABS-mortgage backed security US $3M 3M 0.02
FREDDIE MAC POOL UMBS P#ZT2262 3.00000000 (UMBS P#ZT2262 3% 06/01/48) Long ABS-mortgage backed security US $9M 11M 0.05
FREDDIE MAC POOL UMBS P#ZT2265 4.00000000 (UMBS P#ZT2265 4% 08/01/48) Long ABS-mortgage backed security US $99K 107K 0.00
FREDDIE MAC REFERENCE REMIC SER R006 CL ZA 6.00000000 (FHRR R006 ZA 6% 04/15/36) Long ABS-collateralized bond/debt obligation US $124K 120K 0.00
FREDDIE MAC REFERENCE REMIC SER R007 CL ZA 6.00000000 (FHRR R007 ZA 6% 05/15/36) Long ABS-collateralized bond/debt obligation US $160K 155K 0.00
FREDDIE MAC REMICS 2571 FY V/R 6.19751000 (FHR 2571 FY V/R 12/15/32) Long ABS-mortgage backed security US $15K 15K 0.00
FREDDIE MAC REMICS SER 1745 CL D 7.50000000 (FHR 1745 D 7.5% 08/15/24) Long ABS-collateralized bond/debt obligation US $28.98 29.05 0.00
FREDDIE MAC REMICS SER 1829 CL ZB 6.50000000 (FHR 1829 ZB 6.5% 03/15/26) Long ABS-collateralized bond/debt obligation US $13.11 13.13 0.00
FREDDIE MAC REMICS SER 1863 CL Z 6.50000000 (FHR 1863 Z 6.5% 07/15/26) Long ABS-collateralized bond/debt obligation US $24.35 24.39 0.00
FREDDIE MAC REMICS SER 1890 CL H 7.50000000 (FHR 1890 H 7.5% 09/15/26) Long ABS-collateralized bond/debt obligation US $323.65 323.13 0.00
FREDDIE MAC REMICS SER 1899 CL ZE 8.00000000 (FHR 1899 ZE 8% 09/15/26) Long ABS-collateralized bond/debt obligation US $1K 1K 0.00
FREDDIE MAC REMICS SER 1927 CL PH 7.50000000 (FHR 1927 PH 7.5% 01/15/27) Long ABS-collateralized bond/debt obligation US $3K 3K 0.00
FREDDIE MAC REMICS SER 1927 CL ZA 6.50000000 (FHR 1927 ZA 6.5% 01/15/27) Long ABS-collateralized bond/debt obligation US $1K 1K 0.00
FREDDIE MAC REMICS SER 1935 CL FL V/R 6.14751000 (FHR 1935 FL V/R 02/15/27) Long ABS-collateralized bond/debt obligation US $88.84 88.82 0.00
FREDDIE MAC REMICS SER 1963 CL Z 7.50000000 (FHR 1963 Z 7.5% 01/15/27) Long ABS-collateralized bond/debt obligation US $1K 1K 0.00
FREDDIE MAC REMICS SER 1970 CL PG 7.25000000 (FHR 1970 PG 7.25% 07/15/27) Long ABS-collateralized bond/debt obligation US $173.3 171.92 0.00
FREDDIE MAC REMICS SER 1981 CL Z 6.00000000 (FHR 1981 Z 6% 05/15/27) Long ABS-collateralized bond/debt obligation US $2K 2K 0.00
FREDDIE MAC REMICS SER 1987 CL PE 7.50000000 (FHR 1987 PE 7.5% 09/15/27) Long ABS-collateralized bond/debt obligation US $2K 2K 0.00
FREDDIE MAC REMICS SER 2019 CL Z 6.50000000 (FHR 2019 Z 6.5% 12/15/27) Long ABS-collateralized bond/debt obligation US $2K 2K 0.00
FREDDIE MAC REMICS SER 2038 CL PN 7.00000000 (FHR 2038 PN 7% 03/15/28) Long ABS-collateralized bond/debt obligation US $182.39 2K 0.00
FREDDIE MAC REMICS SER 2040 CL PE 7.50000000 (FHR 2040 PE 7.5% 03/15/28) Long ABS-collateralized bond/debt obligation US $6K 6K 0.00
FREDDIE MAC REMICS SER 2054 CL PV 7.50000000 (FHR 2054 PV 7.5% 05/15/28) Long ABS-collateralized bond/debt obligation US $2K 2K 0.00
FREDDIE MAC REMICS SER 2063 CL PG 6.50000000 (FHR 2063 PG 6.5% 06/15/28) Long ABS-collateralized bond/debt obligation US $4K 4K 0.00
FREDDIE MAC REMICS SER 2064 CL TE 7.00000000 (FHR 2064 TE 7% 06/15/28) Long ABS-collateralized bond/debt obligation US $198.47 196.15 0.00
FREDDIE MAC REMICS SER 2070 CL C 6.00000000 (FHR 2070 C 6% 07/15/28) Long ABS-collateralized bond/debt obligation US $3K 3K 0.00
FREDDIE MAC REMICS SER 2075 CL PH 6.50000000 (FHR 2075 PH 6.5% 08/15/28) Long ABS-collateralized bond/debt obligation US $8K 8K 0.00
FREDDIE MAC REMICS SER 2075 CL PM 6.25000000 (FHR 2075 PM 6.25% 08/15/28) Long ABS-collateralized bond/debt obligation US $9K 9K 0.00
FREDDIE MAC REMICS SER 2086 CL GB 6.00000000 (FHR 2086 GB 6% 09/15/28) Long ABS-collateralized bond/debt obligation US $1K 1K 0.00
FREDDIE MAC REMICS SER 2089 CL PJ 7.00000000 (FHR 2089 PJ 7% 10/15/28) Long ABS-collateralized bond/debt obligation US $233.85 3K 0.00
FREDDIE MAC REMICS SER 2095 CL PE 6.00000000 (FHR 2095 PE 6% 11/15/28) Long ABS-collateralized bond/debt obligation US $7K 7K 0.00
FREDDIE MAC REMICS SER 2106 CL ZD 6.00000000 (FHR 2106 ZD 6% 12/15/28) Long ABS-collateralized bond/debt obligation US $15K 16K 0.00
FREDDIE MAC REMICS SER 2110 CL PG 6.00000000 (FHR 2110 PG 6% 01/15/29) Long ABS-collateralized bond/debt obligation US $18K 18K 0.00
FREDDIE MAC REMICS SER 2125 CL JZ 6.00000000 (FHR 2125 JZ 6% 02/15/29) Long ABS-collateralized bond/debt obligation US $5K 5K 0.00
FREDDIE MAC REMICS SER 2126 CL CB 6.25000000 (FHR 2126 CB 6.25% 02/15/29) Long ABS-collateralized bond/debt obligation US $15K 15K 0.00
FREDDIE MAC REMICS SER 2132 CL SB V/R 6.98039500 (FHR 2132 SB V/R 03/15/29) Long ABS-collateralized bond/debt obligation US $540.6 521.51 0.00
FREDDIE MAC REMICS SER 2141 CL IO 7.00000000 (FHR 2141 IO 7% 04/15/29) Long ABS-collateralized bond/debt obligation US $15.23 250.13 0.00
FREDDIE MAC REMICS SER 2163 CL PC 7.50000000 (FHR 2163 PC 7.5% 06/15/29) Long ABS-collateralized bond/debt obligation US $93.64 1K 0.00
FREDDIE MAC REMICS SER 2169 CL TB 7.00000000 (FHR 2169 TB 7% 06/15/29) Long ABS-collateralized bond/debt obligation US $17K 17K 0.00
FREDDIE MAC REMICS SER 2172 CL QC 7.00000000 (FHR 2172 QC 7% 07/15/29) Long ABS-collateralized bond/debt obligation US $11K 11K 0.00
FREDDIE MAC REMICS SER 2176 CL OJ 7.00000000 (FHR 2176 OJ 7% 08/15/29) Long ABS-collateralized bond/debt obligation US $5K 5K 0.00
FREDDIE MAC REMICS SER 2196 CL TL 7.50000000 (FHR 2196 TL 7.5% 11/15/29) Long ABS-collateralized bond/debt obligation US $27.56 26.72 0.00
FREDDIE MAC REMICS SER 2201 CL C 8.00000000 (FHR 2201 C 8% 11/15/29) Long ABS-collateralized bond/debt obligation US $3K 3K 0.00
FREDDIE MAC REMICS SER 2208 CL PG 7.00000000 (FHR 2208 PG 7% 01/15/30) Long ABS-collateralized bond/debt obligation US $10K 10K 0.00
FREDDIE MAC REMICS SER 2209 CL TC 8.00000000 (FHR 2209 TC 8% 01/15/30) Long ABS-collateralized bond/debt obligation US $3K 2K 0.00
FREDDIE MAC REMICS SER 2210 CL Z 8.00000000 (FHR 2210 Z 8% 01/15/30) Long ABS-collateralized bond/debt obligation US $11K 11K 0.00
FREDDIE MAC REMICS SER 2224 CL CB 8.00000000 (FHR 2224 CB 8% 03/15/30) Long ABS-collateralized bond/debt obligation US $2K 2K 0.00
FREDDIE MAC REMICS SER 2230 CL Z 8.00000000 (FHR 2230 Z 8% 04/15/30) Long ABS-collateralized bond/debt obligation US $3K 3K 0.00
FREDDIE MAC REMICS SER 2234 CL PZ 7.50000000 (FHR 2234 PZ 7.5% 05/15/30) Long ABS-collateralized bond/debt obligation US $3K 3K 0.00
FREDDIE MAC REMICS SER 2247 CL Z 7.50000000 (FHR 2247 Z 7.5% 08/15/30) Long ABS-collateralized bond/debt obligation US $3K 3K 0.00
FREDDIE MAC REMICS SER 2256 CL MC 7.25000000 (FHR 2256 MC 7.25% 09/15/30) Long ABS-collateralized bond/debt obligation US $5K 4K 0.00
FREDDIE MAC REMICS SER 2259 CL ZM 7.00000000 (FHR 2259 ZM 7% 10/15/30) Long ABS-collateralized bond/debt obligation US $8K 8K 0.00
FREDDIE MAC REMICS SER 2262 CL Z 7.50000000 (FHR 2262 Z 7.5% 10/15/30) Long ABS-collateralized bond/debt obligation US $724.49 694.92 0.00
FREDDIE MAC REMICS SER 2271 CL PC 7.25000000 (FHR 2271 PC 7.25% 12/15/30) Long ABS-collateralized bond/debt obligation US $8K 7K 0.00
FREDDIE MAC REMICS SER 2296 CL PD 7.00000000 (FHR 2296 PD 7% 03/15/31) Long ABS-collateralized bond/debt obligation US $6K 6K 0.00
FREDDIE MAC REMICS SER 2313 CL LA 6.50000000 (FHR 2313 LA 6.5% 05/15/31) Long ABS-collateralized bond/debt obligation US $1K 1K 0.00
FREDDIE MAC REMICS SER 2325 CL PM 7.00000000 (FHR 2325 PM 7% 06/15/31) Long ABS-collateralized bond/debt obligation US $3K 3K 0.00
FREDDIE MAC REMICS SER 2332 CL ZH 7.00000000 (FHR 2332 ZH 7% 07/15/31) Long ABS-collateralized bond/debt obligation US $10K 10K 0.00
FREDDIE MAC REMICS SER 2344 CL ZD 6.50000000 (FHR 2344 ZD 6.5% 08/15/31) Long ABS-collateralized bond/debt obligation US $58K 56K 0.00
FREDDIE MAC REMICS SER 2344 CL ZJ 6.50000000 (FHR 2344 ZJ 6.5% 08/15/31) Long ABS-collateralized bond/debt obligation US $8K 8K 0.00
FREDDIE MAC REMICS SER 2345 CL NE 6.50000000 (FHR 2345 NE 6.5% 08/15/31) Long ABS-collateralized bond/debt obligation US $6K 6K 0.00
FREDDIE MAC REMICS SER 2351 CL PZ 6.50000000 (FHR 2351 PZ 6.5% 08/15/31) Long ABS-collateralized bond/debt obligation US $5K 5K 0.00
FREDDIE MAC REMICS SER 2359 CL ZB 8.50000000 (FHR 2359 ZB 8.5% 06/15/31) Long ABS-collateralized bond/debt obligation US $9K 9K 0.00
FREDDIE MAC REMICS SER 2367 CL ME 6.50000000 (FHR 2367 ME 6.5% 10/15/31) Long ABS-collateralized bond/debt obligation US $7K 6K 0.00
FREDDIE MAC REMICS SER 2388 CL FB V/R 6.04751000 (FHR 2388 FB V/R 01/15/29) Long ABS-mortgage backed security US $3K 3K 0.00
FREDDIE MAC REMICS SER 2399 CL OH 6.50000000 (FHR 2399 OH 6.5% 01/15/32) Long ABS-collateralized bond/debt obligation US $7K 7K 0.00
FREDDIE MAC REMICS SER 2399 CL TH 6.50000000 (FHR 2399 TH 6.5% 01/15/32) Long ABS-collateralized bond/debt obligation US $8K 8K 0.00
FREDDIE MAC REMICS SER 2410 CL NG 6.50000000 (FHR 2410 NG 6.5% 02/15/32) Long ABS-collateralized bond/debt obligation US $10K 10K 0.00
FREDDIE MAC REMICS SER 2410 CL QS V/R 5.33647400 (FHR 2410 QS V/R 02/15/32) Long ABS-collateralized bond/debt obligation US $14K 13K 0.00
FREDDIE MAC REMICS SER 2410 CL QX V/R 3.20249000 (FHR 2410 QX V/R 02/15/32) Long ABS-collateralized bond/debt obligation US $275.58 4K 0.00
FREDDIE MAC REMICS SER 2412 CL SP V/R 5.20498000 (FHR 2412 SP V/R 02/15/32) Long ABS-collateralized bond/debt obligation US $13K 12K 0.00
FREDDIE MAC REMICS SER 2418 CL FO V/R 6.34751000 (FHR 2418 FO V/R 02/15/32) Long ABS-collateralized bond/debt obligation US $9K 9K 0.00
FREDDIE MAC REMICS SER 2420 CL XK 6.50000000 (FHR 2420 XK 6.5% 02/15/32) Long ABS-collateralized bond/debt obligation US $13K 13K 0.00
FREDDIE MAC REMICS SER 2423 CL MC 7.00000000 (FHR 2423 MC 7% 03/15/32) Long ABS-collateralized bond/debt obligation US $9K 8K 0.00
FREDDIE MAC REMICS SER 2423 CL MT 7.00000000 (FHR 2423 MT 7% 03/15/32) Long ABS-collateralized bond/debt obligation US $11K 10K 0.00
FREDDIE MAC REMICS SER 2423 CL TB 6.50000000 (FHR 2423 TB 6.5% 03/15/32) Long ABS-collateralized bond/debt obligation US $16K 16K 0.00
FREDDIE MAC REMICS SER 2430 CL WF 6.50000000 (FHR 2430 WF 6.5% 03/15/32) Long ABS-collateralized bond/debt obligation US $15K 15K 0.00
FREDDIE MAC REMICS SER 2434 CL TC 7.00000000 (FHR 2434 TC 7% 04/15/32) Long ABS-collateralized bond/debt obligation US $19K 18K 0.00
FREDDIE MAC REMICS SER 2434 CL ZA 6.50000000 (FHR 2434 ZA 6.5% 04/15/32) Long ABS-collateralized bond/debt obligation US $24K 24K 0.00
FREDDIE MAC REMICS SER 2435 CL CJ 6.50000000 (FHR 2435 CJ 6.5% 04/15/32) Long ABS-collateralized bond/debt obligation US $21K 21K 0.00
FREDDIE MAC REMICS SER 2436 CL MC 7.00000000 (FHR 2436 MC 7% 04/15/32) Long ABS-collateralized bond/debt obligation US $4K 4K 0.00
FREDDIE MAC REMICS SER 2441 CL GF 6.50000000 (FHR 2441 GF 6.5% 04/15/32) Long ABS-collateralized bond/debt obligation US $4K 4K 0.00
FREDDIE MAC REMICS SER 2444 CL ES V/R 2.50249000 (FHR 2444 ES V/R 03/15/32) Long ABS-collateralized bond/debt obligation US $754.23 9K 0.00
FREDDIE MAC REMICS SER 2450 CL GZ 7.00000000 (FHR 2450 GZ 7% 05/15/32) Long ABS-collateralized bond/debt obligation US $12K 12K 0.00
FREDDIE MAC REMICS SER 2450 CL SW V/R 2.55249000 (FHR 2450 SW V/R 03/15/32) Long ABS-collateralized bond/debt obligation US $532.25 6K 0.00
FREDDIE MAC REMICS SER 2455 CL GK 6.50000000 (FHR 2455 GK 6.5% 05/15/32) Long ABS-collateralized bond/debt obligation US $12K 12K 0.00
FREDDIE MAC REMICS SER 2458 CL ZM 6.50000000 (FHR 2458 ZM 6.5% 06/15/32) Long ABS-collateralized bond/debt obligation US $7K 7K 0.00
FREDDIE MAC REMICS SER 2466 CL DH 6.50000000 (FHR 2466 DH 6.5% 06/15/32) Long ABS-collateralized bond/debt obligation US $4K 4K 0.00
FREDDIE MAC REMICS SER 2466 CL PH 6.50000000 (FHR 2466 PH 6.5% 06/15/32) Long ABS-collateralized bond/debt obligation US $15K 14K 0.00
FREDDIE MAC REMICS SER 2474 CL NR 6.50000000 (FHR 2474 NR 6.5% 07/15/32) Long ABS-collateralized bond/debt obligation US $13K 13K 0.00
FREDDIE MAC REMICS SER 2475 CL S V/R 2.55249000 (FHR 2475 S V/R 02/15/32) Long ABS-collateralized bond/debt obligation US $2K 24K 0.00
FREDDIE MAC REMICS SER 2484 CL LZ 6.50000000 (FHR 2484 LZ 6.5% 07/15/32) Long ABS-collateralized bond/debt obligation US $17K 17K 0.00
FREDDIE MAC REMICS SER 2500 CL MC 6.00000000 (FHR 2500 MC 6% 09/15/32) Long ABS-collateralized bond/debt obligation US $16K 16K 0.00
FREDDIE MAC REMICS SER 2543 CL YX 6.00000000 (FHR 2543 YX 6% 12/15/32) Long ABS-collateralized bond/debt obligation US $30K 29K 0.00
FREDDIE MAC REMICS SER 2544 CL HC 6.00000000 (FHR 2544 HC 6% 12/15/32) Long ABS-collateralized bond/debt obligation US $14K 14K 0.00
FREDDIE MAC REMICS SER 2552 CL ME 6.00000000 (FHR 2552 ME 6% 01/15/33) Long ABS-collateralized bond/debt obligation US $21K 21K 0.00
FREDDIE MAC REMICS SER 2567 CL QD 6.00000000 (FHR 2567 QD 6% 02/15/33) Long ABS-collateralized bond/debt obligation US $19K 18K 0.00
FREDDIE MAC REMICS SER 2571 CL SY V/R 5.52597600 (FHR 2571 SY V/R 12/15/32) Long ABS-collateralized bond/debt obligation US $9K 9K 0.00
FREDDIE MAC REMICS SER 2575 CL ME 6.00000000 (FHR 2575 ME 6% 02/15/33) Long ABS-collateralized bond/debt obligation US $84K 83K 0.00
FREDDIE MAC REMICS SER 2586 CL WI 6.50000000 (FHR 2586 WI 6.5% 03/15/33) Long ABS-collateralized bond/debt obligation US $1K 7K 0.00
FREDDIE MAC REMICS SER 2596 CL QG 6.00000000 (FHR 2596 QG 6% 03/15/33) Long ABS-collateralized bond/debt obligation US $12K 12K 0.00
FREDDIE MAC REMICS SER 2631 CL SA V/R 4.86289800 (FHR 2631 SA V/R 06/15/33) Long ABS-collateralized bond/debt obligation US $28K 27K 0.00
FREDDIE MAC REMICS SER 2642 CL SL V/R 4.08043000 (FHR 2642 SL V/R 07/15/33) Long ABS-collateralized bond/debt obligation US $379.11 461.81 0.00
FREDDIE MAC REMICS SER 2653 CL PZ 5.00000000 (FHR 2653 PZ 5% 07/15/33) Long ABS-collateralized bond/debt obligation US $118K 119K 0.00
FREDDIE MAC REMICS SER 2671 CL S V/R 4.77123200 (FHR 2671 S V/R 09/15/33) Long ABS-collateralized bond/debt obligation US $7K 7K 0.00
FREDDIE MAC REMICS SER 2692 CL SC V/R 2.39164700 (FHR 2692 SC V/R 07/15/33) Long ABS-collateralized bond/debt obligation US $11K 11K 0.00
FREDDIE MAC REMICS SER 2722 CL PF V/R 6.04751000 (FHR 2722 PF V/R 12/15/33) Long ABS-collateralized bond/debt obligation US $70K 70K 0.00
FREDDIE MAC REMICS SER 2733 CL SB V/R 3.10724100 (FHR 2733 SB V/R 10/15/33) Long ABS-collateralized bond/debt obligation US $186K 199K 0.00
FREDDIE MAC REMICS SER 2744 CL PE 5.50000000 (FHR 2744 PE 5.5% 02/15/34) Long ABS-collateralized bond/debt obligation US $253.78 258.4 0.00
FREDDIE MAC REMICS SER 2780 CL SY V/R 4.51547800 (FHR 2780 SY V/R 11/15/33) Long ABS-collateralized bond/debt obligation US $4K 4K 0.00
FREDDIE MAC REMICS SER 2802 CL OH 6.00000000 (FHR 2802 OH 6% 05/15/34) Long ABS-collateralized bond/debt obligation US $20K 20K 0.00
FREDDIE MAC REMICS SER 2835 CL QO ZCP 0.00000000 (FHR 2835 QO ZCP 12/15/32) Long ABS-collateralized bond/debt obligation US $6K 7K 0.00
FREDDIE MAC REMICS SER 2903 CL Z 5.00000000 (FHR 2903 Z 5% 12/15/24) Long ABS-collateralized bond/debt obligation US $128.37 128.5 0.00
FREDDIE MAC REMICS SER 2929 CL MS V/R 4.19095600 (FHR 2929 MS V/R 02/15/35) Long ABS-collateralized bond/debt obligation US $14K 16K 0.00
FREDDIE MAC REMICS SER 2967 CL S V/R 3.86369400 (FHR 2967 S V/R 04/15/25) Long ABS-collateralized bond/debt obligation US $140.86 144.26 0.00
FREDDIE MAC REMICS SER 2968 CL EH 6.00000000 (FHR 2968 EH 6% 04/15/35) Long ABS-collateralized bond/debt obligation US $438K 431K 0.00
FREDDIE MAC REMICS SER 2981 CL FA V/R 5.84751000 (FHR 2981 FA V/R 05/15/35) Long ABS-collateralized bond/debt obligation US $19K 19K 0.00
FREDDIE MAC REMICS SER 2988 CL AF V/R 5.74751000 (FHR 2988 AF V/R 06/15/35) Long ABS-collateralized bond/debt obligation US $34K 34K 0.00
FREDDIE MAC REMICS SER 2990 CL GO ZCP 0.00000000 (FHR 2990 GO ZCP 02/15/35) Long ABS-collateralized bond/debt obligation US $11K 14K 0.00
FREDDIE MAC REMICS SER 2990 CL WP V/R 2.97342400 (FHR 2990 WP V/R 06/15/35) Long ABS-collateralized bond/debt obligation US $334.72 332.25 0.00
FREDDIE MAC REMICS SER 3014 CL OD ZCP 0.00000000 (FHR 3014 OD ZCP 08/15/35) Long ABS-collateralized bond/debt obligation US $3K 3K 0.00
FREDDIE MAC REMICS SER 3022 CL SX V/R 3.25622500 (FHR 3022 SX V/R 08/15/25) Long ABS-collateralized bond/debt obligation US $365.94 373.57 0.00
FREDDIE MAC REMICS SER 3029 CL SO ZCP 0.00000000 (FHR 3029 SO ZCP 09/15/35) Long ABS-collateralized bond/debt obligation US $10K 11K 0.00
FREDDIE MAC REMICS SER 3051 CL DP V/R 4.05895600 (FHR 3051 DP V/R 10/15/25) Long ABS-collateralized bond/debt obligation US $1K 1K 0.00
FREDDIE MAC REMICS SER 3064 CL SG V/R 1.84163400 (FHR 3064 SG V/R 11/15/35) Long ABS-collateralized bond/debt obligation US $13K 13K 0.00
FREDDIE MAC REMICS SER 3077 CL TO ZCP 0.00000000 (FHR 3077 TO ZCP 04/15/35) Long ABS-collateralized bond/debt obligation US $3K 3K 0.00
FREDDIE MAC REMICS SER 3085 CL WF V/R 6.24751000 (FHR 3085 WF V/R 08/15/35) Long ABS-collateralized bond/debt obligation US $20K 20K 0.00
FREDDIE MAC REMICS SER 3101 CL UZ 6.00000000 (FHR 3101 UZ 6% 01/15/36) Long ABS-collateralized bond/debt obligation US $52K 50K 0.00
FREDDIE MAC REMICS SER 3102 CL HS V/R 4.59246300 (FHR 3102 HS V/R 01/15/36) Long ABS-collateralized bond/debt obligation US $2K 2K 0.00
FREDDIE MAC REMICS SER 3117 CL AO ZCP 0.00000000 (FHR 3117 AO ZCP 02/15/36) Long ABS-collateralized bond/debt obligation US $16K 18K 0.00
FREDDIE MAC REMICS SER 3117 CL EO ZCP 0.00000000 (FHR 3117 EO ZCP 02/15/36) Long ABS-collateralized bond/debt obligation US $9K 10K 0.00
FREDDIE MAC REMICS SER 3117 CL OG ZCP 0.00000000 (FHR 3117 OG ZCP 02/15/36) Long ABS-collateralized bond/debt obligation US $5K 6K 0.00
FREDDIE MAC REMICS SER 3117 CL OK ZCP 0.00000000 (FHR 3117 OK ZCP 02/15/36) Long ABS-collateralized bond/debt obligation US $8K 9K 0.00
FREDDIE MAC REMICS SER 3122 CL OH ZCP 0.00000000 (FHR 3122 OH ZCP 03/15/36) Long ABS-collateralized bond/debt obligation US $10K 11K 0.00
FREDDIE MAC REMICS SER 3122 CL OP ZCP 0.00000000 (FHR 3122 OP ZCP 03/15/36) Long ABS-collateralized bond/debt obligation US $9K 10K 0.00
FREDDIE MAC REMICS SER 3122 CL ZB 6.00000000 (FHR 3122 ZB 6% 03/15/36) Long ABS-collateralized bond/debt obligation US $3K 3K 0.00
FREDDIE MAC REMICS SER 3134 CL PO ZCP 0.00000000 (FHR 3134 PO ZCP 03/15/36) Long ABS-collateralized bond/debt obligation US $2K 3K 0.00
FREDDIE MAC REMICS SER 3137 CL XP 6.00000000 (FHR 3137 XP 6% 04/15/36) Long ABS-collateralized bond/debt obligation US $36K 35K 0.00
FREDDIE MAC REMICS SER 3138 CL PO ZCP 0.00000000 (FHR 3138 PO ZCP 04/15/36) Long ABS-collateralized bond/debt obligation US $12K 14K 0.00
FREDDIE MAC REMICS SER 3147 CL PO ZCP 0.00000000 (FHR 3147 PO ZCP 04/15/36) Long ABS-collateralized bond/debt obligation US $19K 21K 0.00
FREDDIE MAC REMICS SER 3149 CL SO ZCP 0.00000000 (FHR 3149 SO ZCP 05/15/36) Long ABS-collateralized bond/debt obligation US $7K 9K 0.00
FREDDIE MAC REMICS SER 3151 CL PO ZCP 0.00000000 (FHR 3151 PO ZCP 05/15/36) Long ABS-collateralized bond/debt obligation US $14K 17K 0.00
FREDDIE MAC REMICS SER 3153 CL EO ZCP 0.00000000 (FHR 3153 EO ZCP 05/15/36) Long ABS-collateralized bond/debt obligation US $17K 20K 0.00
FREDDIE MAC REMICS SER 3164 CL MG 6.00000000 (FHR 3164 MG 6% 06/15/36) Long ABS-collateralized bond/debt obligation US $6K 6K 0.00
FREDDIE MAC REMICS SER 3171 CL MO ZCP 0.00000000 (FHR 3171 MO ZCP 06/15/36) Long ABS-collateralized bond/debt obligation US $23K 26K 0.00
FREDDIE MAC REMICS SER 3179 CL OA ZCP 0.00000000 (FHR 3179 OA ZCP 07/15/36) Long ABS-collateralized bond/debt obligation US $8K 9K 0.00
FREDDIE MAC REMICS SER 3181 CL AZ 6.50000000 (FHR 3181 AZ 6.5% 07/15/36) Long ABS-collateralized bond/debt obligation US $30K 29K 0.00
FREDDIE MAC REMICS SER 3194 CL SA V/R 1.65249000 (FHR 3194 SA V/R 07/15/36) Long ABS-collateralized bond/debt obligation US $464.38 5K 0.00
FREDDIE MAC REMICS SER 3195 CL PD 6.50000000 (FHR 3195 PD 6.5% 07/15/36) Long ABS-collateralized bond/debt obligation US $23K 22K 0.00
FREDDIE MAC REMICS SER 3200 CL AY 5.50000000 (FHR 3200 AY 5.5% 08/15/36) Long ABS-collateralized bond/debt obligation US $64K 63K 0.00
FREDDIE MAC REMICS SER 3200 CL PO ZCP 0.00000000 (FHR 3200 PO ZCP 08/15/36) Long ABS-collateralized bond/debt obligation US $13K 16K 0.00
FREDDIE MAC REMICS SER 3202 CL HI V/R 1.20249000 (FHR 3202 HI V/R 08/15/36) Long ABS-collateralized bond/debt obligation US $16K 204K 0.00
FREDDIE MAC REMICS SER 3213 CL OA ZCP 0.00000000 (FHR 3213 OA ZCP 09/15/36) Long ABS-collateralized bond/debt obligation US $7K 8K 0.00
FREDDIE MAC REMICS SER 3218 CL AO ZCP 0.00000000 (FHR 3218 AO ZCP 09/15/36) Long ABS-collateralized bond/debt obligation US $6K 7K 0.00
FREDDIE MAC REMICS SER 3219 CL DI 6.00000000 (FHR 3219 DI 6% 04/15/36) Long ABS-collateralized bond/debt obligation US $5K 26K 0.00
FREDDIE MAC REMICS SER 3225 CL EO ZCP 0.00000000 (FHR 3225 EO ZCP 10/15/36) Long ABS-collateralized bond/debt obligation US $13K 17K 0.00
FREDDIE MAC REMICS SER 3232 CL ST V/R 1.25249000 (FHR 3232 ST V/R 10/15/36) Long ABS-collateralized bond/debt obligation US $2K 27K 0.00
FREDDIE MAC REMICS SER 3233 CL OP ZCP 0.00000000 (FHR 3233 OP ZCP 05/15/36) Long ABS-collateralized bond/debt obligation US $3K 4K 0.00
FREDDIE MAC REMICS SER 3256 CL PO ZCP 0.00000000 (FHR 3256 PO ZCP 12/15/36) Long ABS-collateralized bond/debt obligation US $7K 9K 0.00
FREDDIE MAC REMICS SER 3260 CL CS V/R 0.69249000 (FHR 3260 CS V/R 01/15/37) Long ABS-collateralized bond/debt obligation US $1K 15K 0.00
FREDDIE MAC REMICS SER 3261 CL OA ZCP 0.00000000 (FHR 3261 OA ZCP 01/15/37) Long ABS-collateralized bond/debt obligation US $7K 9K 0.00
FREDDIE MAC REMICS SER 3274 CL B 6.00000000 (FHR 3274 B 6% 02/15/37) Long ABS-collateralized bond/debt obligation US $23K 22K 0.00
FREDDIE MAC REMICS SER 3274 CL JO ZCP 0.00000000 (FHR 3274 JO ZCP 02/15/37) Long ABS-collateralized bond/debt obligation US $2K 3K 0.00
FREDDIE MAC REMICS SER 3275 CL FL V/R 5.88751000 (FHR 3275 FL V/R 02/15/37) Long ABS-collateralized bond/debt obligation US $14K 14K 0.00
FREDDIE MAC REMICS SER 3286 CL PO ZCP 0.00000000 (FHR 3286 PO ZCP 03/15/37) Long ABS-collateralized bond/debt obligation US $900.46 1K 0.00
FREDDIE MAC REMICS SER 3290 CL SB V/R 1.00249000 (FHR 3290 SB V/R 03/15/37) Long ABS-collateralized bond/debt obligation US $2K 32K 0.00
FREDDIE MAC REMICS SER 3302 CL UT 6.00000000 (FHR 3302 UT 6% 04/15/37) Long ABS-collateralized bond/debt obligation US $26K 25K 0.00
FREDDIE MAC REMICS SER 3305 CL MG V/R 7.66751000 (FHR 3305 MG V/R 07/15/34) Long ABS-collateralized bond/debt obligation US $17K 16K 0.00
FREDDIE MAC REMICS SER 3315 CL HZ 6.00000000 (FHR 3315 HZ 6% 05/15/37) Long ABS-collateralized bond/debt obligation US $19K 19K 0.00
FREDDIE MAC REMICS SER 3316 CL PO ZCP 0.00000000 (FHR 3316 PO ZCP 05/15/37) Long ABS-collateralized bond/debt obligation US $14K 17K 0.00
FREDDIE MAC REMICS SER 3318 CL AO ZCP 0.00000000 (FHR 3318 AO ZCP 05/15/37) Long ABS-collateralized bond/debt obligation US $259.38 296.35 0.00
FREDDIE MAC REMICS SER 3326 CL JO ZCP 0.00000000 (FHR 3326 JO ZCP 06/15/37) Long ABS-collateralized bond/debt obligation US $1K 2K 0.00
FREDDIE MAC REMICS SER 3331 CL PO ZCP 0.00000000 (FHR 3331 PO ZCP 06/15/37) Long ABS-collateralized bond/debt obligation US $8K 9K 0.00
FREDDIE MAC REMICS SER 3344 CL SL V/R 1.15249000 (FHR 3344 SL V/R 07/15/37) Long ABS-collateralized bond/debt obligation US $1K 17K 0.00
FREDDIE MAC REMICS SER 3365 CL PO ZCP 0.00000000 (FHR 3365 PO ZCP 09/15/37) Long ABS-collateralized bond/debt obligation US $12K 14K 0.00
FREDDIE MAC REMICS SER 3371 CL FA V/R 6.04751000 (FHR 3371 FA V/R 09/15/37) Long ABS-collateralized bond/debt obligation US $7K 7K 0.00
FREDDIE MAC REMICS SER 3373 CL TO ZCP 0.00000000 (FHR 3373 TO ZCP 04/15/37) Long ABS-collateralized bond/debt obligation US $8K 10K 0.00
FREDDIE MAC REMICS SER 3383 CL SA V/R 1.00249000 (FHR 3383 SA V/R 11/15/37) Long ABS-collateralized bond/debt obligation US $6K 64K 0.00
FREDDIE MAC REMICS SER 3386 CL KF V/R 6.12751000 (FHR 3386 KF V/R 11/15/37) Long ABS-collateralized bond/debt obligation US $232K 232K 0.00
FREDDIE MAC REMICS SER 3387 CL SA V/R 0.97249000 (FHR 3387 SA V/R 11/15/37) Long ABS-collateralized bond/debt obligation US $8K 120K 0.00
FREDDIE MAC REMICS SER 3393 CL JO V/R 0.00000000 (FHR 3393 JO V/R 09/15/32) Long ABS-collateralized bond/debt obligation US $329K 380K 0.00
FREDDIE MAC REMICS SER 3404 CL SC V/R 0.55249000 (FHR 3404 SC V/R 01/15/38) Long ABS-collateralized bond/debt obligation US $9K 127K 0.00
FREDDIE MAC REMICS SER 3422 CL SE V/R 3.83122500 (FHR 3422 SE V/R 02/15/38) Long ABS-collateralized bond/debt obligation US $6K 6K 0.00
FREDDIE MAC REMICS SER 3423 CL PB 5.50000000 (FHR 3423 PB 5.5% 03/15/38) Long ABS-collateralized bond/debt obligation US $184K 180K 0.00
FREDDIE MAC REMICS SER 3424 CL PI V/R 1.35249000 (FHR 3424 PI V/R 04/15/38) Long ABS-collateralized bond/debt obligation US $6K 62K 0.00
FREDDIE MAC REMICS SER 3443 CL SY V/R 3.48275300 (FHR 3443 SY V/R 03/15/37) Long ABS-collateralized bond/debt obligation US $9K 8K 0.00
FREDDIE MAC REMICS SER 3453 CL B 5.50000000 (FHR 3453 B 5.5% 05/15/38) Long ABS-collateralized bond/debt obligation US $9K 9K 0.00
FREDDIE MAC REMICS SER 3455 CL SE V/R 0.75249000 (FHR 3455 SE V/R 06/15/38) Long ABS-collateralized bond/debt obligation US $6K 63K 0.00
FREDDIE MAC REMICS SER 3461 CL LZ 6.00000000 (FHR 3461 LZ 6% 06/15/38) Long ABS-collateralized bond/debt obligation US $6K 6K 0.00
FREDDIE MAC REMICS SER 3461 CL Z 6.00000000 (FHR 3461 Z 6% 06/15/38) Long ABS-collateralized bond/debt obligation US $148K 144K 0.00
FREDDIE MAC REMICS SER 3481 CL SJ V/R 0.40249000 (FHR 3481 SJ V/R 08/15/38) Long ABS-collateralized bond/debt obligation US $6K 79K 0.00
FREDDIE MAC REMICS SER 3501 CL CB 5.50000000 (FHR 3501 CB 5.5% 01/15/39) Long ABS-collateralized bond/debt obligation US $70K 69K 0.00
FREDDIE MAC REMICS SER 3510 CL OD ZCP 0.00000000 (FHR 3510 OD ZCP 02/15/37) Long ABS-collateralized bond/debt obligation US $18K 22K 0.00
FREDDIE MAC REMICS SER 3511 CL SA V/R 0.55249000 (FHR 3511 SA V/R 02/15/39) Long ABS-collateralized bond/debt obligation US $2K 35K 0.00
FREDDIE MAC REMICS SER 3523 CL SD V/R 4.68184700 (FHR 3523 SD V/R 06/15/36) Long ABS-collateralized bond/debt obligation US $9K 9K 0.00
FREDDIE MAC REMICS SER 3531 CL SA V/R 0.85249000 (FHR 3531 SA V/R 05/15/39) Long ABS-collateralized bond/debt obligation US $1K 51K 0.00
FREDDIE MAC REMICS SER 3531 CL SM V/R 0.65249000 (FHR 3531 SM V/R 05/15/39) Long ABS-collateralized bond/debt obligation US $267.33 5K 0.00
FREDDIE MAC REMICS SER 3546 CL A V/R 5.72486300 (FHR 3546 A V/R 02/15/39) Long ABS-collateralized bond/debt obligation US $23K 23K 0.00
FREDDIE MAC REMICS SER 3549 CL FA V/R 6.64751000 (FHR 3549 FA V/R 07/15/39) Long ABS-collateralized bond/debt obligation US $6K 6K 0.00
FREDDIE MAC REMICS SER 3582 CL PO ZCP 0.00000000 (FHR 3582 PO ZCP 10/15/49) Long ABS-collateralized bond/debt obligation US $176K 204K 0.00
FREDDIE MAC REMICS SER 3607 CL PO ZCP 0.00000000 (FHR 3607 PO ZCP 05/15/37______) Long ABS-collateralized bond/debt obligation US $76K 95K 0.00
FREDDIE MAC REMICS SER 3607 CL AO ZCP 0.00000000 (FHR 3607 AO ZCP 04/15/36) Long ABS-collateralized bond/debt obligation US $22K 27K 0.00
FREDDIE MAC REMICS SER 3607 CL BO ZCP 0.00000000 (FHR 3607 BO ZCP 04/15/36) Long ABS-collateralized bond/debt obligation US $41K 49K 0.00
FREDDIE MAC REMICS SER 3607 CL OP ZCP 0.00000000 (FHR 3607 OP ZCP 07/15/37) Long ABS-collateralized bond/debt obligation US $116K 142K 0.00
FREDDIE MAC REMICS SER 3607 CL TO ZCP 0.00000000 (FHR 3607 TO ZCP 10/15/39) Long ABS-collateralized bond/debt obligation US $38K 47K 0.00
FREDDIE MAC REMICS SER 3608 CL SC V/R 0.80249000 (FHR 3608 SC V/R 12/15/39) Long ABS-collateralized bond/debt obligation US $2K 29K 0.00
FREDDIE MAC REMICS SER 3610 CL CA 4.50000000 (FHR 3610 CA 4.5% 12/15/39) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
FREDDIE MAC REMICS SER 3611 CL PO ZCP 0.00000000 (FHR 3611 PO ZCP 07/15/34) Long ABS-collateralized bond/debt obligation US $36K 42K 0.00
FREDDIE MAC REMICS SER 3614 CL QB 4.00000000 (FHR 3614 QB 4% 12/15/24) Long ABS-collateralized bond/debt obligation US $4K 4K 0.00
FREDDIE MAC REMICS SER 3621 CL BO ZCP 0.00000000 (FHR 3621 BO ZCP 01/15/40) Long ABS-collateralized bond/debt obligation US $34K 41K 0.00
FREDDIE MAC REMICS SER 3632 CL BS V/R 0.00000000 (FHR 3632 BS V/R 02/15/40) Long ABS-collateralized bond/debt obligation US $109K 116K 0.00
FREDDIE MAC REMICS SER 3645 CL KZ 5.50000000 (FHR 3645 KZ 5.5% 08/15/36) Long ABS-collateralized bond/debt obligation US $23K 22K 0.00
FREDDIE MAC REMICS SER 3654 CL DC 5.00000000 (FHR 3654 DC 5% 04/15/30) Long ABS-collateralized bond/debt obligation US $370K 371K 0.00
FREDDIE MAC REMICS SER 3684 CL CY 4.50000000 (FHR 3684 CY 4.5% 06/15/25) Long ABS-collateralized bond/debt obligation US $16K 16K 0.00
FREDDIE MAC REMICS SER 3688 CL GT V/R 7.53935300 (FHR 3688 GT V/R 11/15/46) Long ABS-collateralized bond/debt obligation US $239K 227K 0.00
FREDDIE MAC REMICS SER 3704 CL CT 7.00000000 (FHR 3704 CT 7% 12/15/36) Long ABS-collateralized bond/debt obligation US $504K 484K 0.00
FREDDIE MAC REMICS SER 3704 CL DT 7.50000000 (FHR 3704 DT 7.5% 11/15/36) Long ABS-collateralized bond/debt obligation US $224K 213K 0.00
FREDDIE MAC REMICS SER 3704 CL ET 7.50000000 (FHR 3704 ET 7.5% 12/15/36) Long ABS-collateralized bond/debt obligation US $193K 179K 0.00
FREDDIE MAC REMICS SER 3740 CL SB V/R 0.55249000 (FHR 3740 SB V/R 10/15/40) Long ABS-collateralized bond/debt obligation US $6K 98K 0.00
FREDDIE MAC REMICS SER 3740 CL SC V/R 0.55249000 (FHR 3740 SC V/R 10/15/40) Long ABS-collateralized bond/debt obligation US $8K 99K 0.00
FREDDIE MAC REMICS SER 3770 CL ZB 5.00000000 (FHR 3770 ZB 5% 12/15/40) Long ABS-collateralized bond/debt obligation US $565K 574K 0.00
FREDDIE MAC REMICS SER 3793 CL AB 3.50000000 (FHR 3793 AB 3.5% 01/15/26) Long ABS-collateralized bond/debt obligation US $132K 134K 0.00
FREDDIE MAC REMICS SER 3802 CL LS V/R 0.29839700 (FHR 3802 LS V/R 01/15/40) Long ABS-collateralized bond/debt obligation US $14K 217K 0.00
FREDDIE MAC REMICS SER 3819 CL ZQ 6.00000000 (FHR 3819 ZQ 6% 04/15/36) Long ABS-collateralized bond/debt obligation US $268K 260K 0.00
FREDDIE MAC REMICS SER 3852 CL QN V/R 5.50000000 (FHR 3852 QN V/R 05/15/41) Long ABS-collateralized bond/debt obligation US $65K 69K 0.00
FREDDIE MAC REMICS SER 3852 CL TP V/R 5.50000000 (FHR 3852 TP V/R 05/15/41) Long ABS-collateralized bond/debt obligation US $181K 182K 0.00
FREDDIE MAC REMICS SER 3860 CL PZ 5.00000000 (FHR 3860 PZ 5% 05/15/41) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
FREDDIE MAC REMICS SER 3895 CL WA V/R 5.65174700 (FHR 3895 WA V/R 10/15/38) Long ABS-collateralized bond/debt obligation US $31K 31K 0.00
FREDDIE MAC REMICS SER 3920 CL LP 5.00000000 (FHR 3920 LP 5% 01/15/34) Long ABS-collateralized bond/debt obligation US $98K 98K 0.00
FREDDIE MAC REMICS SER 3957 CL B 4.00000000 (FHR 3957 B 4% 11/15/41) Long ABS-collateralized bond/debt obligation US $112K 118K 0.00
FREDDIE MAC REMICS SER 3966 CL NA 4.00000000 (FHR 3966 NA 4% 12/15/41) Long ABS-collateralized bond/debt obligation US $104K 109K 0.00
FREDDIE MAC REMICS SER 3996 CL XF V/R 5.99751000 (FHR 3996 XF V/R 12/15/40) Long ABS-collateralized bond/debt obligation US $169K 170K 0.00
FREDDIE MAC REMICS SER 4012 CL FN V/R 5.94751000 (FHR 4012 FN V/R 03/15/42) Long ABS-collateralized bond/debt obligation US $325K 328K 0.00
FREDDIE MAC REMICS SER 4013 CL QF V/R 5.99751000 (FHR 4013 QF V/R 03/15/41) Long ABS-collateralized bond/debt obligation US $170K 171K 0.00
FREDDIE MAC REMICS SER 4048 CL FB V/R 5.84751000 (FHR 4048 FB V/R 10/15/41) Long ABS-collateralized bond/debt obligation US $167K 168K 0.00
FREDDIE MAC REMICS SER 4048 CL FJ V/R 5.84254000 (FHR 4048 FJ V/R 07/15/37) Long ABS-collateralized bond/debt obligation US $212K 216K 0.00
FREDDIE MAC REMICS SER 4077 CL FB V/R 5.94751000 (FHR 4077 FB V/R 07/15/42) Long ABS-collateralized bond/debt obligation US $137K 140K 0.00
FREDDIE MAC REMICS SER 4091 CL TF V/R 5.89751000 (FHR 4091 TF V/R 08/15/42) Long ABS-collateralized bond/debt obligation US $801K 811K 0.00
FREDDIE MAC REMICS SER 4106 CL DF V/R 5.84751000 (FHR 4106 DF V/R 09/15/42) Long ABS-collateralized bond/debt obligation US $240K 244K 0.00
FREDDIE MAC REMICS SER 4217 CL KY 3.00000000 (FHR 4217 KY 3% 06/15/43) Long ABS-collateralized bond/debt obligation US $177K 206K 0.00
FREDDIE MAC REMICS SER 4238 CL WY 3.00000000 (FHR 4238 WY 3% 08/15/33) Long ABS-collateralized bond/debt obligation US $192K 204K 0.00
FREDDIE MAC REMICS SER 4247 CL AY 4.50000000 (FHR 4247 AY 4.5% 09/15/43) Long ABS-collateralized bond/debt obligation US $928K 1M 0.01
FREDDIE MAC REMICS SER 4740 CL P 3.00000000 (FHR 4740 P 3% 12/15/47) Long ABS-collateralized bond/debt obligation US $838K 959K 0.00
FREDDIE MAC REMICS SER 4746 CL ZN 3.50000000 (FHR 4746 ZN 3.5% 12/15/47) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
FREDDIE MAC REMICS SER 4821 CL MA 3.50000000 (FHR 4821 MA 3.5% 10/15/53) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
FREDDIE MAC REMICS SER 5019 CL IP 3.00000000 (FHR 5019 IP 3% 10/25/50) Long ABS-collateralized bond/debt obligation US $314K 2M 0.00
FREDDIE MAC REMICS SER 5021 CL SB V/R 0.00000000 (FHR 5021 SB V/R 10/25/50) Long ABS-collateralized bond/debt obligation US $364K 13M 0.00
FREDDIE MAC REMICS SER 5190 CL EC 2.00000000 (FHR 5190 EC 2% 12/25/51) Long ABS-collateralized bond/debt obligation US $6M 7M 0.04
FREDDIE MAC REMICS SER 5197 CL EA 2.00000000 (FHR 5197 EA 2% 02/25/52) Long ABS-collateralized bond/debt obligation US $6M 7M 0.04
FREDDIE MAC REMICS SER 5222 CL SA V/R 0.00000000 (FHR 5222 SA V/R 05/25/52) Long ABS-collateralized bond/debt obligation US $28K 2M 0.00
FREDDIE MAC REMICS SER 5228 CL BH 3.50000000 (FHR 5228 BH 3.5% 01/25/51) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
FREDDIE MAC REMICS SER 5230 CL DM 3.50000000 (FHR 5230 DM 3.5% 09/25/44) Long ABS-collateralized bond/debt obligation US $13M 14M 0.08
FREDDIE MAC REMICS SER 5249 CL AB 4.00000000 (FHR 5249 AB 4% 11/25/51) Long ABS-collateralized bond/debt obligation US $7M 7M 0.04
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST 2017-4 SER 2017-4 CL MT 3.50000000 (SCRT 2017-4 MT 3.5% 06/25/57) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-1 SER 2018-1 CL M60C 3.50000000 (SCRT 2018-1 M60 3.5% 05/25/57) Long ABS-collateralized bond/debt obligation US $8M 9M 0.05
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-2 SER 2018-2 CL MT 3.50000000 (SCRT 2018-2 MT 3.5% 11/25/57) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-4 SER 2018-4 CL MZ 3.50000000 (SCRT 2018-4 MZ 3.5% 03/25/58) Long ABS-collateralized bond/debt obligation US $7M 10M 0.04
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-1 SER 2019-1 CL MT 3.50000000 (SCRT 2019-1 MT 3.5% 07/25/58) Long ABS-collateralized bond/debt obligation US $5M 6M 0.03
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-3 SER 2019-3 CL MB 3.50000000 (SCRT 2019-3 MB 3.5% 10/25/58) Long ABS-collateralized bond/debt obligation US $3M 4M 0.02
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-4 SER 2019-4 CL M55D 4.00000000 (SCRT 2019-4 M55D 4% 02/25/59) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-1 SER 2020-1 CL M55G 3.00000000 (SCRT 2020-1 M55G 3% 08/25/59) Long ABS-collateralized bond/debt obligation US $4M 5M 0.03
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-3 SER 2020-3 CL M5TW 3.00000000 (SCRT 2020-3 M5TW 3% 05/25/60) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-3 SER 2020-3 CL MT 2.00000000 (SCRT 2020-3 MT 2% 05/25/60) Long ABS-collateralized bond/debt obligation US $4M 5M 0.02
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2022-1 SER 2022-1 CL MTU 3.25000000 (SCRT 2022-1 MT 3.25% 11/25/61) Long ABS-collateralized bond/debt obligation US $7M 8M 0.04
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2023-1 SER 2023-1 CL MT 3.00000000 (SCRT 2023-1 MT 3% 10/25/62) Long ABS-collateralized bond/debt obligation US $7M 8M 0.04
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2024-1 SER 2024-1 CL MT 3.00000000 (SCRT 2024-1 MT 3% 11/25/63) Long ABS-collateralized bond/debt obligation US $4M 5M 0.02
FREDDIE MAC STACR REMIC TRUST 2021-DNA5 SER 2021-DNA5 CL M2 V/R REGD 144A P/P 6.98535000 (STACR 2021-DNA5 V/R 01/25/34) Long ABS-collateralized bond/debt obligation US $633K 629K 0.00
FREDDIE MAC STACR REMIC TRUST 2021-HQA3 SER 2021-HQA3 CL M1 V/R REGD 144A P/P 6.18535000 (STACR 2021-HQA3 V/R 09/25/41) Long ABS-collateralized bond/debt obligation US $17M 17M 0.10
FREDDIE MAC STACR REMIC TRUST 2022-DNA1 SER 2022-DNA1 CL M1A V/R REGD 144A P/P 6.33535000 (STACR 2022-DNA1 V/R 01/25/42) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
FREDDIE MAC STACR REMIC TRUST 2022-DNA2 SER 2022-DNA2 CL M1A V/R REGD 144A P/P 6.63535000 (STACR 2022-DNA2 V/R 02/25/42) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
FREDDIE MAC STACR REMIC TRUST 2022-DNA6 SER 2022-DNA6 CL M1A V/R REGD 144A P/P 7.48535000 (STACR 2022-DNA6 V/R 09/25/42) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
FREDDIE MAC STACR REMIC TRUST 2022-DNA7 SER 2022-DNA7 CL M1A V/R REGD 144A P/P 7.83535000 (STACR 2022-DNA7 V/R 09/25/42) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
FREDDIE MAC STACR REMIC TRUST 2024-DNA1 SER 2024-DNA1 CL M1 V/R REGD 144A P/P 6.68535000 (STACR 2024-DNA1 V/R 02/25/44) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
FREDDIE MAC STACR REMIC TRUST 2024-DNA2 SER 2024-DNA2 CL M1 V/R REGD 144A P/P 6.53535000 (STACR 2024-DNA2 V/R 05/25/44) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
FREDDIE MAC STRIPS SER 197 CL PO ZCP 0.00000000 (FHS 197 PO ZCP 04/01/28) Long ABS-collateralized bond/debt obligation US $12K 13K 0.00
FREDDIE MAC STRIPS SER 233 CL 11 5.00000000 (FHS 233 11 5% 09/15/35) Long ABS-collateralized bond/debt obligation US $8K 46K 0.00
FREDDIE MAC STRIPS SER 233 CL 12 5.00000000 (FHS 233 12 5% 09/15/35) Long ABS-collateralized bond/debt obligation US $6K 39K 0.00
FREDDIE MAC STRIPS SER 233 CL 13 5.00000000 (FHS 233 13 5% 09/15/35) Long ABS-collateralized bond/debt obligation US $12K 73K 0.00
FREDDIE MAC STRIPS SER 239 CL S30 V/R 2.25249000 (FHS 239 S30 V/R 08/15/36) Long ABS-collateralized bond/debt obligation US $16K 142K 0.00
FREDDIE MAC STRIPS SER 262 CL 35 3.50000000 (FHS 262 35 3.5% 07/15/42) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
FREDDIE MAC STRIPS SER 264 CL F1 V/R 5.99751000 (FHS 264 F1 V/R 07/15/42) Long ABS-collateralized bond/debt obligation US $645K 654K 0.00
FREDDIE MAC STRIPS SER 267 CL 30 3.00000000 (FHS 267 30 3% 08/15/42) Long ABS-collateralized bond/debt obligation US $458K 511K 0.00
FREDDIE MAC STRIPS SER 270 CL F1 V/R 5.94751000 (FHS 270 F1 V/R 08/15/42) Long ABS-collateralized bond/debt obligation US $363K 369K 0.00
FREDDIE MAC STRIPS SER 272 CL F2 V/R 5.99751000 (FHS 272 F2 V/R 08/15/42) Long ABS-collateralized bond/debt obligation US $345K 350K 0.00
FREDDIE MAC STRIPS SER 299 CL 300 3.00000000 (FHS 299 300 3% 01/15/43) Long ABS-collateralized bond/debt obligation US $96K 107K 0.00
FREDDIE MAC STRIPS SER 310 CL PO ZCP 0.00000000 (FHS 310 PO ZCP 09/15/43) Long ABS-collateralized bond/debt obligation US $256K 344K 0.00
FREDDIE MAC STRIPS SER 406 CL PO ZCP 0.00000000 (FHS 406 PO ZCP 10/25/53) Long ABS-collateralized bond/debt obligation US $7M 9M 0.04
FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-41 CL 3A V/R 4.35752700 (FSPC T-41 3A V/R 07/25/32) Long ABS-collateralized bond/debt obligation US $31K 34K 0.00
FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-42 CL A5 7.50000000 (FSPC T-42 A5 7.5% 02/25/42) Long ABS-collateralized bond/debt obligation US $138K 138K 0.00
FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-51 CL 2A V/R 7.50000000 (FSPC T-51 2A V/R 08/25/42) Long ABS-collateralized bond/debt obligation US $31K 30K 0.00
FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-54 CL 2A 6.50000000 (FSPC T-54 2A 6.5% 02/25/43) Long ABS-collateralized bond/debt obligation US $165K 164K 0.00
FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-54 CL 3A 7.00000000 (FSPC T-54 3A 7% 02/25/43) Long ABS-collateralized bond/debt obligation US $55K 53K 0.00
FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-56 CL A5 5.23100000 (FSPC T-56 A5 5.231% 05/25/43) Long ABS-collateralized bond/debt obligation US $329K 344K 0.00
FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-57 CL 1A3 7.50000000 (FSPC T-57 1A3 7.5% 07/25/43) Long ABS-collateralized bond/debt obligation US $34K 32K 0.00
FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-57 CL 1AP ZCP 0.00000000 (FSPC T-57 1AP ZCP 07/25/43) Long ABS-collateralized bond/debt obligation US $9K 11K 0.00
FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-58 CL 4A 7.50000000 (FSPC T-58 4A 7.5% 09/25/43) Long ABS-collateralized bond/debt obligation US $179K 177K 0.00
FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-58 CL APO ZCP 0.00000000 (FSPC T-58 APO ZCP 09/25/43) Long ABS-collateralized bond/debt obligation US $9K 12K 0.00
FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-59 CL 1A2 7.00000000 (FSPC T-59 1A2 7% 10/25/43) Long ABS-mortgage backed security US $171K 167K 0.00
FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-59 CL 1AP ZCP 0.00000000 (FSPC T-59 1AP ZCP 10/25/43) Long ABS-collateralized bond/debt obligation US $7K 14K 0.00
FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-76 CL 2A V/R 2.17416800 (FSPC T-76 2A V/R 10/25/37) Long ABS-collateralized bond/debt obligation US $544K 562K 0.00
FREEPORT INDONESIA PT REGD 144A P/P 6.20000000 (FREEPORT INDONES 6.2% 04/14/52) Long Debt ID $2M 2M 0.01
FREEPORT INDONESIA PT REGD 144A P/P MTN 4.76300000 (FREEPORT INDON 4.763% 04/14/27) Long Debt ID $646K 660K 0.00
FREEPORT INDONESIA PT REGD 144A P/P MTN 5.31500000 (FREEPORT INDON 5.315% 04/14/32) Long Debt ID $4M 4M 0.02
FREMF 2014-K40 MORTGAGE TRUST SER 2014-K40 CL C V/R REGD 144A P/P 4.18373200 (FREMF 2014-K40 C V/R 09/25/24) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
FREMF 2014-K41 MORTGAGE TRUST SER 2014-K41 CL C V/R REGD 144A P/P 3.96498400 (FREMF 2014-K41 C V/R 10/25/24) Long ABS-collateralized bond/debt obligation US $6M 6M 0.03
FREMF 2015-K44 MORTGAGE TRUST SER 2015-K44 CL B V/R REGD P/P 3.84494500 (FREMF 2015-K44 B V/R 01/25/25) Long ABS-collateralized bond/debt obligation US $3M 4M 0.02
FREMF 2015-K45 MORTGAGE TRUST SER 2015-K45 CL B V/R REGD 144A P/P 3.72347800 (FREMF 2015-K45 B V/R 02/25/25) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
FREMF 2015-K49 MORTGAGE TRUST SER 2015-K49 CL C V/R REGD 144A P/P 3.84862300 (FREMF 2015-K49 C V/R 07/25/25) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
FREMF 2015-K51 MORTGAGE TRUST SER 2015-K51 CL C V/R REGD 144A P/P 4.08557200 (FREMF 2015-K51 C V/R 10/25/25) Long ABS-collateralized bond/debt obligation US $1M 2M 0.01
FREMF 2016-K52 MORTGAGE TRUST SER 2016-K52 CL B V/R REGD 144A P/P 4.06826000 (FREMF 2016-K52 B V/R 11/25/25) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
FREMF 2016-K59 MORTGAGE TRUST SER 2016-K59 CL B V/R REGD 144A P/P 3.70011400 (FREMF 2016-K59 B V/R 10/25/26) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
FREMF 2017-KGS1 MORTGAGE TRUST SER 2017-KGL1 CL BFL V/R REGD 144A P/P 7.93881000 (FREMF 2017-KGL1 V/R 10/25/27) Long ABS-collateralized bond/debt obligation US $4M 4M 0.03
FREMF 2019-K92 MORTGAGE TRUST SER 2019-K92 CL B V/R REGD 144A P/P 4.19777100 (FREMF 2019-K92 B V/R 05/25/29) Long ABS-collateralized bond/debt obligation US $6M 7M 0.04
FRESENIUS MED CARE III REGD 144A P/P 3.00000000 (FRESENIUS MED CARE 3% 12/01/31) Long Debt US $6M 8M 0.04
FSPC T-48 1A V/R 07/25/33 4.41547000 Long ABS-collateralized bond/debt obligation US $92K 98K 0.00
FSPC T-62 1A1 V/R 10/25/44 6.35277000 Long ABS-collateralized bond/debt obligation US $190K 210K 0.00
FUTURE CONTRACT ON US 10YR NOTE (CBT)SEP24 0.00000000 (F/C US 10YR NOTE (CBT)SEP24) Derivative-interest rate US $78M – 0.46
FUTURE CONTRACT ON US 10YR ULTRA FUT SEP24 0.00000000 (F/C US 10YR ULTRA FUT SEP24) Derivative-interest rate US $10M – 0.06
FUTURE CONTRACT ON US 2YR NOTE (CBT) SEP24 0.00000000 (F/C US 2YR NOTE (CBT) SEP24) Derivative-interest rate US $230M – 1.35
FUTURE CONTRACT ON US 5YR NOTE (CBT) SEP24 0.00000000 (F/C US 5YR NOTE (CBT) SEP24) Derivative-interest rate US $208M – 1.22
FUTURE CONTRACT ON US LONG BOND(CBT) SEP24 0.00000000 (F/C US LONG BOND(CBT) SEP24) Derivative-interest rate US $59M – 0.34
FUTURE CONTRACT ON US ULTRA BOND CBT SEP24 0.00000000 (F/C US ULTRA BOND CBT SEP24) Derivative-interest rate US $190M – 1.11
G2SF 30 YR TBA 4.0% JUL 24 TO BE ANNOUNCED 4.00000000 Long ABS-mortgage backed security US $2M 3M 0.01
G2SF 30 YR TBA 4.5% JUL 24 TO BE ANNOUNCED 4.50000000 Long ABS-mortgage backed security US $1M 1M 0.01
G2SF 30 YR TBA 3.5 JUL 12 TO BE ANNOUNCED 3.50000000 Long ABS-mortgage backed security US $3M 3M 0.02
G2SF 30YR TBA 6.0% JUL 24 TO BE ANNOUNCED 6.00000000 Long ABS-mortgage backed security US $9M 9M 0.05
GAIF BOND ISSUER P/L REGD 144A P/P 3.40000000 (GAIF BOND ISSUER 3.4% 09/30/26) Long Debt AU $957K 1M 0.01
GALAXY PIPELINE ASSETS REGD 144A P/P 2.94000000 (GALAXY PIPELINE 2.94% 09/30/40) Long Debt AE $2M 2M 0.01
GE CAPITAL MORTGAGE SERVICES INC 1999-HE1 TRUST SER 1999-HE1 CL M V/R REGD 6.70500000 (GECMS 1999-HE1 M V/R 04/25/29) Long ABS-collateralized bond/debt obligation US $5K 6K 0.00
GENERAL MILLS INC REGD 3.00000000 (GENERAL MILLS INC 3% 02/01/51) Long Debt US $2M 3M 0.01
GENERAL MOTORS CO REGD 5.00000000 (GENERAL MOTORS CO 5% 04/01/35) Long Debt US $4M 5M 0.03
GENERAL MOTORS CO REGD 6.12500000 (GENERAL MOTORS 6.125% 10/01/25) Long Debt US $14M 14M 0.08
GENERAL MOTORS CO REGD 6.60000000 (GENERAL MOTORS C 6.6% 04/01/36) Long Debt US $717K 685K 0.00
GENERAL MOTORS FINL CO REGD 1.25000000 (GENERAL MOTORS 1.25% 01/08/26) Long Debt US $2M 2M 0.01
GENERAL MOTORS FINL CO REGD 2.35000000 (GENERAL MOTORS 2.35% 01/08/31) Long Debt US $1M 2M 0.01
GENERAL MOTORS FINL CO REGD 2.70000000 (GENERAL MOTORS F 2.7% 06/10/31) Long Debt US $3M 3M 0.02
GENERAL MOTORS FINL CO REGD 3.80000000 (GENERAL MOTORS F 3.8% 04/07/25) Long Debt US $2M 2M 0.01
GENERAL MOTORS FINL CO REGD 4.30000000 (GENERAL MOTORS F 4.3% 07/13/25) Long Debt US $2M 2M 0.01
GENERAL MOTORS FINL CO REGD 5.35000000 (GENERAL MOTORS 5.35% 07/15/27) Long Debt US $4M 4M 0.02
GENERAL MOTORS FINL CO REGD 5.40000000 (GENERAL MOTORS F 5.4% 05/08/27) Long Debt US $2M 2M 0.01
GENERAL MOTORS FINL CO REGD 5.75000000 (GENERAL MOTORS 5.75% 02/08/31) Long Debt US $1M 1M 0.01
GENERAL MOTORS FINL CO REGD 5.95000000 (GENERAL MOTORS 5.95% 04/04/34) Long Debt US $7M 7M 0.04
GENPACT LUXEMBOURG SARL REGD 3.37500000 (GENPACT LUXEMB 3.375% 12/01/24) Long Debt LU $7M 7M 0.04
GEORGIA POWER CO REGD 4.30000000 (GEORGIA POWER CO 4.3% 03/15/42) Long Debt US $5M 6M 0.03
GEORGIA POWER CO REGD 4.95000000 (GEORGIA POWER C 4.95% 05/17/33) Long Debt US $6M 6M 0.04
GEORGIA POWER CO REGD 5.25000000 (GEORGIA POWER C 5.25% 03/15/34) Long Debt US $4M 4M 0.02
GILEAD SCIENCES INC REGD 1.65000000 (GILEAD SCIENCES 1.65% 10/01/30) Long Debt US $1M 2M 0.01
GILEAD SCIENCES INC REGD 2.60000000 (GILEAD SCIENCES 2.6% 10/01/40) Long Debt US $1M 2M 0.01
GILEAD SCIENCES INC REGD 4.60000000 (GILEAD SCIENCES 4.6% 09/01/35) Long Debt US $4M 4M 0.02
GINNIE MAE I POOL P#411829 7.50000000 (GNMA P#411829 7.5% 07/15/27) Long ABS-mortgage backed security US $396.05 395.06 0.00
GINNIE MAE I POOL P#442119 7.50000000 (GNMA P#442119 7.5% 11/15/26) Long ABS-mortgage backed security US $140.56 140.24 0.00
GINNIE MAE I POOL P#468236 6.50000000 (GNMA P#468236 6.5% 09/15/28) Long ABS-mortgage backed security US $3K 3K 0.00
GINNIE MAE I POOL P#486537 7.50000000 (GNMA P#486537 7.5% 09/15/28) Long ABS-mortgage backed security US $897.57 895.92 0.00
GINNIE MAE I POOL P#486631 6.50000000 (GNMA P#486631 6.5% 10/15/28) Long ABS-mortgage backed security US $256.28 249.27 0.00
GINNIE MAE I POOL P#554108 6.50000000 (GNMA P#554108 6.5% 03/15/28) Long ABS-mortgage backed security US $2K 2K 0.00
GINNIE MAE I POOL P#569568 6.50000000 (GNMA P#569568 6.5% 01/15/32) Long ABS-mortgage backed security US $22K 22K 0.00
GINNIE MAE I POOL P#574710 5.50000000 (GNMA P#574710 5.5% 09/15/34) Long ABS-mortgage backed security US $2K 2K 0.00
GINNIE MAE I POOL P#591882 6.50000000 (GNMA P#591882 6.5% 07/15/32) Long ABS-mortgage backed security US $2K 2K 0.00
GINNIE MAE I POOL P#604209 6.50000000 (GNMA P#604209 6.5% 04/15/33) Long ABS-mortgage backed security US $5K 4K 0.00
GINNIE MAE I POOL P#607645 6.50000000 (GNMA P#607645 6.5% 02/15/33) Long ABS-mortgage backed security US $6K 5K 0.00
GINNIE MAE I POOL P#607724 7.00000000 (GNMA P#607724 7% 02/15/33) Long ABS-mortgage backed security US $4K 4K 0.00
GINNIE MAE I POOL P#614546 5.50000000 (GNMA P#614546 5.5% 06/15/33) Long ABS-mortgage backed security US $1K 1K 0.00
GINNIE MAE I POOL P#617486 7.00000000 (GNMA P#617486 7% 04/15/37) Long ABS-mortgage backed security US $5K 6K 0.00
GINNIE MAE I POOL P#632415 5.50000000 (GNMA P#632415 5.5% 07/15/34) Long ABS-mortgage backed security US $2K 2K 0.00
GINNIE MAE I POOL P#670030 3.00000000 (GNMA P#670030 3% 07/15/45) Long ABS-mortgage backed security US $461K 525K 0.00
GINNIE MAE I POOL P#717183 4.00000000 (GNMA P#717183 4% 06/15/39) Long ABS-mortgage backed security US $148K 159K 0.00
GINNIE MAE I POOL P#736520 4.50000000 (GNMA P#736520 4.5% 04/15/40) Long ABS-mortgage backed security US $600K 618K 0.00
GINNIE MAE I POOL P#751247 4.00000000 (GNMA P#751247 4% 10/15/40) Long ABS-mortgage backed security US $82K 87K 0.00
GINNIE MAE I POOL P#758871 3.50000000 (GNMA P#758871 3.5% 03/15/43) Long ABS-mortgage backed security US $605K 658K 0.00
GINNIE MAE I POOL P#758916 3.50000000 (GNMA P#758916 3.5% 07/15/43) Long ABS-mortgage backed security US $279K 303K 0.00
GINNIE MAE I POOL P#778793 3.50000000 (GNMA P#778793 3.5% 01/15/42) Long ABS-mortgage backed security US $2M 2M 0.01
GINNIE MAE I POOL P#781328 7.00000000 (GNMA P#781328 7% 09/15/31) Long ABS-mortgage backed security US $26K 25K 0.00
GINNIE MAE I POOL P#781614 7.00000000 (GNMA P#781614 7% 06/15/33) Long ABS-mortgage backed security US $9K 8K 0.00
GINNIE MAE I POOL P#781689 5.50000000 (GNMA P#781689 5.5% 12/15/33) Long ABS-mortgage backed security US $5K 5K 0.00
GINNIE MAE I POOL P#782025 6.50000000 (GNMA P#782025 6.5% 12/15/35) Long ABS-mortgage backed security US $23K 22K 0.00
GINNIE MAE I POOL P#782212 7.50000000 (GNMA P#782212 7.5% 10/15/37) Long ABS-mortgage backed security US $14K 14K 0.00
GINNIE MAE I POOL P#782615 7.00000000 (GNMA P#782615 7% 06/15/35) Long ABS-mortgage backed security US $55K 54K 0.00
GINNIE MAE I POOL P#783123 5.50000000 (GNMA P#783123 5.5% 04/15/33) Long ABS-mortgage backed security US $131K 126K 0.00
GINNIE MAE I POOL P#AD9020 3.50000000 (GNMA P#AD9020 3.5% 04/15/43) Long ABS-mortgage backed security US $1M 1M 0.01
GINNIE MAE I POOL P#AE6292 3.50000000 (GNMA P#AE6292 3.5% 06/15/43) Long ABS-mortgage backed security US $626K 681K 0.00
GINNIE MAE I POOL P#AE9881 3.00000000 (GNMA P#AE9881 3% 05/15/43) Long ABS-mortgage backed security US $188K 211K 0.00
GINNIE MAE II POOL P#1989 8.50000000 (GNMA II P#1989 8.5% 04/20/25) Long ABS-mortgage backed security US $66.33 66.37 0.00
GINNIE MAE II POOL P#2141 8.00000000 (GNMA II P#2141 8% 12/20/25) Long ABS-mortgage backed security US $49.88 49.86 0.00
GINNIE MAE II POOL P#2234 8.00000000 (GNMA II P#2234 8% 06/20/26) Long ABS-mortgage backed security US $144.46 143.45 0.00
GINNIE MAE II POOL P#2270 8.00000000 (GNMA II P#2270 8% 08/20/26) Long ABS-mortgage backed security US $160.17 158.81 0.00
GINNIE MAE II POOL P#2285 8.00000000 (GNMA II P#2285 8% 09/20/26) Long ABS-mortgage backed security US $209.92 208.13 0.00
GINNIE MAE II POOL P#2324 8.00000000 (GNMA II P#2324 8% 11/20/26) Long ABS-mortgage backed security US $114.5 113.45 0.00
GINNIE MAE II POOL P#2499 8.00000000 (GNMA II P#2499 8% 10/20/27) Long ABS-mortgage backed security US $534.88 526.78 0.00
GINNIE MAE II POOL P#2512 8.00000000 (GNMA II P#2512 8% 11/20/27) Long ABS-mortgage backed security US $423.98 417.22 0.00
GINNIE MAE II POOL P#2525 8.00000000 (GNMA II P#2525 8% 12/20/27) Long ABS-mortgage backed security US $369.61 364.02 0.00
GINNIE MAE II POOL P#2549 7.50000000 (GNMA II P#2549 7.5% 02/20/28) Long ABS-mortgage backed security US $289.36 287.55 0.00
GINNIE MAE II POOL P#2562 6.00000000 (GNMA II P#2562 6% 03/20/28) Long ABS-mortgage backed security US $1K 1K 0.00
GINNIE MAE II POOL P#2646 7.50000000 (GNMA II P#2646 7.5% 09/20/28) Long ABS-mortgage backed security US $980.28 966.61 0.00
GINNIE MAE II POOL P#2647 8.00000000 (GNMA II P#2647 8% 09/20/28) Long ABS-mortgage backed security US $103.11 103.1 0.00
GINNIE MAE II POOL P#2781 6.50000000 (GNMA II P#2781 6.5% 07/20/29) Long ABS-mortgage backed security US $22K 22K 0.00
GINNIE MAE II POOL P#3474 6.00000000 (GNMA II P#3474 6% 11/20/33) Long ABS-mortgage backed security US $2K 2K 0.00
GINNIE MAE II POOL P#4037 5.00000000 (GNMA II P#4037 5% 10/20/37) Long ABS-mortgage backed security US $148K 148K 0.00
GINNIE MAE II POOL P#4224 7.00000000 (GNMA II P#4224 7% 08/20/38) Long ABS-mortgage backed security US $7K 7K 0.00
GINNIE MAE II POOL P#4245 6.00000000 (GNMA II P#4245 6% 09/20/38) Long ABS-mortgage backed security US $177K 170K 0.00
GINNIE MAE II POOL P#4285 6.00000000 (GNMA II P#4285 6% 11/20/38) Long ABS-mortgage backed security US $1K 1K 0.00
GINNIE MAE II POOL P#4713 4.50000000 (GNMA II P#4713 4.5% 06/20/40) Long ABS-mortgage backed security US $247K 253K 0.00
GINNIE MAE II POOL P#4747 5.00000000 (GNMA II P#4747 5% 07/20/40) Long ABS-mortgage backed security US $66K 66K 0.00
GINNIE MAE II POOL P#4833 4.00000000 (GNMA II P#4833 4% 10/20/40) Long ABS-mortgage backed security US $693K 729K 0.00
GINNIE MAE II POOL P#4923 4.50000000 (GNMA II P#4923 4.5% 01/20/41) Long ABS-mortgage backed security US $222K 227K 0.00
GINNIE MAE II POOL P#4978 4.50000000 (GNMA II P#4978 4.5% 03/20/41) Long ABS-mortgage backed security US $194K 199K 0.00
GINNIE MAE II POOL P#5055 4.50000000 (GNMA II P#5055 4.5% 05/20/41) Long ABS-mortgage backed security US $96K 99K 0.00
GINNIE MAE II POOL P#5082 4.50000000 (GNMA II P#5082 4.5% 06/20/41) Long ABS-mortgage backed security US $692K 709K 0.00
GINNIE MAE II POOL P#5175 4.50000000 (GNMA II P#5175 4.5% 09/20/41) Long ABS-mortgage backed security US $236K 242K 0.00
GINNIE MAE II POOL P#783389 6.00000000 (GNMA II P#783389 6% 08/20/39) Long ABS-mortgage backed security US $77K 75K 0.00
GINNIE MAE II POOL P#783444 5.50000000 (GNMA II P#783444 5.5% 09/20/39) Long ABS-mortgage backed security US $42K 41K 0.00
GINNIE MAE II POOL P#783637 3.00000000 (GNMA II P#783637 3% 06/20/42) Long ABS-mortgage backed security US $110K 124K 0.00
GINNIE MAE II POOL P#784114 3.50000000 (GNMA II P#784114 3.5% 02/20/46) Long ABS-mortgage backed security US $4M 5M 0.02
GINNIE MAE II POOL P#784119 3.00000000 (GNMA II P#784119 3% 02/20/46) Long ABS-mortgage backed security US $259K 293K 0.00
GINNIE MAE II POOL P#784847 4.50000000 (GNMA II P#784847 4.5% 11/20/49) Long ABS-mortgage backed security US $5M 5M 0.03
GINNIE MAE II POOL P#785021 4.00000000 (GNMA II P#785021 4% 05/20/47) Long ABS-mortgage backed security US $131K 139K 0.00
GINNIE MAE II POOL P#785043 3.00000000 (GNMA II P#785043 3% 04/20/49) Long ABS-mortgage backed security US $393K 446K 0.00
GINNIE MAE II POOL P#785158 V/R 3.07400000 (GNMA II P#785158 V/R 09/20/70) Long ABS-mortgage backed security US $4M 4M 0.02
GINNIE MAE II POOL P#785183 V/R 2.92900000 (GNMA II P#785183 V/R 10/20/70) Long ABS-mortgage backed security US $6M 7M 0.03
GINNIE MAE II POOL P#785294 3.50000000 (GNMA II P#785294 3.5% 01/20/51) Long ABS-mortgage backed security US $7M 8M 0.04
GINNIE MAE II POOL P#785447 2.50000000 (GNMA II P#785447 2.5% 03/20/51) Long ABS-mortgage backed security US $10M 12M 0.06
GINNIE MAE II POOL P#785531 2.50000000 (GNMA II P#785531 2.5% 06/20/51) Long ABS-mortgage backed security US $11M 13M 0.06
GINNIE MAE II POOL P#785863 V/R 3.09500000 (GNMA II P#785863 V/R 12/20/71) Long ABS-mortgage backed security US $8M 9M 0.05
GINNIE MAE II POOL P#786812 5.50000000 (GNMA II P#786812 5.5% 07/20/53) Long ABS-mortgage backed security US $2M 2M 0.01
GINNIE MAE II POOL P#787312 2.50000000 (GNMA II P#787312 2.5% 03/20/52) Long ABS-mortgage backed security US $9M 11M 0.05
GINNIE MAE II POOL P#787313 2.50000000 (GNMA II P#787313 2.5% 09/20/51) Long ABS-mortgage backed security US $6M 7M 0.03
GINNIE MAE II POOL P#AU0744 3.50000000 (GNMA II P#AU0744 3.5% 06/20/46) Long ABS-mortgage backed security US $1M 1M 0.01
GINNIE MAE II POOL P#AY2393 4.25000000 (GNMA I P#AY2393 4.25% 12/20/47) Long ABS-mortgage backed security US $863K 919K 0.01
GINNIE MAE II POOL P#BA7567 4.50000000 (GNMA II P#BA7567 4.5% 05/20/48) Long ABS-mortgage backed security US $2M 2M 0.01
GINNIE MAE II POOL P#BB8815 4.50000000 (GNMA II P#BB8815 4.5% 04/20/48) Long ABS-mortgage backed security US $960K 1M 0.01
GINNIE MAE II POOL P#BB8816 4.50000000 (GNMA II P#BB8816 4.5% 04/20/48) Long ABS-mortgage backed security US $911K 949K 0.01
GINNIE MAE II POOL P#BD0531 5.00000000 (GNMA II P#BD0531 5% 06/20/48) Long ABS-mortgage backed security US $698K 709K 0.00
GINNIE MAE II POOL P#BD0539 5.00000000 (GNMA II P#BD0539 5% 07/20/48) Long ABS-mortgage backed security US $1M 1M 0.01
GINNIE MAE II POOL P#BD6217 4.50000000 (GNMA II P#BD6217 4.5% 05/20/48) Long ABS-mortgage backed security US $658K 691K 0.00
GINNIE MAE II POOL P#BF2972 5.00000000 (GNMA II P#BF2972 5% 07/20/48) Long ABS-mortgage backed security US $223K 224K 0.00
GINNIE MAE II POOL P#BG7411 4.50000000 (GNMA II P#BG7411 4.5% 05/20/48) Long ABS-mortgage backed security US $2M 2M 0.01
GINNIE MAE II POOL P#BG7416 4.50000000 (GNMA II P#BG7416 4.5% 04/20/48) Long ABS-mortgage backed security US $1M 1M 0.01
GINNIE MAE II POOL P#BM2157 5.00000000 (GNMA II P#BM2157 5% 07/20/49) Long ABS-mortgage backed security US $273K 272K 0.00
GINNIE MAE II POOL P#BP4243 5.00000000 (GNMA II P#BP4243 5% 08/20/49) Long ABS-mortgage backed security US $5M 5M 0.03
GINNIE MAE II POOL P#BQ4139 3.50000000 (GNMA II P#BQ4139 3.5% 11/20/49) Long ABS-mortgage backed security US $2M 3M 0.01
GINNIE MAE II POOL P#BR3916 3.00000000 (GNMA II P#BR3916 3% 09/20/50) Long ABS-mortgage backed security US $6M 7M 0.03
GINNIE MAE II POOL P#BU7638 2.50000000 (GNMA II P#BU7638 2.5% 09/20/50) Long ABS-mortgage backed security US $4M 5M 0.02
GINNIE MAE II POOL P#BV2402 3.50000000 (GNMA II P#BV2402 3.5% 08/20/50) Long ABS-mortgage backed security US $6M 7M 0.03
GINNIE MAE II POOL P#BV7952 V/R 3.03500000 (GNMA II P#BV7952 V/R 06/20/70) Long ABS-mortgage backed security US $4M 4M 0.02
GINNIE MAE II POOL P#BX4943 2.50000000 (GNMA II P#BX4943 2.5% 09/20/50) Long ABS-mortgage backed security US $2M 3M 0.01
GINNIE MAE II POOL P#BX4955 3.00000000 (GNMA II P#BX4955 3% 09/20/50) Long ABS-mortgage backed security US $2M 2M 0.01
GINNIE MAE II POOL P#CA0265 V/R 3.02100000 (GNMA II P#CA0265 V/R 12/20/70) Long ABS-mortgage backed security US $3M 3M 0.02
GINNIE MAE II POOL P#CE5521 V/R 6.83700000 (GNMA II P#CE5521 V/R 08/20/71) Long ABS-mortgage backed security US $10M 10M 0.06
GINNIE MAE II POOL P#CE5524 V/R 6.90700000 (GNMA II P#CE5524 V/R 08/20/71) Long ABS-mortgage backed security US $11M 10M 0.06
GINNIE MAE II POOL P#CE5539 V/R 6.85600000 (GNMA II P#CE5539 V/R 09/20/71) Long ABS-mortgage backed security US $10M 10M 0.06
GINNIE MAE II POOL P#CE5546 V/R 6.85900000 (GNMA II P#CE5546 V/R 10/20/71) Long ABS-mortgage backed security US $12M 11M 0.07
GINNIE MAE II POOL P#CE5550 V/R 6.84100000 (GNMA II P#CE5550 V/R 10/20/71) Long ABS-mortgage backed security US $11M 11M 0.07
GINNIE MAE II POOL P#CE5553 V/R 6.89600000 (GNMA II P#CE5553 V/R 11/20/71) Long ABS-mortgage backed security US $11M 11M 0.07
GINNIE MAE II POOL P#CE5557 V/R 6.90200000 (GNMA II P#CE5557 V/R 11/20/71) Long ABS-mortgage backed security US $12M 12M 0.07
GINNIE MAE II POOL P#CE9384 V/R 6.75200000 (GNMA II P#CE9384 V/R 11/20/71) Long ABS-mortgage backed security US $4M 4M 0.03
GINNIE MAE II POOL P#CJ3811 3.00000000 (GNMA II P#CJ3811 3% 12/20/51) Long ABS-mortgage backed security US $4M 5M 0.03
GINNIE MAE II POOL P#CJ6767 V/R 6.58700000 (GNMA II P#CJ6767 V/R 11/20/71) Long ABS-mortgage backed security US $4M 4M 0.02
GINNIE MAE II POOL P#CJ7141 V/R 6.70200000 (GNMA II P#CJ7141 V/R 11/20/71) Long ABS-mortgage backed security US $5M 4M 0.03
GINNIE MAE II POOL P#CK0513 4.00000000 (GNMA II P#CK0513 4% 12/20/51) Long ABS-mortgage backed security US $9M 10M 0.06
GINNIE MAE II POOL P#CK0514 4.00000000 (GNMA II P#CK0514 4% 12/20/51) Long ABS-mortgage backed security US $4M 4M 0.02
GINNIE MAE II POOL P#CK2715 3.50000000 (GNMA II P#CK2715 3.5% 02/20/52) Long ABS-mortgage backed security US $4M 5M 0.03
GINNIE MAE II POOL P#CK2767 V/R 6.94100000 (GNMA II P#CK2767 V/R 12/20/71) Long ABS-mortgage backed security US $10M 10M 0.06
GINNIE MAE II POOL P#CK2799 V/R 6.87500000 (GNMA II P#CK2799 V/R 03/20/72) Long ABS-mortgage backed security US $11M 11M 0.07
GINNIE MAE II POOL P#CK2805 V/R 6.82400000 (GNMA II P#CK2805 V/R 04/20/72) Long ABS-mortgage backed security US $14M 13M 0.08
GINNIE MAE II POOL P#CK2806 V/R 6.86300000 (GNMA II P#CK2806 V/R 04/20/72) Long ABS-mortgage backed security US $11M 10M 0.06
GINNIE MAE II POOL P#CL1819 3.50000000 (GNMA II P#CL1819 3.5% 02/20/52) Long ABS-mortgage backed security US $2M 2M 0.01
GINNIE MAE II POOL P#CL1820 3.50000000 (GNMA II P#CL1820 3.5% 02/20/52) Long ABS-mortgage backed security US $3M 3M 0.02
GINNIE MAE II POOL P#CL7224 5.00000000 (GNMA II P#CL7224 5% 09/20/49) Long ABS-mortgage backed security US $3M 3M 0.02
GINNIE MAE II POOL P#CM1196 5.00000000 (GNMA II P#CM1196 5% 05/20/52) Long ABS-mortgage backed security US $3M 3M 0.02
GINNIE MAE II POOL P#CM2992 V/R 6.95900000 (GNMA II P#CM2992 V/R 04/20/72) Long ABS-mortgage backed security US $3M 3M 0.02
GINNIE MAE II POOL P#CM9938 V/R 3.47500000 (GNMA II P#CM9938 V/R 04/20/72) Long ABS-mortgage backed security US $3M 3M 0.02
GINNIE MAE II POOL P#CM9948 V/R 7.10600000 (GNMA II P#CM9948 V/R 03/20/72) Long ABS-mortgage backed security US $10M 10M 0.06
GINNIE MAE II POOL P#CN6123 V/R 6.87700000 (GNMA II P#CN6123 V/R 04/20/72) Long ABS-mortgage backed security US $10M 9M 0.06
GINNIE MAE II POOL P#CO5547 V/R 6.80300000 (GNMA II P#CO5547 V/R 05/20/72) Long ABS-mortgage backed security US $11M 10M 0.06
GINNIE MAE II POOL P#CP1819 V/R 6.97900000 (GNMA II P#CP1819 V/R 07/20/72) Long ABS-mortgage backed security US $11M 10M 0.06
GINNIE MAE II POOL P#MA0154 3.50000000 (GNMA II P#MA0154 3.5% 06/20/42) Long ABS-mortgage backed security US $8M 8M 0.04
GINNIE MAE II POOL P#MA0155 4.00000000 (GNMA II P#MA0155 4% 06/20/42) Long ABS-mortgage backed security US $978K 1M 0.01
GINNIE MAE II POOL P#MA0317 3.00000000 (GNMA II P#MA0317 3% 08/20/42) Long ABS-mortgage backed security US $1M 2M 0.01
GINNIE MAE II POOL P#MA0462 3.50000000 (GNMA II P#MA0462 3.5% 10/20/42) Long ABS-mortgage backed security US $2M 2M 0.01
GINNIE MAE II POOL P#MA0463 4.00000000 (GNMA II P#MA0463 4% 10/20/42) Long ABS-mortgage backed security US $2M 2M 0.01
GINNIE MAE II POOL P#MA0533 3.00000000 (GNMA II P#MA0533 3% 11/20/42) Long ABS-mortgage backed security US $806K 907K 0.00
GINNIE MAE II POOL P#MA0534 3.50000000 (GNMA II P#MA0534 3.5% 11/20/42) Long ABS-mortgage backed security US $561K 612K 0.00
GINNIE MAE II POOL P#MA0624 3.00000000 (GNMA II P#MA0624 3% 12/20/42) Long ABS-mortgage backed security US $412K 463K 0.00
GINNIE MAE II POOL P#MA0626 4.00000000 (GNMA II P#MA0626 4% 12/20/42) Long ABS-mortgage backed security US $1M 1M 0.01
GINNIE MAE II POOL P#MA0698 3.00000000 (GNMA II P#MA0698 3% 01/20/43) Long ABS-mortgage backed security US $409K 460K 0.00
GINNIE MAE II POOL P#MA0784 4.00000000 (GNMA II P#MA0784 4% 02/20/43) Long ABS-mortgage backed security US $480K 506K 0.00
GINNIE MAE II POOL P#MA0933 3.00000000 (GNMA II P#MA0933 3% 04/20/43) Long ABS-mortgage backed security US $1M 1M 0.01
GINNIE MAE II POOL P#MA1012 3.50000000 (GNMA II P#MA1012 3.5% 05/20/43) Long ABS-mortgage backed security US $392K 427K 0.00
GINNIE MAE II POOL P#MA1284 3.00000000 (GNMA II P#MA1284 3% 09/20/43) Long ABS-mortgage backed security US $313K 352K 0.00
GINNIE MAE II POOL P#MA1287 4.50000000 (GNMA II P#MA1287 4.5% 09/20/43) Long ABS-mortgage backed security US $527K 542K 0.00
GINNIE MAE II POOL P#MA1374 3.00000000 (GNMA II P#MA1374 3% 10/20/43) Long ABS-mortgage backed security US $49K 56K 0.00
GINNIE MAE II POOL P#MA1376 4.00000000 (GNMA II P#MA1376 4% 10/20/43) Long ABS-mortgage backed security US $1M 1M 0.01
GINNIE MAE II POOL P#MA1377 4.50000000 (GNMA II P#MA1377 4.5% 10/20/43) Long ABS-mortgage backed security US $1M 1M 0.01
GINNIE MAE II POOL P#MA1523 4.50000000 (GNMA II P#MA1523 4.5% 12/20/43) Long ABS-mortgage backed security US $556K 573K 0.00
GINNIE MAE II POOL P#MA1599 3.00000000 (GNMA II P#MA1599 3% 01/20/44) Long ABS-mortgage backed security US $276K 311K 0.00
GINNIE MAE II POOL P#MA1998 5.00000000 (GNMA II P#MA1998 5% 06/20/44) Long ABS-mortgage backed security US $298K 298K 0.00
GINNIE MAE II POOL P#MA2072 3.00000000 (GNMA II P#MA2072 3% 07/20/44) Long ABS-mortgage backed security US $107K 120K 0.00
GINNIE MAE II POOL P#MA2076 5.00000000 (GNMA II P#MA2076 5% 07/20/44) Long ABS-mortgage backed security US $249K 249K 0.00
GINNIE MAE II POOL P#MA2372 4.00000000 (GNMA II P#MA2372 4% 11/20/44) Long ABS-mortgage backed security US $708K 749K 0.00
GINNIE MAE II POOL P#MA2444 3.00000000 (GNMA II P#MA2444 3% 12/20/44) Long ABS-mortgage backed security US $170K 191K 0.00
GINNIE MAE II POOL P#MA2446 4.00000000 (GNMA II P#MA2446 4% 12/20/44) Long ABS-mortgage backed security US $527K 556K 0.00
GINNIE MAE II POOL P#MA2678 3.50000000 (GNMA II P#MA2678 3.5% 03/20/45) Long ABS-mortgage backed security US $396K 434K 0.00
GINNIE MAE II POOL P#MA2679 4.00000000 (GNMA II P#MA2679 4% 03/20/45) Long ABS-mortgage backed security US $143K 151K 0.00
GINNIE MAE II POOL P#MA2753 3.00000000 (GNMA II P#MA2753 3% 04/20/45) Long ABS-mortgage backed security US $2M 2M 0.01
GINNIE MAE II POOL P#MA2754 3.50000000 (GNMA II P#MA2754 3.5% 04/20/45) Long ABS-mortgage backed security US $3M 3M 0.02
GINNIE MAE II POOL P#MA2825 3.00000000 (GNMA II P#MA2825 3% 05/20/45) Long ABS-mortgage backed security US $270K 304K 0.00
GINNIE MAE II POOL P#MA2827 4.00000000 (GNMA II P#MA2827 4% 05/20/45) Long ABS-mortgage backed security US $2M 2M 0.01
GINNIE MAE II POOL P#MA2960 3.00000000 (GNMA II P#MA2960 3% 07/20/45) Long ABS-mortgage backed security US $649K 731K 0.00
GINNIE MAE II POOL P#MA2962 4.00000000 (GNMA II P#MA2962 4% 07/20/45) Long ABS-mortgage backed security US $587K 624K 0.00
GINNIE MAE II POOL P#MA3035 4.00000000 (GNMA II P#MA3035 4% 08/20/45) Long ABS-mortgage backed security US $4M 4M 0.02
GINNIE MAE II POOL P#MA3037 5.00000000 (GNMA II P#MA3037 5% 08/20/45) Long ABS-mortgage backed security US $317K 317K 0.00
GINNIE MAE II POOL P#MA3172 3.00000000 (GNMA II P#MA3172 3% 10/20/45) Long ABS-mortgage backed security US $740K 834K 0.00
GINNIE MAE II POOL P#MA3173 3.50000000 (GNMA II P#MA3173 3.5% 10/20/45) Long ABS-mortgage backed security US $3M 3M 0.01
GINNIE MAE II POOL P#MA3175 4.50000000 (GNMA II P#MA3175 4.5% 10/20/45) Long ABS-mortgage backed security US $6M 6M 0.03
GINNIE MAE II POOL P#MA3243 3.00000000 (GNMA II P#MA3243 3% 11/20/45) Long ABS-mortgage backed security US $180K 203K 0.00
GINNIE MAE II POOL P#MA3245 4.00000000 (GNMA II P#MA3245 4% 11/20/45) Long ABS-mortgage backed security US $1M 1M 0.01
GINNIE MAE II POOL P#MA3376 3.50000000 (GNMA II P#MA3376 3.5% 01/20/46) Long ABS-mortgage backed security US $2M 2M 0.01
GINNIE MAE II POOL P#MA3377 4.00000000 (GNMA II P#MA3377 4% 01/20/46) Long ABS-mortgage backed security US $283K 300K 0.00
GINNIE MAE II POOL P#MA3378 4.50000000 (GNMA II P#MA3378 4.5% 01/20/46) Long ABS-mortgage backed security US $829K 857K 0.00
GINNIE MAE II POOL P#MA3521 3.50000000 (GNMA II P#MA3521 3.5% 03/20/46) Long ABS-mortgage backed security US $1M 1M 0.01
GINNIE MAE II POOL P#MA3522 4.00000000 (GNMA II P#MA3522 4% 03/20/46) Long ABS-mortgage backed security US $305K 324K 0.00
GINNIE MAE II POOL P#MA3596 3.00000000 (GNMA II P#MA3596 3% 04/20/46) Long ABS-mortgage backed security US $2M 2M 0.01
GINNIE MAE II POOL P#MA3597 3.50000000 (GNMA II P#MA3597 3.5% 04/20/46) Long ABS-mortgage backed security US $10M 11M 0.06
GINNIE MAE II POOL P#MA3598 4.00000000 (GNMA II P#MA3598 4% 04/20/46) Long ABS-mortgage backed security US $799K 848K 0.00
GINNIE MAE II POOL P#MA3662 3.00000000 (GNMA II P#MA3662 3% 05/20/46) Long ABS-mortgage backed security US $65K 74K 0.00
GINNIE MAE II POOL P#MA3663 3.50000000 (GNMA II P#MA3663 3.5% 05/20/46) Long ABS-mortgage backed security US $3M 3M 0.02
GINNIE MAE II POOL P#MA3664 4.00000000 (GNMA II P#MA3664 4% 05/20/46) Long ABS-mortgage backed security US $1M 1M 0.01
GINNIE MAE II POOL P#MA3737 4.00000000 (GNMA II P#MA3737 4% 06/20/46) Long ABS-mortgage backed security US $634K 673K 0.00
GINNIE MAE II POOL P#MA3802 3.00000000 (GNMA II P#MA3802 3% 07/20/46) Long ABS-mortgage backed security US $1M 1M 0.01
GINNIE MAE II POOL P#MA3803 3.50000000 (GNMA II P#MA3803 3.5% 07/20/46) Long ABS-mortgage backed security US $3M 3M 0.02
GINNIE MAE II POOL P#MA3805 4.50000000 (GNMA II P#MA3805 4.5% 07/20/46) Long ABS-mortgage backed security US $376K 387K 0.00
GINNIE MAE II POOL P#MA3873 3.00000000 (GNMA II P#MA3873 3% 08/20/46) Long ABS-mortgage backed security US $9M 11M 0.06
GINNIE MAE II POOL P#MA3874 3.50000000 (GNMA II P#MA3874 3.5% 08/20/46) Long ABS-mortgage backed security US $410K 450K 0.00
GINNIE MAE II POOL P#MA3936 3.00000000 (GNMA II P#MA3936 3% 09/20/46) Long ABS-mortgage backed security US $433K 490K 0.00
GINNIE MAE II POOL P#MA3937 3.50000000 (GNMA II P#MA3937 3.5% 09/20/46) Long ABS-mortgage backed security US $319K 350K 0.00
GINNIE MAE II POOL P#MA3939 4.50000000 (GNMA II P#MA3939 4.5% 09/20/46) Long ABS-mortgage backed security US $724K 757K 0.00
GINNIE MAE II POOL P#MA3940 5.00000000 (GNMA II P#MA3940 5% 09/20/46) Long ABS-mortgage backed security US $742K 742K 0.00
GINNIE MAE II POOL P#MA4069 3.50000000 (GNMA II P#MA4069 3.5% 11/20/46) Long ABS-mortgage backed security US $490K 538K 0.00
GINNIE MAE II POOL P#MA4070 4.00000000 (GNMA II P#MA4070 4% 11/20/46) Long ABS-mortgage backed security US $566K 602K 0.00
GINNIE MAE II POOL P#MA4071 4.50000000 (GNMA II P#MA4071 4.5% 11/20/46) Long ABS-mortgage backed security US $1M 1M 0.01
GINNIE MAE II POOL P#MA4125 2.50000000 (GNMA II P#MA4125 2.5% 12/20/46) Long ABS-mortgage backed security US $768K 902K 0.00
GINNIE MAE II POOL P#MA4127 3.50000000 (GNMA II P#MA4127 3.5% 12/20/46) Long ABS-mortgage backed security US $2M 2M 0.01
GINNIE MAE II POOL P#MA4195 3.00000000 (GNMA II P#MA4195 3% 01/20/47) Long ABS-mortgage backed security US $1M 1M 0.01
GINNIE MAE II POOL P#MA4196 3.50000000 (GNMA II P#MA4196 3.5% 01/20/47) Long ABS-mortgage backed security US $14K 15K 0.00
GINNIE MAE II POOL P#MA4261 3.00000000 (GNMA II P#MA4261 3% 02/20/47) Long ABS-mortgage backed security US $2M 2M 0.01
GINNIE MAE II POOL P#MA4262 3.50000000 (GNMA II P#MA4262 3.5% 02/20/47) Long ABS-mortgage backed security US $2M 2M 0.01
GINNIE MAE II POOL P#MA4263 4.00000000 (GNMA II P#MA4263 4% 02/20/47) Long ABS-mortgage backed security US $825K 880K 0.00
GINNIE MAE II POOL P#MA4320 3.00000000 (GNMA II P#MA4320 3% 03/20/47) Long ABS-mortgage backed security US $161K 183K 0.00
GINNIE MAE II POOL P#MA4321 3.50000000 (GNMA II P#MA4321 3.5% 03/20/47) Long ABS-mortgage backed security US $95K 104K 0.00
GINNIE MAE II POOL P#MA4322 4.00000000 (GNMA II P#MA4322 4% 03/20/47) Long ABS-mortgage backed security US $2M 2M 0.01
GINNIE MAE II POOL P#MA4323 4.50000000 (GNMA II P#MA4323 4.5% 03/20/47) Long ABS-mortgage backed security US $198K 205K 0.00
GINNIE MAE II POOL P#MA4382 3.50000000 (GNMA II P#MA4382 3.5% 04/20/47) Long ABS-mortgage backed security US $116K 128K 0.00
GINNIE MAE II POOL P#MA4451 3.50000000 (GNMA II P#MA4451 3.5% 05/20/47) Long ABS-mortgage backed security US $2M 2M 0.01
GINNIE MAE II POOL P#MA4452 4.00000000 (GNMA II P#MA4452 4% 05/20/47) Long ABS-mortgage backed security US $137K 147K 0.00
GINNIE MAE II POOL P#MA4511 4.00000000 (GNMA II P#MA4511 4% 06/20/47) Long ABS-mortgage backed security US $1M 1M 0.01
GINNIE MAE II POOL P#MA4586 3.50000000 (GNMA II P#MA4586 3.5% 07/20/47) Long ABS-mortgage backed security US $2M 2M 0.01
GINNIE MAE II POOL P#MA4587 4.00000000 (GNMA II P#MA4587 4% 06/20/47) Long ABS-mortgage backed security US $3M 3M 0.02
GINNIE MAE II POOL P#MA4588 4.50000000 (GNMA II P#MA4588 4.5% 07/20/47) Long ABS-mortgage backed security US $2M 2M 0.01
GINNIE MAE II POOL P#MA4652 3.50000000 (GNMA II P#MA4652 3.5% 08/20/47) Long ABS-mortgage backed security US $91K 100K 0.00
GINNIE MAE II POOL P#MA4654 4.50000000 (GNMA II P#MA4654 4.5% 08/20/47) Long ABS-mortgage backed security US $491K 508K 0.00
GINNIE MAE II POOL P#MA4720 4.00000000 (GNMA II P#MA4720 4% 09/20/47) Long ABS-mortgage backed security US $815K 869K 0.00
GINNIE MAE II POOL P#MA4721 4.50000000 (GNMA II P#MA4721 4.5% 09/20/47) Long ABS-mortgage backed security US $3M 3M 0.01
GINNIE MAE II POOL P#MA4777 3.00000000 (GNMA II P#MA4777 3% 10/20/47) Long ABS-mortgage backed security US $8M 9M 0.05
GINNIE MAE II POOL P#MA4781 5.00000000 (GNMA II P#MA4781 5% 10/20/47) Long ABS-mortgage backed security US $100K 101K 0.00
GINNIE MAE II POOL P#MA4837 3.50000000 (GNMA II P#MA4837 3.5% 11/20/47) Long ABS-mortgage backed security US $4M 4M 0.02
GINNIE MAE II POOL P#MA4840 5.00000000 (GNMA II P#MA4840 5% 11/20/47) Long ABS-mortgage backed security US $497K 502K 0.00
GINNIE MAE II POOL P#MA4900 3.50000000 (GNMA II P#MA4900 3.5% 12/20/47) Long ABS-mortgage backed security US $733K 808K 0.00
GINNIE MAE II POOL P#MA4901 4.00000000 (GNMA II P#MA4901 4% 12/20/47) Long ABS-mortgage backed security US $1M 1M 0.01
GINNIE MAE II POOL P#MA4963 4.00000000 (GNMA II P#MA4963 4% 01/20/48) Long ABS-mortgage backed security US $730K 780K 0.00
GINNIE MAE II POOL P#MA4964 4.50000000 (GNMA II P#MA4964 4.5% 01/20/48) Long ABS-mortgage backed security US $360K 374K 0.00
GINNIE MAE II POOL P#MA5020 4.00000000 (GNMA II P#MA5020 4% 02/20/48) Long ABS-mortgage backed security US $112K 120K 0.00
GINNIE MAE II POOL P#MA5021 4.50000000 (GNMA II P#MA5021 4.5% 02/20/48) Long ABS-mortgage backed security US $2M 2M 0.01
GINNIE MAE II POOL P#MA5079 4.50000000 (GNMA II P#MA5079 4.5% 03/20/48) Long ABS-mortgage backed security US $178K 184K 0.00
GINNIE MAE II POOL P#MA5136 3.50000000 (GNMA II P#MA5136 3.5% 04/20/48) Long ABS-mortgage backed security US $3M 3M 0.02
GINNIE MAE II POOL P#MA5138 4.50000000 (GNMA II P#MA5138 4.5% 04/20/48) Long ABS-mortgage backed security US $149K 155K 0.00
GINNIE MAE II POOL P#MA5264 4.00000000 (GNMA II P#MA5264 4% 06/20/48) Long ABS-mortgage backed security US $2M 2M 0.01
GINNIE MAE II POOL P#MA5467 4.50000000 (GNMA II P#MA5467 4.5% 09/20/48) Long ABS-mortgage backed security US $366K 380K 0.00
GINNIE MAE II POOL P#MA5765 5.00000000 (GNMA II P#MA5765 5% 02/20/49) Long ABS-mortgage backed security US $2M 3M 0.01
GINNIE MAE II POOL P#MA5985 3.50000000 (GNMA II P#MA5985 3.5% 06/20/49) Long ABS-mortgage backed security US $630K 696K 0.00
GINNIE MAE II POOL P#MA6038 3.00000000 (GNMA II P#MA6038 3% 07/20/49) Long ABS-mortgage backed security US $2M 2M 0.01
GINNIE MAE II POOL P#MA6218 3.00000000 (GNMA II P#MA6218 3% 10/20/49) Long ABS-mortgage backed security US $4M 5M 0.02
GINNIE MAE II POOL P#MA6283 3.00000000 (GNMA II P#MA6283 3% 11/20/49) Long ABS-mortgage backed security US $4M 5M 0.02
GINNIE MAE II POOL P#MA6338 3.00000000 (GNMA II P#MA6338 3% 12/20/49) Long ABS-mortgage backed security US $5M 6M 0.03
GINNIE MAE II POOL P#MA6409 3.00000000 (GNMA II P#MA6409 3% 01/20/50) Long ABS-mortgage backed security US $5M 6M 0.03
GINNIE MAE II POOL P#MA6411 4.00000000 (GNMA II P#MA6411 4% 01/20/50) Long ABS-mortgage backed security US $2M 2M 0.01
GINNIE MAE II POOL P#MA6474 3.00000000 (GNMA II P#MA6474 3% 02/20/50) Long ABS-mortgage backed security US $92K 105K 0.00
GINNIE MAE II POOL P#MA6709 2.50000000 (GNMA II P#MA6709 2.5% 06/20/50) Long ABS-mortgage backed security US $1M 2M 0.01
GINNIE MAE II POOL P#MA6865 2.50000000 (GNMA II P#MA6865 2.5% 09/20/50) Long ABS-mortgage backed security US $43K 51K 0.00
GINNIE MAE II POOL P#MA6866 3.00000000 (GNMA II P#MA6866 3% 09/20/50) Long ABS-mortgage backed security US $268K 307K 0.00
GINNIE MAE II POOL P#MA6921 2.00000000 (GNMA II P#MA6921 2% 10/20/50) Long ABS-mortgage backed security US $4M 5M 0.02
GINNIE MAE II POOL P#MA6931 2.50000000 (GNMA II P#MA6931 2.5% 10/20/50) Long ABS-mortgage backed security US $197K 234K 0.00
GINNIE MAE II POOL P#MA6995 2.50000000 (GNMA II P#MA6995 2.5% 11/20/50) Long ABS-mortgage backed security US $150K 178K 0.00
GINNIE MAE II POOL P#MA7052 2.50000000 (GNMA II P#MA7052 2.5% 12/20/50) Long ABS-mortgage backed security US $3M 3M 0.02
GINNIE MAE II POOL P#MA7135 2.00000000 (GNMA II P#MA7135 2% 01/20/51) Long ABS-mortgage backed security US $11M 13M 0.06
GINNIE MAE II POOL P#MA7136 2.50000000 (GNMA II P#MA7136 2.5% 01/20/51) Long ABS-mortgage backed security US $2M 2M 0.01
GINNIE MAE II POOL P#MA7193 2.50000000 (GNMA II P#MA7193 2.5% 02/20/51) Long ABS-mortgage backed security US $11M 13M 0.06
GINNIE MAE II POOL P#MA7195 3.50000000 (GNMA II P#MA7195 3.5% 02/20/51) Long ABS-mortgage backed security US $2M 2M 0.01
GINNIE MAE II POOL P#MA7254 2.00000000 (GNMA II P#MA7254 2% 03/20/51) Long ABS-mortgage backed security US $3M 4M 0.02
GINNIE MAE II POOL P#MA7255 2.50000000 (GNMA II P#MA7255 2.5% 03/20/51) Long ABS-mortgage backed security US $12M 15M 0.07
GINNIE MAE II POOL P#MA7312 2.50000000 (GNMA II P#MA7312 2.5% 04/20/51) Long ABS-mortgage backed security US $10M 12M 0.06
GINNIE MAE II POOL P#MA7367 2.50000000 (GNMA II P#MA7367 2.5% 05/20/51) Long ABS-mortgage backed security US $8M 9M 0.04
GINNIE MAE II POOL P#MA7368 3.00000000 (GNMA II P#MA7368 3% 05/20/51) Long ABS-mortgage backed security US $4M 5M 0.02
GINNIE MAE II POOL P#MA7420 3.50000000 (GNMA II P#MA7420 3.5% 06/20/51) Long ABS-mortgage backed security US $1M 2M 0.01
GINNIE MAE II POOL P#MA7473 3.00000000 (GNMA II P#MA7473 3% 07/20/51) Long ABS-mortgage backed security US $23M 27M 0.14
GINNIE MAE II POOL P#MA7533 2.00000000 (GNMA II P#MA7533 2% 08/20/51) Long ABS-mortgage backed security US $3M 3M 0.02
GINNIE MAE II POOL P#MA7534 2.50000000 (GNMA II P#MA7534 2.5% 08/20/51) Long ABS-mortgage backed security US $47M 56M 0.28
GINNIE MAE II POOL P#MA7535 3.00000000 (GNMA II P#MA7535 3% 08/20/51) Long ABS-mortgage backed security US $17M 19M 0.10
GINNIE MAE II POOL P#MA7589 2.50000000 (GNMA II P#MA7589 2.5% 09/20/51) Long ABS-mortgage backed security US $12M 14M 0.07
GINNIE MAE II POOL P#MA7590 3.00000000 (GNMA II P#MA7590 3% 09/20/51) Long ABS-mortgage backed security US $3M 3M 0.02
GINNIE MAE II POOL P#MA7648 2.00000000 (GNMA II P#MA7648 2% 10/20/51) Long ABS-mortgage backed security US $10M 12M 0.06
GINNIE MAE II POOL P#MA7649 2.50000000 (GNMA II P#MA7649 2.5% 10/20/51) Long ABS-mortgage backed security US $6M 7M 0.03
GINNIE MAE II POOL P#MA7650 3.00000000 (GNMA II P#MA7650 3% 10/20/51) Long ABS-mortgage backed security US $4M 5M 0.02
GINNIE MAE II POOL P#MA7704 2.00000000 (GNMA II P#MA7704 2% 11/20/51) Long ABS-mortgage backed security US $9M 12M 0.06
GINNIE MAE II POOL P#MA7705 2.50000000 (GNMA II P#MA7705 2.5% 11/20/51) Long ABS-mortgage backed security US $13M 16M 0.08
GINNIE MAE II POOL P#MA7706 3.00000000 (GNMA II P#MA7706 3% 11/20/51) Long ABS-mortgage backed security US $361K 414K 0.00
GINNIE MAE II POOL P#MA7766 2.00000000 (GNMA II P#MA7766 2% 12/20/51) Long ABS-mortgage backed security US $4M 5M 0.02
GINNIE MAE II POOL P#MA7767 2.50000000 (GNMA II P#MA7767 2.5% 12/20/51) Long ABS-mortgage backed security US $18M 21M 0.11
GINNIE MAE II POOL P#MA7768 3.00000000 (GNMA II P#MA7768 3% 12/20/51) Long ABS-mortgage backed security US $2M 2M 0.01
GINNIE MAE II POOL P#MA7826 2.00000000 (GNMA II P#MA7826 2% 01/20/52) Long ABS-mortgage backed security US $7M 9M 0.04
GINNIE MAE II POOL P#MA7883 3.50000000 (GNMA II P#MA7883 3.5% 02/20/52) Long ABS-mortgage backed security US $6M 7M 0.03
GINNIE MAE II POOL P#MA7990 4.00000000 (GNMA II P#MA7990 4% 04/20/52) Long ABS-mortgage backed security US $4M 4M 0.02
GINNIE MAE II POOL P#MA8100 4.00000000 (GNMA II P#MA8100 4% 06/20/52) Long ABS-mortgage backed security US $884K 956K 0.01
GINNIE MAE II POOL P#MA8200 4.00000000 (GNMA II P#MA8200 4% 08/20/52) Long ABS-mortgage backed security US $24M 26M 0.14
GINNIE MAE II POOL P#MA8426 4.00000000 (GNMA II P#MA8426 4% 11/20/52) Long ABS-mortgage backed security US $3M 3M 0.02
GINNIE MAE II POOL P#MA8568 4.50000000 (GNMA II P#MA8568 4.5% 01/20/53) Long ABS-mortgage backed security US $11M 12M 0.07
GINNIE MAE II POOL P#MA8571 6.00000000 (GNMA II P#MA8571 6% 01/20/53) Long ABS-mortgage backed security US $3M 3M 0.02
GINNIE MAE II POOL P#MA8642 2.50000000 (GNMA II P#MA8642 2.5% 02/20/53) Long ABS-mortgage backed security US $3M 3M 0.02
GINNIE MAE II POOL P#MA8877 4.50000000 (GNMA II P#MA8877 4.5% 05/20/53) Long ABS-mortgage backed security US $2M 2M 0.01
GITSIT MORTGAGE LOAN TRUST 2024-NPL1 SER 2024-NPL1 CL A1 V/R REGD 144A P/P 7.46580000 (GITST 2024-NPL1 V/R 06/25/54) Long ABS-collateralized bond/debt obligation US $6M 6M 0.03
GLENCORE FUNDING LLC REGD 144A P/P 2.62500000 (GLENCORE FUNDI 2.625% 09/23/31) Long Debt US $3M 4M 0.02
GLENCORE FUNDING LLC REGD 144A P/P 3.87500000 (GLENCORE FUNDI 3.875% 10/27/27) Long Debt US $835K 875K 0.00
GLENCORE FUNDING LLC REGD 144A P/P 3.87500000 (GLENCORE FUNDI 3.875% 04/27/51) Long Debt US $714K 1M 0.00
GLENCORE FUNDING LLC REGD 144A P/P 4.00000000 (GLENCORE FUNDING L 4% 03/27/27) Long Debt US $6M 6M 0.04
GLENCORE FUNDING LLC REGD 144A P/P 5.33800000 (GLENCORE FUNDI 5.338% 04/04/27) Long Debt US $7M 7M 0.04
GLENCORE FUNDING LLC REGD 144A P/P 5.37100000 (GLENCORE FUNDI 5.371% 04/04/29) Long Debt US $5M 5M 0.03
GLENCORE FUNDING LLC REGD 144A P/P 5.63400000 (GLENCORE FUNDI 5.634% 04/04/34) Long Debt US $5M 5M 0.03
GLENCORE FUNDING LLC REGD 144A P/P 5.70000000 (GLENCORE FUNDING 5.7% 05/08/33) Long Debt US $2M 2M 0.01
GLENCORE FUNDING LLC REGD 144A P/P 6.37500000 (GLENCORE FUNDI 6.375% 10/06/30) Long Debt US $3M 3M 0.02
GLENCORE FUNDING LLC REGD 144A P/P 6.50000000 (GLENCORE FUNDING 6.5% 10/06/33) Long Debt US $7M 7M 0.04
GLOBAL PAYMENTS INC REGD 3.20000000 (GLOBAL PAYMENTS 3.2% 08/15/29) Long Debt US $4M 5M 0.03
GLOBAL PAYMENTS INC REGD 5.30000000 (GLOBAL PAYMENTS 5.3% 08/15/29) Long Debt US $957K 964K 0.01
GLOBE LIFE INC REGD 4.55000000 (GLOBE LIFE INC 4.55% 09/15/28) Long Debt US $3M 3M 0.02
GLS AUTO RECEIVABLES ISSUER TRUST 2021-1 SER 2021-1A CL D REGD 144A P/P 1.68000000 (GCAR 2021-1A D 1.68% 01/15/27) Long ABS-collateralized bond/debt obligation US $822K 840K 0.00
GLS AUTO RECEIVABLES ISSUER TRUST 2021-2 SER 2021-2A CL D REGD 144A P/P 1.42000000 (GCAR 2021-2A D 1.42% 06/15/25) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
GLS AUTO RECEIVABLES ISSUER TRUST 2021-4 SER 2021-4A CL D REGD 144A P/P 2.48000000 (GCAR 2021-4A D 2.48% 02/15/26) Long ABS-collateralized bond/debt obligation US $6M 6M 0.03
GLS AUTO RECEIVABLES ISSUER TRUST 2023-3 SER 2023-3A CL C REGD 144A P/P 6.01000000 (GCAR 2023-3A C 6.01% 05/15/29) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
GLS AUTO RECEIVABLES ISSUER TRUST 2023-4 SER 2023-4A CL C REGD 144A P/P 6.65000000 (GCAR 2023-4A C 6.65% 12/15/26) Long ABS-collateralized bond/debt obligation US $7M 7M 0.04
GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-2 SER 2024-2 CL A3 REGD 5.39000000 (GMALT 2024-2 A 5.39% 07/20/27) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-4 SER 2020-4 CL A4 REGD 0.50000000 (GMCAR 2020-4 A4 0.5% 07/16/24) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2021-1 SER 2021-1 CL A4 REGD 0.54000000 (GMCAR 2021-1 A 0.54% 10/16/24) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-4 SER 2023-4 CL B REGD 6.16000000 (GMCAR 2023-4 B 6.16% 05/16/27) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-4 SER 2023-4 CL C REGD 6.41000000 (GMCAR 2023-4 C 6.41% 05/16/27) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
GM FINANCIAL REVOLVING RECEIVABLES TRUST 2021-1 SER 2021-1 CL B REGD 144A P/P 1.49000000 (GMREV 2021-1 B 1.49% 09/11/26) Long ABS-collateralized bond/debt obligation US $456K 500K 0.00
GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-2 SER 2023-2 CL A REGD 144A P/P 5.77000000 (GMREV 2023-2 A 5.77% 11/13/28) Long ABS-collateralized bond/debt obligation US $21M 21M 0.12
GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1 SER 2024-1 CL A REGD 144A P/P 4.98000000 (GMREV 2024-1 A 4.98% 03/11/29) Long ABS-collateralized bond/debt obligation US $8M 8M 0.05
GMACM MORTGAGE LOAN TRUST 2005-AR3 SER 2005-AR3 CL 3A4 V/R REGD 4.38716300 (GMACM 2005-AR3 3 V/R 06/19/35) Long ABS-collateralized bond/debt obligation US $23K 25K 0.00
GMF FLOORPLAN OWNER REVOLVING TRUST SER 2024-1A CL A1 REGD 144A P/P 5.13000000 (GFORT 2024-1A 5.13% 03/15/27) Long ABS-collateralized bond/debt obligation US $22M 22M 0.13
GMF FLOORPLAN OWNER REVOLVING TRUST SER 2024-2A CL A REGD 144A P/P 5.06000000 (GFORT 2024-2A 5.06% 03/15/29) Long ABS-collateralized bond/debt obligation US $8M 8M 0.05
GNMA 30YR TBA 3.0% JUL 54 TO BE ANNOUNCED 3.00000000 Long ABS-mortgage backed security US $2M 3M 0.01
GNMA 30YR TBA 5% JUL 24 TO BE ANNOUNCED 5.00000000 Long ABS-mortgage backed security US $7M 7M 0.04
GNMA II 30 YR TBA 2% JULY 24 TO BE ANNOUNCED 2.00000000 Long ABS-mortgage backed security US $17M 21M 0.10
GNMA TBA 30 UR 2.5% JUL 24 TO BE ANNOUNCED 2.50000000 Long ABS-mortgage backed security US $3M 4M 0.02
GNMA2 30YR TBA 5.5% JUL 13 TO BE ANNOUNCED 5.50000000 Long ABS-mortgage backed security US $8M 8M 0.05
GNR 2007-40 SN V/R 07/20/37 1.22685000 Long Real estate US $2K 71K 0.00
GOLDEN CREDIT CARD TRUST SER 2022-4A CL A REGD 144A P/P 4.31000000 (GCCT 2022-4A A 4.31% 09/15/25) Long ABS-collateralized bond/debt obligation CA $10M 10M 0.06
GOLDMAN SACHS BANK USA REGD V/R 5.41400000 (GOLDMAN SACHS BAN V/R 05/21/27) Long Debt US $8M 8M 0.05
GOLDMAN SACHS CAPITAL I REGD 6.34500000 (GOLDMAN SACHS 6.345% 02/15/34) Long Debt US $131K 127K 0.00
GOLDMAN SACHS GROUP INC REGD 3.75000000 (GOLDMAN SACHS G 3.75% 02/25/26) Long Debt US $9M 9M 0.05
GOLDMAN SACHS GROUP INC REGD 6.75000000 (GOLDMAN SACHS G 6.75% 10/01/37) Long Debt US $2M 2M 0.01
GOLDMAN SACHS GROUP INC REGD V/R 1.43100000 (GOLDMAN SACHS GRO V/R 03/09/27) Long Debt US $5M 5M 0.03
GOLDMAN SACHS GROUP INC REGD V/R 1.54200000 (GOLDMAN SACHS GRO V/R 09/10/27) Long Debt US $6M 6M 0.03
GOLDMAN SACHS GROUP INC REGD V/R 1.94800000 (GOLDMAN SACHS GRO V/R 10/21/27) Long Debt US $2M 3M 0.01
GOLDMAN SACHS GROUP INC REGD V/R 1.99200000 (GOLDMAN SACHS GRO V/R 01/27/32) Long Debt US $6M 7M 0.04
GOLDMAN SACHS GROUP INC REGD V/R 2.61500000 (GOLDMAN SACHS GRO V/R 04/22/32) Long Debt US $8M 10M 0.05
GOLDMAN SACHS GROUP INC REGD V/R 2.64000000 (GOLDMAN SACHS GRO V/R 02/24/28) Long Debt US $8M 8M 0.05
GOLDMAN SACHS GROUP INC REGD V/R 3.61500000 (GOLDMAN SACHS GRO V/R 03/15/28) Long Debt US $14M 15M 0.08
GOLDMAN SACHS GROUP INC REGD V/R 3.69100000 (GOLDMAN SACHS GRO V/R 06/05/28) Long Debt US $9M 10M 0.06
GOLDMAN SACHS GROUP INC REGD V/R 4.22300000 (GOLDMAN SACHS GRO V/R 05/01/29) Long Debt US $5M 5M 0.03
GOLDMAN SACHS GROUP INC REGD V/R 4.41100000 (GOLDMAN SACHS GRO V/R 04/23/39) Long Debt US $2M 2M 0.01
GOLDMAN SACHS GROUP INC REGD V/R 5.72700000 (GOLDMAN SACHS GRO V/R 04/25/30) Long Debt US $5M 5M 0.03
GOLDMAN SACHS GROUP INC REGD V/R 6.48400000 (GOLDMAN SACHS GRO V/R 10/24/29) Long Debt US $3M 3M 0.02
GOLDMAN SACHS GROUP INC REGD V/R SER DMTN 2.38300000 (GOLDMAN SACHS GRO V/R 07/21/32) Long Debt US $3M 3M 0.02
GOODGREEN 2017-1 TRUST SER 2017-1A CL A REGD 144A P/P 3.74000000 (GOODG 2017-1A 3.74% 10/15/52) Long ABS-collateralized bond/debt obligation US $551K 611K 0.00
GOODGREEN 2017-2 TRUST SER 2017-2A CL A REGD 144A P/P 3.26000000 (GOODG 2017-2A 3.26% 10/15/53) Long ABS-collateralized bond/debt obligation KY $2M 2M 0.01
GOODGREEN 2017-R1 REGD 144A 5.00000000 (GOODGREEN 2017-R1 5% 10/20/51) Long ABS-collateralized bond/debt obligation KY $881K 909K 0.01
GOODGREEN 2019-2 SER 2019-2A CL A REGD 144A P/P 2.76000000 (GOODG 2019-2A 2.76% 10/15/31) Long ABS-collateralized bond/debt obligation KY $2M 3M 0.01
GOODGREEN 2023-1 SER 2023-1A CL A REGD 144A P/P 5.90000000 (GOODG 2023-1A A 5.9% 01/17/61) Long ABS-collateralized bond/debt obligation US $6M 6M 0.04
GOODMAN US FIN FOUR REGD 144A P/P 4.50000000 (GOODMAN US FIN F 4.5% 10/15/37) Long Debt US $172K 200K 0.00
GOODMAN US FIN THREE REGD 144A P/P 3.70000000 (GOODMAN US FIN T 3.7% 03/15/28) Long Debt US $808K 862K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2001-35 CL SA V/R 2.80668000 (GNR 2001-35 SA V/R 08/16/31) Long ABS-collateralized bond/debt obligation US $1.69 5K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2002-52 CL GH 6.50000000 (GNR 2002-52 GH 6.5% 07/20/32) Long ABS-collateralized bond/debt obligation US $26K 27K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2003-112 CL SA V/R 1.10668000 (GNR 2003-112 SA V/R 12/16/33) Long ABS-collateralized bond/debt obligation US $274.89 31K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2003-12 CL SP V/R 2.26544000 (GNR 2003-12 SP V/R 02/20/33) Long ABS-collateralized bond/debt obligation US $12.33 9K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2003-25 CL PZ 5.50000000 (GNR 2003-25 PZ 5.5% 04/20/33) Long ABS-collateralized bond/debt obligation US $77K 77K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2003-46 CL MG 6.50000000 (GNR 2003-46 MG 6.5% 05/20/33) Long ABS-collateralized bond/debt obligation US $28K 28K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2003-52 CL AP ZCP 0.00000000 (GNR 2003-52 AP ZCP 06/16/33) Long ABS-collateralized bond/debt obligation US $11K 13K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2003-58 CL BE 6.50000000 (GNR 2003-58 BE 6.5% 01/20/33) Long ABS-collateralized bond/debt obligation US $36K 36K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2003-75 CL ZX 6.00000000 (GNR 2003-75 ZX 6% 09/16/33) Long ABS-collateralized bond/debt obligation US $41K 41K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2003-97 CL SA V/R 1.10668000 (GNR 2003-97 SA V/R 11/16/33) Long ABS-collateralized bond/debt obligation US $83.49 19K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2004-17 CL MZ 5.50000000 (GNR 2004-17 MZ 5.5% 03/16/34) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2004-28 CL S V/R 4.69337000 (GNR 2004-28 S V/R 04/16/34) Long ABS-collateralized bond/debt obligation US $15K 14K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2004-46 CL PO ZCP 0.00000000 (GNR 2004-46 PO ZCP 06/20/34) Long ABS-collateralized bond/debt obligation US $24K 26K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2004-49 CL Z 6.00000000 (GNR 2004-49 Z 6% 06/20/34) Long ABS-collateralized bond/debt obligation US $105K 104K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2004-71 CL SB V/R 2.68542000 (GNR 2004-71 SB V/R 09/20/34) Long ABS-collateralized bond/debt obligation US $11K 11K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2004-71 CL ST V/R 7.00000000 (GNR 2004-71 ST V/R 09/20/34) Long ABS-collateralized bond/debt obligation US $11K 11K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2004-73 CL JL V/R 1.10668000 (GNR 2004-73 JL V/R 09/16/34) Long ABS-collateralized bond/debt obligation US $8K 108K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2004-89 CL LS V/R 4.42449000 (GNR 2004-89 LS V/R 10/16/34) Long ABS-collateralized bond/debt obligation US $8K 7K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2004-90 CL SI V/R 0.64685000 (GNR 2004-90 SI V/R 10/20/34) Long ABS-collateralized bond/debt obligation US $7K 149K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2004-96 CL SC V/R 0.62685000 (GNR 2004-96 SC V/R 11/20/34) Long ABS-collateralized bond/debt obligation US $35.59 93K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2005-3 CL SK V/R 1.29685000 (GNR 2005-3 SK V/R 01/20/35) Long ABS-collateralized bond/debt obligation US $6K 100K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2005-56 CL IC 5.50000000 (GNR 2005-56 IC 5.5% 07/20/35) Long ABS-collateralized bond/debt obligation US $1K 10K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2005-65 CL SA V/R 2.07185000 (GNR 2005-65 SA V/R 08/20/35) Long ABS-collateralized bond/debt obligation US $3K 3K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2005-66 CL SP V/R 2.68893000 (GNR 2005-66 SP V/R 08/16/35) Long ABS-collateralized bond/debt obligation US $6K 6K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2005-68 CL DP V/R 3.31730000 (GNR 2005-68 DP V/R 06/17/35) Long ABS-collateralized bond/debt obligation US $24K 24K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2005-68 CL KI V/R 0.84685000 (GNR 2005-68 KI V/R 09/20/35) Long ABS-collateralized bond/debt obligation US $16K 211K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2005-7 CL JM V/R 4.74470000 (GNR 2005-7 JM V/R 05/18/34) Long ABS-collateralized bond/debt obligation US $300.75 301.51 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2005-72 CL AZ 5.50000000 (GNR 2005-72 AZ 5.5% 09/20/35) Long ABS-collateralized bond/debt obligation US $45K 45K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2005-82 CL PO ZCP 0.00000000 (GNR 2005-82 PO ZCP 10/20/35) Long ABS-collateralized bond/debt obligation US $12K 14K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2005-91 CL PI 6.00000000 (GNR 2005-91 PI 6% 12/20/35) Long ABS-collateralized bond/debt obligation US $2K 21K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2006-16 CL OP ZCP 0.00000000 (GNR 2006-16 OP ZCP 03/20/36) Long ABS-collateralized bond/debt obligation US $15K 18K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2006-22 CL AO ZCP 0.00000000 (GNR 2006-22 AO ZCP 05/20/36) Long ABS-collateralized bond/debt obligation US $23K 25K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2006-33 CL Z 6.50000000 (GNR 2006-33 Z 6.5% 07/20/36) Long ABS-collateralized bond/debt obligation US $113K 111K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2006-34 CL PO ZCP 0.00000000 (GNR 2006-34 PO ZCP 07/20/36) Long ABS-collateralized bond/debt obligation US $3K 3K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2006-38 CL ZK 6.50000000 (GNR 2006-38 ZK 6.5% 08/20/36) Long ABS-collateralized bond/debt obligation US $138K 139K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2006-57 CL PZ 5.56480000 (GNR 2006-57 P 5.564% 10/20/36) Long ABS-collateralized bond/debt obligation US $60K 60K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2006-59 CL SD V/R 1.24685000 (GNR 2006-59 SD V/R 10/20/36) Long ABS-collateralized bond/debt obligation US $2K 34K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2006-65 CL SA V/R 1.34685000 (GNR 2006-65 SA V/R 11/20/36) Long ABS-collateralized bond/debt obligation US $44.32 54K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-17 CL JI V/R 1.36668000 (GNR 2007-17 JI V/R 04/16/37) Long ABS-collateralized bond/debt obligation US $7K 91K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-17 CL JO V/R 0.00000000 (GNR 2007-17 JO V/R 04/16/37) Long ABS-collateralized bond/debt obligation US $30K 35K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-19 CL SD V/R 0.74685000 (GNR 2007-19 SD V/R 04/20/37) Long ABS-collateralized bond/debt obligation US $583.94 32K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-25 CL FN V/R 5.74332000 (GNR 2007-25 FN V/R 05/16/37) Long ABS-collateralized bond/debt obligation US $29K 29K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-26 CL SC V/R 0.74685000 (GNR 2007-26 SC V/R 05/20/37) Long ABS-collateralized bond/debt obligation US $2K 60K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-27 CL SD V/R 0.74685000 (GNR 2007-27 SD V/R 05/20/37) Long ABS-collateralized bond/debt obligation US $2K 65K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-28 CL BO ZCP 0.00000000 (GNR 2007-28 BO ZCP 05/20/37) Long ABS-collateralized bond/debt obligation US $4K 5K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-35 CL PO V/R 0.00000000 (GNR 2007-35 PO V/R 06/16/37) Long ABS-collateralized bond/debt obligation US $81K 92K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-36 CL HO ZCP 0.00000000 (GNR 2007-36 HO ZCP 06/16/37) Long ABS-collateralized bond/debt obligation US $8K 9K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-36 CL SE V/R 1.02668000 (GNR 2007-36 SE V/R 06/16/37) Long ABS-collateralized bond/debt obligation US $869.36 38K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-36 CL SJ V/R 0.79685000 (GNR 2007-36 SJ V/R 06/20/37) Long ABS-collateralized bond/debt obligation US $866.41 49K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-40 CL SD V/R 1.29685000 (GNR 2007-40 SD V/R 07/20/37) Long ABS-collateralized bond/debt obligation US $2K 53K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-45 CL QA V/R 1.18685000 (GNR 2007-45 QA V/R 07/20/37) Long ABS-collateralized bond/debt obligation US $4K 75K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-53 CL ES V/R 1.09685000 (GNR 2007-53 ES V/R 09/20/37) Long ABS-collateralized bond/debt obligation US $2K 54K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-53 CL SW V/R 3.84555000 (GNR 2007-53 SW V/R 09/20/37) Long ABS-collateralized bond/debt obligation US $13K 12K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-57 CL PO ZCP 0.00000000 (GNR 2007-57 PO ZCP 03/20/37) Long ABS-collateralized bond/debt obligation US $5K 5K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-67 CL SI V/R 1.05685000 (GNR 2007-67 SI V/R 11/20/37) Long ABS-collateralized bond/debt obligation US $1K 63K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-72 CL US V/R 1.09685000 (GNR 2007-72 US V/R 11/20/37) Long ABS-collateralized bond/debt obligation US $743.86 53K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-73 CL MI V/R 0.54685000 (GNR 2007-73 MI V/R 11/20/37) Long ABS-collateralized bond/debt obligation US $926.47 60K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-74 CL SL V/R 1.09668000 (GNR 2007-74 SL V/R 11/16/37) Long ABS-collateralized bond/debt obligation US $642.66 65K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-76 CL SB V/R 1.04685000 (GNR 2007-76 SB V/R 11/20/37) Long ABS-collateralized bond/debt obligation US $2K 117K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-79 CL SY V/R 1.09685000 (GNR 2007-79 SY V/R 12/20/37) Long ABS-collateralized bond/debt obligation US $2K 78K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-9 CL CI V/R 0.74685000 (GNR 2007-9 CI V/R 03/20/37) Long ABS-collateralized bond/debt obligation US $3K 67K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-1 CL PO ZCP 0.00000000 (GNR 2008-1 PO ZCP 01/20/38) Long ABS-collateralized bond/debt obligation US $3K 4K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-17 CL IO 5.50000000 (GNR 2008-17 IO 5.5% 02/20/38) Long ABS-collateralized bond/debt obligation US $29.76 12K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-33 CL XS V/R 2.25668000 (GNR 2008-33 XS V/R 04/16/38) Long ABS-collateralized bond/debt obligation US $2K 36K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-36 CL SH V/R 0.84685000 (GNR 2008-36 SH V/R 04/20/38) Long ABS-collateralized bond/debt obligation US $40.3 79K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-40 CL SA V/R 0.95668000 (GNR 2008-40 SA V/R 05/16/38) Long ABS-collateralized bond/debt obligation US $13K 234K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-50 CL KB 6.00000000 (GNR 2008-50 KB 6% 06/20/38) Long ABS-collateralized bond/debt obligation US $42K 41K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-55 CL SA V/R 0.74685000 (GNR 2008-55 SA V/R 06/20/38) Long ABS-collateralized bond/debt obligation US $579.25 20K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-58 CL FA V/R 6.27315000 (GNR 2008-58 FA V/R 07/20/38) Long ABS-collateralized bond/debt obligation US $152K 151K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-60 CL CS V/R 0.69685000 (GNR 2008-60 CS V/R 07/20/38) Long ABS-collateralized bond/debt obligation US $2K 68K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-69 CL QD 5.75000000 (GNR 2008-69 QD 5.75% 07/20/38) Long ABS-collateralized bond/debt obligation US $12K 12K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-7 CL SK V/R 3.59055000 (GNR 2008-7 SK V/R 11/20/37) Long ABS-collateralized bond/debt obligation US $6K 6K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-7 CL SP V/R 2.49370000 (GNR 2008-7 SP V/R 10/20/37) Long ABS-collateralized bond/debt obligation US $8K 9K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-71 CL SC V/R 0.54685000 (GNR 2008-71 SC V/R 08/20/38) Long ABS-collateralized bond/debt obligation US $236.75 23K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-76 CL US V/R 0.44685000 (GNR 2008-76 US V/R 09/20/38) Long ABS-collateralized bond/debt obligation US $2K 82K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-79 CL CS V/R 1.34685000 (GNR 2008-79 CS V/R 06/20/35) Long ABS-collateralized bond/debt obligation US $48K 51K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-81 CL S V/R 0.74685000 (GNR 2008-81 S V/R 09/20/38) Long ABS-collateralized bond/debt obligation US $2K 171K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-93 CL AS V/R 0.24685000 (GNR 2008-93 AS V/R 12/20/38) Long ABS-collateralized bond/debt obligation US $4K 92K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-95 CL DS V/R 1.84685000 (GNR 2008-95 DS V/R 12/20/38) Long ABS-collateralized bond/debt obligation US $4K 148K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-96 CL SL V/R 0.54685000 (GNR 2008-96 SL V/R 12/20/38) Long ABS-collateralized bond/debt obligation US $994.44 51K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-10 CL SA V/R 0.49685000 (GNR 2009-10 SA V/R 02/20/39) Long ABS-collateralized bond/debt obligation US $3K 64K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-104 CL AB 7.00000000 (GNR 2009-104 AB 7% 08/16/39) Long ABS-collateralized bond/debt obligation US $3K 3K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-106 CL AS V/R 0.95668000 (GNR 2009-106 AS V/R 11/16/39) Long ABS-collateralized bond/debt obligation US $11K 140K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-106 CL ST V/R 0.54685000 (GNR 2009-106 ST V/R 02/20/38) Long ABS-collateralized bond/debt obligation US $17K 485K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-11 CL SC V/R 0.70668000 (GNR 2009-11 SC V/R 02/16/39) Long ABS-collateralized bond/debt obligation US $941.66 43K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-14 CL KI 6.50000000 (GNR 2009-14 KI 6.5% 03/20/39) Long ABS-collateralized bond/debt obligation US $2K 22K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-14 CL NI 6.50000000 (GNR 2009-14 NI 6.5% 03/20/39) Long ABS-collateralized bond/debt obligation US $6K 50K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-22 CL SA V/R 0.81685000 (GNR 2009-22 SA V/R 04/20/39) Long ABS-collateralized bond/debt obligation US $5K 102K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-25 CL SE V/R 2.14685000 (GNR 2009-25 SE V/R 09/20/38) Long ABS-collateralized bond/debt obligation US $1K 35K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-31 CL TS V/R 0.84685000 (GNR 2009-31 TS V/R 03/20/39) Long ABS-collateralized bond/debt obligation US $419.32 31K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-33 CL CI 5.50000000 (GNR 2009-33 CI 5.5% 05/20/39) Long ABS-collateralized bond/debt obligation US $1K 14K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-33 CL TI 6.00000000 (GNR 2009-33 TI 6% 05/20/39) Long ABS-collateralized bond/debt obligation US $2K 19K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-42 CL SC V/R 0.62685000 (GNR 2009-42 SC V/R 06/20/39) Long ABS-collateralized bond/debt obligation US $5K 86K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-43 CL SA V/R 0.49685000 (GNR 2009-43 SA V/R 06/20/39) Long ABS-collateralized bond/debt obligation US $2K 63K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-6 CL SA V/R 0.65668000 (GNR 2009-6 SA V/R 02/16/39) Long ABS-collateralized bond/debt obligation US $10.89 33K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-6 CL SH V/R 0.58685000 (GNR 2009-6 SH V/R 02/20/39) Long ABS-collateralized bond/debt obligation US $14.15 39K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-64 CL SN V/R 0.65668000 (GNR 2009-64 SN V/R 07/16/39) Long ABS-collateralized bond/debt obligation US $3K 74K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-72 CL SM V/R 0.80668000 (GNR 2009-72 SM V/R 08/16/39) Long ABS-collateralized bond/debt obligation US $5K 93K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-75 CL MN 5.50000000 (GNR 2009-75 MN 5.5% 09/20/39) Long ABS-collateralized bond/debt obligation US $312K 306K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-79 CL OK ZCP 0.00000000 (GNR 2009-79 OK ZCP 11/16/37) Long ABS-collateralized bond/debt obligation US $78K 92K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-81 CL SB V/R 0.63685000 (GNR 2009-81 SB V/R 09/20/39) Long ABS-collateralized bond/debt obligation US $11K 168K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-87 CL BE 5.50000000 (GNR 2009-87 BE 5.5% 10/20/39) Long ABS-collateralized bond/debt obligation US $343K 338K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2010-103 CL WA V/R 5.66851000 (GNR 2010-103 WA V/R 08/20/34) Long ABS-collateralized bond/debt obligation US $28K 28K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2010-129 CL AW V/R 5.86942000 (GNR 2010-129 AW V/R 04/20/37) Long ABS-collateralized bond/debt obligation US $35K 34K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2010-130 CL CP 7.00000000 (GNR 2010-130 CP 7% 10/16/40) Long ABS-collateralized bond/debt obligation US $172K 165K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2010-14 CL BO ZCP 0.00000000 (GNR 2010-14 BO ZCP 11/20/35) Long ABS-collateralized bond/debt obligation US $17K 21K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2010-14 CL CO ZCP 0.00000000 (GNR 2010-14 CO ZCP 08/20/35) Long ABS-collateralized bond/debt obligation US $52K 59K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2010-157 CL OP ZCP 0.00000000 (GNR 2010-157 OP ZCP 12/20/40) Long ABS-collateralized bond/debt obligation US $162K 195K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2010-41 CL WA V/R 5.82051000 (GNR 2010-41 WA V/R 10/20/33) Long ABS-collateralized bond/debt obligation US $49K 49K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2010-H17 CL XQ V/R 5.14357000 (GNR 2010-H17 XQ V/R 07/20/60) Long ABS-collateralized bond/debt obligation US $2K 2K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2011-137 CL WA V/R 5.59034000 (GNR 2011-137 WA V/R 07/20/40) Long ABS-collateralized bond/debt obligation US $97K 96K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2011-157 CL UY 3.00000000 (GNR 2011-157 UY 3% 12/20/41) Long ABS-collateralized bond/debt obligation US $862K 1M 0.01
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2011-163 CL WA V/R 5.86558000 (GNR 2011-163 WA V/R 12/20/38) Long ABS-collateralized bond/debt obligation US $222K 219K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2011-22 CL WA V/R 5.85038000 (GNR 2011-22 WA V/R 02/20/37) Long ABS-collateralized bond/debt obligation US $20K 20K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2011-75 CL SM V/R 1.14685000 (GNR 2011-75 SM V/R 05/20/41) Long ABS-collateralized bond/debt obligation US $6K 113K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2011-97 CL WA V/R 6.09539000 (GNR 2011-97 WA V/R 11/20/38) Long ABS-collateralized bond/debt obligation US $53K 52K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2011-H11 CL FA V/R 5.93732000 (GNR 2011-H11 FA V/R 03/20/61) Long ABS-collateralized bond/debt obligation US $455K 455K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2011-H19 CL FA V/R 5.90732000 (GNR 2011-H19 FA V/R 08/20/61) Long ABS-collateralized bond/debt obligation US $80K 80K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-141 CL WA V/R 4.51200000 (GNR 2012-141 WA V/R 11/16/41) Long ABS-collateralized bond/debt obligation US $159K 163K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-141 CL WB V/R 4.02298000 (GNR 2012-141 WB V/R 09/16/42) Long ABS-collateralized bond/debt obligation US $85K 92K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-141 CL WC V/R 3.72269000 (GNR 2012-141 WC V/R 01/20/42) Long ABS-collateralized bond/debt obligation US $130K 140K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-59 CL WA V/R 5.57286000 (GNR 2012-59 WA V/R 08/20/38) Long ABS-collateralized bond/debt obligation US $99K 98K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H08 CL FS V/R 6.13732000 (GNR 2012-H08 FS V/R 04/20/62) Long ABS-collateralized bond/debt obligation US $374K 374K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H15 CL FA V/R 5.50000000 (GNR 2012-H15 FA V/R 05/20/62) Long ABS-collateralized bond/debt obligation US $17.2 17.29 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H21 CL CF V/R 6.13732000 (GNR 2012-H21 CF V/R 05/20/61) Long ABS-collateralized bond/debt obligation US $8K 8K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H21 CL DF V/R 6.08732000 (GNR 2012-H21 DF V/R 05/20/61) Long ABS-collateralized bond/debt obligation US $8K 8K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H24 CL FA V/R 5.50000000 (GNR 2012-H24 FA V/R 03/20/60) Long ABS-collateralized bond/debt obligation US $18K 18K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H24 CL FE V/R 4.60000000 (GNR 2012-H24 FE V/R 10/20/62) Long ABS-collateralized bond/debt obligation US $3K 3K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H24 CL FG V/R 5.59000000 (GNR 2012-H24 FG V/R 04/20/60) Long ABS-collateralized bond/debt obligation US $2K 2K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H26 CL JA V/R 5.98732000 (GNR 2012-H26 JA V/R 10/20/61) Long ABS-collateralized bond/debt obligation US $2K 2K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H26 CL MA V/R 5.98732000 (GNR 2012-H26 MA V/R 07/20/62) Long ABS-collateralized bond/debt obligation US $4K 4K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H28 CL FA V/R 6.01732000 (GNR 2012-H28 FA V/R 09/20/62) Long ABS-collateralized bond/debt obligation US $5K 5K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H29 CL FA V/R 5.95232000 (GNR 2012-H29 FA V/R 10/20/62) Long ABS-collateralized bond/debt obligation US $234K 234K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H31 CL FD V/R 5.77732000 (GNR 2012-H31 FD V/R 12/20/62) Long ABS-collateralized bond/debt obligation US $572K 574K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-26 CL AK V/R 4.69116000 (GNR 2013-26 AK V/R 09/20/41) Long ABS-collateralized bond/debt obligation US $119K 121K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-54 CL WA V/R 4.90363000 (GNR 2013-54 WA V/R 11/20/42) Long ABS-collateralized bond/debt obligation US $93K 94K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-75 CL WA V/R 5.10523000 (GNR 2013-75 WA V/R 06/20/40) Long ABS-collateralized bond/debt obligation US $65K 65K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-91 CL WA V/R 4.42776000 (GNR 2013-91 WA V/R 04/20/43) Long ABS-collateralized bond/debt obligation US $117K 125K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H01 CL FA 1.65000000 (GNR 2013-H01 F 1.65% 01/20/63) Long ABS-collateralized bond/debt obligation US $116 130.05 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H01 CL JA V/R 5.75732000 (GNR 2013-H01 JA V/R 01/20/63) Long ABS-collateralized bond/debt obligation US $122K 122K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H01 CL TA V/R 5.93732000 (GNR 2013-H01 TA V/R 01/20/63) Long ABS-collateralized bond/debt obligation US $4K 4K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H02 CL HF V/R 5.73732000 (GNR 2013-H02 HF V/R 11/20/62) Long ABS-collateralized bond/debt obligation US $176.07 177.78 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H03 CL FA V/R 5.59000000 (GNR 2013-H03 FA V/R 08/20/60) Long ABS-collateralized bond/debt obligation US $57.07 57.45 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H04 CL BA 1.65000000 (GNR 2013-H04 B 1.65% 02/20/63) Long ABS-collateralized bond/debt obligation US $4K 5K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H04 CL SA V/R 5.85732000 (GNR 2013-H04 SA V/R 02/20/63) Long ABS-collateralized bond/debt obligation US $101K 102K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H07 CL GA V/R 5.90732000 (GNR 2013-H07 GA V/R 03/20/63) Long ABS-collateralized bond/debt obligation US $41K 41K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H07 CL HA V/R 5.84732000 (GNR 2013-H07 HA V/R 03/20/63) Long ABS-collateralized bond/debt obligation US $172K 172K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H07 CL MA V/R 5.98732000 (GNR 2013-H07 MA V/R 04/20/62) Long ABS-collateralized bond/debt obligation US $908.17 911.2 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H09 CL HA 1.65000000 (GNR 2013-H09 H 1.65% 04/20/63) Long ABS-collateralized bond/debt obligation US $7K 7K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H14 CL FD V/R 5.90732000 (GNR 2013-H14 FD V/R 06/20/63) Long ABS-collateralized bond/debt obligation US $251K 251K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-188 CL W V/R 4.55439000 (GNR 2014-188 W V/R 10/20/41) Long ABS-collateralized bond/debt obligation US $225K 230K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-41 CL W V/R 4.65887000 (GNR 2014-41 W V/R 10/20/42) Long ABS-collateralized bond/debt obligation US $458K 467K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-6 CL W V/R 5.32423000 (GNR 2014-6 W V/R 01/20/39) Long ABS-collateralized bond/debt obligation US $287K 285K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H01 CL FD V/R 6.08732000 (GNR 2014-H01 FD V/R 01/20/64) Long ABS-collateralized bond/debt obligation US $275K 275K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H04 CL FB V/R 6.08732000 (GNR 2014-H04 FB V/R 02/20/64) Long ABS-collateralized bond/debt obligation US $572K 571K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H05 CL FA V/R 6.12732000 (GNR 2014-H05 FA V/R 02/20/64) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H06 CL HB V/R 6.08732000 (GNR 2014-H06 HB V/R 03/20/64) Long ABS-collateralized bond/debt obligation US $479K 479K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H07 CL FA V/R 6.03732000 (GNR 2014-H07 FA V/R 05/20/64) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H09 CL TA V/R 6.03732000 (GNR 2014-H09 TA V/R 04/20/64) Long ABS-collateralized bond/debt obligation US $286K 286K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H10 CL TA V/R 6.03732000 (GNR 2014-H10 TA V/R 04/20/64) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H11 CL VA V/R 5.93732000 (GNR 2014-H11 VA V/R 06/20/64) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H14 CL GF V/R 5.90732000 (GNR 2014-H14 GF V/R 07/20/64) Long ABS-collateralized bond/debt obligation US $394K 395K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H15 CL FA V/R 5.93732000 (GNR 2014-H15 FA V/R 07/20/64) Long ABS-collateralized bond/debt obligation US $976K 977K 0.01
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H17 CL FC V/R 5.93732000 (GNR 2014-H17 FC V/R 07/20/64) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H19 CL FE V/R 5.90732000 (GNR 2014-H19 FE V/R 09/20/64) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H20 CL LF V/R 6.03732000 (GNR 2014-H20 LF V/R 10/20/64) Long ABS-collateralized bond/debt obligation US $787K 790K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-137 CL WA V/R 5.54435000 (GNR 2015-137 WA V/R 01/20/38) Long ABS-collateralized bond/debt obligation US $261K 260K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-144 CL HP 3.00000000 (GNR 2015-144 HP 3% 10/20/45) Long ABS-collateralized bond/debt obligation US $481K 546K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H03 CL FA V/R 5.93732000 (GNR 2015-H03 FA V/R 12/20/64) Long ABS-collateralized bond/debt obligation US $463K 463K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H05 CL FC V/R 5.91732000 (GNR 2015-H05 FC V/R 02/20/65) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H07 CL ES V/R 5.90860000 (GNR 2015-H07 ES V/R 02/20/65) Long ABS-collateralized bond/debt obligation US $472K 473K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H08 CL FC V/R 5.91732000 (GNR 2015-H08 FC V/R 03/20/65) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H10 CL FC V/R 5.91732000 (GNR 2015-H10 FC V/R 04/20/65) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H16 CL FL V/R 5.87732000 (GNR 2015-H16 FL V/R 07/20/65) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H18 CL FA V/R 5.88732000 (GNR 2015-H18 FA V/R 06/20/65) Long ABS-collateralized bond/debt obligation US $403K 404K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H20 CL FA V/R 5.90732000 (GNR 2015-H20 FA V/R 08/20/65) Long ABS-collateralized bond/debt obligation US $291K 291K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-139 CL BA 3.00000000 (GNR 2017-139 BA 3% 09/20/47) Long ABS-collateralized bond/debt obligation US $644K 728K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-H09 CL DF V/R 5.99732000 (GNR 2017-H09 DF V/R 03/20/67) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-H11 CL LI V/R 2.24479000 (GNR 2017-H11 LI V/R 05/20/67) Long ABS-collateralized bond/debt obligation US $525K 6M 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-H14 CL FV V/R 5.93732000 (GNR 2017-H14 FV V/R 06/20/67) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-H14 CL XI V/R 1.19963000 (GNR 2017-H14 XI V/R 06/20/67) Long ABS-collateralized bond/debt obligation US $212K 7M 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-H19 CL FA V/R 5.88732000 (GNR 2017-H19 FA V/R 08/20/67) Long ABS-collateralized bond/debt obligation US $251K 251K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-121 CL KS V/R 0.00000000 (GNR 2018-121 KS V/R 09/20/48) Long ABS-collateralized bond/debt obligation US $87K 5M 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-148 CL DS V/R 0.00000000 (GNR 2018-148 DS V/R 10/20/48) Long ABS-collateralized bond/debt obligation US $119K 6M 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-151 CL SL V/R 0.00000000 (GNR 2018-151 SL V/R 11/20/48) Long ABS-collateralized bond/debt obligation US $82K 4M 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-155 CL PS V/R 0.00000000 (GNR 2018-155 PS V/R 11/20/48) Long ABS-collateralized bond/debt obligation US $132K 11M 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-160 CL PA 3.50000000 (GNR 2018-160 PA 3.5% 07/20/46) Long ABS-collateralized bond/debt obligation US $633K 654K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-34 CL DL 3.50000000 (GNR 2018-34 DL 3.5% 09/20/46) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-92 CL S V/R 0.00000000 (GNR 2019-92 S V/R 07/20/49) Long ABS-collateralized bond/debt obligation US $196K 19M 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-97 CL MS V/R 0.00000000 (GNR 2019-97 MS V/R 08/20/49) Long ABS-collateralized bond/debt obligation US $140K 11M 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-99 CL SA V/R 0.00000000 (GNR 2019-99 SA V/R 08/20/49) Long ABS-collateralized bond/debt obligation US $148K 10M 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-30 CL PT V/R 4.76400000 (GNR 2020-30 PT V/R 03/20/48) Long ABS-collateralized bond/debt obligation US $6M 6M 0.03
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-165 CL ST V/R 0.00000000 (GNR 2021-165 ST V/R 01/20/50) Long ABS-collateralized bond/debt obligation US $585.25 2M 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H03 CL LF V/R 6.71732000 (GNR 2021-H03 LF V/R 02/20/71) Long ABS-collateralized bond/debt obligation US $12M 12M 0.07
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-126 CL CS V/R 0.00000000 (GNR 2022-126 CS V/R 07/20/52) Long ABS-collateralized bond/debt obligation US $346K 23M 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-133 CL SA V/R 0.00000000 (GNR 2022-133 SA V/R 07/20/52) Long ABS-collateralized bond/debt obligation US $142K 8M 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-148 CL DS V/R 0.00000000 (GNR 2022-148 DS V/R 08/20/52) Long ABS-collateralized bond/debt obligation US $131K 9M 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-46 CL S V/R 0.00000000 (GNR 2022-46 S V/R 03/20/52) Long ABS-collateralized bond/debt obligation US $67K 4M 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-51 CL SC V/R 0.00000000 (GNR 2022-51 SC V/R 03/20/52) Long ABS-collateralized bond/debt obligation US $365K 19M 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-66 CL SB V/R 0.00000000 (GNR 2022-66 SB V/R 04/20/52) Long ABS-collateralized bond/debt obligation US $116K 6M 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-68 CL SP V/R 0.00000000 (GNR 2022-68 SP V/R 04/20/52) Long ABS-collateralized bond/debt obligation US $116K 5M 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-78 CL MS V/R 0.00000000 (GNR 2022-78 MS V/R 04/20/52) Long ABS-collateralized bond/debt obligation US $299K 16M 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-78 CL SB V/R 0.00000000 (GNR 2022-78 SB V/R 04/20/52) Long ABS-collateralized bond/debt obligation US $218K 11M 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-93 CL GS V/R 0.00000000 (GNR 2022-93 GS V/R 05/20/52) Long ABS-collateralized bond/debt obligation US $66K 4M 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-169 CL EO ZCP 0.00000000 (GNR 2023-169 EO ZCP 05/20/53) Long ABS-collateralized bond/debt obligation US $2M 3M 0.01
GOVT OF BERMUDA REGD 144A P/P 2.37500000 (GOVT OF BERMUD 2.375% 08/20/30) Long Debt BM $1M 2M 0.01
GRAPHIC PACKAGING INTERN REGD 144A P/P 1.51200000 (GRAPHIC PACKAG 1.512% 04/15/26) Long Debt US $11M 11M 0.06
GRAY OAK PIPELINE LLC REGD 144A P/P 2.60000000 (GRAY OAK PIPELIN 2.6% 10/15/25) Long Debt US $5M 6M 0.03
GREAT-WEST LIFECO FIN 18 REGD 144A P/P 4.58100000 (GREAT-WEST LIF 4.581% 05/17/48) Long Debt US $551K 650K 0.00
GREENSAIF PIPELINES BIDC REGD 144A P/P 6.12900000 (GREENSAIF PIPE 6.129% 02/23/38) Long Debt LU $2M 2M 0.01
GREENSAIF PIPELINES BIDC REGD 144A P/P 6.51000000 (GREENSAIF PIPEL 6.51% 02/23/42) Long Debt LU $2M 2M 0.01
GREENWOOD PARK CLO LTD SER 2018-1A CL A2 V/R REGD 144A P/P 6.60017000 (GRNPK 2018-1A A2 V/R 04/15/31) Long ABS-collateralized bond/debt obligation KY $16M 16M 0.09
GRUPO BIMBO SAB DE CV REGD 144A P/P 4.70000000 (GRUPO BIMBO SAB 4.7% 11/10/47) Long Debt MX $4M 5M 0.02
GRUPO TELEVISA SAB REGD 6.12500000 (GRUPO TELEVISA 6.125% 01/31/46) Long Debt MX $212K 220K 0.00
GS MORTGAGE SECURITIES TRUST 2014-GC26 SER 2014-GC26 CL A4 REGD 3.36400000 (GSMS 2014-GC2 3.364% 10/10/24) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
GS MORTGAGE SECURITIES TRUST 2016-GS4 SER 2016-GS4 CL A3 REGD 3.17800000 (GSMS 2016-GS4 3.178% 09/10/26) Long ABS-collateralized bond/debt obligation US $11M 11M 0.06
GS MORTGAGE SECURITIES TRUST 2018-GS10 SER 2018-GS10 CL A3 V/R REGD 4.26100000 (GSMS 2018-GS10 A V/R 03/10/25) Long ABS-collateralized bond/debt obligation US $28M 29M 0.16
GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL2 SER 2024-RPL2 CL A1 V/R REGD 144A P/P 3.75000000 (GSMBS 2024-RPL2 V/R 02/25/26) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
GSMPS MORTGAGE LOAN TRUST 2004-4 SER 2004-4 CL 1AF V/R REGD 144A P/P 5.85971000 (GSMPS 2004-4 1AF V/R 06/25/34) Long ABS-collateralized bond/debt obligation US $27K 31K 0.00
GSMPS MORTGAGE LOAN TRUST 2005-RP2 SER 2005-RP2 CL 1AF V/R REGD 144A P/P 5.80971000 (GSMPS 2005-RP2 1 V/R 03/25/35) Long ABS-collateralized bond/debt obligation US $48K 53K 0.00
GSMPS MORTGAGE LOAN TRUST 2005-RP3 SER 2005-RP3 CL 1AF V/R REGD 144A P/P 5.80971000 (GSMPS 2005-RP3 1 V/R 09/25/35) Long ABS-collateralized bond/debt obligation US $312K 371K 0.00
GSMPS MORTGAGE LOAN TRUST 2005-RP3 SER 2005-RP3 CL 1AS V/R REGD 144A P/P 0.00000000 (GSMPS 2005-RP3 1 V/R 09/25/35) Long ABS-collateralized bond/debt obligation US $1K 273K 0.00
GSR MORTGAGE LOAN TRUST 2003-3F SER 2003-3F CL 4A3 REGD 5.75000000 (GSR 2003-3F 4A 5.75% 04/25/33) Long ABS-collateralized bond/debt obligation US $4K 5K 0.00
GSR MORTGAGE LOAN TRUST 2004-13F SER 2004-13F CL 3A3 REGD 6.00000000 (GSR 2004-13F 3A3 6% 11/25/34) Long ABS-collateralized bond/debt obligation US $9K 10K 0.00
GSR MORTGAGE LOAN TRUST 2004-6F SER 2004-6F CL 2A4 REGD 5.50000000 (GSR 2004-6F 2A4 5.5% 05/25/34) Long ABS-collateralized bond/debt obligation US $20K 20K 0.00
GSR MORTGAGE LOAN TRUST 2004-6F SER 2004-6F CL 3A4 REGD 6.50000000 (GSR 2004-6F 3A4 6.5% 05/25/34) Long ABS-collateralized bond/debt obligation US $17K 17K 0.00
GSR MORTGAGE LOAN TRUST 2005-5F SER 2005-5F CL 8A3 V/R REGD 5.50000000 (GSR 2005-5F 8A3 V/R 06/25/35) Long ABS-collateralized bond/debt obligation US $8K 9K 0.00
GSR MORTGAGE LOAN TRUST 2005-7F SER 2005-7F CL 3A9 REGD 6.00000000 (GSR 2005-7F 3A9 6% 09/25/35) Long ABS-collateralized bond/debt obligation US $40K 42K 0.00
GSR MORTGAGE LOAN TRUST 2005-AR6 SER 2005-AR6 CL 3A1 V/R REGD 4.96773800 (GSR 2005-AR6 3A1 V/R 09/25/35) Long ABS-collateralized bond/debt obligation US $2K 3K 0.00
GSR MORTGAGE LOAN TRUST 2006-1F SER 2006-1F CL 1A3 REGD 5.50000000 (GSR 2006-1F 1A3 5.5% 02/25/36) Long ABS-collateralized bond/debt obligation US $20K 10K 0.00
GSR MORTGAGE LOAN TRUST 2006-1F SER 2006-1F CL 2A4 REGD 6.00000000 (GSR 2006-1F 2A4 6% 02/25/36) Long ABS-collateralized bond/debt obligation US $74K 169K 0.00
GTP ACQUISITION PARTNERS REGD P/P 3.48200000 (GTP ACQUISITIO 3.482% 06/16/25) Long Debt US $2M 2M 0.01
GUARDIAN LIFE INSURANCE REGD 144A P/P 4.85000000 (GUARDIAN LIFE I 4.85% 01/24/77) Long Debt US $5M 6M 0.03
HACKENSACK MERIDIAN HLTH REGD SER 2020 2.67500000 (HACKENSACK MER 2.675% 09/01/41) Long Debt US $3M 4M 0.02
HACKENSACK MERIDIAN HLTH REGD SER 2020 2.87500000 (HACKENSACK MER 2.875% 09/01/50) Long Debt US $1M 2M 0.01
HALEON US CAPITAL LLC REGD 3.37500000 (HALEON US CAPI 3.375% 03/24/29) Long Debt US $3M 3M 0.02
HALLIBURTON CO REGD 4.75000000 (HALLIBURTON CO 4.75% 08/01/43) Long Debt US $497K 565K 0.00
HALLIBURTON CO REGD 4.85000000 (HALLIBURTON CO 4.85% 11/15/35) Long Debt US $190K 200K 0.00
HALLIBURTON CO REGD P/P 7.60000000 (HALLIBURTON CO 7.6% 08/15/96) Long Debt US $290K 258K 0.00
HANOVER INSURANCE GROUP REGD 2.50000000 (HANOVER INSURANC 2.5% 09/01/30) Long Debt US $5M 6M 0.03
HARLEY-DAVIDSON MOTORCYCLE TRUST 2021-A SER 2021-A CL A3 REGD 0.37000000 (HDMOT 2021-A A 0.37% 07/15/24) Long ABS-collateralized bond/debt obligation US $173K 173K 0.00
HARLEY-DAVIDSON MOTORCYCLE TRUST 2021-A SER 2021-A CL A4 REGD 0.53000000 (HDMOT 2021-A A 0.53% 06/15/25) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
HARTFORD FINL SVCS GRP REGD 4.30000000 (HARTFORD FINL SV 4.3% 04/15/43) Long Debt US $911K 1M 0.01
HARTFORD HEALTHCARE CORP REGD 3.44700000 (HARTFORD HEALT 3.447% 07/01/54) Long Debt US $2M 3M 0.01
HCA INC REGD 3.50000000 (HCA INC 3.5% 07/15/51) Long Debt US $78K 116K 0.00
HCA INC REGD 3.62500000 (HCA INC 3.625% 03/15/32) Long Debt US $3M 4M 0.02
HCA INC REGD 4.50000000 (HCA INC 4.5% 02/15/27) Long Debt US $7M 7M 0.04
HCA INC REGD 5.12500000 (HCA INC 5.125% 06/15/39) Long Debt US $2M 2M 0.01
HCA INC REGD 5.50000000 (HCA INC 5.5% 06/15/47) Long Debt US $2M 2M 0.01
HCA INC REGD 5.87500000 (HCA INC 5.875% 02/01/29) Long Debt US $4M 4M 0.02
HEALTHCARE RLTY HLDGS LP REGD 2.00000000 (HEALTHCARE RLTY HL 2% 03/15/31) Long Debt US $1M 1M 0.01
HEALTHCARE RLTY HLDGS LP REGD 3.10000000 (HEALTHCARE RLTY 3.1% 02/15/30) Long Debt US $874K 1M 0.01
HEALTHPEAK OP LLC REGD 3.40000000 (HEALTHPEAK OP LL 3.4% 02/01/25) Long Debt US $40K 41K 0.00
HEALTHPEAK OP LLC REGD 3.50000000 (HEALTHPEAK OP LL 3.5% 07/15/29) Long Debt US $2M 2M 0.01
HERO FUNDING 2017-3 SER 2017-3A CL A2 REGD 144A P/P 3.95000000 (HERO 2017-3A A 3.95% 09/20/39) Long ABS-collateralized bond/debt obligation KY $997K 1M 0.01
HERO FUNDING TRUST 2016-2 SER 2016-2A CL A REGD 144A P/P 3.75000000 (HERO 2016-2A A 3.75% 09/20/36) Long ABS-collateralized bond/debt obligation US $558K 610K 0.00
HERO FUNDING TRUST 2016-3 SER 2016-3A CL A1 REGD 144A P/P 3.08000000 (HERO 2016-3A A 3.08% 09/20/36) Long ABS-collateralized bond/debt obligation US $228K 254K 0.00
HERO FUNDING TRUST 2016-4A SER 2016-4A CL A1 REGD 144A P/P 3.57000000 (HERO 2016-4A A 3.57% 09/20/37) Long ABS-collateralized bond/debt obligation US $754K 833K 0.00
HERO FUNDING TRUST 2017-1A SER 2017-1A CL A2 REGD 144A P/P 4.46000000 (HERO 2017-1A A 4.46% 09/20/41) Long ABS-collateralized bond/debt obligation US $1M 2M 0.01
HERO FUNDING TRUST 2017-2 SER 2017-2A CL A1 REGD 144A P/P 3.28000000 (HERO 2017-2A A 3.28% 09/20/39) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
HERTZ VEHICLE FINANCING III LLC SER 2023-1A CL A REGD 144A P/P 5.49000000 (HERTZ 2023-1A 5.49% 06/25/26) Long ABS-collateralized bond/debt obligation US $12M 12M 0.07
HERTZ VEHICLE FINANCING III LP SER 2021-2A CL A REGD 144A P/P 1.68000000 (HERTZ 2021-2A 1.68% 12/25/26) Long ABS-collateralized bond/debt obligation US $7M 7M 0.04
HERTZ VEHICLE FINANCING LLC SER 2022-2A CL A REGD 144A P/P 2.33000000 (HERTZ 2022-2A 2.33% 06/25/27) Long ABS-collateralized bond/debt obligation US $17M 19M 0.10
HESS CORP REGD 4.30000000 (HESS CORP 4.3% 04/01/27) Long Debt US $7M 7M 0.04
HF SINCLAIR CORP REGD SER WI 5.87500000 (HF SINCLAIR CO 5.875% 04/01/26) Long Debt US $5M 5M 0.03
HIGH STREET FDG TRUST II REGD 144A P/P 4.68200000 (HIGH STREET FD 4.682% 02/15/48) Long Debt US $4M 5M 0.02
HIGH STREET FNDG TRUST I REGD 144A P/P 4.11100000 (HIGH STREET FN 4.111% 02/15/28) Long Debt US $2M 2M 0.01
HILTON GRAND VACATIONS TRUST 2022-1D SER 2022-1D CL B REGD 144A P/P 4.10000000 (HGVT 2022-1D B 4.1% 06/20/34) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
HIN TIMESHARE TRUST 2020-A SER 2020-A CL B REGD 144A P/P 2.23000000 (HINTT 2020-A B 2.23% 10/09/39) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
HINNT 2024-A LLC SER 2024-A CL A REGD 144A P/P 5.49000000 (HINTT 2024-A A 5.49% 03/15/43) Long ABS-collateralized bond/debt obligation US $6M 6M 0.03
HOME DEPOT INC REGD 3.62500000 (HOME DEPOT INC 3.625% 04/15/52) Long Debt US $2M 3M 0.01
HOME DEPOT INC REGD 4.40000000 (HOME DEPOT INC 4.4% 03/15/45) Long Debt US $232K 268K 0.00
HOME DEPOT INC REGD 4.85000000 (HOME DEPOT INC 4.85% 06/25/31) Long Debt US $14M 14M 0.08
HOME DEPOT INC REGD 5.30000000 (HOME DEPOT INC 5.3% 06/25/54) Long Debt US $9M 9M 0.05
HOME PARTNERS OF AMERICA 2021-2 TRUST SER 2021-2 CL A REGD 144A P/P 1.90100000 (HPA 2021-2 A 1.901% 12/17/26) Long ABS-collateralized bond/debt obligation US $6M 7M 0.04
HOME PARTNERS OF AMERICA 2021-2 TRUST SER 2021-2 CL E2 REGD 144A P/P 2.95200000 (HPA 2021-2 E2 2.952% 12/17/26) Long ABS-collateralized bond/debt obligation US $6M 6M 0.03
HOME PARTNERS OF AMERICA 2021-3 TRUST SER 2021-3 CL A REGD 144A P/P 2.20000000 (HPA 2021-3 A 2.2% 01/17/29) Long ABS-collateralized bond/debt obligation US $3M 4M 0.02
HOME PARTNERS OF AMERICA 2021-3 TRUST SER 2021-3 CL E1 REGD 144A P/P 3.19800000 (HPA 2021-3 E1 3.198% 01/17/29) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
HOME RE 2019-1 LTD SER 2019-1 CL M1 V/R REGD 144A P/P 7.09983000 (HMIR 2019-1 M1 V/R 05/25/29) Long ABS-collateralized bond/debt obligation BM $513K 513K 0.00
HOME RE 2022-1 LTD SER 2022-1 CL M1A V/R REGD 144A P/P 8.18535000 (HMIR 2022-1 M1A V/R 10/25/34) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
HONDA AUTO RECEIVABLES 2021-4 OWNER TRUST SER 2021-4 CL A3 REGD 0.88000000 (HAROT 2021-4 A 0.88% 02/21/25) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
HONEYWELL INTERNATIONAL REGD 5.25000000 (HONEYWELL INTER 5.25% 03/01/54) Long Debt US $3M 3M 0.02
HOUSTON TX UTILITY SYS REVENUE REGD N/C B/E 3.82800000 (HOUSTON TX UTI 3.828% 05/15/28) Long Debt US $2M 2M 0.01
HPA 2022-SFR1 MEZZ PC FRN 15 VARIABLE REGD 3.95000000 (HPA 2022-SFR1 MEZ V/R 04/15/26) Long ABS-collateralized bond/debt obligation US $10M 10M 0.06
HSBC HOLDINGS PLC REGD 6.10000000 (HSBC HOLDINGS PL 6.1% 01/14/42) Long Debt GB $1M 1M 0.01
HSBC HOLDINGS PLC REGD V/R 2.01300000 (HSBC HOLDINGS PLC V/R 09/22/28) Long Debt GB $3M 4M 0.02
HSBC HOLDINGS PLC REGD V/R 2.20600000 (HSBC HOLDINGS PLC V/R 08/17/29) Long Debt GB $2M 2M 0.01
HSBC HOLDINGS PLC REGD V/R 2.35700000 (HSBC HOLDINGS PLC V/R 08/18/31) Long Debt GB $2M 3M 0.01
HSBC HOLDINGS PLC REGD V/R 2.87100000 (HSBC HOLDINGS PLC V/R 11/22/32) Long Debt GB $2M 2M 0.01
HSBC HOLDINGS PLC REGD V/R 3.97300000 (HSBC HOLDINGS PLC V/R 05/22/30) Long Debt GB $935K 1M 0.01
HSBC HOLDINGS PLC REGD V/R 4.04100000 (HSBC HOLDINGS PLC V/R 03/13/28) Long Debt GB $3M 3M 0.02
HSBC HOLDINGS PLC REGD V/R 4.29200000 (HSBC HOLDINGS PLC V/R 09/12/26) Long Debt GB $8M 8M 0.05
HSBC HOLDINGS PLC REGD V/R 5.54600000 (HSBC HOLDINGS PLC V/R 03/04/30) Long Debt GB $9M 9M 0.05
HSBC HOLDINGS PLC REGD V/R 5.59700000 (HSBC HOLDINGS PLC V/R 05/17/28) Long Debt GB $8M 8M 0.05
HSBC HOLDINGS PLC REGD V/R 6.33200000 (HSBC HOLDINGS PLC V/R 03/09/44) Long Debt GB $3M 2M 0.02
HSBC HOLDINGS PLC REGD V/R 7.39000000 (HSBC HOLDINGS PLC V/R 11/03/28) Long Debt GB $4M 3M 0.02
HUNTINGTON AUTO TRUST 2024-1 SER 2024-1A CL A4 REGD 144A P/P 5.14000000 (HUNT 2024-1A A 5.14% 08/15/29) Long ABS-collateralized bond/debt obligation US $11M 12M 0.07
HUNTINGTON BANCSHARES REGD V/R 5.70900000 (HUNTINGTON BANCSH V/R 02/02/35) Long Debt US $9M 9M 0.05
HUNTINGTON BANCSHARES REGD V/R 6.20800000 (HUNTINGTON BANCSH V/R 08/21/29) Long Debt US $3M 3M 0.02
HYATT HOTELS CORP REGD 5.75000000 (HYATT HOTELS CO 5.75% 01/30/27) Long Debt US $2M 2M 0.01
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2 SER 2023-B CL A4 REGD 144A P/P 5.17000000 (HALST 2023-B A 5.17% 09/15/25) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2 SER 2024-B CL A3 REGD 144A P/P 5.41000000 (HALST 2024-B A 5.41% 08/15/26) Long ABS-collateralized bond/debt obligation US $6M 6M 0.04
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B SER 2024-B CL B REGD 144A P/P 5.56000000 (HALST 2024-B B 5.56% 11/15/26) Long ABS-collateralized bond/debt obligation US $4M 4M 0.03
HYUNDAI AUTO RECEIVABLES TRUST 2021-B SER 2021-B CL A3 REGD 0.38000000 (HART 2021-B A3 0.38% 09/16/24) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
HYUNDAI AUTO RECEIVABLES TRUST 2023-C SER 2023-C CL A4 REGD 5.55000000 (HART 2023-C A4 5.55% 10/15/27) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
HYUNDAI AUTO RECEIVABLES TRUST 2024-A SER 2024-A CL A4 REGD 4.92000000 (HART 2024-A A4 4.92% 01/15/31) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
HYUNDAI CAPITAL AMERICA REGD 144A P/P 1.80000000 (HYUNDAI CAPITAL 1.8% 10/15/25) Long Debt US $1M 1M 0.01
HYUNDAI CAPITAL AMERICA REGD 144A P/P 2.37500000 (HYUNDAI CAPITA 2.375% 10/15/27) Long Debt US $1M 1M 0.01
HYUNDAI CAPITAL AMERICA REGD 144A P/P 3.00000000 (HYUNDAI CAPITAL AM 3% 02/10/27) Long Debt US $637K 675K 0.00
HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.35000000 (HYUNDAI CAPITAL 5.35% 03/19/29) Long Debt US $8M 8M 0.05
HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.68000000 (HYUNDAI CAPITAL 5.68% 06/26/28) Long Debt US $5M 5M 0.03
HYUNDAI CAPITAL AMERICA REGD 144A P/P 6.10000000 (HYUNDAI CAPITAL 6.1% 09/21/28) Long Debt US $12M 11M 0.07
HYUNDAI CAPITAL AMERICA REGD 144A P/P MTN 1.30000000 (HYUNDAI CAPITAL 1.3% 01/08/26) Long Debt US $943K 1M 0.01
HYUNDAI CAPITAL AMERICA REGD 144A P/P MTN 1.50000000 (HYUNDAI CAPITAL 1.5% 06/15/26) Long Debt US $2M 2M 0.01
HYUNDAI CAPITAL AMERICA REGD 144A P/P MTN 1.80000000 (HYUNDAI CAPITAL 1.8% 01/10/28) Long Debt US $2M 2M 0.01
IBM INTERNAT CAPITAL REGD 5.25000000 (IBM INTERNAT CA 5.25% 02/05/44) Long Debt SG $7M 7M 0.04
ICON INVESTMENTS SIX DAC REGD 5.84900000 (ICON INVESTMEN 5.849% 05/08/29) Long Debt IE $7M 7M 0.04
IDAHO ENERGY RESOURCES AUTH TR REGD N/C B/E 2.86100000 (IDAHO ENERGY R 2.861% 09/01/46) Long Debt US $2M 3M 0.01
ILLINOIS ST REGD N/C B/E 5.10000000 (ILLINOIS ST 5.1% 06/01/33) Long Debt US $24M 25M 0.14
IMM 2004-7 1A1 V/R 11/25/34 6.19971000 Long ABS-collateralized bond/debt obligation US $182K 187K 0.00
IMPAC CMB TRUST SERIES 2004-4 SER 2004-4 CL 2A2 S/UP REGD 5.74900000 (IMM 2004-4 2A2 S/UP 09/25/34) Long ABS-collateralized bond/debt obligation US $5K 4K 0.00
IMPAC CMB TRUST SERIES 2005-4 SER 2005-4 CL 2A1 V/R REGD 6.05971000 (IMM 2005-4 2A1 V/R 05/25/35) Long ABS-collateralized bond/debt obligation US $38K 42K 0.00
IMPAC SECURED ASSETS CMN OWNER TRUST 2006-1 2A1 V/R REGD__ 6.15971000 (IMSA 2006-1 2A V/R 05/25/36__) Long ABS-collateralized bond/debt obligation US $40K 45K 0.00
IMPAC SECURED ASSETS CMN OWNER TRUST SER 2003-2 CL A1 REGD 5.50000000 (IMSA 2003-2 A1 5.5% 08/25/33) Long ABS-collateralized bond/debt obligation US $24K 32K 0.00
IMPERIAL BRANDS FIN PLC REGD 144A P/P MTN 5.50000000 (IMPERIAL BRANDS 5.5% 02/01/30) Long Debt GB $9M 9M 0.05
INDEPENDENCE PLAZA TRUST 2018-INDP SER 2018-INDP CL A REGD 144A P/P 3.76300000 (IPT 2018-INDP 3.763% 07/10/25) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
INDIANA MICHIGAN POWER REGD 3.25000000 (INDIANA MICHIGA 3.25% 05/01/51) Long Debt US $1M 2M 0.01
INDO ASAHAN/MINERAL IND REGD 144A P/P 4.75000000 (INDO ASAHAN/MIN 4.75% 05/15/25) Long Debt ID $6M 6M 0.03
INDO ASAHAN/MINERAL IND REGD 144A P/P 5.45000000 (INDO ASAHAN/MIN 5.45% 05/15/30) Long Debt ID $5M 5M 0.03
INDO ASAHAN/MINERAL IND REGD 144A P/P 6.53000000 (INDO ASAHAN/MIN 6.53% 11/15/28) Long Debt ID $5M 4M 0.03
ING GROEP NV REGD V/R 5.55000000 (ING GROEP NV V/R 03/19/35) Long Debt NL $12M 12M 0.07
ING GROEP NV REGD V/R 6.08300000 (ING GROEP NV V/R 09/11/27) Long Debt NL $933K 923K 0.01
ING GROEP NV REGD V/R SER VAR 1.72600000 (ING GROEP NV V/R 04/01/27) Long Debt NL $659K 705K 0.00
INTEL CORP REGD 5.70000000 (INTEL CORP 5.7% 02/10/53) Long Debt US $4M 4M 0.03
INVESCO FINANCE PLC REGD 3.75000000 (INVESCO FINANCE 3.75% 01/15/26) Long Debt GB $4M 4M 0.02
ITC HOLDINGS CORP REGD 144A P/P 2.95000000 (ITC HOLDINGS CO 2.95% 05/14/30) Long Debt US $784K 890K 0.00
ITC HOLDINGS CORP REGD 144A P/P 5.65000000 (ITC HOLDINGS CO 5.65% 05/09/34) Long Debt US $6M 6M 0.04
JAPAN FIN ORG MUNICIPAL REGD 144A P/P MTN 1.75000000 (JAPAN FIN ORG M 1.75% 09/05/24) Long Debt JP $199K 200K 0.00
JBS USA HOLD/FOOD/LUX CO REGD 144A P/P 6.75000000 (JBS USA HOLD/FO 6.75% 03/15/34) Long Debt LU $4M 3M 0.02
JBS USA HOLD/FOOD/LUX CO REGD 3.00000000 (JBS USA HOLD/FOOD/ 3% 05/15/32) Long Debt LU $6M 7M 0.04
JBS USA HOLD/FOOD/LUX CO REGD 3.75000000 (JBS USA HOLD/FO 3.75% 12/01/31) Long Debt LU $2M 3M 0.01
JBS USA HOLD/FOOD/LUX CO REGD 5.75000000 (JBS USA HOLD/FO 5.75% 04/01/33) Long Debt LU $7M 8M 0.04
JEFFERIES FIN GROUP INC REGD 6.20000000 (JEFFERIES FIN GR 6.2% 04/14/34) Long Debt US $5M 5M 0.03
JEFFERIES FIN GROUP INC REGD 6.25000000 (JEFFERIES FIN G 6.25% 01/15/36) Long Debt US $157K 155K 0.00
JEFFERIES FIN GROUP INC REGD 6.45000000 (JEFFERIES FIN G 6.45% 06/08/27) Long Debt US $438K 428K 0.00
JERSEY CENTRAL PWR & LT REGD 144A P/P 4.30000000 (JERSEY CENTRAL P 4.3% 01/15/26) Long Debt US $727K 740K 0.00
JERSEY CENTRAL PWR & LT REGD 6.15000000 (JERSEY CENTRAL 6.15% 06/01/37) Long Debt US $414K 400K 0.00
JETBLUE 2020-1 CLASS B REGD SER 1B 7.75000000 (JETBLUE 2020-1 7.75% 11/15/28) Long Debt US $1M 1M 0.01
JM SMUCKER CO REGD 6.20000000 (JM SMUCKER CO 6.2% 11/15/33) Long Debt US $1M 1M 0.01
JOHN DEERE CAPITAL CORP REGD MTN 4.90000000 (JOHN DEERE CAPIT 4.9% 06/11/27) Long Debt US $4M 4M 0.03
JOHNSON & JOHNSON REGD 4.80000000 (JOHNSON & JOHNSO 4.8% 06/01/29) Long Debt US $9M 9M 0.05
JOHNSON & JOHNSON REGD 4.95000000 (JOHNSON & JOHNS 4.95% 06/01/34) Long Debt US $9M 9M 0.05
JOHNSON & JOHNSON REGD 5.25000000 (JOHNSON & JOHNS 5.25% 06/01/54) Long Debt US $3M 3M 0.02
JOHNSON CONTROLS INTL PL REGD S/UP SER * 4.95000000 (JOHNSON CONTROLS S/UP 07/02/64) Long Debt IE $796K 928K 0.00
JONAH 2022-1 A2 REGD 144A 7.80000000 (JONAH 2022-1 A2 7.80% 11/10/37) Long ABS-collateralized bond/debt obligation US $6M 6M 0.04
JONAH ENERGY ABS I LLC SER 2022-1 CL A1 REGD 144A P/P 7.20000000 (JONAH 2022-1 A1 7.2% 07/10/28) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
JP MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2019-BKWD CL A V/R REGD 144A P/P 6.94348000 (JPMCC 2019-BKWD V/R 09/15/22) Long ABS-collateralized bond/debt obligation US $4M 5M 0.03
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2005-CB11 CL X1 V/R REGD 144A P/P 0.19684900 (JPMCC 2005-CB11 V/R 08/12/37) Long ABS-collateralized bond/debt obligation US $7.76 693K 0.00
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST SER 2007-LD12 CL X V/R REGD 0.00000000 (JPMCC 2007-LD12 V/R 09/15/27) Long ABS-collateralized bond/debt obligation US $1.54 154K 0.00
JP MORGAN MORTGAGE TRUST 2004-A3 SER 2004-A3 CL 4A1 V/R REGD 7.63333500 (JPMMT 2004-A3 4A V/R 07/25/34) Long ABS-collateralized bond/debt obligation US $1K 1K 0.00
JP MORGAN MORTGAGE TRUST 2004-A4 SER 2004-A4 CL 1A1 V/R REGD 7.06422700 (JPMMT 2004-A4 1A V/R 09/25/34) Long ABS-collateralized bond/debt obligation US $5K 6K 0.00
JP MORGAN MORTGAGE TRUST 2004-S1 SER 2004-S1 CL 1A7 REGD 5.00000000 (JPMMT 2004-S1 1A7 5% 09/25/34) Long ABS-collateralized bond/debt obligation US $2K 2K 0.00
JP MORGAN MORTGAGE TRUST 2005-A1 SER 2005-A1 CL 3A4 V/R REGD 5.51013900 (JPMMT 2005-A1 3A V/R 02/25/35) Long ABS-collateralized bond/debt obligation US $22K 23K 0.00
JP MORGAN MORTGAGE TRUST 2006-A2 SER 2006-A2 CL 4A1 V/R REGD 6.98370400 (JPMMT 2006-A2 4A V/R 08/25/34) Long ABS-collateralized bond/debt obligation US $139K 140K 0.00
JP MORGAN MORTGAGE TRUST 2006-A3 SER 2006-A3 CL 6A1 V/R REGD 4.84122200 (JPMMT 2006-A3 6A V/R 08/25/34) Long ABS-collateralized bond/debt obligation US $13K 14K 0.00
JP MORGAN MORTGAGE TRUST 2006-A7 SER 2006-A7 CL 2A4R V/R REGD 4.45845800 (JPMMT 2006-A7 2A V/R 01/25/37) Long ABS-collateralized bond/debt obligation US $28K 38K 0.00
JP MORGAN MORTGAGE TRUST 2007-A1 SER 2007-A1 CL 5A1 V/R REGD 5.51369000 (JPMMT 2007-A1 5A V/R 07/25/35) Long ABS-collateralized bond/debt obligation US $16K 16K 0.00
JP MORGAN MORTGAGE TRUST 2007-A2 SER 2007-A2 CL 2A3 V/R REGD 5.36434000 (JPMMT 2007-A2 2A V/R 04/25/37) Long ABS-collateralized bond/debt obligation US $64K 89K 0.00
JP MORGAN MORTGAGE TRUST SERIES 2006-A2 CLASS 5A3 REGD VARIABLE 6.08110400 (JPMMT 2006-A2 5A3 V/R 11/25/33) Long ABS-collateralized bond/debt obligation US $42K 44K 0.00
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C25 SER 2014-C25 CL A4A1 REGD 3.40800000 (JPMBB 2014-C2 3.408% 10/15/24) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP5 SER 2017-JP5 CL A4 REGD 3.45690000 (JPMCC 2017-JP 3.456% 12/15/26) Long ABS-collateralized bond/debt obligation US $6M 6M 0.04
JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP7 SER 2017-JP7 CL A4 REGD 3.19460000 (JPMCC 2017-JP 3.194% 06/15/27) Long ABS-collateralized bond/debt obligation US $19M 20M 0.11
JPMMT 2007-A1 V/R 07/25/35 5.51369000 Long ABS-collateralized bond/debt obligation US $240K 248K 0.00
JPMORGAN CHASE & CO REGD V/R /PERP/ SER FF 5.00000000 (JPMORGAN CHASE & CO V/R /PERP/) Long Debt US $5M 5M 0.03
JPMORGAN CHASE & CO REGD V/R /PERP/ SER HH 4.60000000 (JPMORGAN CHASE & CO V/R /PERP/) Long Debt US $2M 2M 0.01
JPMORGAN CHASE & CO REGD V/R /PERP/ SER II 4.00000000 (JPMORGAN CHASE & CO V/R /PERP/) Long Debt US $4M 4M 0.02
JPMORGAN CHASE & CO REGD V/R 1.04000000 (JPMORGAN CHASE & V/R 02/04/27) Long Debt US $2M 2M 0.01
JPMORGAN CHASE & CO REGD V/R 1.57800000 (JPMORGAN CHASE & V/R 04/22/27) Long Debt US $5M 5M 0.03
JPMORGAN CHASE & CO REGD V/R 2.58000000 (JPMORGAN CHASE & V/R 04/22/32) Long Debt US $5M 6M 0.03
JPMORGAN CHASE & CO REGD V/R 2.96300000 (JPMORGAN CHASE & V/R 01/25/33) Long Debt US $9M 11M 0.05
JPMORGAN CHASE & CO REGD V/R 4.00500000 (JPMORGAN CHASE & V/R 04/23/29) Long Debt US $2M 2M 0.01
JPMORGAN CHASE & CO REGD V/R 4.32300000 (JPMORGAN CHASE & V/R 04/26/28) Long Debt US $2M 2M 0.01
JPMORGAN CHASE & CO REGD V/R 4.45200000 (JPMORGAN CHASE & V/R 12/05/29) Long Debt US $9M 10M 0.06
JPMORGAN CHASE & CO REGD V/R 5.29900000 (JPMORGAN CHASE & V/R 07/24/29) Long Debt US $24M 24M 0.14
JPMORGAN CHASE & CO REGD V/R 5.35000000 (JPMORGAN CHASE & V/R 06/01/34) Long Debt US $4M 4M 0.02
JPMORGAN CHASE & CO REGD V/R 5.58100000 (JPMORGAN CHASE & V/R 04/22/30) Long Debt US $10M 9M 0.06
JPMORGAN CHASE & CO REGD V/R 5.76600000 (JPMORGAN CHASE & V/R 04/22/35) Long Debt US $8M 8M 0.05
JPMORGAN CHASE & CO REGD V/R SER FXD 1.47000000 (JPMORGAN CHASE & V/R 09/22/27) Long Debt US $15M 16M 0.09
JPMORGAN CHASE & CO REGD V/R SER VAR 2.94700000 (JPMORGAN CHASE & V/R 02/24/28) Long Debt US $2M 3M 0.01
KELLANOVA REGD 5.25000000 (KELLANOVA 5.25% 03/01/33) Long Debt US $2M 2M 0.01
KEURIG DR PEPPER INC REGD 4.42000000 (KEURIG DR PEPPE 4.42% 12/15/46) Long Debt US $3M 4M 0.02
KEYCORP REGD V/R 6.40100000 (KEYCORP V/R 03/06/35) Long Debt US $3M 2M 0.01
KEYCORP REGD V/R MTN 4.78900000 (KEYCORP V/R 06/01/33) Long Debt US $539K 590K 0.00
KEYSIGHT TECHNOLOGIES REGD 4.60000000 (KEYSIGHT TECHNOL 4.6% 04/06/27) Long Debt US $13M 13M 0.08
KEYSPAN GAS EAST CORP REGD 144A P/P 2.74200000 (KEYSPAN GAS EA 2.742% 08/15/26) Long Debt US $507K 538K 0.00
KGS-ALPHA SBA COOF TRUST 2012-2 SER 2012-2 CL A V/R 144A P/P 0.87155900 (KSBA 2012-2 A V/R 08/25/38) Long ABS-collateralized bond/debt obligation US $12K 738K 0.00
KGS-ALPHA SBA COOF TRUST 2014-2 SER 2014-2 CL A V/R 144A P/P 3.29691200 (KSBA 2014-2 A V/R 04/25/40) Long ABS-collateralized bond/debt obligation US $7K 159K 0.00
KGS-ALPHA SBA COOF TRUST SER 2012-6 CL A V/R 144A P/P 0.58515800 (KSBA 2012-6 A V/R 05/25/39) Long ABS-collateralized bond/debt obligation US $8K 685K 0.00
KIA CORP REGD 144A P/P 1.75000000 (KIA CORP 1.75% 10/16/26) Long Debt KR $1M 2M 0.01
KIMBERLY-CLARK DE MEXICO REGD 144A P/P 2.43100000 (KIMBERLY-CLARK 2.431% 07/01/31) Long Debt MX $6M 8M 0.04
KINDER MORGAN ENER PART REGD 7.50000000 (KINDER MORGAN EN 7.5% 11/15/40) Long Debt US $543K 483K 0.00
KINDER MORGAN ENER PART REGD MTN 6.95000000 (KINDER MORGAN E 6.95% 01/15/38) Long Debt US $9M 8M 0.05
KINDER MORGAN INC REGD 5.00000000 (KINDER MORGAN INC 5% 02/01/29) Long Debt US $3M 3M 0.02
KINDER MORGAN INC REGD 5.05000000 (KINDER MORGAN I 5.05% 02/15/46) Long Debt US $525K 600K 0.00
KINDER MORGAN INC REGD MTN SER GMTN 7.80000000 (KINDER MORGAN IN 7.8% 08/01/31) Long Debt US $5M 5M 0.03
KKR CLO 11 LTD SER 11 CL AR V/R REGD 144A P/P 6.77017000 (KKR 11 AR V/R 01/15/31) Long ABS-collateralized bond/debt obligation KY $6M 6M 0.04
KLA CORP REGD 3.30000000 (KLA CORP 3.3% 03/01/50) Long Debt US $1M 2M 0.01
KOREA GAS CORP REGD 144A P/P 5.00000000 (KOREA GAS CORP 5% 07/08/29) Long Debt KR $5M 5M 0.03
KOREA NATIONAL OIL CORP REGD 144A P/P 4.75000000 (KOREA NATIONAL 4.75% 04/03/26) Long Debt KR $2M 2M 0.01
KOREA NATIONAL OIL CORP REGD 144A P/P 4.87500000 (KOREA NATIONAL 4.875% 04/03/28) Long Debt KR $2M 2M 0.01
KRAFT HEINZ FOODS CO REGD SER WI 4.37500000 (KRAFT HEINZ FO 4.375% 06/01/46) Long Debt US $5M 6M 0.03
KRAFT HEINZ FOODS CO REGD SER WI 4.62500000 (KRAFT HEINZ FO 4.625% 10/01/39) Long Debt US $2M 2M 0.01
KROGER CO REGD 4.45000000 (KROGER CO 4.45% 02/01/47) Long Debt US $1M 2M 0.01
KROGER CO REGD 5.40000000 (KROGER CO 5.4% 07/15/40) Long Debt US $92K 95K 0.00
L3HARRIS TECH INC REGD 3.83200000 (L3HARRIS TECH 3.832% 04/27/25) Long Debt US $808K 820K 0.00
L3HARRIS TECH INC REGD 4.85400000 (L3HARRIS TECH 4.854% 04/27/35) Long Debt US $949K 1M 0.01
L3HARRIS TECH INC REGD 5.25000000 (L3HARRIS TECH I 5.25% 06/01/31) Long Debt US $3M 3M 0.02
L3HARRIS TECH INC REGD 5.40000000 (L3HARRIS TECH IN 5.4% 07/31/33) Long Debt US $3M 3M 0.02
LABORATORY CORP OF AMER REGD 2.95000000 (LABORATORY CORP 2.95% 12/01/29) Long Debt US $2M 2M 0.01
LAD AUTO RECEIVABLES TRUST 2024-1 SER 2024-1A CL A3 REGD 144A P/P 5.23000000 (LADAR 2024-1A 5.23% 06/15/26) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
LAD AUTO RECEIVABLES TRUST 2024-1 SER 2024-1A CL A4 REGD 144A P/P 5.17000000 (LADAR 2024-1A 5.17% 01/15/27) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
LADDER CAPITAL COMMERCIAL MORTGAGE 2013-GCP MORT SER 2013-GCP CL A2 REGD 144A P/P 3.98510000 (LCCM 2013-GCP 3.985% 02/15/28) Long ABS-collateralized bond/debt obligation US $920K 1M 0.01
LCCM 2017-LC26 SER 2017-LC26 CL A3 REGD 144A P/P 3.28900000 (LCCM 2017-LC2 3.289% 04/10/27) Long ABS-collateralized bond/debt obligation US $14M 15M 0.08
LEAR CORP REGD 2.60000000 (LEAR CORP 2.6% 01/15/32) Long Debt US $1M 1M 0.01
LEGACY MORTGAGE ASSET TRUST 2019-PR1 SER 2019-PR1 CL A1 V/R REGD 144A P/P 7.85800000 (LMAT 2019-PR1 A1 V/R 09/25/59) Long ABS-collateralized bond/debt obligation US $8M 8M 0.04
LEGACY MORTGAGE ASSET TRUST 2021-GS1 SER 2021-GS1 CL A1 V/R REGD 144A P/P 4.89200000 (LMAT 2021-GS1 A1 V/R 10/25/66) Long ABS-collateralized bond/debt obligation US $4M 4M 0.03
LEGACY MORTGAGE ASSET TRUST 2021-GS2 SER 2021-GS2 CL A1 V/R REGD 144A P/P 4.75000000 (LMAT 2021-GS2 A1 V/R 04/25/61) Long ABS-collateralized bond/debt obligation US $4M 4M 0.03
LEGACY MORTGAGE ASSET TRUST 2021-GS4 SER 2021-GS4 CL A1 V/R REGD 144A P/P 1.65000000 (LMAT 2021-GS4 A1 V/R 11/25/60) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
LEHMAN MORTGAGE TRUST 2006-2 SER 2006-2 CL 1A1 V/R REGD 5.77187000 (LMT 2006-2 1A1 V/R 04/25/36) Long ABS-collateralized bond/debt obligation US $22K 35K 0.00
LEHMAN MORTGAGE TRUST 2007-6 SER 2007-6 CL 1A8 REGD 6.00000000 (LMT 2007-6 1A8 6% 07/25/37) Long ABS-collateralized bond/debt obligation US $6K 7K 0.00
LEHMAN MORTGAGE TRUST 2008-2 SER 2008-2 CL 1A6 REGD 6.00000000 (LMT 2008-2 1A6 6% 02/25/38) Long ABS-collateralized bond/debt obligation US $65K 218K 0.00
LEIDOS INC REGD 5.75000000 (LEIDOS INC 5.75% 03/15/33) Long Debt US $1M 1M 0.01
LEIDOS INC REGD SER WI 2.30000000 (LEIDOS INC 2.3% 02/15/31) Long Debt US $886K 1M 0.01
LEIDOS INC REGD SER WI 3.62500000 (LEIDOS INC 3.625% 05/15/25) Long Debt US $3M 4M 0.02
LENDINGPOINT 2020-REV1 ASSET SECURITIZATION TRUST SER 2020-REV1 CL B REGD 144A P/P 4.49400000 (LDPT 2020-REV 4.494% 08/15/24) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
LENNOX INTERNATIONAL INC REGD 1.70000000 (LENNOX INTERNATI 1.7% 08/01/27) Long Debt US $2M 2M 0.01
LIBERTY MUTUAL GROUP INC REGD 144A P/P 3.95100000 (LIBERTY MUTUAL 3.951% 10/15/50) Long Debt US $559K 769K 0.00
LIBERTY MUTUAL GROUP INC REGD 144A P/P 4.56900000 (LIBERTY MUTUAL 4.569% 02/01/29) Long Debt US $2M 2M 0.01
LIBERTY MUTUAL GROUP INC REGD 144A P/P 5.50000000 (LIBERTY MUTUAL G 5.5% 06/15/52) Long Debt US $5M 6M 0.03
LIBERTY MUTUAL INSURANCE REGD P/P 7.69700000 (LIBERTY MUTUAL 7.697% 10/15/97) Long Debt US $110K 100K 0.00
LIBERTY MUTUAL INSURANCE REGD P/P 8.50000000 (LIBERTY MUTUAL I 8.5% 05/15/25) Long Debt US $714K 700K 0.00
LINCOLN NATIONAL CORP REGD 7.00000000 (LINCOLN NATIONAL C 7% 06/15/40) Long Debt US $2M 2M 0.01
LLOYDS BANKING GROUP PLC REGD 3.75000000 (LLOYDS BANKING 3.75% 01/11/27) Long Debt GB $2M 2M 0.01
LLOYDS BANKING GROUP PLC REGD 4.37500000 (LLOYDS BANKING 4.375% 03/22/28) Long Debt GB $919K 949K 0.01
LLOYDS BANKING GROUP PLC REGD SER WI 4.58200000 (LLOYDS BANKING 4.582% 12/10/25) Long Debt GB $540K 550K 0.00
LLOYDS BANKING GROUP PLC REGD V/R 1.62700000 (LLOYDS BANKING GR V/R 05/11/27) Long Debt GB $2M 2M 0.01
LLOYDS BANKING GROUP PLC REGD V/R 3.51100000 (LLOYDS BANKING GR V/R 03/18/26) Long Debt GB $1M 1M 0.01
LLOYDS BANKING GROUP PLC REGD V/R 3.57400000 (LLOYDS BANKING GR V/R 11/07/28) Long Debt GB $941K 1M 0.01
LLOYDS BANKING GROUP PLC REGD V/R 5.46200000 (LLOYDS BANKING GR V/R 01/05/28) Long Debt GB $11M 11M 0.06
LLOYDS BANKING GROUP PLC REGD V/R 5.67900000 (LLOYDS BANKING GR V/R 01/05/35) Long Debt GB $3M 3M 0.02
LONG BEACH MORTGAGE LOAN TRUST 2004-1 SER 2004-1 CL M1 V/R REGD 6.20971000 (LBMLT 2004-1 M1 V/R 02/25/34) Long ABS-collateralized bond/debt obligation US $55K 57K 0.00
LONG BEACH MORTGAGE LOAN TRUST 2004-3 SER 2004-3 CL M1 V/R REGD 6.31471000 (LBMLT 2004-3 M1 V/R 07/25/34) Long ABS-collateralized bond/debt obligation US $23K 24K 0.00
LOS ANGELES CA DEPT OF ARPTS REGD N/C B/E 6.58200000 (LOS ANGELES CA 6.582% 05/15/39) Long Debt US $2M 1M 0.01
LOS ANGELES CA DEPT WTR & PWR REGD N/C B/E 6.60300000 (LOS ANGELES CA 6.603% 07/01/50) Long Debt US $3M 2M 0.02
LOWE'S COS INC REGD 5.62500000 (LOWE'S COS INC 5.625% 04/15/53) Long Debt US $3M 3M 0.02
LSEGA FINANCING PLC REGD 144A P/P MTN 2.00000000 (LSEGA FINANCING PL 2% 04/06/28) Long Debt GB $4M 5M 0.02
LYB INT FINANCE III REGD 1.25000000 (LYB INT FINANCE 1.25% 10/01/25) Long Debt US $655K 692K 0.00
LYB INTL FINANCE BV REGD 4.87500000 (LYB INTL FINAN 4.875% 03/15/44) Long Debt NL $261K 300K 0.00
LYB INTL FINANCE BV REGD 5.25000000 (LYB INTL FINANC 5.25% 07/15/43) Long Debt NL $553K 610K 0.00
M&T BANK CORPORATION REGD 4.00000000 (M&T BANK CORPORATI 4% 07/15/24) Long Debt US $4M 4M 0.03
MACQUARIE BANK LTD REGD V/R 144A P/P 3.05200000 (MACQUARIE BANK LT V/R 03/03/36) Long Debt AU $2M 2M 0.01
MACQUARIE GROUP LTD REGD V/R 144A P/P MTN 2.87100000 (MACQUARIE GROUP L V/R 01/14/33) Long Debt AU $3M 4M 0.02
MACQUARIE GROUP LTD REGD V/R 144A P/P MTN 5.03300000 (MACQUARIE GROUP L V/R 01/15/30) Long Debt AU $4M 4M 0.03
MANITOBA (PROVINCE OF) REGD 2.12500000 (MANITOBA (PROV 2.125% 06/22/26) Long Debt CA $379K 400K 0.00
MARATHON PETROLEUM CORP REGD SER WI 4.50000000 (MARATHON PETROLE 4.5% 04/01/48) Long Debt US $2M 3M 0.01
MARATHON PETROLEUM CORP REGD SER WI 5.12500000 (MARATHON PETRO 5.125% 12/15/26) Long Debt US $3M 3M 0.02
MARINER FINANCE ISSUANCE TRUST 2021-A SER 2021-AA CL B REGD 144A P/P 2.33000000 (MFIT 2021-AA B 2.33% 05/01/27) Long ABS-collateralized bond/debt obligation US $5M 6M 0.03
MARKEL GROUP INC REGD 4.15000000 (MARKEL GROUP IN 4.15% 09/17/50) Long Debt US $503K 655K 0.00
MARRIOTT INTERNATIONAL REGD 4.90000000 (MARRIOTT INTERNA 4.9% 04/15/29) Long Debt US $800K 809K 0.00
MARTIN MARIETTA MATERIAL REGD 4.25000000 (MARTIN MARIETTA 4.25% 07/02/24) Long Debt US $2M 2M 0.01
MARTIN MARIETTA MATERIAL REGD 6.25000000 (MARTIN MARIETTA 6.25% 05/01/37) Long Debt US $110K 107K 0.00
MASCO CORP REGD 2.00000000 (MASCO CORP 2% 10/01/30) Long Debt US $626K 760K 0.00
MASCO CORP REGD 6.50000000 (MASCO CORP 6.5% 08/15/32) Long Debt US $1M 1M 0.01
MASS INSTITUTE OF TECH REGD 3.88500000 (MASS INSTITUTE 3.885% 07/01/16) Long Debt US $2M 3M 0.01
MASS INSTITUTE OF TECH REGD 4.67800000 (MASS INSTITUTE 4.678% 07/01/14) Long Debt US $1M 2M 0.01
MASS MUTUAL LIFE INS CO REGD 144A P/P 3.72900000 (MASS MUTUAL LI 3.729% 10/15/70) Long Debt US $2M 3M 0.01
MASS MUTUAL LIFE INS CO REGD 144A P/P 4.90000000 (MASS MUTUAL LIFE 4.9% 04/01/77) Long Debt US $4M 5M 0.02
MASSACHUSETTS ELECTRIC REGD 144A P/P 4.00400000 (MASSACHUSETTS 4.004% 08/15/46) Long Debt US $474K 624K 0.00
MASTER ADJUSTABLE RATE MORTGAGES TRUST SERIES 2004-13 CLASS 2A1 REGD_ 6.41474800 (MARM 2004-13 3.8176% 4/21//34_) Long ABS-collateralized bond/debt obligation US $41K 44K 0.00
MASTR ADJUSTABLE RATE MORTGAGES TRUST 2004-15 SER 2004-15 CL 3A1 V/R REGD 6.45032800 (MARM 2004-15 3A1 V/R 12/25/34) Long ABS-collateralized bond/debt obligation US $6K 7K 0.00
MASTR ADJUSTABLE RATE MORTGAGES TRUST 2004-3 SER 2004-3 CL 4A2 V/R REGD 4.57943600 (MARM 2004-3 4A2 V/R 04/25/34) Long ABS-collateralized bond/debt obligation US $15K 17K 0.00
MASTR ALTERNATIVE LOAN TRUST 2003-9 SER 2003-9 CL 2A1 REGD 6.00000000 (MALT 2003-9 2A1 6% 12/25/33) Long ABS-collateralized bond/debt obligation US $19K 20K 0.00
MASTR ALTERNATIVE LOAN TRUST 2003-9 SER 2003-9 CL 8A1 REGD 6.00000000 (MALT 2003-9 8A1 6% 01/25/34) Long ABS-collateralized bond/debt obligation US $7K 8K 0.00
MASTR ALTERNATIVE LOAN TRUST 2004-3 SER 2004-3 CL 2A1 REGD 6.25000000 (MALT 2004-3 2A 6.25% 04/25/34) Long ABS-collateralized bond/debt obligation US $15K 15K 0.00
MASTR ALTERNATIVE LOAN TRUST 2004-3 SER 2004-3 CL 3A1 REGD 6.00000000 (MALT 2004-3 3A1 6% 04/25/34) Long ABS-collateralized bond/debt obligation US $102K 104K 0.00
MASTR ALTERNATIVE LOAN TRUST 2004-6 SER 2004-6 CL 30PO ZCP REGD 0.00000000 (MALT 2004-6 30PO ZCP 07/25/34) Long ABS-collateralized bond/debt obligation US $10K 14K 0.00
MASTR ALTERNATIVE LOAN TRUST 2004-7 SER 2004-7 CL 30PO ZCP REGD 0.00000000 (MALT 2004-7 30PO ZCP 08/25/34) Long ABS-collateralized bond/debt obligation US $6K 9K 0.00
MASTR ALTERNATIVE LOAN TRUST 2005-6 SER 2005-6 CL 3A1 REGD 5.50000000 (MALT 2005-6 3A1 5.5% 12/25/35) Long ABS-collateralized bond/debt obligation US $6K 7K 0.00
MASTR ALTERNATIVE LOANS TRUST_ 2004-6 7A1 REGD__ 6.00000000 (MALT 2004-6 7A 6.00% 07/25/34) Long ABS-collateralized bond/debt obligation US $9K 9K 0.00
MASTR ASSET SECURITIZATION TRUST 2003-12 SER 2003-12 CL 30PO ZCP REGD 0.00000000 (MASTR 2003-12 30 ZCP 12/25/33) Long ABS-collateralized bond/debt obligation US $574.82 927.43 0.00
MASTR ASSET SECURITIZATION TRUST 2003-12 SER 2003-12 CL 6A1 REGD 5.00000000 (MASTR 2003-12 6A1 5% 12/25/33) Long ABS-collateralized bond/debt obligation US $7K 7K 0.00
MASTR ASSET SECURITIZATION TRUST 2004-1 SER 2004-1 CL 30PO ZCP REGD 0.00000000 (MASTR 2004-1 30P ZCP 02/25/34) Long ABS-collateralized bond/debt obligation US $619.82 1K 0.00
MASTR ASSET SECURITIZATION TRUST 2004-4 SER 2004-4 CL 1A6 REGD 5.25000000 (MASTR 2004-4 1 5.25% 12/26/33) Long ABS-collateralized bond/debt obligation US $16K 17K 0.00
MASTR REPERFORMING LOAN TRUST 2005-2 SER 2005-2 CL 1A1F V/R REGD 144A P/P 5.80971000 (MARP 2005-2 1A1F V/R 05/25/35) Long ABS-collateralized bond/debt obligation US $300K 592K 0.00
MASTR REPERFORMING LOAN TRUST_ SER 2006-2 CL 1A1 V/R REGD 144A P/P 4.12166100 (MARP 2006-2 1A1 V/R 05/25/36) Long ABS-collateralized bond/debt obligation US $48K 61K 0.00
MASTR RESECURITIZATION TRUST 2005-PO SER 2005-PO CL 3PO ZCP REGD 144A P/P 0.00000000 (MARS 2005-PO 3PO ZCP 05/28/35) Long ABS-collateralized bond/debt obligation US $6K 8K 0.00
MBIA INSURANCE CO REGD V/R P/P 11.88200000 (MBIA INSURANCE CO V/R 01/15/33) Long Debt US $4K 86K 0.00
MCDONALD'S CORP REGD MTN 4.45000000 (MCDONALD'S CORP 4.45% 03/01/47) Long Debt US $302K 360K 0.00
MCDONALD'S CORP REGD MTN 4.70000000 (MCDONALD'S CORP 4.7% 12/09/35) Long Debt US $205K 216K 0.00
MCDONALD'S CORP REGD MTN 6.30000000 (MCDONALD'S CORP 6.3% 10/15/37) Long Debt US $422K 394K 0.00
MEMORIAL HEALTH SERVICES REGD 3.44700000 (MEMORIAL HEALT 3.447% 11/01/49) Long Debt US $2M 3M 0.01
MERCK & CO INC REGD 2.75000000 (MERCK & CO INC 2.75% 12/10/51) Long Debt US $885K 1M 0.01
MERCK & CO INC REGD 5.00000000 (MERCK & CO INC 5% 05/17/53) Long Debt US $1M 1M 0.01
MERCK & CO INC REGD 5.15000000 (MERCK & CO INC 5.15% 05/17/63) Long Debt US $988K 1M 0.01
MERRILL LYNCH MORTGAGE BACKED SECURITIES TRUST SERIES SER 2007-3 CL 1A3 V/R REGD 6.56495100 (MLMBS 2007-3 1A3 V/R 02/25/37) Long ABS-collateralized bond/debt obligation US $1K 1K 0.00
MERRILL LYNCH MORTGAGE INVESTORS TRUST SERI SER 2003-A5 CL 2A6 V/R REGD 6.32045400 (MLMI 2003-A5 2A6 V/R 08/25/33) Long ABS-collateralized bond/debt obligation US $10K 10K 0.00
MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC SER 2003-E CL A1 V/R REGD 6.07971000 (MLCC 2003-E A1 V/R 10/25/28) Long ABS-collateralized bond/debt obligation US $20K 21K 0.00
MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC SER 2003-F CL A1 V/R REGD 6.09971000 (MLCC 2003-F A1 V/R 10/25/28) Long ABS-collateralized bond/debt obligation US $14K 15K 0.00
MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC SER 2004-1 CL 2A1 V/R REGD 5.37909600 (MLCC 2004-1 2A1 V/R 12/25/34) Long ABS-collateralized bond/debt obligation US $21K 23K 0.00
MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC SER 2004-C CL A2 V/R REGD 6.30384000 (MLCC 2004-C A2 V/R 07/25/29) Long ABS-collateralized bond/debt obligation US $13K 14K 0.00
MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLMI 2 SER 2004-A4 CL A2 V/R REGD 5.50053800 (MLMI 2004-A4 A2 V/R 08/25/34) Long ABS-collateralized bond/debt obligation US $22K 24K 0.00
MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLMI 2 SER 2005-A2 CL A1 V/R REGD 5.78257700 (MLMI 2005-A2 A1 V/R 02/25/35) Long ABS-collateralized bond/debt obligation US $42K 47K 0.00
MET LIFE GLOB FUNDING I REGD 144A P/P 3.00000000 (MET LIFE GLOB FUND 3% 09/19/27) Long Debt US $1M 1M 0.01
MET LIFE GLOB FUNDING I REGD 144A P/P MTN 5.15000000 (MET LIFE GLOB F 5.15% 03/28/33) Long Debt US $2M 2M 0.01
META PLATFORMS INC REGD 5.60000000 (META PLATFORMS I 5.6% 05/15/53) Long Debt US $3M 3M 0.02
META PLATFORMS INC REGD 5.75000000 (META PLATFORMS 5.75% 05/15/63) Long Debt US $2M 2M 0.01
METLIFE INC REGD 4.87500000 (METLIFE INC 4.875% 11/13/43) Long Debt US $3M 3M 0.02
MEXICO CITY ARPT TRUST REGD 144A P/P 3.87500000 (MEXICO CITY AR 3.875% 04/30/28) Long Debt MX $3M 4M 0.02
MEXICO CITY ARPT TRUST REGD 144A P/P 4.25000000 (MEXICO CITY ARP 4.25% 10/31/26) Long Debt MX $2M 2M 0.01
MEXICO CITY ARPT TRUST REGD 144A P/P 5.50000000 (MEXICO CITY ARPT 5.5% 07/31/47) Long Debt MX $3M 4M 0.02
MFA 2021-RPL1 TRUST SER 2021-RPL1 CL A1 V/R REGD 144A P/P 1.13130000 (MFRA 2021-RPL1 A V/R 07/25/60) Long ABS-collateralized bond/debt obligation US $7M 8M 0.04
MHC COMMERCIAL MORTGAGE TRUST 2021-MHC SER 2021-MHC CL C V/R REGD 144A P/P 6.79444200 (MHC 2021-MHC C V/R 04/15/26) Long ABS-collateralized bond/debt obligation US $9M 9M 0.06
MID-AMERICA APARTMENTS REGD 1.70000000 (MID-AMERICA APAR 1.7% 02/15/31) Long Debt US $1M 1M 0.01
MID-ATLANTIC INTERSTATE REGD 144A P/P 4.10000000 (MID-ATLANTIC INT 4.1% 05/15/28) Long Debt US $10M 10M 0.06
MID-STATE CAPITAL CORP 2006-1 TRUST SER 2006-1 CL M1 REGD 144A P/P 6.08300000 (MDST 2006-1 M 6.083% 10/15/40) Long ABS-collateralized bond/debt obligation US $312K 318K 0.00
MIDAMERICAN ENERGY CO REGD 5.85000000 (MIDAMERICAN ENE 5.85% 09/15/54) Long Debt US $5M 5M 0.03
MIDOCEAN CREDIT CLO III SER 2014-3A CL A1R V/R REGD 144A P/P 6.70617000 (MIDO 2014-3A A1R V/R 04/21/31) Long ABS-collateralized bond/debt obligation KY $8M 8M 0.05
MIDOCEAN CREDIT CLO IX SER 2018-9A CL A1 V/R REGD 144A P/P 6.73617000 (MIDO 2018-9A A1 V/R 07/20/31) Long ABS-collateralized bond/debt obligation KY $3M 3M 0.02
MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 SER 2021-NMR1 CL A1 V/R REGD 144A P/P 1.12500000 (MCMLT 2021-NMR1 V/R 11/25/60) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
MILL CITY SECURITIES 2021-RS1 LTD SER 2021-RS1 CL A1 V/R REGD 144A P/P 2.90665000 (MCMLT 2021-RS1 A V/R 09/28/24) Long ABS-collateralized bond/debt obligation KY $5M 5M 0.03
MITSUBISHI HC FIN AMER REGD 144A P/P 5.80700000 (MITSUBISHI HC 5.807% 09/12/28) Long Debt US $2M 2M 0.01
MITSUBISHI UFJ FIN GRP REGD 2.04800000 (MITSUBISHI UFJ 2.048% 07/17/30) Long Debt JP $2M 3M 0.01
MITSUBISHI UFJ FIN GRP REGD 3.75100000 (MITSUBISHI UFJ 3.751% 07/18/39) Long Debt JP $1M 2M 0.01
MIZUHO FINANCIAL GROUP REGD V/R 2.17200000 (MIZUHO FINANCIAL V/R 05/22/32) Long Debt JP $6M 8M 0.04
MIZUHO FINANCIAL GROUP REGD V/R 2.26000000 (MIZUHO FINANCIAL V/R 07/09/32) Long Debt JP $813K 1M 0.00
MIZUHO FINANCIAL GROUP REGD V/R 2.86900000 (MIZUHO FINANCIAL V/R 09/13/30) Long Debt JP $1M 2M 0.01
MIZUHO FINANCIAL GROUP REGD V/R 5.77800000 (MIZUHO FINANCIAL V/R 07/06/29) Long Debt JP $4M 4M 0.02
MLCC 2004-A A1 V/R 4/25/29 5.91971000 Long ABS-collateralized bond/debt obligation US $8K 8K 0.00
MMAF EQUIPMENT FINANCE LLC 2019-B SER 2019-B CL A5 REGD 144A P/P 2.29000000 (MMAF 2019-B A5 2.29% 11/12/41) Long ABS-collateralized bond/debt obligation US $7M 7M 0.04
MMAF EQUIPMENT FINANCE LLC 2023-A SER 2023-A CL A3 REGD 144A P/P 5.54000000 (MMAF 2023-A A3 5.54% 12/13/27) Long ABS-collateralized bond/debt obligation US $16M 16M 0.10
MNR ABS ISSUER I LLC 2023-1 NT CL A-2 REGD 8.94600000 (MNR ABS ISS 8.946% 12/15/38) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
MOLSON COORS BEVERAGE REGD 4.20000000 (MOLSON COORS BEV 4.2% 07/15/46) Long Debt US $1M 2M 0.01
MONONGAHELA POWER CO REGD P/P 5.40000000 (MONONGAHELA POWE 5.4% 12/15/43) Long Debt US $2M 2M 0.01
MORGAN STANLEY BANK NA REGD V/R SER BKNT 5.50400000 (MORGAN STANLEY BA V/R 05/26/28) Long Debt US $7M 7M 0.04
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2015-C20 CL A4 REGD 3.24900000 (MSBAM 2015-C2 3.249% 12/15/24) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2015-C23 CL A3 REGD 3.45100000 (MSBAM 2015-C2 3.451% 05/15/25) Long ABS-collateralized bond/debt obligation US $17M 17M 0.10
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2015-C24 CL A3 REGD 3.47900000 (MSBAM 2015-C2 3.479% 05/15/25) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2016-C30 CL A5 REGD 2.86000000 (MSBAM 2016-C30 2.86% 08/15/26) Long ABS-collateralized bond/debt obligation US $7M 7M 0.04
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2016-C32 CL A4 REGD 3.72000000 (MSBAM 2016-C32 3.72% 12/15/26) Long ABS-collateralized bond/debt obligation US $8M 8M 0.05
MORGAN STANLEY CAPITAL I TRUST 2015-UBS8 SER 2015-UBS8 CL A4 REGD 3.80900000 (MSC 2015-UBS8 3.809% 11/15/25) Long ABS-collateralized bond/debt obligation US $6M 7M 0.04
MORGAN STANLEY CAPITAL I TRUST 2016-UB11 SER 2016-UB11 CL A3 REGD 2.53100000 (MSC 2016-UB11 2.531% 08/15/26) Long ABS-collateralized bond/debt obligation US $18M 20M 0.11
MORGAN STANLEY CAPITAL I TRUST 2016-UBS12 SER 2016-UB12 CL A4 REGD 3.59600000 (MSC 2016-UB12 3.596% 11/15/26) Long ABS-collateralized bond/debt obligation US $75K 80K 0.00
MORGAN STANLEY CAPITAL I TRUST 2020-L4 SER 2020-L4 CL A3 REGD 2.69800000 (MSC 2020-L4 A 2.698% 02/15/30) Long ABS-collateralized bond/debt obligation US $13M 15M 0.08
MORGAN STANLEY MORTGAGE LOAN TRUST 2004-3 SER 2004-3 CL 4A V/R REGD 5.64590900 (MSM 2004-3 4A V/R 04/25/34) Long ABS-collateralized bond/debt obligation US $65K 67K 0.00
MORGAN STANLEY REGD MTN 3.95000000 (MORGAN STANLEY 3.95% 04/23/27) Long Debt US $14M 14M 0.08
MORGAN STANLEY REGD MTN 5.00000000 (MORGAN STANLEY 5% 11/24/25) Long Debt US $3M 3M 0.02
MORGAN STANLEY REGD MTN SER GMTN 3.87500000 (MORGAN STANLEY 3.875% 01/27/26) Long Debt US $2M 2M 0.01
MORGAN STANLEY REGD V/R 3.21700000 (MORGAN STANLEY V/R 04/22/42) Long Debt US $4M 5M 0.02
MORGAN STANLEY REGD V/R 5.17300000 (MORGAN STANLEY V/R 01/16/30) Long Debt US $1M 1M 0.01
MORGAN STANLEY REGD V/R 5.44900000 (MORGAN STANLEY V/R 07/20/29) Long Debt US $8M 8M 0.05
MORGAN STANLEY REGD V/R 5.46600000 (MORGAN STANLEY V/R 01/18/35) Long Debt US $2M 2M 0.01
MORGAN STANLEY REGD V/R 6.29600000 (MORGAN STANLEY V/R 10/18/28) Long Debt US $6M 5M 0.03
MORGAN STANLEY REGD V/R MTN 1.79400000 (MORGAN STANLEY V/R 02/13/32) Long Debt US $2M 2M 0.01
MORGAN STANLEY REGD V/R MTN 1.92800000 (MORGAN STANLEY V/R 04/28/32) Long Debt US $11M 14M 0.07
MORGAN STANLEY REGD V/R MTN 2.47500000 (MORGAN STANLEY V/R 01/21/28) Long Debt US $490K 526K 0.00
MORGAN STANLEY REGD V/R MTN 3.59100000 (MORGAN STANLEY V/R 07/22/28) Long Debt US $6M 6M 0.03
MORGAN STANLEY REGD V/R MTN 5.16400000 (MORGAN STANLEY V/R 04/20/29) Long Debt US $4M 4M 0.03
MORGAN STANLEY REGD V/R MTN 5.83100000 (MORGAN STANLEY V/R 04/19/35) Long Debt US $19M 19M 0.11
MORGAN STANLEY REGD V/R MTN SER GMTN 2.23900000 (MORGAN STANLEY V/R 07/21/32) Long Debt US $3M 4M 0.02
MORGAN STANLEY REGD V/R MTN SER GMTN 3.77200000 (MORGAN STANLEY V/R 01/24/29) Long Debt US $4M 4M 0.02
MORGAN STANLEY REGD V/R MTN SER GMTN 4.43100000 (MORGAN STANLEY V/R 01/23/30) Long Debt US $2M 2M 0.01
MPLX LP REGD 2.65000000 (MPLX LP 2.65% 08/15/30) Long Debt US $6M 7M 0.04
MPLX LP REGD 4.50000000 (MPLX LP 4.5% 04/15/38) Long Debt US $3M 4M 0.02
MPLX LP REGD 5.20000000 (MPLX LP 5.2% 03/01/47) Long Debt US $621K 695K 0.00
MPLX LP REGD 5.50000000 (MPLX LP 5.5% 06/01/34) Long Debt US $7M 7M 0.04
MPLX LP REGD SER WI 4.87500000 (MPLX LP 4.875% 06/01/25) Long Debt US $3M 3M 0.02
MPLX LP REGD SER WI 5.20000000 (MPLX LP 5.2% 12/01/47) Long Debt US $495K 560K 0.00
MRCD 2019-MARK MORTGAGE TRUST SER 2019-PARK CL A REGD 144A P/P 2.71752000 (MRCD 2019-PAR 2.717% 12/15/24) Long ABS-collateralized bond/debt obligation US $9M 10M 0.05
MRCD 2019-MARK MORTGAGE TRUST SER 2019-PARK CL D REGD 144A P/P 2.71752000 (MRCD 2019-PAR 2.717% 12/15/24) Long ABS-collateralized bond/debt obligation US $4M 6M 0.02
MRFC 2000-TBC3 A1 V/R 12/15/30 5.88332000 Long ABS-collateralized bond/debt obligation US $9K 9K 0.00
MRFC MORTGAGE PASS-THROUGH TRUST SERIES 1999-TBC2 SER 2000-TBC2 CL A1 V/R REGD 5.92332000 (MRFC 2000-TBC2 A V/R 06/15/30) Long ABS-collateralized bond/debt obligation US $38K 40K 0.00
MT SINAI HOSPITAL REGD SER 2017 3.98100000 (MT SINAI HOSPI 3.981% 07/01/48) Long Debt US $772K 999K 0.00
MULTICARE HEALTH SYSTEM REGD 2.80300000 (MULTICARE HEAL 2.803% 08/15/50) Long Debt US $2M 3M 0.01
MUTUAL OF OMAHA GLOBAL REGD 144A P/P 5.35000000 (MUTUAL OF OMAHA 5.35% 04/09/27) Long Debt US $8M 8M 0.05
MYLAN INC REGD 5.40000000 (MYLAN INC 5.4% 11/29/43) Long Debt US $2M 3M 0.01
MYLAN INC REGD SER WI 5.20000000 (MYLAN INC 5.2% 04/15/48) Long Debt US $5M 6M 0.03
MYMICHIGAN HEALTH REGD SER 2020 3.40900000 (MYMICHIGAN HEA 3.409% 06/01/50) Long Debt US $2M 3M 0.01
NACC REPERFORMING LOAN REMIC TRUST 2004-R2 SER 2004-R2 CL A1 V/R REGD 144A P/P 6.50000000 (NAA 2004-R2 A1 V/R 10/25/34) Long ABS-collateralized bond/debt obligation US $24K 28K 0.00
NASDAQ INC REGD 5.55000000 (NASDAQ INC 5.55% 02/15/34) Long Debt US $1M 1M 0.01
NATIONAL AUSTRALIA BANK REGD 144A P/P MTN 2.33200000 (NATIONAL AUSTR 2.332% 08/21/30) Long Debt AU $5M 6M 0.03
NATIONAL AUSTRALIA BANK REGD V/R 144A P/P 3.34700000 (NATIONAL AUSTRALI V/R 01/12/37) Long Debt AU $2M 3M 0.01
NATIONAL RURAL UTIL COOP REGD MTN 5.10000000 (NATIONAL RURAL U 5.1% 05/06/27) Long Debt US $5M 5M 0.03
NATIONAL RURAL UTIL COOP REGD MTN SER MTNC 8.00000000 (NATIONAL RURAL UTI 8% 03/01/32) Long Debt US $911K 791K 0.01
NATIONWIDE BLDG SOCIETY REGD 144A P/P 1.50000000 (NATIONWIDE BLDG 1.5% 10/13/26) Long Debt GB $3M 3M 0.02
NATIONWIDE BLDG SOCIETY REGD 144A P/P 4.00000000 (NATIONWIDE BLDG SO 4% 09/14/26) Long Debt GB $9M 10M 0.05
NATIONWIDE CHILDREN HOSP REGD 4.55600000 (NATIONWIDE CHI 4.556% 11/01/52) Long Debt US $580K 646K 0.00
NATIONWIDE MUTUAL INSURA REGD P/P 9.37500000 (NATIONWIDE MUT 9.375% 08/15/39) Long Debt US $9M 7M 0.05
NATWEST GROUP PLC REGD 4.80000000 (NATWEST GROUP PL 4.8% 04/05/26) Long Debt GB $3M 3M 0.02
NATWEST GROUP PLC REGD V/R 1.64200000 (NATWEST GROUP PLC V/R 06/14/27) Long Debt GB $8M 8M 0.04
NATWEST GROUP PLC REGD V/R 4.89200000 (NATWEST GROUP PLC V/R 05/18/29) Long Debt GB $6M 6M 0.03
NATWEST GROUP PLC REGD V/R 5.07600000 (NATWEST GROUP PLC V/R 01/27/30) Long Debt GB $9M 9M 0.05
NATWEST GROUP PLC REGD V/R 5.77800000 (NATWEST GROUP PLC V/R 03/01/35) Long Debt GB $3M 3M 0.02
NATWEST GROUP PLC REGD V/R 7.47200000 (NATWEST GROUP PLC V/R 11/10/26) Long Debt GB $2M 2M 0.01
NATWEST GROUP PLC REGD V/R_ 4.44500000 (NATWEST GROUP PLC V/R 05/08/30) Long Debt GB $941K 985K 0.01
NATWEST MARKETS PLC REGD 144A P/P 1.60000000 (NATWEST MARKETS 1.6% 09/29/26) Long Debt GB $2M 2M 0.01
NATWEST MARKETS PLC REGD 144A P/P 5.41000000 (NATWEST MARKETS 5.41% 05/17/29) Long Debt GB $4M 4M 0.03
NATWEST MARKETS PLC REGD 144A P/P 5.41600000 (NATWEST MARKET 5.416% 05/17/27) Long Debt GB $3M 4M 0.02
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2018-C SER 2018-CA CL A2 REGD 144A P/P 3.52000000 (NAVSL 2018-CA 3.52% 05/15/26) Long ABS-collateralized bond/debt obligation US $79K 79K 0.00
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-C SER 2019-CA CL A2 REGD 144A P/P 3.13000000 (NAVSL 2019-CA 3.13% 02/15/68) Long ABS-collateralized bond/debt obligation US $1M 2M 0.01
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-B SER 2020-BA CL A2 REGD 144A P/P 2.12000000 (NAVSL 2020-BA 2.12% 09/15/27) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-G SER 2021-GA CL A REGD 144A P/P 1.58000000 (NAVSL 2021-GA 1.58% 05/15/28) Long ABS-collateralized bond/debt obligation US $7M 8M 0.04
NBCUNIVERSAL MEDIA LLC REGD 4.45000000 (NBCUNIVERSAL ME 4.45% 01/15/43) Long Debt US $9K 10K 0.00
NBN CO LTD REGD 144A P/P MTN 2.62500000 (NBN CO LTD 2.625% 05/05/31) Long Debt AU $13M 15M 0.08
NBN CO LTD REGD 144A P/P MTN 5.75000000 (NBN CO LTD 5.75% 10/06/28) Long Debt AU $2M 2M 0.01
NELNET STUDENT LOAN TRUST 2021-D SER 2021-DA CL AFX REGD 144A P/P 1.63000000 (NSLT 2021-DA A 1.63% 03/20/29) Long ABS-collateralized bond/debt obligation US $6M 7M 0.04
NEVADA POWER CO REGD 5.37500000 (NEVADA POWER C 5.375% 09/15/40) Long Debt US $249K 261K 0.00
NEVADA POWER CO REGD 5.45000000 (NEVADA POWER CO 5.45% 05/15/41) Long Debt US $375K 386K 0.00
NEW CENTURY HOME EQUITY LOAN TRUST SERIES 2003-5 SER 2003-5 CL AI6 S/UP REGD 6.00000000 (NCHET 2003-5 AI S/UP 11/25/33) Long ABS-collateralized bond/debt obligation US $75K 79K 0.00
NEW ENGLAND POWER CO REGD 144A P/P 3.80000000 (NEW ENGLAND POWE 3.8% 12/05/47) Long Debt US $4M 5M 0.02
NEW JERSEY ST TRANSPRTN TRUST REGD N/C B/E 5.75400000 (NEW JERSEY ST 5.754% 12/15/28) Long Debt US $9M 9M 0.05
NEW JERSEY ST TURNPIKE AUTH TU REGD N/C B/E 7.10200000 (NEW JERSEY ST 7.102% 01/01/41) Long Debt US $7M 6M 0.04
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-2 SER 2017-2A CL A3 V/R REGD 144A P/P 4.00000000 (NRZT 2017-2A A3 V/R 03/25/57) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 SER 2017-3A CL A1 V/R REGD 144A P/P 4.00000000 (NRZT 2017-3A A1 V/R 04/25/57) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-4 SER 2017-4A CL A1 V/R REGD 144A P/P 4.00000000 (NRZT 2017-4A A1 V/R 05/25/57) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-1 SER 2018-1A CL A1A V/R REGD 144A P/P 4.00000000 (NRZT 2018-1A A1A V/R 12/25/57) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-SFR2 SER 2022-SFR2 CL D REGD 144A P/P 4.00000000 (NRMLT 2022-SFR2 D 4% 09/04/27) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-RPL1 SER 2024-RPL1 CL A V/R REGD 144A P/P 3.80000000 (NRZT 2024-RPL1 A V/R 01/25/64) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
NEW YORK LIFE INSURANCE REGD 144A P/P 4.45000000 (NEW YORK LIFE I 4.45% 05/15/69) Long Debt US $3M 4M 0.02
NEW YORK ST DORM AUTH ST PERSO REGD N/C B/E 5.60000000 (NEW YORK ST DORM 5.6% 03/15/40) Long Debt US $262K 260K 0.00
NEW YORK ST URBAN DEV CORP REV REGD N/C B/E 5.83800000 (NEW YORK ST UR 5.838% 03/15/40) Long Debt US $2M 2M 0.01
NEWMONT / NEWCREST FIN REGD 144A P/P 5.35000000 (NEWMONT / NEWCR 5.35% 03/15/34) Long Debt US $15M 15M 0.09
NEXTERA ENERGY CAPITAL REGD 4.45000000 (NEXTERA ENERGY 4.45% 06/20/25) Long Debt US $8M 8M 0.05
NEXTERA ENERGY CAPITAL REGD 5.55000000 (NEXTERA ENERGY 5.55% 03/15/54) Long Debt US $5M 5M 0.03
NEXTERA ENERGY CAPITAL REGD 5.74900000 (NEXTERA ENERGY 5.749% 09/01/25) Long Debt US $18M 18M 0.11
NEXTERA ENERGY CAPITAL REGD 6.05100000 (NEXTERA ENERGY 6.051% 03/01/25) Long Debt US $7M 7M 0.04
NGC 2024-I LTD SER 2024-1A CL A1 V/R REGD 144A P/P 6.93209000 (NGC 2024-1A A1 V/R 07/20/37) Long ABS-collateralized bond/debt obligation JE $30M 30M 0.17
NGPL PIPECO LLC REGD 144A P/P 3.25000000 (NGPL PIPECO LLC 3.25% 07/15/31) Long Debt US $2M 2M 0.01
NIAGARA MOHAWK POWER REGD 144A P/P 1.96000000 (NIAGARA MOHAWK 1.96% 06/27/30) Long Debt US $2M 2M 0.01
NISOURCE INC REGD 1.70000000 (NISOURCE INC 1.7% 02/15/31) Long Debt US $1M 2M 0.01
NISOURCE INC REGD 2.95000000 (NISOURCE INC 2.95% 09/01/29) Long Debt US $1M 2M 0.01
NISOURCE INC REGD 5.20000000 (NISOURCE INC 5.2% 07/01/29) Long Debt US $7M 7M 0.04
NISOURCE INC REGD 5.80000000 (NISOURCE INC 5.8% 02/01/42) Long Debt US $753K 774K 0.00
NISSAN AUTO LEASE TRUST 2023-B SER 2023-B CL A4 REGD 5.61000000 (NALT 2023-B A4 5.61% 11/17/25) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
NISSAN AUTO RECEIVABLES 2021-A OWNER TRUST SER 2021-A CL A3 REGD 0.33000000 (NAROT 2021-A A 0.33% 07/15/24) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
NISSAN MOTOR CO REGD 144A P/P 4.81000000 (NISSAN MOTOR CO 4.81% 09/17/30) Long Debt JP $2M 3M 0.01
NLT 2023-1 TRUST SER 2023-1 CL A1 V/R REGD 144A P/P 3.20000000 (NLT 2023-1 A1 V/R 10/25/62) Long ABS-collateralized bond/debt obligation US $1M 2M 0.01
NNN REIT INC REGD 3.50000000 (NNN REIT INC 3.5% 10/15/27) Long Debt US $379K 400K 0.00
NNN REIT INC REGD 3.60000000 (NNN REIT INC 3.6% 12/15/26) Long Debt US $672K 700K 0.00
NNN REIT INC REGD 5.60000000 (NNN REIT INC 5.6% 10/15/33) Long Debt US $945K 950K 0.01
NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST SERIES 2 SER 2003-A1 CL A1 REGD 5.50000000 (NAA 2003-A1 A1 5.5% 05/25/33) Long ABS-collateralized bond/debt obligation US $2K 2K 0.00
NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST SERIES 2 SER 2003-A1 CL A2 REGD 6.00000000 (NAA 2003-A1 A2 6% 05/25/33) Long ABS-collateralized bond/debt obligation US $5K 5K 0.00
NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST SERIES 2 SER 2003-A1 CL A5 REGD 7.00000000 (NAA 2003-A1 A5 7% 04/25/33) Long ABS-collateralized bond/debt obligation US $8K 8K 0.00
NOMURA HOLDINGS INC REGD 1.65300000 (NOMURA HOLDING 1.653% 07/14/26) Long Debt JP $5M 5M 0.03
NOMURA HOLDINGS INC REGD 1.85100000 (NOMURA HOLDING 1.851% 07/16/25) Long Debt JP $5M 5M 0.03
NOMURA HOLDINGS INC REGD 2.60800000 (NOMURA HOLDING 2.608% 07/14/31) Long Debt JP $2M 2M 0.01
NOMURA HOLDINGS INC REGD 2.64800000 (NOMURA HOLDING 2.648% 01/16/25) Long Debt JP $3M 3M 0.02
NOMURA HOLDINGS INC REGD 2.67900000 (NOMURA HOLDING 2.679% 07/16/30) Long Debt JP $1M 2M 0.01
NOMURA HOLDINGS INC REGD 2.71000000 (NOMURA HOLDINGS 2.71% 01/22/29) Long Debt JP $10M 11M 0.06
NOMURA HOLDINGS INC REGD 6.07000000 (NOMURA HOLDINGS 6.07% 07/12/28) Long Debt JP $4M 4M 0.03
NORDEA BANK ABP REGD 144A P/P 5.37500000 (NORDEA BANK AB 5.375% 09/22/27) Long Debt FI $2M 2M 0.01
NORFOLK SOUTHERN CORP REGD 3.95000000 (NORFOLK SOUTHER 3.95% 10/01/42) Long Debt US $266K 332K 0.00
NORFOLK SOUTHERN CORP REGD 4.80000000 (NORFOLK SOUTHERN 4.8% 08/15/43) Long Debt US $1M 1M 0.01
NORFOLK SOUTHERN CORP REGD 5.95000000 (NORFOLK SOUTHER 5.95% 03/15/64) Long Debt US $3M 3M 0.02
NORFOLK SOUTHERN CORP REGD 7.80000000 (NORFOLK SOUTHERN 7.8% 05/15/27) Long Debt US $2M 2M 0.01
NORFOLK SOUTHERN CORP REGD SER WI 4.05000000 (NORFOLK SOUTHER 4.05% 08/15/52) Long Debt US $849K 1M 0.00
NORTHERN NATURAL GAS CO REGD 144A P/P 5.62500000 (NORTHERN NATUR 5.625% 02/01/54) Long Debt US $548K 560K 0.00
NORTHERN STATES PWR-MINN REGD 3.60000000 (NORTHERN STATES 3.6% 09/15/47) Long Debt US $2M 2M 0.01
NORTHERN STATES PWR-MINN REGD 4.12500000 (NORTHERN STATE 4.125% 05/15/44) Long Debt US $1M 1M 0.01
NORTHERN TRUST CORP REGD V/R 3.37500000 (NORTHERN TRUST CO V/R 05/08/32) Long Debt US $388K 411K 0.00
NORTHROP GRUMMAN CORP REGD 3.85000000 (NORTHROP GRUMMA 3.85% 04/15/45) Long Debt US $152K 195K 0.00
NORTHWESTERN MUTUAL GLBL REGD 144A P/P MTN 1.70000000 (NORTHWESTERN MUT 1.7% 06/01/28) Long Debt US $2M 2M 0.01
NRG ENERGY INC REGD 144A P/P 2.00000000 (NRG ENERGY INC 2% 12/02/25) Long Debt US $3M 3M 0.01
NRG ENERGY INC REGD 144A P/P 2.45000000 (NRG ENERGY INC 2.45% 12/02/27) Long Debt US $6M 6M 0.03
NRG ENERGY INC REGD 144A P/P 4.45000000 (NRG ENERGY INC 4.45% 06/15/29) Long Debt US $1M 1M 0.01
NRZ EXCESS SPREAD-COLLATE SER 2020-PLS1 CL A REGD 144A P/P 3.84400000 (NZES 2020-PLS 3.844% 12/25/25) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
NRZ EXCESS SPREAD-COLLATERALIZED SER 2021-FHT1 CL A REGD 144A P/P 3.10400000 (NZES 2021-FHT 3.104% 07/25/56) Long ABS-collateralized bond/debt obligation US $6M 6M 0.03
NRZ EXCESS SPREAD-COLLATERALIZED SER 2021-FNT2 CL A REGD 144A P/P 3.22800000 (NZES 2021-FNT 3.228% 05/25/26) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
NRZ EXCESS SPREAD-COLLATERALIZED SER 2021-GNT1 CL A REGD 144A P/P 3.47400000 (NZES 2021-GNT 3.474% 11/25/26) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
NTT FINANCE CORP REGD 144A P/P 5.11000000 (NTT FINANCE COR 5.11% 07/02/29) Long Debt JP $2M 2M 0.01
NUTRIEN LTD REGD 4.12500000 (NUTRIEN LTD 4.125% 03/15/35) Long Debt CA $2M 2M 0.01
NUTRIEN LTD REGD 4.20000000 (NUTRIEN LTD 4.2% 04/01/29) Long Debt CA $402K 420K 0.00
NUTRIEN LTD REGD 5.25000000 (NUTRIEN LTD 5.25% 01/15/45) Long Debt CA $1M 1M 0.01
NUVEEN LLC REGD 144A P/P 5.85000000 (NUVEEN LLC 5.85% 04/15/34) Long Debt US $3M 3M 0.02
NVENT FINANCE SARL REGD 4.55000000 (NVENT FINANCE S 4.55% 04/15/28) Long Debt LU $4M 4M 0.02
NXP BV/NXP FDG/NXP USA REGD 2.50000000 (NXP BV/NXP FDG/N 2.5% 05/11/31) Long Debt NL $8M 10M 0.05
NXP BV/NXP FDG/NXP USA REGD 2.65000000 (NXP BV/NXP FDG/ 2.65% 02/15/32) Long Debt NL $4M 5M 0.02
NXP BV/NXP FDG/NXP USA REGD 2.70000000 (NXP BV/NXP FDG/N 2.7% 05/01/25) Long Debt NL $1M 1M 0.01
NXP BV/NXP FDG/NXP USA REGD 3.25000000 (NXP BV/NXP FDG/ 3.25% 05/11/41) Long Debt NL $3M 4M 0.02
NXP BV/NXP FDG/NXP USA REGD 3.25000000 (NXP BV/NXP FDG/ 3.25% 11/30/51) Long Debt NL $989K 2M 0.01
NXP BV/NXP FDG/NXP USA REGD 4.30000000 (NXP BV/NXP FDG/N 4.3% 06/18/29) Long Debt NL $7M 7M 0.04
NY STATE ELECTRIC & GAS REGD 144A P/P 3.25000000 (NY STATE ELECTR 3.25% 12/01/26) Long Debt US $758K 804K 0.00
NYMT LOAN TRUST 2024-CP1 SER 2024-CP1 CL A1 V/R REGD 144A P/P 3.75000000 (NYMT 2024-CP1 A1 V/R 08/25/37) Long ABS-collateralized bond/debt obligation US $4M 5M 0.03
NYU LANGONE HOSPITALS REGD SER 2020 3.38000000 (NYU LANGONE HOS 3.38% 07/01/55) Long Debt US $877K 1M 0.01
O'REILLY AUTOMOTIVE INC REGD 3.60000000 (O'REILLY AUTOMOT 3.6% 09/01/27) Long Debt US $764K 802K 0.00
O'REILLY AUTOMOTIVE INC REGD 4.70000000 (O'REILLY AUTOMOT 4.7% 06/15/32) Long Debt US $3M 3M 0.02
OAKTOWN RE VII LTD SER 2021-2 CL M1A V/R REGD 144A P/P 6.93535000 (OMIR 2021-2 M1A V/R 04/25/34) Long ABS-collateralized bond/debt obligation BM $5M 5M 0.03
OBX 2022-NQM2 TRUST SER 2022-NQM2 CL A1 V/R REGD 144A P/P 2.96496200 (OBX 2022-NQM2 A1 V/R 02/25/26) Long ABS-collateralized bond/debt obligation US $7M 7M 0.04
OBX 2022-NQM5 TRUST SER 2022-NQM5 CL A1 V/R REGD 144A P/P 4.31000000 (OBX 2022-NQM5 A1 V/R 05/25/62) Long ABS-collateralized bond/debt obligation US $8M 9M 0.05
OBX 2024-HYB1 TRUST SER 2024-HYB1 CL A1 V/R REGD 144A P/P 3.56404600 (OBX 2024-HYB1 A1 V/R 03/25/53) Long ABS-collateralized bond/debt obligation US $8M 9M 0.05
OCCIDENTAL PETROLEUM COR REGD 4.30000000 (OCCIDENTAL PETRO 4.3% 08/15/39) Long Debt US $969K 1M 0.01
OCCIDENTAL PETROLEUM COR REGD 6.37500000 (OCCIDENTAL PET 6.375% 09/01/28) Long Debt US $6M 6M 0.03
OCCIDENTAL PETROLEUM COR REGD 8.50000000 (OCCIDENTAL PETRO 8.5% 07/15/27) Long Debt US $3M 2M 0.01
OCCIDENTAL PETROLEUM COR REGD 8.87500000 (OCCIDENTAL PET 8.875% 07/15/30) Long Debt US $7M 6M 0.04
OCP CLO 2015-9 LTD SER 2015-9A CL A1R2 V/R REGD 144A P/P 6.57856000 (OCP 2015-9A A1R2 V/R 01/15/33) Long ABS-collateralized bond/debt obligation KY $15M 15M 0.09
OCTANE RECEIVABLES TRUST 2021-1 SER 2021-1A CL B REGD 144A P/P 1.53000000 (OCTL 2021-1A B 1.53% 04/20/25) Long ABS-collateralized bond/debt obligation US $685K 700K 0.00
OCTANE RECEIVABLES TRUST 2023-1 SER 2023-1A CL B REGD 144A P/P 5.96000000 (OCTL 2023-1A B 5.96% 03/20/26) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
OFFICE CHERIFIEN DES PHO REGD 144A P/P 6.75000000 (OFFICE CHERIFIE 6.75% 05/02/34) Long Debt MA $5M 5M 0.03
OGLETHORPE POWER CORP REGD 6.20000000 (OGLETHORPE POWER 6.2% 12/01/53) Long Debt US $2M 2M 0.01
OHIO POWER COMPANY REGD 4.15000000 (OHIO POWER COMP 4.15% 04/01/48) Long Debt US $917K 1M 0.01
OHIO POWER COMPANY REGD SER R 2.90000000 (OHIO POWER COMPA 2.9% 10/01/51) Long Debt US $849K 1M 0.00
OHIO ST UNIV REGD N/C OID B/E 4.80000000 (OHIO ST UNIV 4.8% 06/01/11) Long Debt US $990K 1M 0.01
OL SP 2018-B LLC SER 2018 CL A REGD P/P 4.16000000 (THOR 2018 A 4.16% 02/09/30) Long ABS-collateralized bond/debt obligation US $422K 422K 0.00
OL SP 2018-B LLC SER 2018 CL B REGD P/P 4.61000000 (THOR 2018 B 4.61% 02/09/30) Long ABS-collateralized bond/debt obligation US $92K 92K 0.00
ONCOR ELECTRIC DELIVERY REGD 5.75000000 (ONCOR ELECTRIC 5.75% 03/15/29) Long Debt US $128K 124K 0.00
ONCOR ELECTRIC DELIVERY REGD SER * 3.10000000 (ONCOR ELECTRIC D 3.1% 09/15/49) Long Debt US $1M 2M 0.01
ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2019-1 SER 2019-1A CL A REGD 144A P/P 3.63000000 (ODART 2019-1A 3.63% 08/14/25) Long ABS-collateralized bond/debt obligation US $11M 11M 0.06
ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2021-1 SER 2021-1A CL B REGD 144A P/P 1.26000000 (ODART 2021-1A 1.26% 05/14/25) Long ABS-collateralized bond/debt obligation US $10M 10M 0.06
ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2023-1 SER 2023-1A CL A REGD 144A P/P 5.41000000 (ODART 2023-1A 5.41% 08/14/27) Long ABS-collateralized bond/debt obligation US $12M 13M 0.07
ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2023-1 SER 2023-1A CL D REGD 144A P/P 7.07000000 (ODART 2023-1A 7.07% 11/14/27) Long ABS-collateralized bond/debt obligation US $7M 6M 0.04
ONEMAIN FINANCIAL ISSUANCE TRUST 2020-2 SER 2020-2A CL A REGD 144A P/P 1.75000000 (OMFIT 2020-2A 1.75% 02/14/27) Long ABS-collateralized bond/debt obligation US $9M 9M 0.05
ONEMAIN FINANCIAL ISSUANCE TRUST 2021-1 SER 2021-1A CL A2 V/R REGD 144A P/P 6.09303000 (OMFIT 2021-1A A2 V/R 09/14/27) Long ABS-collateralized bond/debt obligation US $10M 10M 0.06
ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 SER 2023-2A CL A1 REGD 144A P/P 5.84000000 (OMFIT 2023-2A 5.84% 11/14/27) Long ABS-collateralized bond/debt obligation US $17M 17M 0.10
ONEOK INC NEW 4.20000000 (ONEOK INC NEW 4.20% 03/15/45/) Long Debt US $4M 6M 0.03
ONEOK INC REGD 2.75000000 (ONEOK INC 2.75% 09/01/24) Long Debt US $7M 7M 0.04
ONEOK INC REGD 3.10000000 (ONEOK INC 3.1% 03/15/30) Long Debt US $12M 14M 0.07
ONEOK PARTNERS LP REGD 6.20000000 (ONEOK PARTNERS L 6.2% 09/15/43) Long Debt US $3M 3M 0.01
ONEOK PARTNERS LP REGD 6.65000000 (ONEOK PARTNERS 6.65% 10/01/36) Long Debt US $1M 1M 0.01
OPORTUN FUNDING XIV LLC SER 2021-A CL B REGD 144A P/P 1.76000000 (OPTN 2021-A B 1.76% 03/08/23) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
OPORTUN ISSUANCE TRUST 2021-B SER 2021-B CL A REGD 144A P/P 1.47000000 (OPTN 2021-B A 1.47% 05/01/24) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
OPORTUN ISSUANCE TRUST 2022-2 SER 2022-2 CL B REGD 144A P/P 7.40000000 (OPTN 2022-2 B 7.4% 10/09/29) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
OPORTUN ISSUANCE TRUST 2022-3 SER 2022-A CL A REGD 144A P/P 5.05000000 (OPTN 2022-A A 5.05% 06/09/31) Long ABS-collateralized bond/debt obligation US $10M 11M 0.06
OPORTUN ISSUANCE TRUST 2024-1 SER 2024-1A CL B REGD 144A P/P 6.54600000 (OPTN 2024-1A 6.546% 10/08/25) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
OPTION ONE MORTGAGE LOAN TRUST 2004-3 SER 2004-3 CL A4 V/R REGD 6.35971000 (OOMLT 2004-3 A4 V/R 11/25/34) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
ORACLE CORP REGD 3.60000000 (ORACLE CORP 3.6% 04/01/50) Long Debt US $2M 3M 0.01
ORACLE CORP REGD 3.60000000 (ORACLE CORP 3.6% 04/01/40) Long Debt US $2M 3M 0.01
ORACLE CORP REGD 3.80000000 (ORACLE CORP 3.8% 11/15/37) Long Debt US $494K 600K 0.00
ORACLE CORP REGD 3.85000000 (ORACLE CORP 3.85% 07/15/36) Long Debt US $898K 1M 0.01
ORACLE CORP REGD 3.90000000 (ORACLE CORP 3.9% 05/15/35) Long Debt US $811K 936K 0.00
ORACLE CORP REGD 4.30000000 (ORACLE CORP 4.3% 07/08/34) Long Debt US $201K 221K 0.00
ORACLE CORP REGD 4.37500000 (ORACLE CORP 4.375% 05/15/55) Long Debt US $312K 400K 0.00
ORACLE CORP REGD 4.90000000 (ORACLE CORP 4.9% 02/06/33) Long Debt US $3M 3M 0.02
ORACLE CORP REGD 5.55000000 (ORACLE CORP 5.55% 02/06/53) Long Debt US $4M 4M 0.02
ORACLE CORP REGD 6.90000000 (ORACLE CORP 6.9% 11/09/52) Long Debt US $10M 9M 0.06
ORLANDO HEALTH OBL GRP REGD 4.08900000 (ORLANDO HEALTH 4.089% 10/01/48) Long Debt US $2M 3M 0.01
OVINTIV INC REGD 8.12500000 (OVINTIV INC 8.125% 09/15/30) Long Debt US $6M 6M 0.04
OWENS CORNING REGD 5.50000000 (OWENS CORNING 5.5% 06/15/27) Long Debt US $5M 4M 0.03
OWENS CORNING REGD 5.95000000 (OWENS CORNING 5.95% 06/15/54) Long Debt US $1M 1M 0.01
OZLM FUNDING IV LTD SER 2013-4A CL A1R V/R REGD 144A P/P 6.83617000 (OZLMF 2013-4A A1 V/R 10/22/30) Long ABS-collateralized bond/debt obligation KY $3M 3M 0.02
OZLM XXII LTD SER 2018-22A CL A1 V/R REGD 144A P/P 6.64868000 (OZLM 2018-22A A1 V/R 01/17/31) Long ABS-collateralized bond/debt obligation KY $4M 4M 0.02
P4 SFR 2019-STL A 7.5 10/11/26 7.25000000 Long ABS-collateralized bond/debt obligation US $5M 6M 0.03
PACIFIC GAS & ELECTRIC REGD 2.95000000 (PACIFIC GAS & E 2.95% 03/01/26) Long Debt US $948K 990K 0.01
PACIFIC GAS & ELECTRIC REGD 3.15000000 (PACIFIC GAS & E 3.15% 01/01/26) Long Debt US $14M 14M 0.08
PACIFIC GAS & ELECTRIC REGD 3.45000000 (PACIFIC GAS & E 3.45% 07/01/25) Long Debt US $2M 2M 0.01
PACIFIC GAS & ELECTRIC REGD 3.75000000 (PACIFIC GAS & E 3.75% 08/15/42) Long Debt US $270K 376K 0.00
PACIFIC GAS & ELECTRIC REGD 4.30000000 (PACIFIC GAS & EL 4.3% 03/15/45) Long Debt US $490K 638K 0.00
PACIFIC GAS & ELECTRIC REGD 4.45000000 (PACIFIC GAS & E 4.45% 04/15/42) Long Debt US $2M 2M 0.01
PACIFIC GAS & ELECTRIC REGD 4.50000000 (PACIFIC GAS & EL 4.5% 07/01/40) Long Debt US $7M 8M 0.04
PACIFIC GAS & ELECTRIC REGD 4.95000000 (PACIFIC GAS & E 4.95% 07/01/50) Long Debt US $4M 4M 0.02
PACIFIC GAS & ELECTRIC REGD 5.80000000 (PACIFIC GAS & EL 5.8% 05/15/34) Long Debt US $5M 5M 0.03
PACIFIC GAS & ELECTRIC REGD 5.90000000 (PACIFIC GAS & EL 5.9% 06/15/32) Long Debt US $2M 2M 0.01
PACIFIC GAS & ELECTRIC REGD 6.10000000 (PACIFIC GAS & EL 6.1% 01/15/29) Long Debt US $998K 975K 0.01
PACIFIC GAS & ELECTRIC REGD 6.40000000 (PACIFIC GAS & EL 6.4% 06/15/33) Long Debt US $4M 4M 0.02
PACIFIC GAS & ELECTRIC REGD SER WI 3.95000000 (PACIFIC GAS & E 3.95% 12/01/47) Long Debt US $558K 779K 0.00
PACIFIC LIFE INSURANCE C REGD V/R 144A P/P 4.30000000 (PACIFIC LIFE INSU V/R 10/24/67) Long Debt US $580K 743K 0.00
PACIFICORP REGD 5.80000000 (PACIFICORP 5.8% 01/15/55) Long Debt US $324K 335K 0.00
PAGAYA AI TECHNOLOGY IN HOUSING TRUST 2023-1 SER 2023-1 CL A REGD 144A P/P 3.60000000 (PATH 2023-1 A 3.6% 10/25/28) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
PALMER SQUARE CLO 2014-1 LTD SER 2014-1A CL A1R2 V/R REGD 144A P/P 6.70868000 (PLMRS 2014-1A A1 V/R 01/17/31) Long ABS-collateralized bond/debt obligation KY $1M 1M 0.01
PARAMOUNT GLOBAL REGD 2.90000000 (PARAMOUNT GLOBAL 2.9% 01/15/27) Long Debt US $485K 525K 0.00
PARAMOUNT GLOBAL REGD 4.90000000 (PARAMOUNT GLOBAL 4.9% 08/15/44) Long Debt US $219K 315K 0.00
PARAMOUNT GLOBAL REGD SER WI 3.70000000 (PARAMOUNT GLOBAL 3.7% 06/01/28) Long Debt US $784K 870K 0.00
PARK AVENUE INSTITUTIONAL ADVISERS CLO SER 2018-1A CL A1AR V/R REGD 144A P/P 6.58617000 (PAIA 2018-1A A1A V/R 10/20/31) Long ABS-collateralized bond/debt obligation KY $18M 18M 0.11
PARKER-HANNIFIN CORP REGD MTN 4.45000000 (PARKER-HANNIFIN 4.45% 11/21/44) Long Debt US $284K 333K 0.00
PECO ENERGY CO REGD 2.80000000 (PECO ENERGY CO 2.8% 06/15/50) Long Debt US $538K 860K 0.00
PECO ENERGY CO REGD 3.70000000 (PECO ENERGY CO 3.7% 09/15/47) Long Debt US $2M 2M 0.01
PECO ENERGY CO REGD 3.90000000 (PECO ENERGY CO 3.9% 03/01/48) Long Debt US $4M 5M 0.02
PECO ENERGY CO REGD 4.15000000 (PECO ENERGY CO 4.15% 10/01/44) Long Debt US $289K 353K 0.00
PENNSYLVANIA HIGHER EDUCATION ASSISTANCE AGENCY SER 2021-1A CL A V/R 144A P/P 5.96822000 (PHEAA 2021-1A A V/R 05/25/70) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
PENSKE TRUCK LEASING/PTL REGD 144A P/P 1.20000000 (PENSKE TRUCK LEA 1.2% 11/15/25) Long Debt US $7M 7M 0.04
PENSKE TRUCK LEASING/PTL REGD 144A P/P 3.95000000 (PENSKE TRUCK LE 3.95% 03/10/25) Long Debt US $7M 7M 0.04
PENSKE TRUCK LEASING/PTL REGD 144A P/P 6.20000000 (PENSKE TRUCK LEA 6.2% 06/15/30) Long Debt US $3M 3M 0.02
PEPCO HOLDINGS LLC REGD 7.45000000 (PEPCO HOLDINGS 7.45% 08/15/32) Long Debt US $240K 222K 0.00
PEPPERDINE UNIV REGD SER 2020 3.30100000 (PEPPERDINE UNI 3.301% 12/01/59) Long Debt US $919K 1M 0.01
PETROLEOS MEXICANOS REGD 6.49000000 (PETROLEOS MEXIC 6.49% 01/23/27) Long Debt MX $1M 1M 0.01
PETROLEOS MEXICANOS REGD 6.50000000 (PETROLEOS MEXICA 6.5% 03/13/27) Long Debt MX $1M 1M 0.01
PETROLEOS MEXICANOS REGD MTN 6.87500000 (PETROLEOS MEXI 6.875% 08/04/26) Long Debt MX $2M 2M 0.01
PETROLEOS MEXICANOS REGD SER WI 6.50000000 (PETROLEOS MEXICA 6.5% 01/23/29) Long Debt MX $876K 970K 0.01
PFIZER INVESTMENT ENTER REGD 5.11000000 (PFIZER INVESTME 5.11% 05/19/43) Long Debt SG $2M 2M 0.01
PFIZER INVESTMENT ENTER REGD 5.30000000 (PFIZER INVESTMEN 5.3% 05/19/53) Long Debt SG $10M 11M 0.06
PFS FINANCING CORP SER 2023-A CL A REGD 144A P/P 5.80000000 (PFSFC 2023-A A 5.8% 03/15/26) Long ABS-collateralized bond/debt obligation US $11M 11M 0.06
PG&E WILDFIRE RECOVERY REGD SER A-2 4.26300000 (PG&E WILDFIRE 4.263% 06/01/36) Long Debt US $2M 2M 0.01
PG&E WILDFIRE RECOVERY REGD SER A-4 5.21200000 (PG&E WILDFIRE 5.212% 12/01/47) Long Debt US $1M 1M 0.01
PG&E WILDFIRE RECOVERY REGD SER A-5 5.09900000 (PG&E WILDFIRE 5.099% 06/01/52) Long Debt US $2M 2M 0.01
PHILIP MORRIS INTL INC REGD 2.75000000 (PHILIP MORRIS I 2.75% 02/25/26) Long Debt US $18M 19M 0.10
PHILIP MORRIS INTL INC REGD 5.12500000 (PHILIP MORRIS 5.125% 02/13/31) Long Debt US $10M 10M 0.06
PHILLIPS 66 REGD 3.15000000 (PHILLIPS 66 3.15% 12/15/29) Long Debt US $593K 655K 0.00
PHILLIPS 66 REGD 4.87500000 (PHILLIPS 66 4.875% 11/15/44) Long Debt US $62K 70K 0.00
PHILLIPS 66 REGD 4.90000000 (PHILLIPS 66 4.9% 10/01/46) Long Debt US $889K 1M 0.01
PHILLIPS 66 REGD SER WI 5.87500000 (PHILLIPS 66 5.875% 05/01/42) Long Debt US $3M 3M 0.02
PIEDMONT HEALTHCARE INC REGD 2.86400000 (PIEDMONT HEALT 2.864% 01/01/52) Long Debt US $1M 2M 0.01
PIONEER NATURAL RESOURCE REGD 1.90000000 (PIONEER NATURAL 1.9% 08/15/30) Long Debt US $9M 11M 0.05
PIONEER NATURAL RESOURCE REGD 5.10000000 (PIONEER NATURAL 5.1% 03/29/26) Long Debt US $3M 3M 0.02
PLAINS ALL AMER PIPELINE REGD 3.55000000 (PLAINS ALL AMER 3.55% 12/15/29) Long Debt US $3M 3M 0.02
PLAINS ALL AMER PIPELINE REGD 4.70000000 (PLAINS ALL AMER 4.7% 06/15/44) Long Debt US $1M 2M 0.01
PLAINS ALL AMER PIPELINE REGD 5.70000000 (PLAINS ALL AMER 5.7% 09/15/34) Long Debt US $1M 1M 0.01
PNC BANK NA REGD SER BKNT 4.20000000 (PNC BANK NA 4.2% 11/01/25) Long Debt US $316K 322K 0.00
PNC FINANCIAL SERVICES REGD V/R 5.06800000 (PNC FINANCIAL SER V/R 01/24/34) Long Debt US $3M 3M 0.02
PNC FINANCIAL SERVICES REGD V/R 5.58200000 (PNC FINANCIAL SER V/R 06/12/29) Long Debt US $9M 9M 0.05
PNC FINANCIAL SERVICES REGD V/R 5.67600000 (PNC FINANCIAL SER V/R 01/22/35) Long Debt US $2M 2M 0.01
PNC FINANCIAL SERVICES REGD V/R 6.87500000 (PNC FINANCIAL SER V/R 10/20/34) Long Debt US $3M 2M 0.02
PNMAC GMSR ISSUER TRUST 2022-GT1 SER 2022-GT1 CL A V/R REGD 144A P/P 9.58535000 (PNMSR 2022-GT1 A V/R 05/25/27) Long ABS-collateralized bond/debt obligation US $10M 9M 0.06
PORT AUTH OF NEW YORK & NEW JE REGD N/C B/E 4.45800000 (PORT AUTH OF N 4.458% 10/01/62) Long Debt US $2M 2M 0.01
PORT AUTH OF NEW YORK & NEW JE REGD N/C B/E GO OF A 5.64700000 (PORT AUTH OF N 5.647% 11/01/40) Long Debt US $1M 1M 0.01
PORT AUTH OF NEW YORK & NEW JE REGD N/C B/E GO OF A 5.64700000 (PORT AUTH OF N 5.647% 11/01/40) Long Debt US $451K 435K 0.00
POTOMAC ELECTRIC POWER REGD 6.50000000 (POTOMAC ELECTRIC 6.5% 11/15/37) Long Debt US $150K 136K 0.00
PPL ELECTRIC UTILITIES REGD 3.00000000 (PPL ELECTRIC UTILI 3% 10/01/49) Long Debt US $1M 2M 0.01
PPL ELECTRIC UTILITIES REGD 4.12500000 (PPL ELECTRIC U 4.125% 06/15/44) Long Debt US $172K 208K 0.00
PRECISION CASTPARTS CORP REGD 4.20000000 (PRECISION CASTPA 4.2% 06/15/35) Long Debt US $71K 75K 0.00
PRECISION CASTPARTS CORP REGD 4.37500000 (PRECISION CAST 4.375% 06/15/45) Long Debt US $363K 415K 0.00
PRES & FELLOWS OF HARVAR REGD 3.30000000 (PRES & FELLOWS O 3.3% 07/15/56) Long Debt US $3M 4M 0.02
PRET 2021-RN4 LLC SER 2021-RN4 CL A1 V/R REGD 144A P/P 2.48710000 (PRET 2021-RN4 A1 V/R 10/25/51) Long ABS-collateralized bond/debt obligation US $12M 13M 0.07
PRETIUM MORTGAGE CREDIT PARTNERS I 202 SER 2021-NPL1 CL A1 V/R REGD 144A P/P 5.23950000 (PRET 2021-NPL1 A V/R 09/27/60) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
PRIME MORTGAGE TRUST 2004-CL1 SER 2004-CL1 CL 1A1 REGD 6.00000000 (PRIME 2004-CL1 1A 6% 02/25/34) Long ABS-collateralized bond/debt obligation US $19K 20K 0.00
PRINCIPAL LFE GLB FND II REGD 144A P/P 3.00000000 (PRINCIPAL LFE GLB 3% 04/18/26) Long Debt US $2M 2M 0.01
PRINCIPAL LFE GLB FND II REGD 144A P/P 5.10000000 (PRINCIPAL LFE GL 5.1% 01/25/29) Long Debt US $7M 7M 0.04
PRIVATE EXPORT FUNDING REGD SER NN 3.25000000 (PRIVATE EXPORT 3.25% 06/15/25) Long Debt US $1M 1M 0.01
PROGRESS RESIDENTIAL 2020-SFR3 TRUST SER 2020-SFR3 CL E REGD 144A P/P 2.29600000 (PROG 2020-SFR 2.296% 10/17/27) Long ABS-collateralized bond/debt obligation US $6M 6M 0.03
PROGRESS RESIDENTIAL 2021-SFR1 SER 2021-SFR1 CL C REGD 144A P/P 1.55500000 (PROG 2021-SFR 1.555% 03/17/26) Long ABS-collateralized bond/debt obligation US $3M 4M 0.02
PROGRESS RESIDENTIAL 2021-SFR2 TRUST SER 2021-SFR2 CL E1 REGD 144A P/P 2.54700000 (PROG 2021-SFR 2.547% 04/17/26) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
PROGRESS RESIDENTIAL 2021-SFR3 SER 2021-SFR3 CL E1 REGD 144A P/P 2.53800000 (PROG 2021-SFR 2.538% 05/17/26) Long ABS-collateralized bond/debt obligation US $6M 6M 0.03
PROGRESS RESIDENTIAL 2021-SFR9 TRUST SER 2021-SFR9 CL E1 REGD 144A P/P 2.81100000 (PROG 2021-SFR 2.811% 11/17/28) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
PROGRESS RESIDENTIAL 2022-SFR1 TRUST SER 2022-SFR1 CL E1 V/R REGD 144A P/P 3.93000000 (PROG 2022-SFR1 E V/R 02/17/29) Long ABS-collateralized bond/debt obligation US $10M 11M 0.06
PROGRESS RESIDENTIAL 2022-SFR2 TRUST SER 2022-SFR2 CL D REGD 144A P/P 3.94500000 (PROG 2022-SFR 3.945% 04/17/27) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
PROGRESS RESIDENTIAL 2022-SFR3 TRUST SER 2022-SFR3 CL E1 REGD 144A P/P 5.20000000 (PROG 2022-SFR3 5.2% 04/17/27) Long ABS-collateralized bond/debt obligation US $9M 9M 0.05
PROGRESS RESIDENTIAL 2024-SFR2 TRUST SER 2024-SFR2 CL A REGD 144A P/P 3.30000000 (PROG 2024-SFR2 3.3% 04/17/29) Long ABS-collateralized bond/debt obligation US $18M 20M 0.11
PROLOGIS LP REGD 2.25000000 (PROLOGIS LP 2.25% 04/15/30) Long Debt US $262K 305K 0.00
PROLOGIS LP REGD 2.87500000 (PROLOGIS LP 2.875% 11/15/29) Long Debt US $720K 800K 0.00
PROTECTIVE LIFE CORP REGD 144A P/P 4.30000000 (PROTECTIVE LIFE 4.3% 09/30/28) Long Debt US $4M 5M 0.03
PROTECTIVE LIFE GLOBAL REGD 144A P/P 5.46700000 (PROTECTIVE LIF 5.467% 12/08/28) Long Debt US $6M 6M 0.03
PROV ST JOSEPH HLTH OBL REGD SER H 2.74600000 (PROV ST JOSEPH 2.746% 10/01/26) Long Debt US $1M 1M 0.01
PRPM 2021-10 LLC SER 2021-10 CL A1 V/R REGD 144A P/P 2.48700000 (PRPM 2021-10 A1 V/R 10/25/26) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
PRPM 2021-3 LLC SER 2021-3 CL A1 V/R REGD 144A P/P 4.86700000 (PRPM 2021-3 A1 V/R 04/25/26) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
PRPM 2021-5 LLC SER 2021-5 CL A1 V/R REGD 144A P/P 4.79300000 (PRPM 2021-5 A1 V/R 06/25/24) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
PRPM 2021-9 LLC SER 2021-9 CL A1 V/R REGD 144A P/P 2.36300000 (PRPM 2021-9 A1 V/R 10/25/24) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
PRPM 2021-RPL1 LLC SER 2021-RPL1 CL A1 V/R REGD 144A P/P 1.31900000 (PRPM 2021-RPL1 A V/R 07/25/51) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
PRPM 2023-RCF2 LLC SER 2023-RCF2 CL A1 S/UP REGD 144A P/P 4.00000000 (PRPM 2023-RCF2 S/UP 11/25/53) Long ABS-collateralized bond/debt obligation US $6M 6M 0.03
PRPM 2024-1 LLC SER 2024-1 CL A1 V/R REGD 144A P/P 6.95900000 (PRPM 2024-1 A1 V/R 02/25/29) Long ABS-collateralized bond/debt obligation US $5M 4M 0.03
PRPM 2024-3 SER 2024-3 CL A1 V/R REGD 144A P/P 6.99400000 (PRPM 2024-3 A1 V/R 05/25/29) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
PRPM 2024-RCF2 LLC SER 2024-RCF2 CL A1 V/R REGD 144A P/P 3.75000000 (PRPM 2024-RCF2 A V/R 03/25/28) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
PRPM 2024-RPL1 LLC SER 2024-RPL1 CL A1 V/R REGD 144A P/P 4.20000000 (PRPM 2024-RPL1 A V/R 12/25/64) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
PRUDENTIAL FINANCIAL INC REGD MTN 6.62500000 (PRUDENTIAL FIN 6.625% 06/21/40) Long Debt US $7M 6M 0.04
PRUDENTIAL FINANCIAL INC REGD SER WI 3.90500000 (PRUDENTIAL FIN 3.905% 12/07/47) Long Debt US $946K 1M 0.01
PRUDENTIAL INSURANCE CO REGD P/P 8.30000000 (PRUDENTIAL INSUR 8.3% 07/01/25) Long Debt US $2M 2M 0.01
PUB SVC ELEC & GAS REGD MTN 5.37500000 (PUB SVC ELEC & 5.375% 11/01/39) Long Debt US $115K 117K 0.00
PUBLIC SERVICE COLORADO REGD 3.55000000 (PUBLIC SERVICE 3.55% 06/15/46) Long Debt US $244K 353K 0.00
PUBLIC SERVICE COLORADO REGD 4.10000000 (PUBLIC SERVICE C 4.1% 06/15/48) Long Debt US $2M 3M 0.01
PUBLIC SERVICE ELECTRIC REGD MTN 3.60000000 (PUBLIC SERVICE E 3.6% 12/01/47) Long Debt US $1M 2M 0.01
PUBLIC SERVICE ELECTRIC REGD MTN 4.65000000 (PUBLIC SERVICE 4.65% 03/15/33) Long Debt US $7M 7M 0.04
PUBLIC SERVICE ELECTRIC REGD MTN 5.45000000 (PUBLIC SERVICE 5.45% 03/01/54) Long Debt US $3M 3M 0.02
PUBLIC SERVICE ENTERPRIS REGD 1.60000000 (PUBLIC SERVICE E 1.6% 08/15/30) Long Debt US $7M 8M 0.04
PUBLIC SERVICE OKLAHOMA REGD SER G 6.62500000 (PUBLIC SERVICE 6.625% 11/15/37) Long Debt US $696K 649K 0.00
PUBLIC STORAGE OP CO REGD 1.95000000 (PUBLIC STORAGE 1.95% 11/09/28) Long Debt US $1M 2M 0.01
PUBLIC STORAGE OP CO REGD 2.25000000 (PUBLIC STORAGE 2.25% 11/09/31) Long Debt US $1M 1M 0.01
PUGET ENERGY INC REGD 2.37900000 (PUGET ENERGY I 2.379% 06/15/28) Long Debt US $500K 560K 0.00
PUGET ENERGY INC REGD 3.65000000 (PUGET ENERGY IN 3.65% 05/15/25) Long Debt US $1M 1M 0.01
QATAR ENERGY REGD 144A P/P 1.37500000 (QATAR ENERGY 1.375% 09/12/26) Long Debt QA $1M 2M 0.01
QATAR ENERGY REGD 144A P/P 2.25000000 (QATAR ENERGY 2.25% 07/12/31) Long Debt QA $3M 3M 0.02
QUALCOMM INC REGD 4.50000000 (QUALCOMM INC 4.5% 05/20/52) Long Debt US $1M 2M 0.01
QUANTA SERVICES INC REGD 2.35000000 (QUANTA SERVICES 2.35% 01/15/32) Long Debt US $2M 3M 0.01
RALI SERIES 2002-QS16 TRUST SER 2002-QS16 CL A3 V/R REGD 5.20697000 (RALI 2002-QS16 A V/R 10/25/49) Long ABS-collateralized bond/debt obligation US $59.65 101.58 0.00
RALI SERIES 2003-QS9 TRUST SER 2003-QS9 CL A3 V/R REGD 2.09029000 (RALI 2003-QS9 A3 V/R 05/25/49) Long ABS-collateralized bond/debt obligation US $1K 711.91 0.00
RALI SERIES 2005-QA6 TRUST SER 2005-QA6 CL A32 V/R REGD 7.10918700 (RALI 2005-QA6 A3 V/R 05/25/35) Long ABS-collateralized bond/debt obligation US $41K 73K 0.00
RALI SERIES 2007-QS1 TRUST SER 2007-QS1 CL 1A1 REGD 6.00000000 (RALI 2007-QS1 1A1 6% 01/25/37) Long ABS-collateralized bond/debt obligation US $6K 8K 0.00
RBS COMMERCIAL FUNDING INC 2013-SMV TRUST SER 2013-SMV CL A REGD 144A P/P 3.26000000 (RBSCF 2013-SMV 3.26% 02/11/23) Long ABS-collateralized bond/debt obligation US $466K 496K 0.00
RCO VI MORTGAGE LLC 2022-1 SER 2022-1 CL A1 V/R REGD 144A P/P 3.00000000 (RCO 2022-1 A1 V/R 01/25/25) Long ABS-collateralized bond/debt obligation US $3M 4M 0.02
RCO VII MORTGAGE LLC 2024-1 SER 2024-1 CL A1 S/UP REGD 144A P/P 7.02130000 (RCO 2024-1 A1 S/UP 01/25/27) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
REALTY INCOME CORP REGD 1.80000000 (REALTY INCOME CO 1.8% 03/15/33) Long Debt US $992K 1M 0.01
REDWOOD FUNDING TRUST 2023-1 SER 2023-1 CL A S/UP REGD 144A P/P 7.50000000 (RFT 2023-1 A S/UP 12/25/26) Long ABS-collateralized bond/debt obligation US $6M 6M 0.03
REGENCY CENTERS LP REGD 2.95000000 (REGENCY CENTERS 2.95% 09/15/29) Long Debt US $2M 2M 0.01
REGENERON PHARMACEUTICAL REGD 1.75000000 (REGENERON PHARM 1.75% 09/15/30) Long Debt US $2M 3M 0.01
REGIONAL MANAGEMENT ISSUANCE TRUST 2020-1 SER 2020-1 CL B REGD 144A P/P 3.23000000 (RMIT 2020-1 B 3.23% 10/15/30) Long ABS-collateralized bond/debt obligation US $3M 3M 0.01
REGIONAL MANAGEMENT ISSUANCE TRUST 2021-1 SER 2021-1 CL A REGD 144A P/P 1.68000000 (RMIT 2021-1 A 1.68% 09/15/25) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
REINSURANCE GRP OF AMER REGD 5.75000000 (REINSURANCE GRP 5.75% 09/15/34) Long Debt US $3M 3M 0.02
RELIANCE INC REGD 2.15000000 (RELIANCE INC 2.15% 08/15/30) Long Debt US $3M 3M 0.02
RELIANCE INDUSTRIES LTD REGD 144A P/P 2.87500000 (RELIANCE INDUS 2.875% 01/12/32) Long Debt IN $3M 3M 0.01
RENAISSANCE HOME EQUITY LOAN TRUST 2007-1 SER 2007-1 CL AF3 V/R REGD 5.61200000 (RAMC 2007-1 AF3 V/R 04/25/37) Long ABS-collateralized bond/debt obligation US $76K 299K 0.00
RENEW 2017-1 SER 2017-1A CL A REGD 144A P/P 3.67000000 (RENEW 2017-1A 3.67% 09/20/52) Long ABS-collateralized bond/debt obligation KY $727K 796K 0.00
REPERFORMING LOAN REMIC TRUST 2005-R1 SER 2005-R1 CL 2APO ZCP REGD 144A P/P 0.00000000 (CWHL 2005-R1 2AP ZCP 03/25/35) Long ABS-collateralized bond/debt obligation US $2K 3K 0.00
REPUBLIC OF CHILE REGD 2.55000000 (REPUBLIC OF CHI 2.55% 01/27/32) Long Debt CL $1M 1M 0.01
REPUBLIC OF PANAMA REGD 4.50000000 (REPUBLIC OF PANA 4.5% 04/16/50) Long Debt PA $627K 935K 0.00
REPUBLIC OF PANAMA REGD 8.00000000 (REPUBLIC OF PANAMA 8% 03/01/38) Long Debt PA $2M 2M 0.01
REPUBLIC OF PERU REGD 2.78300000 (REPUBLIC OF PE 2.783% 01/23/31) Long Debt PE $2M 2M 0.01
REPUBLIC OF PERU REGD 5.62500000 (REPUBLIC OF PE 5.625% 11/18/50) Long Debt PE $184K 190K 0.00
REPUBLIC OF POLAND REGD 5.50000000 (REPUBLIC OF POLA 5.5% 03/18/54) Long Debt PL $2M 2M 0.01
RESIDENTIAL ASSET SECURITIZATION TRUST 2004-A7 SER 2004-A7 CL A6 REGD 5.50000000 (RAST 2004-A7 A6 5.5% 10/25/34) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
RESOLUTION FUNDING CORP PRINCIPAL STRIP ZCP 0.00000000 (RFC PRIN STRIP ZCP 04/15/30) Long Debt US $710K 929K 0.00
REVVITY INC REGD 3.62500000 (REVVITY INC 3.625% 03/15/51) Long Debt US $2M 3M 0.01
REYNOLDS AMERICAN INC REGD 4.45000000 (REYNOLDS AMERIC 4.45% 06/12/25) Long Debt US $3M 3M 0.02
REYNOLDS AMERICAN INC REGD 5.70000000 (REYNOLDS AMERICA 5.7% 08/15/35) Long Debt US $3M 3M 0.02
RGA GLOBAL FUNDING REGD 144A P/P 5.44800000 (RGA GLOBAL FUN 5.448% 05/24/29) Long Debt US $3M 3M 0.02
RIO TINTO ALCAN INC REGD 5.75000000 (RIO TINTO ALCAN 5.75% 06/01/35) Long Debt CA $56K 54K 0.00
ROCHE HOLDINGS INC REGD 144A P/P 5.59300000 (ROCHE HOLDINGS 5.593% 11/13/33) Long Debt US $8M 8M 0.05
ROGERS COMMUNICATIONS IN REGD 3.80000000 (ROGERS COMMUNICA 3.8% 03/15/32) Long Debt CA $4M 5M 0.02
ROGERS COMMUNICATIONS IN REGD 4.55000000 (ROGERS COMMUNIC 4.55% 03/15/52) Long Debt CA $2M 2M 0.01
ROGERS COMMUNICATIONS IN REGD 5.30000000 (ROGERS COMMUNICA 5.3% 02/15/34) Long Debt CA $12M 12M 0.07
ROMANIA REGD 144A P/P MTN 6.00000000 (ROMANIA 6% 05/25/34) Long Debt RO $6M 6M 0.03
ROPER TECHNOLOGIES INC REGD 1.40000000 (ROPER TECHNOLOGI 1.4% 09/15/27) Long Debt US $3M 3M 0.02
ROPER TECHNOLOGIES INC REGD 2.00000000 (ROPER TECHNOLOGIES 2% 06/30/30) Long Debt US $961K 1M 0.01
ROYALTY PHARMA PLC REGD 2.15000000 (ROYALTY PHARMA 2.15% 09/02/31) Long Debt US $1M 1M 0.01
ROYALTY PHARMA PLC REGD SER WI 1.20000000 (ROYALTY PHARMA P 1.2% 09/02/25) Long Debt US $830K 874K 0.00
RT FIN 2023 LLC REGD 144A 7.85100000 (RT FIN 2023 7.85100% 10/15/43) Long ABS-collateralized bond/debt obligation US $6M 6M 0.04
RTX CORP REGD 2.82000000 (RTX CORP 2.82% 09/01/51) Long Debt US $2M 3M 0.01
RTX CORP REGD 3.75000000 (RTX CORP 3.75% 11/01/46) Long Debt US $846K 1M 0.00
RTX CORP REGD 4.15000000 (RTX CORP 4.15% 05/15/45) Long Debt US $1M 2M 0.01
RTX CORP REGD 4.50000000 (RTX CORP 4.5% 06/01/42) Long Debt US $2M 2M 0.01
RTX CORP REGD 5.15000000 (RTX CORP 5.15% 02/27/33) Long Debt US $2M 2M 0.01
RTX CORP REGD SER WI 4.35000000 (RTX CORP 4.35% 04/15/47) Long Debt US $800K 970K 0.00
RWE FINANCE US LLC REGD 144A P/P 5.87500000 (RWE FINANCE US 5.875% 04/16/34) Long Debt US $3M 3M 0.02
RWE FINANCE US LLC REGD 144A P/P 6.25000000 (RWE FINANCE US 6.25% 04/16/54) Long Debt US $4M 4M 0.02
S&P GLOBAL INC REGD 2.90000000 (S&P GLOBAL INC 2.9% 03/01/32) Long Debt US $2M 2M 0.01
SABAL TRAIL TRANS REGD 144A P/P 4.68200000 (SABAL TRAIL TR 4.682% 05/01/38) Long Debt US $9M 10M 0.05
SABINE PASS LIQUEFACTION REGD 5.87500000 (SABINE PASS LI 5.875% 06/30/26) Long Debt US $7M 7M 0.04
SABINE PASS LIQUEFACTION REGD SER WI 4.50000000 (SABINE PASS LIQU 4.5% 05/15/30) Long Debt US $3M 3M 0.02
SABRA HEALTH CARE LP REGD 3.20000000 (SABRA HEALTH CAR 3.2% 12/01/31) Long Debt US $2M 2M 0.01
SAFEHOLD GL HOLDINGS LLC REGD 2.80000000 (SAFEHOLD GL HOLD 2.8% 06/15/31) Long Debt US $6M 7M 0.03
SAFEHOLD GL HOLDINGS LLC REGD 2.85000000 (SAFEHOLD GL HOL 2.85% 01/15/32) Long Debt US $4M 4M 0.02
SAINT JOHNS CNTY FL INDL DEV A REGD B/E AGM 2.53800000 (SAINT JOHNS CN 2.538% 10/01/30) Long Debt US $8M 10M 0.05
SAMARCO MINERACAO SA REGD 144A P/P 9.00000000 (SAMARCO MINERACAO 9% 06/30/31) Long Debt BR $541K 582K 0.00
SAMMONS FINANCIAL GROUP REGD 144A P/P 3.35000000 (SAMMONS FINANCI 3.35% 04/16/31) Long Debt US $6M 7M 0.03
SAMMONS FINANCIAL GROUP REGD 144A P/P 4.75000000 (SAMMONS FINANCI 4.75% 04/08/32) Long Debt US $4M 5M 0.03
SAN DIEGO G & E REGD 3.95000000 (SAN DIEGO G & E 3.95% 11/15/41) Long Debt US $247K 310K 0.00
SAN DIEGO G & E REGD 5.35000000 (SAN DIEGO G & E 5.35% 05/15/40) Long Debt US $3M 3M 0.02
SAN DIEGO G & E REGD SER WWW 2.95000000 (SAN DIEGO G & E 2.95% 08/15/51) Long Debt US $1M 2M 0.01
SANDS CHINA LTD REGD SER WI 5.40000000 (SANDS CHINA LTD 5.4% 08/08/28) Long Debt MO $244K 249K 0.00
SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-A SER 2021-AA CL A4 REGD 144A P/P 0.48000000 (SCART 2021-AA 0.48% 08/15/24) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-2 SER 2021-2 CL D REGD 1.35000000 (SDART 2021-2 D 1.35% 04/15/25) Long ABS-collateralized bond/debt obligation US $7M 7M 0.04
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-1 SER 2022-1 CL C REGD 2.56000000 (SDART 2022-1 C 2.56% 03/15/25) Long ABS-collateralized bond/debt obligation US $7M 7M 0.04
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-4 SER 2022-4 CL A3 REGD 4.14000000 (SDART 2022-4 A 4.14% 02/16/27) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-6 SER 2022-6 CL A3 REGD 4.49000000 (SDART 2022-6 A 4.49% 12/15/24) Long ABS-collateralized bond/debt obligation US $590K 591K 0.00
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-6 SER 2022-6 CL D REGD 5.69000000 (SDART 2022-6 D 5.69% 10/15/26) Long ABS-collateralized bond/debt obligation US $11M 11M 0.06
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-1 SER 2023-1 CL A3 REGD 4.88000000 (SDART 2023-1 A 4.88% 01/15/25) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-1 SER 2023-1 CL C REGD 5.09000000 (SDART 2023-1 C 5.09% 01/15/27) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-3 SER 2023-3 CL C REGD 5.77000000 (SDART 2023-3 C 5.77% 08/16/27) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-4 SER 2023-4 CL A3 REGD 5.73000000 (SDART 2023-4 A 5.73% 03/16/26) Long ABS-collateralized bond/debt obligation US $7M 7M 0.04
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-4 SER 2023-4 CL C REGD 6.04000000 (SDART 2023-4 C 6.04% 09/15/27) Long ABS-collateralized bond/debt obligation US $8M 8M 0.05
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6 SER 2023-6 CL B REGD 5.98000000 (SDART 2023-6 B 5.98% 05/15/27) Long ABS-collateralized bond/debt obligation US $3M 3M 0.01
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6 SER 2023-6 CL C REGD 6.40000000 (SDART 2023-6 C 6.4% 12/15/27) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3 SER 2024-3 CL A3 REGD 5.63000000 (SDART 2024-3 A 5.63% 10/15/26) Long ABS-collateralized bond/debt obligation US $6M 6M 0.04
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3 SER 2024-3 CL B REGD 5.55000000 (SDART 2024-3 B 5.55% 06/15/27) Long ABS-collateralized bond/debt obligation US $7M 7M 0.04
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3 SER 2024-3 CL D REGD 5.97000000 (SDART 2024-3 D 5.97% 07/17/28) Long ABS-collateralized bond/debt obligation US $12M 11M 0.07
SANTANDER HOLDINGS USA REGD V/R 6.17400000 (SANTANDER HOLDING V/R 01/09/30) Long Debt US $4M 4M 0.02
SANTANDER HOLDINGS USA REGD V/R 6.34200000 (SANTANDER HOLDING V/R 05/31/35) Long Debt US $2M 2M 0.01
SANTANDER UK GROUP HLDGS REGD V/R 1.67300000 (SANTANDER UK GROU V/R 06/14/27) Long Debt GB $2M 2M 0.01
SANTANDER UK GROUP HLDGS REGD V/R 6.53400000 (SANTANDER UK GROU V/R 01/10/29) Long Debt GB $10M 10M 0.06
SANTANDER UK GROUP HLDGS REGD V/R 6.83300000 (SANTANDER UK GROU V/R 11/21/26) Long Debt GB $4M 4M 0.02
SANTOS FINANCE LTD REGD 144A P/P 3.64900000 (SANTOS FINANCE 3.649% 04/29/31) Long Debt AU $5M 6M 0.03
SANTOS FINANCE LTD REGD 144A P/P 6.87500000 (SANTOS FINANCE 6.875% 09/19/33) Long Debt AU $4M 4M 0.03
SART 2018-1 4.75 15 JUN 2025 REGD 4.76000000 (SART 2018-1 4.76% 06/15/2025) Long ABS-collateralized bond/debt obligation US $218K 219K 0.00
SASOL FINANCING USA LLC REGD 6.50000000 (SASOL FINANCING 6.5% 09/27/28) Long Debt US $1M 2M 0.01
SAUDI INTERNATIONAL BOND REGD 144A P/P MTN 2.25000000 (SAUDI INTERNATI 2.25% 02/02/33) Long Debt SA $1M 2M 0.01
SAUDI INTERNATIONAL BOND REGD 144A P/P MTN 3.45000000 (SAUDI INTERNATI 3.45% 02/02/61) Long Debt SA $776K 1M 0.00
SBNA AUTO LEASE TRUST 2024-B SER 2024-B CL A3 REGD 144A P/P 5.56000000 (SBALT 2024-B A 5.56% 09/21/26) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
SBNA AUTO LEASE TRUST 2024-B SER 2024-B CL A4 REGD 144A P/P 5.55000000 (SBALT 2024-B A 5.55% 12/21/26) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
SCE RECOVERY FUNDING LLC REGD SER A-1 4.69700000 (SCE RECOVERY F 4.697% 06/15/40) Long Debt US $2M 2M 0.01
SCENTRE GROUP TRUST 2 REGD V/R 144A P/P 4.75000000 (SCENTRE GROUP TRU V/R 09/24/80) Long Debt AU $866K 898K 0.01
SCF EQUIPMENT LEASING 2021-1 LLC SER 2021-1A CL D REGD 144A P/P 1.93000000 (SCFET 2021-1A 1.93% 09/20/30) Long ABS-collateralized bond/debt obligation US $3M 4M 0.02
SCF EQUIPMENT LEASING 2023-1 LLC SER 2023-1A CL A3 REGD 144A P/P 6.17000000 (SCFET 2023-1A 6.17% 05/20/32) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
SCF EQUIPMENT LEASING 2023-1 LLC SER 2023-1A CL D REGD 144A P/P 7.00000000 (SCFET 2023-1A D 7% 08/22/33) Long ABS-collateralized bond/debt obligation US $9M 9M 0.05
SECURITIZED ASSET BACKED RECEIVABLES LLC TRU SER 2006-CB1 CL AF2 S/UP REGD 5.73600000 (CBASS 2006-CB1 S/UP 01/25/36) Long ABS-collateralized bond/debt obligation US $33K 41K 0.00
SEMPRA REGD 6.00000000 (SEMPRA 6% 10/15/39) Long Debt US $761K 752K 0.00
SEQUOIA MORTGAGE TRUST 2004-10 SER 2004-10 CL A1A V/R REGD 6.07315000 (SEMT 2004-10 A1A V/R 11/20/34) Long ABS-collateralized bond/debt obligation US $15K 16K 0.00
SEQUOIA MORTGAGE TRUST 2004-11 SER 2004-11 CL A1 V/R REGD 6.05315000 (SEMT 2004-11 A1 V/R 12/20/34) Long ABS-collateralized bond/debt obligation US $31K 35K 0.00
SEQUOIA MORTGAGE TRUST 2004-12 SER 2004-12 CL A3 V/R REGD 6.03157000 (SEMT 2004-12 A3 V/R 01/20/35) Long ABS-collateralized bond/debt obligation US $34K 36K 0.00
SEQUOIA MORTGAGE TRUST 2004-8 SER 2004-8 CL A1 V/R REGD 6.15315000 (SEMT 2004-8 A1 V/R 09/20/34) Long ABS-collateralized bond/debt obligation US $275K 317K 0.00
SEQUOIA MORTGAGE TRUST 2004-8 SER 2004-8 CL A2 V/R REGD 6.41181000 (SEMT 2004-8 A2 V/R 09/20/34) Long ABS-collateralized bond/debt obligation US $42K 46K 0.00
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2023-1A CL B REGD 144A P/P 5.71000000 (SFAST 2023-1A 5.71% 09/20/27) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2023-1A CL C REGD 144A P/P 5.97000000 (SFAST 2023-1A 5.97% 10/20/27) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2024-2A CL A3 REGD 144A P/P 5.33000000 (SFAST 2024-2A 5.33% 11/20/29) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
SHELL INTERNATIONAL FIN REGD 2.75000000 (SHELL INTERNATI 2.75% 04/06/30) Long Debt NL $3M 3M 0.02
SIEMENS FINANCIERINGSMAT REGD P/P 4.40000000 (SIEMENS FINANCIE 4.4% 05/27/45) Long Debt NL $450K 513K 0.00
SIERRA TIMESHARE 2019-3 RECEIVABLES FUNDING LLC SER 2019-3A CL B REGD 144A P/P 2.75000000 (SRFC 2019-3A B 2.75% 08/20/36) Long ABS-collateralized bond/debt obligation US $553K 557K 0.00
SIERRA TIMESHARE 2020-2 RECEIVABLES FUNDING LLC SER 2020-2A CL A REGD 144A P/P 1.33000000 (SRFC 2020-2A A 1.33% 07/20/37) Long ABS-collateralized bond/debt obligation US $585K 605K 0.00
SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC SER 2021-1A CL B REGD 144A P/P 1.34000000 (SRFC 2021-1A B 1.34% 11/20/37) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
SIGECO SECURITIZATION I REGD SER A1 5.02600000 (SIGECO SECURIT 5.026% 11/15/36) Long Debt US $2M 2M 0.01
SITE CENTERS CORP REGD 4.70000000 (SITE CENTERS COR 4.7% 06/01/27) Long Debt US $365K 368K 0.00
SIXTH STREET CLO XVI LTD SER 2020-16A CL A1R V/R REGD 144A P/P 7.11456000 (SIXST 2020-16A A V/R 01/20/37) Long ABS-collateralized bond/debt obligation KY $20M 20M 0.12
SK HYNIX INC REGD 144A P/P 1.50000000 (SK HYNIX INC 1.5% 01/19/26) Long Debt KR $2M 2M 0.01
SLG OFFICE TRUST 2021-OVA SER 2021-OVA CL A REGD 144A P/P 2.58540000 (SLG 2021-OVA 2.585% 07/15/31) Long ABS-collateralized bond/debt obligation US $8M 10M 0.05
SMBC AVIATION CAPITAL FI REGD 144A P/P 1.90000000 (SMBC AVIATION CA 1.9% 10/15/26) Long Debt IE $1M 1M 0.01
SMBC AVIATION CAPITAL FI REGD 144A P/P 5.55000000 (SMBC AVIATION C 5.55% 04/03/34) Long Debt IE $10M 10M 0.06
SOCIETE GENERALE REGD 144A P/P MTN 3.00000000 (SOCIETE GENERALE 3% 01/22/30) Long Debt FR $484K 562K 0.00
SOCIETE GENERALE REGD 144A P/P MTN 3.62500000 (SOCIETE GENERA 3.625% 03/01/41) Long Debt FR $4M 6M 0.02
SOCIETE GENERALE REGD P/P 4.25000000 (SOCIETE GENERAL 4.25% 04/14/25) Long Debt FR $3M 3M 0.02
SOCIETE GENERALE REGD V/R 144A P/P 1.48800000 (SOCIETE GENERALE V/R 12/14/26) Long Debt FR $18M 19M 0.11
SOCIETE GENERALE REGD V/R 144A P/P 2.79700000 (SOCIETE GENERALE V/R 01/19/28) Long Debt FR $5M 6M 0.03
SOCIETE GENERALE REGD V/R 144A P/P 2.88900000 (SOCIETE GENERALE V/R 06/09/32) Long Debt FR $7M 9M 0.04
SOCIETE GENERALE REGD V/R 144A P/P 5.63400000 (SOCIETE GENERALE V/R 01/19/30) Long Debt FR $8M 8M 0.05
SOCIETE GENERALE REGD V/R 144A P/P MTN 1.79200000 (SOCIETE GENERALE V/R 06/09/27) Long Debt FR $5M 6M 0.03
SOCIETE GENERALE REGD V/R 144A P/P MTN 6.22100000 (SOCIETE GENERALE V/R 06/15/33) Long Debt FR $4M 5M 0.03
SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC SER 2017-F CL A2FX REGD 144A P/P 2.84000000 (SOFI 2017-F A2 2.84% 08/25/26) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
SOFI PROFESSIONAL LOAN PROGRAM 2018-B TRUST SER 2018-B CL A2FX REGD 144A P/P 3.34000000 (SOFI 2018-B A2 3.34% 11/25/26) Long ABS-collateralized bond/debt obligation US $676K 688K 0.00
SOFI PROFESSIONAL LOAN PROGRAM 2019-C LLC SER 2019-C CL A2FX REGD 144A P/P 2.37000000 (SOFI 2019-C A2 2.37% 04/15/28) Long ABS-collateralized bond/debt obligation US $2M 3M 0.01
SOFI PROFESSIONAL LOAN PROGRAM 2020-ATRUST SER 2020-A CL A2FX REGD 144A P/P 2.54000000 (SOFI 2020-A A2 2.54% 07/17/28) Long ABS-collateralized bond/debt obligation US $3M 4M 0.02
SOLVENTUM CORP REGD 144A P/P 5.60000000 (SOLVENTUM CORP 5.6% 03/23/34) Long Debt US $15M 15M 0.09
SOUND POINT CLO II LTD SER 2013-1A CL A1R V/R REGD 144A P/P 6.65606000 (SNDPT 2013-1A A1 V/R 01/26/31) Long ABS-collateralized bond/debt obligation KY $7M 7M 0.04
SOUND POINT CLO XXII LTD SER 2019-1A CL AR V/R REGD 144A P/P 6.66617000 (SNDPT 2019-1A AR V/R 01/20/32) Long ABS-collateralized bond/debt obligation KY $3M 3M 0.01
SOUTHERN CAL EDISON REGD 3.90000000 (SOUTHERN CAL EDI 3.9% 12/01/41) Long Debt US $305K 392K 0.00
SOUTHERN CAL EDISON REGD 4.00000000 (SOUTHERN CAL EDISO 4% 04/01/47) Long Debt US $3M 4M 0.02
SOUTHERN CAL EDISON REGD 4.05000000 (SOUTHERN CAL ED 4.05% 03/15/42) Long Debt US $641K 800K 0.00
SOUTHERN CAL EDISON REGD 4.87500000 (SOUTHERN CAL E 4.875% 02/01/27) Long Debt US $5M 5M 0.03
SOUTHERN CAL EDISON REGD 4.90000000 (SOUTHERN CAL EDI 4.9% 06/01/26) Long Debt US $5M 5M 0.03
SOUTHERN CAL EDISON REGD 5.75000000 (SOUTHERN CAL ED 5.75% 04/15/54) Long Debt US $5M 5M 0.03
SOUTHERN CAL EDISON REGD 5.87500000 (SOUTHERN CAL E 5.875% 12/01/53) Long Debt US $3M 3M 0.02
SOUTHERN CAL EDISON REGD 6.05000000 (SOUTHERN CAL ED 6.05% 03/15/39) Long Debt US $259K 253K 0.00
SOUTHERN CAL EDISON REGD SER 20A 2.95000000 (SOUTHERN CAL ED 2.95% 02/01/51) Long Debt US $4M 6M 0.02
SOUTHERN CAL EDISON REGD SER 20C 1.20000000 (SOUTHERN CAL EDI 1.2% 02/01/26) Long Debt US $3M 3M 0.02
SOUTHERN CAL EDISON REGD SER B 3.65000000 (SOUTHERN CAL ED 3.65% 03/01/28) Long Debt US $1M 1M 0.01
SOUTHERN CAL EDISON REGD SER C 4.12500000 (SOUTHERN CAL E 4.125% 03/01/48) Long Debt US $1M 2M 0.01
SOUTHERN CALIF GAS CO REGD SER XX 2.55000000 (SOUTHERN CALIF 2.55% 02/01/30) Long Debt US $2M 3M 0.01
SOUTHERN CO GAS CAPITAL REGD 3.25000000 (SOUTHERN CO GAS 3.25% 06/15/26) Long Debt US $216K 225K 0.00
SOUTHERN CO GAS CAPITAL REGD 3.95000000 (SOUTHERN CO GAS 3.95% 10/01/46) Long Debt US $212K 282K 0.00
SOUTHERN CO GAS CAPITAL REGD 4.40000000 (SOUTHERN CO GAS 4.4% 06/01/43) Long Debt US $132K 160K 0.00
SOUTHERN CO GAS CAPITAL REGD 5.75000000 (SOUTHERN CO GAS 5.75% 09/15/33) Long Debt US $2M 2M 0.01
SOUTHERN CO GAS CAPITAL REGD 5.87500000 (SOUTHERN CO GA 5.875% 03/15/41) Long Debt US $1M 1M 0.01
SOUTHERN CO REGD 5.70000000 (SOUTHERN CO 5.7% 03/15/34) Long Debt US $4M 4M 0.02
SOUTHERN CO REGD S/UP 4.47500000 (SOUTHERN CO S/UP 08/01/24) Long Debt US $9M 9M 0.05
SOUTHERN POWER CO REGD 5.15000000 (SOUTHERN POWER 5.15% 09/15/41) Long Debt US $691K 746K 0.00
SOUTHWEST GAS CORP REGD 3.80000000 (SOUTHWEST GAS CO 3.8% 09/29/46) Long Debt US $373K 508K 0.00
SOUTHWESTERN PUBLIC SERV REGD 4.50000000 (SOUTHWESTERN PUB 4.5% 08/15/41) Long Debt US $293K 350K 0.00
SPECTRA ENERGY PARTNERS REGD 4.50000000 (SPECTRA ENERGY P 4.5% 03/15/45) Long Debt US $2M 3M 0.01
SPIRIT AIR 2017-1 PTT AA REGD SER AA 3.37500000 (SPIRIT AIR 201 3.375% 02/15/30) Long Debt US $581K 659K 0.00
SPRINT CAPITAL CORP REGD 6.87500000 (SPRINT CAPITAL 6.875% 11/15/28) Long Debt US $8M 8M 0.05
STANDARD CHARTERED PLC REGD V/R 144A P/P 1.45600000 (STANDARD CHARTERE V/R 01/14/27) Long Debt GB $10M 10M 0.06
STANDARD CHARTERED PLC REGD V/R 144A P/P 2.60800000 (STANDARD CHARTERE V/R 01/12/28) Long Debt GB $5M 5M 0.03
STANDARD CHARTERED PLC REGD V/R 144A P/P 5.68800000 (STANDARD CHARTERE V/R 05/14/28) Long Debt GB $7M 7M 0.04
STANDARD CHARTERED PLC REGD V/R 144A P/P 5.90500000 (STANDARD CHARTERE V/R 05/14/35) Long Debt GB $7M 7M 0.04
STANDARD CHARTERED PLC REGD V/R 144A P/P 6.09700000 (STANDARD CHARTERE V/R 01/11/35) Long Debt GB $1M 1M 0.01
STANDARD CHARTERED PLC REGD V/R 144A P/P 6.18700000 (STANDARD CHARTERE V/R 07/06/27) Long Debt GB $2M 2M 0.01
STANDARD CHARTERED PLC REGD V/R 144A P/P 6.29600000 (STANDARD CHARTERE V/R 07/06/34) Long Debt GB $2M 2M 0.01
STANDARD CHARTERED PLC REGD V/R P/P 2.81900000 (STANDARD CHARTERE V/R 01/30/26) Long Debt GB $1M 1M 0.01
STARWOOD MORTGAGE RESIDENTIAL TRUST 2022-1 SER 2022-1 CL A1 V/R REGD 144A P/P 2.44700000 (STAR 2022-1 A1 V/R 12/25/66) Long ABS-collateralized bond/debt obligation US $12M 14M 0.07
STATE OF ISRAEL REGD 5.50000000 (STATE OF ISRAEL 5.5% 03/12/34) Long Debt IL $2M 2M 0.01
STATE STREET CORP /PREFERRED/ 0.00000000 Long Equity-preferred US $2M 95K 0.01
STATE STREET CORP REGD 2.20000000 (STATE STREET COR 2.2% 03/03/31) Long Debt US $2M 2M 0.01
STEEL DYNAMICS INC REGD 5.37500000 (STEEL DYNAMICS 5.375% 08/15/34) Long Debt US $2M 3M 0.01
STELLANTIS FIN US INC REGD 144A P/P 2.69100000 (STELLANTIS FIN 2.691% 09/15/31) Long Debt US $2M 2M 0.01
STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2004-AR5 SER 2004-AR5 CL 1A1 V/R REGD 6.11315000 (SAMI 2004-AR5 1A V/R 10/19/34) Long ABS-collateralized bond/debt obligation US $35K 38K 0.00
STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2005-AR5 SER 2005-AR5 CL A3 V/R REGD 5.95315000 (SAMI 2005-AR5 A3 V/R 07/19/35) Long ABS-collateralized bond/debt obligation US $168K 180K 0.00
STRUCTURED ASSET MORTGAGE INVESTMENTS TRUST 2003-CL1 SER 2003-CL1 CL 1F1 V/R REGD 5.85971000 (SAMI 2003-CL1 1F V/R 07/25/32) Long ABS-collateralized bond/debt obligation US $62K 65K 0.00
STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS SER 2003-34A CL 3A3 V/R REGD 5.91385000 (SASC 2003-34A 3A V/R 11/25/33) Long ABS-collateralized bond/debt obligation US $7K 7K 0.00
STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS SER 2003-37A CL 8A2 V/R REGD 6.01595700 (SASC 2003-37A 8A V/R 12/25/33) Long ABS-collateralized bond/debt obligation US $499K 521K 0.00
STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS- SER 2003-37A CL 2A V/R REGD 5.87202000 (SASC 2003-37A 2A V/R 12/25/33) Long ABS-collateralized bond/debt obligation US $38K 40K 0.00
STRUCTURED ASSET SECURITIES CORP PASS-THROUGH CER SER 2002-AL1 CL A2 REGD 3.45000000 (SASC 2002-AL1 3.45% 02/25/32) Long ABS-collateralized bond/debt obligation US $2K 2K 0.00
STRUCTURED ASSET SECURITIES CORP PASS-THROUGH CER SER 2002-AL1 CL A3 REGD 3.45000000 (SASC 2002-AL1 3.45% 02/25/32) Long ABS-collateralized bond/debt obligation US $5K 14K 0.00
STRUCTURED ASSET SECURITIES CORP SER 2004-4XS CL 1A5 S/UP REGD 5.49000000 (SASC 2004-4XS 1 S/UP 02/25/34) Long ABS-collateralized bond/debt obligation US $89K 95K 0.00
STRUCTURED ASSET SECURITIES CORP SER 2005-RF3 CL 1A V/R REGD 144A P/P 5.80971000 (SASC 2005-RF3 1A V/R 06/25/35) Long ABS-collateralized bond/debt obligation US $33K 39K 0.00
SUMITOMO LIFE INSUR REGD V/R 144A P/P 4.00000000 (SUMITOMO LIFE INS V/R 09/14/77) Long Debt JP $942K 1M 0.01
SUMITOMO MITSUI FINL GRP REGD 2.13000000 (SUMITOMO MITSUI 2.13% 07/08/30) Long Debt JP $2M 3M 0.01
SUMITOMO MITSUI FINL GRP REGD 3.04000000 (SUMITOMO MITSUI 3.04% 07/16/29) Long Debt JP $5M 5M 0.03
SUMITOMO MITSUI FINL GRP REGD 5.71000000 (SUMITOMO MITSUI 5.71% 01/13/30) Long Debt JP $3M 3M 0.02
SUNCOR ENERGY INC REGD 5.95000000 (SUNCOR ENERGY I 5.95% 12/01/34) Long Debt CA $1M 1M 0.01
SUNCOR ENERGY INC REGD 6.50000000 (SUNCOR ENERGY 6.5% 06/15/38) Long Debt CA $3M 3M 0.02
SUNCOR ENERGY INC REGD 6.80000000 (SUNCOR ENERGY IN 6.8% 05/15/38) Long Debt CA $451K 423K 0.00
SUNCOR ENERGY INC REGD 7.87500000 (SUNCOR ENERGY 7.875% 06/15/26) Long Debt CA $565K 543K 0.00
SWEDBANK AB REGD 144A P/P 5.33700000 (SWEDBANK AB 5.337% 09/20/27) Long Debt SE $5M 5M 0.03
SYNCHRONY BANK REGD 5.62500000 (SYNCHRONY BANK 5.625% 08/23/27) Long Debt US $2M 2M 0.01
SYNCHRONY CARD FUNDING LLC SER 2023-A1 CL A REGD 5.54000000 (SYNIT 2023-A1 5.54% 07/15/26) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
SYNCHRONY FINANCIAL REGD 3.95000000 (SYNCHRONY FINAN 3.95% 12/01/27) Long Debt US $1M 2M 0.01
SYNCHRONY FINANCIAL REGD 4.50000000 (SYNCHRONY FINANC 4.5% 07/23/25) Long Debt US $4M 4M 0.02
SYSCO CORPORATION REGD 5.95000000 (SYSCO CORPORATI 5.95% 04/01/30) Long Debt US $5M 5M 0.03
SYSCO CORPORATION REGD 6.60000000 (SYSCO CORPORATIO 6.6% 04/01/50) Long Debt US $1M 1M 0.01
T-MOBILE USA INC REGD 3.60000000 (T-MOBILE USA INC 3.6% 11/15/60) Long Debt US $3M 4M 0.02
T-MOBILE USA INC REGD 4.50000000 (T-MOBILE USA INC 4.5% 04/15/50) Long Debt US $854K 1M 0.01
T-MOBILE USA INC REGD 4.85000000 (T-MOBILE USA IN 4.85% 01/15/29) Long Debt US $3M 3M 0.02
T-MOBILE USA INC REGD 5.05000000 (T-MOBILE USA IN 5.05% 07/15/33) Long Debt US $3M 3M 0.02
T-MOBILE USA INC REGD 5.15000000 (T-MOBILE USA IN 5.15% 04/15/34) Long Debt US $2M 2M 0.01
T-MOBILE USA INC REGD 5.65000000 (T-MOBILE USA IN 5.65% 01/15/53) Long Debt US $985K 1M 0.01
T-MOBILE USA INC REGD 5.75000000 (T-MOBILE USA IN 5.75% 01/15/54) Long Debt US $1M 1M 0.01
T-MOBILE USA INC REGD SER WI 3.00000000 (T-MOBILE USA INC 3% 02/15/41) Long Debt US $2M 2M 0.01
T-MOBILE USA INC REGD SER WI 3.87500000 (T-MOBILE USA I 3.875% 04/15/30) Long Debt US $51M 54M 0.30
TAKEDA PHARMACEUTICAL REGD 3.02500000 (TAKEDA PHARMAC 3.025% 07/09/40) Long Debt JP $3M 4M 0.02
TAKEDA PHARMACEUTICAL REGD 3.17500000 (TAKEDA PHARMAC 3.175% 07/09/50) Long Debt JP $1M 2M 0.01
TARGA RESOURCES CORP REGD 5.20000000 (TARGA RESOURCES 5.2% 07/01/27) Long Debt US $4M 4M 0.02
TARGA RESOURCES CORP REGD 6.15000000 (TARGA RESOURCES 6.15% 03/01/29) Long Debt US $13M 12M 0.07
TC PIPELINES LP REGD 3.90000000 (TC PIPELINES LP 3.9% 05/25/27) Long Debt US $5M 5M 0.03
TC PIPELINES LP REGD 4.37500000 (TC PIPELINES L 4.375% 03/13/25) Long Debt US $8M 8M 0.05
TEACHERS INSUR & ANNUITY REGD 144A P/P 4.27000000 (TEACHERS INSUR 4.27% 05/15/47) Long Debt US $3M 3M 0.02
TEACHERS INSUR & ANNUITY REGD P/P 4.90000000 (TEACHERS INSUR & 4.9% 09/15/44) Long Debt US $177K 200K 0.00
TEACHERS INSUR & ANNUITY REGD P/P 6.85000000 (TEACHERS INSUR 6.85% 12/16/39) Long Debt US $243K 218K 0.00
TELECOM ITALIA CAPITAL REGD 144A P/P 7.20000000 (TELECOM ITALIA C 7.2% 07/18/36) Long Debt LU $1M 1M 0.01
TELECOM ITALIA CAPITAL REGD 7.20000000 (TELECOM ITALIA C 7.2% 07/18/36) Long Debt LU $395K 413K 0.00
TELEDYNE TECHNOLOGIES IN REGD 2.75000000 (TELEDYNE TECHNO 2.75% 04/01/31) Long Debt US $11M 13M 0.07
TELEFONICA EMISIONES SAU REGD 4.10300000 (TELEFONICA EMI 4.103% 03/08/27) Long Debt ES $2M 2M 0.01
TELEFONICA EMISIONES SAU REGD 4.89500000 (TELEFONICA EMI 4.895% 03/06/48) Long Debt ES $4M 5M 0.02
TENNESSEE VALLEY 0% STRIP 15/03/2032 USD 'A' 0.00000000 Long Debt US $1M 2M 0.01
TENNESSEE VALLEY AUTHORITY 0.75000000 (TVA 0.75% 05/15/25) Long Debt US $5M 6M 0.03
TENNESSEE VALLEY AUTHORITY 1.50000000 (TVA 1.5% 09/15/31) Long Debt US $1M 1M 0.01
TENNESSEE VALLEY AUTHORITY 4.25000000 (TVA 4.25% 09/15/65) Long Debt US $1M 2M 0.01
TENNESSEE VALLEY AUTHORITY 4.62500000 (TVA 4.625% 09/15/60) Long Debt US $1M 1M 0.01
TENNESSEE VALLEY AUTHORITY 5.50000000 (TVA 5.5% 06/15/38) Long Debt US $61K 57K 0.00
TENNESSEE VALLEY AUTHORITY 5.88000000 (TVA 5.88% 04/01/36) Long Debt US $3M 3M 0.02
TENNESSEE VALLEY AUTHORITY 7.12500000 (TENNESSEE VY 7.125% 5/1/30) Long Debt US $2M 2M 0.01
TENNESSEE VALLEY AUTHORITY GENERIC STRIP ZCP 0.00000000 (TVA- GEN STRIP ZCP 07/15/28) Long Debt US $2M 2M 0.01
TENNESSEE VALLEY AUTHORITY SER A 2.87500000 (TVA 2.875% 02/01/27) Long Debt US $771K 805K 0.00
TESLA ELECTRIC VEHICLE TRUST 2023-1 SER 2023-1 CL A4 REGD 144A P/P 5.38000000 (TEVT 2023-1 A4 5.38% 02/20/29) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
TEXAS HEALTH RESOURCES REGD 2.32800000 (TEXAS HEALTH R 2.328% 11/15/50) Long Debt US $559K 970K 0.00
TEXAS HEALTH RESOURCES REGD 4.33000000 (TEXAS HEALTH RE 4.33% 11/15/55) Long Debt US $844K 1M 0.00
TEXAS INSTRUMENTS INC REGD 5.05000000 (TEXAS INSTRUMEN 5.05% 05/18/63) Long Debt US $2M 3M 0.01
TEXAS NATURAL GAS SECURITIZATION FINANCE CORP SER 2023-1 CL A1 REGD 5.10200000 (TNG23 2023-1 5.102% 04/01/33) Long ABS-collateralized bond/debt obligation US $11M 11M 0.07
TEXAS NATURAL GAS SECURITIZATION FINANCE CORP SER 2023-1 CL A2 REGD 5.16900000 (TNG23 2023-1 5.169% 04/01/39) Long ABS-collateralized bond/debt obligation US $10M 10M 0.06
TEXAS ST PRIV ACTIVITY BOND SU REGD N/C B/E 3.92200000 (TEXAS ST PRIV 3.922% 12/31/49) Long Debt US $1M 2M 0.01
TEXTRON INC REGD 3.65000000 (TEXTRON INC 3.65% 03/15/27) Long Debt US $5M 5M 0.03
THORNBURG MORTGAGE SECURITIES TRUST 2003-4 SER 2003-4 CL A1 V/R REGD 6.09971000 (TMST 2003-4 A1 V/R 09/25/43) Long ABS-collateralized bond/debt obligation US $179K 192K 0.00
THORNBURG MORTGAGE SECURITIES TRUST 2003-5 SER 2003-5 CL 3A V/R REGD 5.14696700 (TMST 2003-5 3A V/R 10/25/43) Long ABS-collateralized bond/debt obligation US $705K 749K 0.00
THORNBURG MORTGAGE SECURITIES TRUST 2004-4 SER 2004-4 CL 3A V/R REGD 5.66357400 (TMST 2004-4 3A V/R 12/25/44) Long ABS-collateralized bond/debt obligation US $94K 101K 0.00
TIME WARNER CABLE ENTRMN REGD SER * 8.37500000 (TIME WARNER CA 8.375% 07/15/33) Long Debt US $584K 529K 0.00
TIME WARNER CABLE LLC REGD 5.50000000 (TIME WARNER CABL 5.5% 09/01/41) Long Debt US $6M 7M 0.03
TIME WARNER CABLE LLC REGD 5.87500000 (TIME WARNER CA 5.875% 11/15/40) Long Debt US $1M 1M 0.01
TIME WARNER CABLE LLC REGD 6.55000000 (TIME WARNER CAB 6.55% 05/01/37) Long Debt US $355K 375K 0.00
TIME WARNER CABLE LLC REGD 6.75000000 (TIME WARNER CAB 6.75% 06/15/39) Long Debt US $521K 539K 0.00
TIME WARNER CABLE LLC REGD 7.30000000 (TIME WARNER CABL 7.3% 07/01/38) Long Debt US $256K 253K 0.00
TMST 2005-1 A3 V/R 04/25/45 5.58866100 Long ABS-collateralized bond/debt obligation US $206K 219K 0.00
TOLEDO EDISON COMPANY REGD 144A P/P 2.65000000 (TOLEDO EDISON C 2.65% 05/01/28) Long Debt US $1M 1M 0.01
TOLEDO EDISON COMPANY REGD 6.15000000 (TOLEDO EDISON C 6.15% 05/15/37) Long Debt US $714K 680K 0.00
TOLL BROS FINANCE CORP REGD SER 10YR 4.35000000 (TOLL BROS FINAN 4.35% 02/15/28) Long Debt US $16M 16M 0.09
TORONTO-DOMINION BANK REGD MTN 4.45600000 (TORONTO-DOMINI 4.456% 06/08/32) Long Debt CA $5M 5M 0.03
TOTALENERGIES CAP INTL REGD 2.98600000 (TOTALENERGIES 2.986% 06/29/41) Long Debt FR $3M 4M 0.02
TOTALENERGIES CAP INTL REGD 3.12700000 (TOTALENERGIES 3.127% 05/29/50) Long Debt FR $2M 2M 0.01
TOTALENERGIES CAP INTL REGD 3.46100000 (TOTALENERGIES 3.461% 07/12/49) Long Debt FR $1M 2M 0.01
TOWD POINT HE TRUST 2023-1 SER 2023-1 CL A1A REGD 144A P/P 6.87500000 (TPHT 2023-1 A 6.875% 02/25/63) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
TOWD POINT MORTGAGE TRUST 2017-6 SER 2017-6 CL A1 V/R REGD 144A P/P 2.75000000 (TPMT 2017-6 A1 V/R 10/25/57) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
TOWD POINT MORTGAGE TRUST 2018-1 SER 2018-1 CL A1 V/R REGD 144A P/P 3.00000000 (TPMT 2018-1 A1 V/R 05/25/24) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
TOWD POINT MORTGAGE TRUST 2019-1 SER 2019-1 CL A1 V/R REGD 144A P/P 3.75000000 (TPMT 2019-1 A1 V/R 11/25/28) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
TOWD POINT MORTGAGE TRUST 2019-HY3 SER 2019-HY3 CL A1A V/R REGD 144A P/P 6.45971000 (TPMT 2019-HY3 A1 V/R 07/25/27) Long ABS-collateralized bond/debt obligation US $624K 614K 0.00
TOWD POINT MORTGAGE TRUST 2020-2 SER 2020-2 CL A1A V/R REGD 144A P/P 1.63600000 (TPMT 2020-2 A1A V/R 04/25/60) Long ABS-collateralized bond/debt obligation US $15M 16M 0.09
TOWD POINT MORTGAGE TRUST 2020-4 SER 2020-4 CL A1 REGD 144A P/P 1.75000000 (TPMT 2020-4 A1 1.75% 08/25/30) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
TOWD POINT MORTGAGE TRUST 2020-MH1 SER 2020-MH1 CL A1 V/R REGD 144A P/P 2.25000000 (TPMT 2020-MH1 A1 V/R 02/25/60) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
TOWD POINT MORTGAGE TRUST 2021-R1 SER 2021-R1 CL A1 V/R REGD 144A P/P 2.91808000 (TPMT 2021-R1 A1 V/R 04/27/29) Long ABS-collateralized bond/debt obligation US $11M 13M 0.06
TOWD POINT MORTGAGE TRUST 2021-SJ1 SER 2021-SJ1 CL A1 V/R REGD 144A P/P 2.25000000 (TPMT 2021-SJ1 A1 V/R 06/25/24) Long ABS-collateralized bond/debt obligation US $5M 6M 0.03
TOWD POINT MORTGAGE TRUST 2021-SJ2 SER 2021-SJ2 CL A1A V/R REGD 144A P/P 2.25000000 (TPMT 2021-SJ2 A1 V/R 12/25/61) Long ABS-collateralized bond/debt obligation US $8M 8M 0.04
TOWD POINT MORTGAGE TRUST 2022-2 SER 2022-2 CL A1 V/R REGD 144A P/P 3.75000000 (TPMT 2022-2 A1 V/R 01/25/32) Long ABS-collateralized bond/debt obligation US $14M 15M 0.08
TOWD POINT MORTGAGE TRUST 2022-3 SER 2022-3 CL A1 V/R REGD 144A P/P 3.75000000 (TPMT 2022-3 A1 V/R 08/01/62) Long ABS-collateralized bond/debt obligation US $13M 14M 0.08
TOWD POINT MORTGAGE TRUST 2023-1 SER 2023-1 CL A1 REGD 144A P/P 3.75000000 (TPMT 2023-1 A1 3.75% 01/25/63) Long ABS-collateralized bond/debt obligation US $7M 7M 0.04
TOWD POINT MORTGAGE TRUST 2024-1 SER 2024-1 CL A1 V/R REGD 144A P/P 4.37358500 (TPMT 2024-1 A1 V/R 03/25/64) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
TOWD POINT MORTGAGE TRUST 2024-CES1 SER 2024-CES1 CL A1A V/R REGD 144A P/P 5.84800000 (TPMT 2024-CES1 A V/R 09/25/31) Long ABS-collateralized bond/debt obligation US $556K 558K 0.00
TOWD POINT MORTGAGE TRUST 2024-CES3 SER 2024-CES3 CL A1 V/R REGD 144A P/P 6.29000000 (TPMT 2024-CES3 A V/R 05/25/64) Long ABS-collateralized bond/debt obligation US $7M 7M 0.04
TOWD POINT MORTGAGE TRUST SER 2023-CES2 CL A1A V/R REGD 144A P/P 7.29400000 (TPMT 2023-CES2 A V/R 10/25/63) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2024-1 SER 2024-1A CL A REGD 144A P/P 5.16000000 (TALNT 2024-1A 5.16% 05/25/29) Long ABS-collateralized bond/debt obligation US $7M 7M 0.04
TOYOTA AUTO RECEIVABLES 2020-D OWNER TRUST SER 2020-D CL A4 REGD 0.47000000 (TAOT 2020-D A4 0.47% 06/15/24) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
TOYOTA AUTO RECEIVABLES 2021-B OWNER TRUST SER 2021-B CL A4 REGD 0.53000000 (TAOT 2021-B A4 0.53% 04/15/24) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
TOYOTA AUTO RECEIVABLES 2021-D OWNER TRUST SER 2021-D CL A4 REGD 1.02000000 (TAOT 2021-D A4 1.02% 10/15/25) Long ABS-collateralized bond/debt obligation US $808K 854K 0.00
TOYOTA LEASE OWNER TRUST 2024-A SER 2024-A CL A4 REGD 144A P/P 5.26000000 (TLOT 2024-A A4 5.26% 09/21/26) Long ABS-collateralized bond/debt obligation US $6M 6M 0.03
TOYOTA MOTOR CREDIT CORP REGD 5.05000000 (TOYOTA MOTOR CR 5.05% 05/16/29) Long Debt US $15M 15M 0.09
TRANSCANADA PIPELINES REGD 6.20000000 (TRANSCANADA PIPE 6.2% 10/15/37) Long Debt CA $592K 573K 0.00
TRANSCANADA PIPELINES REGD SER 20YR 4.75000000 (TRANSCANADA PIP 4.75% 05/15/38) Long Debt CA $915K 1M 0.01
TRAVELERS COS INC REGD 5.45000000 (TRAVELERS COS I 5.45% 05/25/53) Long Debt US $2M 2M 0.01
TRINITAS CLO XXII LTD SER 2023-22A CL A1 V/R REGD 144A P/P 7.17456000 (TRNTS 2023-22A A V/R 07/20/36) Long ABS-collateralized bond/debt obligation BM $14M 14M 0.08
TRINITAS CLO XXVI LTD SER 2023-26A CL A1 V/R REGD 144A P/P 7.01456000 (TRNTS 2023-26A A V/R 01/20/35) Long ABS-collateralized bond/debt obligation BM $19M 19M 0.11
TRINITY ACQUISITION PLC REGD 4.40000000 (TRINITY ACQUISIT 4.4% 03/15/26) Long Debt GB $2M 2M 0.01
TRINITY ACQUISITION PLC REGD 6.12500000 (TRINITY ACQUIS 6.125% 08/15/43) Long Debt GB $5M 5M 0.03
TRUIST FINANCIAL CORP REGD V/R /PERP/ SER N 4.80000000 (TRUIST FINANCIAL CO V/R /PERP/) Long Debt US $3M 3M 0.02
TRUIST FINANCIAL CORP REGD V/R MTN 5.12200000 (TRUIST FINANCIAL V/R 01/26/34) Long Debt US $2M 2M 0.01
TRUIST FINANCIAL CORP REGD V/R MTN 5.43500000 (TRUIST FINANCIAL V/R 01/24/30) Long Debt US $15M 15M 0.09
TRUIST FINANCIAL CORP REGD V/R MTN 5.71100000 (TRUIST FINANCIAL V/R 01/24/35) Long Debt US $2M 2M 0.01
TRUIST FINANCIAL CORP REGD V/R MTN 5.86700000 (TRUIST FINANCIAL V/R 06/08/34) Long Debt US $1M 1M 0.01
TRUIST FINANCIAL CORP REGD V/R MTN 6.04700000 (TRUIST FINANCIAL V/R 06/08/27) Long Debt US $2M 2M 0.01
TRUIST FINANCIAL CORP REGD V/R MTN 7.16100000 (TRUIST FINANCIAL V/R 10/30/29) Long Debt US $7M 6M 0.04
TRUSTAGE FINANCIAL GROUP REGD 144A P/P 4.62500000 (TRUSTAGE FINAN 4.625% 04/15/32) Long Debt US $4M 5M 0.03
TVA PRIN STRIP REGD ZCP 0.00000000 (TVA PRIN STRIP ZCP 06/15/35) Long Debt US $148K 258K 0.00
TVA PRIN STRIP REGD ZCP SER * 0.00000000 (TVA PRIN STRIP ZCP 11/01/25) Long Debt US $2M 2M 0.01
TYSON FOODS INC REGD 5.70000000 (TYSON FOODS INC 5.7% 03/15/34) Long Debt US $10M 10M 0.06
UAE INT'L GOVT BOND REGD 144A P/P 4.85700000 (UAE INT'L GOVT 4.857% 07/02/34) Long Debt AE $5M 5M 0.03
UBS AG STAMFORD CT REGD 4.75000000 (UBS AG STAMFORD 4.75% 08/09/24) Long Debt US $7M 7M 0.04
UBS AG STAMFORD CT REGD 7.50000000 (UBS AG STAMFORD 7.5% 02/15/28) Long Debt US $337K 315K 0.00
UBS COMMERCIAL MORTGAGE TRUST 2017-C5 SER 2017-C5 CL A4 REGD 3.21200000 (UBSCM 2017-C5 3.212% 09/15/27) Long ABS-collateralized bond/debt obligation US $20M 22M 0.12
UBS COMMERCIAL MORTGAGE TRUST 2018-C9 SER 2018-C9 CL A3 REGD 3.85400000 (UBSCM 2018-C9 3.854% 02/15/28) Long ABS-collateralized bond/debt obligation US $8M 8M 0.05
UBS GROUP AG REGD 144A P/P 4.25300000 (UBS GROUP AG 4.253% 03/23/28) Long Debt CH $3M 3M 0.02
UBS GROUP AG REGD 144A P/P 4.28200000 (UBS GROUP AG 4.282% 01/09/28) Long Debt CH $2M 2M 0.01
UBS GROUP AG REGD 4.55000000 (UBS GROUP AG 4.55% 04/17/26) Long Debt CH $1M 2M 0.01
UBS GROUP AG REGD V/R 144A P/P 1.36400000 (UBS GROUP AG V/R 01/30/27) Long Debt CH $4M 5M 0.03
UBS GROUP AG REGD V/R 144A P/P 2.19300000 (UBS GROUP AG V/R 06/05/26) Long Debt CH $3M 3M 0.02
UBS GROUP AG REGD V/R 144A P/P 3.86900000 (UBS GROUP AG V/R 01/12/29) Long Debt CH $4M 4M 0.02
UBS GROUP AG REGD V/R 144A P/P 5.42800000 (UBS GROUP AG V/R 02/08/30) Long Debt CH $2M 2M 0.01
UBS GROUP AG REGD V/R 144A P/P 5.61700000 (UBS GROUP AG V/R 09/13/30) Long Debt CH $1M 1M 0.01
UBS GROUP AG REGD V/R 144A P/P 5.69900000 (UBS GROUP AG V/R 02/08/35) Long Debt CH $2M 2M 0.01
UBS GROUP AG REGD V/R 144A P/P 6.53700000 (UBS GROUP AG V/R 08/12/33) Long Debt CH $7M 6M 0.04
UBS GROUP AG REGD V/R 144A P/P 6.94439000 (UBS GROUP AG V/R 05/12/26) Long Debt CH $5M 5M 0.03
UBS GROUP AG REGD V/R 144A P/P MTN 2.09500000 (UBS GROUP AG V/R 02/11/32) Long Debt CH $3M 4M 0.02
UBS GROUP AG REGD V/R P/P 5.71100000 (UBS GROUP AG V/R 01/12/27) Long Debt CH $5M 5M 0.03
UBS-BAMLL TRUST 2012-WRM SER 2012-WRM CL A REGD 144A P/P 3.66300000 (UBSBM 2012-WR 3.663% 06/10/22) Long ABS-collateralized bond/debt obligation US $53K 57K 0.00
UDR INC REGD 3.00000000 (UDR INC 3% 08/15/31) Long Debt US $359K 415K 0.00
UDR INC REGD MTN 1.90000000 (UDR INC 1.9% 03/15/33) Long Debt US $2M 2M 0.01
UDR INC REGD MTN 2.10000000 (UDR INC 2.1% 08/01/32) Long Debt US $1M 1M 0.01
UDR INC REGD MTN 2.95000000 (UDR INC 2.95% 09/01/26) Long Debt US $262K 276K 0.00
UDR INC REGD MTN 3.20000000 (UDR INC 3.2% 01/15/30) Long Debt US $1M 2M 0.01
UMBS TBA 30YR 2% JUL 24 TO BE ANNOUNCED 2.00000000 Long ABS-mortgage backed security US $15M 19M 0.09
UNICREDIT SPA REGD V/R 144A P/P 1.98200000 (UNICREDIT SPA V/R 06/03/27) Long Debt IT $1M 1M 0.01
UNICREDIT SPA REGD V/R 144A P/P 2.56900000 (UNICREDIT SPA V/R 09/22/26) Long Debt IT $2M 2M 0.01
UNION CARBIDE CORP REGD 7.75000000 (UNION CARBIDE C 7.75% 10/01/96) Long Debt US $829K 681K 0.00
UNION ELECTRIC CO REGD 3.65000000 (UNION ELECTRIC 3.65% 04/15/45) Long Debt US $1M 1M 0.01
UNION PACIFIC CORP REGD 4.10000000 (UNION PACIFIC CO 4.1% 09/15/67) Long Debt US $151K 200K 0.00
UNITED AIR 2013-1 A PTT REGD SER A 4.30000000 (UNITED AIR 2013- 4.3% 08/15/25) Long Debt US $2M 2M 0.01
UNITED AIR 2014-1 A PTT REGD SER A 4.00000000 (UNITED AIR 2014-1 4% 04/11/26) Long Debt US $553K 571K 0.00
UNITED AIR 2016-1 A PTT REGD SER A 3.45000000 (UNITED AIR 2016 3.45% 07/07/28) Long Debt US $1M 1M 0.01
UNITED AIR 2016-1 AA PTT REGD SER AA 3.10000000 (UNITED AIR 2016- 3.1% 07/07/28) Long Debt US $5M 5M 0.03
UNITED AIR 2016-1 B PTT REGD 3.65000000 (UNITED AIR 2016 3.65% 01/07/26) Long Debt US $1M 1M 0.01
UNITED AIR 2016-2 A PTT REGD SER A 3.10000000 (UNITED AIR 2016- 3.1% 10/07/28) Long Debt US $2M 2M 0.01
UNITED AIR 2016-2 AA PTT REGD SER AA 2.87500000 (UNITED AIR 201 2.875% 10/07/28) Long Debt US $1M 1M 0.01
UNITED AIR 2016-2 B PTT REGD SER 16-2 3.65000000 (UNITED AIR 2016 3.65% 10/07/25) Long Debt US $1M 1M 0.01
UNITED AIR 2018-1 A PTT REGD SER A 3.70000000 (UNITED AIR 2018- 3.7% 03/01/30) Long Debt US $3M 3M 0.02
UNITED AIR 2018-1 AA PTT REGD SER AA 3.50000000 (UNITED AIR 2018- 3.5% 03/01/30) Long Debt US $2M 3M 0.01
UNITED AIR 2018-1 B PTT REGD SER B 4.60000000 (UNITED AIR 2018- 4.6% 03/01/26) Long Debt US $760K 777K 0.00
UNITED AIR 2019-1 A PTT REGD SER A 4.55000000 (UNITED AIR 2019 4.55% 08/25/31) Long Debt US $1M 2M 0.01
UNITED AIR 2019-1 AA PTT REGD SER AA 4.15000000 (UNITED AIR 2019 4.15% 08/25/31) Long Debt US $2M 2M 0.01
UNITED AIR 2019-2 AA PTT REGD SER AA 2.70000000 (UNITED AIR 2019- 2.7% 05/01/32) Long Debt US $2M 2M 0.01
UNITED MEXICAN STATES REGD 2.65900000 (UNITED MEXICAN 2.659% 05/24/31) Long Debt MX $2M 3M 0.01
UNITED MEXICAN STATES REGD 3.50000000 (UNITED MEXICAN S 3.5% 02/12/34) Long Debt MX $3M 3M 0.02
UNITED MEXICAN STATES REGD 3.75000000 (UNITED MEXICAN 3.75% 01/11/28) Long Debt MX $3M 4M 0.02
UNITED MEXICAN STATES REGD 3.77100000 (UNITED MEXICAN 3.771% 05/24/61) Long Debt MX $1M 2M 0.01
UNITED MEXICAN STATES REGD 4.35000000 (UNITED MEXICAN 4.35% 01/15/47) Long Debt MX $31K 42K 0.00
UNITED MEXICAN STATES REGD 4.40000000 (UNITED MEXICAN S 4.4% 02/12/52) Long Debt MX $977K 1M 0.01
UNITED MEXICAN STATES REGD 4.60000000 (UNITED MEXICAN S 4.6% 01/23/46) Long Debt MX $1M 1M 0.01
UNITED MEXICAN STATES REGD 4.60000000 (UNITED MEXICAN S 4.6% 02/10/48) Long Debt MX $1M 1M 0.01
UNITED MEXICAN STATES REGD 6.00000000 (UNITED MEXICAN STA 6% 05/07/36) Long Debt MX $5M 5M 0.03
UNITED MEXICAN STATES REGD 6.33800000 (UNITED MEXICAN 6.338% 05/04/53) Long Debt MX $2M 2M 0.01
UNITED MEXICAN STATES REGD MTN 4.75000000 (UNITED MEXICAN 4.75% 03/08/44) Long Debt MX $360K 450K 0.00
UNITED MEXICAN STATES REGD MTN SER GMTN 5.75000000 (UNITED MEXICAN 5.75% 10/12/10) Long Debt MX $485K 588K 0.00
UNITED PARCEL SERVICE REGD 5.15000000 (UNITED PARCEL S 5.15% 05/22/34) Long Debt US $6M 6M 0.03
UNITED PARCEL SERVICE REGD 5.50000000 (UNITED PARCEL SE 5.5% 05/22/54) Long Debt US $4M 4M 0.02
UNITED STATES TREASURY BOND 1.12500000 (US TREAS BDS 1.125% 08/15/40) Long Debt US $6M 9M 0.03
UNITED STATES TREASURY BOND 1.12500000 (US TREAS BDS 1.125% 05/15/40) Long Debt US $1M 2M 0.01
UNITED STATES TREASURY BOND 1.37500000 (US TREAS BDS 1.375% 11/15/40) Long Debt US $50M 79M 0.29
UNITED STATES TREASURY BOND 1.37500000 (US TREAS BDS 1.375% 08/15/50) Long Debt US $21M 42M 0.13
UNITED STATES TREASURY BOND 1.62500000 (US TREAS BDS 1.625% 11/15/50) Long Debt US $13M 23M 0.08
UNITED STATES TREASURY BOND 1.75000000 (US TREAS BDS 1.75% 08/15/41) Long Debt US $8M 12M 0.05
UNITED STATES TREASURY BOND 1.87500000 (US TREAS BDS 1.875% 11/15/51) Long Debt US $26M 44M 0.15
UNITED STATES TREASURY BOND 1.87500000 (US TREAS BDS 1.875% 02/15/51) Long Debt US $16M 27M 0.09
UNITED STATES TREASURY BOND 1.87500000 (US TREAS BDS 1.875% 02/15/41) Long Debt US $8M 12M 0.05
UNITED STATES TREASURY BOND 2.00000000 (US TREAS BDS 2% 8/15/51) Long Debt US $15M 25M 0.09
UNITED STATES TREASURY BOND 2.00000000 (US TREAS BDS 2% 02/15/50) Long Debt US $15M 25M 0.09
UNITED STATES TREASURY BOND 2.00000000 (US TREAS BDS 2% 11/15/41) Long Debt US $12M 18M 0.07
UNITED STATES TREASURY BOND 2.25000000 (US TREAS BDS 2.25% 05/15/41) Long Debt US $80M 111M 0.47
UNITED STATES TREASURY BOND 2.25000000 (US TREAS BDS 2.25% 08/15/46) Long Debt US $26M 39M 0.15
UNITED STATES TREASURY BOND 2.25000000 (US TREAS BDS 2.25% 02/15/52) Long Debt US $20M 31M 0.12
UNITED STATES TREASURY BOND 2.25000000 (US TREAS BDS 2.25% 08/15/49) Long Debt US $6M 10M 0.04
UNITED STATES TREASURY BOND 2.37500000 (US TREAS BDS 2.375% 02/15/42) Long Debt US $81M 112M 0.48
UNITED STATES TREASURY BOND 2.37500000 (US TREAS BDS 2.375% 05/15/51) Long Debt US $33M 50M 0.19
UNITED STATES TREASURY BOND 2.37500000 (US TREAS BDS 2.375% 11/15/49) Long Debt US $18M 27M 0.10
UNITED STATES TREASURY BOND 2.50000000 (US TREAS BDS 2.5% 02/15/45) Long Debt US $75M 105M 0.44
UNITED STATES TREASURY BOND 2.75000000 (US TREAS BDS 2.75% 08/15/42) Long Debt US $15M 20M 0.09
UNITED STATES TREASURY BOND 2.75000000 (US TREAS BDS 2.75% 11/15/42) Long Debt US $10M 13M 0.06
UNITED STATES TREASURY BOND 2.87500000 (US TREAS BDS 2.875% 05/15/52) Long Debt US $88M 120M 0.52
UNITED STATES TREASURY BOND 2.87500000 (US TREAS BDS 2.875% 05/15/43) Long Debt US $84M 108M 0.49
UNITED STATES TREASURY BOND 2.87500000 (US TREAS BDS 2.875% 08/15/45) Long Debt US $6M 8M 0.04
UNITED STATES TREASURY BOND 2.87500000 (US TREAS BDS 2.875% 05/15/49) Long Debt US $5M 7M 0.03
UNITED STATES TREASURY BOND 3.00000000 (US TREAS BDS 3% 02/15/49) Long Debt US $46M 60M 0.27
UNITED STATES TREASURY BOND 3.00000000 (US TREAS BDS 3% 08/15/52) Long Debt US $42M 56M 0.25
UNITED STATES TREASURY BOND 3.00000000 (US TREAS BDS 3% 11/15/44) Long Debt US $1M 2M 0.01
UNITED STATES TREASURY BOND 3.00000000 (US TREAS BDS 3% 02/15/48) Long Debt US $662K 870K 0.00
UNITED STATES TREASURY BOND 3.00000000 (US TREAS BDS 3% 02/15/47) Long Debt US $598K 780K 0.00
UNITED STATES TREASURY BOND 3.12500000 (US TREAS BDS 3.125% 05/15/48) Long Debt US $19M 25M 0.11
UNITED STATES TREASURY BOND 3.12500000 (US TREAS BDS 3.125% 02/15/43) Long Debt US $16M 20M 0.10
UNITED STATES TREASURY BOND 3.25000000 (US TREAS BDS 3.25% 05/15/42) Long Debt US $17M 20M 0.10
UNITED STATES TREASURY BOND 3.37500000 (US TREAS BDS 3.375% 08/15/42) Long Debt US $126M 149M 0.74
UNITED STATES TREASURY BOND 3.62500000 (US TREAS BDS 3.625% 02/15/53) Long Debt US $65M 77M 0.38
UNITED STATES TREASURY BOND 3.62500000 (US TREAS BDS 3.625% 08/15/43) Long Debt US $19M 22M 0.11
UNITED STATES TREASURY BOND 3.62500000 (US TREAS BDS 3.625% 05/15/53) Long Debt US $10M 12M 0.06
UNITED STATES TREASURY BOND 3.62500000 (US TREAS BDS 3.625% 02/15/44) Long Debt US $9M 10M 0.05
UNITED STATES TREASURY BOND 3.75000000 (US TREAS BDS 3.75% 11/15/43) Long Debt US $10M 11M 0.06
UNITED STATES TREASURY BOND 3.87500000 (US TREAS BDS 3.875% 05/15/43) Long Debt US $92M 102M 0.54
UNITED STATES TREASURY BOND 3.87500000 (US TREAS BDS 3.875% 08/15/40) Long Debt US $24M 26M 0.14
UNITED STATES TREASURY BOND 3.87500000 (US TREAS BDS 3.875% 02/15/43) Long Debt US $20M 22M 0.12
UNITED STATES TREASURY BOND 4.00000000 (US TREAS BDS 4% 11/15/42) Long Debt US $7M 8M 0.04
UNITED STATES TREASURY BOND 4.12500000 (US TREAS BDS 4.125% 08/15/53) Long Debt US $8M 9M 0.05
UNITED STATES TREASURY BOND 4.25000000 (WI TREASURY SE 4.250% 02/15/54) Long Debt US $57M 60M 0.33
UNITED STATES TREASURY BOND 4.25000000 (US TREAS BDS 4.25% 05/15/39) Long Debt US $9M 9M 0.05
UNITED STATES TREASURY BOND 4.37500000 (US TREAS BDS 4.375% 11/15/39) Long Debt US $25M 25M 0.15
UNITED STATES TREASURY BOND 4.37500000 (US TREAS BDS 4.375% 08/15/43) Long Debt US $12M 12M 0.07
UNITED STATES TREASURY BOND 4.37500000 (US TREAS BDS 4.375% 05/15/41) Long Debt US $1M 2M 0.01
UNITED STATES TREASURY BOND 4.50000000 (US TREAS BDS 4.5% 02/15/44) Long Debt US $17M 17M 0.10
UNITED STATES TREASURY BOND 4.62500000 (US TREAS BDS 4.625% 05/15/44) Long Debt US $30M 31M 0.18
UNITED STATES TREASURY BOND 4.75000000 (US TREAS BDS 4.75% 11/15/53) Long Debt US $16M 16M 0.10
UNITED STATES TREASURY BOND 4.75000000 (US TREAS BDS 4.75% 11/15/43) Long Debt US $13M 13M 0.08
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.75000000 (US TIPS 1.75% 01/15/28) Long Debt US $884K 898K 0.01
UNITED STATES TREASURY INFLATION INDEXED BONDS 2.50000000 (US TIPS 2.5% 01/15/29) Long Debt US $614K 603K 0.00
UNITED STATES TREASURY INFLATION INDEXED BONDS 3.62500000 (US TIPS 3.625% 04/15/28) Long Debt US $2M 2M 0.01
UNITED STATES TREASURY NOTE 0.62500000 (US TREAS NTS 0.625% 08/15/30) Long Debt US $2M 3M 0.01
UNITED STATES TREASURY NOTE 0.75000000 (US TREAS NTS 0.75% 01/31/28) Long Debt US $65M 74M 0.38
UNITED STATES TREASURY NOTE 0.87500000 (US TREAS NTS 0.875% 11/15/30) Long Debt US $16M 20M 0.10
UNITED STATES TREASURY NOTE 1.00000000 (US TREAS NTS 1% 07/31/28) Long Debt US $28M 32M 0.16
UNITED STATES TREASURY NOTE 1.12500000 (US TREAS NTS 1.125% 10/31/26) Long Debt US $70M 76M 0.41
UNITED STATES TREASURY NOTE 1.12500000 (US TREAS NTS 1.125% 08/31/28) Long Debt US $19M 22M 0.11
UNITED STATES TREASURY NOTE 1.25000000 (US TREAS NTS 1.25% 06/30/28) Long Debt US $80M 90M 0.47
UNITED STATES TREASURY NOTE 1.25000000 (US TREAS NTS 1.25% 08/15/31) Long Debt US $13M 15M 0.07
UNITED STATES TREASURY NOTE 1.37500000 (US TREAS NTS 1.375% 11/15/31) Long Debt US $7M 9M 0.04
UNITED STATES TREASURY NOTE 1.50000000 (US TREAS NTS 1.5% 02/15/30) Long Debt US $2M 2M 0.01
UNITED STATES TREASURY NOTE 1.50000000 (US TREAS NTS 1.5% 01/31/27) Long Debt US $761K 822K 0.00
UNITED STATES TREASURY NOTE 1.62500000 (US TREAS NTS 1.625% 05/15/31) Long Debt US $4M 4M 0.02
UNITED STATES TREASURY NOTE 1.75000000 (US TREAS NTS 1.75% 01/31/29) Long Debt US $52M 58M 0.31
UNITED STATES TREASURY NOTE 1.75000000 (US TREAS NTS 1.75% 12/31/26) Long Debt US $107K 115K 0.00
UNITED STATES TREASURY NOTE 1.87500000 (US TREAS NTS 1.875% 02/28/29) Long Debt US $30M 34M 0.18
UNITED STATES TREASURY NOTE 1.87500000 (US TREAS NTS 1.875% 02/15/32) Long Debt US $27M 33M 0.16
UNITED STATES TREASURY NOTE 2.00000000 (US TREAS NTS 2% 11/15/26) Long Debt US $13M 14M 0.08
UNITED STATES TREASURY NOTE 2.00000000 (US TREAS NTS 2% 08/15/25) Long Debt US $145K 150K 0.00
UNITED STATES TREASURY NOTE 2.25000000 (US TREAS NTS 2.25% 02/15/27) Long Debt US $1M 2M 0.01
UNITED STATES TREASURY NOTE 2.37500000 (US TREAS NTS 2.375% 03/31/29) Long Debt US $76M 83M 0.45
UNITED STATES TREASURY NOTE 2.75000000 (US TREAS NTS 2.75% 05/31/29) Long Debt US $91M 98M 0.54
UNITED STATES TREASURY NOTE 2.75000000 (US TREAS NTS 2.75% 07/31/27) Long Debt US $2M 2M 0.01
UNITED STATES TREASURY NOTE 2.87500000 (US TREAS NTS 2.875% 04/30/29) Long Debt US $39M 42M 0.23
UNITED STATES TREASURY NOTE 2.87500000 (US TREAS NTS 2.875% 05/15/32) Long Debt US $36M 40M 0.21
UNITED STATES TREASURY NOTE 3.12500000 (US TREAS NTS 3.125% 08/31/29) Long Debt US $20M 22M 0.12
UNITED STATES TREASURY NOTE 3.25000000 (US TREAS NTS 3.25% 06/30/29) Long Debt US $38M 40M 0.22
UNITED STATES TREASURY NOTE 3.37500000 (US TREAS NTS 3.375% 05/15/33) Long Debt US $34M 37M 0.20
UNITED STATES TREASURY NOTE 3.50000000 (US TREAS NTS 3.5% 02/15/33) Long Debt US $29M 31M 0.17
UNITED STATES TREASURY NOTE 3.50000000 (US TREAS NTS 3.5% 01/31/28) Long Debt US $25M 26M 0.15
UNITED STATES TREASURY NOTE 3.50000000 (US TREAS NTS 3.5% 04/30/28) Long Debt US $12M 12M 0.07
UNITED STATES TREASURY NOTE 3.62500000 (US TREAS NTS 3.625% 03/31/28) Long Debt US $52M 54M 0.31
UNITED STATES TREASURY NOTE 3.62500000 (US TREAS NTS 3.625% 03/31/30) Long Debt US $7M 7M 0.04
UNITED STATES TREASURY NOTE 3.62500000 (US TREAS NTS 3.625% 05/31/28) Long Debt US $1M 1M 0.01
UNITED STATES TREASURY NOTE 3.75000000 (US TREAS NTS 3.75% 12/31/28) Long Debt US $15M 16M 0.09
UNITED STATES TREASURY NOTE 3.87500000 (US TREAS NTS 3.875% 12/31/29) Long Debt US $147M 151M 0.87
UNITED STATES TREASURY NOTE 3.87500000 (US TREAS NTS 3.875% 12/31/2027) Long Debt US $19M 19M 0.11
UNITED STATES TREASURY NOTE 3.87500000 (US TREAS NTS 3.875% 11/30/27) Long Debt US $18M 19M 0.11
UNITED STATES TREASURY NOTE 4.00000000 (US TREAS NTS 4% 01/31/31) Long Debt US $92M 94M 0.54
UNITED STATES TREASURY NOTE 4.00000000 (US TREAS NTS 4% 01/31/29) Long Debt US $38M 39M 0.23
UNITED STATES TREASURY NOTE 4.00000000 (US TREAS NTS 4% 02/29/28) Long Debt US $19M 19M 0.11
UNITED STATES TREASURY NOTE 4.00000000 (US TREAS NTS 4% 06/30/28) Long Debt US $17M 17M 0.10
UNITED STATES TREASURY NOTE 4.00000000 (US TREAS NTS 4% 02/15/34) Long Debt US $8M 9M 0.05
UNITED STATES TREASURY NOTE 4.12500000 (US TREAS NTS 4.125% 02/15/27) Long Debt US $115M 116M 0.67
UNITED STATES TREASURY NOTE 4.12500000 (US TREAS NTS 4.125% 08/31/30) Long Debt US $91M 92M 0.54
UNITED STATES TREASURY NOTE 4.12500000 (US TREAS NTS 4.125% 03/31/29) Long Debt US $19M 20M 0.11
UNITED STATES TREASURY NOTE 4.12500000 (US TREAS NTS 4.125% 07/31/28) Long Debt US $19M 19M 0.11
UNITED STATES TREASURY NOTE 4.12500000 (US TREAS NTS 4.125% 10/31/27) Long Debt US $13M 13M 0.08
UNITED STATES TREASURY NOTE 4.25000000 (US TREAS NTS 4.25% 02/28/29) Long Debt US $39M 39M 0.23
UNITED STATES TREASURY NOTE 4.25000000 (US TREAS NTS 4.25% 12/31/25) Long Debt US $1M 1M 0.01
UNITED STATES TREASURY NOTE 4.37500000 (US TREAS NTS 4.375% 08/15/26) Long Debt US $116M 117M 0.68
UNITED STATES TREASURY NOTE 4.37500000 (WI TREASURY SE 4.375% 05/15/34) Long Debt US $32M 32M 0.19
UNITED STATES TREASURY NOTE 4.37500000 (US TREAS NTS 4.375% 11/30/28) Long Debt US $17M 17M 0.10
UNITED STATES TREASURY NOTE 4.50000000 (WI TREASURY SE 4.5% 05/31/29) Long Debt US $51M 51M 0.30
UNITED STATES TREASURY NOTE 4.50000000 (US TREAS NTS 4.5% 11/15/33) Long Debt US $21M 21M 0.13
UNITED STATES TREASURY NOTE 4.50000000 (US TREAS NTS 4.5% 07/15/26) Long Debt US $4M 4M 0.03
UNITED STATES TREASURY NOTE 4.62500000 (US TREAS NTS 4.625% 06/15/27) Long Debt US $90M 90M 0.53
UNITED STATES TREASURY NOTE 4.62500000 (WI TREASURY SE 4.625% 04/30/29) Long Debt US $36M 35M 0.21
UNITED STATES TREASURY NOTE 4.62500000 (US TREAS NTS 4.625% 05/31/31) Long Debt US $29M 28M 0.17
UNITED STATES TREASURY NOTE 4.62500000 (US TREAS NTS 4.625% 09/30/28) Long Debt US $25M 25M 0.15
UNITED STATES TREASURY NOTE 4.87500000 (US TREAS NTS 4.875% 05/31/26) Long Debt US $24M 24M 0.14
UNITED STATES TREASURY NOTE 4.87500000 (US TREAS NTS 4.875% 10/31/28) Long Debt US $14M 14M 0.08
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000 (US TREASURYS ZCP 02/15/32) Long Debt US $33M 46M 0.19
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000 (US TREASURYS ZCP 02/15/41) Long Debt US $29M 63M 0.17
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000 (US TREASURYS ZCP 11/15/43) Long Debt US $18M 45M 0.10
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000 (US TREASURYS ZCP 05/15/43) Long Debt US $13M 33M 0.08
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000 (US TREASURYS ZCP 02/15/31) Long Debt US $9M 13M 0.06
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000 (US TREASURYS ZCP 11/15/40) Long Debt US $9M 20M 0.05
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000 (US TREASURYS ZCP 02/15/46) Long Debt US $7M 20M 0.04
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000 (US TREASURYS ZCP 11/15/27) Long Debt US $4M 5M 0.02
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000 (US TREASURYS ZCP 08/15/27) Long Debt US $4M 4M 0.02
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000 (US TREASURYS ZCP 11/15/34) Long Debt US $2M 2M 0.01
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000 (US TREASURYS ZCP 05/15/35) Long Debt US $1M 2M 0.01
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000 (US TREASURYS ZCP 02/15/35) Long Debt US $1M 2M 0.01
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000 (US TREASURYS ZCP 08/15/48) Long Debt US $985K 3M 0.01
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000 (US TREASURYS ZCP 02/15/25) Long Debt US $775K 799K 0.00
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000 (US TREASURYS ZCP 08/15/35) Long Debt US $106K 175K 0.00
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000 (US TREASURYS ZCP 05/15/36) Long Debt US $71K 121K 0.00
UNITED STATES TREASURY STRIP__ COUPON 0.00000000 (US TREASURY S ZCP 08/15/41) Long Debt US $629K 1M 0.00
UNITEDHEALTH GROUP INC REGD 3.25000000 (UNITEDHEALTH GR 3.25% 05/15/51) Long Debt US $958K 1M 0.01
UNITEDHEALTH GROUP INC REGD 3.50000000 (UNITEDHEALTH GRO 3.5% 08/15/39) Long Debt US $1M 2M 0.01
UNITEDHEALTH GROUP INC REGD 4.75000000 (UNITEDHEALTH GR 4.75% 05/15/52) Long Debt US $6M 7M 0.04
UNITEDHEALTH GROUP INC REGD 5.05000000 (UNITEDHEALTH GR 5.05% 04/15/53) Long Debt US $7M 8M 0.04
UNITEDHEALTH GROUP INC REGD 5.87500000 (UNITEDHEALTH G 5.875% 02/15/53) Long Debt US $2M 1M 0.01
UNIV OF CALIFORNIA CA RGTS MED REGD B/E 3.70600000 (UNIV OF CALIFO 3.706% 05/15/20) Long Debt US $2M 3M 0.01
UNIV OF MICHIGAN MI REGD B/E 4.45400000 (UNIV OF MICHIG 4.454% 04/01/22) Long Debt US $6M 8M 0.04
UNIV OF PITTSBURGH PA OF THE C REGD B/E 3.55500000 (UNIV OF PITTSB 3.555% 09/15/19) Long Debt US $1M 2M 0.01
UNIV OF VIRGINIA VA UNIV REVEN REGD B/E 2.58400000 (UNIV OF VIRGIN 2.584% 11/01/51) Long Debt US $2M 3M 0.01
UNIV OF VIRGINIA VA UNIV REVEN REGD B/E 4.17900000 (UNIV OF VIRGIN 4.179% 09/01/17) Long Debt US $1M 2M 0.01
UNIV SOUTHERN CALIFORNIA REGD SER A 3.22600000 (UNIV SOUTHERN 3.226% 10/01/20) Long Debt US $818K 1M 0.00
UNIVERSITY OF CHICAGO REGD SER 20B 2.76100000 (UNIVERSITY OF 2.761% 04/01/45) Long Debt US $1M 2M 0.01
UNIVERSITY OF MIAMI REGD SER 2022 4.06300000 (UNIVERSITY OF 4.063% 04/01/52) Long Debt US $1M 1M 0.01
UPSTART PASS-THROUGH TRUST SERIES 2021-ST9 SER 2021-ST9 CL A REGD 144A P/P 1.70000000 (UPSPT 2021-ST9 1.7% 11/20/29) Long ABS-collateralized bond/debt obligation US $431K 435K 0.00
US BANCORP REGD V/R 5.38400000 (US BANCORP V/R 01/23/30) Long Debt US $5M 5M 0.03
US BANCORP REGD V/R 5.67800000 (US BANCORP V/R 01/23/35) Long Debt US $6M 6M 0.04
USA TREASURY NTS 4.375% NTS 31/08/2028 USD 4.37500000 Long Debt US $20M 20M 0.12
UTAH ACQUISITION SUB REGD SER WI 5.25000000 (UTAH ACQUISITIO 5.25% 06/15/46) Long Debt US $226K 275K 0.00
VALE OVERSEAS 6.875% 11/10/39 6.87500000 Long Debt BR $2M 2M 0.01
VALE OVERSEAS LIMITED REGD 6.12500000 (VALE OVERSEAS 6.125% 06/12/33) Long Debt BR $8M 8M 0.05
VALE OVERSEAS LIMITED REGD 6.87500000 (VALE OVERSEAS 6.875% 11/21/36) Long Debt BR $6M 5M 0.03
VALE OVERSEAS LIMITED REGD 8.25000000 (VALE OVERSEA LTD 8.25% 1/17/34) Long Debt BR $1M 984K 0.01
VALERO ENERGY CORP REGD 4.35000000 (VALERO ENERGY C 4.35% 06/01/28) Long Debt US $3M 3M 0.02
VALERO ENERGY CORP REGD 6.62500000 (VALERO ENERGY 6.625% 06/15/37) Long Debt US $5M 5M 0.03
VALERO ENERGY CORP REGD 7.50000000 (VALERO ENERGY CO 7.5% 04/15/32) Long Debt US $198K 175K 0.00
VAR ENERGI ASA REGD 144A P/P 5.00000000 (VAR ENERGI ASA 5% 05/18/27) Long Debt NO $11M 11M 0.07
VAR ENERGI ASA REGD 144A P/P 8.00000000 (VAR ENERGI ASA 8% 11/15/32) Long Debt NO $4M 4M 0.03
VCAT 2021-NPL1 LLC SER 2021-NPL1 CL A1 S/UP REGD 144A P/P 5.28910000 (VCAT 2021-NPL1 S/UP 12/26/50) Long ABS-collateralized bond/debt obligation US $549K 552K 0.00
VCAT 2021-NPL5 LLC SER 2021-NPL5 CL A1 V/R REGD 144A P/P 1.86770000 (VCAT 2021-NPL5 A V/R 08/25/24) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
VCAT 2021-NPL6 LLC SER 2021-NPL6 CL A1 V/R REGD 144A P/P 1.91730000 (VCAT 2021-NPL6 A V/R 09/25/51) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
VENDEE MORTGAGE TRUST 1996-1 SER 1996-1 CL 1Z 6.75000000 (VENDE 1996-1 1 6.75% 02/15/26) Long ABS-collateralized bond/debt obligation US $18K 18K 0.00
VENDEE MORTGAGE TRUST 1996-2 SER 1996-2 CL 1Z 6.75000000 (VENDE 1996-2 1 6.75% 06/15/26) Long ABS-collateralized bond/debt obligation US $7K 7K 0.00
VENDEE MORTGAGE TRUST 1997-1 SER 1997-1 CL 2Z 7.50000000 (VENDE 1997-1 2Z 7.5% 02/15/27) Long ABS-collateralized bond/debt obligation US $26K 26K 0.00
VENDEE MORTGAGE TRUST 1998-1 SER 1998-1 CL 2E 7.00000000 (VENDE 1998-1 2E 7% 03/15/28) Long ABS-collateralized bond/debt obligation US $23K 23K 0.00
VENTAS REALTY LP REGD 3.25000000 (VENTAS REALTY L 3.25% 10/15/26) Long Debt US $307K 323K 0.00
VENTAS REALTY LP REGD 3.50000000 (VENTAS REALTY LP 3.5% 02/01/25) Long Debt US $247K 251K 0.00
VENTAS REALTY LP REGD 3.85000000 (VENTAS REALTY L 3.85% 04/01/27) Long Debt US $651K 677K 0.00
VENTAS REALTY LP REGD 4.12500000 (VENTAS REALTY 4.125% 01/15/26) Long Debt US $123K 126K 0.00
VENTURE 32 CLO LTD SER 2018-32A CL A1 V/R REGD 144A P/P 6.68854000 (VENTR 2018-32A A V/R 07/18/31) Long ABS-collateralized bond/debt obligation KY $7M 7M 0.04
VENTURE 43 CLO LTD SER 2021-43A CL A1 V/R REGD 144A P/P 6.83017000 (VENTR 2021-43A A V/R 04/15/34) Long ABS-collateralized bond/debt obligation KY $3M 3M 0.02
VERICREST OPPORTUNITY LOAN TRANSFEREE SER 2021-NP11 CL A1 V/R REGD 144A P/P 1.86780000 (VOLT 2021-NP11 A V/R 07/25/24) Long ABS-collateralized bond/debt obligation US $3M 4M 0.02
VERISK ANALYTICS INC REGD 4.00000000 (VERISK ANALYTICS I 4% 06/15/25) Long Debt US $1M 1M 0.01
VERISK ANALYTICS INC REGD 5.75000000 (VERISK ANALYTIC 5.75% 04/01/33) Long Debt US $2M 2M 0.01
VERIZON COMMUNICATIONS REGD 2.10000000 (VERIZON COMMUNIC 2.1% 03/22/28) Long Debt US $1M 1M 0.01
VERIZON COMMUNICATIONS REGD 2.35500000 (VERIZON COMMUN 2.355% 03/15/32) Long Debt US $22M 27M 0.13
VERIZON COMMUNICATIONS REGD 2.55000000 (VERIZON COMMUNI 2.55% 03/21/31) Long Debt US $12M 14M 0.07
VERIZON COMMUNICATIONS REGD 2.65000000 (VERIZON COMMUNI 2.65% 11/20/40) Long Debt US $2M 2M 0.01
VERIZON COMMUNICATIONS REGD 3.15000000 (VERIZON COMMUNI 3.15% 03/22/30) Long Debt US $464K 515K 0.00
VERIZON COMMUNICATIONS REGD 3.40000000 (VERIZON COMMUNIC 3.4% 03/22/41) Long Debt US $1M 2M 0.01
VERIZON COMMUNICATIONS REGD 3.70000000 (VERIZON COMMUNIC 3.7% 03/22/61) Long Debt US $2M 3M 0.01
VERIZON COMMUNICATIONS REGD SER 20YR 4.40000000 (VERIZON COMMUNIC 4.4% 11/01/34) Long Debt US $2M 3M 0.01
VERIZON COMMUNICATIONS REGD SER WI 1.68000000 (VERIZON COMMUNI 1.68% 10/30/30) Long Debt US $622K 765K 0.00
VERIZON COMMUNICATIONS REGD SER WI 4.01600000 (VERIZON COMMUN 4.016% 12/03/29) Long Debt US $186K 197K 0.00
VERIZON COMMUNICATIONS REGD SER WI 4.27200000 (VERIZON COMMUN 4.272% 01/15/36) Long Debt US $2M 2M 0.01
VERIZON COMMUNICATIONS REGD SER WI 4.32900000 (VERIZON COMMUN 4.329% 09/21/28) Long Debt US $10M 11M 0.06
VERIZON COMMUNICATIONS REGD SER WI 4.81200000 (VERIZON COMMUN 4.812% 03/15/39) Long Debt US $7M 8M 0.04
VERIZON MASTER TRUST SER 2023-1 CL A V/R REGD 4.49000000 (VZMT 2023-1 A V/R 01/20/26) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
VERIZON MASTER TRUST SER 2024-1 CL A1A REGD 5.00000000 (VZMT 2024-1 A1A 5% 12/20/28) Long ABS-collateralized bond/debt obligation US $6M 6M 0.04
VERIZON MASTER TRUST SERIES 2024-5 SER 2024-5 CL A REGD 144A P/P 0.00000000 (VZMT 2024-5 A 5% 06/20/29) Long ABS-collateralized bond/debt obligation US $14M 14M 0.08
VIATRIS INC REGD SER WI 2.30000000 (VIATRIS INC 2.3% 06/22/27) Long Debt US $3M 4M 0.02
VIATRIS INC REGD SER WI 3.85000000 (VIATRIS INC 3.85% 06/22/40) Long Debt US $3M 4M 0.02
VIATRIS INC REGD SER WI 4.00000000 (VIATRIS INC 4% 06/22/50) Long Debt US $3M 4M 0.02
VIRGINIA ELEC & POWER CO REGD 4.45000000 (VIRGINIA ELEC & 4.45% 02/15/44) Long Debt US $106K 126K 0.00
VIRGINIA ELEC & POWER CO REGD SER A 3.50000000 (VIRGINIA ELEC & 3.5% 03/15/27) Long Debt US $2M 2M 0.01
VIRGINIA ELEC & POWER CO REGD SER D 4.65000000 (VIRGINIA ELEC & 4.65% 08/15/43) Long Debt US $2M 2M 0.01
VISTRA OPERATIONS CO LLC REGD 144A P/P 3.55000000 (VISTRA OPERATIO 3.55% 07/15/24) Long Debt US $8M 8M 0.05
VISTRA OPERATIONS CO LLC REGD 144A P/P 6.00000000 (VISTRA OPERATIONS 6% 04/15/34) Long Debt US $3M 3M 0.02
VITERRA FINANCE BV REGD 144A P/P 3.20000000 (VITERRA FINANCE 3.2% 04/21/31) Long Debt NL $9M 10M 0.05
VITERRA FINANCE BV REGD 144A P/P 5.25000000 (VITERRA FINANCE 5.25% 04/21/32) Long Debt NL $5M 5M 0.03
VM DEBT 2019-1 TR REGD 144A 7.46000000 (VM DEBT 2019- 7.46% 07/18/27) Long ABS-collateralized bond/debt obligation US $14M 15M 0.08
VM MASTER ISSUER LLC SER 2022-1 CL A1 V/R REGD 144A P/P 5.16300000 (ARMI 2022-1 A1 V/R 05/24/25) Long ABS-collateralized bond/debt obligation US $10M 10M 0.06
VMWARE LLC REGD 1.40000000 (VMWARE LLC 1.4% 08/15/26) Long Debt US $8M 8M 0.04
VMWARE LLC REGD 1.80000000 (VMWARE LLC 1.8% 08/15/28) Long Debt US $2M 2M 0.01
VMWARE LLC REGD 4.65000000 (VMWARE LLC 4.65% 05/15/27) Long Debt US $1M 1M 0.01
VODAFONE GROUP PLC REGD 5.62500000 (VODAFONE GROUP 5.625% 02/10/53) Long Debt GB $455K 475K 0.00
VODAFONE GROUP PLC REGD 6.15000000 (VODAFONE GROUP 6.15% 02/27/37) Long Debt GB $5M 5M 0.03
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 SER 2023-1 CL A4 REGD 5.01000000 (VALET 2023-1 A 5.01% 01/22/30) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
VOLKSWAGEN GROUP AMERICA REGD 144A P/P 1.62500000 (VOLKSWAGEN GRO 1.625% 11/24/27) Long Debt US $795K 897K 0.00
VOLKSWAGEN GROUP AMERICA REGD 144A P/P 4.35000000 (VOLKSWAGEN GROU 4.35% 06/08/27) Long Debt US $12M 13M 0.07
VOLKSWAGEN GROUP AMERICA REGD 144A P/P 5.80000000 (VOLKSWAGEN GROUP 5.8% 09/12/25) Long Debt US $11M 11M 0.07
VOLT CV LLC SER 2021-CF2 CL A1 V/R REGD 144A P/P 2.48720000 (VOLT 2021-CF2 A1 V/R 11/25/24) Long ABS-collateralized bond/debt obligation US $6M 7M 0.04
VOLT XCII LLC SER 2021-NPL1 CL A1 V/R REGD 144A P/P 4.89250000 (VOLT 2021-NPL1 A V/R 02/27/51) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
VOLT XCIII LLC SER 2021-NPL2 CL A1 V/R REGD 144A P/P 4.89250000 (VOLT 2021-NPL2 A V/R 01/25/24) Long ABS-collateralized bond/debt obligation US $6M 6M 0.04
VOLT XCIV LLC SER 2021-NPL3 CL A1 V/R REGD 144A P/P 5.23950000 (VOLT 2021-NPL3 A V/R 01/25/24) Long ABS-collateralized bond/debt obligation US $6M 6M 0.04
VOLT XCIX LLC SER 2021-NPL8 CL A1 V/R REGD 144A P/P 5.11570000 (VOLT 2021-NPL8 A V/R 04/25/51) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
VOLT XCVI LLC SER 2021-NPL5 CL A1 V/R REGD 144A P/P 5.11570000 (VOLT 2021-NPL5 A V/R 03/27/51) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
VOLT XCVII LLC SER 2021-NPL6 CL A1 V/R REGD 144A P/P 5.23950000 (VOLT 2021-NPL6 A V/R 03/25/24) Long ABS-collateralized bond/debt obligation US $6M 6M 0.04
VONTIER CORP REGD SER WI 2.40000000 (VONTIER CORP 2.4% 04/01/28) Long Debt US $10M 11M 0.06
VOYA CLO 2019-3 LTD SER 2019-3A CL AR V/R REGD 144A P/P 6.65868000 (VOYA 2019-3A AR V/R 10/17/32) Long ABS-collateralized bond/debt obligation KY $20M 20M 0.12
VSE 2018-A VOI MORTGAGE LLC SER 2018-A CL A REGD 144A P/P 3.56000000 (VSTNA 2018-A A 3.56% 09/20/26) Long ABS-collateralized bond/debt obligation US $392K 395K 0.00
VULCAN MATERIALS CO REGD SER WI 4.70000000 (VULCAN MATERIALS 4.7% 03/01/48) Long Debt US $2M 2M 0.01
W CONTRA COSTA CA UNIF SCH DIS REGD N/C B/E 6.25000000 (W CONTRA COSTA 6.25% 08/01/30) Long Debt US $231K 215K 0.00
WACHOVIA BANK COMMERCIAL MORTGAGE TR SER 2006-C24 CL XC V/R REGD 144A P/P 0.00000000 (WBCMT 2006-C24 X V/R 03/15/45) Long ABS-collateralized bond/debt obligation US $2.57 257K 0.00
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-AR11 SER 2003-AR11 CL A6 V/R REGD 5.84895800 (WAMU 2003-AR11 A V/R 10/25/33) Long ABS-collateralized bond/debt obligation US $71K 78K 0.00
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-AR7 SER 2003-AR7 CL A7 V/R REGD 5.67775600 (WAMU 2003-AR7 A7 V/R 08/25/33) Long ABS-collateralized bond/debt obligation US $24K 26K 0.00
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-AR9 SER 2003-AR9 CL 1A6 V/R REGD 5.67888400 (WAMU 2003-AR9 1A V/R 09/25/33) Long ABS-collateralized bond/debt obligation US $130K 141K 0.00
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-AR9 SER 2003-AR9 CL 2A V/R REGD 5.84981600 (WAMU 2003-AR9 2A V/R 09/25/33) Long ABS-collateralized bond/debt obligation US $12K 13K 0.00
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-S1 TRUST SER 2003-S1 CL A5 REGD 5.50000000 (WAMU 2003-S1 A5 5.5% 04/25/33) Long ABS-collateralized bond/debt obligation US $28K 28K 0.00
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-S4 SER 2003-S4 CL 2A10 V/R REGD 2.44829700 (WAMU 2003-S4 2A1 V/R 06/25/33) Long ABS-collateralized bond/debt obligation US $6K 7K 0.00
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-S9 SER 2003-S9 CL P ZCP REGD 0.00000000 (WAMU 2003-S9 P ZCP 10/25/33) Long ABS-collateralized bond/debt obligation US $905.3 1K 0.00
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-S9 TRUST SER 2003-S9 CL A8 REGD 5.25000000 (WAMU 2003-S9 A 5.25% 10/25/33) Long ABS-collateralized bond/debt obligation US $94K 100K 0.00
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-AR14 SER 2004-AR14 CL A1 V/R REGD 5.39877000 (WAMU 2004-AR14 A V/R 01/25/35) Long ABS-collateralized bond/debt obligation US $723K 813K 0.00
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-AR3 SER 2004-AR3 CL A1 V/R REGD 5.77365200 (WAMU 2004-AR3 A1 V/R 06/25/34) Long ABS-collateralized bond/debt obligation US $624K 698K 0.00
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-AR3 SER 2004-AR3 CL A2 V/R REGD 5.77365200 (WAMU 2004-AR3 A2 V/R 06/25/34) Long ABS-collateralized bond/debt obligation US $35K 39K 0.00
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-CB2 TRUST SER 2004-CB2 CL 3A REGD 6.00000000 (WAMU 2004-CB2 3A 6% 08/25/34) Long ABS-collateralized bond/debt obligation US $241K 246K 0.00
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-CB3 TRUST SER 2004-CB3 CL 2A REGD 6.50000000 (WAMU 2004-CB3 2 6.5% 10/25/34) Long ABS-collateralized bond/debt obligation US $719K 727K 0.00
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-RS2 SER 2004-RS2 CL A4 REGD 5.00000000 (WAMU 2004-RS2 A4 5% 11/25/33) Long ABS-collateralized bond/debt obligation US $14K 15K 0.00
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-S2 TRUST SER 2004-S2 CL 2A4 REGD 5.50000000 (WAMU 2004-S2 2A 5.5% 06/25/34) Long ABS-collateralized bond/debt obligation US $64K 66K 0.00
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-S3 TRUST SER 2004-S3 CL 1A5 REGD 5.00000000 (WAMU 2004-S3 1A5 5% 07/25/34) Long ABS-collateralized bond/debt obligation US $5K 6K 0.00
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2006-AR10 SER 2006-AR10 CL 2P V/R REGD 4.16834700 (WAMU 2006-AR10 2 V/R 09/25/36) Long ABS-collateralized bond/debt obligation US $4K 4K 0.00
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2006-AR8 SER 2006-AR8 CL 1A2 V/R REGD 4.39384200 (WAMU 2006-AR8 1A V/R 08/25/46) Long ABS-collateralized bond/debt obligation US $23K 27K 0.00
WARNERMEDIA HOLDINGS INC REGD SER WI 4.27900000 (WARNERMEDIA HO 4.279% 03/15/32) Long Debt US $5M 6M 0.03
WARNERMEDIA HOLDINGS INC REGD SER WI 5.05000000 (WARNERMEDIA HOL 5.05% 03/15/42) Long Debt US $7M 9M 0.04
WARNERMEDIA HOLDINGS INC REGD SER WI 5.14100000 (WARNERMEDIA HO 5.141% 03/15/52) Long Debt US $4M 5M 0.02
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES W SER 2005-2 CL 1A4 V/R REGD 0.00000000 (WMALT 2005-2 1A4 V/R 04/25/35) Long ABS-collateralized bond/debt obligation US $8K 308K 0.00
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES W SER 2005-2 CL 2A3 V/R REGD 0.00000000 (WMALT 2005-2 2A3 V/R 04/25/35) Long ABS-collateralized bond/debt obligation US $2K 67K 0.00
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WM SER 2005-1 CL CP V/R REGD 0.00000000 (WMALT 2005-1 CP V/R 03/25/35) Long ABS-collateralized bond/debt obligation US $2K 4K 0.00
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SER 2005-4 CL CX REGD 5.50000000 (WMALT 2005-4 CX 5.5% 06/25/35) Long ABS-collateralized bond/debt obligation US $16K 109K 0.00
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SER 2005-1 CL 1A1 REGD 5.50000000 (WMALT 2005-1 1A 5.5% 03/25/35) Long ABS-collateralized bond/debt obligation US $34K 36K 0.00
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SER 2005-4 CL CB7 REGD 5.50000000 (WMALT 2005-4 CB 5.5% 06/25/35) Long ABS-collateralized bond/debt obligation US $89K 105K 0.00
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SER 2005-6 CL 2A4 REGD 5.50000000 (WMALT 2005-6 2A 5.5% 08/25/35) Long ABS-collateralized bond/debt obligation US $14K 16K 0.00
WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SER 2006-1 CL 3A2 REGD 5.75000000 (WMALT 2006-1 3 5.75% 02/25/36) Long ABS-collateralized bond/debt obligation US $8K 9K 0.00
WASHINGTON MUTUAL MSC MORTGAGE PASS-THROUGH SER 2003-MS7 CL P ZCP REGD 0.00000000 (WAMMS 2003-MS7 P ZCP 03/25/33) Long ABS-collateralized bond/debt obligation US $17.11 22.43 0.00
WEC ENERGY GROUP INC REGD SER 10YR 3.55000000 (WEC ENERGY GROU 3.55% 06/15/25) Long Debt US $200K 204K 0.00
WELLFLEET CLO 2020-1 LTD SER 2020-1A CL A1AR V/R REGD 144A P/P 6.53919000 (WELF 2020-1A A1A V/R 04/15/33) Long ABS-collateralized bond/debt obligation KY $24M 24M 0.14
WELLS FARGO & COMPANY REGD 3.00000000 (WELLS FARGO & COMP 3% 04/22/26) Long Debt US $2M 2M 0.01
WELLS FARGO & COMPANY REGD MTN 4.10000000 (WELLS FARGO & CO 4.1% 06/03/26) Long Debt US $3M 4M 0.02
WELLS FARGO & COMPANY REGD V/R 5.49900000 (WELLS FARGO & COM V/R 01/23/35) Long Debt US $4M 4M 0.02
WELLS FARGO & COMPANY REGD V/R 6.30300000 (WELLS FARGO & COM V/R 10/23/29) Long Debt US $7M 6M 0.04
WELLS FARGO & COMPANY REGD V/R 6.49100000 (WELLS FARGO & COM V/R 10/23/34) Long Debt US $16M 15M 0.09
WELLS FARGO & COMPANY REGD V/R MTN 2.39300000 (WELLS FARGO & COM V/R 06/02/28) Long Debt US $3M 3M 0.02
WELLS FARGO & COMPANY REGD V/R MTN 2.57200000 (WELLS FARGO & COM V/R 02/11/31) Long Debt US $10M 12M 0.06
WELLS FARGO & COMPANY REGD V/R MTN 5.19800000 (WELLS FARGO & COM V/R 01/23/30) Long Debt US $3M 3M 0.02
WELLS FARGO & COMPANY REGD V/R MTN 5.55700000 (WELLS FARGO & COM V/R 07/25/34) Long Debt US $7M 7M 0.04
WELLS FARGO & COMPANY REGD V/R MTN 5.57400000 (WELLS FARGO & COM V/R 07/25/29) Long Debt US $42M 41M 0.24
WELLS FARGO & COMPANY REGD V/R MTN 5.70700000 (WELLS FARGO & COM V/R 04/22/28) Long Debt US $17M 17M 0.10
WELLS FARGO ALTERNATIVE LOAN 2003-1 TRUST SER 2003-1 CL APO ZCP REGD 0.00000000 (WFALT 2003-1 APO ZCP 09/25/33) Long ABS-collateralized bond/debt obligation US $832.09 1K 0.00
WELLS FARGO ALTERNATIVE LOAN 2007-PA3 TRUST SER 2007-PA3 CL 1A2 REGD 5.75000000 (WFALT 2007-PA3 5.75% 07/25/37) Long ABS-collateralized bond/debt obligation US $8K 10K 0.00
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C26 SER 2015-C26 CL ASB REGD 2.99100000 (WFCM 2015-C26 2.991% 02/15/48) Long ABS-collateralized bond/debt obligation US $716K 721K 0.00
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C29 SER 2015-C29 CL A3 V/R REGD 3.36800000 (WFCM 2015-C29 A3 V/R 04/15/25) Long ABS-collateralized bond/debt obligation US $7M 7M 0.04
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C30 SER 2015-C30 CL A4 REGD 3.66400000 (WFCM 2015-C30 3.664% 07/15/25) Long ABS-collateralized bond/debt obligation US $712K 729K 0.00
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C31 SER 2015-C31 CL A4 REGD 3.69500000 (WFCM 2015-C31 3.695% 10/15/25) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS2 SER 2015-NXS2 CL A4 REGD 3.49800000 (WFCM 2015-NXS 3.498% 04/15/25) Long ABS-collateralized bond/debt obligation US $15M 15M 0.09
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-P2 SER 2015-P2 CL A4 REGD 3.80900000 (WFCM 2015-P2 3.809% 12/15/25) Long ABS-collateralized bond/debt obligation US $7M 7M 0.04
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C34 SER 2016-C34 CL A4 REGD 3.09600000 (WFCM 2016-C34 3.096% 04/15/26) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-NXS6 SER 2016-NXS6 CL A3 REGD 2.64200000 (WFCM 2016-NXS 2.642% 11/15/49) Long ABS-collateralized bond/debt obligation US $19M 20M 0.11
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C38 SER 2017-C38 CL A4 REGD 3.19000000 (WFCM 2017-C38 3.19% 07/15/50) Long ABS-collateralized bond/debt obligation US $12M 12M 0.07
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-RC1 SER 2017-RC1 CL A4 REGD 3.63100000 (WFCM 2017-RC1 3.631% 12/15/25) Long ABS-collateralized bond/debt obligation US $10M 10M 0.06
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C47 SER 2018-C47 CL A4 REGD 4.44200000 (WFCM 2018-C47 4.442% 09/15/28) Long ABS-collateralized bond/debt obligation US $9M 9M 0.05
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C57 SER 2020-C57 CL A3 REGD 1.86400000 (WFCM 2020-C57 1.864% 03/15/30) Long ABS-collateralized bond/debt obligation US $16M 20M 0.10
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C58 SER 2020-C58 CL A3 REGD 1.81000000 (WFCM 2020-C58 1.81% 09/15/30) Long ABS-collateralized bond/debt obligation US $19M 23M 0.11
WELLS FARGO COMMERCIAL MORTGAGE TRUST SER 2021-SAVE CL A V/R REGD 144A P/P 6.59348000 (WFCM 2021-SAVE A V/R 02/15/23) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
WELLS FARGO MORTGAGE BACKED SECURITIES 2007-7 TRUST SER 2007-7 CL A7 REGD 6.00000000 (WFMBS 2007-7 A7 6% 06/25/37) Long ABS-collateralized bond/debt obligation US $4K 5K 0.00
WELLTOWER OP LLC REGD 3.10000000 (WELLTOWER OP LLC 3.1% 01/15/30) Long Debt US $972K 1M 0.01
WELLTOWER OP LLC REGD 6.50000000 (WELLTOWER OP LLC 6.5% 03/15/41) Long Debt US $755K 700K 0.00
WESTERN MIDSTREAM OPERAT REGD 6.15000000 (WESTERN MIDSTRE 6.15% 04/01/33) Long Debt US $2M 2M 0.01
WESTERN MIDSTREAM OPERAT REGD 6.35000000 (WESTERN MIDSTRE 6.35% 01/15/29) Long Debt US $3M 3M 0.02
WESTGATE RESORTS 2024-1 LLC SER 2024-1A CL B REGD 144A P/P 6.56000000 (WESTR 2024-1A 6.56% 11/20/27) Long ABS-collateralized bond/debt obligation US $7M 7M 0.04
WESTINGHOUSE AIR BRAKE REGD 3.45000000 (WESTINGHOUSE AI 3.45% 11/15/26) Long Debt US $5M 5M 0.03
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-3 SER 2020-3A CL D REGD 144A P/P 1.65000000 (WLAKE 2020-3A 1.65% 02/17/26) Long ABS-collateralized bond/debt obligation US $640K 644K 0.00
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2022-2 SER 2022-2A CL D REGD 144A P/P 5.48000000 (WLAKE 2022-2A 5.48% 09/15/27) Long ABS-collateralized bond/debt obligation US $3M 4M 0.02
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-1 SER 2023-1A CL A3 REGD 144A P/P 5.21000000 (WLAKE 2023-1A 5.21% 12/15/24) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-1 SER 2023-1A CL D REGD 144A P/P 6.79000000 (WLAKE 2023-1A 6.79% 02/15/26) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-2 SER 2023-2A CL D REGD 144A P/P 7.01000000 (WLAKE 2023-2A 7.01% 11/15/28) Long ABS-collateralized bond/debt obligation US $7M 7M 0.04
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3 SER 2023-3A CL C REGD 144A P/P 6.02000000 (WLAKE 2023-3A 6.02% 09/15/28) Long ABS-collateralized bond/debt obligation US $8M 8M 0.05
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-2 SER 2024-2A CL B REGD 144A P/P 5.62000000 (WLAKE 2024-2A 5.62% 03/15/30) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
WESTPAC BANKING CORP REGD 5.05000000 (WESTPAC BANKING 5.05% 04/16/29) Long Debt AU $5M 5M 0.03
WESTROCK MWV LLC REGD 8.20000000 (WESTROCK MWV LLC 8.2% 01/15/30) Long Debt US $613K 537K 0.00
WEYERHAEUSER CO REGD 7.37500000 (WEYERHAEUSER C 7.375% 03/15/32) Long Debt US $159K 142K 0.00
WF CARD ISSUANCE TRUST SER 2024-A1 CL A REGD 4.94000000 (WFCIT 2024-A1 4.94% 02/15/27) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
WFRBS COMMERCIAL MORTGAGE TRUST 2013-C11 SER 2013-C11 CL D V/R REGD 144A P/P 4.19646500 (WFRBS 2013-C11 D V/R 03/15/45) Long ABS-collateralized bond/debt obligation US $249K 300K 0.00
WFRBS COMMERCIAL MORTGAGE TRUST 2014-C21 SER 2014-C21 CL A5 REGD 3.67800000 (WFRBS 2014-C2 3.678% 07/15/24) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
WFRBS COMMERCIAL MORTGAGE TRUST 2014-C25 SER 2014-C25 CL A5 REGD 3.63100000 (WFRBS 2014-C2 3.631% 11/15/24) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
WHEELS FLEET LEASE FUNDING 1 LLC SER 2023-1A CL A REGD 144A P/P 5.80000000 (WFLF 2023-1A A 5.8% 04/18/38) Long ABS-collateralized bond/debt obligation US $14M 14M 0.08
WI TREAS. NT/BD REGD 4.12500000 (WI TREASURY SE 3.875% 09/30/27) Long Debt US $10M 11M 0.06
WI TREAS. NT/BD REGD 4.50000000 (WI TREASURY SEC 4.75% 05/15/27) Long Debt US $10M 10M 0.06
WI TREASURY SEC REGD 4.50000000 (WI TREASURY SE 4.5% 04/15/27) Long Debt US $78M 78M 0.46
WILLIAMS COMPANIES INC REGD 2.60000000 (WILLIAMS COMPANI 2.6% 03/15/31) Long Debt US $2M 3M 0.01
WILLIAMS COMPANIES INC REGD 3.75000000 (WILLIAMS COMPAN 3.75% 06/15/27) Long Debt US $2M 2M 0.01
WILLIAMS COMPANIES INC REGD 4.85000000 (WILLIAMS COMPAN 4.85% 03/01/48) Long Debt US $3M 3M 0.02
WILLIAMS COMPANIES INC REGD 4.90000000 (WILLIAMS COMPANI 4.9% 03/15/29) Long Debt US $5M 5M 0.03
WILLIAMS COMPANIES INC REGD 4.90000000 (WILLIAMS COMPANI 4.9% 01/15/45) Long Debt US $2M 2M 0.01
WILLIAMS COMPANIES INC REGD 5.10000000 (WILLIAMS COMPANI 5.1% 09/15/45) Long Debt US $4M 5M 0.02
WILLIAMS COMPANIES INC REGD 5.40000000 (WILLIAMS COMPANI 5.4% 03/04/44) Long Debt US $3M 3M 0.02
WILLIAMS COMPANIES INC REGD 5.65000000 (WILLIAMS COMPAN 5.65% 03/15/33) Long Debt US $3M 3M 0.02
WILLIAMS COMPANIES INC REGD 5.75000000 (WILLIAMS COMPAN 5.75% 06/24/44) Long Debt US $2M 3M 0.01
WILLIAMS COMPANIES INC REGD 6.30000000 (WILLIAMS COMPANI 6.3% 04/15/40) Long Debt US $345K 333K 0.00
WILLIS NORTH AMERICA INC REGD 5.05000000 (WILLIS NORTH AM 5.05% 09/15/48) Long Debt US $7M 8M 0.04
WOODSIDE FINANCE LTD REGD P/P 3.65000000 (WOODSIDE FINANC 3.65% 03/05/25) Long Debt AU $3M 3M 0.02
WORKDAY INC REGD 3.50000000 (WORKDAY INC 3.5% 04/01/27) Long Debt US $3M 3M 0.02
WORLD OMNI AUTO RECEIVABLES TRUST 2020-C SER 2020-C CL A4 REGD 0.61000000 (WOART 2020-C A 0.61% 10/15/26) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
WORLD OMNI AUTO RECEIVABLES TRUST 2023-D SER 2023-D CL A3 REGD 5.79000000 (WOART 2023-D A 5.79% 08/16/27) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
WORLD OMNI AUTO RECEIVABLES TRUST 2024-B SER 2024-B CL A3 REGD 5.27000000 (WOART 2024-B A 5.27% 09/17/29) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
WORLD OMNI AUTO RECEIVABLES TRUST 2024-B SER 2024-B CL A4 REGD 5.23000000 (WOART 2024-B A 5.23% 07/15/30) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2023-A SER 2023-A CL A4 REGD 5.04000000 (WOLS 2023-A A4 5.04% 12/15/25) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2024-A SER 2024-A CL A3 REGD 5.26000000 (WOLS 2024-A A3 5.26% 10/15/27) Long ABS-collateralized bond/debt obligation US $5M 5M 0.03
WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2024-A SER 2024-A CL A4 REGD 5.25000000 (WOLS 2024-A A4 5.25% 09/17/29) Long ABS-collateralized bond/debt obligation US $4M 4M 0.02
WORLD OMNI SELECT AUTO TRUST 2021-A SER 2021-A CL C REGD 1.09000000 (WOSAT 2021-A C 1.09% 04/15/25) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
WP CAREY INC REGD 2.40000000 (WP CAREY INC 2.4% 02/01/31) Long Debt US $1M 2M 0.01
WP CAREY INC REGD 2.45000000 (WP CAREY INC 2.45% 02/01/32) Long Debt US $1M 1M 0.01
WP CAREY INC REGD 4.25000000 (WP CAREY INC 4.25% 10/01/26) Long Debt US $3M 3M 0.02
XCEL ENERGY INC REGD 3.35000000 (XCEL ENERGY INC 3.35% 12/01/26) Long Debt US $5M 5M 0.03
XL GROUP LTD REGD 5.25000000 (XL GROUP LTD 5.25% 12/15/43) Long Debt BM $2M 3M 0.01
YALE-NEW HAVEN HLTH SRVC REGD SER 2020 2.49600000 (YALE-NEW HAVEN 2.496% 07/01/50) Long Debt US $915K 2M 0.01
YGRENE ENERGY FUND INC REGD 11.00000000 (YGRENE ENERGY 11% 01/20/2026) Long ABS-collateralized bond/debt obligation US $323K 380K 0.00
ZAIS CLO 7 LTD SER 2017-2A CL A V/R REGD 144A P/P 6.88017000 (ZAIS7 2017-2A A V/R 04/15/30) Long ABS-collateralized bond/debt obligation KY $2M 2M 0.01
ZOETIS INC REGD 2.00000000 (ZOETIS INC 2% 05/15/30) Long Debt US $1M 2M 0.01

Address

BRIDGE BUILDER TRUST
12555 Manchester Road
St. Louis
Missouri
63131-3710
United States of America

Websites

Directors

TIMOTHY J. JACOBY
MERRY L. MOSBACHER
JOHN M. TESORO
JEAN E. CARTER
DAVID D. SYLVESTER
CRAIG A. GRIFFITH
HEIDI STAM
LENA HAAS
MAUREEN LEARY-JAGO
MICHELLE M. KEELEY

Transfer Agents

ALPS FUND SERVICES, INC.

Pricing Services

Pricing Direct Inc.
Bank of America Corp.
IHS Markit Group Holdings Limited
London Stock Exchange Group Plc
Intercontinental Exchange, Inc.
Bloomberg Professional Services

Custodians

CITITRUST COLOMBIA S.A. SOCIEDAD FIDUCIARIA FOR CITIBANK N.A.
CITIBANK ANONIM SIRKETI FOR CITIBANK N.A.
SOCIETE GENERALE SECURITIES SERVICES S.P.A. (SGSS S.P.A.)
CREDIT SUISSE (SWITZERLAND) LTD.
CITIBANK N.A. BUENOS AIRES BRANCH
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
CITIBANK KOREA INC. FOR CITIBANK N.A.
BANCO ITAU URUGUAY S.A. FOR BANCO ITAU URUGUAY S.A. AND ITAU UNIBANCO S.A.
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
DEUTSCHE BANK AG
STANDARD CHARTERED BANK JOHANNESBURG BRANCH
CACEIS BANK
ZAGREBACKA BANKA D.D. FOR UNICREDIT BANK AUSTRIA AG
DBS BANK LTD (DBS)
CITIBANK N.A. ISRAEL BRANCH
RBC INVESTOR SERVICES TRUST FOR ROYAL BANK OF CANADA (RBC)
BROWN BROTHERS HARRIMAN AND CO
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
BNP PARIBAS S.A.
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - THAILAND BRANCH
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
BANCO S3 CACEIS MEXICO S.A. INSTITUCION DE BANCA MULTIPLE FOR BANCO SANTANDER S.A. AND BANCO S3 CACEIS MEXICO S.A. INSTITUCION DE BANCA MULTIPLE
BANCO DE CHILE FOR CITIBANK N.A.
MUFG BANK LTD.
BANK HANDLOWY W WARSZAWIE SA (BHW) FOR CITIBANK NA
CITIBANK EUROPE PLC ORGANIZACNI SLOZKA FOR CITIBANK N.A.
CITBANK EUROPE PLC DUBLIN - SUCURSALA ROMANIA FOR CITIBANK N.A
BNP PARIBAS S.A.
HSBC BANK PLC
BNP PARIBAS S.A. ATHENS BRANCH
BNP PARIBAS S.A.
EUROCLEAR BANK SA NV
CITIBANK N.A. - SAO PAULO
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
STANDARD CHARTERED BANK - PHILIPPINES BRANCH
STANBIC IBTC BANK PLC FOR STANDARD BANK OF SOUTH AFRICA LIMITED
CITIBANK N.A.- JAKARTA BRANCH
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
HSBC BANK MALAYSIA BERHAD (HBMB) FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
HSBC BANK (CHINA) COMPANY LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
BNP PARIBAS S.A. NIEDERLASSUNG DEUTSCHLAND
HSBC BANK EGYPT S.A.E. FOR THE HONG KONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
CITIBANK DEL PERU S.A. FOR CITIBANK N.A.
SOCIETE GENERALE SUCURSAL EN ESPANA
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - INDIA BRANCH
CITIBANK N.A. LONDON BRANCH
CITIBANK EUROPE PLC HUNGARIAN BRANCH OFFICE FOR CITIBANK N.A.

Shareholder Servicing Agents

ALPS FUND SERVICES, INC.

Admins

BROWN BROTHERS HARRIMAN & CO.

Brokers

Jefferies LLC
Macquarie Capital (USA) Inc.
J.P. MORGAN SECURITIES LLC
MORGAN STANLEY & CO. LLC
FIDELITY MANAGEMENT & RESEARCH COMPANY
INSTINET, LLC
Goldman Sachs & Co, LLC