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PACE Mortgage-Backed Securities Fixed Income Investments

PACE SELECT ADVISORS TRUST

Assets: $684M Net: $174M Series: S000002696 EDGAR ↗
+172
New
-55
Exited
1127
Positions
Period:
vs
Compare:
← All Funds
# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 UMBS, TBA 01F060667 Apr 2024 40,000,000 New $40.5M — 23.34% ABS-MBS
2 UMBS, TBA 01F020661 Apr 2024 25,650,000 New $20.3M — 11.71% ABS-MBS
3 Government National Mortgage Association 21H030658 Apr 2024 20,000,000 New $17.7M — 10.19% ABS-MBS
4 Government National Mortgage Association 21H020667 Apr 2024 16,700,000 New $13.6M — 7.83% ABS-MBS
5 UMBS, TBA 01F062663 Apr 2024 11,750,000 New $12.1M — 6.96% ABS-MBS
6 UMBS, TBA 01F022659 Apr 2024 13,350,000 New $11.1M — 6.39% ABS-MBS
7 Government National Mortgage Association 21H042653 Apr 2025 11,360,000 New $10.9M — 6.26% ABS-MBS
8 UMBS, TBA 01F042657 Apr 2025 8,400,000 New $8.0M — 4.62% ABS-MBS
9 UMBS, TBA 01F032658 Apr 2024 6,500,000 New $5.9M — 3.37% ABS-MBS
10 Freddie Mac 31426MCP5 Apr 2025 5,024,862 New $5.2M — 2.97% ABS-MBS
11 Government National Mortgage Association 21H050664 Apr 2024 5,000,000 New $4.9M — 2.82% ABS-MBS
12 Fannie Mae 3140XECC6 Oct 2024 5,164,999 -275,231 $4.8M -3.5% 2.78% ABS-MBS
13 Government National Mortgage Association 36179WNE4 Oct 2024 4,911,017 -219,461 $4.2M -3.9% 2.41% ABS-MBS
14 Freddie Mac 3132DVLY9 Oct 2024 4,403,991 -180,316 $3.7M -3.5% 2.14% ABS-MBS
15 Fannie Mae 3140QC5P7 Oct 2024 3,615,415 -100,307 $3.3M -1.8% 1.89% ABS-MBS
16 Freddie Mac 3132DVLZ6 Oct 2024 3,414,031 -150,508 $3.0M -3.5% 1.73% ABS-MBS
17 Pretium Mortgage Credit Partners LLC 74143FAA7 Oct 2024 2,698,210 -412,006 $2.7M -11.6% 1.54% ABS-O
18 Fannie Mae 3140QPSU2 Oct 2024 2,760,941 -120,002 $2.6M -3.4% 1.52% ABS-MBS
19 Government National Mortgage Association 21H052652 Apr 2025 2,500,000 New $2.5M — 1.44% ABS-MBS
20 Government National Mortgage Association 3622AC3V0 Apr 2025 2,671,336 -130,921 $2.5M -3.6% 1.42% ABS-MBS
21 UMBS, TBA 01F012650 Apr 2024 3,000,000 New $2.3M — 1.30% ABS-MBS
22 UMBS, TBA 01F050452 Apr 2024 2,200,000 New $2.2M — 1.27% ABS-MBS
23 Fannie Mae 3140QKGJ1 Oct 2024 2,340,017 -81,406 $2.0M -2.6% 1.17% ABS-MBS
24 Government National Mortgage Association 38383KMK5 Oct 2024 1,924,096 -84,201 $1.9M -4.2% 1.12% ABS-MBS
25 Fannie Mae 3140QSUT6 Oct 2024 1,983,991 -54,728 $1.9M -2.2% 1.10% ABS-MBS
26 Government National Mortgage Association 21H040657 Apr 2024 2,050,000 New $1.9M — 1.10% ABS-MBS
27 Fannie Mae 3140XGAA7 Oct 2024 2,036,797 -105,923 $1.9M -3.4% 1.10% ABS-MBS
28 Fannie Mae 3136B3M72 Oct 2024 1,918,270 -144,998 $1.9M -6.6% 1.09% ABS-MBS
29 Fannie Mae 31417C5E1 Oct 2024 1,927,226 -152,835 $1.9M -6.3% 1.07% ABS-MBS
30 Fannie Mae 3140NVJY4 Apr 2025 1,700,000 — $1.8M +1.5% 1.04% ABS-MBS
31 Government National Mortgage Association 36179W5C8 Apr 2025 1,905,114 +1,032,490 $1.7M +120.5% 0.97% ABS-MBS
32 Fannie Mae 3140X3CN6 Oct 2024 1,914,101 -82,282 $1.7M -3.4% 0.97% ABS-MBS
33 Fannie Mae 31417DHM8 Oct 2024 1,714,148 -64,665 $1.7M -2.5% 0.95% ABS-MBS
34 Fannie Mae 31418EUX6 Oct 2024 1,691,191 -75,817 $1.7M -2.8% 0.95% ABS-MBS
35 Fannie Mae 3136AASW6 Apr 2025 1,662,911 -509,076 $1.6M -22.6% 0.93% ABS-MBS
36 Government National Mortgage Association 3622AC3W8 Apr 2025 1,747,622 -92,452 $1.6M -4.5% 0.92% ABS-MBS
37 Fannie Mae 3136BR4S3 Apr 2025 1,582,290 -205,985 $1.6M -11.7% 0.91% ABS-MBS
38 Fannie Mae 3140QHKU8 Oct 2024 1,808,663 -49,648 $1.6M -2.0% 0.90% ABS-MBS
39 Fannie Mae 3140QSUS8 Oct 2024 1,569,401 -48,725 $1.5M -2.5% 0.87% ABS-MBS
40 Government National Mortgage Association 38383KMM1 Oct 2024 1,454,824 -26,925 $1.5M -2.0% 0.84% ABS-MBS
41 UMBS, TBA 01F032450 Apr 2024 1,500,000 New $1.4M — 0.83% ABS-MBS
42 Government National Mortgage Association 3622AAAA2 Oct 2024 1,518,149 -81,439 $1.4M -4.6% 0.80% ABS-MBS
43 Government National Mortgage Association 3622A2ZK1 Oct 2024 1,498,473 -77,532 $1.4M -4.7% 0.79% ABS-MBS
44 UMBS, TBA 01F020455 Apr 2024 1,500,000 New $1.4M — 0.78% ABS-MBS
45 Freddie Mac 3132AC2W9 Oct 2024 1,401,039 -72,709 $1.3M -4.3% 0.76% ABS-MBS
46 Government National Mortgage Association 36179VKL3 Oct 2024 1,452,649 -70,039 $1.3M -3.7% 0.74% ABS-MBS
47 UMBS, TBA 01F030454 Apr 2024 1,345,000 New $1.3M — 0.73% ABS-MBS
48 Fannie Mae 3140XH6Q5 Oct 2024 1,515,812 -49,315 $1.3M -2.8% 0.73% ABS-MBS
49 Fannie Mae 3140X5VM2 Oct 2024 1,451,565 -50,386 $1.3M -2.7% 0.73% ABS-MBS
50 Fannie Mae 3140X6ST9 Oct 2024 1,349,044 -67,442 $1.3M -3.2% 0.73% ABS-MBS
51 Freddie Mac 3133KLTN7 Oct 2024 1,435,042 -41,930 $1.2M -2.1% 0.72% ABS-MBS
52 Freddie Mac 3133KYWX3 Oct 2024 1,355,454 -57,499 $1.2M -1.5% 0.71% ABS-MBS
53 Fannie Mae 3140QKME5 Oct 2024 1,422,595 -53,230 $1.2M -2.9% 0.71% ABS-MBS
54 Freddie Mac 3133KMHX6 Oct 2024 1,410,599 -39,413 $1.2M -2.0% 0.70% ABS-MBS
55 CCBCYCUS6 CCPC BARC COC 000000000 Oct 2024 1,219,000 -7,681,000 $1.2M +751.7% 0.70% STIV
56 Fannie Mae 3136B3QC7 Oct 2024 1,217,133 -83,793 $1.2M -5.9% 0.69% ABS-MBS
57 Fannie Mae 3140F5CV3 Oct 2024 1,304,189 -49,244 $1.2M -2.7% 0.67% ABS-MBS
58 UMBS, TBA 01F070658 Apr 2024 1,100,000 New $1.2M — 0.66% ABS-MBS
59 GS Mortgage-Backed Securities Trust 36266PAB3 Oct 2024 1,416,834 -56,502 $1.1M -3.6% 0.66% ABS-MBS
60 Fannie Mae 31418DYC0 Oct 2024 1,350,676 -50,098 $1.1M -3.2% 0.65% ABS-MBS
61 Freddie Mac 31426MDM1 Apr 2025 1,096,207 New $1.1M — 0.65% ABS-MBS
62 Fannie Mae 3140X6S77 Oct 2024 1,270,394 -53,227 $1.1M -3.3% 0.64% ABS-MBS
63 Pretium Mortgage Credit Partners LLC 69363JAA2 Oct 2024 1,087,926 -67,208 $1.1M -5.1% 0.63% ABS-O
64 Fannie Mae 3138WEX87 Oct 2024 1,153,924 -93,772 $1.1M -6.5% 0.61% ABS-MBS
65 Gallatin Loan Management, LLC 36361UAL4 Oct 2024 1,054,480 -173,152 $1.1M -14.4% 0.61% ABS-CBDO
66 Bear Stearns Asset Backed Securities Trust 073879GZ5 Oct 2024 1,023,931 -159,329 $1.0M -13.6% 0.59% ABS-MBS
67 Government National Mortgage Association 36179Y5N0 Apr 2025 999,900 New $1.0M — 0.59% ABS-MBS
68 Freddie Mac 3133KND83 Oct 2024 1,171,796 -23,733 $1.0M -1.3% 0.59% ABS-MBS
69 UMBS, TBA 01F052458 Apr 2025 1,000,000 New $1.0M — 0.58% ABS-MBS
70 Government National Mortgage Association 38383KNN8 Oct 2024 975,518 -24,020 $981K -2.4% 0.56% ABS-MBS
71 Government National Mortgage Association 21H050656 Apr 2025 1,000,000 New $981K — 0.56% ABS-MBS
72 Freddie Mac 3128M96X5 Oct 2024 1,010,733 -54,506 $974K -4.1% 0.56% ABS-MBS
73 Fannie Mae 3138WJN38 Oct 2024 1,085,253 -42,403 $970K -3.1% 0.56% ABS-MBS
74 Fannie Mae 3140QKVF2 Oct 2024 1,078,114 -23,140 $935K -1.4% 0.54% ABS-MBS
75 Government National Mortgage Association 01N040652 Apr 2024 1,000,000 New $934K — 0.54% ABS-MBS
76 Fannie Mae 31418ETR1 Oct 2024 942,021 -43,042 $921K -2.9% 0.53% ABS-MBS
77 EquiFirst Loan Securitization Trust 29445UAN5 Oct 2024 997,779 -47,785 $913K -5.0% 0.53% ABS-O
78 Fannie Mae 3140XHS40 Oct 2024 988,129 -53,026 $898K -3.5% 0.52% ABS-MBS
79 Government National Mortgage Association 3617G1FZ6 Oct 2024 956,731 -19,144 $877K -1.5% 0.50% ABS-MBS
80 Fannie Mae 3140QGPN1 Oct 2024 1,038,984 -22,126 $865K -1.7% 0.50% ABS-MBS
81 Freddie Mac 3132D9BT0 Oct 2024 923,488 -58,634 $857K -4.2% 0.49% ABS-MBS
82 Freddie Mac 3133KKVH9 Oct 2024 988,276 -22,958 $823K -1.9% 0.47% ABS-MBS
83 UMBS, TBA 01F040651 Apr 2024 875,000 New $815K — 0.47% ABS-MBS
84 Chicago Mercantile Exchange 000000000 Oct 2024 7,100,000 New $784K — 0.45% DIR
85 Government National Mortgage Association 38376RHR0 Oct 2024 781,210 -264,377 $782K -25.2% 0.45% ABS-MBS
86 Fannie Mae 3140FXLQ3 Oct 2024 869,729 -44,003 $776K -4.1% 0.45% ABS-MBS
87 Fannie Mae 31419ANB9 Oct 2024 796,627 -48,457 $773K -4.1% 0.45% ABS-MBS
88 Government National Mortgage Association 38383KVE9 Oct 2024 774,570 -132,199 $773K -14.5% 0.44% ABS-MBS
89 Fannie Mae 3138MGMJ1 Oct 2024 838,387 -49,896 $762K -4.0% 0.44% ABS-MBS
90 Freddie Mac 3137B5QX4 Oct 2024 828,981 — $757K +6.8% 0.44% ABS-MBS
91 Freddie Mac 3132DNBC6 Oct 2024 844,746 -25,345 $733K -2.2% 0.42% ABS-MBS
92 Fannie Mae 3140QNUC4 Oct 2024 838,835 -23,754 $728K -2.0% 0.42% ABS-MBS
93 UMBS, TBA 01F012452 Apr 2025 824,000 New $728K — 0.42% ABS-MBS
94 Government National Mortgage Association 36179XS80 Oct 2024 809,528 -49,036 $720K -4.7% 0.41% ABS-MBS
95 Government National Mortgage Association 36179NLG1 Oct 2024 703,333 -37,959 $715K -4.1% 0.41% ABS-MBS
96 Generate CLO Ltd. 98625UBC5 Oct 2024 700,000 — $702K -0.6% 0.40% ABS-CBDO
97 Fannie Mae 3140Q8QN8 Oct 2024 768,981 -28,187 $701K -2.6% 0.40% ABS-MBS
98 Diameter Capital CLO 25255UAA0 Oct 2024 700,000 — $701K -0.5% 0.40% ABS-CBDO
99 Fannie Mae 3138ETY91 Oct 2024 695,531 -44,610 $691K -4.7% 0.40% ABS-MBS
100 Fannie Mae 3136BQ6A2 Oct 2024 686,804 -101,770 $684K -13.0% 0.39% ABS-MBS
101 Fannie Mae 3140QNUB6 Oct 2024 783,088 -34,940 $680K -3.6% 0.39% ABS-MBS
102 Freddie Mac 3133C5FZ9 Oct 2024 681,078 -28,571 $673K -3.3% 0.39% ABS-MBS
103 Freddiemac Strip 31325YRU4 Oct 2024 4,265,088 -166,610 $659K -3.4% 0.38% ABS-MBS
104 Structured Asset Securities Corporation 86359DVX2 Oct 2024 680,172 -66,955 $643K -9.3% 0.37% ABS-O
105 Freddie Mac 3133KMR31 Oct 2024 757,067 -28,939 $638K -3.2% 0.37% ABS-MBS
106 Mortgage Equity Conversion Asset Trust 61911GAA2 Oct 2024 688,936 -187,723 $625K -24.2% 0.36% ABS-MBS
107 Freddie Mac 3133KMDF9 Oct 2024 713,144 -23,740 $619K -2.5% 0.36% ABS-MBS
108 Fannie Mae 3140QKGG7 Oct 2024 707,931 -28,894 $615K -3.2% 0.35% ABS-MBS
109 Fannie Mae 31419AYM3 Oct 2024 629,542 -26,364 $611K -2.6% 0.35% ABS-MBS
110 Fannie Mae 3138EQ7E6 Oct 2024 627,925 -41,826 $610K -4.8% 0.35% ABS-MBS
111 FHLMC Multifamily Structured Pass Through Certs. 3137HA4L7 Oct 2024 600,000 — $608K +2.2% 0.35% ABS-MBS
112 Fannie Mae 3140XBHT0 Oct 2024 700,615 -23,439 $608K -2.5% 0.35% ABS-MBS
113 Fannie Mae 3140XCUP1 Oct 2024 718,574 -37,351 $607K -4.5% 0.35% ABS-MBS
114 Fannie Mae 3140QBDY1 Oct 2024 641,971 -32,870 $606K -4.2% 0.35% ABS-MBS
115 Government National Mortgage Association 38376RLR5 Oct 2024 600,323 -222,619 $601K -26.9% 0.35% ABS-MBS
116 Freddie Mac 3132DNBJ1 Oct 2024 673,631 -35,585 $589K -4.5% 0.34% ABS-MBS
117 Fannie Mae 3140FXDG4 Oct 2024 645,825 -35,400 $585K -3.6% 0.34% ABS-MBS
118 Fannie Mae 3140Q9K85 Oct 2024 589,020 -59,184 $584K -8.1% 0.34% ABS-MBS
119 Fannie Mae 3140FXM90 Oct 2024 599,606 -30,919 $578K -3.8% 0.33% ABS-MBS
120 Fannie Mae 3138EKRH0 Oct 2024 607,263 -30,022 $568K -3.5% 0.33% ABS-MBS
121 Government National Mortgage Association 36177JQR3 Oct 2024 586,144 -16,128 $563K -2.3% 0.32% ABS-MBS
122 Fannie Mae 3138EP2Y9 Oct 2024 545,567 -34,162 $560K -6.5% 0.32% ABS-MBS
123 Fannie Mae 3138EP2M5 Oct 2024 564,754 -46,375 $556K -6.7% 0.32% ABS-MBS
124 Venture CDO Ltd 92332LAU3 Oct 2024 550,490 -204,193 $550K -27.1% 0.32% ABS-CBDO
125 Freddie Mac 3137FHRY1 Oct 2024 556,274 -79,314 $549K -12.3% 0.32% ABS-MBS
126 Fannie Mae 3140FXFK3 Oct 2024 608,747 -21,956 $548K -2.4% 0.32% ABS-MBS
127 Fannie Mae 3140E6J78 Oct 2024 570,581 -153,901 $543K -20.6% 0.31% ABS-MBS
128 Fannie Mae 3140QSUR0 Oct 2024 557,273 -8,039 $539K -0.9% 0.31% ABS-MBS
129 Fannie Mae 3138LS6G0 Oct 2024 553,252 -11,748 $533K -1.0% 0.31% ABS-MBS
130 Freddie Mac 3133L8B53 Oct 2024 583,858 -48,011 $533K -6.0% 0.31% ABS-MBS
131 Freddie Mac 3132WJUN9 Oct 2024 598,835 -11,473 $533K -1.0% 0.31% ABS-MBS
132 Freddie Mac 3132XCSK2 Oct 2024 532,179 -30,143 $532K -4.6% 0.31% ABS-MBS
133 Government National Mortgage Association 38375US27 Oct 2024 540,376 -37,074 $530K -4.7% 0.31% ABS-MBS
134 Freddie Mac 31329PBB8 Oct 2024 562,436 -21,572 $515K -2.9% 0.30% ABS-MBS
135 Fannie Mae 3140LLY54 Oct 2024 491,000 — $508K +1.0% 0.29% ABS-MBS
136 Fannie Mae 3140XGWH8 Oct 2024 604,975 -22,622 $507K -3.2% 0.29% ABS-MBS
137 Freddie Mac 3133BULB1 Oct 2024 511,006 -22,332 $505K -3.3% 0.29% ABS-MBS
138 Apex Credit CLO LLC 03753AAA8 Oct 2024 500,000 — $501K -0.3% 0.29% ABS-CBDO
139 Anchorage Capital CLO LTD 03330RAA3 Oct 2024 500,000 — $501K -0.5% 0.29% ABS-CBDO
140 Fannie Mae 3140NLN88 Oct 2024 506,147 -3,834 $501K -0.0% 0.29% ABS-MBS
141 TCW Ltd 87252MAC7 Oct 2024 500,000 — $501K -0.0% 0.29% ABS-CBDO
142 Trinitas CLO Ltd 89641GAN2 Oct 2024 500,000 — $500K -0.1% 0.29% ABS-CBDO
143 KKR Financial CLO Ltd 48253WAL6 Oct 2024 500,000 — $500K -0.1% 0.29% ABS-CBDO
144 Fannie Mae 3140GNHP1 Oct 2024 505,468 -18,324 $496K -1.9% 0.29% ABS-MBS
145 Fannie Mae 3140HSNN7 Oct 2024 500,000 — $496K +0.7% 0.29% ABS-MBS
146 Government National Mortgage Association 38383KVX7 Oct 2024 487,881 -13,256 $488K -2.6% 0.28% ABS-MBS
147 Fannie Mae 3138ERM64 Oct 2024 489,365 -80,417 $477K -13.5% 0.27% ABS-MBS
148 Fannie Mae 3140QED66 Oct 2024 536,354 -21,644 $467K -3.1% 0.27% ABS-MBS
149 Freddie Mac 3133C2ME5 Oct 2024 467,713 -41,229 $459K -7.4% 0.26% ABS-MBS
150 Fannie Mae 3140FXJG8 Oct 2024 530,072 -15,238 $454K -1.8% 0.26% ABS-MBS
151 Freddie Mac 3133BWGC1 Oct 2024 468,635 -6,836 $450K -0.9% 0.26% ABS-MBS
152 Freddie Mac 31329QHD6 Oct 2024 476,456 -23,664 $449K -4.1% 0.26% ABS-MBS
153 Fannie Mae 3140FECL6 Oct 2024 483,180 -14,829 $447K -2.1% 0.26% ABS-MBS
154 Fannie Mae 31418ENL0 Apr 2025 434,574 -46,779 $443K -8.7% 0.25% ABS-MBS
155 Freddie Mac 3132HBEV3 Oct 2024 456,280 -8,662 $440K -0.3% 0.25% ABS-MBS
156 Fannie Mae 3140FXFH0 Oct 2024 509,912 -19,437 $437K -2.7% 0.25% ABS-MBS
157 Fannie Mae 3140M5N76 Oct 2024 437,029 -50,827 $428K -9.0% 0.25% ABS-MBS
158 Fannie Mae 3140X4Y59 Oct 2024 491,832 -15,592 $427K -2.4% 0.25% ABS-MBS
159 Onslow Bay Financial LLC 67114WAA9 Oct 2024 502,818 -16,837 $426K -2.6% 0.25% ABS-MBS
160 Freddie Mac 31347AKC7 Oct 2024 408,517 -18,648 $419K -4.5% 0.24% ABS-MBS
161 Freddie Mac 3137FJE21 Oct 2024 675,847 -23,522 $418K -16.3% 0.24% ABS-MBS
162 Freddie Mac 3132DVK79 Oct 2024 469,379 -19,444 $415K -3.3% 0.24% ABS-MBS
163 Fannie Mae 31418CYK4 Oct 2024 418,110 -30,095 $409K -5.1% 0.24% ABS-MBS
164 Fannie Mae 3140XGWJ4 Oct 2024 488,507 -13,238 $409K -2.3% 0.24% ABS-MBS
165 Freddie Mac 3133BSNZ1 Oct 2024 424,966 -22,361 $409K -4.4% 0.24% ABS-MBS
166 Fannie Mae 3140LLZL8 Oct 2024 392,000 — $406K +1.0% 0.23% ABS-MBS
167 Sycamore Tree CLO Ltd 87122CAJ2 Oct 2024 400,000 — $400K -0.4% 0.23% ABS-CBDO
168 Freddie Mac 31398QB71 Oct 2024 396,425 -24,912 $399K -5.9% 0.23% ABS-MBS
169 JP Morgan Mortgage Trust 46651DAL0 Oct 2024 417,132 -30,726 $398K -7.0% 0.23% ABS-MBS
170 Fannie Mae 3140X6WA5 Oct 2024 404,864 -61,918 $395K -12.3% 0.23% ABS-MBS
171 Fannie Mae 31418DWS7 Oct 2024 468,154 -17,511 $392K -3.3% 0.23% ABS-MBS
172 Government National Mortgage Association 36179UCA8 Oct 2024 427,146 -20,654 $392K -4.2% 0.23% ABS-MBS
173 Government National Mortgage Association 3622A24S8 Oct 2024 425,738 -20,972 $390K -4.2% 0.22% ABS-MBS
174 Freddie Mac 31300LYH2 Oct 2024 379,320 -32,458 $385K -8.0% 0.22% ABS-MBS
175 Freddie Mac 3133KNX65 Oct 2024 456,271 -20,984 $383K -4.0% 0.22% ABS-MBS
176 Freddie Mac 3133KNX57 Oct 2024 455,704 -10,194 $382K -1.8% 0.22% ABS-MBS
177 Fanniemae-Aces 3136AT5G5 Oct 2024 415,060 -26,039 $378K -3.9% 0.22% ABS-MBS
178 Fannie Mae 3136BBW32 Oct 2024 7,618,737 -917,316 $377K -10.2% 0.22% ABS-MBS
179 Fannie Mae 3140QPR41 Oct 2024 427,941 -4,908 $374K -0.3% 0.22% ABS-MBS
180 Chicago Board of Trade 000000000 Oct 2024 165 New $372K — 0.21% DIR
181 United States Treasury 912797LW5 Apr 2025 374,000 New $371K — 0.21% STIV
182 Government National Mortgage Association 3622A25E8 Oct 2024 400,596 -26,699 $367K -5.8% 0.21% ABS-MBS
183 CCBCYXUS0 BARCLAYS COC FUTURES 000000000 Oct 2024 364,000 New $364K — 0.21% STIV
184 Fannie Mae 3140X8RH2 Oct 2024 418,191 -11,141 $364K -1.8% 0.21% ABS-MBS
185 Freddie Mac 3133B6UH1 Oct 2024 415,823 -11,001 $363K -2.1% 0.21% ABS-MBS
186 Fannie Mae 31417FZR2 Oct 2024 387,922 -14,626 $362K -2.3% 0.21% ABS-MBS
187 Freddie Mac 3128M5H45 Oct 2024 341,153 -27,328 $358K -7.3% 0.21% ABS-MBS
188 Fannie Mae 31419AP35 Oct 2024 332,792 -34,750 $357K -8.7% 0.21% ABS-MBS
189 Government National Mortgage Association 36179TG33 Oct 2024 397,467 -20,779 $356K -3.9% 0.21% ABS-MBS
190 Fannie Mae 3140XCWF1 Oct 2024 425,040 -12,128 $354K -2.4% 0.20% ABS-MBS
191 Freddie Mac 3132A9UF2 Oct 2024 362,833 -39,957 $350K -8.8% 0.20% ABS-MBS
192 Fannie Mae 3140L0RM1 Oct 2024 463,920 -8,417 $350K -2.0% 0.20% ABS-MBS
193 Government National Mortgage Association 36179M2P4 Oct 2024 382,300 -19,972 $349K -3.6% 0.20% ABS-MBS
194 Freddie Mac 3128MMWB5 Oct 2024 356,893 -43,848 $346K -10.0% 0.20% ABS-MBS
195 Government National Mortgage Association 36179MX39 Oct 2024 377,927 -19,919 $345K -3.7% 0.20% ABS-MBS
196 Fannie Mae 3140XCTU2 Oct 2024 392,120 -27,750 $340K -5.9% 0.20% ABS-MBS
197 Freddie Mac 3137ARPN0 Oct 2024 344,013 -24,705 $338K -7.0% 0.19% ABS-MBS
198 Fannie Mae 3140J8LH4 Oct 2024 343,050 -27,601 $337K -6.0% 0.19% ABS-MBS
199 Freddie Mac 3133KYZG7 Oct 2024 344,112 -19,991 $337K -4.0% 0.19% ABS-MBS
200 Fannie Mae 3140QMRX4 Oct 2024 387,494 -15,424 $336K -3.1% 0.19% ABS-MBS
201 Soundview Home Equity Loan Trust 83612TAA0 Oct 2024 504,006 -18,931 $336K -6.3% 0.19% ABS-MBS
202 Fannie Mae 3138ENEW5 Oct 2024 326,339 -33,132 $333K -9.1% 0.19% ABS-MBS
203 Freddie Mac 3133C5S44 Oct 2024 333,247 -51,235 $330K -12.7% 0.19% ABS-MBS
204 Freddie Mac Whole Loan Securities Trust 3137G1BL0 Oct 2024 369,215 -5,089 $325K -0.2% 0.19% ABS-MBS
205 Fannie Mae 3136BBGN6 Oct 2024 331,967 -64,512 $323K -15.9% 0.19% ABS-MBS
206 Freddie Mac 3132D54W9 Oct 2024 329,669 -19,686 $320K -4.6% 0.18% ABS-MBS
207 Fannie Mae 3140X8ML8 Oct 2024 381,268 -12,522 $317K -2.8% 0.18% ABS-MBS
208 Fannie Mae 31418CJJ4 Oct 2024 327,851 -39,186 $317K -9.7% 0.18% ABS-MBS
209 Government National Mortgage Association 36192S2Y5 Oct 2024 340,077 -5,727 $312K -1.3% 0.18% ABS-MBS
210 Fannie Mae 3140XCS82 Oct 2024 369,702 -17,263 $311K -4.1% 0.18% ABS-MBS
211 Government National Mortgage Association 36297GVM9 Oct 2024 346,958 -19,857 $310K -4.1% 0.18% ABS-MBS
212 Government National Mortgage Association 36179XS98 Oct 2024 332,463 -16,078 $306K -3.3% 0.18% ABS-MBS
213 Government National Mortgage Association 36291FQK7 Oct 2024 340,637 -9,114 $302K -1.7% 0.17% ABS-MBS
214 Government National Mortgage Association 36291FRX8 Oct 2024 339,566 -9,546 $301K -1.8% 0.17% ABS-MBS
215 Fannie Mae 3140LKDW0 Oct 2024 300,000 — $300K +1.5% 0.17% ABS-MBS
216 Fannie Mae 31417AQB8 Oct 2024 295,988 -21,207 $287K -5.2% 0.17% ABS-MBS
217 Fannie Mae 3138WCM91 Oct 2024 288,736 -12,431 $284K -3.3% 0.16% ABS-MBS
218 Fannie Mae 3140QNL42 Oct 2024 338,623 -10,115 $284K -2.5% 0.16% ABS-MBS
219 Fannie Mae 3140QNNN8 Oct 2024 335,185 -14,885 $281K -3.9% 0.16% ABS-MBS
220 Freddie Mac Whole Loan Securities Trust 3137G1BK2 Oct 2024 322,277 -12,667 $279K -1.1% 0.16% ABS-MBS
221 CCBCYHUS5 CCPC BARC COC 000000000 Oct 2024 272,000 New $272K — 0.16% STIV
222 Government National Mortgage Association 36190VGT6 Oct 2024 294,860 -5,377 $272K -1.1% 0.16% ABS-MBS
223 Bear Stearns Asset Backed Securities Trust 073879BN7 Oct 2024 281,255 -9,820 $271K -5.4% 0.16% ABS-MBS
224 United States Treasury 912797PL5 Apr 2025 269,000 New $268K — 0.15% STIV
225 Freddie Mac 31396HJ83 Oct 2024 268,082 -18,096 $266K -5.9% 0.15% ABS-MBS
226 Fannie Mae 31417HA95 Oct 2024 270,017 -67,340 $264K -19.3% 0.15% ABS-MBS
227 Freddie Mac 3137B5HZ9 Oct 2024 265,242 -13,115 $263K +0.2% 0.15% ABS-MBS
228 Freddie Mac 3133BXL25 Oct 2024 263,045 -20,352 $260K -6.3% 0.15% ABS-MBS
229 JP Morgan Mortgage Trust 46651BAL4 Oct 2024 271,562 -32,430 $259K -10.8% 0.15% ABS-MBS
230 Government National Mortgage Association 36193QNF6 Oct 2024 282,107 -16,025 $259K -5.0% 0.15% ABS-MBS
231 Fannie Mae 31418EFA3 Oct 2024 282,881 -15,055 $259K -2.6% 0.15% ABS-MBS
232 Freddie Mac 3132DV6G5 Oct 2024 267,125 -10,708 $259K -3.2% 0.15% ABS-MBS
233 Freddie Mac 3137B5QQ9 Oct 2024 291,253 -14,606 $257K +1.2% 0.15% ABS-MBS
234 Government National Mortgage Association 36188KDV2 Oct 2024 278,752 -4,686 $250K -0.5% 0.14% ABS-MBS
235 Fannie Mae 31410LFB3 Oct 2024 251,825 -17,806 $250K -5.3% 0.14% ABS-MBS
236 Fannie Mae 3138W6GB6 Oct 2024 274,678 -13,019 $250K -2.9% 0.14% ABS-MBS
237 Fremont Home Loan Trust 35729PCK4 Oct 2024 258,673 -17,031 $242K -8.3% 0.14% ABS-MBS
238 Freddie Mac 3137FJJY6 Oct 2024 381,551 -13,163 $242K -10.5% 0.14% ABS-MBS
239 Fannie Mae 3140QDFB5 Oct 2024 265,574 -6,694 $241K -1.5% 0.14% ABS-MBS
240 Freddie Mac 31393QQ54 Oct 2024 274,738 -20,722 $240K -5.2% 0.14% ABS-MBS
241 Government National Mortgage Association 36179FWC5 Oct 2024 263,041 -11,362 $237K -3.1% 0.14% ABS-MBS
242 Freddie Mac 3128MMWE9 Oct 2024 243,684 -26,802 $236K -8.9% 0.14% ABS-MBS
243 Freddie Mac 3128MMW41 Oct 2024 241,414 -26,997 $233K -9.0% 0.13% ABS-MBS
244 LCH Ltd. 000000000 Oct 2024 4,000,000 New $232K — 0.13% DIR
245 J.P. Morgan Alternative Loan Trust 466309AC5 Oct 2024 391,020 -16,009 $230K -9.9% 0.13% ABS-MBS
246 Fannie Mae 3138AXB67 Oct 2024 234,527 -33,904 $228K -11.3% 0.13% ABS-MBS
247 Fannie Mae 31418CZ72 Oct 2024 232,830 -14,265 $228K -4.1% 0.13% ABS-MBS
248 Freddie Mac 3132DNBH5 Oct 2024 257,444 -12,197 $225K -4.0% 0.13% ABS-MBS
249 Fannie Mae 3140NLQZ5 Oct 2024 226,446 -26,341 $222K -9.8% 0.13% ABS-MBS
250 Fannie Mae 3140QBP36 Oct 2024 212,541 -3,024 $221K +1.6% 0.13% ABS-MBS
251 Government National Mortgage Association 36176MN82 Oct 2024 221,103 -37,527 $219K -13.6% 0.13% ABS-MBS
252 Government National Mortgage Association 36179TSF3 Oct 2024 243,248 -12,109 $218K -3.9% 0.13% ABS-MBS
253 Fannie Mae 31397NXK6 Oct 2024 216,357 -20,137 $217K -8.5% 0.13% ABS-MBS
254 Fannie Mae 3140H5JG7 Oct 2024 230,832 -12,043 $217K -3.3% 0.12% ABS-MBS
255 Government National Mortgage Association 36184CJV8 Oct 2024 243,584 -6,138 $216K -1.5% 0.12% ABS-MBS
256 Fannie Mae 3140X4VG8 Oct 2024 248,263 -3,880 $216K -0.8% 0.12% ABS-MBS
257 Freddie Mac 3137FQLW1 Oct 2024 221,769 -10,544 $216K -5.4% 0.12% ABS-MBS
258 Fannie Mae 3138LT4F2 Oct 2024 216,212 -10,513 $215K -3.2% 0.12% ABS-MBS
259 Freddie Mac 3133KYYH6 Oct 2024 216,591 -16,967 $214K -5.2% 0.12% ABS-MBS
260 Government National Mortgage Association 3617ACHV5 Oct 2024 227,153 -3,224 $214K -1.2% 0.12% ABS-MBS
261 Venture CDO Ltd 92330YAN3 Oct 2024 210,063 -159,498 $210K -43.2% 0.12% ABS-CBDO
262 Freddiemac Strip 3132HT3R5 Oct 2024 209,737 -12,464 $209K -5.1% 0.12% ABS-MBS
263 Freddie Mac 3133KHLP9 Oct 2024 230,668 -10,311 $209K -3.5% 0.12% ABS-MBS
264 Government National Mortgage Association 38376T5N8 Oct 2024 207,117 -106,862 $208K -33.8% 0.12% ABS-MBS
265 Government National Mortgage Association 38379QFL4 Oct 2024 323,052 — $207K +5.8% 0.12% ABS-MBS
266 Fannie Mae 3140NRNZ5 Oct 2024 202,945 -24,701 $203K -10.2% 0.12% ABS-MBS
267 Freddie Mac 3132XGMZ6 Oct 2024 221,351 — $202K +2.9% 0.12% ABS-MBS
268 Fannie Mae 3138LX2V0 Oct 2024 208,469 -6,326 $201K -1.5% 0.12% ABS-MBS
269 Freddie Mac 3132XWE64 Oct 2024 211,071 -9,383 $200K -3.4% 0.12% ABS-MBS
270 Chicago Mercantile Exchange 000000000 Oct 2024 2,000,000 New $200K — 0.12% DIR
271 Government National Mortgage Association 36179UMM1 Oct 2024 204,285 -10,356 $199K -3.9% 0.11% ABS-MBS
272 Freddie Mac 3132A9TZ0 Oct 2024 208,965 -21,802 $199K -8.3% 0.11% ABS-MBS
273 Fannie Mae 3140H4Y65 Oct 2024 218,221 -4,314 $199K -1.0% 0.11% ABS-MBS
274 Saxon Asset Securities Trust 805564SU6 Oct 2024 199,328 -82,597 $197K -29.0% 0.11% ABS-O
275 Fannie Mae 3140NRNV4 Oct 2024 196,248 -15,951 $196K -6.9% 0.11% ABS-MBS
276 UMBS, TBA 01F050650 Apr 2024 200,000 New $196K — 0.11% ABS-MBS
277 Government National Mortgage Association 36195XZ74 Oct 2024 196,244 -2,754 $192K -0.3% 0.11% ABS-MBS
278 United States Treasury 912797NW3 Apr 2025 192,000 New $191K — 0.11% STIV
279 Fannie Mae 31418CMJ0 Oct 2024 196,669 -22,751 $190K -9.3% 0.11% ABS-MBS
280 Fannie Mae 3140LJ7J9 Oct 2024 188,000 — $190K +1.6% 0.11% ABS-MBS
281 Fannie Mae 31406RSH9 Oct 2024 174,215 -4,943 $186K -2.6% 0.11% ABS-MBS
282 Freddie Mac 3133C5FY2 Oct 2024 186,813 -1,492 $185K +0.0% 0.11% ABS-MBS
283 Freddie Mac 3128KLQQ3 Oct 2024 177,505 -6,649 $184K -2.7% 0.11% ABS-MBS
284 Fannie Mae 3140JHBA0 Oct 2024 195,525 -11,127 $184K -4.7% 0.11% ABS-MBS
285 Freddie Mac 3132A9UB1 Oct 2024 192,010 -20,627 $183K -8.5% 0.11% ABS-MBS
286 Freddie Mac 3133C64K2 Oct 2024 189,859 -2,806 $182K -0.9% 0.10% ABS-MBS
287 Fannie Mae 3140QCBM7 Oct 2024 201,952 -8,811 $179K -3.4% 0.10% ABS-MBS
288 Government National Mortgage Association 36196LHV6 Oct 2024 195,176 -3,362 $179K -1.2% 0.10% ABS-MBS
289 Government National Mortgage Association 36179RS91 Oct 2024 193,083 -8,743 $178K -3.7% 0.10% ABS-MBS
290 Government National Mortgage Association 36297FV82 Oct 2024 178,313 -7,397 $178K -2.4% 0.10% ABS-MBS
291 Freddie Mac 31349TD40 Oct 2024 171,155 -15,599 $175K -8.9% 0.10% ABS-MBS
292 Fannie Mae 3136B1P32 Oct 2024 196,151 -13,400 $175K -4.9% 0.10% ABS-MBS
293 Fannie Mae 3140XFNY3 Oct 2024 191,448 -10,430 $174K -3.6% 0.10% ABS-MBS
294 Freddie Mac 31281BHS2 Oct 2024 171,719 -14,195 $173K -6.0% 0.10% ABS-MBS
295 Government National Mortgage Association 36179RVB2 Oct 2024 185,415 -9,654 $171K -4.3% 0.10% ABS-MBS
296 Freddie Mac 3132D55B4 Oct 2024 172,817 -12,434 $168K -5.5% 0.10% ABS-MBS
297 Freddie Mac 3131XDG82 Oct 2024 173,456 -15,048 $167K -6.9% 0.10% ABS-MBS
298 Freddie Mac 3137ABE31 Oct 2024 164,664 -16,777 $166K -8.4% 0.10% ABS-MBS
299 Fannie Mae 31417F3G1 Oct 2024 183,134 -10,493 $166K -3.8% 0.10% ABS-MBS
300 Fannie Mae 3140NMS73 Oct 2024 173,381 -1,289 $166K -0.2% 0.10% ABS-MBS
301 Fannie Mae 31418CRJ5 Oct 2024 171,990 -18,805 $166K -8.8% 0.10% ABS-MBS
302 Fannie Mae 31418CV50 Oct 2024 176,618 -8,438 $166K -1.5% 0.10% ABS-MBS
303 Fannie Mae 3138ELXR9 Oct 2024 157,882 -10,215 $166K -5.9% 0.10% ABS-MBS
304 Government National Mortgage Association 36179UGE6 Oct 2024 166,332 -11,459 $165K -5.8% 0.10% ABS-MBS
305 Fannie Mae 3140GYK57 Oct 2024 177,446 -5,486 $164K -2.1% 0.09% ABS-MBS
306 LCH Ltd. 000000000 Oct 2024 4,000,000 New $161K — 0.09% DIR
307 Adjustable Rate Mortgage Trust 007036QH2 Oct 2024 233,120 -16,648 $161K -8.6% 0.09% ABS-MBS
308 Government National Mortgage Association 36241KVQ8 Oct 2024 152,863 -11,993 $160K -6.7% 0.09% ABS-MBS
309 Government National Mortgage Association 3617HRSQ4 Oct 2024 162,411 -2,003 $157K -0.1% 0.09% ABS-MBS
310 Freddie Mac Whole Loan Securities Trust 3137G1AK3 Oct 2024 181,083 -6,927 $157K -4.3% 0.09% ABS-MBS
311 Government National Mortgage Association 36178WPX1 Oct 2024 167,950 -47,408 $156K -21.4% 0.09% ABS-MBS
312 Fannie Mae 3140FNEK6 Oct 2024 163,069 -13,175 $154K -6.5% 0.09% ABS-MBS
313 LCH Ltd. 000000000 Oct 2024 3,900,000 New $151K — 0.09% DIR
314 Government National Mortgage Association 36179UH62 Oct 2024 152,478 -8,146 $151K -4.4% 0.09% ABS-MBS
315 Freddie Mac 3133C9NH2 Oct 2024 153,381 -1,301 $151K -0.1% 0.09% ABS-MBS
316 Palmer Square CLO Ltd 69689QAA3 Oct 2024 150,000 — $150K -0.1% 0.09% ABS-CBDO
317 Freddie Mac 3128S4FZ5 Oct 2024 147,292 -4,422 $150K -3.1% 0.09% ABS-MBS
318 Freddie Mac 3132A9TV9 Oct 2024 155,684 -18,894 $148K -9.7% 0.09% ABS-MBS
319 Freddie Mac 3137BMQG4 Oct 2024 842,312 -35,755 $147K -7.5% 0.08% ABS-MBS
320 Government National Mortgage Association 36197DZB7 Oct 2024 155,116 -12,892 $147K -7.3% 0.08% ABS-MBS
321 Fannie Mae 3140H6DW6 Oct 2024 155,613 -2,159 $146K -0.7% 0.08% ABS-MBS
322 Fannie Mae 3140X63B5 Oct 2024 148,787 -14,007 $145K -7.2% 0.08% ABS-MBS
323 Fannie Mae 31418EER7 Oct 2024 158,636 -8,569 $145K -2.4% 0.08% ABS-MBS
324 Fannie Mae 3138WVX97 Oct 2024 154,171 -7,869 $144K -3.3% 0.08% ABS-MBS
325 Freddie Mac 3133KYW39 Oct 2024 156,726 -6,398 $143K -1.4% 0.08% ABS-MBS
326 Fannie Mae 31416YT73 Oct 2024 144,017 -6,114 $143K -2.7% 0.08% ABS-MBS
327 Fannie Mae 3140XDFG6 Oct 2024 163,786 -4,222 $142K -1.8% 0.08% ABS-MBS
328 LCH Ltd. 000000000 Oct 2024 5,100,000 New $142K — 0.08% DIR
329 Government National Mortgage Association 3617G0JC5 Oct 2024 148,934 -20,066 $141K -11.6% 0.08% ABS-MBS
330 Freddie Mac 3133C8TD7 Oct 2024 141,184 -1,362 $139K -0.2% 0.08% ABS-MBS
331 Fannie Mae 31418EEE6 Oct 2024 151,626 -6,914 $139K -1.8% 0.08% ABS-MBS
332 Fannie Mae 31417BFX0 Oct 2024 147,741 -9,266 $138K -4.5% 0.08% ABS-MBS
333 Freddie Mac 3128CUU87 Oct 2024 140,523 -17,281 $138K -9.9% 0.08% ABS-MBS
334 Freddie Mac 3133KYYB9 Oct 2024 138,140 -13,910 $136K -7.2% 0.08% ABS-MBS
335 Fannie Mae 31419AE45 Oct 2024 130,870 -11,145 $135K -7.5% 0.08% ABS-MBS
336 Freddie Mac 3128MMWZ2 Oct 2024 137,272 -16,337 $133K -9.6% 0.08% ABS-MBS
337 Freddie Mac 3133KNYR8 Oct 2024 157,301 -1,918 $132K -0.9% 0.08% ABS-MBS
338 Government National Mortgage Association 36195EUQ9 Oct 2024 133,119 -1,732 $130K -0.2% 0.07% ABS-MBS
339 Government National Mortgage Association 3617BUZF9 Oct 2024 137,377 -1,840 $130K -1.0% 0.07% ABS-MBS
340 Fannie Mae 3136BDR42 Oct 2024 793,382 -25,948 $129K -7.2% 0.07% ABS-MBS
341 Fannie Mae 3140HNVQ2 Oct 2024 132,767 -4,766 $129K -2.9% 0.07% ABS-MBS
342 Fannie Mae 3140X6LC3 Oct 2024 128,786 -80,069 $128K -38.1% 0.07% ABS-MBS
343 Freddie Mac 3128MMWN9 Oct 2024 131,468 -15,168 $127K -9.3% 0.07% ABS-MBS
344 Government National Mortgage Association 38376RVV5 Oct 2024 126,851 -82,706 $127K -39.3% 0.07% ABS-MBS
345 Freddie Mac 31281BHU7 Oct 2024 125,969 -5,510 $127K -2.5% 0.07% ABS-MBS
346 Fannie Mae 3140LJ7K6 Oct 2024 125,000 — $126K +1.6% 0.07% ABS-MBS
347 Government National Mortgage Association 3617HF3Z7 Oct 2024 126,790 -1,515 $126K -0.5% 0.07% ABS-MBS
348 Freddiemac Strip 31351DDT5 Oct 2024 126,490 -15,208 $125K -10.4% 0.07% ABS-MBS
349 Government National Mortgage Association 38375B5R9 Oct 2024 124,445 -47,910 $125K -27.5% 0.07% ABS-MBS
350 Government National Mortgage Association 36179WQB7 Oct 2024 140,418 -7,274 $124K -4.0% 0.07% ABS-MBS
351 Freddie Mac 3133B7U63 Oct 2024 142,331 -3,812 $124K -2.1% 0.07% ABS-MBS
352 Fannie Mae 31419AVH7 Oct 2024 117,071 -5,613 $123K -4.4% 0.07% ABS-MBS
353 Freddie Mac 312930UC2 Oct 2024 124,550 -6,965 $122K -3.8% 0.07% ABS-MBS
354 IndyMac INDX Mortgage Loan Trust 45660LCL1 Oct 2024 135,076 -480 $121K -2.8% 0.07% ABS-MBS
355 Fannie Mae 3140GT6E5 Oct 2024 131,444 -7,386 $121K -4.5% 0.07% ABS-MBS
356 Government National Mortgage Association 3617G8N41 Oct 2024 131,533 -10,159 $121K -6.7% 0.07% ABS-MBS
357 Freddie Mac 3128M6NG9 Oct 2024 114,925 -10,341 $119K -7.0% 0.07% ABS-MBS
358 Government National Mortgage Association 36179TZ65 Oct 2024 121,581 -5,493 $119K -3.4% 0.07% ABS-MBS
359 LCH Ltd. 000000000 Oct 2024 3,200,000 New $118K — 0.07% DIR
360 LCH Ltd. 000000000 Oct 2024 3,700,000 New $118K — 0.07% DIR
361 Fannie Mae 3140QAEF3 Oct 2024 118,127 -10,802 $118K -7.3% 0.07% ABS-MBS
362 Fannie Mae 31418MRT1 Oct 2024 114,054 -6,808 $117K -5.2% 0.07% ABS-MBS
363 Ameriquest Mortgage Securities Inc. 03072SYB5 Oct 2024 119,029 -24,544 $117K -16.9% 0.07% ABS-O
364 Freddie Mac 3133KYX38 Oct 2024 117,804 -5,873 $116K -2.7% 0.07% ABS-MBS
365 Chicago Mercantile Exchange 000000000 Oct 2024 6,400,000 New $116K — 0.07% DIR
366 Freddie Mac 3133ATY47 Oct 2024 131,879 -10,026 $116K -6.5% 0.07% ABS-MBS
367 Residential Asset Securitization Trust 76113NAA1 Oct 2024 184,534 -6,797 $115K -6.3% 0.07% ABS-MBS
368 Freddie Mac 3133C3WT9 Oct 2024 117,103 -11,501 $115K -8.2% 0.07% ABS-MBS
369 Government National Mortgage Association 36179UKY7 Oct 2024 117,421 -5,862 $115K -3.6% 0.07% ABS-MBS
370 Government National Mortgage Association 3617BREM4 Oct 2024 124,714 -7,318 $114K -5.1% 0.07% ABS-MBS
371 Fannie Mae 3138EP6V1 Oct 2024 111,175 -10,307 $114K -9.0% 0.07% ABS-MBS
372 Freddie Mac 3128S3JQ3 Oct 2024 129,702 -1,988 $114K -0.9% 0.07% ABS-MBS
373 LCH Ltd. 000000000 Oct 2024 3,000,000 New $114K — 0.07% DIR
374 Fannie Mae 3140NGBN9 Oct 2024 118,333 -886 $113K -0.2% 0.07% ABS-MBS
375 Freddie Mac 3132QLF24 Oct 2024 125,651 -2,320 $113K -0.0% 0.07% ABS-MBS
376 Fannie Mae 3140XGPY9 Oct 2024 134,564 -5,213 $113K -3.4% 0.06% ABS-MBS
377 Fannie Mae 3136AP7M8 Oct 2024 176,805 — $112K +6.5% 0.06% ABS-MBS
378 Fannie Mae 31418MUL4 Oct 2024 112,389 -10,219 $112K -7.2% 0.06% ABS-MBS
379 Government National Mortgage Association 3617AT4T7 Oct 2024 121,854 -7,487 $112K -5.3% 0.06% ABS-MBS
380 Fannie Mae 3140H23C0 Oct 2024 121,416 -13,553 $112K -9.3% 0.06% ABS-MBS
381 Freddie Mac 3132VLSJ7 Oct 2024 118,643 -18,373 $112K -12.8% 0.06% ABS-MBS
382 Fannie Mae 31417EQ38 Oct 2024 117,017 -13,830 $111K -9.3% 0.06% ABS-MBS
383 Freddie Mac 3128LCMA1 Oct 2024 108,050 -3,941 $110K -2.4% 0.06% ABS-MBS
384 Structured Asset Mortgage Investments Inc 86360KAA6 Oct 2024 122,997 -12,951 $109K -9.7% 0.06% ABS-MBS
385 Government National Mortgage Association 36196CZQ7 Oct 2024 111,368 -1,615 $109K -0.3% 0.06% ABS-MBS
386 Fannie Mae 3140J9AX9 Oct 2024 110,049 -5,567 $108K -3.1% 0.06% ABS-MBS
387 Chase Funding Mortgage Loan Asset-Backed CTFS 161546DB9 Oct 2024 109,643 -8,081 $108K -7.0% 0.06% ABS-O
388 Freddie Mac 3128LXAV2 Oct 2024 103,584 -8,231 $107K -6.3% 0.06% ABS-MBS
389 Fannie Mae 3138X5ND5 Oct 2024 108,337 -1,941 $107K -0.4% 0.06% ABS-MBS
390 Government National Mortgage Association 3617GBHY5 Oct 2024 113,092 -6,746 $107K -5.4% 0.06% ABS-MBS
391 Freddie Mac 3128MJ2X7 Oct 2024 111,657 -5,048 $106K -3.4% 0.06% ABS-MBS
392 Fannie Mae 31417MS95 Oct 2024 108,712 -7,034 $106K -4.7% 0.06% ABS-MBS
393 Government National Mortgage Association 3617AUKA7 Oct 2024 114,335 -4,727 $105K -3.5% 0.06% ABS-MBS
394 Freddie Mac 3133B6YF1 Oct 2024 119,709 -1,409 $104K -0.4% 0.06% ABS-MBS
395 Freddie Mac 3133B5XG2 Oct 2024 123,769 -3,775 $104K -2.6% 0.06% ABS-MBS
396 Fannie Mae 3138X2Q23 Oct 2024 104,728 -5,180 $103K -3.6% 0.06% ABS-MBS
397 Fannie Mae 3140H2ZF8 Oct 2024 111,212 -2,725 $102K -1.5% 0.06% ABS-MBS
398 Government National Mortgage Association 36202FM45 Oct 2024 106,508 -2,847 $101K -2.6% 0.06% ABS-MBS
399 Fannie Mae 3140XGD89 Oct 2024 115,368 -1,503 $101K -0.6% 0.06% ABS-MBS
400 Fannie Mae 31418DKL5 Oct 2024 103,754 -10,313 $101K -8.0% 0.06% ABS-MBS
401 Fannie Mae 3136A9SC3 Oct 2024 103,281 -7,506 $101K -7.1% 0.06% ABS-MBS
402 Chicago Mercantile Exchange 000000000 Oct 2024 3,000,000 New $100K — 0.06% DIR
403 LCH Ltd. 000000000 Oct 2024 4,200,000 New $99K — 0.06% DIR
404 Freddie Mac 31281BHT0 Oct 2024 97,884 -4,068 $99K -2.3% 0.06% ABS-MBS
405 Fannie Mae 3140X5VG5 Oct 2024 100,942 -7,801 $98K -6.0% 0.06% ABS-MBS
406 Freddie Mac 3132J86D7 Oct 2024 107,764 -2,650 $98K -0.7% 0.06% ABS-MBS
407 Freddie Mac 3128M6V96 Oct 2024 94,091 -9,904 $97K -8.7% 0.06% ABS-MBS
408 Fannie Mae 31398SXJ7 Oct 2024 97,666 -4,900 $96K -4.9% 0.06% ABS-MBS
409 Fannie Mae 3140H22E7 Oct 2024 104,222 -1,662 $96K -0.7% 0.06% ABS-MBS
410 Government National Mortgage Association 36241LCR5 Oct 2024 91,109 -5,847 $95K -5.4% 0.05% ABS-MBS
411 Fannie Mae 31418CKK9 Oct 2024 98,049 -12,973 $95K -10.7% 0.05% ABS-MBS
412 Government National Mortgage Association 36241LHP4 Oct 2024 90,154 -5,278 $94K -4.9% 0.05% ABS-MBS
413 Freddie Mac 31335BMB9 Oct 2024 98,567 -5,473 $93K -4.4% 0.05% ABS-MBS
414 Fannie Mae 3138ENEN5 Oct 2024 94,340 -4,879 $93K -4.0% 0.05% ABS-MBS
415 Bear Stearns Asset Backed Securities Trust 07384YMA1 Oct 2024 82,781 -18,227 $93K -15.4% 0.05% ABS-MBS
416 Freddie Mac 3133C9HP1 Oct 2024 92,644 -3,613 $91K -3.0% 0.05% ABS-MBS
417 Fannie Mae 3140GRAU8 Oct 2024 96,340 -1,475 $91K -0.8% 0.05% ABS-MBS
418 Fannie Mae 31418DNC2 Oct 2024 93,295 -9,605 $91K -8.2% 0.05% ABS-MBS
419 Government National Mortgage Association 3618N5C23 Apr 2025 99,788 New $91K — 0.05% ABS-MBS
420 Government National Mortgage Association 36202FUF1 Oct 2024 90,964 -4,836 $90K -3.9% 0.05% ABS-MBS
421 LCH Ltd. 000000000 Oct 2024 1,400,000 New $90K — 0.05% DIR
422 Government National Mortgage Association 36291FQ84 Oct 2024 97,712 -3,471 $89K -2.9% 0.05% ABS-MBS
423 Freddie Mac 3137F6K55 Oct 2024 625,219 -16,898 $87K +6.1% 0.05% ABS-MBS
424 Fannie Mae 3140GNKM4 Oct 2024 91,943 -6,017 $87K -5.4% 0.05% ABS-MBS
425 Government National Mortgage Association 3617B0YJ8 Oct 2024 92,457 -2,536 $87K -2.5% 0.05% ABS-MBS
426 Freddie Mac 3137ASGB4 Oct 2024 813,402 -49,794 $87K +7.3% 0.05% ABS-MBS
427 Government National Mortgage Association 36241LKU9 Oct 2024 86,705 -4,796 $86K -4.2% 0.05% ABS-MBS
428 Freddie Mac 3137FQLE1 Oct 2024 86,017 -11,272 $85K -13.0% 0.05% ABS-MBS
429 Fannie Mae 3140J84U4 Oct 2024 83,607 -2,509 $83K -2.0% 0.05% ABS-MBS
430 Freddie Mac 3133C64F3 Oct 2024 84,914 -7,139 $83K -7.0% 0.05% ABS-MBS
431 Government National Mortgage Association 36196JFE1 Oct 2024 90,763 -3,296 $83K -3.0% 0.05% ABS-MBS
432 Fannie Mae 31418CNG5 Oct 2024 85,650 -9,583 $83K -9.0% 0.05% ABS-MBS
433 KGS-Alpha SBA COOF Trust 48248JAA7 Oct 2024 4,128,890 -313,993 $83K -9.1% 0.05% ABS-O
434 Freddie Mac 31288JU61 Oct 2024 80,024 -4,489 $83K -4.5% 0.05% ABS-MBS
435 Government National Mortgage Association 3617BKKP5 Oct 2024 89,711 -8,756 $82K -8.5% 0.05% ABS-MBS
436 BCAP LLC Trust 05490BAQ4 Oct 2024 122,152 -3,009 $82K -2.8% 0.05% ABS-MBS
437 Freddie Mac 3132ADW38 Oct 2024 84,000 -9,784 $82K -9.3% 0.05% ABS-MBS
438 LCH Ltd. 000000000 Oct 2024 2,200,000 New $82K — 0.05% DIR
439 Fannie Mae 3140NRGK6 Oct 2024 82,917 -4,432 $82K -4.3% 0.05% ABS-MBS
440 Fannie Mae 31418EJL5 Oct 2024 82,987 -6,996 $82K -5.9% 0.05% ABS-MBS
441 Renaissance Home Equity Loan Trust 759950AW8 Oct 2024 89,574 -4,974 $82K -6.1% 0.05% ABS-MBS
442 Government National Mortgage Association 3617AQU56 Oct 2024 88,114 -3,821 $81K -3.7% 0.05% ABS-MBS
443 Freddie Mac 3129456E3 Oct 2024 78,961 -2,172 $80K -1.8% 0.05% ABS-MBS
444 Freddiemac Strip 31325VRC0 Oct 2024 520,270 -25,902 $79K -5.4% 0.05% ABS-MBS
445 Fannie Mae 3140J8BG7 Oct 2024 81,164 -6,377 $79K -6.0% 0.05% ABS-MBS
446 Freddie Mac 312941NS2 Oct 2024 77,563 -2,049 $79K -1.6% 0.05% ABS-MBS
447 Fannie Mae 3140X5SX2 Oct 2024 86,807 -1,637 $79K -1.1% 0.05% ABS-MBS
448 Fannie Mae 3140H2ZE1 Oct 2024 85,273 -1,503 $79K -0.9% 0.05% ABS-MBS
449 Chicago Mercantile Exchange 000000000 Oct 2024 2,400,000 New $78K — 0.05% DIR
450 LCH Ltd. 000000000 Oct 2024 5,500,000 New $78K — 0.04% DIR
451 Fannie Mae 3138X1RR9 Oct 2024 79,767 -14,415 $78K -14.5% 0.04% ABS-MBS
452 Fannie Mae 3138EQM58 Oct 2024 75,244 -5,481 $78K -6.2% 0.04% ABS-MBS
453 Government National Mortgage Association 3617B0TG0 Oct 2024 84,266 -1,273 $77K -1.0% 0.04% ABS-MBS
454 Government National Mortgage Association 36295NJ24 Oct 2024 72,776 -2,111 $76K -2.2% 0.04% ABS-MBS
455 LCH Ltd. 000000000 Oct 2024 4,200,000 New $76K — 0.04% DIR
456 Chicago Mercantile Exchange 000000000 Oct 2024 1,300,000 New $76K — 0.04% DIR
457 Freddie Mac 3133B7PS1 Oct 2024 87,004 -4,144 $75K -3.8% 0.04% ABS-MBS
458 Government National Mortgage Association 3617AN3Q7 Oct 2024 81,930 -4,968 $75K -5.3% 0.04% ABS-MBS
459 Freddie Mac 3133B9M76 Oct 2024 89,605 -1,981 $75K -1.8% 0.04% ABS-MBS
460 Fannie Mae 3140JLYX6 Oct 2024 76,347 -6,147 $74K -6.6% 0.04% ABS-MBS
461 Government National Mortgage Association 3617AQHV4 Oct 2024 80,557 -7,517 $74K -8.1% 0.04% ABS-MBS
462 Government National Mortgage Association 3617BRBR6 Oct 2024 80,531 -7,445 $74K -8.0% 0.04% ABS-MBS
463 Government National Mortgage Association 36202FQ74 Oct 2024 74,249 -4,101 $74K -4.0% 0.04% ABS-MBS
464 LCH Ltd. 000000000 Oct 2024 2,300,000 New $74K — 0.04% DIR
465 Government National Mortgage Association 38375B6F4 Oct 2024 72,672 -28,509 $73K -27.9% 0.04% ABS-MBS
466 Fannie Mae 3140X5KC6 Oct 2024 69,673 -6,312 $72K -5.5% 0.04% ABS-MBS
467 Government National Mortgage Association 36179NTC2 Oct 2024 79,474 -2,894 $72K -2.0% 0.04% ABS-MBS
468 Government National Mortgage Association 36197MRM2 Oct 2024 75,987 -1,027 $72K -1.0% 0.04% ABS-MBS
469 Chicago Mercantile Exchange 000000000 Oct 2024 2,200,000 New $72K — 0.04% DIR
470 Government National Mortgage Association 36295QBJ8 Oct 2024 68,409 -4,229 $72K -5.2% 0.04% ABS-MBS
471 Government National Mortgage Association 36241LJF4 Oct 2024 69,975 -5,643 $71K -6.5% 0.04% ABS-MBS
472 LCH Ltd. 000000000 Oct 2024 4,300,000 New $71K — 0.04% DIR
473 Government National Mortgage Association 3617B8LV8 Oct 2024 76,612 -4,300 $70K -4.9% 0.04% ABS-MBS
474 Government National Mortgage Association 3617B4HP5 Oct 2024 74,198 -976 $70K -1.0% 0.04% ABS-MBS
475 Government National Mortgage Association 3617BFTQ5 Oct 2024 70,424 -3,281 $70K -3.8% 0.04% ABS-MBS
476 Fannie Mae 3140GS2M3 Oct 2024 73,871 -6,689 $70K -7.6% 0.04% ABS-MBS
477 Morgan Stanley ReRemic Trust 61759FAU5 Oct 2024 81,578 -7,588 $70K -8.2% 0.04% ABS-MBS
478 Government National Mortgage Association 3617AQUG2 Oct 2024 75,627 -6,173 $69K -7.1% 0.04% ABS-MBS
479 Fannie Mae 31417F3E6 Oct 2024 75,766 -4,373 $69K -3.9% 0.04% ABS-MBS
480 Freddie Mac 3128M6ZQ4 Oct 2024 66,727 -4,283 $68K -5.0% 0.04% ABS-MBS
481 Amortizing Residential Collateral Trust 031733AE8 Oct 2024 68,340 -4,263 $68K -6.0% 0.04% ABS-O
482 Freddie Mac 3132HBXZ3 Oct 2024 70,239 -1,408 $68K -0.4% 0.04% ABS-MBS
483 Freddie Mac 3128MMV26 Oct 2024 69,425 -8,111 $67K -9.6% 0.04% ABS-MBS
484 Fannie Mae 3140Q8N84 Oct 2024 70,936 -2,627 $67K -2.7% 0.04% ABS-MBS
485 Government National Mortgage Association 36180DWP8 Oct 2024 74,348 -8,966 $67K -9.6% 0.04% ABS-MBS
486 Fannie Mae 3140XHDQ7 Oct 2024 71,529 -4,935 $67K -5.1% 0.04% ABS-MBS
487 Fannie Mae 3138EQCH3 Oct 2024 65,927 -17,260 $67K -21.3% 0.04% ABS-MBS
488 Fannie Mae 31418CGM0 Oct 2024 68,280 -7,991 $66K -9.6% 0.04% ABS-MBS
489 Structured Adjustable Rate Mortgage Loan Trust 86363LAB9 Oct 2024 74,630 -3,202 $66K -3.1% 0.04% ABS-MBS
490 Freddie Mac 31396RLX3 Oct 2024 66,138 -5,314 $66K -7.4% 0.04% ABS-MBS
491 Fannie Mae 31418CHH0 Oct 2024 66,898 -7,602 $65K -9.2% 0.04% ABS-MBS
492 Government National Mortgage Association 3617ATYC1 Oct 2024 69,955 -4,364 $64K -5.4% 0.04% ABS-MBS
493 Government National Mortgage Association 3617BTBB7 Oct 2024 69,690 -1,668 $64K -1.9% 0.04% ABS-MBS
494 Chicago Mercantile Exchange 000000000 Oct 2024 600,000 New $62K — 0.04% DIR
495 Fannie Mae 3140FTWA5 Oct 2024 64,684 -975 $61K -0.6% 0.04% ABS-MBS
496 Government National Mortgage Association 36179RLR8 Oct 2024 61,504 -3,228 $61K -4.1% 0.03% ABS-MBS
497 Freddiemac Strip 31325UEH5 Oct 2024 354,519 -17,015 $59K -5.8% 0.03% ABS-MBS
498 Freddie Mac 3132J9GR3 Oct 2024 64,049 -1,466 $58K -0.5% 0.03% ABS-MBS
499 Fannie Mae 31410F5M3 Oct 2024 56,335 -4,964 $58K -7.5% 0.03% ABS-MBS
500 Government National Mortgage Association 36202FPG5 Oct 2024 58,402 -3,311 $58K -4.4% 0.03% ABS-MBS
501 Government National Mortgage Association 38378MAC9 Oct 2024 499,790 -29,431 $58K -8.6% 0.03% ABS-MBS
502 Sequoia Mortgage Trust 81744AAA6 Oct 2024 66,033 -5,591 $57K -8.9% 0.03% ABS-MBS
503 LCH Ltd. 000000000 Oct 2024 1,000,000 New $57K — 0.03% DIR
504 Fannie Mae 3140Q9PU1 Oct 2024 58,388 -2,156 $57K -1.9% 0.03% ABS-MBS
505 Freddie Mac 3128M86H2 Oct 2024 54,803 -2,864 $57K -4.3% 0.03% ABS-MBS
506 Fannie Mae 31405XNA7 Oct 2024 54,560 -2,420 $57K -2.9% 0.03% ABS-MBS
507 Fannie Mae 3138EKDV4 Oct 2024 55,294 -3,793 $56K -7.0% 0.03% ABS-MBS
508 Government National Mortgage Association 3617BMC54 Oct 2024 60,332 -8,946 $55K -12.5% 0.03% ABS-MBS
509 Government National Mortgage Association 36225CN36 Oct 2024 54,976 -6,060 $55K -9.7% 0.03% ABS-MBS
510 Government National Mortgage Association 38378PAG3 Oct 2024 626,657 -22,811 $55K -5.4% 0.03% ABS-MBS
511 LCH Ltd. 000000000 Oct 2024 500,000 New $54K — 0.03% DIR
512 LCH Ltd. 000000000 Oct 2024 1,800,000 New $54K — 0.03% DIR
513 Chicago Mercantile Exchange 000000000 Oct 2024 -72 New $54K — 0.03% DIR
514 Fanniemae Strip 31395QLQ1 Oct 2024 378,078 -23,421 $54K -6.2% 0.03% ABS-MBS
515 Government National Mortgage Association 36202D2U4 Oct 2024 52,650 -5,969 $53K -9.8% 0.03% ABS-MBS
516 Government National Mortgage Association 36180B3A7 Oct 2024 58,613 -16,756 $53K -21.2% 0.03% ABS-MBS
517 Freddie Mac 31297VDF2 Oct 2024 50,766 -17,187 $53K -24.4% 0.03% ABS-MBS
518 Government National Mortgage Association 3617GBLM6 Oct 2024 55,720 -12,182 $53K -17.7% 0.03% ABS-MBS
519 Freddie Mac 3132Y0FE5 Oct 2024 55,725 -6,517 $52K -9.8% 0.03% ABS-MBS
520 Fannie Mae 31404Q5M7 Oct 2024 52,652 -4,633 $52K -7.9% 0.03% ABS-MBS
521 Countrywide Asset-Backed Certificates 1266713Y0 Oct 2024 53,124 -2,994 $52K -5.5% 0.03% ABS-O
522 Freddie Mac 3133B6YB0 Oct 2024 59,843 -821 $52K -0.7% 0.03% ABS-MBS
523 Fannie Mae 31418C7A6 Oct 2024 52,524 -5,465 $51K -8.3% 0.03% ABS-MBS
524 Government National Mortgage Association 36179QRQ6 Oct 2024 52,137 -792 $51K -0.5% 0.03% ABS-MBS
525 Fannie Mae 3140J9CV1 Oct 2024 54,272 -2,303 $51K -2.7% 0.03% ABS-MBS
526 Freddie Mac 3132AEKD7 Oct 2024 52,017 -4,793 $51K -7.1% 0.03% ABS-MBS
527 Government National Mortgage Association 3617BUZB8 Oct 2024 53,182 -840 $50K -1.3% 0.03% ABS-MBS
528 Fannie Mae 31412QDL0 Oct 2024 50,250 -2,190 $50K -3.0% 0.03% ABS-MBS
529 Fannie Mae 3140HFFC8 Oct 2024 53,136 -945 $50K -1.0% 0.03% ABS-MBS
530 LCH Ltd. 000000000 Oct 2024 1,300,000 New $50K — 0.03% DIR
531 Government National Mortgage Association 36179TXW0 Oct 2024 49,604 -2,273 $49K -3.3% 0.03% ABS-MBS
532 Freddie Mac 3133KYXA2 Oct 2024 52,783 -2,170 $48K -1.4% 0.03% ABS-MBS
533 Freddie Mac 3131XBX53 Oct 2024 49,613 -5,257 $48K -8.8% 0.03% ABS-MBS
534 Fannie Mae 3140FEGT5 Oct 2024 50,429 -5,060 $48K -8.0% 0.03% ABS-MBS
535 Government National Mortgage Association 3617ALXP0 Oct 2024 50,401 -5,887 $48K -10.2% 0.03% ABS-MBS
536 Government National Mortgage Association 3617G1A73 Oct 2024 51,818 -7,348 $48K -12.0% 0.03% ABS-MBS
537 Fannie Mae 31415PYW2 Oct 2024 45,776 -5,969 $47K -11.2% 0.03% ABS-MBS
538 Fannie Mae 31411BFP3 Oct 2024 44,894 -1,590 $47K -3.4% 0.03% ABS-MBS
539 Government National Mortgage Association 36202ESA8 Oct 2024 46,249 -3,215 $47K -5.8% 0.03% ABS-MBS
540 Fannie Mae 31418CXZ2 Oct 2024 47,190 -13,478 $47K -21.7% 0.03% ABS-MBS
541 Government National Mortgage Association 3617GQJL8 Oct 2024 49,243 -822 $46K -1.3% 0.03% ABS-MBS
542 LCH Ltd. 000000000 Oct 2024 2,200,000 New $46K — 0.03% DIR
543 Fannie Mae 31418C7D0 Oct 2024 45,810 -5,549 $46K -9.6% 0.03% ABS-MBS
544 Government National Mortgage Association 36295YXL2 Oct 2024 44,807 -1,241 $45K -2.5% 0.03% ABS-MBS
545 Freddie Mac 3132A9UE5 Oct 2024 47,740 -5,215 $45K -8.7% 0.03% ABS-MBS
546 Freddie Mac 31396GWP2 Oct 2024 45,911 -2,040 $45K -4.1% 0.03% ABS-MBS
547 EMC Mortgage Loan Trust 268668BU3 Oct 2024 45,190 — $45K -0.6% 0.03% ABS-MBS
548 Government National Mortgage Association 36202FKN5 Oct 2024 45,500 -2,485 $45K -4.2% 0.03% ABS-MBS
549 Fannie Mae 3138W2W35 Oct 2024 46,202 -9,684 $45K -16.4% 0.03% ABS-MBS
550 Government National Mortgage Association 36296B6S6 Oct 2024 42,679 -1,088 $45K -1.9% 0.03% ABS-MBS
551 Fannie Mae 3140XBLQ1 Oct 2024 49,170 -2,838 $45K -4.6% 0.03% ABS-MBS
552 Freddie Mac 31294MKQ3 Oct 2024 44,832 -20,743 $44K -31.2% 0.03% ABS-MBS
553 Freddie Mac 31296MYG8 Oct 2024 43,265 -10,232 $44K -18.0% 0.03% ABS-MBS
554 Morgan Stanley Capital Services LLC 000000000 Oct 2024 2,000,000 New $44K — 0.03% DIR
555 Government National Mortgage Association 36197K5G3 Oct 2024 46,495 -936 $43K -1.5% 0.02% ABS-MBS
556 Freddie Mac 3128K66P0 Oct 2024 41,624 -6,403 $42K -12.3% 0.02% ABS-MBS
557 Fannie Mae 3140GUMA2 Oct 2024 46,093 -1,845 $42K -2.8% 0.02% ABS-MBS
558 Government National Mortgage Association 3617B4GK7 Oct 2024 44,775 -4,836 $42K -9.5% 0.02% ABS-MBS
559 MLCC Mortgage Investors Inc 59020UNP6 Oct 2024 44,360 -3,636 $41K -8.1% 0.02% ABS-MBS
560 Fannie Mae 3136ADMT3 Oct 2024 551,509 -30,059 $41K -7.9% 0.02% ABS-MBS
561 Government National Mortgage Association 3617G1HC5 Oct 2024 44,840 -5,965 $41K -11.3% 0.02% ABS-MBS
562 LCH Ltd. 000000000 Oct 2024 1,000,000 New $41K — 0.02% DIR
563 Government National Mortgage Association 36202ERC5 Oct 2024 39,945 -2,417 $40K -5.0% 0.02% ABS-MBS
564 Government National Mortgage Association 36292DT77 Oct 2024 38,573 -1,199 $40K -2.7% 0.02% ABS-MBS
565 Fannie Mae 31418CWV2 Oct 2024 42,866 -3,422 $40K -4.4% 0.02% ABS-MBS
566 Freddie Mac 312942GP4 Oct 2024 39,641 -1,274 $40K -2.1% 0.02% ABS-MBS
567 Freddie Mac 31397JZ80 Oct 2024 419,723 -36,080 $40K +2.5% 0.02% ABS-MBS
568 Fannie Mae 3138EGUC6 Oct 2024 40,351 -32,717 $40K -44.6% 0.02% ABS-MBS
569 Government National Mortgage Association 3620AM6U1 Oct 2024 40,885 -835 $39K -1.9% 0.02% ABS-MBS
570 Fannie Mae 3136AD3D9 Oct 2024 413,232 -19,812 $39K -7.3% 0.02% ABS-MBS
571 Fanniemae-Aces 3136BBAR3 Oct 2024 583,364 -1,487 $39K -12.0% 0.02% ABS-MBS
572 Fannie Mae 3140HNV66 Oct 2024 39,999 -442 $39K -0.5% 0.02% ABS-MBS
573 Freddie Mac 3132Y0UU2 Oct 2024 41,202 -565 $39K -0.6% 0.02% ABS-MBS
574 Fannie Mae 31410LDK5 Oct 2024 38,691 -35,539 $38K -47.7% 0.02% ABS-MBS
575 BCAP LLC Trust 05532TAD4 Oct 2024 48,031 -787 $38K -1.7% 0.02% ABS-MBS
576 Fannie Mae 31412PPK1 Oct 2024 39,332 -2,748 $38K -4.9% 0.02% ABS-MBS
577 LCH Ltd. 000000000 Oct 2024 1,200,000 New $38K — 0.02% DIR
578 Fannie Mae 3138YEZM2 Oct 2024 38,785 -8,827 $38K -18.1% 0.02% ABS-MBS
579 Government National Mortgage Association 36296TQR7 Oct 2024 36,139 -3,320 $38K -7.8% 0.02% ABS-MBS
580 Freddie Mac 3137AXTT0 Oct 2024 432,714 -66,212 $38K +0.3% 0.02% ABS-MBS
581 Government National Mortgage Association 36184XCW7 Oct 2024 40,760 -58,518 $37K -58.7% 0.02% ABS-MBS
582 Government National Mortgage Association 3617BU2B4 Oct 2024 39,658 -507 $37K -1.0% 0.02% ABS-MBS
583 Fannie Mae 3138E4Y47 Oct 2024 36,828 -18,771 $37K -34.3% 0.02% ABS-MBS
584 Morgan Stanley Capital Services LLC 000000000 Oct 2024 4,200,000 New $37K — 0.02% DIR
585 Fannie Mae 3136AC5B3 Oct 2024 284,968 -31,652 $37K +0.8% 0.02% ABS-MBS
586 Government National Mortgage Association 38375B8J4 Oct 2024 36,273 -21,295 $36K -36.8% 0.02% ABS-MBS
587 Countrywide Asset-Backed Certificates 126673BC5 Oct 2024 36,516 -9,185 $36K -20.6% 0.02% ABS-O
588 Freddie Mac 3128M8NN0 Oct 2024 34,975 -2,517 $36K -5.8% 0.02% ABS-MBS
589 Fannie Mae 3136A7RY0 Oct 2024 36,691 -1,096 $36K -3.0% 0.02% ABS-MBS
590 Fannie Mae 3136ARNQ7 Oct 2024 286,700 -9,529 $36K -2.6% 0.02% ABS-MBS
591 Fannie Mae 31417AKM0 Oct 2024 35,890 -16,762 $35K -31.5% 0.02% ABS-MBS
592 Fannie Mae 3140HPNC7 Oct 2024 36,234 -2,858 $35K -6.2% 0.02% ABS-MBS
593 Freddie Mac 3131Y94T7 Oct 2024 36,382 -789 $35K -1.5% 0.02% ABS-MBS
594 Government National Mortgage Association 3617G82B8 Oct 2024 37,400 -468 $35K -1.0% 0.02% ABS-MBS
595 Fannie Mae 31417AXE4 Oct 2024 35,302 -15,668 $35K -30.3% 0.02% ABS-MBS
596 Fannie Mae 3140HPJZ1 Oct 2024 34,552 -383 $35K -0.3% 0.02% ABS-MBS
597 Freddie Mac 3128M9AH5 Oct 2024 33,317 -1,794 $34K -4.7% 0.02% ABS-MBS
598 Government National Mortgage Association 3617G8U84 Oct 2024 35,762 -477 $34K -1.0% 0.02% ABS-MBS
599 Fannie Mae 31405PYH7 Oct 2024 32,377 -1,503 $34K -4.0% 0.02% ABS-MBS
600 Chicago Mercantile Exchange 000000000 Oct 2024 600,000 New $34K — 0.02% DIR
601 Fannie Mae 31417EK75 Oct 2024 35,145 -3,984 $33K -8.9% 0.02% ABS-MBS
602 Government National Mortgage Association 3617GLWQ3 Oct 2024 35,411 -440 $33K -1.0% 0.02% ABS-MBS
603 Fannie Mae 31418EGD6 Oct 2024 36,179 -965 $33K -0.0% 0.02% ABS-MBS
604 Fannie Mae 3138WTRV0 Oct 2024 36,161 -1,641 $33K -2.7% 0.02% ABS-MBS
605 Freddie Mac 3132GDFU1 Oct 2024 32,469 -7,008 $33K -17.0% 0.02% ABS-MBS
606 Fannie Mae 31417AXD6 Oct 2024 33,013 -16,078 $33K -32.3% 0.02% ABS-MBS
607 Fannie Mae 31414GGT0 Oct 2024 30,354 -3,802 $32K -10.9% 0.02% ABS-MBS
608 Government National Mortgage Association 3617GQJU8 Oct 2024 33,924 -2,351 $32K -6.2% 0.02% ABS-MBS
609 Fannie Mae 3138AW4V2 Oct 2024 32,070 -16,774 $32K -34.0% 0.02% ABS-MBS
610 Government National Mortgage Association 3617G9E72 Oct 2024 33,512 -5,111 $32K -13.0% 0.02% ABS-MBS
611 Freddie Mac 3131XCY43 Oct 2024 32,893 -4,724 $31K -11.5% 0.02% ABS-MBS
612 Freddie Mac 3128M8CY8 Oct 2024 30,711 -1,977 $31K -5.0% 0.02% ABS-MBS
613 Fannie Mae 3138ELA29 Oct 2024 31,647 -7,690 $31K -18.9% 0.02% ABS-MBS
614 Fannie Mae 31412M2R8 Oct 2024 30,564 -852 $31K -1.6% 0.02% ABS-MBS
615 Freddie Mac 3128C6N21 Oct 2024 29,943 -826 $31K -2.0% 0.02% ABS-MBS
616 Fannie Mae 31417AXJ3 Oct 2024 31,022 -13,553 $31K -30.0% 0.02% ABS-MBS
617 Bank of America NA 000000000 Oct 2024 400,000 New $30K — 0.02% DIR
618 Government National Mortgage Association 3620ASG94 Oct 2024 29,511 -658 $30K -1.2% 0.02% ABS-MBS
619 Government National Mortgage Association 36294NMF2 Oct 2024 27,856 -789 $30K -2.3% 0.02% ABS-MBS
620 Fannie Mae 31412XNK6 Oct 2024 28,811 -990 $30K -2.7% 0.02% ABS-MBS
621 Government National Mortgage Association 3617G7N35 Oct 2024 31,445 -2,544 $30K -7.2% 0.02% ABS-MBS
622 Fannie Mae 3138WTST4 Oct 2024 29,304 -3,255 $29K -9.1% 0.02% ABS-MBS
623 LCH Ltd. 000000000 Oct 2024 2,900,000 New $29K — 0.02% DIR
624 LCH Ltd. 000000000 Oct 2024 2,900,000 New $29K — 0.02% DIR
625 LCH Ltd. 000000000 Oct 2024 2,300,000 New $29K — 0.02% DIR
626 Government National Mortgage Association 36196YDX8 Oct 2024 30,100 -5,645 $28K -15.4% 0.02% ABS-MBS
627 Government National Mortgage Association 36202D3G4 Oct 2024 27,991 -2,416 $28K -7.5% 0.02% ABS-MBS
628 Fannie Mae 3140HCAX4 Oct 2024 29,726 -3,342 $28K -9.4% 0.02% ABS-MBS
629 Fannie Mae 3136ATUB8 Oct 2024 238,881 -12,359 $28K -7.3% 0.02% ABS-MBS
630 Fannie Mae 3136APNG3 Oct 2024 451,047 -44,038 $28K +8.2% 0.02% ABS-MBS
631 Fannie Mae 3136AS6D3 Oct 2024 251,621 -9,744 $28K -6.1% 0.02% ABS-MBS
632 Government National Mortgage Association 3617GLVF8 Oct 2024 29,194 -5,573 $28K -15.8% 0.02% ABS-MBS
633 Fannie Mae 31417AKL2 Oct 2024 27,847 -13,693 $28K -32.6% 0.02% ABS-MBS
634 Fannie Mae 3140JNRD4 Oct 2024 27,444 -259 $27K +0.0% 0.02% ABS-MBS
635 Fannie Mae 3140FPL64 Oct 2024 28,481 -2,360 $27K -6.6% 0.02% ABS-MBS
636 Fannie Mae 3136BLEX4 Oct 2024 3,587,528 -112,728 $27K +42.0% 0.02% ABS-MBS
637 Fannie Mae 3138WWL98 Oct 2024 26,850 -6,895 $26K -19.8% 0.02% ABS-MBS
638 Government National Mortgage Association 36297DCT2 Oct 2024 25,750 -617 $26K -3.5% 0.02% ABS-MBS
639 Bank of America NA 000000000 Oct 2024 400,000 New $26K — 0.02% DIR
640 Freddie Mac 3128LXAT7 Oct 2024 25,543 -2,314 $26K -7.2% 0.01% ABS-MBS
641 Fannie Mae 3138XC3U4 Oct 2024 26,282 -842 $26K -1.7% 0.01% ABS-MBS
642 Government National Mortgage Association 3620ALAT1 Oct 2024 25,099 -916 $26K -2.5% 0.01% ABS-MBS
643 Fannie Mae 31412RD53 Oct 2024 26,132 -2,232 $26K -6.5% 0.01% ABS-MBS
644 Fannie Mae 31413FYG1 Oct 2024 24,227 -846 $26K -3.2% 0.01% ABS-MBS
645 Government National Mortgage Association 3617GTJB4 Oct 2024 27,241 -392 $26K -1.1% 0.01% ABS-MBS
646 Government National Mortgage Association 36202FVG8 Oct 2024 25,879 -1,461 $26K -4.2% 0.01% ABS-MBS
647 Fannie Mae 31396WPE0 Oct 2024 25,921 -661 $25K -2.4% 0.01% ABS-MBS
648 Freddie Mac 3128PXVT0 Oct 2024 25,595 -11,107 $25K -29.9% 0.01% ABS-MBS
649 Fannie Mae 31392EVN7 Oct 2024 24,980 -7,504 $25K -22.8% 0.01% ABS-MBS
650 Fannie Mae 31417A6Z7 Oct 2024 25,180 -9,628 $25K -27.2% 0.01% ABS-MBS
651 LCH Ltd. 000000000 Oct 2024 2,800,000 New $25K — 0.01% DIR
652 Fannie Mae 3136B62S1 Oct 2024 179,038 -6,132 $24K +14.6% 0.01% ABS-MBS
653 Government National Mortgage Association 3617GLMB7 Oct 2024 25,820 -440 $24K -1.4% 0.01% ABS-MBS
654 Fannie Mae 31398TDW8 Oct 2024 292,456 -47,326 $24K -3.0% 0.01% ABS-MBS
655 Fannie Mae 3140H6LZ0 Oct 2024 25,645 -337 $24K -0.4% 0.01% ABS-MBS
656 Freddie Mac 3128MU5P6 Oct 2024 24,329 -1,118 $24K -3.2% 0.01% ABS-MBS
657 Option One Mortgage Loan Trust 68403FAC0 Oct 2024 43,638 -1,018 $24K -4.4% 0.01% ABS-MBS
658 Fannie Mae 3136A9HB7 Oct 2024 36,376 — $24K +4.8% 0.01% ABS-MBS
659 Fannie Mae 3136ADNA3 Oct 2024 202,786 -27,082 $24K -13.1% 0.01% ABS-MBS
660 Morgan Stanley Capital Services LLC 000000000 Oct 2024 2,000,000 New $24K — 0.01% DIR
661 Fannie Mae 3140H8ZE8 Oct 2024 24,029 -896 $24K -1.9% 0.01% ABS-MBS
662 Freddie Mac 3132XXXT1 Oct 2024 24,850 -405 $24K -0.8% 0.01% ABS-MBS
663 LCH Ltd. 000000000 Oct 2024 500,000 New $24K — 0.01% DIR
664 Fannie Mae 3138XZFG1 Oct 2024 23,793 -1,764 $23K -6.1% 0.01% ABS-MBS
665 Government National Mortgage Association 36178WGL7 Oct 2024 25,719 -1,183 $23K -3.1% 0.01% ABS-MBS
666 Government National Mortgage Association 36241L6M3 Oct 2024 23,258 -1,169 $23K -3.6% 0.01% ABS-MBS
667 Government National Mortgage Association 36181AYT3 Oct 2024 25,537 -1,341 $23K -3.8% 0.01% ABS-MBS
668 Freddie Mac 3128M7JL1 Oct 2024 21,629 -1,188 $22K -4.1% 0.01% ABS-MBS
669 Freddie Mac 3132GDS94 Oct 2024 22,023 -533 $22K -1.5% 0.01% ABS-MBS
670 Freddie Mac 3128M8GA6 Oct 2024 21,591 -1,460 $22K -5.9% 0.01% ABS-MBS
671 Freddie Mac 3128PXA97 Oct 2024 22,412 -11,474 $22K -33.5% 0.01% ABS-MBS
672 Freddie Mac 3137AYSK8 Oct 2024 408,685 -38,822 $22K -15.4% 0.01% ABS-MBS
673 Fannie Mae 3138YRQP6 Oct 2024 22,717 -2,210 $22K -8.1% 0.01% ABS-MBS
674 Fannie Mae 3140FS6Z1 Oct 2024 23,351 -1,812 $22K -6.3% 0.01% ABS-MBS
675 Fannie Mae 3138X6ZL2 Oct 2024 24,214 -552 $22K -0.6% 0.01% ABS-MBS
676 Chicago Mercantile Exchange 000000000 Oct 2024 5,000,000 New $22K — 0.01% DIR
677 Freddie Mac 3132D53J9 Oct 2024 21,870 -1,650 $21K -5.7% 0.01% ABS-MBS
678 Fannie Mae 3136ADQR3 Oct 2024 240,849 -27,292 $21K +4.3% 0.01% ABS-MBS
679 Freddie Mac 31397T3Q3 Oct 2024 22,510 -1,897 $21K -7.7% 0.01% ABS-MBS
680 Fannie Mae 3140H4UM4 Oct 2024 22,145 -307 $21K -0.4% 0.01% ABS-MBS
681 Morgan Stanley Capital Services LLC 000000000 Oct 2024 2,000,000 New $21K — 0.01% DIR
682 JPMorgan Chase Bank NA 000000000 Oct 2024 2,500,000 New $21K — 0.01% DIR
683 Fannie Mae 31418CDL5 Oct 2024 22,992 -896 $20K -2.8% 0.01% ABS-MBS
684 Freddie Mac 3128PXVE3 Oct 2024 20,613 -10,617 $20K -33.6% 0.01% ABS-MBS
685 Freddie Mac 3128PXS80 Oct 2024 20,589 -9,798 $20K -31.9% 0.01% ABS-MBS
686 WAMU Mortgage Pass-Through Certificates 92922FBX5 Oct 2024 21,307 -5,666 $20K -21.9% 0.01% ABS-MBS
687 Fannie Mae 31416WP55 Oct 2024 20,278 -1,345 $20K -4.9% 0.01% ABS-MBS
688 Chicago Mercantile Exchange 000000000 Oct 2024 18,600,000 New $19K — 0.01% DIR
689 Freddie Mac 3131XCH83 Oct 2024 20,262 -2,194 $19K -8.9% 0.01% ABS-MBS
690 Freddie Mac 312926VK1 Oct 2024 18,265 -1,867 $19K -8.5% 0.01% ABS-MBS
691 Government National Mortgage Association 3617ALZA1 Oct 2024 19,633 -5,585 $19K -21.9% 0.01% ABS-MBS
692 Government National Mortgage Association 3617G9GA3 Oct 2024 19,651 -248 $19K -1.0% 0.01% ABS-MBS
693 Government National Mortgage Association 36241K5X2 Oct 2024 17,513 -1,013 $18K -4.8% 0.01% ABS-MBS
694 Fannie Mae 3138YEGY7 Oct 2024 18,525 -1,941 $18K -8.8% 0.01% ABS-MBS
695 Fannie Mae 3138WFF50 Oct 2024 19,569 -499 $18K -1.4% 0.01% ABS-MBS
696 Fannie Mae 31417AXF1 Oct 2024 18,239 -8,498 $18K -31.4% 0.01% ABS-MBS
697 Government National Mortgage Association 36179DWV8 Oct 2024 19,895 -1,168 $18K -4.3% 0.01% ABS-MBS
698 Fannie Mae 31390XQ52 Oct 2024 17,491 -928 $18K -4.5% 0.01% ABS-MBS
699 Fannie Mae 31415YKQ1 Oct 2024 17,812 -1,548 $18K -6.9% 0.01% ABS-MBS
700 Freddie Mac 3128M4LT8 Oct 2024 16,925 -1,452 $17K -7.3% 0.01% ABS-MBS
701 Freddie Mac 3128M7CQ7 Oct 2024 16,730 -1,286 $17K -6.5% 0.01% ABS-MBS
702 Government National Mortgage Association 36179TV77 Oct 2024 17,475 -941 $17K -4.0% 0.01% ABS-MBS
703 Bear Stearns Adjustable Rate Mortgage Trust 07384MM25 Oct 2024 18,108 -617 $16K -3.6% 0.01% ABS-MBS
704 Freddie Mac 312946LX2 Oct 2024 16,083 -815 $16K -4.0% 0.01% ABS-MBS
705 Freddie Mac 3128K5W65 Oct 2024 15,945 -813 $16K -3.7% 0.01% ABS-MBS
706 Fannie Mae 31410GLR2 Oct 2024 15,417 -566 $16K -3.4% 0.01% ABS-MBS
707 Freddie Mac 3128HDQ44 Oct 2024 16,058 -3,714 $16K -19.0% 0.01% ABS-MBS
708 Freddie Mac 3132GE7M6 Oct 2024 15,892 -335 $16K -1.2% 0.01% ABS-MBS
709 Freddie Mac 3128MJL65 Oct 2024 15,279 -1,184 $16K -6.1% 0.01% ABS-MBS
710 Government National Mortgage Association 36291FN46 Oct 2024 17,490 -937 $15K -4.2% 0.01% ABS-MBS
711 Freddie Mac 3132XW4M0 Oct 2024 16,221 -236 $15K -0.5% 0.01% ABS-MBS
712 Fannie Mae 31419ADH7 Oct 2024 14,589 -1,246 $15K -7.7% 0.01% ABS-MBS
713 Freddie Mac 3128MAFD6 Oct 2024 14,934 -1,037 $15K -5.4% 0.01% ABS-MBS
714 Government National Mortgage Association 36202FHX7 Oct 2024 15,094 -820 $15K -4.2% 0.01% ABS-MBS
715 Freddie Mac 3128M6NL8 Oct 2024 14,415 -1,231 $15K -7.1% 0.01% ABS-MBS
716 Sequoia Mortgage Trust 81743WAA9 Oct 2024 15,173 -3,138 $15K -16.8% 0.01% ABS-MBS
717 LCH Ltd. 000000000 Oct 2024 1,600,000 New $15K — 0.01% DIR
718 Government National Mortgage Association 36225CNZ5 Oct 2024 14,679 -1,606 $15K -9.6% 0.01% ABS-MBS
719 Government National Mortgage Association 3617KDJ99 Oct 2024 15,657 -176 $15K -1.0% 0.01% ABS-MBS
720 Citibank NA 000000000 Oct 2024 20,000,000 New $14K — 0.01% DIR
721 Government National Mortgage Association 36202FP75 Oct 2024 14,353 -761 $14K -3.8% 0.01% ABS-MBS
722 Freddie Mac 31295KGW8 Oct 2024 13,889 -8,761 $14K -38.8% 0.01% ABS-MBS
723 Thornburg Mortgage Securities Trust 885220HB2 Oct 2024 14,482 -2,114 $14K -13.1% 0.01% ABS-MBS
724 Countrywide Asset-Backed Certificates 1266715K8 Oct 2024 13,375 -5,371 $14K -27.9% 0.01% ABS-O
725 Fannie Mae 3138X5HN0 Oct 2024 13,753 -2,287 $13K -13.4% 0.01% ABS-MBS
726 Fannie Mae 31410PTG8 Oct 2024 12,826 -932 $13K -6.8% 0.01% ABS-MBS
727 Freddie Mac 3137B12W1 Oct 2024 522,651 -142,693 $13K -32.8% 0.01% ABS-MBS
728 Government National Mortgage Association 36241LUT1 Oct 2024 13,413 -472 $13K -2.4% 0.01% ABS-MBS
729 Government National Mortgage Association 3617G02L3 Oct 2024 14,006 -177 $13K -0.9% 0.01% ABS-MBS
730 LCH Ltd. 000000000 Oct 2024 700,000 New $13K — 0.01% DIR
731 Freddie Mac 31297US43 Oct 2024 12,603 -584 $13K -3.3% 0.01% ABS-MBS
732 Fannie Mae 31413ECZ6 Oct 2024 11,977 -350 $13K -2.6% 0.01% ABS-MBS
733 Fannie Mae 31407LQM2 Oct 2024 12,014 -412 $13K -3.1% 0.01% ABS-MBS
734 Freddie Mac 31295KAW4 Oct 2024 12,471 -3,002 $12K -19.6% 0.01% ABS-MBS
735 Freddie Mac 3128M6NV6 Oct 2024 11,977 -1,233 $12K -8.1% 0.01% ABS-MBS
736 Government National Mortgage Association 36225CA48 Oct 2024 12,367 -4,666 $12K -27.0% 0.01% ABS-MBS
737 Government National Mortgage Association 36296B6M9 Oct 2024 11,471 -264 $12K -1.8% 0.01% ABS-MBS
738 Government National Mortgage Association 36202FLP9 Oct 2024 12,237 -689 $12K -4.3% 0.01% ABS-MBS
739 Fannie Mae 31413DQQ3 Oct 2024 11,276 -289 $12K -2.3% 0.01% ABS-MBS
740 Fannie Mae 3140H6HW2 Oct 2024 12,673 -1,521 $12K -9.9% 0.01% ABS-MBS
741 Fannie Mae 3140E6M74 Oct 2024 12,396 -1,369 $12K -9.1% 0.01% ABS-MBS
742 Government National Mortgage Association 38379FE39 Oct 2024 124,928 -8,649 $12K -8.5% 0.01% ABS-MBS
743 Fannie Mae 3138AWCL5 Oct 2024 11,884 -5,996 $12K -33.2% 0.01% ABS-MBS
744 Fannie Mae 31406MJ56 Oct 2024 11,692 -430 $12K -2.0% 0.01% ABS-MBS
745 Government National Mortgage Association 3617HPC44 Oct 2024 11,486 -116 $12K -0.5% 0.01% ABS-MBS
746 Government National Mortgage Association 36202FSE7 Oct 2024 11,570 -688 $11K -4.4% 0.01% ABS-MBS
747 LCH Ltd. 000000000 Oct 2024 2,300,000 New $11K — 0.01% DIR
748 Freddie Mac 3128HDPU7 Oct 2024 11,221 -1,207 $11K -9.8% 0.01% ABS-MBS
749 Morgan Stanley Mortgage Loan Trust 61748HGR6 Oct 2024 12,242 -935 $11K -7.7% 0.01% ABS-MBS
750 Freddie Mac 3128PXWH5 Oct 2024 11,042 -5,102 $11K -31.2% 0.01% ABS-MBS
751 Government National Mortgage Association 36202FJQ0 Oct 2024 10,940 -557 $11K -3.9% 0.01% ABS-MBS
752 Fannie Mae 3138AXWQ0 Oct 2024 10,900 -5,458 $11K -33.0% 0.01% ABS-MBS
753 Fannie Mae 3140FM7B6 Oct 2024 11,325 -284 $11K -1.5% 0.01% ABS-MBS
754 LCH Ltd. 000000000 Oct 2024 2,400,000 New $11K — 0.01% DIR
755 Fannie Mae 31416XR77 Oct 2024 10,674 -9,797 $11K -47.7% 0.01% ABS-MBS
756 Fanniemae Strip 31395Q5Q9 Oct 2024 75,531 -4,156 $10K -6.1% 0.01% ABS-MBS
757 LCH Ltd. 000000000 Oct 2024 2,300,000 New $10K — 0.01% DIR
758 Fannie Mae 3136AG3P5 Oct 2024 165,202 -3,703 $10K -3.8% 0.01% ABS-MBS
759 Government National Mortgage Association 36225CP67 Oct 2024 10,178 -3,214 $10K -23.9% 0.01% ABS-MBS
760 Government National Mortgage Association 36296P5T4 Oct 2024 9,674 -762 $10K -6.7% 0.01% ABS-MBS
761 Freddie Mac 3128M8GS7 Oct 2024 9,641 -652 $10K -5.9% 0.01% ABS-MBS
762 Fannie Mae 3136ARXE3 Oct 2024 98,887 -7,813 $10K -23.8% 0.01% ABS-MBS
763 Government National Mortgage Association 3617B4JZ1 Oct 2024 10,275 -167 $10K -1.3% 0.01% ABS-MBS
764 Fannie Mae 3138ECVH3 Oct 2024 10,358 -291 $10K -1.2% 0.01% ABS-MBS
765 Fannie Mae 3136AMZT9 Oct 2024 175,375 -12,105 $10K -14.2% 0.01% ABS-MBS
766 Government National Mortgage Association 36241L7B6 Oct 2024 9,684 -515 $10K -3.9% 0.01% ABS-MBS
767 Freddie Mac 31392XF29 Oct 2024 87,196 -9,369 $10K -5.6% 0.01% ABS-MBS
768 Fannie Mae 31404KMF6 Oct 2024 9,167 -705 $9K -5.9% 0.01% ABS-MBS
769 Freddie Mac 31281BMU1 Oct 2024 9,145 -400 $9K -2.7% 0.01% ABS-MBS
770 Morgan Stanley & Co. LLC 000000000 Oct 2024 1,500,000 New $9K — 0.01% DIR
771 Government National Mortgage Association 36292CDD3 Oct 2024 8,568 -464 $9K -4.5% 0.01% ABS-MBS
772 Government National Mortgage Association 38375JD69 Oct 2024 9,394 -1,371 $9K -11.2% 0.01% ABS-MBS
773 Fannie Mae 31384VYL0 Oct 2024 8,734 -1,038 $9K -10.5% 0.01% ABS-MBS
774 Fannie Mae 3138WFNC6 Oct 2024 8,887 -1,399 $9K -12.9% 0.00% ABS-MBS
775 Freddie Mac 3132XXE47 Oct 2024 8,997 -1,279 $9K -11.7% 0.00% ABS-MBS
776 Countrywide Home Loans 17025TBJ9 Oct 2024 23,859 +11 $9K -1.9% 0.00% ABS-MBS
777 Government National Mortgage Association 38376T6N7 Oct 2024 203,765 -17,140 $8K -1.1% 0.00% ABS-MBS
778 Government National Mortgage Association 36179MVV9 Oct 2024 8,258 -283 $8K -2.5% 0.00% ABS-MBS
779 Fannie Mae 3138XYZN7 Oct 2024 8,376 -3,641 $8K -29.9% 0.00% ABS-MBS
780 Fannie Mae 3136AKKU6 Oct 2024 146,853 -18,629 $8K +1.9% 0.00% ABS-MBS
781 Freddie Mac 312943T86 Oct 2024 8,036 -551 $8K -5.5% 0.00% ABS-MBS
782 Fannie Mae 31407HN85 Oct 2024 7,710 -633 $8K -7.3% 0.00% ABS-MBS
783 Fannie Mae 3136A95V6 Oct 2024 137,894 -43,122 $8K -32.1% 0.00% ABS-MBS
784 Freddie Mac 31295LNS7 Oct 2024 7,630 -3,336 $8K -30.7% 0.00% ABS-MBS
785 MLCC Mortgage Investors Inc 59020UAR6 Oct 2024 8,286 -653 $8K -8.0% 0.00% ABS-MBS
786 Fannie Mae 3136AKTL7 Oct 2024 140,820 -16,325 $8K -12.8% 0.00% ABS-MBS
787 Government National Mortgage Association 36195ETX6 Oct 2024 7,609 -102 $7K -0.2% 0.00% ABS-MBS
788 Government National Mortgage Association 36225CPL4 Oct 2024 7,275 -735 $7K -8.8% 0.00% ABS-MBS
789 Freddie Mac 3128MJCJ7 Oct 2024 7,057 -635 $7K -7.1% 0.00% ABS-MBS
790 Fannie Mae 3138WFUB0 Oct 2024 7,260 -787 $7K -9.0% 0.00% ABS-MBS
791 Government National Mortgage Association 36292GT96 Oct 2024 6,863 -364 $7K -4.9% 0.00% ABS-MBS
792 Fannie Mae 3140FT5R8 Oct 2024 7,344 -125 $7K -1.0% 0.00% ABS-MBS
793 Fannie Mae 3138AWBD4 Oct 2024 6,836 -3,350 $7K -32.5% 0.00% ABS-MBS
794 Freddie Mac 31339NC79 Oct 2024 6,759 -4,009 $7K -37.3% 0.00% ABS-MBS
795 Fannie Mae 3136ANJM0 Oct 2024 134,596 -18,229 $7K -16.3% 0.00% ABS-MBS
796 Government National Mortgage Association 36202FWA0 Oct 2024 6,409 -474 $7K -5.8% 0.00% ABS-MBS
797 LCH Ltd. 000000000 Oct 2024 350,000 New $6K — 0.00% DIR
798 Fannie Mae 3140MUM56 Oct 2024 6,962 -8,174 $6K -52.9% 0.00% ABS-MBS
799 Government National Mortgage Association 38379TGM5 Oct 2024 126,298 -9,962 $6K +18.5% 0.00% ABS-MBS
800 Government National Mortgage Association 38379GWG8 Oct 2024 145,123 -32,017 $6K -28.7% 0.00% ABS-MBS
801 Fannie Mae 3138EQNF5 Oct 2024 6,791 -384 $6K -4.5% 0.00% ABS-MBS
802 Freddie Mac 3131XDBA2 Oct 2024 6,557 -715 $6K -8.7% 0.00% ABS-MBS
803 Fannie Mae 3138XY7E8 Oct 2024 6,336 -106 $6K -0.6% 0.00% ABS-MBS
804 Freddie Mac 3128LXEN6 Oct 2024 6,088 -475 $6K -6.1% 0.00% ABS-MBS
805 Fannie Mae 3138A6H37 Oct 2024 6,155 -5,622 $6K -47.6% 0.00% ABS-MBS
806 Fannie Mae 31405KNA5 Oct 2024 5,870 -722 $6K -10.6% 0.00% ABS-MBS
807 Government National Mortgage Association 38379MX90 Oct 2024 119,948 -8,012 $6K +27.7% 0.00% ABS-MBS
808 Fanniemae Strip 3136FFSR1 Oct 2024 26,142 -2,369 $6K -23.7% 0.00% ABS-MBS
809 Fannie Mae 31410WRX8 Oct 2024 5,812 -536 $6K -7.4% 0.00% ABS-MBS
810 Fannie Mae 3138YTCG7 Oct 2024 6,140 -119 $6K -1.1% 0.00% ABS-MBS
811 LCH Ltd. 000000000 Oct 2024 1,400,000 New $6K — 0.00% DIR
812 Government National Mortgage Association 38379FDK2 Oct 2024 116,316 -9,178 $6K +16.8% 0.00% ABS-MBS
813 Fannie Mae 3138AWAY9 Oct 2024 5,795 -2,555 $6K -30.2% 0.00% ABS-MBS
814 Fannie Mae 31391YUS4 Oct 2024 5,520 -545 $6K -9.2% 0.00% ABS-MBS
815 State Street Global Advisors 857492706 Oct 2024 5,654 -2,325,512 $6K -99.8% 0.00% STIV
816 CHEVY CHASE MORTGAGE FUNDING CORP. 16678RAS6 Oct 2024 5,783 -2,616 $6K -30.7% 0.00% ABS-MBS
817 Fannie Mae 31404RZW0 Oct 2024 5,508 -601 $6K -8.2% 0.00% ABS-MBS
818 Fannie Mae 31406WXY5 Oct 2024 5,249 -370 $5K -6.4% 0.00% ABS-MBS
819 Morgan Stanley Capital Services LLC 000000000 Oct 2024 7,100,000 New $5K — 0.00% DIR
820 Government National Mortgage Association 38380CSQ7 Oct 2024 122,426 -8,913 $5K -0.8% 0.00% ABS-MBS
821 Freddie Mac 3137A06E0 Oct 2024 90,247 -9,326 $5K +5.9% 0.00% ABS-MBS
822 Freddie Mac 31295LNX6 Oct 2024 5,338 -2,638 $5K -33.1% 0.00% ABS-MBS
823 Freddie Mac 31337NAV0 Oct 2024 5,296 -1,390 $5K -21.1% 0.00% ABS-MBS
824 Government National Mortgage Association 36179NDT2 Oct 2024 5,236 -245 $5K -3.5% 0.00% ABS-MBS
825 Government National Mortgage Association 3617G9MX6 Oct 2024 5,233 -64 $5K -0.9% 0.00% ABS-MBS
826 Fannie Mae 3136APU75 Oct 2024 85,531 -7,491 $5K -8.3% 0.00% ABS-MBS
827 Government National Mortgage Association 36295XFV2 Oct 2024 4,575 -176 $5K -3.2% 0.00% ABS-MBS
828 Fannie Mae 31371MBJ5 Oct 2024 4,611 -272 $5K -5.3% 0.00% ABS-MBS
829 Freddie Mac 3137BGLL1 Oct 2024 83,399 -9,416 $5K -30.6% 0.00% ABS-MBS
830 Fannie Mae 3136AKUC5 Oct 2024 71,294 -8,456 $5K +2.0% 0.00% ABS-MBS
831 Freddie Mac 3137AJKA1 Oct 2024 73,357 -6,432 $5K -36.1% 0.00% ABS-MBS
832 Fannie Mae 3138A8WE2 Oct 2024 4,557 -3,706 $5K -44.7% 0.00% ABS-MBS
833 Government National Mortgage Association 36295FGG3 Oct 2024 4,135 -110 $4K -2.1% 0.00% ABS-MBS
834 Morgan Stanley Capital Services LLC 000000000 Oct 2024 4,300,000 New $4K — 0.00% DIR
835 Fannie Mae 31418CU85 Oct 2024 4,569 -215 $4K -3.6% 0.00% ABS-MBS
836 Fannie Mae 3140GQNB8 Oct 2024 4,539 -69 $4K -0.8% 0.00% ABS-MBS
837 Government National Mortgage Association 38376MCQ8 Oct 2024 107,062 -11,178 $4K -10.1% 0.00% ABS-MBS
838 Freddie Mac 31294MKJ9 Oct 2024 4,242 -2,088 $4K -32.6% 0.00% ABS-MBS
839 Fannie Mae 31374GW52 Oct 2024 4,152 -2,034 $4K -32.9% 0.00% ABS-MBS
840 Chase Funding Mortgage Loan Asset-Backed CTFS 161546DQ6 Oct 2024 4,202 -676 $4K -13.7% 0.00% ABS-O
841 Freddie Mac 3128LBU97 Oct 2024 3,984 -109 $4K -2.3% 0.00% ABS-MBS
842 Fannie Mae 3136AMEE5 Oct 2024 74,498 -12,134 $4K -22.9% 0.00% ABS-MBS
843 Fannie Mae 3136A6H98 Oct 2024 81,639 -6,400 $4K -12.0% 0.00% ABS-MBS
844 Freddie Mac 31398QFQ5 Oct 2024 4,050 -1,098 $4K -21.3% 0.00% ABS-MBS
845 Government National Mortgage Association 38380AUU9 Oct 2024 26,940 -1,354 $4K -17.9% 0.00% ABS-MBS
846 Chicago Mercantile Exchange 000000000 Oct 2024 8,900,000 New $4K — 0.00% DIR
847 Freddie Mac 312945ZR2 Oct 2024 3,734 -317 $4K -7.0% 0.00% ABS-MBS
848 Government National Mortgage Association 36202KZM0 Oct 2024 3,752 -2,072 $4K -35.4% 0.00% ABS-MBS
849 LCH Ltd. 000000000 Oct 2024 400,000 New $4K — 0.00% DIR
850 Freddie Mac 31339D4L9 Oct 2024 3,744 -626 $4K -14.3% 0.00% ABS-MBS
851 Freddie Mac 312943K85 Oct 2024 3,673 -8,772 $4K -70.2% 0.00% ABS-MBS
852 Government National Mortgage Association 36179NJC3 Oct 2024 3,674 -190 $4K -3.7% 0.00% ABS-MBS
853 Freddie Mac 3132GEFG0 Oct 2024 3,574 -69 $4K -1.0% 0.00% ABS-MBS
854 Government National Mortgage Association 3620A7NX9 Oct 2024 3,385 -81 $4K -1.7% 0.00% ABS-MBS
855 Government National Mortgage Association 36178SUD8 Oct 2024 3,444 -48 $3K +0.1% 0.00% ABS-MBS
856 Fannie Mae 31406YYK0 Oct 2024 3,232 -129 $3K -3.6% 0.00% ABS-MBS
857 Fannie Mae 3136AKPR8 Oct 2024 80,723 -13,621 $3K -17.7% 0.00% ABS-MBS
858 Chicago Mercantile Exchange 000000000 Oct 2024 1,700,000 New $3K — 0.00% DIR
859 Government National Mortgage Association 36225CDP8 Oct 2024 3,280 -743 $3K -18.3% 0.00% ABS-MBS
860 Fannie Mae 3136AP3C4 Oct 2024 78,379 -14,996 $3K -47.2% 0.00% ABS-MBS
861 Fannie Mae 31371ND51 Oct 2024 3,168 -91 $3K -1.7% 0.00% ABS-MBS
862 Government National Mortgage Association 3620ACVF8 Oct 2024 3,136 -98 $3K -1.9% 0.00% ABS-MBS
863 Fannie Mae 3138WEXS3 Oct 2024 3,329 -177 $3K -4.2% 0.00% ABS-MBS
864 Government National Mortgage Association 38376RKZ8 Oct 2024 3,144 -104 $3K -3.1% 0.00% ABS-MBS
865 Fannie Mae 31402RH28 Oct 2024 3,030 -401 $3K -11.9% 0.00% ABS-MBS
866 Freddie Mac 3128PXV37 Oct 2024 3,163 -1,750 $3K -35.3% 0.00% ABS-MBS
867 Government National Mortgage Association 36225CPN0 Oct 2024 3,079 -381 $3K -10.8% 0.00% ABS-MBS
868 Government National Mortgage Association 3617AANP5 Oct 2024 3,105 -376 $3K -9.2% 0.00% ABS-MBS
869 Government National Mortgage Association 36210YME2 Oct 2024 3,013 -2,054 $3K -40.6% 0.00% ABS-MBS
870 Bank of America NA 000000000 Oct 2024 3,800,000 New $3K — 0.00% DIR
871 Fannie Mae 31411KE41 Oct 2024 2,825 -122 $3K -4.0% 0.00% ABS-MBS
872 Fannie Mae 3136ATXU3 Oct 2024 37,757 -5,396 $3K -10.4% 0.00% ABS-MBS
873 Government National Mortgage Association 36225CPQ3 Oct 2024 2,872 -242 $3K -7.7% 0.00% ABS-MBS
874 Chicago Board of Trade 000000000 Oct 2024 1 New $3K — 0.00% DIR
875 Government National Mortgage Association 36184SPQ7 Oct 2024 3,064 -139 $3K -3.7% 0.00% ABS-MBS
876 Morgan Stanley Capital Services LLC 000000000 Oct 2024 3,300,000 New $3K — 0.00% DIR
877 Freddie Mac 3137BB7D6 Oct 2024 47,109 -4,931 $3K -17.9% 0.00% ABS-MBS
878 Fannie Mae 3136ARWA2 Oct 2024 57,420 -12,167 $3K -25.5% 0.00% ABS-MBS
879 Freddie Mac 3137BHGF8 Oct 2024 49,288 -5,273 $3K -31.7% 0.00% ABS-MBS
880 Fannie Mae 31412N6H4 Oct 2024 2,708 -303 $3K -9.0% 0.00% ABS-MBS
881 Morgan Stanley Capital Services LLC 000000000 Oct 2024 3,300,000 New $3K — 0.00% DIR
882 Fannie Mae 31416W6M9 Oct 2024 2,668 -4,552 $3K -62.9% 0.00% ABS-MBS
883 Fannie Mae 3140FUKX5 Oct 2024 2,787 -38 $3K -0.7% 0.00% ABS-MBS
884 Freddie Mac 31292JBP4 Oct 2024 2,548 -232 $3K -7.1% 0.00% ABS-MBS
885 Government National Mortgage Association 36225CQT6 Oct 2024 2,572 -198 $3K -6.9% 0.00% ABS-MBS
886 Government National Mortgage Association 36202FXC5 Oct 2024 2,587 -139 $3K -3.9% 0.00% ABS-MBS
887 Fannie Mae 31411JTS5 Oct 2024 2,379 -87 $3K -3.4% 0.00% ABS-MBS
888 Fannie Mae 3138YBHL0 Oct 2024 2,517 -39 $2K -0.1% 0.00% ABS-MBS
889 Government National Mortgage Association 36202CTV5 Oct 2024 2,381 -648 $2K -21.6% 0.00% ABS-MBS
890 Government National Mortgage Association 38380B7Q2 Oct 2024 51,551 -4,415 $2K +14.9% 0.00% ABS-MBS
891 Government National Mortgage Association 36202EYG8 Oct 2024 2,162 -2,243 $2K -51.0% 0.00% ABS-MBS
892 Freddie Mac 31292KZ75 Oct 2024 2,202 -70 $2K -2.7% 0.00% ABS-MBS
893 Fannie Mae 31416W6N7 Oct 2024 2,220 -3,298 $2K -59.6% 0.00% ABS-MBS
894 Freddie Mac 3128M7ZZ2 Oct 2024 2,127 -226 $2K -9.2% 0.00% ABS-MBS
895 Government National Mortgage Association 36202KZK4 Oct 2024 2,105 -2,121 $2K -50.0% 0.00% ABS-MBS
896 Countrywide Home Loans 12669DC89 Oct 2024 2,248 -306 $2K -13.0% 0.00% ABS-MBS
897 Freddie Mac 3137BAGM8 Oct 2024 31,103 -3,547 $2K -3.7% 0.00% ABS-MBS
898 Freddie Mac 3128KMUA1 Oct 2024 1,897 -54 $2K -2.1% 0.00% ABS-MBS
899 Government National Mortgage Association 36202DKB6 Oct 2024 1,816 -156 $2K -7.8% 0.00% ABS-MBS
900 Fannie Mae 3138A9RW6 Oct 2024 1,852 -2,919 $2K -61.1% 0.00% ABS-MBS
901 Government National Mortgage Association 36296DNB0 Oct 2024 1,677 -159 $2K -8.3% 0.00% ABS-MBS
902 Fannie Mae 3138M0XQ8 Oct 2024 1,848 -41 $2K -1.0% 0.00% ABS-MBS
903 Freddie Mac 31295LNT5 Oct 2024 1,775 -2,812 $2K -61.3% 0.00% ABS-MBS
904 Government National Mortgage Association 36241KXB9 Oct 2024 1,677 -99 $2K -4.9% 0.00% ABS-MBS
905 LCH Ltd. 000000000 Oct 2024 3,100,000 New $2K — 0.00% DIR
906 Freddie Mac 312939WT4 Oct 2024 1,643 -150 $2K -7.5% 0.00% ABS-MBS
907 Freddie Mac 3137B0ZL1 Oct 2024 32,936 -6,315 $2K -21.6% 0.00% ABS-MBS
908 Fannie Mae 3138AYC64 Oct 2024 1,664 -651 $2K -27.7% 0.00% ABS-MBS
909 Freddie Mac 3137BCL55 Oct 2024 29,401 -3,689 $2K -18.7% 0.00% ABS-MBS
910 Freddie Mac 3128LXPZ7 Oct 2024 1,572 -138 $2K -7.3% 0.00% ABS-MBS
911 Fannie Mae 31412PXC0 Oct 2024 1,628 -49 $2K -1.7% 0.00% ABS-MBS
912 Government National Mortgage Association 36202K5J0 Oct 2024 1,615 -775 $2K -32.2% 0.00% ABS-MBS
913 Freddie Mac 3133KYXH7 Oct 2024 1,758 -126 $2K -4.2% 0.00% ABS-MBS
914 Fannie Mae 3136APDE9 Oct 2024 25,180 -4,839 $2K -26.2% 0.00% ABS-MBS
915 Freddie Mac 31398WJ21 Oct 2024 32,082 -2,800 $2K -38.7% 0.00% ABS-MBS
916 Fannie Mae 31418MNH1 Oct 2024 1,539 -110 $2K -5.5% 0.00% ABS-MBS
917 Fannie Mae 31417GQT6 Oct 2024 1,626 -73 $2K -2.9% 0.00% ABS-MBS
918 Government National Mortgage Association 36225CE69 Oct 2024 1,483 -338 $1K -18.1% 0.00% ABS-MBS
919 Government National Mortgage Association 36202K2Z7 Oct 2024 1,484 -897 $1K -37.5% 0.00% ABS-MBS
920 Freddie Mac 31348SWZ3 Oct 2024 1,440 -242 $1K -14.6% 0.00% ABS-MBS
921 Fannie Mae 31417JSB7 Oct 2024 1,448 -47 $1K -1.9% 0.00% ABS-MBS
922 Fannie Mae 3138A1L33 Oct 2024 1,445 -3,626 $1K -71.5% 0.00% ABS-MBS
923 Freddie Mac 31295LNU2 Oct 2024 1,426 -1,551 $1K -52.0% 0.00% ABS-MBS
924 Freddie Mac 3137BEV43 Oct 2024 25,320 -2,686 $1K -34.8% 0.00% ABS-MBS
925 Government National Mortgage Association 36225CNK8 Oct 2024 1,396 -196 $1K -12.0% 0.00% ABS-MBS
926 Fannie Mae 3136ATY81 Oct 2024 31,529 -3,350 $1K -15.2% 0.00% ABS-MBS
927 Fannie Mae 3136AL2X8 Oct 2024 214,686 -10,977 $1K -5.8% 0.00% ABS-MBS
928 Government National Mortgage Association 36225CNP7 Oct 2024 1,356 -122 $1K -7.9% 0.00% ABS-MBS
929 Fannie Mae 31419KK79 Oct 2024 1,334 -1,693 $1K -55.8% 0.00% ABS-MBS
930 Fannie Mae 31412Q7B9 Oct 2024 1,207 -74 $1K -4.6% 0.00% ABS-MBS
931 Fannie Mae 31418MT93 Oct 2024 1,192 -98 $1K -6.4% 0.00% ABS-MBS
932 Government National Mortgage Association 36225CB70 Oct 2024 1,086 -347 $1K -24.0% 0.00% ABS-MBS
933 Government National Mortgage Association 36294TGQ2 Oct 2024 1,028 -28 $1K -2.4% 0.00% ABS-MBS
934 Fannie Mae 31407A6M8 Oct 2024 1,014 -75 $1K -6.7% 0.00% ABS-MBS
935 Government National Mortgage Association 36225CB47 Oct 2024 1,029 -426 $1K -29.0% 0.00% ABS-MBS
936 Freddie Mac 31281BRQ5 Oct 2024 1,023 -30 $1K -1.2% 0.00% ABS-MBS
937 Freddie Mac 31398W2S2 Oct 2024 18,962 -661 $1K -31.2% 0.00% ABS-MBS
938 Freddie Mac 3128P7HN6 Oct 2024 969 -199 $972 -16.8% 0.00% ABS-MBS
939 Government National Mortgage Association 36225CBR6 Oct 2024 945 -255 $945 -20.8% 0.00% ABS-MBS
940 Government National Mortgage Association 36202EWV7 Oct 2024 881 -20 $926 -2.3% 0.00% ABS-MBS
941 Freddie Mac 3128M5DQ0 Oct 2024 878 -89 $907 -8.5% 0.00% ABS-MBS
942 Freddie Mac 31288CUA7 Oct 2024 859 -45 $883 -4.4% 0.00% ABS-MBS
943 Freddie Mac 3137ASYF5 Oct 2024 38,734 -14,731 $856 -40.7% 0.00% ABS-MBS
944 Goldman Sachs Bank USA 000000000 Oct 2024 5,500,000 New $854 — 0.00% DIR
945 GSR Mortgage Loan Trust 36242DPD9 Oct 2024 882 -5 $837 -3.2% 0.00% ABS-MBS
946 Government National Mortgage Association 36225CP83 Oct 2024 818 -68 $820 -7.6% 0.00% ABS-MBS
947 Freddie Mac 31295KYF5 Oct 2024 809 -252 $817 -24.1% 0.00% ABS-MBS
948 Freddie Mac 3128P7AZ6 Oct 2024 792 -1,395 $790 -63.8% 0.00% ABS-MBS
949 Government National Mortgage Association 36241KQ76 Oct 2024 728 -62 $760 -7.2% 0.00% ABS-MBS
950 Freddie Mac 31288GY97 Oct 2024 717 -43 $736 -5.0% 0.00% ABS-MBS
951 Citibank NA 000000000 Oct 2024 14,300,000 New $686 — 0.00% DIR
952 Fannie Mae 3138M5KX6 Oct 2024 690 -91 $684 -10.7% 0.00% ABS-MBS
953 Fannie Mae 3138Y9DA3 Oct 2024 693 -68 $682 -8.0% 0.00% ABS-MBS
954 Freddie Mac 3128M7HN9 Oct 2024 619 -18 $638 -2.4% 0.00% ABS-MBS
955 Goldman Sachs & Co. LLC 000000000 Oct 2024 2,500,000 New $628 — 0.00% DIR
956 Government National Mortgage Association 36202DJU6 Oct 2024 611 -44 $623 -6.6% 0.00% ABS-MBS
957 Freddie Mac 3131XJCU4 Oct 2024 656 -128 $614 -15.1% 0.00% ABS-MBS
958 Freddie Mac 3128K8GL4 Oct 2024 578 -23 $590 -2.7% 0.00% ABS-MBS
959 Government National Mortgage Association 36241KXY9 Oct 2024 545 -38 $570 -5.9% 0.00% ABS-MBS
960 Government National Mortgage Association 3620ASY86 Oct 2024 518 -29 $541 -4.7% 0.00% ABS-MBS
961 Freddie Mac 3132A4FG8 Oct 2024 573 -37 $536 -4.8% 0.00% ABS-MBS
962 Fannie Mae 31407CGX9 Oct 2024 508 -17 $530 -3.0% 0.00% ABS-MBS
963 Government National Mortgage Association 36202K2M6 Oct 2024 505 -305 $504 -37.5% 0.00% ABS-MBS
964 Barclays Bank PLC 000000000 Oct 2024 7,500,000 New $498 — 0.00% DIR
965 Freddie Mac 31398KZ94 Oct 2024 11,284 -1,156 $498 -26.3% 0.00% ABS-MBS
966 Fannie Mae 31371MER4 Oct 2024 468 -100 $489 -17.4% 0.00% ABS-MBS
967 Citibank NA 000000000 Oct 2024 4,000,000 New $486 — 0.00% DIR
968 Government National Mortgage Association 36202KY66 Oct 2024 486 -369 $485 -42.9% 0.00% ABS-MBS
969 Fannie Mae 31371MCG0 Oct 2024 456 -23 $477 -4.7% 0.00% ABS-MBS
970 Fannie Mae 31415YHE2 Oct 2024 475 -12 $472 -1.1% 0.00% ABS-MBS
971 Government National Mortgage Association 38376RMB9 Oct 2024 455 -251 $456 -35.4% 0.00% ABS-MBS
972 Government National Mortgage Association 36225CC95 Oct 2024 454 -125 $452 -21.3% 0.00% ABS-MBS
973 Barclays Bank PLC 000000000 Oct 2024 11,200,000 New $448 — 0.00% DIR
974 Freddie Mac 31292HPS7 Oct 2024 419 -38 $429 -7.8% 0.00% ABS-MBS
975 Fannie Mae 31403SGB6 Oct 2024 416 -18 $428 -3.3% 0.00% ABS-MBS
976 Government National Mortgage Association 36225CB88 Oct 2024 421 -101 $420 -19.1% 0.00% ABS-MBS
977 Morgan Stanley & Co. LLC 000000000 Oct 2024 2,500,000 New $388 — 0.00% DIR
978 Government National Mortgage Association 36225CC87 Oct 2024 366 -127 $366 -25.6% 0.00% ABS-MBS
979 Government National Mortgage Association 36202KUY9 Oct 2024 297 -744 $296 -71.4% 0.00% ABS-MBS
980 Government National Mortgage Association 36225CBA3 Oct 2024 271 -190 $271 -41.0% 0.00% ABS-MBS
981 Government National Mortgage Association 36225CFM3 Oct 2024 269 -278 $269 -50.6% 0.00% ABS-MBS
982 Fannie Mae 31417YT80 Oct 2024 270 -408 $268 -60.1% 0.00% ABS-MBS
983 Fannie Mae 3138M1X60 Oct 2024 270 -8 $252 -1.5% 0.00% ABS-MBS
984 Goldman Sachs & Co. LLC 000000000 Oct 2024 1,500,000 New $246 — 0.00% DIR
985 Citigroup Global Markets, Inc. 000000000 Oct 2024 1,000,000 New $245 — 0.00% DIR
986 Citigroup Global Markets, Inc. 000000000 Oct 2024 1,500,000 New $240 — 0.00% DIR
987 Freddie Mac 3133TLUJ5 Oct 2024 2,165 -498 $214 -24.9% 0.00% ABS-MBS
988 Freddie Mac 31288JZQ2 Oct 2024 203 -11 $209 -4.5% 0.00% ABS-MBS
989 Government National Mortgage Association 36202K6U4 Oct 2024 205 -95 $204 -31.6% 0.00% ABS-MBS
990 Freddie Mac 3128LXE97 Oct 2024 194 -16 $198 -6.7% 0.00% ABS-MBS
991 Goldman Sachs & Co. LLC 000000000 Oct 2024 4,500,000 New $187 — 0.00% DIR
992 Fannie Mae 31410CME9 Oct 2024 175 -5 $183 -2.9% 0.00% ABS-MBS
993 Fannie Mae 3138W9GT1 Oct 2024 195 -12 $183 -4.5% 0.00% ABS-MBS
994 Fannie Mae 3138ELN41 Oct 2024 187 -8 $175 -2.8% 0.00% ABS-MBS
995 Government National Mortgage Association 36225CFH4 Oct 2024 167 -27 $167 -13.5% 0.00% ABS-MBS
996 Government National Mortgage Association 36202K2L8 Oct 2024 164 -72 $163 -30.3% 0.00% ABS-MBS
997 Morgan Stanley Capital Services LLC 000000000 Oct 2024 900,000 New $138 — 0.00% DIR
998 Morgan Stanley & Co. LLC 000000000 Oct 2024 5,500,000 New $120 — 0.00% DIR
999 JPMorgan Chase Bank NA 000000000 Oct 2024 12,600,000 New $120 — 0.00% DIR
1000 Fannie Mae 31419DR45 Oct 2024 110 -118 $110 -51.5% 0.00% ABS-MBS
1001 Government National Mortgage Association 36202KUJ2 Oct 2024 100 -248 $99 -71.2% 0.00% ABS-MBS
1002 Government National Mortgage Association 36202KTB1 Oct 2024 81 -613 $81 -88.3% 0.00% ABS-MBS
1003 Government National Mortgage Association 36202KUH6 Oct 2024 81 -199 $81 -71.0% 0.00% ABS-MBS
1004 Deutsche Bank AG 000000000 Oct 2024 2,700,000 New $73 — 0.00% DIR
1005 BNP Paribas SA 000000000 Oct 2024 2,500,000 New $54 — 0.00% DIR
1006 Government National Mortgage Association 36209BHT8 Oct 2024 52 -9 $53 -15.2% 0.00% ABS-MBS
1007 Fannie Mae 31418T2H9 Oct 2024 40 -100 $40 -71.3% 0.00% ABS-MBS
1008 Government National Mortgage Association 36202KSX4 Oct 2024 29 -405 $29 -93.3% 0.00% ABS-MBS
1009 Freddie Mac 3133TK6Z8 Oct 2024 239 -143 $16 -45.3% 0.00% ABS-MBS
1010 Government National Mortgage Association 36202KSU0 Oct 2024 3 -137 $3 -97.9% 0.00% ABS-MBS
1011 Fannie Mae 31418VS60 Oct 2024 3 -171 $3 -98.5% 0.00% ABS-MBS
1012 Fannie Mae 31376GGX7 Oct 2024 3 -1 $3 -24.2% 0.00% ABS-MBS
1013 Freddie Mac 31335GLQ6 Oct 2024 2 -4 $2 -70.0% 0.00% ABS-MBS
1014 Goldman Sachs & Co. LLC 000000000 Oct 2024 1,700,000 New $0 — 0.00% DIR
1015 UMBS, TBA 01F032617 Oct 2024 0 — $0 — 0.00% ABS-MBS
1016 Bank of America NA 000000000 Oct 2024 -1,100,000 New $-0 — 0.00% DIR
1017 Morgan Stanley Capital Services LLC 000000000 Oct 2024 -2,300,000 New $-4 — -0.00% DIR
1018 BofA Securities, Inc. 000000000 Oct 2024 -2,000,000 New $-7 — -0.00% DIR
1019 Morgan Stanley & Co. LLC 000000000 Oct 2024 -2,000,000 New $-8 — -0.00% DIR
1020 Morgan Stanley & Co. LLC 000000000 Oct 2024 -2,500,000 New $-14 — -0.00% DIR
1021 JPMorgan Securities LLC 000000000 Oct 2024 -2,000,000 New $-17 — -0.00% DIR
1022 Morgan Stanley & Co. LLC 000000000 Oct 2024 -4,000,000 New $-33 — -0.00% DIR
1023 JPMorgan Securities LLC 000000000 Oct 2024 -2,000,000 New $-34 — -0.00% DIR
1024 Goldman Sachs & Co. LLC 000000000 Oct 2024 -2,000,000 New $-132 — -0.00% DIR
1025 Goldman Sachs & Co. LLC 000000000 Oct 2024 -2,000,000 New $-144 — -0.00% DIR
1026 LCH Ltd. 000000000 Oct 2024 1,000,000 New $-201 — -0.00% DIR
1027 Bank of America NA 000000000 Oct 2024 -300,000 New $-212 — -0.00% DIR
1028 JPMorgan Chase Bank NA 000000000 Oct 2024 -500,000 New $-280 — -0.00% DIR
1029 JPMorgan Securities LLC 000000000 Oct 2024 -1,000,000 New $-283 — -0.00% DIR
1030 Bank of America NA 000000000 Oct 2024 -500,000 New $-308 — -0.00% DIR
1031 JPMorgan Securities LLC 000000000 Oct 2024 -2,000,000 New $-448 — -0.00% DIR
1032 Bank of America NA 000000000 Oct 2024 -800,000 New $-586 — -0.00% DIR
1033 JPMorgan Securities LLC 000000000 Oct 2024 -2,000,000 New $-753 — -0.00% DIR
1034 Morgan Stanley & Co. LLC 000000000 Oct 2024 -4,000,000 New $-1556 — -0.00% DIR
1035 LCH Ltd. 000000000 Oct 2024 5,900,000 New $-2288 — -0.00% DIR
1036 Citigroup Global Markets, Inc. 000000000 Oct 2024 -1,000,000 New $-2310 — -0.00% DIR
1037 LCH Ltd. 000000000 Oct 2024 3,300,000 New $-5264 — -0.00% DIR
1038 LCH Ltd. 000000000 Oct 2024 8,500,000 New $-5472 — -0.00% DIR
1039 Citigroup Global Markets, Inc. 000000000 Oct 2024 -1,000,000 New $-6194 — -0.00% DIR
1040 LCH Ltd. 000000000 Oct 2024 500,000 New $-6671 — -0.00% DIR
1041 Morgan Stanley Capital Services LLC 000000000 Oct 2024 -1,000,000 New $-7849 — -0.00% DIR
1042 Morgan Stanley & Co. LLC 000000000 Oct 2024 -5,000,000 New $-10832 — -0.01% DIR
1043 LCH Ltd. 000000000 Oct 2024 1,400,000 New $-11017 — -0.01% DIR
1044 LCH Ltd. 000000000 Oct 2024 1,400,000 New $-11049 — -0.01% DIR
1045 Chicago Mercantile Exchange 000000000 Oct 2024 1,200,000 New $-11601 — -0.01% DIR
1046 LCH Ltd. 000000000 Oct 2024 1,100,000 New $-18325 — -0.01% DIR
1047 LCH Ltd. 000000000 Oct 2024 2,200,000 New $-18694 — -0.01% DIR
1048 Morgan Stanley & Co. LLC 000000000 Oct 2024 -5,000,000 New $-22786 — -0.01% DIR
1049 Chicago Mercantile Exchange 000000000 Oct 2024 7,000,000 New $-30051 — -0.02% DIR
1050 Chicago Mercantile Exchange 000000000 Oct 2024 5,600,000 New $-34700 — -0.02% DIR
1051 Chicago Board of Trade 000000000 Oct 2024 -15 New $-34707 — -0.02% DIR
1052 Chicago Mercantile Exchange 000000000 Oct 2024 3,000,000 New $-42968 — -0.02% DIR
1053 Chicago Mercantile Exchange 000000000 Oct 2024 8,500,000 New $-95081 — -0.05% DIR
1054 Chicago Mercantile Exchange 000000000 Oct 2024 7,600,000 New $-128398 — -0.07% DIR
1055 Chicago Mercantile Exchange 000000000 Oct 2024 4,400,000 New $-147377 — -0.08% DIR
1056 LCH Ltd. 000000000 Oct 2024 4,900,000 New $-197567 — -0.11% DIR
1057 MORGAN STANLEY MYC CAS H COLL BROKER 000000000 Oct 2024 -270,000 New $-270000 — -0.16% STIV
1058 MORGAN STANLEY MSC2 CA H COLL 000000000 Oct 2024 -309,000 New $-309000 — -0.18% STIV
1059 UMBS, TBA 01F040669 Apr 2024 -625,000 New $-582163 — -0.34% ABS-MBS
1060 UMBS, TBA 01F042459 Apr 2024 -800,000 New $-793927 — -0.46% ABS-MBS
1061 Chicago Mercantile Exchange 000000000 Oct 2024 17,500,000 New $-1064744 — -0.61% DIR
1062 Government National Mortgage Association 21H022655 Apr 2025 -3,300,000 New $-2810663 — -1.62% ABS-MBS
1063 Citigroup Global Markets, Inc. 000000000 Oct 2024 -2,910,018 New $-2910018 — -1.67% RA
1064 UMBS, TBA 01F050650 Apr 2024 -4,000,000 New $-3915688 — -2.25% ABS-MBS
1065 UMBS, TBA 01F052664 Apr 2025 -5,150,000 New $-5134849 — -2.96% ABS-MBS
1066 UMBS, TBA 01F032658 Apr 2024 -6,500,000 New $-5863403 — -3.37% ABS-MBS
1067 UMBS, TBA 01F060659 Apr 2024 -6,800,000 New $-6897648 — -3.97% ABS-MBS
1068 UMBS, TBA 01F042665 Apr 2024 -9,100,000 New $-8698508 — -5.01% ABS-MBS
1069 UMBS, TBA 01F032666 Apr 2024 -11,250,000 New $-10148580 — -5.84% ABS-MBS
1070 UMBS, TBA 01F040651 Apr 2024 -20,875,000 New $-19445417 — -11.19% ABS-MBS
1071 Wells Fargo Bank NA 000000000 Oct 2024 -24,598,416 New $-24598416 — -14.16% RA
1072 UMBS, TBA 01F030652 Apr 2024 -42,250,000 New $-36629144 — -21.08% ABS-MBS
✕ UMBS, TBA 01F0206C8 — 35,750,000 Exited $28.4M — — —
✕ UMBS, TBA 01F0606C4 — 21,100,000 Exited $21.2M — — —
✕ UMBS, TBA 01F0606B6 — 20,900,000 Exited $21.0M — — —
✕ Government National Mortgage Association 21H0306C3 — 20,600,000 Exited $18.1M — — —
✕ Government National Mortgage Association 21H0426C8 — 9,860,000 Exited $9.4M — — —
✕ UMBS, TBA 01F0626C0 — 8,500,000 Exited $8.7M — — —
✕ Government National Mortgage Association 21H0206C4 — 10,200,000 Exited $8.3M — — —
✕ UMBS, TBA 01F0226C4 — 9,850,000 Exited $8.2M — — —
✕ UMBS, TBA 01F0406B8 — 6,500,000 Exited $6.0M — — —
✕ Government National Mortgage Association 21H0506C1 — 6,000,000 Exited $5.9M — — —
✕ United States Treasury 912828H45 — 5,582,976 Exited $5.5M — — —
✕ Government National Mortgage Association 21H0406C2 — 3,550,000 Exited $3.3M — — —
✕ UMBS, TBA 01F0424B6 — 3,000,000 Exited $2.9M — — —
✕ Government National Mortgage Association 21H0226C0 — 3,200,000 Exited $2.7M — — —
✕ UMBS, TBA 01F0126B7 — 3,000,000 Exited $2.3M — — —
✕ UMBS, TBA 01F0504B9 — 2,200,000 Exited $2.2M — — —
✕ Madison Park Funding Ltd 55820CAN5 — 2,080,310 Exited $2.1M — — —
✕ United States Treasury 912797LY1 — 2,037,000 Exited $2.0M — — —
✕ UMBS, TBA 01F0324B7 — 1,500,000 Exited $1.4M — — —
✕ UMBS, TBA 01F0204C0 — 1,500,000 Exited $1.3M — — —
✕ UMBS, TBA 01F0626B2 — 1,250,000 Exited $1.3M — — —
✕ UMBS, TBA 01F0706C3 — 1,100,000 Exited $1.1M — — —
✕ UMBS, TBA 01F0524B5 — 1,000,000 Exited $1.0M — — —
✕ Government National Mortgage Association 01N0406B9 — 1,000,000 Exited $0.9M — — —
✕ UMBS, TBA 01F0304B1 — 1,000,000 Exited $0.9M — — —
✕ Freddie Mac 3132D6BQ2 — 830,901 Exited $0.7M — — —
✕ United States Treasury 912797JR9 — 668,000 Exited $0.7M — — —
✕ United States Treasury 912810FR4 — 500,997 Exited $0.5M — — —
✕ Government National Mortgage Association 21H0526C7 — 500,000 Exited $0.5M — — —
✕ United States Treasury 912797ME4 — 471,000 Exited $0.5M — — —
✕ Marathon CLO LTD 56578HAU0 — 400,000 Exited $0.4M — — —
✕ Government National Mortgage Association 36179XFE1 — 426,949 Exited $0.4M — — —
✕ United States Treasury 912797LQ8 — 346,000 Exited $0.3M — — —
✕ Freddie Mac 3132D6CE8 — 350,000 Exited $0.3M — — —
✕ Dryden Senior Loan Fund 26245EAJ8 — 182,769 Exited $0.2M — — —
✕ Structured Asset Securities Corporation 86360RAA1 — 6,325 Exited $0.0M — — —
✕ Residential Asset Securities Corporation 76110W7E0 — 3,544 Exited $0.0M — — —
✕ Government National Mortgage Association 36202DKP5 — 2,324 Exited $0.0M — — —
✕ Bear Stearns Adjustable Rate Mortgage Trust 07384MSJ2 — 1,198 Exited $0.0M — — —
✕ Government National Mortgage Association 36202CTB9 — 638 Exited $0.0M — — —
✕ Government National Mortgage Association 36202KR80 — 317 Exited $0.0M — — —
✕ Fannie Mae 31371L6C8 — 256 Exited $0.0M — — —
✕ Freddie Mac 3137ANUN3 — 42,868 Exited $0.0M — — —
✕ Government National Mortgage Association 36296FAJ2 — 79 Exited $0.0M — — —
✕ Government National Mortgage Association 36202CF81 — 66 Exited $0.0M — — —
✕ Government National Mortgage Association 36202KRM9 — 59 Exited $0.0M — — —
✕ Freddie Mac 3133T6BZ3 — 33 Exited $0.0M — — —
✕ Government National Mortgage Association 36202KQ99 — 28 Exited $0.0M — — —
✕ Government National Mortgage Association 21H0326C9 — -1,400,000 Exited $-1.3M — — —
✕ UMBS, TBA 01F0506C5 — -2,600,000 Exited $-2.5M — — —
✕ UMBS, TBA 01F0526C1 — -3,150,000 Exited $-3.1M — — —
✕ UMBS, TBA 01F0404B0 — -3,500,000 Exited $-3.4M — — —
✕ UMBS, TBA 01F0426C2 — -14,900,000 Exited $-14.1M — — —
✕ UMBS, TBA 01F0326C3 — -19,750,000 Exited $-17.7M — — —
✕ UMBS, TBA 01F0306C7 — -44,150,000 Exited $-38.0M — — —