Government and Supranational Securities
  • U.S. Treasury Securities
  • U.S. Government Agency Debentures and Supranationals
  • U.S. Government Agency and Supranational STRIPs
Mortgage-Backed Securities
  • To Be Announced Securities (TBAs)
  • Fixed-Rate Pass-Through Certificates (Specified Pools)
  • Adjustable Rate Mortgages (ARMs)
  • Small Business Administration Pools (SBAs)
  • Structured Agency Mortgage IO/PO
  • Commercial Mortgage-Backed Securities (CMBS)
  • Collateralized Mortgage Obligations (CMOs)
    • Agency, Prime Jumbo and Alt-A (Seniors)
    • Payment Option ARMs (Seniors)
    • Subprime Mortgage-Backed (Seniors)
  • Delegated Underwriting and Servicing Pools (DUS)
  • GNMA Project Loan Securities
Hard-to-Value Securities (HTV)
  • Non-Agency RMBS Resecuritizations
  • Prime Jumbo and Alt-A Fixed / ARM and Payment Option ARM CMOs (Subordinates)
  • Subprime Mortgage-Backed CMOs (Subordinates)
  • Manufactured Housing
Asset-Backed Securities
  • Autos
  • Credit Cards
  • Student Loans
  • TALF Loans
Collateralized Loan and Debt Obligations
  • Broadly Syndicated and Middle Market Structures (CLOs)
  • Small and Medium Enterprise Structures (SME CLOs)
  • Asset Backed Collateralized Debt Obligations (ABS CDOs)
  • Trust Preferred Collateralized Debt Obligations (Trups CDOs)
  • Market Value Collateralized Debt Obligations (MV CDOs)
Corporate Securities
  • Investment Grade Corporate Bonds
  • High Yield Corporate Bonds
  • Emerging Market Bonds
Non-U.S. Securities
  • European Sovereigns and Supranationals
  • European Investment Grade, High Yield and Covered Bonds
  • European Prime and Non-Prime Mortgage-Backed Securities (MBS)
  • UK MBS (Prime, Non-Conforming, Buy-to-Let)
  • Australian MBS
  • European CLOs and SME CLOs
  • UK and European Auto Loans, Student Loans, Consumer Loans and Credit Cards
Money Market Instruments
  • Corporate and Asset-Backed CP
  • Repurchase Agreements (RPs)
  • Certificates of Deposit (CDs)
  • Bankers' Acceptances (BAs)
Interest Rate Derivatives
  • Interest Rate Swaps and Inflation Swaps
  • Interest Rate Swaptions, Caps, Floors and Collars
  • Inflation Caps, Floors and Collars
  • Amortizing Swaps
  • Cancellable Swaps
  • Forward Rate Agreements
  • Zero-Coupon Swaps
Credit Derivatives
  • Credit Default Swaps (Single Name CDS)
  • Credit Default Swap Indices (CDSI)
  • Credit Default Swap Index Tranches (CDSI Tranches)
  • Credit Default Swap Index Options (CDSI Options)
  • Credit Default Swaps on Individual ABS
  • Credit Default Swaps on ABS Indices
Foreign Exchange Derivatives
  • Asian Options
  • Average Rate Forwards
  • Average Strike Forwards
  • Barrier Options (Single and Double)
  • Basket Average Options
  • Basket Options
  • Cross-Currency Swaps
  • Digital Options
  • Double Average Rate Forwards
  • Non-Deliverable Forwards
  • No-Touch, One-Touch, Double-Touch Options
  • Vanilla Forwards
  • Vanilla Options
  • Vanilla Swaps
  • Variance Swaps
  • Volatility Swaps
Equity Derivatives
  • Asian Options
  • Barrier Options
  • Callable Total Return Swaps
  • Vanilla Options
  • Variance Swaps
Commodity Derivatives
  • Asian Options
  • Basket Average Options
  • Basket Options
  • Callable Total Return Swaps
  • Vanilla Options
  • Vanilla Swaps