Easterly Funds > James Alpha Funds Trust
Easterly Income Opportunities Fund
$328.56M
Avg Monthly Net Assets
$329.20M
Total Assets
$951K
Total Liabilities
$328.25M
Net Assets
Easterly Income Opportunities Fund is a Mutual Fund in James Alpha Funds Trust
from Easterly Funds,
based in New York,
United States of America.
The fund has four share classes
and monthly net assets of $328.56M.
On July 25th, 2024 it reported 829 holdings, the largest
being BBH (4.5%), RBSSP Resecuritization Trust (1.7%) and Morgan Stanley BAML Trust (1.7%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Easterly Income Opportunities Class A Shares | C000224285 | JASVX | |
| Easterly Income Opportunities Class C Shares | C000224286 | JSVCX | |
| Easterly Income Opportunities Class I Shares | C000224288 | JSVIX | |
| Easterly Income Opportunities Class R6 Shares | C000224287 | JASSX |
Holdings
From latest NPORT-P, filed July 25th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| AAA 2005-1A 1A3B (Financial Asset Securities Corp.) | Long | ABS-other | US | $152K | – | 0.05 |
| AAA 2005-2 A3 (Financial Asset Securities Corp.) | Long | ABS-other | US | $34K | – | 0.01 |
| AASET 2020-1A A (AASET TRUST) | Long | ABS-other | US | $116K | – | 0.04 |
| ABFC 2004-OPT2 A2 (Asset Backed Funding Corp) | Long | ABS-other | US | $55K | – | 0.02 |
| ACCSS 2004-2 B (Access Group Inc) | Long | ABS-other | US | $30K | – | 0.01 |
| ACMAT 2023-2A A (ACM AUTO TRUST 2023-2) | Long | ABS-other | US | $286K | – | 0.09 |
| AFC 1999-3 1A (AFC Mortgage Loan) | Long | ABS-other | US | $128K | – | 0.04 |
| AFN 2019-1A A2 (AFN ABSPROP001 LLC) | Long | ABS-other | US | $184K | – | 0.06 |
| AHM 2004-1 2M1 (American Home Mortgage Investment Trust) | Long | ABS-other | US | $84K | – | 0.03 |
| AMAC 2003-11 A4 (ABN Amro Mortgage Corp.) | Long | ABS-other | US | $73K | – | 0.02 |
| AMETOW 3.652 03/23/28 (American Tower Trust I) | Long | ABS-other | US | $103K | – | 0.03 |
| AMHEL 1998-1 B (American Residential Helt 98-1) | Long | ABS-other | US | $47K | – | 0.01 |
| AMMST 2020-MF1 D (ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST) | Long | ABS-other | US | $504K | – | 0.15 |
| AMMST 2020-MF1 E (ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST) | Long | ABS-other | US | $667K | – | 0.20 |
| AMRES 1999-1 A (Amresco Residential Securities Corporation) | Long | ABS-other | US | $305K | – | 0.09 |
| AOMT 2020-SBC1 B1 (ANGEL OAK SB COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $2M | – | 0.71 |
| AOMT 2020-SBC1 B2 (ANGEL OAK SB COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $1M | – | 0.45 |
| APS 2016-3 3A (Aps Resecuritization Tr) | Long | ABS-other | US | $12K | – | 0.00 |
| ARGBON 0 3/4 07/09/30 (Argentina (Republic of)) | Long | Debt | AR | $111K | – | 0.03 |
| ARGENT 1 07/09/29 (Argentina (Republic of)) | Long | Debt | AR | $14K | – | 0.00 |
| ARGENT 3 5/8 07/09/35 (Argentina (Republic of)) | Long | Debt | AR | $302K | – | 0.09 |
| ARMT 2005-3 7A1 (Adjustable Rate Mortgage Trust) | Long | ABS-other | US | $215K | – | 0.07 |
| ARMT 2005-6A 2A2 (Adjustable Rate Mortgage Trust) | Long | ABS-other | US | $122K | – | 0.04 |
| AXIS 2024-1A B (AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC) | Long | ABS-other | US | $373K | – | 0.11 |
| BABS 2021-RM1 M1 (BREAN ASSET BACKED SECURITIES TRUST) | Long | ABS-other | US | $2M | – | 0.70 |
| BABS 2022-RM5 A (BREAN ASSET BACKED SECURITIES TRUST 2022-RM5) | Long | ABS-other | US | $149K | – | 0.05 |
| BABS 2023-RM6 A2 (BREAN ASSET BACKED SECURITIES TRUST 2023-RM6) | Long | ABS-other | US | $2M | – | 0.58 |
| BACR 0 01/23/26 (Barclays Bank plc) | Long | Debt | GB | $75K | – | 0.02 |
| BACR 10 10/18/28 (Barclays Bank plc) | Long | Debt | GB | $39K | – | 0.01 |
| BACR FLOAT 04/25/34 (Barclays Bank plc) | Long | Debt | GB | $36K | – | 0.01 |
| BACR FLOAT 07/31/34 (Barclays Bank plc) | Long | Debt | GB | $44K | – | 0.01 |
| BACR FLOAT 08/15/33 (Barclays Bank plc) | Long | Debt | GB | $47K | – | 0.01 |
| BACR FLOAT 09/13/28 (Barclays Bank plc) | Long | Debt | GB | $415K | – | 0.13 |
| BAFC 2004-B 3A2 (Banc of America Funding Corporation) | Long | ABS-other | US | $822K | – | 0.25 |
| BAFC 2005-E 8A1 (Banc of America Funding Corporation) | Long | ABS-other | US | $30K | – | 0.01 |
| BAFC 2006-H 2A2 (Banc America Funding Trust) | Long | ABS-other | US | $152K | – | 0.05 |
| BAFC 2006-I 4A1 (Banc America Funding Trust) | Long | ABS-other | US | $561K | – | 0.17 |
| BAFC 2007-2 1A8 (Banc America Funding 2007-2 Trust) | Long | ABS-other | US | $16K | – | 0.00 |
| BAFC 2010-R3 4A3 (Bank of America Funding Corporation) | Long | ABS-other | US | $874K | – | 0.27 |
| BAFC 2015-R4 5A1 (Banc of America Funding 2015-R4) | Long | ABS-other | US | $18K | – | 0.01 |
| BALTA 2004-11 2A1 (Bear Stearns Alternative A Trust) | Long | ABS-other | US | $3K | – | 0.00 |
| BALTA 2005-4 23A2 (Bear Stearns Alternative A Trust) | Long | ABS-other | US | $29K | – | 0.01 |
| BAMLL 2014-520M C (BAMLL Commercial Mortgage Securities Trust 2014-520M) | Long | ABS-other | US | $164K | – | 0.05 |
| BANK 2017-BNK8 C (Bank 2017 Bnk8) | Long | ABS-other | US | $129K | – | 0.04 |
| BANK 2019-BN19 B (BANK 2019-BNK19) | Long | ABS-other | US | $1M | – | 0.40 |
| BANK 2019-BN19 D (BANK 2019-BNK19) | Long | ABS-other | US | $402K | – | 0.12 |
| BANK 2019-BN19 E (BANK 2019-BNK19) | Long | ABS-other | US | $460K | – | 0.14 |
| BANK 2019-BN20 B (BANK 2019-BNK20) | Long | ABS-other | US | $776K | – | 0.24 |
| BANK 2020-BN27 B (BANK 2020-BNK27) | Long | ABS-other | US | $350K | – | 0.11 |
| BAYC 2005-2A B1 (Bayview Commercial Asset Trust 2006-SP2) | Long | ABS-other | US | $42K | – | 0.01 |
| BAYC 2005-2A M1 (Bayview Commercial Asset Trust 2006-SP2) | Long | ABS-other | US | $25K | – | 0.01 |
| BAYC 2005-3A A1 (Bayview Commercial Asset Trust 2006-SP2) | Long | ABS-other | US | $160K | – | 0.05 |
| BAYC 2005-4A M1 (Bayview Commercial Asset Trust 2006-SP2) | Long | ABS-other | US | $21K | – | 0.01 |
| BAYC 2007-1 M2 (Bayview Commercial Asset Trust 2006-SP2) | Long | ABS-other | US | $64K | – | 0.02 |
| BAYC 2007-3 M1 (Bayview Cml Asst T) | Long | ABS-other | US | $1M | – | 0.40 |
| BAYC 2007-3 M2 (Bayview Cml Asst T) | Long | ABS-other | US | $309K | – | 0.09 |
| BAYC 2007-3 M3 (Bayview Cml Asst T) | Long | ABS-other | US | $407K | – | 0.12 |
| BAYC 2007-3 M4 (Bayview Cml Asst T) | Long | ABS-other | US | $767K | – | 0.23 |
| BAYC 2008-1 M1 (Bayview Commercial Asset Trust 2008-1) | Long | ABS-other | US | $445K | – | 0.14 |
| BAYV 2004-B A1 (Bayview Financial Revolving Asset Trust) | Long | ABS-other | US | $2M | – | 0.70 |
| BAYV 2005-A M1 (Bayview Financial Revolving Asset Trust) | Long | ABS-other | US | $1M | – | 0.37 |
| BAYV 2005-D M2 (Bayview Finl Secs) | Long | ABS-other | US | $1M | – | 0.32 |
| BBCMS 2019-BWAY A (BBCMS MORTGAGE TRUST) | Long | ABS-other | US | $210K | – | 0.06 |
| BBCMS 2024-C24 D (BBCMS MORTGAGE TRUST 2024-C24) | Long | ABS-other | US | $248K | – | 0.08 |
| BBH SWEEP VEHICLE | Long | Short-term investment vehicle | US | $15M | – | 4.54 |
| BBSG 2016-MRP A (Bbsg Mortgage Trust 2016-Mrp) | Long | ABS-other | US | $259K | – | 0.08 |
| BCAP 2011-RR10 1A2 (Bcap Llc Trust) | Long | ABS-other | US | $575K | – | 0.18 |
| BCAP 2011-RR5 12A1 (Bcap Llc Trust) | Long | ABS-other | US | $1M | – | 0.42 |
| BCAP 2014-RR2 7A2 (Bcap Llc Trust) | Long | ABS-other | US | $726K | – | 0.22 |
| BCF 1997-R2 1B1 (Blackrock Cap Fin) | Long | ABS-other | US | $50K | – | 0.02 |
| BFAT 2007-SR1A A (Bayview Financial Revolving Mtg Ln) | Long | ABS-other | US | $462K | – | 0.14 |
| BFLD 2020-EYP A (BFLD TRUST 2020-EYP) | Long | ABS-other | US | $283K | – | 0.09 |
| BLVDR 1 A (Belvedere SPV S.r.l.) | Long | ABS-other | IT | $2M | – | 0.75 |
| BLX 2007-AA A (Business Loan 07-A) | Long | Debt | US | $2M | – | 0.59 |
| BLX 2007-AA C (Business Loan 07-A) | Long | Debt | US | $43K | – | 0.01 |
| BLX 2007-AX C (Business Loan 07-A) | Long | Debt | US | $85K | – | 0.03 |
| BMARK 2018-B5 A2 (Benchmark Mortgage Trust) | Long | ABS-other | US | $84K | – | 0.03 |
| BMARK 2019-B9 B (BENCHMARK MORTGAGE TRUST) | Long | ABS-other | US | $107K | – | 0.03 |
| BMARK 2020-B17 C (BENCHMARK MORTGAGE TRUST) | Long | ABS-other | US | $338K | – | 0.10 |
| BMARK 2020-B17 E (BENCHMARK MORTGAGE TRUST) | Long | ABS-other | US | $447K | – | 0.14 |
| BMARK 2020-B19 B (BENCHMARK MORTGAGE TRUST) | Long | ABS-other | US | $368K | – | 0.11 |
| BMARK 2020-IG2 B (BENCHMARK MORTGAGE TRUST) | Long | ABS-other | US | $2M | – | 0.47 |
| BMARK 2020-IG3 A4 (BENCHMARK MORTGAGE TRUST) | Long | ABS-other | US | $76K | – | 0.02 |
| BMARK 2020-IG3 B (BENCHMARK MORTGAGE TRUST) | Long | ABS-other | US | $573K | – | 0.17 |
| BMARK 2020-IG3 C (BENCHMARK MORTGAGE TRUST) | Long | ABS-other | US | $103K | – | 0.03 |
| BMARK 2021-B24 A2 (BENCHMARK MORTGAGE TRUST) | Long | ABS-other | US | $440K | – | 0.13 |
| BMARK 2021-B31 C (BENCHMARK 2021-B31 MORTGAGE TRUST) | Long | ABS-other | US | $224K | – | 0.07 |
| BMARK 2022-B32 A3 (BENCHMARK 2022-B32 MORTGAGE TRUST) | Long | ABS-other | US | $470K | – | 0.14 |
| BMD2 2019-FRR1 5A1 (Bmd 2 Re-Remic Tr 2019-Frr1) | Long | ABS-other | US | $436K | – | 0.13 |
| BNP FLOAT 04/30/33 (BNP Paribas SA) | Long | Debt | FR | $111K | – | 0.03 |
| BNS FLOAT 01/30/34 (Bank of Nova Scotia) | Long | Debt | CA | $76K | – | 0.02 |
| BNS FLOAT 06/27/33 (Bank of Nova Scotia) | Long | Debt | CA | $118K | – | 0.04 |
| BNS FLOAT 08/28/34 (Bank of Nova Scotia) | Long | Debt | CA | $62K | – | 0.02 |
| BOAA 2003-8 1CB1 (Banc America Mortgage Securitites Inc) | Long | ABS-other | US | $169K | – | 0.05 |
| BOAA 2004-6 3A1 (Banc Amer Alternative Loan Trust) | Long | ABS-other | US | $94K | – | 0.03 |
| BOAA 2007-1 1A1 (Banc Amer Alternative Loan Trust) | Long | ABS-other | US | $47K | – | 0.01 |
| BOAMS 2002-L 1A1 (Banc America Mortgage Securitites Inc) | Long | ABS-other | US | $12K | – | 0.00 |
| BOAMS 2005-E 2A1 (Banc America Mortgage Securitites Inc) | Long | ABS-other | US | $42K | – | 0.01 |
| BOAMS 2005-F 3A1 (Banc America Mortgage Securitites Inc) | Long | ABS-other | US | $34K | – | 0.01 |
| BOAMS 2005-G 2A1 (Banc America Mortgage Securitites Inc) | Long | ABS-other | US | $55K | – | 0.02 |
| BOAMS 2005-H 2A1 (Banc America Mortgage Securitites Inc) | Long | ABS-other | US | $20K | – | 0.01 |
| BOAMS 2005-L 2A4 (Banc America Mortgage Securitites Inc) | Long | ABS-other | US | $99K | – | 0.03 |
| BSABS 2001-A B (BEAR STEARNS ASSET BACKED SECU) | Long | ABS-other | US | $282K | – | 0.09 |
| BSABS 2003-AC7 A1 (Bear Stearns Asset Backed Securities Trust) | Long | ABS-other | US | $476K | – | 0.14 |
| BSABS 2004-FR2 M4 (Bear Stearns Asset Backed Securities I Trust) | Long | ABS-other | US | $27K | – | 0.01 |
| BSABS 2006-AC2 21A6 (Bear Stearns Asset Backed Securities I Trust) | Long | ABS-other | US | $230K | – | 0.07 |
| BSARM 2003-4 B1 (Bear Stearns Arm Trust) | Long | ABS-other | US | $61K | – | 0.02 |
| BSARM 2003-5 1A1 (Bear Stearns Arm Trust) | Long | ABS-other | US | $28K | – | 0.01 |
| BSARM 2003-7 6A (Bear Stearns Arm Trust) | Long | ABS-other | US | $4K | – | 0.00 |
| BSARM 2003-8 2A1 (Bear Stearns Arm Trust) | Long | ABS-other | US | $38K | – | 0.01 |
| BSARM 2004-1 124M (Bear Stearns Arm Trust) | Long | ABS-other | US | $87K | – | 0.03 |
| BSARM 2004-1 21A1 (Bear Stearns Arm Trust) | Long | ABS-other | US | $10K | – | 0.00 |
| BSARM 2004-10 12A5 (Bear Stearns Arm Trust) | Long | ABS-other | US | $38K | – | 0.01 |
| BSARM 2004-5 2A (Bear Stearns Arm Trust) | Long | ABS-other | US | $76K | – | 0.02 |
| BSARM 2004-6 3A (Bear Stearns Arm Trust) | Long | ABS-other | US | $85K | – | 0.03 |
| BSARM 2004-8 13A1 (Bear Stearns Arm Trust) | Long | ABS-other | US | $769K | – | 0.23 |
| BSARM 2004-8 2A1 (Bear Stearns Arm Trust) | Long | ABS-other | US | $40K | – | 0.01 |
| BSARM 2007-3 2A1 (Bear Stearns Arm) | Long | ABS-other | US | $742K | – | 0.23 |
| BSSP 2007-R6 1A1 (Bear Stearns Structured Prods Inc) | Long | ABS-other | US | $105K | – | 0.03 |
| BVMBS 2004-1 1A (Bella Vista Mortgage Trust) | Long | ABS-other | US | $23K | – | 0.01 |
| BWAY 2022-26BW A (BWAY COMMERCIAL MORTGAGE TRUST 2022-26BW) | Long | ABS-other | US | $3M | – | 0.79 |
| BX 2017-CQHP A (Bx Trust 2017-Appl) | Long | ABS-other | US | $1M | – | 0.43 |
| C 10 03/29/34 (Citigroup Global Markets Holdings Inc.) | Long | Debt | US | $140K | – | 0.04 |
| C 10 08/31/35 (Citigroup Inc.) | Long | Debt | US | $33K | – | 0.01 |
| C FLOAT 03/29/34 (Citigroup Global Markets Holdings Inc.) | Long | Debt | US | $45K | – | 0.01 |
| C FLOAT 04/01/41 (Citigroup Global Markets Holdings Inc.) | Long | Debt | US | $346K | – | 0.11 |
| C FLOAT 04/25/32 (Citigroup Global Markets Holdings Inc.) | Long | Debt | US | $30K | – | 0.01 |
| C FLOAT 06/11/33 (Citigroup Inc.) | Long | Debt | US | $271K | – | 0.08 |
| C FLOAT 11/22/32 (Citigroup Global Markets Holdings Inc.) | Long | Debt | US | $25K | – | 0.01 |
| C FLOAT 11/26/33 (Citigroup Inc.) | Long | Debt | US | $660K | – | 0.20 |
| C FLOAT 12/29/34 (Citigroup Inc.) | Long | Debt | US | $317K | – | 0.10 |
| CAFL 2019-3 XA (COREVEST AMERICAN FINANCE TRUST) | Long | ABS-other | US | $128K | – | 0.04 |
| CAFL 2021-2 D (COREVEST AMERICAN FINANCE TRUST) | Long | ABS-other | US | $774K | – | 0.24 |
| CARB 2019-FL2 B (CARBON CAPITAL VI COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | KY | $99K | – | 0.03 |
| CBAC 2007-1A A (CBA Commercial Assets Small Balance) | Long | Debt | US | $2M | – | 0.57 |
| CBASS 2002-CB3 B2 (Salomon Brothers Mtg Secs VII Inc) | Long | ABS-other | US | $771K | – | 0.23 |
| CBASS 2004-CB3 B1 (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $103K | – | 0.03 |
| CBASS 2004-RP1 B1 (C-Bass ABS LLC) | Long | ABS-other | US | $1M | – | 0.41 |
| CCMFC 2005-4A A2 (Chevy Chase Funding Llc) | Long | ABS-other | US | $123K | – | 0.04 |
| CD 2016-CD2 B (Cd 2016-Cd2 Mortga) | Long | ABS-other | US | $819K | – | 0.25 |
| CD 2017-CD3 AS (Cd Mtg Tr 2017-Cd3) | Long | ABS-other | US | $813K | – | 0.25 |
| CD 2017-CD3 D (Cd Mtg Tr 2017-Cd3) | Long | ABS-other | US | $26K | – | 0.01 |
| CDMC 2004-1 A7 (Cendant Mtg Corp) | Long | ABS-other | US | $939K | – | 0.29 |
| CDMC 2004-4 A8 (Cendant Mortgage Capital Llc) | Long | ABS-other | US | $65K | – | 0.02 |
| CDMC 2005-1 A4 (Cendant Mortgage Capital Llc) | Long | ABS-other | US | $76K | – | 0.02 |
| CF 2019-CF3 E (Cf 2019-Cf3 Mortgage Trust) | Long | ABS-other | US | $259K | – | 0.08 |
| CFAB 2002-4 2A1 (Chase Fdg Mtg Ln) | Long | ABS-other | US | $6K | – | 0.00 |
| CFAB 2004-1 1A7 (Chase Fdg Mtg Ln) | Long | ABS-other | US | $42K | – | 0.01 |
| CFCC 2022-A A (CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST) | Long | ABS-other | US | $994K | – | 0.30 |
| CFCRE 2011-C2 D (CFCRE Commercial Mortgage Trust) | Long | ABS-other | US | $358K | – | 0.11 |
| CFGMS 2021-15 A (Capital Funding Mortgage Trust 2021-015) | Long | ABS-other | US | $181K | – | 0.06 |
| CFK 2020-MF2 A (CFK TRUST) | Long | ABS-other | US | $84K | – | 0.03 |
| CFMT 2018-RM2 D (Cascade Funding Mortgage Trust 2018-RM2) | Long | ABS-other | US | $531K | – | 0.16 |
| CFMT 2019-RM3 D (Cascade Funding Mortgage Trust 2019-RM3) | Long | ABS-other | US | $2M | – | 0.75 |
| CFMT 2021-HB7 A (CFMT 2021-HB7 LLC) | Long | ABS-other | US | $43K | – | 0.01 |
| CFMT 2021-HB7 M1 (CFMT 2021-HB7 LLC) | Long | ABS-other | US | $92K | – | 0.03 |
| CFMT 2022-HB9 M3 (CFMT 2022-HB9 LLC 2022-2) | Long | ABS-other | US | $196K | – | 0.06 |
| CGCC 2014-FL1 B (CG-CCRE Commercial Mortgage Trust 2014-1FL1) | Long | ABS-other | US | $2M | – | 0.58 |
| CGCC 2014-FL2 A (Cg-Ccre Commercial Mortgage Trust) | Long | ABS-other | US | $2M | – | 0.59 |
| CGCMT 2015-GC31 B (Citigroup Commercial Mortgage Trust) | Long | ABS-other | US | $38K | – | 0.01 |
| CGCMT 2016-C2 B (Citygroup Commercial Mortgage 2015-P1) | Long | ABS-other | US | $92K | – | 0.03 |
| CHASE 2004-S2 2A4 (Chase Mortgage Financial Trust) | Long | ABS-other | US | $139K | – | 0.04 |
| CHASE 2006-A1 2A3 (Chase Mtg Fin Corp) | Long | ABS-other | US | $223K | – | 0.07 |
| CHASE 2007-S3 1A17 (Chase Mtg 2007-S3) | Long | ABS-other | US | $64K | – | 0.02 |
| CHASE 2007-S3 AP (Chase Mtg 2007-S3) | Long | ABS-other | US | $4K | – | 0.00 |
| CHASE 2019-1 B4 (CHASE HOME LENDING MORTGAGE TRUST) | Long | ABS-other | US | $75K | – | 0.02 |
| CHASE 2020-CL1 M3 (JPMorgan Chase Bank, National Association) | Long | ABS-other | US | $161K | – | 0.05 |
| CHEC 2004-1 M2 (Chec Loan Trust) | Long | ABS-other | US | $213K | – | 0.07 |
| CHNGE 2022-2 B2 (CHNGE MORTGAGE TRUST 2022-2) | Long | ABS-other | US | $142K | – | 0.04 |
| CHNGE 2023-1 M1 (CHNGE MORTGAGE TRUST 2023-1) | Long | ABS-other | US | $250K | – | 0.08 |
| CMHAT 2019-MH1 M (CASCADE MH ASSET TRUST) | Long | ABS-other | US | $870K | – | 0.27 |
| CMLTI 2003-1 3A4 (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $10K | – | 0.00 |
| CMLTI 2004-NCM2 1CB2 (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $41K | – | 0.01 |
| CMLTI 2004-UST1 A4 (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $79K | – | 0.02 |
| CMLTI 2004-UST1 A6 (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $20K | – | 0.01 |
| CMLTI 2005-2 2A11 (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $39K | – | 0.01 |
| CMLTI 2005-7 2A2A (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $1M | – | 0.31 |
| CMLTI 2009-10 6A2 (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $135K | – | 0.04 |
| CMLTI 2009-4 7A5 (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $155K | – | 0.05 |
| CMLTI 2010-9 5A3 (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $223.31 | – | 0.00 |
| CMLTI 2014-10 4A1 (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $44K | – | 0.01 |
| CMLTI 2015-RP2 A (Citigroup Mortgage Loan Trust) | Long | ABS-other | US | $36K | – | 0.01 |
| CMLTI 2020-EXP1 B1 (Citigroup Mortgage Loan Trust 2020-EXP1) | Long | ABS-other | US | $240K | – | 0.07 |
| CMSI 2005-4 1A5 (Citicorp Mortgage Securities) | Long | ABS-other | US | $108K | – | 0.03 |
| CMSI 2006-6 A4 (Citicorp Mortgage Securities Trust) | Long | ABS-other | US | $35K | – | 0.01 |
| CMSI 2007-2 APO (Citicorp Mortgage Securities Trust) | Long | ABS-other | US | $37K | – | 0.01 |
| CMSI 2007-4 1A5 (Citicorp Mortgage Securities Trust) | Long | ABS-other | US | $152K | – | 0.05 |
| CNL 2003-1A A1 (CNL Coml Mortgage Loan Trust) | Long | ABS-other | US | $288K | – | 0.09 |
| COLT 2020-2 M1 (COLT MORTGAGE LOAN TRUST) | Long | ABS-other | US | $406K | – | 0.12 |
| COLT 2021-3R A2 (COLT MORTGAGE LOAN TRUST) | Long | ABS-other | US | $30K | – | 0.01 |
| COMM 2012-LC4 B (Commercial Mortgage 2012-Lc4) | Long | ABS-other | US | $55K | – | 0.02 |
| COMM 2013-CR12 AM (Commercial Mortgage Trust 2013-CR) | Long | ABS-other | US | $2M | – | 0.54 |
| COMM 2013-CR12 B (Commercial Mortgage Trust 2013-CR) | Long | ABS-other | US | $1M | – | 0.37 |
| COMM 2014-CR18 B (COMM MORTGAGE TRUST) | Long | ABS-other | US | $133K | – | 0.04 |
| COMM 2016-COR1 C (Comm 2016 Cor1 Mgt) | Long | ABS-other | US | $136K | – | 0.04 |
| CSAIL 2015-C2 C (Csail Commercial Mortgage Trust) | Long | ABS-other | US | $2M | – | 0.50 |
| CSAIL 2018-C14 D (Csail Commercial Mortagage Trust) | Long | ABS-other | US | $209K | – | 0.06 |
| CSAIL 2019-C16 C (CSAIL COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $376K | – | 0.11 |
| CSFB 2001-26 5A1 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $127K | – | 0.04 |
| CSFB 2001-33 3B1 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $123K | – | 0.04 |
| CSFB 2002-9 1A2 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $361K | – | 0.11 |
| CSFB 2002-NP14 M1 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $140K | – | 0.04 |
| CSFB 2003-11 1A31 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $62K | – | 0.02 |
| CSFB 2003-19 1A19 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $493K | – | 0.15 |
| CSFB 2003-21 1A4 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $19K | – | 0.01 |
| CSFB 2003-25 1A11 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $195K | – | 0.06 |
| CSFB 2003-25 1A8 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $65K | – | 0.02 |
| CSFB 2003-27 4A4 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $57K | – | 0.02 |
| CSFB 2003-AR24 3A1 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $76K | – | 0.02 |
| CSFB 2004-4 1A5 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $358K | – | 0.11 |
| CSFB 2004-6 1A3 (Credit Suisse First Boston Mortgage Securities Corp 2005-11) | Long | ABS-other | US | $141K | – | 0.04 |
| CSFB 2005-10 2A1 (CREDIT SUISSE FIRST BOSTON MOR) | Long | ABS-other | US | $0.06 | – | 0.00 |
| CSFB 2005-3 7A5 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $25K | – | 0.01 |
| CSFB 2005-8 9A9 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $69K | – | 0.02 |
| CSMC 2007-5R A5 (Csmc Tr) | Long | ABS-other | US | $74K | – | 0.02 |
| CSMC 2010-18R 4A4 | Long | ABS-other | US | $32K | – | 0.01 |
| CSMC 2014-USA A2 (CSMC TRUST) | Long | ABS-other | US | $222K | – | 0.07 |
| CSMC 2014-USA D (CSMC TRUST) | Long | ABS-other | US | $1M | – | 0.32 |
| CSMC 2017-RPL1 B2 (CSMC TRUST) | Long | ABS-other | US | $615K | – | 0.19 |
| CSMC 2017-TIME A (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $261K | – | 0.08 |
| CSMC 2021-RPL2 M3 (CSMC 2021-RPL2 TRUST) | Long | ABS-other | US | $191K | – | 0.06 |
| CSMC 2022-7R 1A1 (CSMC SERIES 2022-7R) | Long | ABS-other | US | $2M | – | 0.51 |
| CWALT 1998-4 IIA3 (CWMBS Inc) | Long | ABS-other | US | $30K | – | 0.01 |
| CWALT 2003-22CB 1A1 (CWMBS Inc) | Long | ABS-other | US | $16K | – | 0.00 |
| CWALT 2003-J2 A1 (CWMBS Inc) | Long | ABS-other | US | $102K | – | 0.03 |
| CWALT 2003-J3 1A3 (CWMBS Inc) | Long | ABS-other | US | $91K | – | 0.03 |
| CWALT 2003-J3 2A1 (CWMBS Inc) | Long | ABS-other | US | $34K | – | 0.01 |
| CWALT 2004-15 1A2 (Cwalt Incorporation) | Long | ABS-other | US | $38K | – | 0.01 |
| CWALT 2004-16CB 1A1 (Cwalt Incorporation) | Long | ABS-other | US | $8K | – | 0.00 |
| CWALT 2004-28CB 2A4 (Cwalt Incorporation) | Long | ABS-other | US | $361K | – | 0.11 |
| CWALT 2004-28CB 3A1 (Cwalt Incorporation) | Long | ABS-other | US | $67K | – | 0.02 |
| CWALT 2004-28CB 6A1 (Cwalt Incorporation) | Long | ABS-other | US | $32K | – | 0.01 |
| CWALT 2004-J10 2CB1 (Cwalt Incorporation) | Long | ABS-other | US | $31K | – | 0.01 |
| CWALT 2004-J10 5CB1 (Cwalt Incorporation) | Long | ABS-other | US | $518K | – | 0.16 |
| CWALT 2004-J11 3A1 (Cwalt Incorporation) | Long | ABS-other | US | $23K | – | 0.01 |
| CWALT 2004-J8 2A1 (Cwalt Incorporation) | Long | ABS-other | US | $114K | – | 0.03 |
| CWALT 2005-12R A3 (Cwalt Incorporation) | Long | ABS-other | US | $34K | – | 0.01 |
| CWALT 2005-12R A4 (Cwalt Incorporation) | Long | ABS-other | US | $833K | – | 0.25 |
| CWALT 2005-14 2A1 (Cwalt Incorporation) | Long | ABS-other | US | $62K | – | 0.02 |
| CWALT 2005-27 2A1 (Cwalt Incorporation) | Long | ABS-other | US | $138K | – | 0.04 |
| CWALT 2005-3CB 1A9 (Cwalt Incorporation) | Long | ABS-other | US | $24K | – | 0.01 |
| CWALT 2005-54CB 1A11 (Cwalt Incorporation) | Long | ABS-other | US | $23K | – | 0.01 |
| CWALT 2005-61 2A1 (Cwalt Incorporation) | Long | ABS-other | US | $82K | – | 0.03 |
| CWALT 2005-6CB 1A6 (Cwalt Incorporation) | Long | ABS-other | US | $104K | – | 0.03 |
| CWALT 2005-72 A3 (Cwalt Incorporation) | Long | ABS-other | US | $109K | – | 0.03 |
| CWALT 2005-J1 3A1 (Cwalt Incorporation) | Long | ABS-other | US | $82K | – | 0.03 |
| CWALT 2005-J11 1A3 (Cwalt Incorporation) | Long | ABS-other | US | $29K | – | 0.01 |
| CWALT 2005-J11 2A1 (Cwalt Incorporation) | Long | ABS-other | US | $19K | – | 0.01 |
| CWALT 2005-J8 1A5 (Cwalt Incorporation) | Long | ABS-other | US | $93K | – | 0.03 |
| CWALT 2006-40T1 2A1 (Alternative Loan Trust) | Long | ABS-other | US | $31K | – | 0.01 |
| CWALT 2008-2R 2A1 (Altern Ln 07-Hy5r) | Long | ABS-other | US | $152K | – | 0.05 |
| CWHL 2002-19 1A1 (CWMBS Inc) | Long | ABS-other | US | $287K | – | 0.09 |
| CWHL 2002-39 A37 (CWMBS Inc) | Long | ABS-other | US | $82K | – | 0.02 |
| CWHL 2003-60 2A1 (CWMBS Inc) | Long | ABS-other | US | $91K | – | 0.03 |
| CWHL 2003-R4 2A (CWMBS Inc) | Long | ABS-other | US | $88K | – | 0.03 |
| CWHL 2004-14 4A1 (CWMBS Inc) | Long | ABS-other | US | $34K | – | 0.01 |
| CWHL 2004-3 A4 (CWMBS Inc) | Long | ABS-other | US | $24K | – | 0.01 |
| CWHL 2004-5 2A2 (CWMBS Inc) | Long | ABS-other | US | $61K | – | 0.02 |
| CWHL 2004-5 2A9 (CWMBS Inc) | Long | ABS-other | US | $54K | – | 0.02 |
| CWHL 2004-6 2A1 (CWMBS Inc) | Long | ABS-other | US | $44K | – | 0.01 |
| CWHL 2004-HYB2 2A (CWMBS Inc) | Long | ABS-other | US | $32K | – | 0.01 |
| CWHL 2004-HYB5 6A2 (CWMBS Inc) | Long | ABS-other | US | $46K | – | 0.01 |
| CWHL 2004-J5 A4 (CWMBS Inc) | Long | ABS-other | US | $102K | – | 0.03 |
| CWHL 2004-J9 2A6 (CWMBS Inc) | Long | ABS-other | US | $51K | – | 0.02 |
| CWHL 2004-R1 2A (CWMBS Inc) | Long | ABS-other | US | $14K | – | 0.00 |
| CWHL 2005-14 A1 (CWMBS Inc) | Long | ABS-other | US | $1M | – | 0.37 |
| CWHL 2005-14 A2 (CWMBS Inc) | Long | ABS-other | US | $150K | – | 0.05 |
| CWHL 2005-8R A5 (CWMBS Inc) | Long | ABS-other | US | $124K | – | 0.04 |
| CWHL 2005-J2 3A12 (CWMBS Inc) | Long | ABS-other | US | $304K | – | 0.09 |
| CWHL 2005-R2 2A4 (CWMBS Inc) | Long | ABS-other | US | $11K | – | 0.00 |
| CWHL 2006-J1 3A1 (CWMBS Inc) | Long | ABS-other | US | $34K | – | 0.01 |
| CWHL 2006-R2 AF1 (CHL Mortgage Pass-Through Trust) | Long | ABS-other | US | $68K | – | 0.02 |
| CWHL 2007-15 2A2 (CHL Mortgage Pass-Through Trust) | Long | ABS-other | US | $109K | – | 0.03 |
| CWHL 2007-HY1 2A1 (Countrywide Home Loans, Inc.) | Long | ABS-other | US | $69K | – | 0.02 |
| CWL 2004-6 2A3 (CWABS Inc.) | Long | ABS-other | US | $11K | – | 0.00 |
| CWL 2007-13 2A1 (CWABS Asset-Backed Certificates Trust 2007-13) | Long | ABS-other | US | $184K | – | 0.06 |
| DB 7 1/2 01/31/33 (Deutsche Bank AG) | Long | Debt | DE | $72K | – | 0.02 |
| DB FLOAT 03/27/35 (Deutsche Bank AG) | Long | Debt | DE | $443K | – | 0.13 |
| DB FLOAT 06/30/34 (Deutsche Bank AG) | Long | Debt | DE | $151K | – | 0.05 |
| DB FLOAT 08/28/34 (Deutsche Bank AG) | Long | Debt | DE | $748K | – | 0.23 |
| DB FLOAT 10/31/34 (Deutsche Bank AG) | Long | Debt | DE | $3M | – | 0.76 |
| DB FLOAT 11/26/34 (Deutsche Bank AG) | Long | Debt | DE | $586K | – | 0.18 |
| DB FLOAT 12/23/35 (Deutsche Bank AG) | Long | Debt | DE | $44K | – | 0.01 |
| DBALT 2007-AB1 PO (Deutsche Alt 7-Ab1) | Long | ABS-other | US | $229K | – | 0.07 |
| DELHE 1999-2 A1A (Delta Funding Series 2000-2) | Long | ABS-other | US | $96K | – | 0.03 |
| DELHE 1999-3 A2F (Delta Funding Series 2000-2) | Long | ABS-other | US | $111K | – | 0.03 |
| DELHE 2000-1 M2 (Delta Funding Series 2000-2) | Long | ABS-other | US | $260K | – | 0.08 |
| DMSI 2004-1 1A1 (Deutsche Mortgage Securities Inc Mortgage Loan Trust) | Long | ABS-other | US | $29K | – | 0.01 |
| DMSI 2006-PR1 5AF4 (Deutsche Mortgage Securities Inc Mortgage Loan Trust) | Long | ABS-other | US | $2M | – | 0.70 |
| DSLA 2004-AR4 2A1A (Dsla Mortgage Loan Trust) | Long | ABS-other | US | $228K | – | 0.07 |
| ECLO 2018-3A D (Ellington Clo I Limted) | Long | ABS-collateralized bond/debt obligation | KY | $494K | – | 0.15 |
| EFMT 2022-1 B2 (ELLINGTON FINANCIAL MORTGAGE TRUST 2022-1) | Long | ABS-other | US | $262K | – | 0.08 |
| ELFI 2020-A A (ELFI Graduate Ln Program 2020-A LLC) | Long | ABS-other | US | $152K | – | 0.05 |
| EMCM 2001-A M1 (EMC Mortgage Loan Trust) | Long | ABS-other | US | $179K | – | 0.05 |
| EQABS 2002-3 M1 (Equity One, Inc.) | Long | ABS-other | US | $29K | – | 0.01 |
| ESLFT 2012-1 B (EdLinc Student Loan Funding Trust 2012-1) | Long | ABS-other | US | $2M | – | 0.64 |
| FAHB 2022-HB2 M3 (FINANCE OF AMERICA HECM BUYOUT 2022-HB2) | Long | ABS-other | US | $369K | – | 0.11 |
| FCAT 2020-3 E (Flagship Credit Auto Trust 2020-3) | Long | ABS-other | US | $326K | – | 0.10 |
| FCITL 2021-1A A (FCI FUNDING LLC) | Long | ABS-other | US | $38K | – | 0.01 |
| FFML 2002-FF1 M2 (First Franklin Mortgage Loan Trust 2005-FF4) | Long | ABS-other | US | $351K | – | 0.11 |
| FHAMS 2004-AA1 A1 (1ST Horizon Mtg) | Long | ABS-other | US | $118K | – | 0.04 |
| FHAMS 2004-AA3 A1 (1ST Horizon Mtg) | Long | ABS-other | US | $9K | – | 0.00 |
| FHAMS 2004-AA7 2A2 (1ST Horizon Mtg) | Long | ABS-other | US | $48K | – | 0.01 |
| FHAMS 2007-FA4 1A8 (First Horizon Alt) | Long | ABS-other | US | $28K | – | 0.01 |
| FHASI 2005-AR3 2A1 (1ST Horizon Mtg) | Long | ABS-other | US | $352K | – | 0.11 |
| FHASI 2005-AR5 1A1 (1ST Horizon Mtg) | Long | ABS-other | US | $445 | – | 0.00 |
| FHASI 2005-AR5 3A1 (1ST Horizon Mtg) | Long | ABS-other | US | $17K | – | 0.01 |
| FHASI 2006-AR3 1A1 (1ST Horizon 06-Ar3) | Long | ABS-other | US | $54K | – | 0.02 |
| FHASI 2007-AR3 1A1 (1ST Horizon Mtg) | Long | ABS-other | US | $100K | – | 0.03 |
| FHMS K092 X3 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $79K | – | 0.02 |
| FN 257064 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| FN BY8354 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $4M | – | 1.15 |
| FNGT 2002-T10 A1 (Federal National Mortgage Association) | Long | ABS-other | US | $6K | – | 0.00 |
| FNGT 2003-T4 1A (Federal National Mortgage Association) | Long | ABS-other | US | $514K | – | 0.16 |
| FNGT 2004-T5 AB1 (Federal National Mortgage Association) | Long | ABS-other | US | $563K | – | 0.17 |
| FNW 2005-W3 3A (Federal National Mortgage Association) | Long | ABS-other | US | $177K | – | 0.05 |
| FREMF 2017-KF37 B (FREMF Mortgage Trust) | Long | ABS-other | US | $3M | – | 0.84 |
| FREMF 2017-KF38 B (Fremf Mtg Tr 2017-Kf38) | Long | ABS-other | US | $484K | – | 0.15 |
| FREMF 2018-KF49 B (FREMF MORTGAGE TRUST) | Long | ABS-other | US | $51K | – | 0.02 |
| FREMF 2019-KF63 B (FREMF MORTGAGE TRUST) | Long | ABS-other | US | $2M | – | 0.72 |
| FSMT 2017-1 B5 (Flagstar Mtg Tr 2017-1) | Long | ABS-other | US | $727K | – | 0.22 |
| FSMT 2018-3INV B4 (Flagstar Mortgage Trust) | Long | ABS-other | US | $289K | – | 0.09 |
| FSMT 2019-2 B3 (FLAGSTAR MORTGAGE TRUST) | Long | ABS-other | US | $210K | – | 0.06 |
| FSMT 2021-13IN B5 (FLAGSTAR MORTGAGE TRUST 2021-13INV) | Long | ABS-other | US | $60K | – | 0.02 |
| FSPC T-61 1A1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $78K | – | 0.02 |
| FSPC T-62 1A1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $121K | – | 0.04 |
| FTKNOX FLOAT 02/15/52 (Fort Knox Military Housing Privatization Project) | Long | Debt | US | $144K | – | 0.04 |
| G2 BU6365 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GALLA 5A B (Galleria Cdo V Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 1.24 |
| GECMS 1999-HE1 A6 (GE Capital Mortgage Services Inc) | Long | ABS-other | US | $51K | – | 0.02 |
| GEWMC 2005-2 M1 (GE WMC Mortgage Securities LLC) | Long | ABS-other | US | $66K | – | 0.02 |
| GHIT 2022-GRN1 D (GOLDMAN HOME IMPROVEMENT TRUST 2022-GRN1 ISSUER TRUST) | Long | ABS-other | US | $639K | – | 0.19 |
| GMACM 2004-J2 A8 (Gmacm Mortgage Loan Trust) | Long | ABS-other | US | $78K | – | 0.02 |
| GMACM 2005-AR5 4A1 (Residential Asset Mortgage Products, Inc.) | Long | ABS-other | US | $2M | – | 0.47 |
| GMACM 2006-AR1 1A1 (Gmacm Mortgage Loan Trust) | Long | ABS-other | US | $82K | – | 0.03 |
| GMSL 2004-A A3 (Global Mortgage Securitization Ltd.) | Long | ABS-other | KY | $820K | – | 0.25 |
| GNR 2012-27 IO (Government National Mortgage Association) | Long | ABS-other | US | $116.42 | – | 0.00 |
| GNR 2012-H27 AI (Government National Mortgage Association) | Long | ABS-other | US | $6K | – | 0.00 |
| GNR 2016-H24 AI (Government National Mortgage Association) | Long | ABS-other | US | $44K | – | 0.01 |
| GNR 2022-196 BE (Government National Mortgage Association) | Long | ABS-other | US | $29K | – | 0.01 |
| GNR 2022-210 IO (Government National Mortgage Association) | Long | ABS-other | US | $41K | – | 0.01 |
| GNR 2022-216 IO (Government National Mortgage Association) | Long | ABS-other | US | $40K | – | 0.01 |
| GNR 2022-220 E (Government National Mortgage Association) | Long | ABS-other | US | $27K | – | 0.01 |
| GNR 2022-3 IO (Government National Mortgage Association) | Long | ABS-other | US | $4K | – | 0.00 |
| GOODG 2021-1A C (GOODGREEN TRUST) | Long | ABS-other | US | $2M | – | 0.46 |
| GS 6 03/24/31 (GS Finance Corp) | Long | Debt | US | $295K | – | 0.09 |
| GS Float 03/19/29 (Goldman Sachs Group, Inc.) | Long | Debt | US | $287K | – | 0.09 |
| GSAMP 2002-WF A2B (GS Mortgage Securities Corp) | Long | ABS-other | US | $10K | – | 0.00 |
| GSMBS 2019-PJ1 B3 (GS Mortgage Backed Securities Trust 2019-PJ1) | Long | ABS-other | US | $308K | – | 0.09 |
| GSMPS 2000-1 A (GS Mortgage Securities Corp) | Long | ABS-other | US | $987K | – | 0.30 |
| GSMPS 2004-4 1A2 (GS Mortgage Securities Corp) | Long | ABS-other | US | $2M | – | 0.49 |
| GSMPS 2004-4 1A3 (GS Mortgage Securities Corp) | Long | ABS-other | US | $286K | – | 0.09 |
| GSMPS 2004-4 1AF (GS Mortgage Securities Corp) | Long | ABS-other | US | $873K | – | 0.27 |
| GSMPS 2005-RP2 1AF (GS Mortgage Securities Corp) | Long | ABS-other | US | $27K | – | 0.01 |
| GSMPS 2005-RP3 1AF (GS Mortgage Securities Corp) | Long | ABS-other | US | $128K | – | 0.04 |
| GSMPS 2006-RP1 1A2 (GS Mortgage Securities Corp) | Long | ABS-other | US | $94K | – | 0.03 |
| GSMS 2000-1A A (GS Mortgage Securities Corp) | Long | ABS-other | US | $96K | – | 0.03 |
| GSMS 2005-ROCK F (GS Mortgage Securities Corp II) | Long | ABS-other | US | $42K | – | 0.01 |
| GSMS 2011-GC5 B (GS Mortgage Securities Trust 2011-GC5) | Long | ABS-other | US | $1M | – | 0.41 |
| GSMS 2013-PEMB A (GS Mortgage Securities Corp II) | Long | ABS-other | US | $828K | – | 0.25 |
| GSMS 2014-GC20 C (GS MORTGAGE SECURITIES TRUST) | Long | ABS-other | US | $59K | – | 0.02 |
| GSMS 2016-GS4 C (GS Mortgage Securities Trust 2016-GS4) | Long | ABS-other | US | $839K | – | 0.26 |
| GSMS 2021-ROSS A (GS MORTGAGE SECURITIES CORPORTAION TRUST 2021-ROSS) | Long | ABS-other | US | $1M | – | 0.42 |
| GSMSC 2008-2R 2A1 (GS Mortgage Securities Corp II) | Long | ABS-other | US | $90K | – | 0.03 |
| GSR 2003-3F 1A6 (GS Mortgage Securities Corp) | Long | ABS-other | US | $93K | – | 0.03 |
| GSR 2004-12 1B1 (GS Mortgage Securities Corp) | Long | ABS-other | US | $234K | – | 0.07 |
| GSR 2004-7 1A1 (GS Mortgage Securities Corp) | Long | ABS-other | US | $82K | – | 0.03 |
| GSR 2005-4F 6A1 (GS Mortgage Securities Corp) | Long | ABS-other | US | $38K | – | 0.01 |
| GSR 2005-6F 1A7 (GS Mortgage Securities Corp) | Long | ABS-other | US | $4K | – | 0.00 |
| GSR 2005-8F 3A4 (GS Mortgage Securities Corp) | Long | ABS-other | US | $10K | – | 0.00 |
| GSR 2005-AR3 1A1 (GS Mortgage Securities Corp) | Long | ABS-other | US | $22K | – | 0.01 |
| GSR 2005-AR3 2A1 (GS Mortgage Securities Corp) | Long | ABS-other | US | $10K | – | 0.00 |
| GSR 2005-AR4 2A1 (GS Mortgage Securities Corp) | Long | ABS-other | US | $278K | – | 0.08 |
| GSR 2006-10F 4A1 (GSR Mtg Loan Trust) | Long | ABS-other | US | $353K | – | 0.11 |
| GSR 2006-1F 2A16 (GS Mortgage Securities Corp) | Long | ABS-other | US | $49K | – | 0.01 |
| GSR 2007-AR2 2A1 (GSR Mtg Ln 07-Ar2) | Long | ABS-other | US | $38K | – | 0.01 |
| GT 1996-5 B1 (Green Tree Financial Corporation) | Long | ABS-other | US | $80K | – | 0.02 |
| HALO 2007-1 2A12 (HSI Asset Loan Obligation Trust) | Long | ABS-other | US | $76K | – | 0.02 |
| HALO 2007-AR1 4A1 (HSI Asset Loan Obligation Trust) | Long | ABS-other | US | $138K | – | 0.04 |
| HALO 2007-AR2 4A1 (HSI As Ln 2007-Ar2) | Long | ABS-other | US | $115K | – | 0.03 |
| HAWT 2021-INV1 B1 (HUNDRED ACRES WOOD TRUST) | Long | ABS-other | US | $217K | – | 0.07 |
| HAWT 2021-INV1 B2 (HUNDRED ACRES WOOD TRUST) | Long | ABS-other | US | $131K | – | 0.04 |
| HAWT 2021-INV3 B1 (HUNDRED ACRE WOOD TRUST 2021-INV3) | Long | ABS-other | US | $620K | – | 0.19 |
| HAWT 2021-INV3 B3 (HUNDRED ACRE WOOD TRUST 2021-INV3) | Long | ABS-other | US | $103K | – | 0.03 |
| HBCT 2015-HB10 A10 (Hudson's Bay Simon JV Trust) | Long | ABS-other | US | $84K | – | 0.03 |
| HBCT 2015-HB7 A7 (Hudson's Bay Simon JV Trust) | Long | ABS-other | US | $2M | – | 0.52 |
| HCCLT 2019-1 M5 (HARVEST COMMERCIAL CAPITAL LOAN TRUST 2019-1) | Long | ABS-other | US | $1M | – | 0.36 |
| HCCLT 2020-1 M5 (HARVEST COMMERCIAL CAPITAL LOAN TRUST) | Long | ABS-other | US | $2M | – | 0.52 |
| HEAT 2002-2 A2 (Credit Suisse First Boston Mortgage Securities Corp.) | Long | ABS-other | US | $227K | – | 0.07 |
| HENDR 2004-A A1 (321 Henderson Receivables I LLC) | Long | ABS-other | US | $120K | – | 0.04 |
| HENDR 2017-2A B (J.G. WENTWORTH XXXIX LLC) | Long | ABS-other | US | $302K | – | 0.09 |
| HERO 2015-2A A (Hero Funding Trust 2015-2) | Long | ABS-other | US | $53K | – | 0.02 |
| HERO 2018-1A B (Hero Funding) | Long | ABS-other | US | $0 | – | – |
| HLA 2013-2A D (Halcyon Loan Advisors Funding 2013-2 Ltd./LLC) | Long | ABS-collateralized bond/debt obligation | KY | $681K | – | 0.21 |
| HMBT 2005-3 M3 (Homebanc Mtg Trust) | Long | ABS-other | US | $84K | – | 0.03 |
| HMH 2017-NSS A (Hmh Tr 2017-Nss) | Long | ABS-other | US | $586K | – | 0.18 |
| HPA 2020-2 F (Home Partners Of America Trust 2020-2) | Long | ABS-other | US | $111K | – | 0.03 |
| HSBC FLOAT 05/21/29 (HSBC USA, Inc.) | Long | Debt | US | $78K | – | 0.02 |
| HTS 2021-1 A (HTS FUND I LLC) | Long | ABS-other | US | $413K | – | 0.13 |
| HVMLT 2003-1 A (Harborview Mtg Loan Trust) | Long | ABS-other | US | $176K | – | 0.05 |
| HVMLT 2004-7 4A (Harborview Mtg Loan Trust) | Long | ABS-other | US | $1M | – | 0.36 |
| HVMLT 2005-14 2A1A (Harborview Mtg Loan Trust) | Long | ABS-other | US | $23K | – | 0.01 |
| HVMLT 2005-4 3A1 (Harborview Mtg Loan Trust) | Long | ABS-other | US | $74K | – | 0.02 |
| IBRD FLOAT 06/30/34 (International Bank for Reconstruction & Development) | Long | Debt | $622K | – | 0.19 | |
| IFUND 2010-1 A1 (Impact Funding Affordable Multifamily Housing Mortgage Loan Trust 2010-1) | Long | ABS-other | US | $77K | – | 0.02 |
| IMM 2003-2F M2 (Impac CMB Trust) | Long | ABS-other | US | $47K | – | 0.01 |
| IMM 2003-4 3M2 (Impac CMB Trust) | Long | ABS-other | US | $51K | – | 0.02 |
| IMM 2004-10 3M2 (Impac CMB Trust) | Long | ABS-other | US | $31K | – | 0.01 |
| IMM 2004-10 3M3 (Impac CMB Trust) | Long | ABS-other | US | $33K | – | 0.01 |
| IMM 2004-7 M4 (Impac CMB Trust) | Long | ABS-other | US | $25K | – | 0.01 |
| IMM 2004-8 3B (Impac CMB Trust) | Long | ABS-other | US | $68K | – | 0.02 |
| IMM 2005-2 2B (Impac CMB Trust) | Long | ABS-other | US | $34K | – | 0.01 |
| IMM 2005-4 2M1 (Impac CMB Trust) | Long | ABS-other | US | $253K | – | 0.08 |
| IMM 2005-4 2M2 (Impac CMB Trust) | Long | ABS-other | US | $659K | – | 0.20 |
| IMM 2005-8 2B (Impac CMB Trust) | Long | ABS-other | US | $105K | – | 0.03 |
| IMM 2005-8 2M1 (Impac CMB Trust) | Long | ABS-other | US | $519K | – | 0.16 |
| IMM 2005-8 2M3 (Impac CMB Trust) | Long | ABS-other | US | $118K | – | 0.04 |
| IMSA 2003-2 A2 (Impac Secured Assets Corp) | Long | ABS-other | US | $145K | – | 0.04 |
| IMSA 2006-1 2A1 (Impac Secured Assets Corp) | Long | ABS-other | US | $78K | – | 0.02 |
| INDA 2006-AR1 A2 (IndyMac INDA Mortgage Loan Trust) | Long | ABS-other | US | $632K | – | 0.19 |
| INDX 2004-AR11 2A (Indymac MBS Inc) | Long | ABS-other | US | $15K | – | 0.00 |
| INDX 2004-AR15 3A1 (Indymac MBS Inc) | Long | ABS-other | US | $206K | – | 0.06 |
| INDX 2005-AR13 1A1 (Indymac MBS Inc) | Long | ABS-other | US | $86K | – | 0.03 |
| INDX 2005-AR8 2A1A (Indymac MBS Inc) | Long | ABS-other | US | $194K | – | 0.06 |
| JEF 10 05/31/34 (Jefferies Financial Group Inc) | Long | Debt | US | $61K | – | 0.02 |
| JEF 10 06/30/37 (Jefferies Financial Group Inc) | Long | Debt | US | $19K | – | 0.01 |
| JEF 10 10/31/37 (Jefferies Financial Group Inc) | Long | Debt | US | $148K | – | 0.05 |
| JEF 5 03/20/40 (Jefferies Financial Group Inc) | Long | Debt | US | $238K | – | 0.07 |
| JEF 8 08/31/37 (Jefferies Financial Group Inc) | Long | Debt | US | $661K | – | 0.20 |
| JEF 8 09/30/37 (Jefferies Financial Group Inc) | Long | Debt | US | $151K | – | 0.05 |
| JEF 9 07/31/37 (Jefferies Financial Group Inc) | Long | Debt | US | $736K | – | 0.22 |
| JEF 9 08/31/37 (Jefferies Financial Group Inc) | Long | Debt | US | $93K | – | 0.03 |
| JEF FLOAT 01/31/38 (Jefferies Financial Group Inc) | Long | Debt | US | $69K | – | 0.02 |
| JEF FLOAT 02/28/38 (Jefferies Financial Group Inc) | Long | Debt | US | $505K | – | 0.15 |
| JEF FLOAT 08/31/39 (Jefferies Financial Group Inc) | Long | Debt | US | $537K | – | 0.16 |
| JPALT 2005-S1 1A8 (JP Morgan Alt Loan) | Long | ABS-other | US | $19K | – | 0.01 |
| JPALT 2006-A1 1A2 (JP Morgan Alt Loan) | Long | ABS-other | US | $775K | – | 0.24 |
| JPALT 2008-R4 1A1 (JP Morgan Alt Loan) | Long | ABS-other | US | $477K | – | 0.15 |
| JPMBB 2015-C29 C (JPMBB Commercial Mortgage Securities 2015-C29) | Long | ABS-other | US | $304K | – | 0.09 |
| JPMBB 2015-C32 D (JPMBB Commercial Mortgage Securities Trust 2015-C32) | Long | ABS-other | US | $35K | – | 0.01 |
| JPMBS 2006-R1 6A1 (JP Morgan Mbs) | Long | ABS-other | US | $275K | – | 0.08 |
| JPMCC 2007-LD11 AJ (J.P. Morgan Chase Commercial Mortgage Securities Trust) | Long | ABS-other | US | $1M | – | 0.40 |
| JPMCC 2011-C3 E (JP Morgan Chase Commercial Mortgage Securities Corp.) | Long | ABS-other | US | $82K | – | 0.02 |
| JPMCC 2012-WLDN A (J.P. Morgan Chase Commercial Mortgage Securities Trust) | Long | ABS-other | US | $3M | – | 0.78 |
| JPMCC 2013-LC11 E (JP Morgan Commercial Mortgage Finance Corp) | Long | ABS-other | US | $129K | – | 0.04 |
| JPMCC 2015-FL7 D (Jp Morgan Chase Cmbs 2015-Fl7) | Long | ABS-other | US | $391K | – | 0.12 |
| JPMCC 2018-MINN A (J P Morgan Chase Coml Mtg Secs Tr 2018-Minn) | Long | ABS-other | US | $357K | – | 0.11 |
| JPMCC 2018-PTC A (JP Morgan Chase Commercial Mortgage Securities Corp.) | Long | ABS-other | US | $1M | – | 0.39 |
| JPMCC 2020-MKST A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-other | US | $431K | – | 0.13 |
| JPMDB 2017-C5 AS (JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-other | US | $182K | – | 0.06 |
| JPMDB 2017-C5 B (JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-other | US | $637K | – | 0.19 |
| JPMDB 2020-COR7 B (JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-other | US | $105K | – | 0.03 |
| JPMMT 2004-A3 3A3 (JP Morgan Mortgage Trust) | Long | ABS-other | US | $5K | – | 0.00 |
| JPMMT 2004-S2 4A5 (JP Morgan Mortgage Trust) | Long | ABS-other | US | $19K | – | 0.01 |
| JPMMT 2005-A7 1A4 (JP Morgan Mortgage Trust) | Long | ABS-other | US | $25K | – | 0.01 |
| JPMMT 2005-S3 1A22 (JP Morgan Mortgage Trust) | Long | ABS-other | US | $354K | – | 0.11 |
| JPMMT 2006-A2 5A4 (JP Morgan Mortgage Trust) | Long | ABS-other | US | $23K | – | 0.01 |
| JPMMT 2006-A4 3A1 (JP Morgan Mortgage Trust) | Long | ABS-other | US | $10K | – | 0.00 |
| JPMMT 2006-A7 2A1R (JP Morgan Mortgage Trust) | Long | ABS-other | US | $100K | – | 0.03 |
| JPMMT 2006-A7 2A4R (JP Morgan Mortgage Trust) | Long | ABS-other | US | $125K | – | 0.04 |
| JPMMT 2008-R2 2A (JP Morgan Mortgage Trust) | Long | ABS-other | US | $158K | – | 0.05 |
| JPMMT 2018-8 A3 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-other | US | $17K | – | 0.01 |
| JPMMT 2019-8 B4 (JP MORGAN MORTGAGE TRUST) | Long | ABS-other | US | $146K | – | 0.04 |
| JPTEP 2012-3 A (J P Morgan Tax Exempt Pass Thru Tr Ser 2012-3) | Long | ABS-other | US | $102K | – | 0.03 |
| KNFP FLOAT 03/31/36 (Natixis US Medium Term Note Program LLC) | Long | Debt | US | $371K | – | 0.11 |
| KNFP FLOAT 04/30/34 (Natixis US Medium Term Note Program LLC) | Long | Debt | US | $178K | – | 0.05 |
| KNFP FLOAT 07/31/34 (Natixis US Medium Term Note Program LLC) | Long | Debt | US | $873K | – | 0.27 |
| KSBA 2014-5 A (KGS-ALPHA SBA COOF TRUST) | Long | Debt | US | $160K | – | 0.05 |
| KSBA 2015-1 A (KGS-ALPHA SBA COOF TRUST) | Long | Debt | US | $75K | – | 0.02 |
| LBMLT 2003-2 M2 (Long Beach Mortgage Loan Trust) | Long | ABS-other | US | $58K | – | 0.02 |
| LHIPO 2021-1 GA (La Hipotecaria Panamanian Mortgage Trust 2021-1) | Long | ABS-other | US | $2M | – | 0.67 |
| LLOYDS 10 10/25/33 (Lloyds Bank plc) | Long | Debt | GB | $85K | – | 0.03 |
| LLOYDS FLOAT 01/31/33 (Lloyds Bank plc) | Long | Debt | GB | $124K | – | 0.04 |
| LLOYDS FLOAT 11/27/33 (Lloyds Bank plc) | Long | Debt | GB | $417K | – | 0.13 |
| LMAT 2019-SL2 A (LEGACY MORTGAGE ASSET TRUST) | Long | ABS-other | US | $464K | – | 0.14 |
| LMT 2006-2 2A3 (Lehman Mortgage Trust) | Long | ABS-other | US | $127K | – | 0.04 |
| LNSTR 2016-4 C (Lstar Commercial Mortgage Trust) | Long | ABS-other | US | $319K | – | 0.10 |
| LNSTR 2016-4 D (Lstar Commercial Mortgage Trust) | Long | ABS-other | US | $2M | – | 0.53 |
| LNSTR 2017-5 D (Lstar Commercial Mortgage Trust 2017-5) | Long | ABS-other | US | $1M | – | 0.35 |
| LTLRN 2006-1A A3 (L2L Ed Ln Tr 06-1) | Long | ABS-other | US | $40K | – | 0.01 |
| LTRAN 2015-1A A1 (LONGTRAIN LEASING III LLC) | Long | ABS-other | US | $37K | – | 0.01 |
| LTRAN 2015-1A A2 (LONGTRAIN LEASING III LLC) | Long | ABS-other | US | $344K | – | 0.10 |
| MABS 2004-FRE1 M7 (MASTR Asset Backed Securities Trust) | Long | ABS-other | US | $879K | – | 0.27 |
| MABS 2005-NC1 M2 (MASTR Asset Backed Securities Trust) | Long | ABS-other | US | $214K | – | 0.07 |
| MABS 2007-NCW A2 (Mastr Asset Backed Securities Trust 2007 NCW) | Long | ABS-other | US | $186K | – | 0.06 |
| MALT 2003-3 B2 (MASTR Alternative Loan Trust) | Long | ABS-other | US | $118K | – | 0.04 |
| MALT 2003-5 8A1 (MASTR Alternative Loan Trust) | Long | ABS-other | US | $462K | – | 0.14 |
| MALT 2003-7 6A1 (MASTR Alternative Loan Trust) | Long | ABS-other | US | $52K | – | 0.02 |
| MALT 2004-1 2A1 (MASTR Alternative Loan Trust) | Long | ABS-other | US | $91K | – | 0.03 |
| MALT 2004-1 4A1 (MASTR Alternative Loan Trust) | Long | ABS-other | US | $157K | – | 0.05 |
| MALT 2004-13 10A3 (MASTR Alternative Loan Trust) | Long | ABS-other | US | $1M | – | 0.41 |
| MALT 2004-3 2A1 (MASTR Alternative Loan Trust) | Long | ABS-other | US | $52K | – | 0.02 |
| MALT 2004-3 6A1 (MASTR Alternative Loan Trust) | Long | ABS-other | US | $183K | – | 0.06 |
| MALT 2004-4 1A1 (MASTR Alternative Loan Trust) | Long | ABS-other | US | $21K | – | 0.01 |
| MALT 2004-6 10A1 (MASTR Alternative Loan Trust) | Long | ABS-other | US | $36K | – | 0.01 |
| MALT 2004-6 6A1 (MASTR Alternative Loan Trust) | Long | ABS-other | US | $642K | – | 0.20 |
| MALT 2004-6 7A1 (MASTR Alternative Loan Trust) | Long | ABS-other | US | $150K | – | 0.05 |
| MALT 2004-7 10A1 (MASTR Alternative Loan Trust) | Long | ABS-other | US | $46K | – | 0.01 |
| MALT 2004-7 9A1 (MASTR Alternative Loan Trust) | Long | ABS-other | US | $788K | – | 0.24 |
| MALT 2005-1 5A1 (MASTR Alternative Loan Trust) | Long | ABS-other | US | $2K | – | 0.00 |
| MALT 2005-2 6A1 (MASTR Alternative Loan Trust) | Long | ABS-other | US | $223K | – | 0.07 |
| MALT 2007-1 30PO (MASTR Alternative Loan Trust) | Long | ABS-other | US | $14K | – | 0.00 |
| MALT 2007-HF1 4PO (MASTR Alternative Loan Trust) | Long | ABS-other | US | $8.66 | – | 0.00 |
| MARKIT CDX.NA.HY.42 06/29 (CDX.NA.HY SERIES 42) | Long | Derivative-credit | $-4M | – | -1.10 | |
| MARM 2003-1 2A1 (Mastr Adjustable Rate Mortgages Trust) | Long | ABS-other | US | $36K | – | 0.01 |
| MARM 2003-2 4A1 (Mastr Adjustable Rate Mortgages Trust) | Long | ABS-other | US | $15K | – | 0.00 |
| MARM 2003-6 2A1 (Mastr Adjustable Rate Mortgages Trust) | Long | ABS-other | US | $33K | – | 0.01 |
| MARM 2003-6 7A1 (Mastr Adjustable Rate Mortgages Trust) | Long | ABS-other | US | $19K | – | 0.01 |
| MARM 2003-7 B1 (Mastr Adjustable Rate Mortgages Trust) | Long | ABS-other | US | $39K | – | 0.01 |
| MARM 2004-10 B1 (Mastr Adjustable Rate Mortgages Trust) | Long | ABS-other | US | $22K | – | 0.01 |
| MARM 2004-15 4A1 (Mastr Adjustable Rate Mortgages Trust) | Long | ABS-other | US | $159K | – | 0.05 |
| MARM 2004-4 1A1 (Mastr Adjustable Rate Mortgages Trust) | Long | ABS-other | US | $42K | – | 0.01 |
| MARM 2005-7 3A1 (Mastr Adjustable Rate Mortgages Trust) | Long | ABS-other | US | $131K | – | 0.04 |
| MARM 2006-2 5A1 (Mastr Adjustable Rate Mortgages Trust) | Long | ABS-other | US | $32K | – | 0.01 |
| MARP 2005-2 1A4 (Mastr Reperforming) | Long | ABS-other | US | $12K | – | 0.00 |
| MARP 2006-2 2A1 (Mastr Reperforming) | Long | ABS-other | US | $118K | – | 0.04 |
| MASD 2005-3 M1 (MASTR Specialized Loan Trust) | Long | ABS-other | US | $60K | – | 0.02 |
| MASTR 2003-11 2A10 (Master Asset Securitization Trust) | Long | ABS-other | US | $8K | – | 0.00 |
| MASTR 2003-11 7A5 (Master Asset Securitization Trust) | Long | ABS-other | US | $57K | – | 0.02 |
| MASTR 2003-11 8A1 (Master Asset Securitization Trust) | Long | ABS-other | US | $153K | – | 0.05 |
| MASTR 2003-11 9A6 (Master Asset Securitization Trust) | Long | ABS-other | US | $44K | – | 0.01 |
| MASTR 2003-12 6A1 (Master Asset Securitization Trust) | Long | ABS-other | US | $18K | – | 0.01 |
| MASTR 2003-12 6A2 (Master Asset Securitization Trust) | Long | ABS-other | US | $39K | – | 0.01 |
| MASTR 2004-1 1A12 (Master Asset Securitization Trust) | Long | ABS-other | US | $8K | – | 0.00 |
| MASTR 2004-9 4A1 (Master Asset Securitization Trust) | Long | ABS-other | US | $2M | – | 0.65 |
| MASTR 2005-1 2A9 (Master Asset Securitization Trust) | Long | ABS-other | US | $52K | – | 0.02 |
| MASTR 2006-2 2A2 (Master Asset Securitization Trust) | Long | ABS-other | US | $829K | – | 0.25 |
| MASTR 2006-3 2A1 (Mastr Asset Sec Tr) | Long | ABS-other | US | $368K | – | 0.11 |
| MCAS 2019-01 M10 (Federal National Mortgage Association) | Long | ABS-other | US | $919K | – | 0.28 |
| MCMLT 2015-2 B1 (Mill City Mortgage Loan Trust) | Long | ABS-other | US | $532K | – | 0.16 |
| MECA 2007-FF2 A (MTG Eq Cnv Asset) | Long | ABS-other | US | $2M | – | 0.59 |
| MELLO 2018-MTG2 B5 (MELLO MORTGAGE CAPITAL ACCEPTANCE) | Long | ABS-other | US | $653K | – | 0.20 |
| MELLO 2021-MTG1 B1 (MELLO MORTGAGE CAPITAL ACCEPTANCE) | Long | ABS-other | US | $427K | – | 0.13 |
| MFMT 2016-1 A (Multifamily Trust) | Long | ABS-other | US | $612K | – | 0.19 |
| MFRA 2022-RPL1 M1 (MFA 2022-RPL1 TRUST) | Long | ABS-other | US | $816K | – | 0.25 |
| MHL 2004-2 B2 (MortgageIT Trust) | Long | ABS-other | US | $117K | – | 0.04 |
| MHL 2005-3 M2 (MortgageIT Trust) | Long | ABS-other | US | $208K | – | 0.06 |
| MID 2001-1X A1L (Mid Ocean Cbo 2001-1 Ltd. / Mid Ocean Cbo 2001-1 Del Corp.) | Long | ABS-collateralized bond/debt obligation | KY | $268K | – | 0.08 |
| MLCC 2004-HB1 A3 (Merrill Lynch Mortgage Investors, Inc.) | Long | ABS-other | US | $113K | – | 0.03 |
| MLCC 2005-B B1 (Merrill Lynch Mortgage Investors, Inc.) | Long | ABS-other | US | $228K | – | 0.07 |
| MLCC 2007-3 2A2 (Merrill Lynch Mtg Inv Trust) | Long | ABS-other | US | $32K | – | 0.01 |
| MLMI 2003-A4 3A (Merrill Lynch Mortgage Investors, Inc.) | Long | ABS-other | US | $30K | – | 0.01 |
| MLMI 2003-A6 1A (Merrill Lynch Mortgage Investors, Inc.) | Long | ABS-other | US | $29K | – | 0.01 |
| MLMI 2005-A4 1A (Merrill Lynch Mortgage Investors, Inc.) | Long | ABS-other | US | $60K | – | 0.02 |
| MLRT 2009-RS1 B15 (Mortgage Loan Resecuritization Trust 2009-RS1) | Long | ABS-other | US | $2M | – | 0.52 |
| MMCFND FLOAT 05/01/32 (MM Community Funding III Ltd/Corp) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.74 |
| MRFC 2000-TBC3 B4 (Mellon Residential) | Long | ABS-other | US | $104K | – | 0.03 |
| MS 10 02/28/34 (Morgan Stanley) | Long | Debt | US | $198K | – | 0.06 |
| MS 10 03/31/34 (Morgan Stanley) | Long | Debt | US | $119K | – | 0.04 |
| MS 10 05/29/30 (Morgan Stanley) | Long | Debt | US | $1M | – | 0.34 |
| MS 10 07/29/36 (Morgan Stanley Finance LLC.) | Long | Debt | US | $132K | – | 0.04 |
| MS 10 08/29/34 (Morgan Stanley) | Long | Debt | US | $70K | – | 0.02 |
| MS 10 08/31/30 (Morgan Stanley) | Long | Debt | US | $148K | – | 0.04 |
| MS 10 09/30/30 (Morgan Stanley) | Long | Debt | US | $297K | – | 0.09 |
| MS 10 10/30/30 (Morgan Stanley) | Long | Debt | US | $101K | – | 0.03 |
| MS 10 11/30/30 (Morgan Stanley) | Long | Debt | US | $33K | – | 0.01 |
| MS 10 12/30/36 (Morgan Stanley Finance LLC.) | Long | Debt | US | $25K | – | 0.01 |
| MS 10 12/31/34 (Morgan Stanley) | Long | Debt | US | $132K | – | 0.04 |
| MS 14 04/30/33 (Morgan Stanley Finance LLC.) | Long | Debt | US | $506K | – | 0.15 |
| MS 8 07/31/37 (Morgan Stanley Finance LLC.) | Long | Debt | US | $166K | – | 0.05 |
| MS 8 09/29/37 (Morgan Stanley Finance LLC.) | Long | Debt | US | $104K | – | 0.03 |
| MS 8 12/23/35 (Morgan Stanley) | Long | Debt | US | $90K | – | 0.03 |
| MS 9 01/31/37 (Morgan Stanley Finance LLC.) | Long | Debt | US | $1M | – | 0.32 |
| MS 9 03/31/37 (Morgan Stanley Finance LLC.) | Long | Debt | US | $62K | – | 0.02 |
| MS 9 04/28/37 (Morgan Stanley Finance LLC.) | Long | Debt | US | $246K | – | 0.07 |
| MS 9 06/30/36 (Morgan Stanley Finance LLC.) | Long | Debt | US | $330K | – | 0.10 |
| MS 9 08/31/36 (Morgan Stanley Finance LLC.) | Long | Debt | US | $2M | – | 0.69 |
| MS 9 08/31/36 (Morgan Stanley Finance LLC.) | Long | Debt | US | $28K | – | 0.01 |
| MS 9 09/30/36 (Morgan Stanley Finance LLC.) | Long | Debt | US | $615K | – | 0.19 |
| MS 9 11/30/35 (Morgan Stanley) | Long | Debt | US | $73K | – | 0.02 |
| MS CDS USD SR 5Y D14 | Long | Derivative-credit | $-161K | – | -0.05 | |
| MS FLOAT 01/21/26 (Morgan Stanley) | Long | Debt | US | $62K | – | 0.02 |
| MS FLOAT 01/29/31 (Morgan Stanley) | Long | Debt | US | $20K | – | 0.01 |
| MS FLOAT 01/30/34 (Morgan Stanley) | Long | Debt | US | $118K | – | 0.04 |
| MS FLOAT 01/30/35 (Morgan Stanley) | Long | Debt | US | $284K | – | 0.09 |
| MS FLOAT 02/29/36 (Morgan Stanley) | Long | Debt | US | $507K | – | 0.15 |
| MS FLOAT 03/21/27 (Morgan Stanley) | Long | Debt | US | $98K | – | 0.03 |
| MS FLOAT 03/31/31 (Morgan Stanley) | Long | Debt | US | $130K | – | 0.04 |
| MS FLOAT 03/31/31 (Morgan Stanley) | Long | Debt | US | $14K | – | 0.00 |
| MS FLOAT 03/31/35 (Morgan Stanley) | Long | Debt | US | $257K | – | 0.08 |
| MS FLOAT 04/30/30 (Morgan Stanley) | Long | Debt | US | $3M | – | 0.76 |
| MS FLOAT 04/30/35 (Morgan Stanley) | Long | Debt | US | $573K | – | 0.17 |
| MS FLOAT 05/29/35 (Morgan Stanley) | Long | Debt | US | $49K | – | 0.01 |
| MS FLOAT 05/30/34 (Morgan Stanley) | Long | Debt | US | $164K | – | 0.05 |
| MS FLOAT 05/31/31 (Morgan Stanley) | Long | Debt | US | $69K | – | 0.02 |
| MS FLOAT 06/28/28 (Morgan Stanley) | Long | Debt | US | $44K | – | 0.01 |
| MS FLOAT 06/29/29 (Morgan Stanley) | Long | Debt | US | $85K | – | 0.03 |
| MS FLOAT 06/30/30 (Morgan Stanley) | Long | Debt | US | $339K | – | 0.10 |
| MS FLOAT 06/30/31 (Morgan Stanley) | Long | Debt | US | $98K | – | 0.03 |
| MS FLOAT 06/30/35 (Morgan Stanley) | Long | Debt | US | $124K | – | 0.04 |
| MS FLOAT 07/29/31 (Morgan Stanley) | Long | Debt | US | $88K | – | 0.03 |
| MS FLOAT 07/31/30 (Morgan Stanley) | Long | Debt | US | $151K | – | 0.05 |
| MS FLOAT 07/31/35 (Morgan Stanley) | Long | Debt | US | $257K | – | 0.08 |
| MS FLOAT 08/19/30 (Morgan Stanley) | Long | Debt | US | $199K | – | 0.06 |
| MS FLOAT 09/16/31 (Morgan Stanley) | Long | Debt | US | $179K | – | 0.05 |
| MS FLOAT 09/27/28 (Morgan Stanley) | Long | Debt | US | $787K | – | 0.24 |
| MS FLOAT 09/29/37 (Morgan Stanley Finance LLC.) | Long | Debt | US | $1M | – | 0.37 |
| MS FLOAT 09/30/34 (Morgan Stanley) | Long | Debt | US | $70K | – | 0.02 |
| MS FLOAT 09/30/35 (Morgan Stanley) | Long | Debt | US | $91K | – | 0.03 |
| MS FLOAT 10/08/34 (Morgan Stanley) | Long | Debt | US | $138K | – | 0.04 |
| MS FLOAT 10/15/28 (Morgan Stanley) | Long | Debt | US | $596K | – | 0.18 |
| MS FLOAT 10/30/30 (Morgan Stanley) | Long | Debt | US | $102K | – | 0.03 |
| MS FLOAT 10/31/34 (Morgan Stanley) | Long | Debt | US | $140K | – | 0.04 |
| MS FLOAT 11/28/34 (Morgan Stanley) | Long | Debt | US | $17K | – | 0.01 |
| MS FLOAT 11/29/36 (Morgan Stanley Finance LLC.) | Long | Debt | US | $3M | – | 0.81 |
| MS FLOAT 11/30/30 (Morgan Stanley) | Long | Debt | US | $46K | – | 0.01 |
| MSAC 2003-SD1 M2 (Morgan Stanley ABS Capital I Inc) | Long | ABS-other | US | $239K | – | 0.07 |
| MSAT 2005-RR4A N (Multi Sec Asset Trust) | Long | ABS-other | US | $230K | – | 0.07 |
| MSBAM 2013-C11 AS (Morgan Stanley BAML Trust) | Long | ABS-other | US | $5M | – | 1.67 |
| MSBAM 2014-C16 C (Morgan Stanley BAML Trust) | Long | ABS-other | US | $102K | – | 0.03 |
| MSBAM 2017-C33 AS (Morgan Stanley BAML Trust) | Long | ABS-other | US | $467K | – | 0.14 |
| MSC 2014-150E A (MORGAN STANLEY CAPITAL I TRUST) | Long | ABS-other | US | $210K | – | 0.06 |
| MSC 2014-150E AS (MORGAN STANLEY CAPITAL I TRUST) | Long | ABS-other | US | $334K | – | 0.10 |
| MSC 2014-150E D (MORGAN STANLEY CAPITAL I TRUST) | Long | ABS-other | US | $184K | – | 0.06 |
| MSC 2015-MS1 D (Morgan Stanley Capital I Trust 2015-Ms1) | Long | ABS-other | US | $142K | – | 0.04 |
| MSC 2018-L1 B (Morgan Stanley Capital I Trust 2018-L1) | Long | ABS-other | US | $63K | – | 0.02 |
| MSC 2021-PLZA C (MORGAN STANLEY CAPITAL I TRUST 2021-PLZA) | Long | ABS-other | US | $401K | – | 0.12 |
| MSDWC 2003-HYB1 A3 (Lehman Abs Corp) | Long | ABS-other | US | $43K | – | 0.01 |
| MSM 2004-10AR 2A2 (Morgan Stanley ML) | Long | ABS-other | US | $13K | – | 0.00 |
| MSM 2004-2AR 2A (Morgan Stanley ML) | Long | ABS-other | US | $15K | – | 0.00 |
| MSM 2004-8AR 2A (Morgan Stanley ML) | Long | ABS-other | US | $20K | – | 0.01 |
| MSM 2004-8AR 4A1 (Morgan Stanley ML) | Long | ABS-other | US | $15K | – | 0.00 |
| MSM 2005-1 4A1 (Morgan Stanley ML) | Long | ABS-other | US | $654K | – | 0.20 |
| MSM 2005-10 5A1 (Morgan Stanley ML) | Long | ABS-other | US | $28K | – | 0.01 |
| MSM 2006-7 1A (Morgan Stanley ML) | Long | ABS-other | US | $73K | – | 0.02 |
| MSM 2006-8AR 4A2 (Morgan Stanley ML) | Long | ABS-other | US | $10K | – | 0.00 |
| MSSG 2017-237P A (Morgan Stanley Mtge Cap Hldgs) | Long | ABS-other | US | $399K | – | 0.12 |
| MSSTR 2003-1 2A1 (Mastr Seasoned Sec) | Long | ABS-other | US | $330K | – | 0.10 |
| MSSTR 2004-1 4A1 (Mastr Seasoned Sec) | Long | ABS-other | US | $49K | – | 0.01 |
| MSSTR 2005-1 3A1 (Mastr Seasoned Sec) | Long | ABS-other | US | $13K | – | 0.00 |
| NAA 2004-R1 A2 (Naac Reperforming) | Long | ABS-other | US | $126K | – | 0.04 |
| NAA 2005-AR3 1A1 (Nomura Asset Acceptance Corp Alt Ln tr) | Long | ABS-other | US | $357K | – | 0.11 |
| NAA 2007-1 1A3 (Nomura Asset Acceptance Corp Alt Ln tr) | Long | ABS-other | US | $71K | – | 0.02 |
| NATCM 2008-1 2A1 (National City Mtg) | Long | ABS-other | US | $518K | – | 0.16 |
| NATCM 2008-1 2A2 (National City Mtg) | Long | ABS-other | US | $25K | – | 0.01 |
| NAVSL 2021-A B (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST) | Long | ABS-other | US | $203K | – | 0.06 |
| NCC 2018-IA E (Nassau 2018-I Ltd / Llc) | Long | ABS-collateralized bond/debt obligation | KY | $174K | – | 0.05 |
| NCHET 2003-5 AII (New Century Home Equity Loan Trust 2005-1) | Long | ABS-other | US | $30K | – | 0.01 |
| NCT 2005-GATE B (National Collegiat) | Long | ABS-other | US | $22K | – | 0.01 |
| NHEL 2003-4 A1 (Novastar Mortgage Funding Trust) | Long | ABS-other | US | $216K | – | 0.07 |
| NHELI 2006-HE2 M1 (Nomura Home Equity) | Long | ABS-other | US | $79K | – | 0.02 |
| NOMURA FLOAT 02/28/34 (Nomura America Finance LLC) | Long | Debt | US | $36K | – | 0.01 |
| NOMURA FLOAT 07/29/34 (Nomura America Finance LLC) | Long | Debt | US | $552K | – | 0.17 |
| NOMURA FLOAT 12/31/33 (Nomura America Finance LLC) | Long | Debt | US | $170K | – | 0.05 |
| NPRL 2017-1A B1 (Napier Park Global Capital) | Long | ABS-other | US | $1M | – | 0.39 |
| NRZT 2017-2A B2 (New Residential Mortgage Loan Trust-2017) | Long | ABS-other | US | $262K | – | 0.08 |
| NRZT 2020-RPL1 B3 (NEW RESIDENTIAL MORTGAGE LOAN TRUST) | Long | ABS-other | US | $489K | – | 0.15 |
| NSLT 2023-AA AFX (NELNET STUDENT LOAN TRUST 2023-A) | Long | ABS-other | US | $193K | – | 0.06 |
| NWG FLOAT 08/18/31 (NatWest Group PLC) | Long | Debt | GB | $83K | – | 0.03 |
| NWG FLOAT 08/26/31 (NatWest Group PLC) | Long | Debt | GB | $65K | – | 0.02 |
| OCMBS 1998-R3 AWAC (OCWEN RESIDENTIAL MBS CORPORAT) | Long | ABS-other | US | $207K | – | 0.06 |
| OCMBS 1999-R2 B2 (Ocwen Residential) | Long | ABS-other | US | $90K | – | 0.03 |
| OT 2017-OT E (Olympic Tower Mortgage Trust) | Long | ABS-other | US | $302K | – | 0.09 |
| PAST 4 E (GC FTPYME Pastor 4 FTA) | Long | ABS-other | ES | $77K | – | 0.02 |
| PEAKS 2017-2A CR (PEAKS CLO 2 LTD) | Long | ABS-collateralized bond/debt obligation | US | $501K | – | 0.15 |
| PEAKS 2017-2A DR (PEAKS CLO 2 LTD) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.84 |
| PEMEX 10 02/07/33 (Petroleos Mexicanos) | Long | Debt | MX | $252K | – | 0.08 |
| PEMEX 6 3/4 09/21/47 (Petroleos Mexicanos) | Long | Debt | MX | $585K | – | 0.18 |
| PFMT 2020-1 B3 (PROVIDENT FUNDING MORTGAGE LOAN TRUST) | Long | ABS-other | US | $363K | – | 0.11 |
| PHHMC 2005-4 A8 (PHH Mtg Cap Llc) | Long | ABS-other | US | $342K | – | 0.10 |
| PRETSL FLOAT 07/03/33 (Preferred Term Securities X, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $24K | – | 0.01 |
| PRIME 2003-3 A9 (Prime Mtg Trust) | Long | ABS-other | US | $323K | – | 0.10 |
| RAAC 2004-SP1 AII (Residential Asset Mortgage Products, Inc.) | Long | ABS-other | US | $26K | – | 0.01 |
| RAAC 2005-SP1 4A1 (Residential Asset Mortgage Products, Inc.) | Long | ABS-other | US | $17K | – | 0.01 |
| RAAC 2005-SP2 2A (Residential Asset Mortgage Products, Inc.) | Long | ABS-other | US | $293K | – | 0.09 |
| RAAC 2007-RP3 A (Raac Ser 2007 Rp3) | Long | ABS-other | US | $461K | – | 0.14 |
| RALI 2005-QA12 CB1 (Residential Accredit Loans Inc) | Long | ABS-other | US | $46K | – | 0.01 |
| RALI 2005-QA4 A41 (Residential Accredit Loans Inc) | Long | ABS-other | US | $2K | – | 0.00 |
| RAMC 2002-3 M1 (Renaissance Mtg Ac) | Long | ABS-other | US | $385K | – | 0.12 |
| RAMC 2002-3 M2 (Renaissance Mtg Ac) | Long | ABS-other | US | $67K | – | 0.02 |
| RAMP 2002-SL1 AII4 (Residential Asset Mortgage Products, Inc.) | Long | ABS-other | US | $307K | – | 0.09 |
| RAST 2002-A12 A4 (Indymac MBS Inc) | Long | ABS-other | US | $0 | – | – |
| RAST 2003-A10 A5 (Indymac MBS Inc) | Long | ABS-other | US | $428K | – | 0.13 |
| RAST 2003-A7 A8 (Indymac MBS Inc) | Long | ABS-other | US | $27K | – | 0.01 |
| RAST 2003-A9 A3 (Indymac MBS Inc) | Long | ABS-other | US | $1M | – | 0.37 |
| RBIT 2022-HB1 M3 (RMF BUYOUT ISSUANCE TRUST 2022-HB1) | Long | ABS-other | US | $4M | – | 1.33 |
| RBSGC 2007-B 3B1 (Rbsgc Mtg Loan Tst) | Long | ABS-other | US | $9K | – | 0.00 |
| RBSGC 2008-A A1 (Rbsgc Structured T) | Long | ABS-other | US | $255K | – | 0.08 |
| RBSSP 2009-12 19A2 (RBSSP Resecuritization Trust) | Long | ABS-other | US | $6M | – | 1.72 |
| RBSSP 2010-4 6A2 (RBSSP Resecuritization Trust) | Long | ABS-other | US | $201K | – | 0.06 |
| RCLT 2019-2 A (READYCAP LENDING SMALL BUSINESS LOAN TRUST) | Long | Debt | US | $361K | – | 0.11 |
| RCLT 2023-3 A (READYCAP LENDING SMALL BUSINESS LOAN TRUST 2023-3) | Long | Debt | US | $356K | – | 0.11 |
| RCMT 2019-5 E (Ready Capital Mortgage Trust 2019-5) | Long | ABS-other | US | $2M | – | 0.57 |
| RPIT 2021-2 A (RMF PROPRIETARY ISSUANCE TRUST) | Long | ABS-other | US | $227K | – | 0.07 |
| RPIT 2021-2 M1 (RMF PROPRIETARY ISSUANCE TRUST) | Long | ABS-other | US | $814K | – | 0.25 |
| RPIT 2022-1 A1 (RMF PROPRIETARY ISSUANCE TRUST 2022-1) | Long | ABS-other | US | $189K | – | 0.06 |
| RPIT 2022-1 M1 (RMF PROPRIETARY ISSUANCE TRUST 2022-1) | Long | ABS-other | US | $736K | – | 0.22 |
| RPIT 2022-2 M3 (RMF PROPRIETARY ISSUANCE TRUST 2022-2) | Long | ABS-other | US | $598K | – | 0.18 |
| RPIT 2022-3 A (RMF PROPRIETARY ISSUANCE TRUST 2022-3) | Long | ABS-other | US | $182K | – | 0.06 |
| RYMS 1994-1 B (Ryland Mortgage Se) | Long | ABS-other | US | $0 | – | – |
| SAIL 2003-BC9 M3 (Strctrd Asset Invt) | Long | ABS-other | US | $471K | – | 0.14 |
| SARM 2004-18 1A3 (Structured Adj Rate Mtg Loan Trust) | Long | ABS-other | US | $52K | – | 0.02 |
| SARM 2004-2 4A1 (Structured Asset Securities Corp.) | Long | ABS-other | US | $41K | – | 0.01 |
| SARM 2005-15 1A1 (Structured Adj Rate Mtg Loan Trust) | Long | ABS-other | US | $173K | – | 0.05 |
| SARM 2005-4 1A1 (Structured Adj Rate Mtg Loan Trust) | Long | ABS-other | US | $159K | – | 0.05 |
| SARM 2006-1 2A2 (Structured Adj Rate Mtg Loan Trust) | Long | ABS-other | US | $650K | – | 0.20 |
| SARM 2006-8 3AF (Structured Adj Rate Mtg Loan Trust) | Long | ABS-other | US | $6K | – | 0.00 |
| SARM 2007-9 2A1 (Structured Adj Rate Mtg Loan Trust) | Long | ABS-other | US | $188K | – | 0.06 |
| SASC 2000-5 B3 (Structured Asset Securities Corp.) | Long | ABS-other | US | $35K | – | 0.01 |
| SASC 2003-37A B1I (Structured Asset Securities Corp.) | Long | ABS-other | US | $1K | – | 0.00 |
| SASC 2003-40A 3A1 (Structured Asset Securities Corp.) | Long | ABS-other | US | $135K | – | 0.04 |
| SASC 2003-40A 3A2 (Structured Asset Securities Corp.) | Long | ABS-other | US | $26K | – | 0.01 |
| SASC 2004-4XS 1A5 (Structured Asset Securities Corp.) | Long | ABS-other | US | $92K | – | 0.03 |
| SASC 2004-4XS 1M1 (Structured Asset Securities Corp.) | Long | ABS-other | US | $332K | – | 0.10 |
| SASC 2004-4XS A3A (Structured Asset Securities Corp.) | Long | ABS-other | US | $15K | – | 0.00 |
| SASC 2005-RF2 A (First Franklin Mortgage Loan Trust) | Long | ABS-other | US | $64K | – | 0.02 |
| SASC 2005-RF3 2A (First Franklin Mortgage Loan Trust) | Long | ABS-other | US | $76K | – | 0.02 |
| SASC 2005-WF2 M7 (First Franklin Mortgage Loan Trust) | Long | ABS-other | US | $136K | – | 0.04 |
| SAST 2001-2 AF5 (Saxon Asset Securities Trust) | Long | ABS-other | US | $24K | – | 0.01 |
| SAST 2003-3 AF5 (Saxon Asset Securities Trust) | Long | ABS-other | US | $182K | – | 0.06 |
| SAST 2003-3 M2 (Saxon Asset Securities Trust) | Long | ABS-other | US | $26K | – | 0.01 |
| SAST 2004-1 A (Saxon Asset Securities Trust) | Long | ABS-other | US | $114K | – | 0.03 |
| SBALR 2020-RR1 C (SBALR COMMERCIAL MORTGAGE 2020-RR1 TRUST) | Long | ABS-other | US | $453K | – | 0.14 |
| SBM7 1997-HUD2 B2 (Salomon Brothers Mtg Secs VII Inc) | Long | ABS-other | US | $122.03 | – | 0.00 |
| SBM7 2002-HYB1 B2 (Salomon Brothers Mtg Secs VII Inc) | Long | ABS-other | US | $3K | – | 0.00 |
| SBM7 2002-WMC1 M1 (Salomon Brothers Mtg Secs VII Inc) | Long | ABS-other | US | $11K | – | 0.00 |
| SCML 2021-SB10 C (SUTHERLAND COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $317K | – | 0.10 |
| SCOT 2017-1 B4 (SHELLPOINT CO-ORIGINATOR TRUST) | Long | ABS-other | US | $53K | – | 0.02 |
| SCRT 2017-3 B (Freddie Mac Seasoned Credit Risk Transfer Trust) | Long | ABS-other | US | $6K | – | 0.00 |
| SCRT 2019-1 M (Freddie Mac Seasoned Credit Risk Transfer Trust) | Long | ABS-other | US | $804K | – | 0.24 |
| SELECT 5.91 02/22/33 (Select Notes Trust) | Long | Debt | US | $566K | – | 0.17 |
| SEMT 2003-4 1A1 (Sequoia Mtg Trust) | Long | ABS-other | US | $249K | – | 0.08 |
| SEMT 2004-10 A1A (Sequoia Mtg Trust) | Long | ABS-other | US | $27K | – | 0.01 |
| SEMT 2004-10 A3B (Sequoia Mtg Trust) | Long | ABS-other | US | $32K | – | 0.01 |
| SEMT 2005-2 A1 (Sequoia Mtg Trust) | Long | ABS-other | US | $48K | – | 0.01 |
| SEMT 2005-3 B1 (Sequoia Mtg Trust) | Long | ABS-other | US | $210K | – | 0.06 |
| SEMT 2007-2 1B1 (Sequoia Mtg Trust) | Long | ABS-other | US | $233K | – | 0.07 |
| SEMT 2007-4 1A1 (Sequoia Mtg Trust) | Long | ABS-other | US | $213K | – | 0.06 |
| SEMT 2013-6 B1 (Sequoia Mtg Trust) | Long | ABS-other | US | $117K | – | 0.04 |
| SEMT 2017-1 B3 (SEQUOIA MORTGAGE TRUST) | Long | ABS-other | US | $55K | – | 0.02 |
| SEQUOIA MORTGAGE TRUST | Long | ABS-other | US | $225K | – | 0.07 |
| SFAST 2023-1A C (SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1) | Long | ABS-other | US | $101K | – | 0.03 |
| SHMLT 2020-SH1 B2 (Spruce Hill Mortgage Loan Trust 2020-Sh1) | Long | ABS-other | US | $85K | – | 0.03 |
| SLART 2007-1 3A1 (Student Ln Abs) | Long | ABS-other | US | $10K | – | 0.00 |
| SLMA 2005-5 B (SLM Student Loan Trust) | Long | ABS-other | US | $12K | – | 0.00 |
| SLMA 2005-8 B (SLM Student Loan Trust) | Long | ABS-other | US | $65K | – | 0.02 |
| SMB 2023-C B (SMB PRIVATE EDUCATION LOAN TRUST 2023-C) | Long | ABS-other | US | $307K | – | 0.09 |
| SNMLT 2005-2A A3 (Security National Mortgage Loan Tst) | Long | ABS-other | US | $273K | – | 0.08 |
| SNMLT 2005-2A A4 (Security National Mortgage Loan Tst) | Long | ABS-other | US | $1M | – | 0.44 |
| SOCGEN 0 07/29/31 (SG Structured Products, Inc.) | Long | Debt | US | $131K | – | 0.04 |
| SOCGEN 12 1/2 01/31/35 (Societe Generale S.A.) | Long | Debt | FR | $149K | – | 0.05 |
| SOCGEN 21 10/29/32 (Societe Generale S.A.) | Long | Debt | FR | $515K | – | 0.16 |
| SOCGEN FLOAT 03/31/26 (SG Structured Products, Inc.) | Long | Debt | US | $172K | – | 0.05 |
| SPSAC 1997-2 M1F (Southern Pacific Secured Assets Corp.) | Long | ABS-other | US | $191K | – | 0.06 |
| STACR 2019-DNA3 B2 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $1M | – | 0.35 |
| STACR 2022-HQA1 M2 (Freddie Mac Stacr Remic Trust) | Long | ABS-other | US | $1M | – | 0.33 |
| STALT 2005-1F 1A1 (Suntrust Alt Loan) | Long | ABS-other | US | $43K | – | 0.01 |
| STARM 2007-4 3A1 (Starm Mtg Ln Tr) | Long | ABS-other | US | $400K | – | 0.12 |
| STCR 2018-2A D (Steele Creek Clo 2018-2) | Long | ABS-collateralized bond/debt obligation | KY | $494K | – | 0.15 |
| STRATS FLOAT 02/15/34 (Strats Trust for Goldman Sachs Capital I Securities) | Long | Debt | US | $108K | – | 0.03 |
| STWD 2022-FL3 C (STWD 2022-FL3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $366K | – | 0.11 |
| SUNRN 2021-1A A (SUNRUN VULCAN ISSUER LLC) | Long | ABS-other | US | $103K | – | 0.03 |
| SUNRN 2021-2A A (SUNRUN DEMETER ISSUER 2021-2 LLC) | Long | ABS-other | US | $106K | – | 0.03 |
| SVHE 2006-OPT4 1A1 (Soundview 06-Opt4) | Long | ABS-other | US | $30K | – | 0.01 |
| T 3 3/4 06/30/30 (United States Treasury Notes) | Long | Debt | US | $958K | – | 0.29 |
| T 4 06/30/28 (United States Treasury Notes) | Long | Debt | US | $978K | – | 0.30 |
| T 4 1/2 11/15/33 (United States Treasury Notes) | Long | Debt | US | $4M | – | 1.22 |
| TBMLT 2018-2 B3 (Tiaa Bank Mortgage Loan Trust) | Long | ABS-other | US | $169K | – | 0.05 |
| TBMLT 2018-3 B4 (Tiaa Bank Mortgage Loan Trust) | Long | ABS-other | US | $163K | – | 0.05 |
| TIMSQU 8.528 08/01/26 (Times Square Hotel Tr) | Long | ABS-other | US | $393K | – | 0.12 |
| TPMT 2015-1 B1 (Towd Point Mortgage Trust 2015-1) | Long | ABS-other | US | $209K | – | 0.06 |
| TPMT 2015-2 1B3 (Towd Point Mortgage Trust 2015-2) | Long | ABS-other | US | $498K | – | 0.15 |
| TROPC 2004-4A A3L (Tropic Cdo IV Ltd / Tropic Cdo Corp) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.72 |
| UBS 10 04/29/31 (Credit Suisse AG London Branch) | Long | Debt | CH | $556K | – | 0.17 |
| UBS 8 10/31/31 (Credit Suisse AG London Branch) | Long | Debt | CH | $726K | – | 0.22 |
| UBS Float 01/29/31 (Credit Suisse, Nassau Branch) | Long | Debt | CH | $152K | – | 0.05 |
| UBS Float 07/31/30 (Credit Suisse, Nassau Branch) | Long | Debt | CH | $97K | – | 0.03 |
| UBS Float 09/30/30 (Credit Suisse, Nassau Branch) | Long | Debt | CH | $445K | – | 0.14 |
| UBS Float 09/30/30 (Credit Suisse, Nassau Branch) | Long | Debt | CH | $205K | – | 0.06 |
| UBS Float 10/30/30 (Credit Suisse, Nassau Branch) | Long | Debt | CH | $65K | – | 0.02 |
| UBSBB 2013-C5 C (UBS-Barclays Commercial Mortgage Trust 2012-C4) | Long | ABS-other | US | $1M | – | 0.32 |
| UBSBM 2012-WRM A (UBS-Bamll Trust 2012-WRM) | Long | ABS-other | US | $431K | – | 0.13 |
| US 10yr Ultra Fut Sep24 (Chicago Board of Trade) | Long | Derivative-interest rate | US | $160K | – | 0.05 |
| US 3YR NOTE (CBT) Sep24 (Chicago Board of Trade) | Long | Derivative-interest rate | US | $100K | – | 0.03 |
| USAUT 2021-1A D (US AUTO FUNDING TRUST 2021-1) | Long | ABS-other | US | $942K | – | 0.29 |
| USAUT 2022-1A A (U.S.AUTO FUNDING TRUST 2022-1) | Long | ABS-other | US | $17K | – | 0.01 |
| VCC 2017-2 M5 (Velocity Commercial Capital Loan Trust 2017-2) | Long | ABS-other | US | $1M | – | 0.41 |
| VCC 2017-2 M6 (Velocity Commercial Capital Loan Trust 2017-2) | Long | ABS-other | US | $1M | – | 0.40 |
| VCC 2018-1 M6 (Velocity Commercial Capital Loan Trust 2018-1) | Long | ABS-other | US | $664K | – | 0.20 |
| VCC 2018-2 M5 (Velocity Commercial Capital Loan Trust 2018-2) | Long | ABS-other | US | $263K | – | 0.08 |
| VCC 2019-2 M6 (VELOCITY COMMERCIAL CAPITAL LOAN TRUST) | Long | ABS-other | US | $1M | – | 0.42 |
| VCC 2019-3 M3 (VELOCITY COMMERCIAL CAPITAL LOAN TRUST) | Long | ABS-other | US | $459K | – | 0.14 |
| VCC 2020-1 M2 (VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2020-1) | Long | ABS-other | US | $61K | – | 0.02 |
| VCC 2021-2 M1 (VELOCITY COMMERCIAL CAPITAL LOAN TRUST) | Long | ABS-other | US | $2M | – | 0.49 |
| VCC 2022-2 M1 (VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-2) | Long | ABS-other | US | $1M | – | 0.35 |
| VCC 2022-3 M1 (VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-3) | Long | ABS-other | US | $1M | – | 0.38 |
| VCC 2022-4 M4 (VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-4) | Long | ABS-other | US | $747K | – | 0.23 |
| VCC 2023-1 M1 (VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2023-1) | Long | ABS-other | US | $474K | – | 0.14 |
| VCC 2024-1 M2 (VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-1) | Long | ABS-other | US | $250K | – | 0.08 |
| VCRRL 2022-1A A (VCP RRL ABS II LTD) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.74 |
| VCRRL 2022-1A B (VCP RRL ABS II LTD) | Long | ABS-collateralized bond/debt obligation | US | $334K | – | 0.10 |
| VERUS 2020-INV1 B2 (VERUS SECURITIZATION TRUST) | Long | ABS-other | US | $97K | – | 0.03 |
| VSLR 2020-1A A (VIVINT SOLAR FINANCING VII LLC) | Long | ABS-other | US | $94K | – | 0.03 |
| WAMMS 2003-AR3 B1 (Washington Mut Mtg) | Long | ABS-other | US | $145K | – | 0.04 |
| WAMMS 2003-MS7 A12 (Washington Mut Mtg) | Long | ABS-other | US | $158K | – | 0.05 |
| WAMMS 2003-MS9 2A (Washington Mut Mtg) | Long | ABS-other | US | $46K | – | 0.01 |
| WAMMS 2004-RA3 CB1 (Washington Mut Mtg) | Long | ABS-other | US | $103K | – | 0.03 |
| WAMMS 2005-RA1 3B4 (Washington Mut Mtg) | Long | ABS-other | US | $8K | – | 0.00 |
| WAMU 2002-AR14 B1 (Washington Mut Mtg) | Long | ABS-other | US | $36K | – | 0.01 |
| WAMU 2002-AR17 1A (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $73K | – | 0.02 |
| WAMU 2002-AR18 A (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $35K | – | 0.01 |
| WAMU 2002-AR2 A (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $18K | – | 0.01 |
| WAMU 2003-AR9 1A7 (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $204K | – | 0.06 |
| WAMU 2003-S3 1A4 (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $32K | – | 0.01 |
| WAMU 2003-S5 1A13 (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $36K | – | 0.01 |
| WAMU 2004-CB3 2A (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $117K | – | 0.04 |
| WAMU 2006-AR2 1A1 (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $36K | – | 0.01 |
| WAMU 2006-AR8 1A1 (Wamu Mortgage Pass-Through CTFS TR) | Long | ABS-other | US | $105K | – | 0.03 |
| WBCMT 2004-C12 IO (Wachovia Bank Commercial Mortgage Trust) | Long | ABS-other | US | $2K | – | 0.00 |
| WCMT 2015-SBC5 A (Waterfall Commercial Mortgage Trust 2015-Sbc5) | Long | ABS-other | US | $63K | – | 0.02 |
| WFALT 2005-1 2A1 (Wells Fargo Alternative Loan 2005-1 Trust) | Long | ABS-other | US | $506K | – | 0.15 |
| WFALT 2005-1 2A3 (Wells Fargo Alternative Loan 2005-1 Trust) | Long | ABS-other | US | $891K | – | 0.27 |
| WFCM 2013-LC12 B (Wells Fargo Commercial Mortgage Trust) | Long | ABS-other | US | $590K | – | 0.18 |
| WFCM 2015-C27 C (Wells Fargo Coml Mtg Tr 2015-C27) | Long | ABS-other | US | $275K | – | 0.08 |
| WFCM 2016-C36 C (Wells Fargo Coml Tr 2016-C36) | Long | ABS-other | US | $172K | – | 0.05 |
| WFMBS 2006-AR14 2A1 (Wells Fargo Mortgage Backed Secs) | Long | ABS-other | US | $45K | – | 0.01 |
| WFMBS 2007-7 A6 (Wells Fargo Mortgage Backed Secs) | Long | ABS-other | US | $58K | – | 0.02 |
| WFMBS 2018-1 B4 (WELLS FARGO MORTGAGE BACKED SECURITIES TRUST) | Long | ABS-other | US | $162K | – | 0.05 |
| WFMBS 2019-4 A2 (WELLS FARGO MORTGAGE BACKED SECURITIES TRUST) | Long | ABS-other | US | $50K | – | 0.02 |
| WFRBS 2011-C4 C (Wf-Rbs Com Mg Tst) | Long | ABS-other | US | $37K | – | 0.01 |
| WFRBS 2013-C14 B (WFRBS Commercial Mortgage Trust 2013-C14) | Long | ABS-other | US | $833K | – | 0.25 |
| WFRBS 2013-C15 B (Wf-Rbs Com Mg Tst) | Long | ABS-other | US | $1M | – | 0.45 |
| WFRBS 2014-C22 B (Wfrbs Coml Mtg Tr) | Long | ABS-other | US | $34K | – | 0.01 |
| WFRBS 2014-C24 B (WFRBS COMMERCIAL MORTGAGE TRUST) | Long | ABS-other | US | $103K | – | 0.03 |
| WFRBS 2014-C25 D (Wf-Rbs Com Mg Tst) | Long | ABS-other | US | $398K | – | 0.12 |
| WIN 2015-1 B2 (WinWater Mortgage Loan Trust 2015-4) | Long | ABS-other | US | $184K | – | 0.06 |
| WMLT 2006-A 4A1 (Wachovia Mortgage Loan Trust LLC) | Long | ABS-other | US | $31K | – | 0.01 |
| WPT 2017-WWP A (Worldwide Plaza Tst) | Long | ABS-other | US | $1M | – | 0.39 |
| ZAIS 2019-13A D1 (ZAIS CLO 13 LTD) | Long | ABS-collateralized bond/debt obligation | US | $470K | – | 0.14 |
Address
James Alpha Funds Trust
515 Madison Avenue
New York
New York
10022
United States of America
Websites
Directors
A. Clayton Spencer
Darrell Crate
Neil Medugno
Transfer Agents
Ultimus Fund Solutions, LLC
Pricing Services
ICE Data Services
Pricing Direct
Refinitiv
Custodians
UMB Bank, National Association
BROWN BROTHERS HARRIMAN & Co.
Shareholder Servicing Agents
Ultimus Fund Solutions, LLC
Admins
Ultimus Fund Solutions, LLC
Brokers
N/A