Instruments Covered

Structured Products Residential Mortgage Backed Securities (RMBS) Asset Backed Securities (ABS): Credit Cards, Autos… Commercial Mortgage Backed Securities (CMBS) Structured Finance Collateralized Debt Obligations (ABS-CDO) Collateralized Bond/Loan Obligations (CBO/CLO) Trust Preferred Securities (TRUPs) and Preferred Term Securities (PreTSLs)

Mortgage Backed Securities

• Agency mortgage backed TBAs
• Agency specific pools

Bonds

• US Treasury bills, notes and bonds

US Agencies

• Callable, Non-Callable

Corporate Bonds

• Callable, Non-Callable, Step-Ups, Sinking Funds, Puttables

Fixed Income Derivatives

• IRS, Caps, Floors, Collars, Swaptions, Callable and Cancelable Swaps, Amortizing Swaps, Extendable Swaps, Futures

Credit Derivatives

• Single Name, Baskets