| US01F0206874 / UMBS TBA 30YR 2% AUG 20 TO BE ANNOUNCED 2.00000000
|
|
|
|
|
|
|
|
| RFR USD SOFR/3.00000 06/21/23-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.75000 06/20/24-7Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/1.00000 06/15/22-7Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| US31392WJU53 / FREDDIE MAC FHR 2509 ZQ
|
|
|
|
|
|
|
|
| RFR USD SOFR/3.50000 12/20/23-10Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.56673 09/02/25-4Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.67951 09/02/25-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.72680 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| US64830NAA90 / New Residential Mortgage Loan Trust 2019-RPL3
|
|
|
|
|
|
|
|
| US3133BBPP85 / Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
|
|
| US576433PD20 / MASTR Adjustable Rate Mortgages Trust 2004-6
|
|
|
|
|
|
|
|
| RFR USD SOFR/3.08000 02/23/23-30Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/1.25000 06/15/22-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.75000 12/18/24-2Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/1.88750 03/22/22-7Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/0.9* 8/06/23-3Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| CMBX.NA.AAA.9 SP GST
/ DCR (000000000) |
|
|
|
|
|
|
|
| AG TRUST AG 2024 NLP A 144A
/ ABS-MBS (00792MAA1) |
|
|
|
|
|
|
|
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A3
/ ABS-O (14319FAD5) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.40000 02/23/23-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.8* 7/24/23-29Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.6942* 09/02/25-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.5* 7/26/23-8Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| CMBX.NA.AAA.10 SP SAL
/ DCR (000000000) |
|
|
|
|
|
|
|
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H11 FM
/ ABS-MBS (38380LVB6) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.62330 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| FIRST HELP FINANCIAL LLC FHF 2024 3A A2 144A
/ ABS-O (30339EAB4) |
|
|
|
|
|
|
|
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A2 144A
/ ABS-O (39571MAB4) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.60089 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.74901 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.7351* 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2025 1A A2A 144A
/ ABS-O (55287XAB1) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/3.00 9/19/23-3Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| LCM LTD PARTNERSHIP LCM 31A AR 144A
/ ABS-CBDO (50201QAL8) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.57226 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/1.77000 02/14/22-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2019 4A A1RR 144A
/ ABS-CBDO (05684AAY5) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.5* 7/15/23-8Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| PRP ADVISORS, LLC PRPM 2024 RCF4 A1 144A
/ ABS-MBS (74448JAA1) |
|
|
|
|
|
|
|
| NISSAN AUTO RECEIVABLES OWNER NAROT 2024 B A3
/ ABS-O (65479WAD6) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.43000 02/27/23-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| GUGGENHEIM CLO LTD GUGG 2022 2A A1R 144A
/ ABS-CBDO (40172PAL6) |
|
|
|
|
|
|
|
| VERUS SECURITIZATION TRUST VERUS 2024 6 A1 144A
/ ABS-MBS (92540JAA0) |
|
|
|
|
|
|
|
| PARALLEL LTD PARL 2021 1A AR 144A
/ ABS-CBDO (69916HAL4) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.60243 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| MFRA TRUST MFRA 2024 RPL1 A1 144A
/ ABS-MBS (55287AAA3) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.7* 02/02/22-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 7 A 144A
/ ABS-O (69545AAA2) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.4* 09/07/23-8Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.72136 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.68900 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| ATLAS SENIOR LOAN FUND LTD ATCLO 2021 17A AR 144A
/ ABS-CBDO (04942FAL3) |
|
|
|
|
|
|
|
| ATLX TRUST ATLX 2024 RPL2 A1 144A
/ ABS-MBS (049919AA1) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.7* 12/21/16-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| US LONG BOND(CBT) SEP25 XCBT 20250919
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/1.87200 04/06/22-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.2* 9/17/23-7Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| CMBX.NA.AAA.10 SP GST
/ DCR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.68700 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE
/ ABS-MBS (01F070690) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.6* 7/26/23-6Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.6* 7/24/23-9Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.37000 03/01/23-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/1.25000 06/15/22-10Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| CPS AUTO TRUST CPS 2024 C A 144A
/ ABS-O (223920AA7) |
|
|
|
|
|
|
|
| TOWD POINT MORTGAGE TRUST TPMT 2024 5 A1A 144A
/ ABS-MBS (891944AA8) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.47000 02/22/23-7Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.52500 03/02/23-7Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| 3 MONTH SOFR FUT SEP25 XCME 20251216
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.9* 02/09/22-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| LENDMARK FUNDING TRUST LFT 2024 1A A 144A
/ ABS-O (52603DAA1) |
|
|
|
|
|
|
|
| VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A
/ ABS-CBDO (92338VAA9) |
|
|
|
|
|
|
|
| ARES CLO LTD ARES 2013 2A AR3 144A
/ ABS-CBDO (00190YBP9) |
|
|
|
|
|
|
|
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A2 144A
/ ABS-O (69547DAB2) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.50000 12/20/23-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.50 9/15/23-5Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A
/ ABS-CBDO (55822AAW7) |
|
|
|
|
|
|
|
| PORSCHE INNOVATIVE LEASE OWNER PILOT 2025 1A A2A 144A
/ ABS-O (73329KAB2) |
|
|
|
|
|
|
|
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 A 144A
/ ABS-O (69544MAA7) |
|
|
|
|
|
|
|
| VENTURE CDO LTD VENTR 2021 44A A1NR 144A
/ ABS-CBDO (92332KAQ4) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.45000 03/07/23-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| CMBX.NA.AAA.11 SP SAL
/ DCR (000000000) |
|
|
|
|
|
|
|
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2B
/ ABS-O (14319FAC7) |
|
|
|
|
|
|
|
| TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A
/ ABS-O (88164AAB0) |
|
|
|
|
|
|
|
| PARALLEL LTD PARL 2021 1A AR 144A
/ ABS-CBDO (69916HAL4) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.7* 7/12/23-9Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| MFRA TRUST MFRA 2024 RPL1 A1 144A
/ ABS-MBS (55287AAA3) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.6766* 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 3A A2 144A
/ ABS-O (37989EAC0) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.7* 02/02/22-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 7 A 144A
/ ABS-O (69545AAA2) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.4* 09/07/23-8Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| US ULTRA BOND CBT SEP25 XCBT 20250919
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.10000 09/09/22-7Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 2A A2 144A
/ ABS-O (78398HAB4) |
|
|
|
|
|
|
|
| 3 MONTH SOFR FUT JUN25 XCME 20250916
/ DIR (000000000) |
|
|
|
|
|
|
|
| ATLAS SENIOR LOAN FUND LTD ATCLO 2021 17A AR 144A
/ ABS-CBDO (04942FAL3) |
|
|
|
|
|
|
|
| ATLX TRUST ATLX 2024 RPL2 A1 144A
/ ABS-MBS (049919AA1) |
|
|
|
|
|
|
|
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2A
/ ABS-O (14319FAB9) |
|
|
|
|
|
|
|
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARE 144A
/ ABS-CBDO (033296AS3) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.7* 12/21/16-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.25000 03/19/25-7Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| US LONG BOND(CBT) SEP25 XCBT 20250919
/ DIR (000000000) |
|
|
|
|
|
|
|
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 4 A3
/ ABS-O (10806EAC8) |
|
|
|
|
|
|
|
| RFR USD SOFR/1.87200 04/06/22-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.5* 7/19/23-28Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| UPSTART PASS THROUGH TRUST UPSPT 2022 SB1 A 144A
/ ABS-O (91682PAA6) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.2* 9/17/23-7Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.25000 06/18/25-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL4 A1 144A
/ ABS-MBS (362948AA9) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.67444 09/02/25-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| CMBX.NA.AAA.10 SP GST
/ DCR (000000000) |
|
|
|
|
|
|
|
| HONDA AUTO RECEIVABLES OWNER T HAROT 2024 4 A3
/ ABS-O (43816DAC9) |
|
|
|
|
|
|
|
| US 5YR NOTE (CBT) SEP25 XCBT 20250930
/ DIR (000000000) |
|
|
|
|
|
|
|
| FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE
/ ABS-MBS (01F070690) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.25000 12/20/23-30Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.6* 7/26/23-6Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.70520 09/02/25-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SPACE COAST CREDIT UNION SCCU 2024 1A A3 144A
/ ABS-O (78436RAE0) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.6062* 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.72186 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| OIS USD SOFR/1.76500 03/16/22-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| 3 MONTH SOFR FUT DEC25 XCME 20260317
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.37000 03/01/23-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| CPS AUTO TRUST CPS 2024 C A 144A
/ ABS-O (223920AA7) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.3* 9/22/23-5Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.6637* 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| LCM LTD PARTNERSHIP LCM 36A A1R 144A
/ ABS-CBDO (50190LAL2) |
|
|
|
|
|
|
|
| TOWD POINT MORTGAGE TRUST TPMT 2024 5 A1A 144A
/ ABS-MBS (891944AA8) |
|
|
|
|
|
|
|
| RFR USD SOFR/1.75000 06/15/22-30Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.2* 09/28/23-5Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/2.00 8/12/23-7Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/2.00 9/10/23-6Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.47000 02/22/23-7Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 9 A11 144A
/ ABS-MBS (16160QAX2) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.52500 03/02/23-7Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| 3 MONTH SOFR FUT SEP25 XCME 20251216
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.9* 02/09/22-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| LENDMARK FUNDING TRUST LFT 2024 1A A 144A
/ ABS-O (52603DAA1) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.60240 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A
/ ABS-CBDO (92338VAA9) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.25000 06/21/23-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A
/ ABS-MBS (161917AB5) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.25000 12/20/23-30Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| CMBX.NA.AAA.6 SP MYC
/ DCR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.50 7/05/23-8Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| OIS USD SOFR/1.81700 04/05/22-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A2 144A
/ ABS-O (69547DAB2) |
|
|
|
|
|
|
|
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 2 A 144A
/ ABS-O (83407HAA5) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.60080 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.50000 12/20/23-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.50 9/15/23-5Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A
/ ABS-CBDO (55822AAW7) |
|
|
|
|
|
|
|
| PORSCHE INNOVATIVE LEASE OWNER PILOT 2025 1A A2A 144A
/ ABS-O (73329KAB2) |
|
|
|
|
|
|
|
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 A 144A
/ ABS-O (69544MAA7) |
|
|
|
|
|
|
|
| VENTURE CDO LTD VENTR 2021 44A A1NR 144A
/ ABS-CBDO (92332KAQ4) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.45000 03/07/23-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 3 AB 144A
/ ABS-O (69548BAC3) |
|
|
|
|
|
|
|
| CMBX.NA.AAA.11 SP SAL
/ DCR (000000000) |
|
|
|
|
|
|
|
| MADISON PARK FUNDING LTD MDPK 2021 49A AR 144A
/ ABS-CBDO (55820VAL7) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.57234 09/02/25-4Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2B
/ ABS-O (14319FAC7) |
|
|
|
|
|
|
|
| TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A
/ ABS-O (88164AAB0) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.00000 03/19/25-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.6* 7/24/23-9Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| ARES CLO LTD ARES 2013 2A AR3 144A
/ ABS-CBDO (00190YBP9) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.7* 7/12/23-9Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 3 A 144A
/ ABS-O (33843YAA5) |
|
|
|
|
|
|
|
| NISSAN AUTO RECEIVABLES OWNER NAROT 2024 B A2A
/ ABS-O (65479WAB0) |
|
|
|
|
|
|
|
| LAD AUTO RECEIVABLES TRUST LADAR 2025 1A A2 144A
/ ABS-O (505712AB5) |
|
|
|
|
|
|
|
| PRP ADVISORS, LLC PRPM 2024 RCF5 A1 144A
/ ABS-MBS (69381JAA0) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/2.0* 8/09/23-9Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 3A A2 144A
/ ABS-O (37989EAC0) |
|
|
|
|
|
|
|
| TCW LTD TCW 2024 1A A1 144A
/ ABS-CBDO (87252MAC7) |
|
|
|
|
|
|
|
| US 10YR NOTE (CBT)SEP25 XCBT 20250919
/ DIR (000000000) |
|
|
|
|
|
|
|
| US ULTRA BOND CBT SEP25 XCBT 20250919
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 1 A 144A
/ ABS-O (83406YAA9) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.10000 09/09/22-7Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 2A A2 144A
/ ABS-O (78398HAB4) |
|
|
|
|
|
|
|
| HONDA AUTO RECEIVABLES OWNER T HAROT 2024 4 A2
/ ABS-O (43816DAB1) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.75000 12/20/23-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/1.61750 02/09/22-7Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/0.50 9/16/23-5Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| 3 MONTH SOFR FUT JUN25 XCME 20250916
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/2.69000 07/11/22-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2A
/ ABS-O (14319FAB9) |
|
|
|
|
|
|
|
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARE 144A
/ ABS-CBDO (033296AS3) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.55016 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.25000 03/19/25-7Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.75000 12/18/24-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| MERCEDES BENZ AUTO LEASE TRUST MBALT 2025 A A2A
/ ABS-O (58768YAB1) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.25000 06/18/25-30Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 4 A3
/ ABS-O (10806EAC8) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.25000 06/18/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.5* 7/19/23-28Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.25000 06/18/25-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL4 A1 144A
/ ABS-MBS (362948AA9) |
|
|
|
|
|
|
|
| CMBX.NA.AAA.6 SP GST
/ DCR (000000000) |
|
|
|
|
|
|
|
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 9A AV 144A
/ ABS-CBDO (03330HAA5) |
|
|
|
|
|
|
|
| UPSTART PASS THROUGH TRUST UPSPT 2022 SB1 A 144A
/ ABS-O (91682PAA6) |
|
|
|
|
|
|
|
| SPACE COAST CREDIT UNION SCCU 2024 1A A3 144A
/ ABS-O (78436RAE0) |
|
|
|
|
|
|
|
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 4 A2
/ ABS-O (10806EAB0) |
|
|
|
|
|
|
|
| OIS USD SOFR/1.76500 03/16/22-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| 3 MONTH SOFR FUT DEC25 XCME 20260317
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/2.00 9/10/23-6Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| LCM LTD PARTNERSHIP LCM 36A A1R 144A
/ ABS-CBDO (50190LAL2) |
|
|
|
|
|
|
|
| RFR USD SOFR/1.75000 06/15/22-30Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES5 A1A 144A
/ ABS-MBS (74938KAA5) |
|
|
|
|
|
|
|
| RFR USD SOFR/1.65000 02/08/22-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.2* 09/28/23-5Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/2.00 8/12/23-7Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| 31750QSL4 OTC EPUT FN 4.5 JUL25 92.46875 PUT
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/2.00 9/10/23-6Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 9 A11 144A
/ ABS-MBS (16160QAX2) |
|
|
|
|
|
|
|
| CENTERBRIDGE CREDIT FUNDING LT CBCF 2021 1A A 144A
/ ABS-CBDO (15186PAA6) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.8* 7/26/23-29Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| 3 MONTH SOFR FUT MAR26 XCME 20260616
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.25000 06/21/23-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A
/ ABS-MBS (161917AB5) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.50 7/05/23-8Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| OIS USD SOFR/1.81700 04/05/22-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 2 A 144A
/ ABS-O (83407HAA5) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.05000 09/06/22-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 3 AB 144A
/ ABS-O (69548BAC3) |
|
|
|
|
|
|
|
| 31750QSK6 OTC ECAL FN 4.5 JUL25 96.46875 CALL
/ DIR (000000000) |
|
|
|
|
|
|
|
| MADISON PARK FUNDING LTD MDPK 2021 49A AR 144A
/ ABS-CBDO (55820VAL7) |
|
|
|
|
|
|
|
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 3A A3 144A
/ ABS-O (78436XAC1) |
|
|
|
|
|
|
|
| NMLT TRUST NLT 2023 1 A1 144A
/ ABS-MBS (62917MAA1) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.7317* 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| US 10YR ULTRA FUT SEP25 XCBT 20250919
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.57234 09/02/25-4Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| NISSAN AUTO RECEIVABLES OWNER NAROT 2025 A A2A
/ ABS-O (65481GAB1) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.00000 03/19/25-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/2.18500 04/21/22-7Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.25000 06/18/25-7Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 5 A3
/ ABS-O (802920AD0) |
|
|
|
|
|
|
|
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 5 A2
/ ABS-O (802920AC2) |
|
|
|
|
|
|
|
| REACH FINANCIAL LLC REACH 2024 1A A 144A
/ ABS-O (75526PAA9) |
|
|
|
|
|
|
|
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A
/ ABS-CBDO (03329LAS0) |
|
|
|
|
|
|
|
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 3 A 144A
/ ABS-O (33843YAA5) |
|
|
|
|
|
|
|
| CMBX.NA.AAA.6 SP SAL
/ DCR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.7* 7/15/23-7Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| TESLA AUTO LEASE TRUST TESLA 2024 B A2A 144A
/ ABS-O (881934AB9) |
|
|
|
|
|
|
|
| NISSAN AUTO RECEIVABLES OWNER NAROT 2024 B A2A
/ ABS-O (65479WAB0) |
|
|
|
|
|
|
|
| LAD AUTO RECEIVABLES TRUST LADAR 2025 1A A2 144A
/ ABS-O (505712AB5) |
|
|
|
|
|
|
|
| PRP ADVISORS, LLC PRPM 2024 RCF5 A1 144A
/ ABS-MBS (69381JAA0) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/2.0* 8/09/23-9Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.75000 06/20/24-10Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| CMBX.NA.AAA.6 SP BOA
/ DCR (000000000) |
|
|
|
|
|
|
|
| TCW LTD TCW 2024 1A A1 144A
/ ABS-CBDO (87252MAC7) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.59507 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| DRIVE AUTO RECEIVABLES TRUST DRIVE 2025 1 A2
/ ABS-O (262102AB2) |
|
|
|
|
|
|
|
| US 10YR NOTE (CBT)SEP25 XCBT 20250919
/ DIR (000000000) |
|
|
|
|
|
|
|
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 1 A 144A
/ ABS-O (83406YAA9) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.5815* 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| HONDA AUTO RECEIVABLES OWNER T HAROT 2024 4 A2
/ ABS-O (43816DAB1) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.75000 12/20/23-5Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/1.61750 02/09/22-7Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A2 144A
/ ABS-O (39571XAB0) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/0.50 9/16/23-5Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| BDS LTD BDS 2025 FL14 A 144A
/ ABS-CBDO (072921AA7) |
|
|
|
|
|
|
|
| BRIDGECREST LENDING AUTO SECUR BLAST 2025 2 A2
/ ABS-O (10807HAB2) |
|
|
|
|
|
|
|
| RFR USD SOFR/2.69000 07/11/22-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.69100 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.75000 12/18/24-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| MERCEDES BENZ AUTO LEASE TRUST MBALT 2025 A A2A
/ ABS-O (58768YAB1) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.25000 06/18/25-30Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/1.75000 06/15/22-10Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| US31410UGH95 / FNMA POOL 897600 FN 11/36 FLOATING VAR
|
|
|
|
|
|
|
|
| RFR USD SOFR/3.54542 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.25000 06/18/25-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| US3133TJFT51 / FREDDIE MAC FHR 2129 F
|
|
|
|
|
|
|
|
| US07384MSH69 / Bear Stearns ARM Trust 2002-11
|
|
|
|
|
|
|
|
| RFR USD SOFR/3.34000 02/23/23-7Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| CMBX.NA.AAA.6 SP MYC
/ DCR (000000000) |
|
|
|
|
|
|
|
| US912810QZ49 / United States Treas Bds Bond
|
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.2* 9/15/23-3Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.5* 7/22/23-8Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.5* 7/20/23-6Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.50 9/18/23-6Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| US01F0606834 / Uniform Mortgage-Backed Security, TBA
|
|
|
|
|
|
|
|
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A AV 144A
/ ABS-CBDO (03332AAA8) |
|
|
|
|
|
|
|
| AFFIRM MASTER TRUST AFRMT 2025 1A A 144A
/ ABS-O (00833BAA6) |
|
|
|
|
|
|
|
| US31393XGQ43 / FANNIEMAE WHOLE LOAN FNW 2004 W2 2A2
|
|
|
|
|
|
|
|
| US31393JPL60 / Freddie Mac REMICS
|
|
|
|
|
|
|
|
| CMBX.NA.AAA.6 SP GST
/ DCR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.00 9/16/23-7Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 9A AV 144A
/ ABS-CBDO (03330HAA5) |
|
|
|
|
|
|
|
| HONDA AUTO RECEIVABLES OWNER T HAROT 2024 4 A3
/ ABS-O (43816DAC9) |
|
|
|
|
|
|
|
| US 5YR NOTE (CBT) SEP25 XCBT 20250930
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.05000 09/08/22-7Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.3* 9/22/23-5Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| OCTANE RECEIVABLES TRUST OCTL 2024 3A A2 144A
/ ABS-O (67571GAB8) |
|
|
|
|
|
|
|
| WIND RIVER CLO LTD WINDR 2016 1KRA A1R3 144A
/ ABS-CBDO (97314DAN8) |
|
|
|
|
|
|
|
| RFR USD SOFR/2.68000 07/11/22-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.75000 06/20/24-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/2.30000 01/17/24-2Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 4 A2
/ ABS-O (10806EAB0) |
|
|
|
|
|
|
|
| BRYANT PARK FUNDING LTD BRYPK 2024 22A A1 144A
/ ABS-CBDO (11766CAA2) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/2.00 9/10/23-6Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES5 A1A 144A
/ ABS-MBS (74938KAA5) |
|
|
|
|
|
|
|
| RFR USD SOFR/1.65000 02/08/22-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| 31750QSL4 OTC EPUT FN 4.5 JUL25 92.46875 PUT
/ DIR (000000000) |
|
|
|
|
|
|
|
| OIS USD SOFR/1.73000 02/24/22-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| CENTERBRIDGE CREDIT FUNDING LT CBCF 2021 1A A 144A
/ ABS-CBDO (15186PAA6) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.8* 7/26/23-29Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| US31407MSF31 / FANNIE MAE 3.634% 07/01/2035 FNMA ARM
|
|
|
|
|
|
|
|
| 3 MONTH SOFR FUT MAR26 XCME 20260616
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.05000 09/06/22-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| 31750QSK6 OTC ECAL FN 4.5 JUL25 96.46875 CALL
/ DIR (000000000) |
|
|
|
|
|
|
|
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 3A A3 144A
/ ABS-O (78436XAC1) |
|
|
|
|
|
|
|
| NMLT TRUST NLT 2023 1 A1 144A
/ ABS-MBS (62917MAA1) |
|
|
|
|
|
|
|
| US 10YR ULTRA FUT SEP25 XCBT 20250919
/ DIR (000000000) |
|
|
|
|
|
|
|
| NISSAN AUTO RECEIVABLES OWNER NAROT 2025 A A2A
/ ABS-O (65481GAB1) |
|
|
|
|
|
|
|
| RFR USD SOFR/2.18500 04/21/22-7Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.25000 06/18/25-7Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 5 A3
/ ABS-O (802920AD0) |
|
|
|
|
|
|
|
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 5 A2
/ ABS-O (802920AC2) |
|
|
|
|
|
|
|
| REACH FINANCIAL LLC REACH 2024 1A A 144A
/ ABS-O (75526PAA9) |
|
|
|
|
|
|
|
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A
/ ABS-CBDO (03329LAS0) |
|
|
|
|
|
|
|
| CMBX.NA.AAA.6 SP SAL
/ DCR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.7* 7/15/23-7Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| TESLA AUTO LEASE TRUST TESLA 2024 B A2A 144A
/ ABS-O (881934AB9) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.75000 06/20/24-10Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| CMBX.NA.AAA.6 SP BOA
/ DCR (000000000) |
|
|
|
|
|
|
|
| DRIVE AUTO RECEIVABLES TRUST DRIVE 2025 1 A2
/ ABS-O (262102AB2) |
|
|
|
|
|
|
|
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A2 144A
/ ABS-O (39571XAB0) |
|
|
|
|
|
|
|
| BDS LTD BDS 2025 FL14 A 144A
/ ABS-CBDO (072921AA7) |
|
|
|
|
|
|
|
| BRIDGECREST LENDING AUTO SECUR BLAST 2025 2 A2
/ ABS-O (10807HAB2) |
|
|
|
|
|
|
|
| US64034QAB41 / Nelnet Student Loan Trust
|
|
|
|
|
|
|
|
| US31396J4X04 / FREDDIE MAC REMICS
|
|
|
|
|
|
|
|
| US31390RWU30 / FNMA POOL 654159 FN 10/32 FLOATING VAR
|
|
|
|
|
|
|
|
| US3128NVLF72 / FED HM LN PC POOL 1K1226 FH 02/36 FLOATING VAR
|
|
|
|
|
|
|
|
| RFR USD SOFR/3.34000 02/23/23-7Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.2* 9/15/23-3Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.5* 7/20/23-6Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.50 9/18/23-6Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A AV 144A
/ ABS-CBDO (03332AAA8) |
|
|
|
|
|
|
|
| AFFIRM MASTER TRUST AFRMT 2025 1A A 144A
/ ABS-O (00833BAA6) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.00 9/16/23-7Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.05000 09/08/22-7Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| OCTANE RECEIVABLES TRUST OCTL 2024 3A A2 144A
/ ABS-O (67571GAB8) |
|
|
|
|
|
|
|
| RFRF USD SF+26.161/1.5* 7/22/23-8Y* CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| WIND RIVER CLO LTD WINDR 2016 1KRA A1R3 144A
/ ABS-CBDO (97314DAN8) |
|
|
|
|
|
|
|
| RFR USD SOFR/2.30000 01/17/24-2Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| BRYANT PARK FUNDING LTD BRYPK 2024 22A A1 144A
/ ABS-CBDO (11766CAA2) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.00000 06/21/23-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| OIS USD SOFR/1.73000 02/24/22-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| US31408FPH63 / FNMA ARM 5.16% 9/35 #850124
|
|
|
|
|
|
|
|
| US31393UMM26 / FANNIE MAE FNR 2003 118 FD
|
|
|
|
|
|
|
|
| US31392XUX47 / FHLMC, REMIC, Series 2525, Class AM
|
|
|
|
|
|
|
|
| US31404MPT98 / FNMA POOL 772734 FN 03/34 FLOATING VAR
|
|
|
|
|
|
|
|
| RFR USD SOFR/3.75000 06/20/24-7Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| US3128NGBF16 / FED HM LN PC POOL 1H1238 FH 12/34 FLOATING VAR
|
|
|
|
|
|
|
|
| US31342AYG83 / FED HM LN PC POOL 780711 FH 07/33 FLOATING VAR
|
|
|
|
|
|
|
|
| US542514GM08 / Long Beach Mortgage Loan Trust, Series 2004-3, Class M1
|
|
|
|
|
|
|
|
| RFR USD SOFR/1.00000 06/15/22-7Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.50000 12/20/23-10Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.56673 09/02/25-4Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/1.75000 06/15/22-10Y CME
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.67951 09/02/25-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.72680 03/01/24-7Y* LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/2.68000 07/11/22-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| RFR USD SOFR/3.75000 06/20/24-10Y LCH
/ DIR (000000000) |
|
|
|
|
|
|
|
| US31339LN716 / FREDDIE MAC FHR 2395 FA
|
|
|
|
|
|
|
|
| US31393USE46 / FANNIE MAE FNR 2003 124 F
|
|
|
|
|
|
|
|
| US31408XS689 / FNMA POOL 863741 FN 12/35 FLOATING VAR
|
|
|
|
|
|
|
|
| US31403GZT20 / FNMA POOL 748754 FN 10/33 FIXED 7
|
|
|
|
|
|
|
|
| US43708AAD46 / INDYMAC HOME EQUITY LOAN ASSET INHEL 2002 A AF4
|
|
|
|
|
|
|
|
| US31385XCM74 / FNMA POOL 555476 FN 04/33 FLOATING VAR
|
|
|
|
|
|
|
|
| US45660N2Y00 / IndyMac INDX Mortgage Loan Trust, Series 2004-AR10, Class 2A2A
|
|
|
|
|
|
|
|
| US007036QH22 / Adjustable Rate Mortgage Trust 2005-8
|
|
|
|
|
|
|
|
| US31396L4T48 / FNMA, REMIC, Series 2006-118, Class A2
|
|
|
|
|
|
|
|
| US31349UMJ42 / FED HM LN PC POOL 783061 FH 03/35 FLOATING VAR
|
|
|
|
|
|
|
|
| US07384MYY29 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 7 8A
|
|
|
|
|
|
|
|
| US31295NLN65 / FED HM LN PC POOL 789333 FH 04/32 FLOATING VAR
|
|
|
|
|
|
|
|
| US50189XAA37 / LCM LOAN INCOME FUND I LTD SER 1A CL A V/R REGD 144A P/P 6.61775000
|
|
|
|
|
|
|
|
| US31402RBC25 / FANNIE MAE 3.894% 02/01/2035 FNMA ARM
|
|
|
|
|
|
|
|
| US31404JS976 / FNMA POOL 770144 FN 02/34 FLOATING VAR
|
|
|
|
|
|
|
|
| US92943AAA25 / WSTN_23-MAUI
|
|
|
|
|
|
|
|
| US42704RAA95 / HERA COMMERCIAL MORTGAGE LTD HERA 2021 FL1 A 144A
|
|
|
|
|
|
|
|
| US3133TLPF93 / FREDDIE MAC FHR 2177 F
|
|
|
|
|
|
|
|
| US31402RTX79 / FNMA POOL 735966 FN 10/33 FLOATING VAR
|
|
|
|
|
|
|
|
| US36242DBM48 / GSR Mortgage Loan Trust 2004-9
|
|
|
|
|
|
|
|
| US92922FEB04 / WAMU Mortgage Pass-Through Certificates Trust, Series 2003-AR10, Class A7
|
|
|
|
|
|
|
|
| US12667G5V16 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 43 2A1
|
|
|
|
|
|
|
|
| US67114BAA52 / OBX 2021-NQM1 Trust
|
|
|
|
|
|
|
|
| US20267WAA36 / Commonbond Student Loan Trust 2020-A-GS
|
|
|
|
|
|
|
|
| US36261WAA53 / GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL1 A1 144A
|
|
|
|
|
|
|
|
| US31406DG672 / FANNIE MAE 3.42% 11/01/2034 FAR FNARM
|
|
|
|
|
|
|
|
| US85573MAA71 / STARWOOD MORTGAGE RESIDENTIAL STAR 2020 3 A1 144A
|
|
|
|
|
|
|
|
| US576433QU36 / MASTR Adjustable Rate Mortgages Trust 2004-8
|
|
|
|
|
|
|
|
| US31371MQL45 / FNMA POOL 256159 FN 02/36 FLOATING VAR
|
|
|
|
|
|
|
|
| US17307GEB05 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB2 1A
|
|
|
|
|
|
|
|
| US78443CCB81 / SLM Private Credit Student Loan Trust 2005-B
|
|
|
|
|
|
|
|
| US31392KGB61 / FREDDIE MAC FHR 2451 FB
|
|
|
|
|
|
|
|
| US004375CG41 / Accredited Mortgage Loan Trust, Series 2004-4, Class M1
|
|
|
|
|
|
|
|
| US466247WQ26 / JP MORGAN MORTGAGE TRUST JPMMT 2005 A7 2A3
|
|
|
|
|
|
|
|
| US59981TAC99 / MILL CITY MORTGAGE LOAN TRUST 2019-GS2 SER 2019-GS2 CL A1 V/R REGD 144A P/P 2.75000000
|
|
|
|
|
|
|
|
| US63860MAA62 / NATIONSTAR NIM TRUST NSTRN 2007 C A 144A
|
|
|
|
|
|
|
|
| US863579BZ00 / STRUCTURED ADJUSTABLE RATE MOR SARM 2004 13 A3
|
|
|
|
|
|
|
|
| US31403CZ879 / FNMA POOL 745167 FN 01/36 FLOATING VAR
|
|
|
|
|
|
|
|
| US31412YTJ19 / FNMA POOL 938953 FN 08/37 FLOATING VAR
|
|
|
|
|
|
|
|
| US76111XG987 / RFMSI Series 2006-SA1 Trust
|
|
|
|
|
|
|
|
| US3133BANT43 / Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
|
|
| US31406L3G17 / FANNIE MAE 3.538% 01/01/2036 FNMA ARM
|
|
|
|
|
|
|
|
| US3140MNN361 / Federal National Mortgage Association, Inc.
|
|
|
|
|
|
|
|
| US95002EBB20 / WELLS FARGO TR 2013-LC12 2.725% 02/15/2053
|
|
|
|
|
|
|
|
| US31409JLH13 / FANNIE MAE 4.475% 06/01/2036 FNMA ARM
|
|
|
|
|
|
|
|
| US01F0506844 / UMBS TBA
|
|
|
|
|
|
|
|
| US3133THXQ54 / FREDDIE MAC FHR 2115 C
|
|
|
|
|
|
|
|
| US31410GEU31 / FNMA POOL 888547 FN 06/37 FLOATING VAR
|
|
|
|
|
|
|
|
| US31405U6G90 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US05949CHX74 / Banc of America Mortgage 2005-I Trust
|
|
|
|
|
|
|
|
| US07384M4J85 / Bear Stearns ARM Trust 2004-10
|
|
|
|
|
|
|
|
| US31349TVP38 / FED HM LN PC POOL 782422 FH 09/34 FLOATING VAR
|
|
|
|
|
|
|
|
| US31395M2F53 / Freddie Mac Structured Pass-Through Certificates
|
|
|
|
|
|
|
|
| US92922F7P73 / WAMU_05-AR17
|
|
|
|
|
|
|
|
| US31406L2T47 / FNMA POOL 813586 FN 03/35 FLOATING VAR
|
|
|
|
|
|
|
|
| US31400YDR45 / FNMA POOL 701312 FN 08/33 FLOATING VAR
|
|
|
|
|
|
|
|
| US92922FAV04 / WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR8 B2
|
|
|
|
|
|
|
|
| US31418EHF07 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US542514BQ66 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2001 4 2A1
|
|
|
|
|
|
|
|
| US31406GD557 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US76112BBS88 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 SL3 A4
|
|
|
|
|
|
|
|
| US12596WAC82 / CSAIL 2019-C16 Commercial Mortgage Trust
|
|
|
|
|
|
|
|
| US31411DCZ06 / FNMA POOL 904688 FN 12/36 FLOATING VAR
|
|
|
|
|
|
|
|
| US3133TLPG76 / FREDDIE MAC FHR 2177 FA
|
|
|
|
|
|
|
|
| US31392EVN74 / Fannie Mae REMICS
|
|
|
|
|
|
|
|
| US3128NCHJ69 / FED HM LN PC POOL 1G0233 FH 05/35 FLOATING VAR
|
|
|
|
|
|
|
|
| US31342AB577 / FED HM LN PC POOL 780060 FH 12/32 FLOATING VAR
|
|
|
|
|
|
|
|
| US31385HN329 / FANNIE MAE 3.981% 05/01/2036 FAR FNARM
|
|
|
|
|
|
|
|
| US31403DUV99 / FNMA POOL 745896 FN 09/36 FLOATING VAR
|
|
|
|
|
|
|
|
| US31403NSL28 / FANNIE MAE 3.489% 11/01/2033 FAR FNARM
|
|
|
|
|
|
|
|
| US81743VAA17 / SEQUOIA MORTGAGE TRUST 10 SEMT 10 1A
|
|
|
|
|
|
|
|
| US01F0626899 / Uniform Mortgage-Backed Security, TBA
|
|
|
|
|
|
|
|
| US3133TKPF11 / FHLMC STRUCTURED PASS THROUGH FSPC T 16 A
|
|
|
|
|
|
|
|
| US31385HZV76 / FNMA POOL 545356 FN 11/31 FLOATING VAR
|
|
|
|
|
|
|
|
| US45660UAT60 / IndyMac ARM Trust 2001-H2
|
|
|
|
|
|
|
|
| US3133KYXR51 / Freddie Mac Pool
|
|
|
|
|
|
|
|
| US63941CAB90 / NAVIENT STUDENT LOAN TRUST NAVSL 2019 D A2A 144A
|
|
|
|
|
|
|
|
| US31400H5W99 / FANNIE MAE 3.703% 03/01/2033 FAR FNARM
|
|
|
|
|
|
|
|
| US552757AA45 / MFA 2020-NQM3 Trust
|
|
|
|
|
|
|
|
| US3140JANZ71 / FNMA POOL BM5807 FN 04/48 FIXED VAR
|
|
|
|
|
|
|
|
| US9393357P40 / WAMU 02-AR9 1A V/R 8/25/42 3.72644500
|
|
|
|
|
|
|
|
| US31392HGV96 / FANNIE MAE FNR 2002 95 FK
|
|
|
|
|
|
|
|
| US3133T83D73 / FREDDIE MAC FHR 1885 FA
|
|
|
|
|
|
|
|
| US31336CLM37 / FED HM LN PC POOL 972132 FH 11/33 FLOATING VAR
|
|
|
|
|
|
|
|
| US3128NGC296 / Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
|
|
| US3132D9MZ45 / FREDDIE MAC POOL UMBS P#SC0376 4.00000000
|
|
|
|
|
|
|
|
| US81744FCG00 / Sequoia Mortgage Trust 2004-6
|
|
|
|
|
|
|
|
| US31402TAD72 / FNMA POOL 737204 FN 08/33 FLOATING VAR
|
|
|
|
|
|
|
|
| US5899294G05 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A6 1A
|
|
|
|
|
|
|
|
| US31403H3P37 / FNMA POOL 749706 FN 11/33 FLOATING VAR
|
|
|
|
|
|
|
|
| US78449VAB27 / SMB Private Education Loan Trust 2020-PT-A
|
|
|
|
|
|
|
|
| US29425AAD54 / Citigroup Commercial Mortgage Trust 2015-GC33
|
|
|
|
|
|
|
|
| US31407CD950 / FNMA POOL 826428 FN 07/35 FLOATING VAR
|
|
|
|
|
|
|
|
| US31385WZU60 / FANNIE MAE 3.589% 04/01/2040 FAR FNARM
|
|
|
|
|
|
|
|
| US31390S3K53 / FANNIE MAE 3.519% 05/01/2032 FNMA ARM
|
|
|
|
|
|
|
|
| US31403A5J04 / FNMA POOL 743449 FN 10/33 FLOATING VAR
|
|
|
|
|
|
|
|
| US576433GH35 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 6 4A2
|
|
|
|
|
|
|
|
| US3140H3YY67 / FNMA POOL BJ2526 FN 12/47 FIXED 3.5
|
|
|
|
|
|
|
|
| US05948XTL54 / BANC OF AMERICA MORTGAGE 2003-H TRUST
|
|
|
|
|
|
|
|
| US31400AMS41 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US41161PG725 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 BU1 2A1A
|
|
|
|
|
|
|
|
| US31401L6D00 / FNMA POOL 711968 FN 05/33 FLOATING VAR
|
|
|
|
|
|
|
|
| US22541Q2A91 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR30 2A1
|
|
|
|
|
|
|
|
| US31395B6R90 / Fannie Mae REMICS
|
|
|
|
|
|
|
|
| US32051GDX07 / FIRST HORIZON MORTGAGE PASS TH FHASI 2004 FL1 2A1
|
|
|
|
|
|
|
|
| US03881BAE39 / Arbor Multifamily Mortgage Securities Trust 2020-MF1
|
|
|
|
|
|
|
|
| US31407K6Q79 / FNMA POOL 833479 FN 09/35 FLOATING VAR
|
|
|
|
|
|
|
|
| US31381JRV60 / FANNIE MAE 4.155% 10/01/2035 FNMA
|
|
|
|
|
|
|
|
| US19423DAA81 / COLLEGE AVE STUDENT LOANS 2018-A LLC CASL 2018-A A1
|
|
|
|
|
|
|
|
| US16162WPE39 / CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 2A2
|
|
|
|
|
|
|
|
| US466247EH29 / JP MORGAN MORTGAGE TRUST JPMMT 2004 A4 2A2
|
|
|
|
|
|
|
|
| US64830TAD00 / NRZT 2020-1A A1B
|
|
|
|
|
|
|
|
| US21H0226892 / Ginnie Mae
|
|
|
|
|
|
|
|
| US3128Q2C921 / FED HM LN PC POOL 1L0096 FH 02/35 FLOATING VAR
|
|
|
|
|
|
|
|
| US31396L4R81 / FNMA, REMIC, Series 2006-118, Class A1
|
|
|
|
|
|
|
|
| US01F0526800 / Uniform Mortgage-Backed Security, TBA
|
|
|
|
|
|
|
|
| US3133BASY82 / Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
|
|
| US31385WXE47 / FANNIE MAE 3.442% 01/01/2033 FAR FNARM
|
|
|
|
|
|
|
|
| US86359AMR13 / STRUCTURED ASSET SECURITIES CO SASC 2003 6A 2A1
|
|
|
|
|
|
|
|
| US31381JU758 / FANNIE MAE 4.757% 09/01/2037 FAR FNARM
|
|
|
|
|
|
|
|
| US21H0406734 / Ginnie Mae
|
|
|
|
|
|
|
|
| US98162JAA43 / Worldwide Plaza Trust 2017-WWP
|
|
|
|
|
|
|
|
| US21H0326700 / GNMA2 30YR TBA(REG C) 3.5 TBA 07-01-50
|
|
|
|
|
|
|
|
| US552757AC01 / MFA 2020-NQM3 Trust
|
|
|
|
|
|
|
|
| US31391MLM37 / FNMA POOL 670932 FN 01/33 FLOATING VAR
|
|
|
|
|
|
|
|
| US31349SUX97 / FED HM LN PC POOL 781498 FH 01/34 FLOATING VAR
|
|
|
|
|
|
|
|
| US3128QLQU85 / FED HM LN PC POOL 1H2567 FH 09/35 FLOATING VAR
|
|
|
|
|
|
|
|
| US31385WXC80 / FANNIE MAE 3.563% 01/01/2033 FNMA
|
|
|
|
|
|
|
|
| US17307GY692 / Citigroup Mortgage Loan Trust, Series 2005-12, Class 2A1
|
|
|
|
|
|
|
|
| US19423DAB64 / COLLEGE AVE STUDENT LOANS 2018-A LLC CASL 2018-A A2
|
|
|
|
|
|
|
|
| US912810TM09 / United States Treasury Note/Bond
|
|
|
|
|
|
|
|
| US31392RUA75 / FREDDIE MAC FHR 2490 FB
|
|
|
|
|
|
|
|
| US31401Y6R15 / FNMA POOL 722780 FN 09/33 FLOATING VAR
|
|
|
|
|
|
|
|
| US3138L6BR82 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US3140H3W856 / FNMA POOL BJ2470 FN 12/47 FIXED 3.5
|
|
|
|
|
|
|
|
| US161630AB47 / CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 1A2
|
|
|
|
|
|
|
|
| US466247AZ62 / JP MORGAN MORTGAGE TRUST 2003-A2 SER 2003-A2 CL 3A1 V/R REGD 3.76336000
|
|
|
|
|
|
|
|
| US36225CA890 / GNMA II POOL 080030 G2 01/27 FLOATING VAR
|
|
|
|
|
|
|
|
| US31402CUL44 / FANNIE MAE 3.853% 07/01/2033 FAR FNARM
|
|
|
|
|
|
|
|
| US31406YTJ90 / FNMA POOL 824153 FN 06/34 FLOATING VAR
|
|
|
|
|
|
|
|
| US65535VPU60 / NAA 2005-AR5 2A1
|
|
|
|
|
|
|
|
| US31407ANB34 / FANNIE MAE 3.445% 11/01/2033 FAR FNARM
|
|
|
|
|
|
|
|
| US31402CN653 / FNMA POOL 725013 FN 04/33 FLOATING VAR
|
|
|
|
|
|
|
|
| US05948XR290 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 L 2A2
|
|
|
|
|
|
|
|
| US3128QPUK61 / FED HM LN PC POOL 1B7435 FH 08/35 FLOATING VAR
|
|
|
|
|
|
|
|
| US36179RV224 / GNMA II POOL MA3333 G2 12/45 FLOATING VAR
|
|
|
|
|
|
|
|
| US31404Q5M78 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US31400HFH12 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US31381R4L52 / FNMA, Other
|
|
|
|
|
|
|
|
| US05948XT502 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 A 3A1
|
|
|
|
|
|
|
|
| US12669F6Z19 / CWMBS, Inc.
|
|
|
|
|
|
|
|
| US36225CXP66 / GNMA II POOL 080685 G2 04/33 FLOATING VAR
|
|
|
|
|
|
|
|
| US552757AB28 / MFRA TRUST MFRA 2020 NQM3 A2 144A
|
|
|
|
|
|
|
|
| US31406KA266 / FANNIE MAE 4.307% 04/01/2035 FNMA ARM
|
|
|
|
|
|
|
|
| US31393YU521 / FNGT 2004-T3 1A1 6% 2/25/44 6.00000000
|
|
|
|
|
|
|
|
| US31418CU779 / FANNIE MAE 3.50% 03/01/2048 FNMA
|
|
|
|
|
|
|
|
| US31402DLH16 / FNMA ARM 3.99% 5/34 #725828
|
|
|
|
|
|
|
|
| US939336X813 / WaMu Mortgage Pass-Through Certificates Series 2005-AR1 Trust
|
|
|
|
|
|
|
|
| US576433WL62 / MASTR ADJUSTABLE RATE MORTGAGES TRUST 2004-13 MARM 2004-13 3A7A
|
|
|
|
|
|
|
|
| US31371MFZ59 / FNMA POOL 255884 FN 08/35 FLOATING VAR
|
|
|
|
|
|
|
|
| US126694HQ49 / CHL Mortgage Pass-Through Trust, Series 2005-25, Class A11
|
|
|
|
|
|
|
|
| US31358SNY36 / Fannie Mae REMICS
|
|
|
|
|
|
|
|
| US31401CCQ42 / FNMA POOL 703979 FN 05/33 FLOATING VAR
|
|
|
|
|
|
|
|
| US939336PL10 / Washington Mutual MSC Mortgage Pass-Through Certificates Series 2003-AR1 Trust
|
|
|
|
|
|
|
|
| US31406AV669 / FNMA POOL 804437 FN 12/34 FLOATING VAR
|
|
|
|
|
|
|
|
| US07384MZV70 / BEAR STEARNS ARM TRUST 2003-8 BSARM 2003-8 4A1
|
|
|
|
|
|
|
|
| US92925CBB72 / WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust
|
|
|
|
|
|
|
|
| US31393BW764 / FANNIE MAE WHOLE LOAN
|
|
|
|
|
|
|
|
| US92922FW460 / CORP CMO
|
|
|
|
|
|
|
|
| US31405ARU96 / FNMA POOL 783599 FN 04/35 FLOATING VAR
|
|
|
|
|
|
|
|
| US12489WJP05 / Credit-Based Asset Servicing & Securitization LLC, Series 2004-CB4, Class A5
|
|
|
|
|
|
|
|
| US36225CLH78 / GNMA II POOL 080327 G2 10/29 FLOATING VAR
|
|
|
|
|
|
|
|
| US31402DKS89 / FNMA POOL 725805 FN 09/34 FLOATING VAR
|
|
|
|
|
|
|
|
| US01F0224778 / UMBS TBA
|
|
|
|
|
|
|
|
| US19424KAB98 / COLLEGE AVE STUDENT LOANS CASL 2021 A A2 144A
|
|
|
|
|
|
|
|
| US31359V6Z11 / FANNIE MAE FNR 1999 37 F
|
|
|
|
|
|
|
|
| US31404J2J30 / FNMA
|
|
|
|
|
|
|
|
| US31393BX754 / Fannie Mae Trust 2003-W6
|
|
|
|
|
|
|
|
| US759950AG37 / RENAISSANCE HOME EQUITY LOAN T RAMC 2002 2 A
|
|
|
|
|
|
|
|
| US313398VT33 / FSPC T-35 A V/R 9/25/31 1.84800000
|
|
|
|
|
|
|
|
| US31402RTV14 / FNMA POOL 735964 FN 10/35 FLOATING VAR
|
|
|
|
|
|
|
|
| US3133TSQG11 / Freddie Mac Structured Pass-Through Certificates
|
|
|
|
|
|
|
|
| US3128QJUA20 / FED HM LN PC POOL 1G1477 FH 01/37 FLOATING VAR
|
|
|
|
|
|
|
|
| US66987XDE22 / NOVASTAR HOME EQUITY LOAN NHEL 2003 4 A1
|
|
|
|
|
|
|
|
| US83206NAA54 / SMB Private Education Loan Trust 2022-B
|
|
|
|
|
|
|
|
| US31392JY294 / FNMA, REMIC, Series 2003-21, Class FK
|
|
|
|
|
|
|
|
| US3140XLCS56 / FANNIE MAE POOL UMBS P#FS4580 4.00000000
|
|
|
|
|
|
|
|
| US07384MB277 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 9 1A2
|
|
|
|
|
|
|
|
| US78448WAB19 / SMB Private Education Loan Trust 2017-A
|
|
|
|
|
|
|
|
| US31348MWV52 / FED HM LN PC POOL 765160 FH 09/30 FLOATING VAR
|
|
|
|
|
|
|
|
| US31401G4N18 / FANNIE MAE 4.145% 07/01/2033 FNMA ARM
|
|
|
|
|
|
|
|
| US31336CLF85 / FED HM LN PC POOL 972126 FH 08/33 FLOATING VAR
|
|
|
|
|
|
|
|
| US05608XAA00 / BXMT LTD BXMT 2020 FL3 A 144A
|
|
|
|
|
|
|
|
| US3128QLRA13 / Freddie Mac Non Gold Pool
|
|
|
|
|
|
|
|
| US31406DJP24 / FNMA POOL 806770 FN 11/34 FLOATING VAR
|
|
|
|
|
|
|
|
| US31403CWW71 / FANNIE MAE 3.375% 03/01/2035 FAR FNARM
|
|
|
|
|
|
|
|
| US31389F3V26 / FNMA POOL 624612 FN 04/28 FLOATING VAR
|
|
|
|
|
|
|
|
| US3133TJN583 / FREDDIE MAC FHR 2130 FD
|
|
|
|
|
|
|
|
| US64828XAA19 / NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1 SER 2020-RPL1 CL A1 V/R REGD 144A P/P 2.75000000
|
|
|
|
|
|
|
|
| US12515HAZ82 / CD 2017-CD5 Mortgage Trust
|
|
|
|
|
|
|
|
| US31391XDM83 / FNMA POOL 679708 FN 09/41 FLOATING VAR
|
|
|
|
|
|
|
|
| US17307GKZ09 / Citigroup Mortgage Loan Trust Inc
|
|
|
|
|
|
|
|
| US31390NJT00 / FANNIE MAE 2.145% 06/01/2032 FAR FNARM
|
|
|
|
|
|
|
|
| US31406MER34 / FANNIE MAE 3.661% 01/01/2035 FNMA ARM
|
|
|
|
|
|
|
|
| US3128QJ4L75 / FED HM LN PC POOL 1G1727 FH 07/35 FLOATING VAR
|
|
|
|
|
|
|
|
| US07384MS784 / BEAR STEARNS ARM TRUST 2004-5 BSARM 2004-5 2A
|
|
|
|
|
|
|
|
| US86359LEW54 / STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR6 A2
|
|
|
|
|
|
|
|
| US31405MA561 / FNMA POOL 793028 FN 07/34 FLOATING VAR
|
|
|
|
|
|
|
|
| US31408GJF54 / FANNIE MAE 3.509% 12/01/2035 FNMA ARM
|
|
|
|
|
|
|
|
| US31389L4R78 / FNMA POOL 629132 FN 05/32 FLOATING VAR
|
|
|
|
|
|
|
|
| US31393RG383 / FHLMC STRUCTURED PASS THROUGH FSPC T 56 2AF
|
|
|
|
|
|
|
|
| US31407EV420 / FNMA POOL 828735 FN 11/33 FLOATING VAR
|
|
|
|
|
|
|
|
| US31392C6T69 / FANNIE MAE FNR 2002 25 FX
|
|
|
|
|
|
|
|
| US3140J9UZ29 / FNMA POOL BM5099 FN 07/48 FIXED VAR
|
|
|
|
|
|
|
|
| US3128S4AA56 / FED HM LN PC POOL 1Q0001 FH 01/36 FLOATING VAR
|
|
|
|
|
|
|
|
| US31392CKL71 / FANNIE MAE FNR 2002 15 FA
|
|
|
|
|
|
|
|
| US31406QGB77 / FNMA
|
|
|
|
|
|
|
|
| US3128QLRW33 / Freddie Mac Non Gold Pool
|
|
|
|
|
|
|
|
| US939336G495 / WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR3 2A2
|
|
|
|
|
|
|
|
| US1266714L71 / Countrywide Asset-Backed Certificates
|
|
|
|
|
|
|
|
| US22541QFE70 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR18 3A1
|
|
|
|
|
|
|
|
| US55819MAN65 / Madison Park Funding XXXV Ltd
|
|
|
|
|
|
|
|
| US31407XWM90 / FANNIE MAE 3.456% 11/01/2035 FNMA ARM
|
|
|
|
|
|
|
|
| US31403DLG24 / FNMA POOL 745627 FN 04/36 FLOATING VAR
|
|
|
|
|
|
|
|
| US16162WPJ26 / Chase Mortgage Finance Trust, Series 2005-A1, Class 3A1
|
|
|
|
|
|
|
|
| US31404SCY90 / FNMA POOL 776887 FN 02/34 FLOATING VAR
|
|
|
|
|
|
|
|
| US29445FAH10 / EQUIFIRST MORTGAGE LOAN TRUST EMLT 2003 2 3A3
|
|
|
|
|
|
|
|
| US07384MYS50 / Bear Stearns ARM Trust, Series 2003-7, Class 3A
|
|
|
|
|
|
|
|
| US31404XJD75 / FNMA POOL 781560 FN 10/34 FLOATING VAR
|
|
|
|
|
|
|
|
| US31393XFT90 / FNMA, Grantor Trust, Whole Loan, Series 2004-T1, Class 1A2
|
|
|
|
|
|
|
|
| US31406NL937 / FNMA POOL 814952 FN 04/35 FLOATING VAR
|
|
|
|
|
|
|
|
| US31349UB562 / FHLMC
|
|
|
|
|
|
|
|
| US81744FGZ45 / Sequoia Mortgage Trust, Series 2005-2, Class A2
|
|
|
|
|
|
|
|
| US3128NCTE45 / FED HM LN PC POOL 1G0549 FH 06/35 FLOATING VAR
|
|
|
|
|
|
|
|
| US31407MSU08 / FANNIE MAE 3.687% 07/01/2035 FAR FNARM
|
|
|
|
|
|
|
|
| US89177XAA54 / TOWD POINT MORTGAGE TRUST 2019-HY3 SER 2019-HY3 CL A1A V/R REGD 144A P/P 2.70800000
|
|
|
|
|
|
|
|
| US01F0326821 / Fannie Mae or Freddie Mac
|
|
|
|
|
|
|
|
| US589929G367 / Merrill Lynch Mortgage Investors Trust, Series 2003-A, Class 2A2
|
|
|
|
|
|
|
|
| US17307GXP89 / Citigroup Mortgage Loan Trust Inc
|
|
|
|
|
|
|
|
| US31392DUA89 / FANNIEMAE WHOLE LOAN FNW 2002 W4 A5
|
|
|
|
|
|
|
|
| US86358HUT49 / Structured Asset Mortgage Investments Trust 2003-AR3
|
|
|
|
|
|
|
|
| US3128NC2K96 / FED HM LN PC POOL 1G0778 FH 03/36 FLOATING VAR
|
|
|
|
|
|
|
|
| US86359A4Z37 / STRUCTURED ASSET SECURITIES CO SASC 2003 34A 3A1
|
|
|
|
|
|
|
|
| US31410GDL41 / FANNIE MAE 3.608% 02/01/2035 FAR FNARM
|
|
|
|
|
|
|
|
| US31413YWD92 / FNMA POOL 959744 FN 11/47 FLOATING VAR
|
|
|
|
|
|
|
|
| US02150PAB40 / Alternative Loan Trust 2007-OA6
|
|
|
|
|
|
|
|
| US31409FVH80 / FNMA POOL 870116 FN 09/35 FLOATING VAR
|
|
|
|
|
|
|
|
| US31395HHV50 / Freddie Mac Structured Pass-Through Certificates
|
|
|
|
|
|
|
|
| US31384QRC95 / FNMA POOL 530683 FN 07/29 FLOATING VAR
|
|
|
|
|
|
|
|
| US05948XYD73 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 J 2A2
|
|
|
|
|
|
|
|
| US19424KAA16 / College Ave Student Loans 2021-A LLC
|
|
|
|
|
|
|
|
| US31336CNW90 / FED HM LN PC POOL 972205 FH 03/36 FLOATING VAR
|
|
|
|
|
|
|
|
| EZ4YGY9ZBMF1 / CMBX.NA.AAA.12 SP SAL
|
|
|
|
|
|
|
|
| US36225CK709 / GNMA II POOL 080317 G2 09/29 FLOATING VAR
|
|
|
|
|
|
|
|
| US12663TAA79 / CSMC_22-RPL4
|
|
|
|
|
|
|
|
| US31405PRS10 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US31394BZ641 / FANNIEMAE WHOLE LOAN FNW 2004 W15 1A1
|
|
|
|
|
|
|
|
| US17307GW951 / Citigroup Mortgage Loan Trust 2005-11
|
|
|
|
|
|
|
|
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND
|
|
|
|
|
|
|
|
| US31387UEQ04 / FNMA POOL 594243 FN 12/30 FLOATING VAR
|
|
|
|
|
|
|
|
| US31392DUF76 / FANNIEMAE WHOLE LOAN FNW 2002 W4 A4
|
|
|
|
|
|
|
|
| US31378A3P93 / FANNIE MAE 3.341% 11/01/2026 FAR FNARM
|
|
|
|
|
|
|
|
| US3128HDZB88 / FED HM LN PC POOL 847038 FH 01/30 FLOATING VAR
|
|
|
|
|
|
|
|
| US31407X3X76 / FNMA POOL 844214 FN 11/35 FLOATING VAR
|
|
|
|
|
|
|
|
| US31386G7J63 / FNMA
|
|
|
|
|
|
|
|
| US3138WDD655 / FNMA POOL AS3724 FN 11/44 FIXED 3.5
|
|
|
|
|
|
|
|
| US01F0226831 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA AUG
|
|
|
|
|
|
|
|
| US3128JRHC32 / FED HM LN PC POOL 847427 FH 09/34 FLOATING VAR
|
|
|
|
|
|
|
|
| US31295NJV10 / FED HM LN PC POOL 789276 FH 04/32 FLOATING VAR
|
|
|
|
|
|
|
|
| US3128NCB370 / FED HM LN PC POOL 1G0058 FH 01/35 FLOATING VAR
|
|
|
|
|
|
|
|
| US89177HAA05 / Towd Point Mortgage Trust, Series 2019-HY2, Class A1
|
|
|
|
|
|
|
|
| US466247YS63 / JP MORGAN MORTGAGE TRUST JPMMT 2005 A8 2A6
|
|
|
|
|
|
|
|
| US576433GC48 / MASTR Adjustable Rate Mortgages Trust 2003-6
|
|
|
|
|
|
|
|
| US45661VAA44 / IndyMac INDX Mortgage Loan Trust 2006-AR12
|
|
|
|
|
|
|
|
| US31378C4V17 / FANNIE MAE 2.145% 07/01/2027 FNMA ARM
|
|
|
|
|
|
|
|
| US83611MAQ15 / Soundview Home Loan Trust, Series 2003-2, Class A2
|
|
|
|
|
|
|
|
| US83206NAB38 / SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 1.83000000
|
|
|
|
|
|
|
|
| US31359QF339 / FANNIE MAE FNR 1997 65 FK
|
|
|
|
|
|
|
|
| US939335N683 / Washington Mutual MSC Mortgage Pass-Through Certificates Series 2002-AR1 Trust
|
|
|
|
|
|
|
|
| US81743PAA49 / SEMT_03-1
|
|
|
|
|
|
|
|
| US31418EGF16 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US62955RAA32 / NEW YORK MORTGAGE TRUST 08/51 1.6696
|
|
|
|
|
|
|
|
| US3128NVMC33 / FED HM LN PC POOL 1K1255 FH 11/36 FLOATING VAR
|
|
|
|
|
|
|
|
| US05532WBS35 / BCAP LLC TRUST BCAP 2010 RR3 4A5 144A
|
|
|
|
|
|
|
|
| US31358SSV42 / Fannie Mae REMICS
|
|
|
|
|
|
|
|
| US31404GV406 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US31404ECQ70 / FANNIE MAE 3.752% 02/01/2034 FNMA ARM
|
|
|
|
|
|
|
|
| US22541NNN56 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 AR28 1A2
|
|
|
|
|
|
|
|
| US542514HN71 / Long Beach Mortgage Loan Trust 2004-4
|
|
|
|
|
|
|
|
| US87241EAQ89 / TCW CLO 2019-1 AMR Ltd
|
|
|
|
|
|
|
|
| US31390WRA26 / FNMA
|
|
|
|
|
|
|
|
| US912810TL26 / TREASURY BOND
|
|
|
|
|
|
|
|
| US17307GW530 / Citigroup Mortgage Loan Trust 2005-11
|
|
|
|
|
|
|
|
| US36225CV524 / GNMA II POOL 080635 G2 09/32 FLOATING VAR
|
|
|
|
|
|
|
|
| US3128Q2FY42 / Freddie Mac Non Gold Pool
|
|
|
|
|
|
|
|
| US073868BE01 / BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1
|
|
|
|
|
|
|
|
| US31374GRC32 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US3140X6S931 / FANNIE MAE POOL UMBS P#FM3243 3.50000000
|
|
|
|
|
|
|
|
| US31413BD653 / FNMA POOL 940325 FN 02/35 FLOATING VAR
|
|
|
|
|
|
|
|
| US31418EJZ43 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US31400SJE00 / FNMA POOL 696061 FN 04/33 FLOATING VAR
|
|
|
|
|
|
|
|
| US31407CEH60 / FNMA POOL 826436 FN 07/35 FLOATING VAR
|
|
|
|
|
|
|
|
| US3128JNXL43 / FED HM LN PC POOL 1B3482 FH 07/37 FLOATING VAR
|
|
|
|
|
|
|
|
| US589929V218 / Merrill Lynch Mortgage Investors Trust Series MLCC 2003-D
|
|
|
|
|
|
|
|
| US31342AXG92 / FED HM LN PC POOL 780679 FH 07/33 FLOATING VAR
|
|
|
|
|
|
|
|
| US3128JMN943 / FED HM LN PC POOL 1B2315 FH 09/35 FLOATING VAR
|
|
|
|
|
|
|
|
| US31342ASB60 / FED HM LN PC POOL 780514 FH 05/33 FLOATING VAR
|
|
|
|
|
|
|
|
| US21H0526788 / Ginnie Mae
|
|
|
|
|
|
|
|
| US31348UHU60 / FED HM LN PC POOL 865643 FH 04/30 FLOATING VAR
|
|
|
|
|
|
|
|
| US3128LUKS48 / FED HM LN PC POOL 1J0305 FH 02/37 FLOATING VAR
|
|
|
|
|
|
|
|
| US31385CDK62 / FNMA
|
|
|
|
|
|
|
|
| US44328AAB61 / HSI Asset Securitization Corp Trust 2006-HE1
|
|
|
|
|
|
|
|
| US31418EMN75 / Federal National Mortgage Association, Inc.
|
|
|
|
|
|
|
|
| US3128JRHJ84 / FED HM LN PC POOL 847433 FH 07/35 FLOATING VAR
|
|
|
|
|
|
|
|
| US3128QPGM83 / FED HM LN PC POOL 1B7053 FH 04/36 FLOATING VAR
|
|
|
|
|
|
|
|
| US74160MDL37 / Prime Mortgage Trust 2004-CL1
|
|
|
|
|
|
|
|
| US31391MKY83 / FNMA POOL 670911 FN 12/32 FLOATING VAR
|
|
|
|
|
|
|
|
| US69547MAD83 / PAID_22-3
|
|
|
|
|
|
|
|
| US46630GAJ40 / JP Morgan Mortgage Trust 2007-A1
|
|
|
|
|
|
|
|
| US12669FBQ54 / COUNTRYWIDE HOME LOANS CWHL 2003 56 5A1
|
|
|
|
|
|
|
|
| US3133TAG222 / FREDDIE MAC FHR 1980 Z
|
|
|
|
|
|
|
|
| US31409U6W01 / FNMA POOL 879385 FN 12/35 FLOATING VAR
|
|
|
|
|
|
|
|
| US362341RX95 / GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1
|
|
|
|
|
|
|
|
| US161630AC20 / Chase Mortgage Finance Trust Series 2007-A1
|
|
|
|
|
|
|
|
| US31404WPZ31 / FANNIE MAE 4.402% 06/01/2034 FNMA ARM
|
|
|
|
|
|
|
|
| US31402QUH28 / FNMA POOL 735084 FN 02/34 FLOATING VAR
|
|
|
|
|
|
|
|
| US05948XBS99 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 D 2A1
|
|
|
|
|
|
|
|
| US74143JAA97 / PRET 2021-RN3 LLC
|
|
|
|
|
|
|
|
| US31418EFC93 / FNMA POOL MA4662 FN 07/42 FIXED 4
|
|
|
|
|
|
|
|
| US31389AZ221 / FNMA
|
|
|
|
|
|
|
|
| US07387QAX88 / Bear Stearns ALT-A Trust, Series 2006-8, Class 3A1
|
|
|
|
|
|
|
|
| US07386HXZ99 / BEAR STEARNS ALT A TRUST BALTA 2005 9 21A1
|
|
|
|
|
|
|
|
| US30166TAD54 / Exeter Automobile Receivables Trust 2023-4
|
|
|
|
|
|
|
|
| US83192CAB37 / SMB Private Education Loan Trust 2019-B
|
|
|
|
|
|
|
|
| US939335N840 / Washington Mutual Mortgage Securities Corp.
|
|
|
|
|
|
|
|
| US31339NC798 / Freddie Mac REMICS
|
|
|
|
|
|
|
|
| US863579AQ10 / Structured Adjustable Rate Mortgage Loan Trust, Series 2004-12, Class 3A2
|
|
|
|
|
|
|
|
| US46630GAW50 / JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 5A6
|
|
|
|
|
|
|
|
| US45254NPU53 / Impac CMB Trust, Series 2005-5, Class A1
|
|
|
|
|
|
|
|
| US86359AS462 / STRUCTURED ASSET SECURITIES CO SASC 2003 26A 2A
|
|
|
|
|
|
|
|
| US31400QX813 / FNMA POOL 694703 FN 04/33 FLOATING VAR
|
|
|
|
|
|
|
|
| US07384MUM27 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 3 2A2
|
|
|
|
|
|
|
|
| US31389AZ551 / FANNIE MAE 2.145% 01/01/2038 FAR FNARM
|
|
|
|
|
|
|
|
| US21H0306827 / Ginnie Mae
|
|
|
|
|
|
|
|
| US31358SVW87 / FANNIE MAE FNR 2000 38 F
|
|
|
|
|
|
|
|
| US61770YAA38 / Morgan Stanley Capital I Trust 2020-CNP
|
|
|
|
|
|
|
|
| US86359LGE39 / STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 200 SAMI 2004-AR8 A1
|
|
|
|
|
|
|
|
| US31402QX488 / FANNIE MAE 3.339% 01/01/2035 FAR FNARM
|
|
|
|
|
|
|
|
| US31402TQD09 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US85573EAA55 / Starwood Mortgage Residential Trust 2020-INV
|
|
|
|
|
|
|
|
| US93363DAA54 / WaMu Mortgage Pass-Through Certificates Series 2006-AR9 Trust
|
|
|
|
|
|
|
|
| US85573EAC12 / Starwood Mortgage Residential Trust 2020-INV
|
|
|
|
|
|
|
|
| US31392GVX05 / FANNIEMAE WHOLE LOAN FNW 2003 W1 1A1
|
|
|
|
|
|
|
|
| US12667GL923 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 27 1A3
|
|
|
|
|
|
|
|
| US126694AN80 / COUNTRYWIDE HOME LOANS CWHL 2005 19 2A2
|
|
|
|
|
|
|
|
| US31406MEP77 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US31349SEZ20 / FED HM LN PC POOL 781052 FH 11/33 FLOATING VAR
|
|
|
|
|
|
|
|
| US939336P801 / Washington Mutual MSC Mortgage Pass-Through Certificates Series 2004-RA1 Trust
|
|
|
|
|
|
|
|
| US31385HU597 / FANNIE MAE 3.25% 05/01/2036 FNMA ARM
|
|
|
|
|
|
|
|
| US07384M5Y44 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 12A5
|
|
|
|
|
|
|
|
| US95001WBB37 / Wells Fargo Commercial Mortgage Trust 2019-C49
|
|
|
|
|
|
|
|
| US89173UAA51 / Towd Point Mortgage Trust 2017-4
|
|
|
|
|
|
|
|
| US93363TAB89 / WaMu Mortgage Pass-Through Certificates Series 2006-AR11 Trust
|
|
|
|
|
|
|
|
| US31407UMR58 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US3133TAC429 / FREDDIE MAC FHR 1968 FC
|
|
|
|
|
|
|
|
| US31390STH49 / FNMA POOL 654952 FN 07/42 FLOATING VAR
|
|
|
|
|
|
|
|
| US31395A3J20 / Freddie Mac Structured Pass-Through Certificates
|
|
|
|
|
|
|
|
| US76111JZ721 / RESIDENTIAL FUNDING MTG SEC I RFMSI 2003 S9 A1
|
|
|
|
|
|
|
|
| US126673AW27 / CWABS INC ASSET-BACKED CERTIFICATES TRUST 2004-6 CWL 2004-6 1A1
|
|
|
|
|
|
|
|
| US3128NCY406 / FED HM LN PC POOL 1G0731 FH 02/36 FLOATING VAR
|
|
|
|
|
|
|
|
| US59020UAA34 / MLMI 2004 A1 1A
|
|
|
|
|
|
|
|
| US63940YAB20 / Navient Private Education Refi Loan Trust 2019-C
|
|
|
|
|
|
|
|
| US78443CCU62 / SLM Private Credit Student Loan Trust 2006-B
|
|
|
|
|
|
|
|
| US31405MA231 / FANNIE MAE 3.443% 07/01/2034 FNMA ARM
|
|
|
|
|
|
|
|
| US36228FNB84 / GSR MORTGAGE LOAN TRUST
|
|
|
|
|
|
|
|
| US31339D7C66 / FREDDIE MAC FHR 2417 FY
|
|
|
|
|
|
|
|
| US576438AD71 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 2 3A1
|
|
|
|
|
|
|
|
| US31410F3M54 / FNMA
|
|
|
|
|
|
|
|
| US22541QUQ36 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR24 4A1
|
|
|
|
|
|
|
|
| US31403GWC22 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US31346VHH50 / FED HM LN PC POOL 390232 FH 01/30 FLOATING VAR
|
|
|
|
|
|
|
|
| US36179RPM50 / GNMA II POOL MA3128 G2 09/45 FLOATING VAR
|
|
|
|
|
|
|
|
| US75971FAD50 / RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1
|
|
|
|
|
|
|
|
| US07384YGX85 / BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A1
|
|
|
|
|
|
|
|
| US3128JRCM68 / FED HM LN PC POOL 847276 FH 04/34 FLOATING VAR
|
|
|
|
|
|
|
|
| US31405GQ379 / FNMA POOL 788974 FN 04/34 FLOATING VAR
|
|
|
|
|
|
|
|
| US36202K3W33 / GNMA II POOL 008913 G2 07/26 FLOATING VAR
|
|
|
|
|
|
|
|
| US31384WE718 / FNMA POOL 535758 FN 03/30 FLOATING VAR
|
|
|
|
|
|
|
|
| US31371LLA51 / FANNIE MAE 3.50% 12/01/2033 FAR FNARM
|
|
|
|
|
|
|
|
| US589929S412 / MLCC MORTGAGE INVESTORS INC MLCC 2003 C A1
|
|
|
|
|
|
|
|
| US31385WTG41 / FNMA POOL 555051 FN 11/32 FLOATING VAR
|
|
|
|
|
|
|
|
| US03329TAG94 / Anchorage Credit Funding 4 Ltd.
|
|
|
|
|
|
|
|
| US85573EAB39 / STARWOOD MORTGAGE RESIDENTIAL STAR 2020 INV1 A2 144A
|
|
|
|
|
|
|
|
| US31404CGB00 / FNMA POOL 764394 FN 03/34 FLOATING VAR
|
|
|
|
|
|
|
|
| US3128QS2Z80 / FED HM LN PC POOL 1G2592 FH 12/36 FLOATING VAR
|
|
|
|
|
|
|
|
| US07384MZS42 / Bear Stearns ARM Trust 2003-8
|
|
|
|
|
|
|
|
| US36179W5D62 / Ginnie Mae II Pool
|
|
|
|
|
|
|
|
| US36225CMN38 / Ginnie Mae II Pool
|
|
|
|
|
|
|
|
| US74160MDK53 / PRIME MORTGAGE TRUST
|
|
|
|
|
|
|
|
| US552754AA14 / MFA 2020-NQM1 TRUST SER 2020-NQM1 CL A1 V/R REGD 144A P/P 0.00000000
|
|
|
|
|
|
|
|
| US22541NAD12 / Home Equity Asset Trust
|
|
|
|
|
|
|
|
| US3128NCCU69 / FED HM LN PC POOL 1G0083 FH 03/35 FLOATING VAR
|
|
|
|
|
|
|
|
| US52474XAA37 / LEGACY MORTGAGE ASSET TRUST SER 2021-GS3 CL A1 V/R REGD 144A P/P 0.00000000
|
|
|
|
|
|
|
|
| US63890BAB27 / NAVIENT STUDENT LOAN TRUST 2018-EA NAVSL 2018-EA A2
|
|
|
|
|
|
|
|
| US87276WAA18 / TPG Real Estate Finance Issuer LTD
|
|
|
|
|
|
|
|
| US07389QAL23 / BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD1 21A1
|
|
|
|
|
|
|
|
| US31574PAA30 / Ellington Financial Mortgage Trust 2020-1
|
|
|
|
|
|
|
|
| US3128QJ5H54 / FED HM LN PC POOL 1G1748 FH 09/35 FLOATING VAR
|
|
|
|
|
|
|
|
| US31407A7K18 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US41161PLR28 / HARBORVIEW MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL 2A1A V/R REGD 2.17325000
|
|
|
|
|
|
|
|
| US31403KDN00 / FNMA POOL 750809 FN 11/33 FLOATING VAR
|
|
|
|
|
|
|
|
| US48251JAL70 / KKR CLO 18 Ltd
|
|
|
|
|
|
|
|
| US01F0304703 / UMBS 15YR TBA(REG B) 3.0 UMBS TBA 07-01-35
|
|
|
|
|
|
|
|
| US31349TWL15 / Freddie Mac Non Gold Pool
|
|
|
|
|
|
|
|
| US31392CQ311 / FANNIE MAE FNR 2002 34 FE
|
|
|
|
|
|
|
|
| US576433DY94 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 3 1A1
|
|
|
|
|
|
|
|
| US36229RLG29 / GSR MORTGAGE LOAN TRUST GSR 2004 2F 4A1
|
|
|
|
|
|
|
|
| US3138W9B746 / FNMA POOL AS0061 FN 08/28 FIXED 3
|
|
|
|
|
|
|
|
| US94982DAA46 / Wells Fargo Mortgage Backed Securities Trust, Series 2005-AR14, Class A1
|
|
|
|
|
|
|
|
| US576433PQ33 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 7 2A1
|
|
|
|
|
|
|
|
| US59020UVJ14 / Merrill Lynch Mortgage Investors Trust, Series 2005-1, Class 2A2
|
|
|
|
|
|
|
|
| US36242D4W09 / GSR Mortgage Loan Trust 2005-AR3
|
|
|
|
|
|
|
|
| US31393CX406 / FNMA, Series 2003-W8, Class 3F2
|
|
|
|
|
|
|
|
| US31389AZQ92 / FNMA POOL 620051 FN 08/32 FLOATING VAR
|
|
|
|
|
|
|
|
| US31402CVD19 / FNMA POOL 725212 FN 03/33 FLOATING VAR
|
|
|
|
|
|
|
|
| US31406WEF77 / FANNIE MAE 4.384% 06/01/2035 FNMA ARM
|
|
|
|
|
|
|
|
| US59020USJ50 / MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLMI MLMI 2005-A2 A2
|
|
|
|
|
|
|
|
| US92922F4M79 / WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust
|
|
|
|
|
|
|
|
| US31413FYF34 / FNMA POOL 944510 FN 07/37 FLOATING VAR
|
|
|
|
|
|
|
|
| US36225CSN73 / G2 80524
|
|
|
|
|
|
|
|
| US32051D4S87 / First Horizon Alternative Mortgage Securities Trust 2004-AA2
|
|
|
|
|
|
|
|
| US31393T7H31 / Fannie Mae REMICS
|
|
|
|
|
|
|
|
| US06051GDM87 / Banc of America Funding 2005-D Trust
|
|
|
|
|
|
|
|
| US31336CL350 / FED HM LN PC POOL 972146 FH 04/34 FLOATING VAR
|
|
|
|
|
|
|
|
| US31408JAX90 / FANNIE MAE 3.809% 01/01/2036 FAR FNARM
|
|
|
|
|
|
|
|
| US31411SM868 / FNMA POOL 913983 FN 02/37 FLOATING VAR
|
|
|
|
|
|
|
|
| US93363DAB38 / WaMu Mortgage Pass-Through Certificates Series 2006-AR9 Trust
|
|
|
|
|
|
|
|
| US63941UAA16 / Navient Private Education Refi Loan Trust 2020-G
|
|
|
|
|
|
|
|
| US03764QBC50 / Apidos CLO XV
|
|
|
|
|
|
|
|
| US863579NA21 / STRUCTURED ADJUSTABLE RATE MOR SARM 2005 4 6A3
|
|
|
|
|
|
|
|
| US78449XAA00 / SMB PRIVATE EDUCATION LOAN TRUST 2020-B 1.29% 07/15/2053 144A
|
|
|
|
|
|
|
|
| US3133KYYA18 / Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
|
|
| US12669GA765 / CHL Mortgage Pass-Through Trust, Series 2005-HYB3, Class 2A1A
|
|
|
|
|
|
|
|
| US36225CVW36 / GNMA II POOL 080628 G2 08/32 FLOATING VAR
|
|
|
|
|
|
|
|
| US32051GPJ84 / FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA5 1A1
|
|
|
|
|
|
|
|
| US07384MTN29 / Bear Stearns ARM Trust 2003-1
|
|
|
|
|
|
|
|
| US32051GDV41 / FIRST HORIZON MORTGAGE PASS TH FHASI 2004 FL1 1A1
|
|
|
|
|
|
|
|
| US3128NC6C35 / Freddie Mac Non Gold Pool
|
|
|
|
|
|
|
|
| US31392ADL98 / Fannie Mae REMICS
|
|
|
|
|
|
|
|
| US31411N6Y83 / FNMA POOL 912687 FN 05/37 FLOATING VAR
|
|
|
|
|
|
|
|
| US46652DAA37 / JP Morgan Chase Commercial Mortgage Securities Corp
|
|
|
|
|
|
|
|
| US31402DRT99 / FNMA POOL 725998 FN 11/34 FLOATING VAR
|
|
|
|
|
|
|
|
| US36179RJ427 / GNMA II POOL MA2983 G2 07/45 FLOATING VAR
|
|
|
|
|
|
|
|
| US31391MFS70 / FNMA POOL 670777 FN 11/32 FLOATING VAR
|
|
|
|
|
|
|
|
| US92922F3K23 / WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR12 1A5
|
|
|
|
|
|
|
|
| US31407EZZ95 / FNMA POOL 828860 FN 05/35 FLOATING VAR
|
|
|
|
|
|
|
|
| US31409UUP82 / FNMA POOL 879090 FN 05/36 FLOATING VAR
|
|
|
|
|
|
|
|
| US007036DN37 / Adjustable Rate Mortgage Trust 2004-4
|
|
|
|
|
|
|
|
| US3128M6PE23 / Freddie Mac Gold Pool
|
|
|
|
|
|
|
|
| US31402RPT04 / FANNIE MAE 3.269% 10/01/2034 FNMA ARM
|
|
|
|
|
|
|
|
| US89177BAA35 / Towd Point Mortgage Trust 2019-1
|
|
|
|
|
|
|
|
| US31295NEY04 / Freddie Mac Non Gold Pool
|
|
|
|
|
|
|
|
| US36228F4P85 / GSR Mortgage Loan Trust 2004-7
|
|
|
|
|
|
|
|
| US36242DFP33 / GSR Mortgage Loan Trust 2004-11
|
|
|
|
|
|
|
|
| US95000AAU16 / Wells Fargo & Company
|
|
|
|
|
|
|
|
| US36257CAG24 / GS Mortgage Securities Corp Trust 2017-GPTX
|
|
|
|
|
|
|
|
| US31407YHH53 / FNMA POOL 844532 FN 11/35 FLOATING VAR
|
|
|
|
|
|
|
|
| US3128NKHZ28 / FED HM LN PC POOL 1J2948 FH 09/37 FLOATING VAR
|
|
|
|
|
|
|
|
| US3128QPUG59 / FED HM LN PC POOL 1B7432 FH 11/34 FLOATING VAR
|
|
|
|
|
|
|
|
| EZ343B02SK51 / CMBX.NA.AAA.8 SP GST
|
|
|
|
|
|
|
|
| US05949AGR59 / BANK OF AMERICA MORRTGAGE SECURITIES
|
|
|
|
|
|
|
|
| US525ESC6Y09 / ESC LEHMAN BRTH HLDH PROD
|
|
|
|
|
|
|
|
| US31406H3D75 / FNMA
|
|
|
|
|
|
|
|
| US3133KYXC82 / UMBS, 20 Year
|
|
|
|
|
|
|
|
| US31410FWC57 / FNMA
|
|
|
|
|
|
|
|
| US313920QJ21 / FNMA, REMIC, Series 2001-38, Class FB
|
|
|
|
|
|
|
|
| US78449UAB44 / SMB Private Education Loan Trust 2020-A
|
|
|
|
|
|
|
|
| US01F0306781 / UMBS TBA
|
|
|
|
|
|
|
|
| US21H0426799 / Ginnie Mae
|
|
|
|
|
|
|
|
| US01F0426811 / UMBS TBA
|
|
|
|
|
|
|
|
| US3138YEGY72 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US07384MC754 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 9 3A3
|
|
|
|
|
|
|
|
| US31393FGG54 / Freddie Mac REMICS
|
|
|
|
|
|
|
|
| US3133BBF535 / Federal Home Loan Mortgage Corporation
|
|
|
|
|
|
|
|
| US78471CAB54 / SOFI PROFESSIONAL LOAN PROGRAM 2017-D LLC SOFI 2017-D A2FX
|
|
|
|
|
|
|
|
| US36229RJJ95 / GSR MORTGAGE LOAN TRUST GSR 2003 1 A2
|
|
|
|
|
|
|
|
| US126670LE60 / CHL Mortgage Pass-Through Trust 2005-HYB9
|
|
|
|
|
|
|
|
| US61746WA750 / MORGAN STANLEY DEAN WITTER CAP MSDWC 2003 NC2 M1
|
|
|
|
|
|
|
|
| US61748HGR66 / Morgan Stanley Mortgage Loan Trust 2004-11AR
|
|
|
|
|
|
|
|
| US69381AAA97 / PRPM 2023-RCF1 LLC SER 2023-RCF1 CL A1 V/R REGD 144A P/P 4.00000000
|
|
|
|
|
|
|
|
| US31339NE851 / FREDDIE MAC FHR 2413 FB
|
|
|
|
|
|
|
|
| US466285AK96 / J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A6 2A1
|
|
|
|
|
|
|
|
| US78443CCL63 / SLM Private Credit Student Loan Trust 2006-A
|
|
|
|
|
|
|
|
| US01F0406854 / UMBS TBA
|
|
|
|
|
|
|
|
| US3133KYXK09 / Freddie Mac Pool
|
|
|
|
|
|
|
|
| US21H0506806 / GNMA
|
|
|
|
|
|
|
|
| US12669F6Y44 / COUNTRYWIDE HOME LOANS CWHL 2004 22 A2
|
|
|
|
|
|
|
|
| US63941FAC05 / Navient Private Education Refi Loan Trust 2020-A
|
|
|
|
|
|
|
|
| US3128MJ3H14 / Freddie Mac Gold Pool
|
|
|
|
|
|
|
|
| US881561RD83 / TERWIN MORTGAGE TRUST TMTS 2005 6HE M5
|
|
|
|
|
|
|
|
| US3128QGDW93 / FED HM LN PC POOL 1N0117 FH 12/35 FLOATING VAR
|
|
|
|
|
|
|
|
| US86359AYX52 / Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-22A
|
|
|
|
|
|
|
|
| US36228F4R42 / GSR MORTGAGE LOAN TRUST GSR 2004 7 3A1
|
|
|
|
|
|
|
|
| US576433JG25 / MASTR Adjustable Rate Mortgages Trust 2004-10
|
|
|
|
|
|
|
|
| US19421UAB08 / COLLEGE AVE STUDENT LOANS CASL 2019 A A2 144A
|
|
|
|
|
|
|
|
| US929227XB72 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR17 SER 2002-AR17 CL 1A V/R REGD 3.52644500
|
|
|
|
|
|
|
|
| US073873AA90 / BEAR STEARNS ALT A TRUST BALTA 2006 5 1A1
|
|
|
|
|
|
|
|
| US31358SH879 / FANNIE MAE REMICS SER 2000-47 CL FD V/R 2.56838000
|
|
|
|
|
|
|
|
| US31404EQE94 / FANNIE MAE 3.736% 03/01/2034 FAR FNARM
|
|
|
|
|
|
|
|
| US31402DLJ71 / Fannie Mae Pool
|
|
|
|
|
|
|
|
| US36185MBL54 / GMAC MORTGAGE CORPORATION LOAN TRUST
|
|
|
|
|
|
|
|
| US31409GR320 / FNMA POOL 870906 FN 12/36 FLOATING VAR
|
|
|
|
|
|
|
|
| US466247K778 / JP Morgan Mortgage Trust 2006-A2
|
|
|
|
|
|
|
|
| US31406Q7B74 / FNMA POOL 817290 FN 06/35 FLOATING VAR
|
|
|
|
|
|
|
|
.
