Current holdings
Data for period
30 Jun 24
(Last reporting period)
Total assets
$770.60 mm
Liabilities
$216.12 mm
Net assets
$554.47 mm
Number of holdings
87.00
Holding trends
Total assets and liabilities
Assets
Liabilities
Total number of holdings
Holdings history data
$Dollar values in millions. Negative values are Short positions. "0" is less than $100,000.
Holding | Sep 19 | Dec 19 | Mar 20 | Jun 20 | Sep 20 | Dec 20 | Mar 21 | Jun 21 | Sep 21 | Dec 21 | Mar 22 | Jun 22 | Sep 22 | Dec 22 | Mar 23 | Jun 23 | Sep 23 | Mar 24 | Jun 24 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Adjustable Rate Mortgage Trust | |||||||||||||||||||
Agate Bay Mortgage Trust | |||||||||||||||||||
American Credit Acceptance Receivables Trust American Credit Acceptance Receivables Trust, Series 2019-2, Class D | |||||||||||||||||||
American Credit Acceptance Receivables Trust American Credit Acceptance Receivables Trust, Series 2019-1, Class C | |||||||||||||||||||
American Credit Acceptance Receivables Trust American Credit Acceptance Receivables Trust, Series 2017-4, Class D | |||||||||||||||||||
American Home Mortgage Investment Trust | |||||||||||||||||||
AmeriCredit Automobile Receivables Trust AmeriCredit Automobile Receivables Trust, Series 2019-3, Class D | |||||||||||||||||||
AmeriCredit Automobile Receivables Trust AmeriCredit Automobile Receivables Trust, Series 2019-2, Class D | |||||||||||||||||||
Angel Oak Mortgage Trust, LLC | |||||||||||||||||||
Arroyo Mortgage Trust | |||||||||||||||||||
Banc of America Funding Trust Banc of America Funding Trust, Series 2006-A, Class 1A1 | |||||||||||||||||||
Banc of America Funding Trust Banc of America Funding Trust, Series 2006-3, Class 5A5 | |||||||||||||||||||
Banco Santander S.A. | |||||||||||||||||||
Bank | |||||||||||||||||||
Barclays Bank PLC | |||||||||||||||||||
Bear Stearns Adjustable Rate Mortgage Trust | |||||||||||||||||||
Benchmark Mortgage Trust | |||||||||||||||||||
BINOM Securitization Trust | |||||||||||||||||||
BNP Paribas S.A. | |||||||||||||||||||
BPCE S.A. | |||||||||||||||||||
BX Commercial Mortgage Trust | |||||||||||||||||||
Canadian Imperial Bank of Commerce | |||||||||||||||||||
CarMax Auto Owner Trust CarMax Auto Owner Trust, Series 2018-1, Class D | |||||||||||||||||||
CarMax Auto Owner Trust CarMax Auto Owner Trust, Series 2017-4, Class D | |||||||||||||||||||
CarMax Auto Owner Trust CarMax Auto Owner Trust, Series 2017-1, Class D | |||||||||||||||||||
CCG Receivables Trust CCG Receivables Trust, Series 2019-2, Class C | |||||||||||||||||||
CCG Receivables Trust CCG Receivables Trust, Series 2019-1, Class C | |||||||||||||||||||
CCG Receivables Trust CCG Receivables Trust, Series 2019-1, Class B | |||||||||||||||||||
CCG Receivables Trust CCG Receivables Trust, Series 2018-1, Class C | |||||||||||||||||||
CD Mortgage Trust | |||||||||||||||||||
CGDBB Commercial Mortgage Trust CGDBB Commercial Mortgage Trust, Series 2017-BIOC, Class C | |||||||||||||||||||
CGDBB Commercial Mortgage Trust CGDBB Commercial Mortgage Trust, Series 2017-BIOC, Class B | |||||||||||||||||||
Chase Mortgage Finance Corp. Chase Mortgage Finance Corp., Series 2016-SH1, Class M3 | |||||||||||||||||||
Chase Mortgage Finance Corp. Chase Mortgage Finance Corp., Series 2016-SH2, Class M4 | |||||||||||||||||||
Chase Mortgage Finance Trust Chase Mortgage Finance Trust, Series 2007-A2, Class 2A1 | |||||||||||||||||||
Chase Mortgage Finance Trust Chase Mortgage Finance Trust, Series 2007-A2, Class 2A4 | |||||||||||||||||||
Chase Mortgage Finance Trust Chase Mortgage Finance Trust, Series 2005-A1, Class 3A1 | |||||||||||||||||||
Citigroup Commercial Mortgage Trust Citigroup Commercial Mortgage Trust, Series 2017-C4, Class XA | |||||||||||||||||||
Citigroup Commercial Mortgage Trust Citigroup Commercial Mortgage Trust, Series 2013-GC17, Class XA | |||||||||||||||||||
Citigroup Mortgage Loan Trust Citigroup Mortgage Loan Trust, Series 2005-11, Class A2A | |||||||||||||||||||
Citigroup Mortgage Loan Trust Citigroup Mortgage Loan Trust, Series 2004-UST1, Class A4 | |||||||||||||||||||
Citigroup Mortgage Loan Trust Citigroup Mortgage Loan Trust, Series 2006-AR2, Class 1A2 | |||||||||||||||||||
COMM Mortgage Trust COMM Mortgage Trust, Series 2015-CR24, Class XA | |||||||||||||||||||
COMM Mortgage Trust COMM Mortgage Trust, Series 2013-LC13, Class XA | |||||||||||||||||||
Commercial Mortgage Trust Commercial Mortgage Trust, Series 2014-FL5, Class B | |||||||||||||||||||
Commercial Mortgage Trust Commercial Mortgage Trust, Series 2015-CR26, Class C | |||||||||||||||||||
Commercial Mortgage Trust Commercial Mortgage Trust, Series 2014-LC15, Class D | |||||||||||||||||||
Commonbond Student Loan Trust | |||||||||||||||||||
Countrywide Home Loans Mortgage Pass-Through Trust | |||||||||||||||||||
Credit Suisse Mortgage Capital Trust | |||||||||||||||||||
CSFB Mortgage-Backed Pass-Through Ctfs. | |||||||||||||||||||
CSMC Trust | |||||||||||||||||||
CSMLT Trust | |||||||||||||||||||
DBGS Mortgage Trust | |||||||||||||||||||
DBUBS Mortgage Trust | |||||||||||||||||||
Deephaven Residential Mortgage Trust | |||||||||||||||||||
Dell Equipment Finance Trust | |||||||||||||||||||
Deutsche Mortgage Securities, Inc. Re-REMIC Trust Ctfs. | |||||||||||||||||||
Drive Auto Receivables Trust Drive Auto Receivables Trust, Series 2019-1, Class D | |||||||||||||||||||
Drive Auto Receivables Trust Drive Auto Receivables Trust, Series 2019-3, Class D | |||||||||||||||||||
Drive Auto Receivables Trust Drive Auto Receivables Trust, Series 2019-2, Class D | |||||||||||||||||||
Drive Auto Receivables Trust Drive Auto Receivables Trust, Series 2018-3, Class D | |||||||||||||||||||
DT Auto Owner Trust DT Auto Owner Trust, Series 2019-2A, Class D | |||||||||||||||||||
DT Auto Owner Trust DT Auto Owner Trust, Series 2019-4A, Class D | |||||||||||||||||||
DT Auto Owner Trust DT Auto Owner Trust, Series 2019-3A, Class D | |||||||||||||||||||
DT Auto Owner Trust DT Auto Owner Trust, Series 2019-1A, Class D | |||||||||||||||||||
DT Auto Owner Trust DT Auto Owner Trust, Series 2016-4A, Class E | |||||||||||||||||||
Exeter Automobile Receivables Trust | |||||||||||||||||||
Fannie Mae ACES Fannie Mae ACES | |||||||||||||||||||
Fannie Mae ACES Fannie Mae ACES | |||||||||||||||||||
Fannie Mae ACES Fannie Mae ACES | |||||||||||||||||||
Fannie Mae ACES Fannie Mae ACES | |||||||||||||||||||
Fannie Mae Connecticut Avenue Securities Fannie Mae Connecticut Avenue Securities, Series 2023-R02, Class 1M2 | |||||||||||||||||||
Fannie Mae Connecticut Avenue Securities Fannie Mae Connecticut Avenue Securities, Series 2022-R03, Class 1M1 | |||||||||||||||||||
Fannie Mae Connecticut Avenue Securities Fannie Mae Connecticut Avenue Securities, Series 2022-R06, Class 1M1 | |||||||||||||||||||
Fannie Mae Connecticut Avenue Securities Fannie Mae Connecticut Avenue Securities, Series 2015-C03, Class 2M2 | |||||||||||||||||||
Fannie Mae Connecticut Avenue Securities Fannie Mae Connecticut Avenue Securities, Series 2015-C02, Class 1M2 | |||||||||||||||||||
Fannie Mae Connecticut Avenue Securities Fannie Mae Connecticut Avenue Securities, Series 2014-C03, Class 2M2 | |||||||||||||||||||
Fannie Mae Grantor Trust | |||||||||||||||||||
Fannie Mae or Freddie Mac Fannie Mae or Freddie Mac, TBA | |||||||||||||||||||
Fannie Mae or Freddie Mac Fannie Mae or Freddie Mac | |||||||||||||||||||
Fannie Mae or Freddie Mac Fannie Mae or Freddie Mac | |||||||||||||||||||
Fannie Mae or Freddie Mac Fannie Mae or Freddie Mac | |||||||||||||||||||
Fannie Mae or Freddie Mac Fannie Mae or Freddie Mac, TBA | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, Series 2021-11, Class MI, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs, IO | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs Fannie Mae REMICs | |||||||||||||||||||
Fannie Mae REMICs, IO | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp., ARM | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp., ARM | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp., ARM | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp., ARM | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp., ARM | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp., ARM | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp., ARM | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. | |||||||||||||||||||
Federal National Mortgage Association Federal National Mortgage Association | |||||||||||||||||||
Federal National Mortgage Association Federal National Mortgage Association | |||||||||||||||||||
Federal National Mortgage Association Federal National Mortgage Association, TBA | |||||||||||||||||||
Federal National Mortgage Association Federal National Mortgage Association, TBA | |||||||||||||||||||
Federal National Mortgage Association Federal National Mortgage Association | |||||||||||||||||||
Federal National Mortgage Association Federal National Mortgage Association | |||||||||||||||||||
Federal National Mortgage Association Federal National Mortgage Association, TBA | |||||||||||||||||||
Federal National Mortgage Association Federal National Mortgage Association, TBA | |||||||||||||||||||
FNMA FNCI TBA 15yr 2.5 11-01-34 | |||||||||||||||||||
Freddie Mac Freddie Mac, Series 2022-DNA4, Class M1 | |||||||||||||||||||
Freddie Mac Freddie Mac, Series 2022-HQA3, Class M1 | |||||||||||||||||||
Freddie Mac Freddie Mac, Series 2019-HRP1, Class M2, STACR | |||||||||||||||||||
Freddie Mac Freddie Mac | |||||||||||||||||||
Freddie Mac Freddie Mac | |||||||||||||||||||
Freddie Mac Freddie Mac | |||||||||||||||||||
Freddie Mac Freddie Mac | |||||||||||||||||||
Freddie Mac Freddie Mac | |||||||||||||||||||
Freddie Mac Freddie Mac | |||||||||||||||||||
Freddie Mac Freddie Mac | |||||||||||||||||||
Freddie Mac Freddie Mac | |||||||||||||||||||
Freddie Mac Freddie Mac | |||||||||||||||||||
Freddie Mac Freddie Mac | |||||||||||||||||||
Freddie Mac Freddie Mac | |||||||||||||||||||
Freddie Mac Freddie Mac | |||||||||||||||||||
Freddie Mac Freddie Mac | |||||||||||||||||||
Freddie Mac Freddie Mac | |||||||||||||||||||
Freddie Mac Freddie Mac | |||||||||||||||||||
Freddie Mac Freddie Mac | |||||||||||||||||||
Freddie Mac Freddie Mac | |||||||||||||||||||
Freddie Mac Freddie Mac | |||||||||||||||||||
Freddie Mac Freddie Mac | |||||||||||||||||||
Freddie Mac Freddie Mac | |||||||||||||||||||
Freddie Mac Freddie Mac | |||||||||||||||||||
Freddie Mac Freddie Mac | |||||||||||||||||||
Freddie Mac Freddie Mac | |||||||||||||||||||
Freddie Mac Freddie Mac | |||||||||||||||||||
Freddie Mac Freddie Mac | |||||||||||||||||||
Freddie Mac Freddie Mac | |||||||||||||||||||
Freddie Mac Freddie Mac, Series 2014-DN1, Class M2, STACR | |||||||||||||||||||
Freddie Mac Freddie Mac | |||||||||||||||||||
Freddie Mac Freddie Mac, Series 2017-DNA2, Class M1, STACR | |||||||||||||||||||
Freddie Mac Freddie Mac, Series 2015-DNA1, Class M2, STACR | |||||||||||||||||||
Freddie Mac Freddie Mac, Series 2018-DNA2, Class M1, STACR | |||||||||||||||||||
Freddie Mac Freddie Mac, Series 2016-HQA4, Class M2, STACR | |||||||||||||||||||
Freddie Mac Freddie Mac, Series 2013-DN2, Class M2 | |||||||||||||||||||
Freddie Mac Freddie Mac, Series 2015-HQ1, Class M3, STACR | |||||||||||||||||||
Freddie Mac Freddie Mac, Series 2016-HQA2, Class M2, STACR | |||||||||||||||||||
Freddie Mac Freddie Mac, Series 2016-DNA1, Class M2, STACR | |||||||||||||||||||
Freddie Mac Freddie Mac, Series 2016-HQA1, Class M2, STACR | |||||||||||||||||||
Freddie Mac Multifamily Structured Pass Through Ctfs. Freddie Mac Multifamily Structured Pass Through Ctfs. | |||||||||||||||||||
Freddie Mac Multifamily Structured Pass Through Ctfs. Freddie Mac Multifamily Structured Pass Through Ctfs. | |||||||||||||||||||
Freddie Mac Multifamily Structured Pass Through Ctfs. Freddie Mac Multifamily Structured Pass Through Ctfs. | |||||||||||||||||||
Freddie Mac Multifamily Structured Pass Through Ctfs. Freddie Mac Multifamily Structured Pass Through Ctfs. | |||||||||||||||||||
Freddie Mac Multifamily Structured Pass Through Ctfs. Freddie Mac Multifamily Structured Pass Through Ctfs., Series K735, Class X1 | |||||||||||||||||||
Freddie Mac Multifamily Structured Pass Through Ctfs. Freddie Mac Multifamily Structured Pass Through Ctfs. | |||||||||||||||||||
Freddie Mac Multifamily Structured Pass Through Ctfs. Freddie Mac Multifamily Structured Pass Through Ctfs. | |||||||||||||||||||
Freddie Mac Multifamily Structured Pass Through Ctfs. Freddie Mac Multifamily Structured Pass Through Ctfs. | |||||||||||||||||||
Freddie Mac Multifamily Structured Pass Through Ctfs. Freddie Mac Multifamily Structured Pass Through Ctfs. | |||||||||||||||||||
Freddie Mac Multifamily Structured Pass Through Ctfs. Freddie Mac Multifamily Structured Pass Through Ctfs. | |||||||||||||||||||
Freddie Mac Multifamily Structured Pass Through Ctfs. Freddie Mac Multifamily Structured Pass Through Ctfs. | |||||||||||||||||||
Freddie Mac Multifamily Structured Pass Through Ctfs. Freddie Mac Multifamily Structured Pass Through Ctfs. | |||||||||||||||||||
Freddie Mac Multifamily Structured Pass Through Ctfs. Freddie Mac Multifamily Structured Pass Through Ctfs. | |||||||||||||||||||
Freddie Mac Multifamily Structured Pass Through Ctfs. Freddie Mac Multifamily Structured Pass Through Ctfs. | |||||||||||||||||||
Freddie Mac Multifamily Structured Pass Through Ctfs. Freddie Mac Multifamily Structured Pass Through Ctfs. | |||||||||||||||||||
Freddie Mac Multifamily Structured Pass Through Ctfs. Freddie Mac Multifamily Structured Pass Through Ctfs. | |||||||||||||||||||
Freddie Mac Multifamily Structured Pass Through Ctfs. Freddie Mac Multifamily Structured Pass Through Ctfs. | |||||||||||||||||||
Freddie Mac Multifamily Structured Pass Through Ctfs. Freddie Mac Multifamily Structured Pass Through Ctfs. | |||||||||||||||||||
Freddie Mac Multifamily Structured Pass Through Ctfs. Freddie Mac Multifamily Structured Pass Through Ctfs. | |||||||||||||||||||
Freddie Mac Multifamily Structured Pass Through Ctfs. Freddie Mac Multifamily Structured Pass Through Ctfs. | |||||||||||||||||||
Freddie Mac Multifamily Structured Pass Through Ctfs. Freddie Mac Multifamily Structured Pass Through Ctfs. | |||||||||||||||||||
Freddie Mac Multifamily Structured Pass Through Ctfs. Freddie Mac Multifamily Structured Pass Through Ctfs. | |||||||||||||||||||
Freddie Mac Multifamily Structured Pass Through Ctfs. Freddie Mac Multifamily Structured Pass Through Ctfs. | |||||||||||||||||||
Freddie Mac Multifamily Structured Pass Through Ctfs. Freddie Mac Multifamily Structured Pass Through Ctfs. | |||||||||||||||||||
Freddie Mac Multifamily Structured Pass Through Ctfs. Freddie Mac Multifamily Structured Pass Through Ctfs. | |||||||||||||||||||
Freddie Mac Multifamily Structured Pass Through Ctfs. Freddie Mac Multifamily Structured Pass Through Ctfs. | |||||||||||||||||||
Freddie Mac Multifamily Structured Pass Through Ctfs. Freddie Mac Multifamily Structured Pass Through Ctfs. | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs, IO | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs, IO | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs, IO | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs, IO | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs, IO | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs, IO | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs, IO | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs, IO | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs, IO | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs, IO | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs, IO | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs, IO | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs, IO | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs, IO | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs, IO | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs, IO | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs, IO | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs, IO | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs, IO | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs, IO | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs, IO | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs, IO | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs, IO | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs, IO | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac REMICs Freddie Mac REMICs | |||||||||||||||||||
Freddie Mac Seasoned Loans Structured Transaction | |||||||||||||||||||
Freddie Mac Structured Pass-Through Ctfs. | |||||||||||||||||||
Freddie Mac Whole Loan Securities Trust | |||||||||||||||||||
FREMF Mortgage Trust FREMF Mortgage Trust, Series 2014-K36, Class C | |||||||||||||||||||
FREMF Mortgage Trust FREMF Mortgage Trust, Series 2013-K27, Class C | |||||||||||||||||||
FREMF Mortgage Trust FREMF Mortgage Trust, Series 2013-K26, Class C | |||||||||||||||||||
FREMF Mortgage Trust FREMF Mortgage Trust, Series 2013-K25, Class C | |||||||||||||||||||
FREMF Mortgage Trust FREMF Mortgage Trust, Series 2014-K38, Class C | |||||||||||||||||||
FREMF Mortgage Trust FREMF Mortgage Trust, Series 2014-K715, Class C | |||||||||||||||||||
FREMF Mortgage Trust FREMF Mortgage Trust, Series 2014-K714, Class C | |||||||||||||||||||
FREMF Mortgage Trust FREMF Mortgage Trust, Series 2017-KF41, Class B | |||||||||||||||||||
Galton Funding Mortgage Trust | |||||||||||||||||||
GCAT LLC | |||||||||||||||||||
GCAT Trust | |||||||||||||||||||
GM Financial Automobile Leasing Trust | |||||||||||||||||||
GMACM Mortgage Loan Trust | |||||||||||||||||||
GMRF Mortgage Acquisition Co., LLC | |||||||||||||||||||
Goldman Sachs International | |||||||||||||||||||
Government National Mortgage Association | |||||||||||||||||||
GSAA Home Equity Trust | |||||||||||||||||||
GSR Mortgage Loan Trust GSR Mortgage Loan Trust, Series 2004-12, Class 3A6 | |||||||||||||||||||
GSR Mortgage Loan Trust GSR Mortgage Loan Trust, Series 2005-AR4, Class 6A1 | |||||||||||||||||||
Home Partners of America Trust Home Partners of America Trust, Series 2017-1, Class D | |||||||||||||||||||
Home Partners of America Trust Home Partners of America Trust, Series 2017-1, Class C | |||||||||||||||||||
Invesco Government & Agency Portfolio | |||||||||||||||||||
Invesco Liquid Assets Portfolio | |||||||||||||||||||
Invesco Treasury Portfolio | |||||||||||||||||||
Invitation Homes Trust Invitation Homes Trust, Series 2018-SFR4, Class C | |||||||||||||||||||
Invitation Homes Trust Invitation Homes Trust, Series 2018-SFR3, Class B | |||||||||||||||||||
Invitation Homes Trust Invitation Homes Trust, Series 2017-SFR2, Class C | |||||||||||||||||||
Invitation Homes Trust Invitation Homes Trust, Series 2017-SFR2, Class D | |||||||||||||||||||
J.P. Morgan Mortgage Trust J.P. Morgan Mortgage Trust, Series 2017-5, Class A1 | |||||||||||||||||||
J.P. Morgan Mortgage Trust J.P. Morgan Mortgage Trust, Series 2019-INV2, Class A1 | |||||||||||||||||||
J.P. Morgan Mortgage Trust J.P. Morgan Mortgage Trust, Series 2005-A1, Class 3A1 | |||||||||||||||||||
J.P. Morgan Mortgage Trust J.P. Morgan Mortgage Trust, Series 2014-1, Class 1A17 | |||||||||||||||||||
JP Morgan Mortgage Trust JP Morgan Mortgage Trust, Series 2005-A3, Class 6A5 | |||||||||||||||||||
JP Morgan Mortgage Trust JP Morgan Mortgage Trust, Series 2018-7FRB, Class A2 | |||||||||||||||||||
JP Morgan Mortgage Trust JP Morgan Mortgage Trust, Series 2015-5, Class A2 | |||||||||||||||||||
JP Morgan Mortgage Trust JP Morgan Mortgage Trust, Series 2016-5, Class A1 | |||||||||||||||||||
JP Morgan Trust | |||||||||||||||||||
Luminent Mortgage Trust | |||||||||||||||||||
Macquarie Bank Ltd. | |||||||||||||||||||
MASTR Adjustable Rate Mortgages Trust | |||||||||||||||||||
Merrill Lynch Mortgage Investors Trust Merrill Lynch Mortgage Investors Trust, Series 2005-A, Class A1 | |||||||||||||||||||
Merrill Lynch Mortgage Investors Trust Merrill Lynch Mortgage Investors Trust, Series 2005-3, Class 3A | |||||||||||||||||||
Mill City Mortgage Loan Trust | |||||||||||||||||||
Mitsubishi UFJ Trust & Banking Corp. | |||||||||||||||||||
Mizuho Bank Ltd. | |||||||||||||||||||
Morgan Stanley Capital I Trust | |||||||||||||||||||
Mortgage-Linked Amortizing Notes | |||||||||||||||||||
N/A U.S. Treasury 10 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury Long Bond Future | |||||||||||||||||||
N/A U.S. Treasury 10 Year Ultra Future | |||||||||||||||||||
N/A U.S. Treasury Ultra Bonds Future | |||||||||||||||||||
N/A U.S. Treasury 5 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury 2 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury Long Bond Future | |||||||||||||||||||
N/A U.S. Treasury 10 Year Ultra Future | |||||||||||||||||||
N/A U.S. Treasury 10 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury Ultra Bonds Future | |||||||||||||||||||
N/A U.S. Treasury 5 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury 2 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury Long Bond Future | |||||||||||||||||||
N/A U.S. Treasury 10 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury 10 Year Ultra Future | |||||||||||||||||||
N/A U.S. Treasury Ultra Bonds Future | |||||||||||||||||||
N/A U.S. Treasury 2 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury 5 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury 5 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury 2 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury 10 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury Ultra Bonds Future | |||||||||||||||||||
N/A U.S. Treasury 10 Year Ultra Future | |||||||||||||||||||
N/A U.S. Treasury Long Bond Future | |||||||||||||||||||
N/A U.S. Treasury 10 Year Ultra Future | |||||||||||||||||||
N/A U.S. Treasury 5 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury Ultra Bonds Future | |||||||||||||||||||
N/A U.S. Treasury 10 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury Long Bond Future | |||||||||||||||||||
N/A U.S. Treasury 2 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury 10 Year Ultra Future | |||||||||||||||||||
N/A U.S. Treasury Long Bond Future | |||||||||||||||||||
N/A U.S. Treasury 2 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury 10 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury Ultra Bonds Future | |||||||||||||||||||
N/A U.S. Treasury 5 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury 2 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury 5 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury Ultra Bonds Future | |||||||||||||||||||
N/A U.S. Treasury 10 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury Long Bond Future | |||||||||||||||||||
N/A U.S. Treasury Ultra Bonds Future | |||||||||||||||||||
N/A U.S. Treasury 10 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury 5 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury 10 Year Ultra Future | |||||||||||||||||||
N/A U.S. Treasury 2 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury Long Bonds Future | |||||||||||||||||||
N/A U.S. Treasury 10 Year Ultra Future | |||||||||||||||||||
N/A U.S. Treasury 5 Year Note Future | |||||||||||||||||||
N/A U.S. Treasury 10 Year Ultra Future | |||||||||||||||||||
N/A U.S. Treasury 10 Year Note Future | |||||||||||||||||||
N/A U.S. Treasury 2 Year Note Future | |||||||||||||||||||
N/A U.S. Treasury Long Bond Future | |||||||||||||||||||
N/A U.S. Treasury Long Bonds Future | |||||||||||||||||||
N/A U.S. Treasury 2 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury 10 Year Ultra Future | |||||||||||||||||||
N/A U.S. Treasury 5 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury Ultra Bonds Future | |||||||||||||||||||
N/A U.S. Treasury 10 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury Ultra Bonds Future | |||||||||||||||||||
N/A U.S. Treasury 5 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury 10 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury Long Bonds Future | |||||||||||||||||||
N/A U.S. Treasury 2 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury 10 Year Ultra Future | |||||||||||||||||||
N/A U.S. Treasury 2 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury 10 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury 5 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury 10 Year Ultra Futures | |||||||||||||||||||
N/A U.S. Treasury Ultra Bond Future | |||||||||||||||||||
N/A U.S. Treasury 10 Year Ultra Notes Futures | |||||||||||||||||||
N/A U.S. Treasury Long Bonds Future | |||||||||||||||||||
N/A U.S. Treasury Ultra Bonds Future | |||||||||||||||||||
N/A U.S. Treasury 2 Year Notes Future | |||||||||||||||||||
N/A U.S. Treasury 10 Year Notes Futures | |||||||||||||||||||
N/A U.S. Treasury 5 Year Notes Future | |||||||||||||||||||
N/A US ULTRA BOND CBT Mar21WNH1 COMB | |||||||||||||||||||
N/A US 5YR NOTE (CBT) Mar21FVH1 COMB | |||||||||||||||||||
N/A US 2YR NOTE (CBT) Mar21TUH1 COMB | |||||||||||||||||||
N/A US 10YR NOTE (CBT)Mar21TYH1 COMB | |||||||||||||||||||
N/A US 10yr Ultra Fut Mar21UXYH1 COMB | |||||||||||||||||||
N/A US LONG BOND(CBT) Mar21USH1 COMB | |||||||||||||||||||
N/A US 10YR NOTE (CBT)Dec20TYZ0 COMB | |||||||||||||||||||
New Residential Mortgage Loan Trust New Residential Mortgage Loan Trust | |||||||||||||||||||
New Residential Mortgage Loan Trust New Residential Mortgage Loan Trust, Series 2019-NQM4, Class A3 | |||||||||||||||||||
Norinchukin Bank | |||||||||||||||||||
OBX Trust | |||||||||||||||||||
Onslow Bay Mortgage Loan Trust | |||||||||||||||||||
PRKCM Trust | |||||||||||||||||||
Progress Residential Trust | |||||||||||||||||||
RALI Trust | |||||||||||||||||||
RBSSP Resecuritization Trust | |||||||||||||||||||
Residential Accredit Loans, Inc. Trust Residential Accredit Loans, Inc. Trust, Series 2006-QS13, Class 1A8 | |||||||||||||||||||
Residential Accredit Loans, Inc. Trust Residential Accredit Loans, Inc. Trust, Series 2007-QS6, Class A28 | |||||||||||||||||||
Royal Bank of Canada | |||||||||||||||||||
Santander Drive Auto Receivables Trust Santander Drive Auto Receivables Trust, Series 2019-1, Class D | |||||||||||||||||||
Santander Drive Auto Receivables Trust Santander Drive Auto Receivables Trust, Series 2019-2, Class D | |||||||||||||||||||
Santander Drive Auto Receivables Trust Santander Drive Auto Receivables Trust, Series 2019-3, Class D | |||||||||||||||||||
Santander Drive Auto Receivables Trust Santander Drive Auto Receivables Trust, Series 2018-1, Class D | |||||||||||||||||||
Sapphire Aviation Finance II Ltd. | |||||||||||||||||||
Sequoia Mortgage Trust | |||||||||||||||||||
SG Residential Mortgage Trust | |||||||||||||||||||
Shellpoint Asset Funding Trust | |||||||||||||||||||
Societe Generale S.A. | |||||||||||||||||||
STACR Trust | |||||||||||||||||||
Starwood Mortgage Residential Trust | |||||||||||||||||||
Starwood Waypoint Homes Trust | |||||||||||||||||||
Stonemont Portfolio Trust | |||||||||||||||||||
Structured Adjustable Rate Mortgage Loan Trust Structured Adjustable Rate Mortgage Loan Trust, Series 2004-13, Class A2 | |||||||||||||||||||
Structured Adjustable Rate Mortgage Loan Trust Structured Adjustable Rate Mortgage Loan Trust, Series 2004-20, Class 3A1 | |||||||||||||||||||
Structured Asset Mortgage Investments II Trust | |||||||||||||||||||
Structured Asset Sec Mortgage Pass-Through Ctfs. | |||||||||||||||||||
Svenska Handelsbanken AB | |||||||||||||||||||
Swedbank AB | |||||||||||||||||||
Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) | |||||||||||||||||||
Toronto-Dominion Bank (The) Toronto-Dominion Bank (The) | |||||||||||||||||||
Towd Point Mortgage Trust Towd Point Mortgage Trust, Series 2017-2, Class A1 | |||||||||||||||||||
Towd Point Mortgage Trust Towd Point Mortgage Trust, Series 2015-4, Class A1 | |||||||||||||||||||
U.S. Treasury Bills | |||||||||||||||||||
UBS AG | |||||||||||||||||||
UBS Commercial Mortgage Trust | |||||||||||||||||||
UMBS 15YR TBA(REG B) | |||||||||||||||||||
Uniform Mortgage Backed Securities Uniform Mortgage Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage Backed Securities Uniform Mortgage Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage Backed Securities Uniform Mortgage Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage Backed Securities Uniform Mortgage Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage Backed Securities Uniform Mortgage Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage Backed Securities Uniform Mortgage Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Uniform Mortgage-Backed Securities Uniform Mortgage-Backed Securities, TBA | |||||||||||||||||||
Vendee Mortgage Trust Vendee Mortgage Trust, Series 1999-3, IO | |||||||||||||||||||
Vendee Mortgage Trust Vendee Mortgage Trust, Series 2001-3, IO | |||||||||||||||||||
Vendee Mortgage Trust Vendee Mortgage Trust, Series 2002-2, IO | |||||||||||||||||||
Vendee Mortgage Trust Vendee Mortgage Trust, Series 2002-3, IO | |||||||||||||||||||
Vendee Mortgage Trust Vendee Mortgage Trust, Series 2003-1, IO | |||||||||||||||||||
Verus Securitization Trust Verus Securitization Trust, Series 2019-INV3, Class A2 | |||||||||||||||||||
Verus Securitization Trust Verus Securitization Trust, Series 2023-INV3, Class A3 | |||||||||||||||||||
Verus Securitization Trust Verus Securitization Trust, Series 2018-3, Class A-2 | |||||||||||||||||||
Verus Securitization Trust Verus Securitization Trust, Series 2019-3, Class A1 | |||||||||||||||||||
Verus Securitization Trust Verus Securitization Trust, Series 2018-INV1, Class A3 | |||||||||||||||||||
Verus Securitization Trust Verus Securitization Trust, Series 2017-2A, Class A3 | |||||||||||||||||||
Verus Securitization Trust Verus Securitization Trust, Series 2018-1, Class A3 | |||||||||||||||||||
WaMu Mortgage Pass-Through Ctfs. Trust WaMu Mortgage Pass-Through Ctfs. Trust, Series 2003-AR10, Class A7 | |||||||||||||||||||
WaMu Mortgage Pass-Through Ctfs. Trust WaMu Mortgage Pass-Through Ctfs. Trust, Series 2007-HY2, Class 2A1 | |||||||||||||||||||
Wells Fargo Bank N.A. | |||||||||||||||||||
Wells Fargo Commercial Mortgage Trust Wells Fargo Commercial Mortgage Trust, Series 2017-C42, Class XA | |||||||||||||||||||
Wells Fargo Commercial Mortgage Trust Wells Fargo Commercial Mortgage Trust, Series 2018- BXI, Class C | |||||||||||||||||||
Wells Fargo Mortgage Backed Securities Trust Wells Fargo Mortgage Backed Securities Trust, Series 2005-AR12, Class 1A1 | |||||||||||||||||||
Wells Fargo Mortgage Backed Securities Trust Wells Fargo Mortgage Backed Securities Trust, Series 2006-AR6, Class 7A2 | |||||||||||||||||||
Wells Fargo Mortgage Backed Securities Trust Wells Fargo Mortgage Backed Securities Trust, Series 2005-AR2, Class 2A2 | |||||||||||||||||||
Westlake Automobile Receivables Trust | |||||||||||||||||||
WFRBS Commercial Mortgage Trust | |||||||||||||||||||
Zaxby's Funding LLC |