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Putnam Mortgage Opportunities Fund

Putnam Funds Trust

Assets: $823M Net: $507M Series: S000048370 EDGAR ↗
+269
New
-338
Exited
808
Positions
Period:
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# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 CHICAGO BOARD OF TRADE TUH5COMDTY Nov 2024 2,744 -1,437,556 $565.6M -8649244.9% 111.47% DIR
2 FANNIE MAE POOL 01F0526C1 167,000,000 New $166.8M 32.88% ABS-MBS
3 CHICAGO BOARD OF TRADE UXYH5COMDT Nov 2024 1,285 New $147.5M 29.07% DIR
4 GINNIE MAE I POOL 21H0506C1 67,000,000 New $66.0M 13.02% ABS-MBS
5 PUTNAM SHORT TERM INVESTMENT FUND 74676P664 Nov 2024 40,668,098 -14,956,993 $40.7M -26.9% 8.02% STIV
6 FANNIE MAE POOL 01F0426C2 26,000,000 New $25.0M 4.92% ABS-MBS
7 FANNIE MAE POOL 01F0226C4 16,000,000 New $13.4M 2.64% ABS-MBS
8 GINNIE MAE I POOL 21H0526C7 13,000,000 New $13.0M 2.56% ABS-MBS
9 UNITED STATES OF AMERICA 912797LX3 10,000,000 New $10.0M 1.96% DBT
10 UNITED STATES OF AMERICA 912797LY1 9,300,000 New $9.2M 1.82% DBT
11 GINNIE MAE I POOL 21H0426C8 8,000,000 New $7.7M 1.52% ABS-MBS
12 FANNIE MAE POOL 01F0406C6 6,000,000 New $5.6M 1.11% ABS-MBS
13 LCH Limited N/A Nov 2024 193,561,000 New $4.9M 0.96% DIR
14 GINNIE MAE I POOL 21H0406C2 5,000,000 New $4.7M 0.93% ABS-MBS
15 FREDDIE MAC STACR TRUST 2019-FTR1 35564PAC2 Nov 2024 3,900,000 +2,900,000 $4.7M +376.7% 0.92% ABS-CBDO
16 FANNIE MAE REMICS 3136BQXT1 63,970,710 New $4.6M 0.92% ABS-MBS
17 LCH Limited N/A Nov 2024 105,233,400 New $4.4M 0.88% DIR
18 JP MORGAN MORTGAGE TRUST SERIES 2024-VIS2 46658DAA7 4,394,303 New $4.4M 0.87% ABS-CBDO
19 PRMI SECURITIZATION TRUST 2024-CMG1 74275VAA2 4,135,087 New $4.1M 0.82% ABS-CBDO
20 GNMA 38384MPK7 58,945,060 New $4.1M 0.81% ABS-MBS
21 FANNIE MAE REMICS 3136BTGC1 4,035,272 New $4.0M 0.79% ABS-MBS
22 PRET 2024-RN2 LLC 69391YAA5 3,977,429 New $4.0M 0.79% ABS-MBS
23 BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM2 10569KAA5 3,830,373 New $3.9M 0.76% ABS-CBDO
24 FREDDIE MAC STACR TRUST 2018-HQA2 35563XBE1 Nov 2024 3,028,000 +1,300,000 $3.9M +107.6% 0.76% ABS-CBDO
25 GNMA 38383YSF0 17,918,876 New $3.8M 0.75% ABS-MBS
26 SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL5 795935AA3 3,584,000 New $3.6M 0.71% ABS-CBDO
27 FREDDIE MAC STACR REMIC TRUST 2020-HQA2 35565LBE5 3,000,000 New $3.6M 0.71% ABS-CBDO
28 CFMT 2024-HB13 LLC 12530VAB1 3,750,000 New $3.5M 0.69% ABS-CBDO
29 GS MORTGAGE-BACKED SECURITIES TRUST 2024-HE1 36270AAA2 3,481,035 New $3.5M 0.69% ABS-CBDO
30 FANNIE MAE POOL 01F0306C7 4,000,000 New $3.5M 0.69% ABS-MBS
31 FREDDIE MAC STACR REMIC TRUST 2021-DNA3 35564KFH7 2,879,000 New $3.5M 0.68% ABS-CBDO
32 FREDDIE MAC STACR REMIC TRUST 2022-HQA3 35564KE70 3,160,000 New $3.4M 0.68% ABS-CBDO
33 GNMA 38382TNG5 18,197,869 New $3.4M 0.67% ABS-MBS
34 FREDDIE MAC STACR TRUST 2019-HQA1 35563MBE5 Nov 2024 2,642,000 +2,382,000 $3.3M +1066.5% 0.65% ABS-CBDO
35 GNMA 38384JPU2 58,825,326 New $3.2M 0.64% ABS-MBS
36 FANNIE MAE CONNECTICUT AVENUE SECURITIES 20754KAB7 3,100,000 New $3.1M 0.62% ABS-CBDO
37 FREDDIE MAC STACR REMIC TRUST 2022-HQA1 35564KUL1 2,600,000 New $3.0M 0.59% ABS-CBDO
38 SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL6 79585UAA8 2,979,000 New $3.0M 0.59% ABS-CBDO
39 FREDDIE MAC STACR REMIC TRUST 2022-HQA1 35564KTJ8 Nov 2024 2,759,000 $3.0M +11.4% 0.59% ABS-CBDO
40 GNMA 38383MD54 34,395,377 New $3.0M 0.58% ABS-MBS
41 GNMA 38383CJB7 19,012,519 New $3.0M 0.58% ABS-MBS
42 GNMA 38384KAX9 43,587,373 New $2.9M 0.57% ABS-MBS
43 GNMA 38384CCX5 51,136,571 New $2.9M 0.56% ABS-MBS
44 A AND D MORTGAGE TRUST 2023-NQM4 00002MAB5 2,802,064 New $2.9M 0.56% ABS-CBDO
45 GNMA 38384PPU8 51,854,558 New $2.8M 0.56% ABS-MBS
46 CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 20754BAB7 2,727,000 New $2.8M 0.55% ABS-CBDO
47 GNMA 38382NT31 16,393,455 New $2.8M 0.55% ABS-MBS
48 CONNECTICUT AVENUE SECURITIES TRUST 2022-R05 20754DAF4 Nov 2024 2,540,000 +1,444,000 $2.7M +146.8% 0.53% ABS-CBDO
49 FREDDIE MAC REMICS 3137FR6Y2 11,241,394 New $2.6M 0.52% ABS-MBS
50 COMM 2014-CCRE17 MORTGAGE TRUST 12631DBG7 2,834,500 New $2.6M 0.51% ABS-MBS
51 GNMA 38384EAH8 47,025,335 New $2.6M 0.51% ABS-MBS
52 LEHMAN XS TRUST 2006-17 52523KBH6 2,885,086 New $2.5M 0.49% ABS-MBS
53 MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-3 61776QAH9 2,496,957 New $2.5M 0.49% ABS-CBDO
54 GNMA 38382WZF7 15,371,459 New $2.5M 0.48% ABS-MBS
55 FANNIE MAE REMICS 3136BDTS7 8,977,399 New $2.4M 0.47% ABS-MBS
56 GNMA 38384EAG0 40,495,132 New $2.4M 0.47% ABS-MBS
57 GNMA 38383CCM0 13,326,311 New $2.4M 0.47% ABS-MBS
58 GNMA 38382M4V8 15,847,344 New $2.3M 0.46% ABS-MBS
59 GNMA 38383DPT9 18,128,994 New $2.3M 0.46% ABS-MBS
60 State Street Institutional U.S. Government Money Market Fund, Premier Class N/A Nov 2024 2,300,000 New $2.3M 0.45% STIV
61 GNMA 38384UYD5 32,190,280 New $2.3M 0.45% ABS-MBS
62 FREDDIE MAC REMICS 3137H9F46 13,582,395 New $2.3M 0.45% ABS-MBS
63 GNMA 38382LNV9 Nov 2024 15,645,010 +590,444 $2.3M +12.7% 0.45% ABS-MBS
64 CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 20754BAF8 Nov 2024 2,146,000 +2,000,000 $2.3M +1591.8% 0.45% ABS-CBDO
65 GNMA 38384JRW6 34,539,401 New $2.3M 0.44% ABS-MBS
66 LCH Limited N/A Nov 2024 654,550,000 New $2.2M 0.44% DIR
67 GNMA 38383VWY0 57,828,129 New $2.2M 0.44% ABS-MBS
68 GNMA 38384HW38 35,649,728 New $2.2M 0.43% ABS-MBS
69 FANNIE MAE REMICS 3136BL6M7 13,717,584 New $2.1M 0.42% ABS-MBS
70 GNMA 38382DQA0 10,582,147 New $2.1M 0.42% ABS-MBS
71 FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK 35563GAB5 2,059,000 New $2.1M 0.42% ABS-MBS
72 GNMA 38383XAU8 44,650,328 New $2.1M 0.41% ABS-MBS
73 J.P. MORGAN MORTGAGE TRUST 2024-10 46658LAX9 2,070,295 New $2.1M 0.41% ABS-CBDO
74 A AND D MORTGAGE TRUST 2024-NQM1 00039GAA7 2,061,706 New $2.1M 0.41% ABS-CBDO
75 FREDDIE MAC STACR REMIC TRUST 2022-DNA2 35564KRN1 1,975,000 New $2.1M 0.41% ABS-CBDO
76 GS MORTGAGE SECURITIES TRUST 2014-GC22 36253BAY9 2,222,000 New $2.1M 0.41% ABS-MBS
77 GNMA 38383FD75 15,222,345 New $2.0M 0.40% ABS-MBS
78 VERUS SECURITIZATION TRUST 2023-INV3 92540CAA5 1,987,959 New $2.0M 0.40% ABS-CBDO
79 GNMA 38382LAV3 13,954,970 New $2.0M 0.40% ABS-MBS
80 STATION PLACE SECURITIZATION TRUST SERIES 2024-10 85779PAA2 2,000,000 New $2.0M 0.39% ABS-CBDO
81 GSAA HOME EQUITY TRUST 2006-17 362257AA5 8,351,995 New $1.9M 0.38% ABS-MBS
82 GNMA 38382KPP2 13,547,486 New $1.9M 0.38% ABS-MBS
83 GNMA 38383XS70 30,949,681 New $1.9M 0.37% ABS-MBS
84 GNMA 38383HMT3 31,253,314 New $1.9M 0.37% ABS-MBS
85 ALTERNATIVE LOAN TRUST 2006-43CB 02149FAK0 3,457,170 New $1.9M 0.37% ABS-CBDO
86 STATION PLACE SECURITIZATION TRUST SERIES 2024-5 85778YAA4 1,855,000 New $1.9M 0.37% ABS-CBDO
87 GNMA 38375UXD7 Nov 2024 51,519,751 +43,410,519 $1.8M +532.4% 0.36% ABS-MBS
88 GNMA 38383VYA0 28,460,135 New $1.8M 0.36% ABS-MBS
89 STATION PLACE SECURITIZATION TRUST SERIES 2024-2 85770KAA2 1,805,000 New $1.8M 0.36% ABS-CBDO
90 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C25 46643PBK5 1,947,000 New $1.8M 0.35% ABS-MBS
91 GNMA 38376VQP5 17,175,589 New $1.8M 0.35% ABS-MBS
92 GNMA 38383X5A8 60,099,527 New $1.8M 0.35% ABS-MBS
93 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C24 61765LAC4 2,004,000 New $1.7M 0.34% ABS-MBS
94 GNMA 38384HXC7 22,948,437 New $1.7M 0.34% ABS-MBS
95 GNMA 38382MFM6 15,695,893 New $1.7M 0.34% ABS-MBS
96 GNMA 38384DXW2 28,655,520 New $1.7M 0.34% ABS-MBS
97 FANNIE MAE REMICS 3136BDYC6 10,292,135 New $1.7M 0.34% ABS-MBS
98 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XDY7 Nov 2024 1,549,978 -6,236 $1.7M +5.8% 0.34% ABS-CBDO
99 GNMA 38383VWQ7 21,217,679 New $1.7M 0.34% ABS-MBS
100 DEUTSCHE ALT-B SECURITIES MORTGAGE LOAN TRUST SERIES 2006-AB4 251513AZ0 1,959,064 New $1.7M 0.33% ABS-CBDO
101 FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-4 35563PMX4 Nov 2024 1,799,000 +1,429,000 $1.7M +402.9% 0.33% ABS-MBS
102 GNMA 38382WBR7 7,937,696 New $1.7M 0.33% ABS-MBS
103 BBCMS MORTGAGE TRUST 2024-5C29 05555PAD4 25,152,944 New $1.7M 0.33% ABS-MBS
104 FREDDIE MAC STACR REMIC TRUST 2022-DNA5 35564KYW3 1,471,000 New $1.7M 0.33% ABS-CBDO
105 BEAR STEARNS MORTGAGE FUNDING TRUST 2006-AR2 07401AAX5 Nov 2024 1,795,078 +1,730,863 $1.6M +2830.0% 0.32% ABS-CBDO
106 GNMA 38384G3V0 32,252,968 New $1.6M 0.32% ABS-MBS
107 CITIGROUP GLOBAL MARKETS INC N/A Nov 2024 4,734,000 New $1.6M 0.32% DCR
108 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C59 95003CBU3 23,563,259 New $1.6M 0.32% ABS-MBS
109 CONNECTICUT AVENUE SECURITIES TRUST 2023-R08 20755CAF5 1,500,000 New $1.6M 0.31% ABS-CBDO
110 GNMA 38384BJ93 35,960,093 New $1.6M 0.31% ABS-MBS
111 COMM 2014-UBS3 MORTGAGE TRUST 12591YBD6 1,648,000 New $1.6M 0.31% ABS-MBS
112 FANNIE MAE REMICS 3136BFES8 6,908,072 New $1.6M 0.31% ABS-MBS
113 FREDDIE MAC STACR TRUST 2018-DNA3 35563WBE3 Nov 2024 1,318,000 +500,000 $1.5M +89.4% 0.30% ABS-CBDO
114 GNMA 38384CBH1 24,610,469 New $1.5M 0.30% ABS-MBS
115 COMM 2012-CCRE4 MORTGAGE TRUST 12624QBA0 Nov 2024 2,145,000 +1,224,000 $1.5M +78.6% 0.30% ABS-MBS
116 FANNIE MAE REMICS 3136BAZZ0 5,961,127 New $1.5M 0.30% ABS-MBS
117 FANNIE MAE REMICS 3136BTK28 1,512,000 New $1.5M 0.30% ABS-MBS
118 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C23 61690QAH2 1,555,000 New $1.5M 0.30% ABS-MBS
119 CD 2017-CD4 MORTGAGE TRUST 12515DAU8 1,620,000 New $1.5M 0.30% ABS-MBS
120 FANNIE MAE REMICS 3136BDFP8 Nov 2024 8,080,160 -2,642,545 $1.5M -25.1% 0.30% ABS-MBS
121 GNMA 38383FHC0 8,674,528 New $1.5M 0.29% ABS-MBS
122 HTAP 2024-1 40445NAA6 1,469,562 New $1.5M 0.29% ABS-CBDO
123 CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-GC17 17321RAM8 1,585,882 New $1.5M 0.29% ABS-MBS
124 WFRBS COMMERCIAL MORTGAGE TRUST 2014-C21 92939FAX7 1,495,000 New $1.4M 0.28% ABS-MBS
125 GNMA 38384HZW1 8,241,539 New $1.4M 0.28% ABS-MBS
126 GNMA 38383VHN1 24,471,860 New $1.4M 0.28% ABS-MBS
127 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C9 61762DAZ4 1,500,217 New $1.4M 0.28% ABS-MBS
128 COMM 2017-COR2 MORTGAGE TRUST 12595EAN5 Nov 2024 1,656,000 -464,000 $1.4M -24.0% 0.28% ABS-MBS
129 GNMA 38383M3L0 7,067,339 New $1.4M 0.27% ABS-MBS
130 FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK 35563FAB7 1,350,000 New $1.4M 0.27% ABS-MBS
131 GNMA 38381XX50 12,278,651 New $1.4M 0.27% ABS-MBS
132 GNMA 38384DEX1 30,143,252 New $1.4M 0.27% ABS-MBS
133 GNMA 38382TD27 9,579,574 New $1.4M 0.27% ABS-MBS
134 GNMA 38384AN58 20,443,654 New $1.4M 0.27% ABS-MBS
135 COMM 2013-CCRE12 MORTGAGE TRUST 12591KAG0 1,452,155 New $1.3M 0.27% ABS-MBS
136 CSMC MORTGAGE-BACKED TRUST 2007-1 126378AG3 5,537,890 New $1.3M 0.26% ABS-CBDO
137 LCH Limited N/A Nov 2024 19,756,000 New $1.3M 0.26% DIR
138 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C23 46643AAG8 1,500,000 New $1.3M 0.26% ABS-MBS
139 GNMA 38384HYW2 25,016,238 New $1.3M 0.26% ABS-MBS
140 WFRBS COMMERCIAL MORTGAGE TRUST 2013-C11 92937EAJ3 1,510,000 New $1.3M 0.26% ABS-MBS
141 GNMA 38383Y5C2 11,861,735 New $1.3M 0.25% ABS-MBS
142 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C33 95000LAJ2 Nov 2024 1,519,000 +380,000 $1.3M +31.6% 0.25% ABS-MBS
143 COMM 2013-CCRE13 MORTGAGE TRUST 12630BAE8 Nov 2024 2,060,000 +1,712,000 $1.3M +282.8% 0.25% ABS-MBS
144 GNMA 38383HLR8 19,695,257 New $1.3M 0.25% ABS-MBS
145 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10 61762MBZ3 1,355,519 New $1.3M 0.25% ABS-MBS
146 GNMA 38383WDC7 19,654,727 New $1.3M 0.25% ABS-MBS
147 GNMA 38384GDP2 21,936,536 New $1.2M 0.25% ABS-MBS
148 NYMT LOAN TRUST SERIES 2022-BPL1 62955TAA9 1,244,437 New $1.2M 0.24% ABS-CBDO
149 GNMA 38382RRX8 6,172,415 New $1.2M 0.24% ABS-MBS
150 BWAY 2022-26BW MORTGAGE TRUST 12429EAN7 Nov 2024 2,210,000 +1,630,000 $1.2M +177.5% 0.24% ABS-MBS
151 GNMA 38384KV65 12,623,509 New $1.2M 0.24% ABS-MBS
152 COMM 2014-CR14 MORTGAGE TRUST 12630DAE4 Nov 2024 1,479,000 +406,000 $1.2M +18.7% 0.24% ABS-MBS
153 FREDDIE MAC STACR REMIC TRUST 2021-DNA1 35564KBE8 1,100,000 New $1.2M 0.24% ABS-CBDO
154 UBS COMMERCIAL MORTGAGE TRUST 2018-C11 90276XAC9 2,195,000 New $1.2M 0.23% ABS-MBS
155 GNMA 38382QAM2 Nov 2024 9,004,242 +4,355,299 $1.2M +69.2% 0.23% ABS-MBS
156 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C23 61690QAS8 Nov 2024 1,242,000 -641,000 $1.2M -32.2% 0.23% ABS-MBS
157 GNMA 38383GGP0 5,045,918 New $1.2M 0.23% ABS-MBS
158 COMM 2014-CCRE16 MORTGAGE TRUST 12591VAK7 Nov 2024 1,226,000 +893,000 $1.2M +253.2% 0.23% ABS-MBS
159 A AND D MORTGAGE TRUST 2023-NQM2 00002DAA7 1,136,003 New $1.1M 0.22% ABS-CBDO
160 GNMA 38384HZE1 21,528,114 New $1.1M 0.22% ABS-MBS
161 VOLT XCIV LLC 92873AAA6 1,139,462 New $1.1M 0.22% ABS-MBS
162 FREDDIE MAC STACR TRUST 2019-HQA3 35564XBE0 Nov 2024 1,000,000 $1.1M +17.8% 0.22% ABS-CBDO
163 CONNECTICUT AVENUE SECURITIES TRUST 2019-R03 20753MAE8 Nov 2024 1,064,395 -226,605 $1.1M -12.6% 0.22% ABS-CBDO
164 GNMA 38382YRN5 Nov 2024 20,910,441 -9,159,971 $1.1M -34.4% 0.22% ABS-MBS
165 IMPERIAL FUND MORTGAGE TRUST 2022-NQM4 45276NAC5 1,125,174 New $1.1M 0.22% ABS-CBDO
166 CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC27 17323CAS6 1,555,000 New $1.1M 0.22% ABS-MBS
167 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C31 94989WBB2 1,322,000 New $1.1M 0.22% ABS-MBS
168 CONNECTICUT AVENUE SECURITIES TRUST 2022-R09 20753DAB4 1,000,000 New $1.1M 0.21% ABS-CBDO
169 GNMA 38383VK64 16,101,738 New $1.1M 0.21% ABS-MBS
170 CSAIL 2015-C2 COMMERCIAL MORTGAGE TRUST 12634NAZ1 1,299,000 New $1.1M 0.21% ABS-MBS
171 JP MORGAN MORTGAGE TRUST 2024-HE2 46593HAA6 1,082,246 New $1.1M 0.21% ABS-CBDO
172 LHOME MORTGAGE TRUST 2023-RTL4 50204VAA8 1,045,000 New $1.1M 0.21% ABS-CBDO
173 FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-1 35563PPH6 1,120,000 New $1.1M 0.21% ABS-CBDO
174 CSAIL 2015-C3 COMMERCIAL MORTGAGE TRUST 12635FAZ7 1,277,000 New $1.1M 0.21% ABS-MBS
175 SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL4 79584CAA9 1,023,000 New $1.0M 0.20% ABS-CBDO
176 GNMA 38380Q2G6 24,693,927 New $1.0M 0.20% ABS-MBS
177 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C12 61762XAC1 1,139,000 New $1.0M 0.20% ABS-MBS
178 GS MORTGAGE SECURITIES TRUST 2014-GC24 36253GAS1 Nov 2024 2,089,000 +1,118,000 $1.0M +51.7% 0.20% ABS-MBS
179 COMM 2014-UBS5 MORTGAGE TRUST 12592KBE3 1,034,435 New $1.0M 0.20% ABS-MBS
180 BANK 2020-BNK30 06541UCB0 17,954,384 New $1.0M 0.20% ABS-MBS
181 HOME RE 2022-1 LTD 43730GAE1 Nov 2024 900,000 $1.0M +12.2% 0.20% ABS-CBDO
182 FANNIE MAE REMICS 3136BHDU0 Nov 2024 5,768,233 +3,060,977 $1.0M +151.3% 0.20% ABS-MBS
183 COMM 2014-CCRE17 MORTGAGE TRUST 12631DAG8 Nov 2024 1,247,000 +780,000 $998K +138.3% 0.20% ABS-MBS
184 FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK 35563FAA9 1,001,644 New $997K 0.20% ABS-MBS
185 CSAIL 2015-C2 COMMERCIAL MORTGAGE TRUST 12634NBA5 1,355,000 New $994K 0.20% ABS-MBS
186 FREDDIE MAC STACR REMIC TRUST 2020-DNA3 35565WBE1 Nov 2024 750,000 $989K +13.2% 0.19% ABS-CBDO
187 FANNIE MAE REMICS 3136B6HD8 8,984,356 New $986K 0.19% ABS-MBS
188 BENCHMARK 2024-V11 MORTGAGE TRUST 081921BA5 38,676,000 New $985K 0.19% ABS-MBS
189 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C52 95002MAY5 17,412,508 New $980K 0.19% ABS-MBS
190 GNMA 38384AS20 21,122,931 New $979K 0.19% ABS-MBS
191 CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC27 17323CAM9 989,000 New $976K 0.19% ABS-MBS
192 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C30 94989NAL1 Nov 2024 1,040,000 +697,000 $974K +208.6% 0.19% ABS-MBS
193 GS MORTGAGE SECURITIES TRUST 2017-GS5 36252HAL5 3,043,000 New $968K 0.19% ABS-MBS
194 GNMA 38383CCY4 Nov 2024 4,942,284 +2,228,678 $964K +92.4% 0.19% ABS-MBS
195 GNMA 38382HLM0 Nov 2024 6,815,708 +5,189,765 $961K +251.1% 0.19% ABS-MBS
196 PRPM 2024-NQM2 TRUST 74448PAA7 949,740 New $959K 0.19% ABS-CBDO
197 GNMA 38382RPZ5 7,262,162 New $957K 0.19% ABS-MBS
198 CONNECTICUT AVENUE SECURITIES TRUST 2023-R03 20753ACF9 850,000 New $956K 0.19% ABS-CBDO
199 BENCHMARK 2018-B3 MORTGAGE TRUST 08161BAA1 Nov 2024 1,504,000 +455,000 $953K +12.3% 0.19% ABS-MBS
200 HOMES 2024-NQM1 TRUST 40390TAA8 945,840 New $951K 0.19% ABS-CBDO
201 FANNIE MAE REMICS 3136BHEL9 Nov 2024 4,961,107 -1,685,724 $950K -13.3% 0.19% ABS-MBS
202 GNMA 38383XCL6 29,291,189 New $942K 0.19% ABS-MBS
203 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C18 46641JAE6 Nov 2024 1,135,000 $939K +35.6% 0.19% ABS-MBS
204 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XCY8 Nov 2024 813,502 -1,267 $930K +3.3% 0.18% ABS-CBDO
205 FANNIE MAE REMICS 3136BNSV9 14,711,355 New $924K 0.18% ABS-MBS
206 GNMA 38383VL97 13,696,992 New $923K 0.18% ABS-MBS
207 GNMA 38383RD38 12,295,593 New $912K 0.18% ABS-MBS
208 GNMA 38384GAJ9 31,715,372 New $908K 0.18% ABS-MBS
209 FANNIE MAE POOL 01F0326C3 1,000,000 New $907K 0.18% ABS-MBS
210 UBS COMMERCIAL MORTGAGE TRUST 2017-C1 90276EAN7 1,223,000 New $902K 0.18% ABS-MBS
211 FREDDIE MAC STACR TRUST 2019-DNA2 35564LBE6 Nov 2024 755,000 $895K +10.5% 0.18% ABS-CBDO
212 BANK5 2024-5YR10 06604AAH7 17,701,378 New $874K 0.17% ABS-MBS
213 FREDDIE MAC STACR REMIC TRUST 2020-HQA1 35565JBE0 800,000 New $874K 0.17% ABS-CBDO
214 GOLDMAN SACHS INTERNATIONAL N/A Nov 2024 4,663,000 New $872K 0.17% DCR
215 COMM 2013-CCRE7 MORTGAGE TRUST 12625FBA3 935,272 New $860K 0.17% ABS-MBS
216 FREDDIE MAC STACR TRUST 2019-FTR3 35565EAE2 800,000 New $859K 0.17% ABS-CBDO
217 FREDDIE MAC REMICS 3137FJK99 Nov 2024 6,393,538 -1,389,216 $857K -32.4% 0.17% ABS-MBS
218 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C9 61762DAL5 1,500,000 New $847K 0.17% ABS-MBS
219 GNMA 38381J2J5 16,630,460 New $840K 0.17% ABS-MBS
220 COMM 2014-CCRE15 MORTGAGE TRUST 12591RAE0 923,000 New $840K 0.17% ABS-MBS
221 GNMA 38380FYN0 Nov 2024 4,220,565 +2,032,151 $840K +131.6% 0.17% ABS-MBS
222 BMO 2024-5C6 MORTGAGE TRUST 05593QAD6 15,374,767 New $839K 0.17% ABS-MBS
223 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C6 61761DAH5 917,499 New $835K 0.16% ABS-MBS
224 ALTERNATIVE LOAN TRUST 2006-OA19 12668RAA6 Nov 2024 1,032,228 +765,176 $827K +292.9% 0.16% ABS-CBDO
225 BANK 2024-BNK48 06541GAN7 9,495,233 New $825K 0.16% ABS-MBS
226 COMM 2015-LC19 MORTGAGE TRUST 200474AG9 1,070,000 New $818K 0.16% ABS-MBS
227 AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-1 026932AC7 Nov 2024 1,394,382 -172,786 $797K -11.0% 0.16% ABS-CBDO
228 FANNIE MAE REMICS 3136BGJ36 Nov 2024 3,090,708 -898,798 $791K -10.0% 0.16% ABS-MBS
229 GNMA 38382YRQ8 Nov 2024 16,127,096 -8,064,589 $780K -36.5% 0.15% ABS-MBS
230 BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5 05492JAE2 1,261,000 New $777K 0.15% ABS-MBS
231 PFP 2022-9 LTD 69291QAC9 768,000 New $772K 0.15% ABS-MBS
232 MORGAN STANLEY CAPITAL I TRUST 2018-H3 61767YBE9 823,000 New $763K 0.15% ABS-MBS
233 GNMA 38383WRY4 15,565,271 New $757K 0.15% ABS-MBS
234 WFRBS COMMERCIAL MORTGAGE TRUST 2014-C21 92939FAY5 Nov 2024 816,000 +153,000 $754K +19.1% 0.15% ABS-MBS
235 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014 C19 61764PBZ4 787,000 New $748K 0.15% ABS-MBS
236 GNMA 38380LSF1 Nov 2024 16,306,566 -6,448,521 $738K -30.9% 0.15% ABS-MBS
237 CIM TRUST 2024-R1 17179VAA8 749,102 New $733K 0.14% ABS-CBDO
238 TOWD POINT HE TRUST 89180DAA4 745,531 New $725K 0.14% ABS-CBDO
239 BDS 2021-FL9 LTD 05493NAA0 716,649 New $714K 0.14% ABS-MBS
240 BENCHMARK 2019-B13 MORTGAGE TRUST 08162DAR9 Nov 2024 1,295,000 +658,000 $712K +43.4% 0.14% ABS-MBS
241 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C25 46643PAN0 1,390,000 New $709K 0.14% ABS-MBS
242 WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 92936CAY5 806,022 New $700K 0.14% ABS-MBS
243 CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-P1 17324DAY0 Nov 2024 725,000 -713,000 $690K -49.9% 0.14% ABS-MBS
244 BANK 2020-BNK26 06540JBM3 14,392,068 New $689K 0.14% ABS-MBS
245 UNLOCK HEA TRUST 2023-1 91528JAA8 687,192 New $688K 0.14% ABS-MBS
246 FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-1 35563PES4 701,838 New $684K 0.13% ABS-CBDO
247 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C31 94989WAZ0 711,000 New $676K 0.13% ABS-MBS
248 CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC21 17322MBA3 727,577 New $675K 0.13% ABS-MBS
249 COMM 2015-CCRE26 MORTGAGE TRUST 12593QBK5 Nov 2024 875,000 $674K -12.4% 0.13% ABS-MBS
250 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XEJ9 595,120 New $674K 0.13% ABS-CBDO
251 GNMA 38383AA95 Nov 2024 3,334,903 -1,716,257 $673K -9.4% 0.13% ABS-MBS
252 MORGAN STANLEY CAPITAL I TRUST 2011-C3 61760RAS1 Nov 2024 753,000 $659K +62.9% 0.13% ABS-MBS
253 CHEVY CHASE FUNDING LLC MORTGAGE-BACKED CERTIFICATES SERIES 2006-4 16678XAB0 Nov 2024 748,918 -207,165 $656K -22.2% 0.13% ABS-CBDO
254 GNMA 38380LQD8 Nov 2024 13,327,903 +8,010,918 $651K +127.9% 0.13% ABS-MBS
255 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XDB7 571,244 New $648K 0.13% ABS-CBDO
256 BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5 05492JAC6 Nov 2024 867,000 +405,000 $633K +96.1% 0.12% ABS-MBS
257 MORGAN STANLEY AND CO. INTERNATIONAL N/A Nov 2024 1,841,000 New $623K 0.12% DCR
258 COMM 2014-CR14 MORTGAGE TRUST 12630DBD5 650,000 New $606K 0.12% ABS-MBS
259 PFP 2023-10 LTD 69380CAC2 593,000 New $596K 0.12% ABS-MBS
260 JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C5 46590TAD7 610,716 New $592K 0.12% ABS-MBS
261 CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC27 17323CAN7 631,000 New $591K 0.12% ABS-MBS
262 GNMA 38383WRN8 16,374,918 New $589K 0.12% ABS-MBS
263 FREDDIE MAC STACR DEBT NOTES 2017-DNA1 3137G0MY2 517,787 New $587K 0.12% ABS-CBDO
264 GNMA 38382J3Q7 4,134,754 New $586K 0.12% ABS-MBS
265 CONNECTICUT AVENUE SECURITIES TRUST 2022-R06 20754NAR6 500,000 New $585K 0.12% ABS-CBDO
266 MORGAN STANLEY CAPITAL I TRUST 2012-C4 61760VAE3 Nov 2024 621,531 +500,942 $582K +385.3% 0.11% ABS-MBS
267 GNMA 38384HBP2 12,208,241 New $575K 0.11% ABS-MBS
268 SHELTER GROWTH CRE 2023-FL5 ISSUER LTD 82286FAA7 572,010 New $574K 0.11% ABS-MBS
269 CITIGROUP COMMERCIAL MORTGAGE TRUST 2012-GC8 17318UAH7 Nov 2024 627,421 +78,421 $571K +4.6% 0.11% ABS-MBS
270 BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C4 07335CAT1 Nov 2024 1,010,000 +500,000 $570K +39.2% 0.11% ABS-MBS
271 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2017-C34 61767EAK0 691,000 New $570K 0.11% ABS-MBS
272 FREDDIE MAC REMICS 3137F8RM7 Nov 2024 3,059,641 -1,067,437 $569K -23.2% 0.11% ABS-MBS
273 UBS COMMERCIAL MORTGAGE TRUST 2018-C11 90276XBA2 641,000 New $568K 0.11% ABS-MBS
274 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C55 95002EAA5 919,000 New $566K 0.11% ABS-MBS
275 FREDDIE MAC REMICS 3137FTBB2 Nov 2024 2,441,189 -942,540 $566K -20.8% 0.11% ABS-MBS
276 FANNIE MAE REMICS 3136BFWT6 Nov 2024 2,186,362 -607,158 $562K -8.0% 0.11% ABS-MBS
277 MFA 2023-NQM3 TRUST 55286MAA8 556,333 New $562K 0.11% ABS-CBDO
278 CONNECTICUT AVENUE SECURITIES TRUST 2022-R09 20753DAF5 500,000 New $557K 0.11% ABS-CBDO
279 CD 2017-CD3 MORTGAGE TRUST 12515GAG2 888,000 New $553K 0.11% ABS-MBS
280 BENCHMARK 2018-B1 MORTGAGE TRUST 08162PAG6 1,021,000 New $550K 0.11% ABS-MBS
281 FREDDIE MAC STACR TRUST 2019-DNA1 35563KBE9 Nov 2024 439,000 $546K +15.2% 0.11% ABS-CBDO
282 CONNECTICUT AVENUE SECURITIES TRUST 2022-R04 20753YAF9 Nov 2024 500,000 $539K +11.9% 0.11% ABS-CBDO
283 FANNIE MAE REMICS 3136BF4A8 Nov 2024 2,298,490 -923,873 $535K -14.9% 0.11% ABS-MBS
284 FANNIE MAE REMICS 3136BJDG7 Nov 2024 3,214,171 -928,609 $534K -20.1% 0.11% ABS-MBS
285 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-RB1 95000TAC0 1,112,000 New $528K 0.10% ABS-MBS
286 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C24 61765LAE0 677,000 New $521K 0.10% ABS-MBS
287 BENCHMARK 2018-B1 MORTGAGE TRUST 08162PBB6 608,000 New $520K 0.10% ABS-MBS
288 GNMA 38376RK47 Nov 2024 13,944,648 +11,560,804 $519K +478.0% 0.10% ABS-MBS
289 WFRBS COMMERCIAL MORTGAGE TRUST 2013-C15 92938CAL1 Nov 2024 1,324,000 $516K -34.4% 0.10% ABS-MBS
290 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C6 61761DAS1 1,303,000 New $516K 0.10% ABS-MBS
291 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C10 46639JAK6 539,827 New $508K 0.10% ABS-MBS
292 GNMA 38376RF84 8,275,435 New $502K 0.10% ABS-MBS
293 ALTERNATIVE LOAN TRUST 2005-38 12667GY98 560,250 New $499K 0.10% ABS-CBDO
294 CITIGROUP GLOBAL MARKETS INC N/A Nov 2024 1,912,636 New $499K 0.10% DCR
295 FANNIE MAE REMICS 3136BDZL5 Nov 2024 2,686,674 -937,480 $499K -19.4% 0.10% ABS-MBS
296 COMM 2014-CCRE17 MORTGAGE TRUST 12631DBE2 498,318 New $487K 0.10% ABS-MBS
297 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014 C19 61764PAN2 Nov 2024 574,000 -8,000 $480K -8.3% 0.09% ABS-MBS
298 UBS COMMERCIAL MORTGAGE TRUST 2012-C1 90269GAQ4 Nov 2024 503,044 -167,956 $474K +81.0% 0.09% ABS-MBS
299 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C31 94989WAD9 783,000 New $472K 0.09% ABS-MBS
300 GNMA 38383CNQ9 Nov 2024 2,829,976 -679,123 $464K -16.6% 0.09% ABS-MBS
301 COMM 2014-CCRE17 MORTGAGE TRUST 12631DAJ2 Nov 2024 804,000 -113,000 $460K -31.2% 0.09% ABS-MBS
302 FREDDIE MAC REMICS 3137H0SA7 Nov 2024 4,419,819 -1,690,705 $460K -35.2% 0.09% ABS-MBS
303 GS MORTGAGE SECURITIES TRUST 2013-GC10 36192CAQ8 Nov 2024 471,000 $460K +3.0% 0.09% ABS-MBS
304 JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C2 46590LAE2 1,101,000 New $459K 0.09% ABS-MBS
305 MORGAN STANLEY CAPITAL I TRUST 2016-BNK2 61690YBZ4 571,000 New $452K 0.09% ABS-MBS
306 GS MORTGAGE SECURITIES TRUST 2013-GC13 36198EBB0 Nov 2024 739,000 $450K +39.0% 0.09% ABS-MBS
307 BENCHMARK 2019-B11 MORTGAGE TRUST 08162BAJ1 Nov 2024 963,000 +700,000 $447K +118.1% 0.09% ABS-MBS
308 BANK 2018-BNK11 06540TAP5 Nov 2024 609,000 -1,033,000 $437K -65.2% 0.09% ABS-MBS
309 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C12 46639NAC5 Nov 2024 625,000 $428K -18.4% 0.08% ABS-MBS
310 COMM 2013-LC6 MORTGAGE TRUST 20048EAG6 Nov 2024 460,000 -246,000 $411K -32.9% 0.08% ABS-MBS
311 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2017-C34 61767EAU8 Nov 2024 663,000 +495,000 $407K +221.0% 0.08% ABS-MBS
312 GNMA 38380LC27 10,199,061 New $397K 0.08% ABS-MBS
313 GNMA 38382LDU2 Nov 2024 2,221,625 -503,529 $394K -10.5% 0.08% ABS-MBS
314 ARROYO MORTGAGE TRUST 2020-1 04285CAD3 Nov 2024 442,000 $391K -9.4% 0.08% ABS-CBDO
315 FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2017-3 35563PCF4 Nov 2024 400,000 $390K +1.5% 0.08% ABS-CBDO
316 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XCR3 Nov 2024 338,371 +227,089 $384K +213.5% 0.08% ABS-CBDO
317 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C22 46642NBJ4 Nov 2024 399,000 $381K -1.6% 0.08% ABS-MBS
318 FREDDIE MAC STACR DEBT NOTES 2015-HQA1 3137G0GM5 Nov 2024 367,867 -1,356 $380K +0.5% 0.07% ABS-CBDO
319 MORGAN STANLEY AND CO. INTERNATIONAL N/A Nov 2024 2,992,922 New $377K 0.07% DCR
320 GNMA 38380LWX7 Nov 2024 8,107,405 -3,285,795 $377K -36.1% 0.07% ABS-MBS
321 GS MORTGAGE SECURITIES TRUST 2010-C1 36249KAL4 Nov 2024 397,000 $376K +27.4% 0.07% ABS-MBS
322 FANNIE MAE REMICS 3136BF3U5 Nov 2024 1,839,726 -688,940 $375K -21.8% 0.07% ABS-MBS
323 CSMC 2020-SPT1 TRUST 12659LAD4 Nov 2024 392,000 $370K -2.5% 0.07% ABS-CBDO
324 BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C4 07335CAV6 Nov 2024 793,000 +347,000 $370K +11.7% 0.07% ABS-MBS
325 JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C5 46590TAL9 Nov 2024 566,000 $369K -24.9% 0.07% ABS-MBS
326 GNMA 38375U3K4 Nov 2024 7,281,241 -2,846,050 $364K -41.7% 0.07% ABS-MBS
327 MORGAN STANLEY CAPITAL I TRUST 2016-UBS12 61691EBF1 498,000 New $359K 0.07% ABS-MBS
328 GNMA 38382PZ47 Nov 2024 2,514,227 -886,292 $358K -29.7% 0.07% ABS-MBS
329 GNMA 38380LY98 Nov 2024 7,061,223 -3,536,804 $356K -37.2% 0.07% ABS-MBS
330 GNMA 38382PB43 Nov 2024 2,099,881 -743,446 $355K -10.3% 0.07% ABS-MBS
331 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2011-C3 46635TBA9 Nov 2024 450,000 $352K +6.3% 0.07% ABS-MBS
332 GS MORTGAGE SECURITIES TRUST 2019-GC38 36252SAA5 Nov 2024 439,000 -93,000 $345K -19.1% 0.07% ABS-MBS
333 GOLDMAN SACHS INTERNATIONAL N/A Nov 2024 836,000 New $342K 0.07% DCR
334 GNMA 38382AAJ4 Nov 2024 3,094,259 -506,715 $335K -49.3% 0.07% ABS-MBS
335 BNP PARIBAS SA N/A Nov 2024 152,711,200 New $334K 0.07% DIR
336 CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF3 12529TAZ6 12,753,444 New $332K 0.07% ABS-MBS
337 GSAA HOME EQUITY TRUST 2007-2 3622EUAD8 1,165,055 New $331K 0.07% ABS-MBS
338 GNMA 38382BDZ3 Nov 2024 3,350,983 -1,343,201 $319K -49.0% 0.06% ABS-MBS
339 COMM 2014-UBS6 MORTGAGE TRUST 12592PBL6 Nov 2024 334,000 +141,000 $318K +69.8% 0.06% ABS-MBS
340 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C22 46642NBK1 Nov 2024 354,000 $314K -4.5% 0.06% ABS-MBS
341 CSMC 2021-RPL7 TRUST 12598JAC5 314,101 New $313K 0.06% ABS-CBDO
342 FREDDIE MAC STACR DEBT NOTES 2015-DNA3 3137G0GZ6 Nov 2024 293,871 -1,623 $313K +4.2% 0.06% ABS-CBDO
343 GNMA 38383RBN6 Nov 2024 3,958,094 -1,371,340 $311K -46.9% 0.06% ABS-MBS
344 CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P7 17325HBT0 Nov 2024 373,000 +150,000 $309K +49.2% 0.06% ABS-MBS
345 CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC31 17323YAJ8 Nov 2024 1,541,000 $309K -78.2% 0.06% ABS-MBS
346 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C12 61762XAE7 Nov 2024 405,000 $307K +8.8% 0.06% ABS-MBS
347 GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL4 362948AA9 315,259 New $303K 0.06% ABS-CBDO
348 MORGAN STANLEY RE-REMIC TRUST 2010-R4 61759FAU5 Nov 2024 329,314 +79,164 $303K +30.7% 0.06% ABS-CBDO
349 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-NXS5 95000CBJ1 Nov 2024 371,000 -742,000 $301K -70.9% 0.06% ABS-MBS
350 UNITED STATES OF AMERICA 912797MP9 300,000 New $299K 0.06% DBT
351 GSAA HOME EQUITY TRUST 2006-1 362341Z28 Nov 2024 1,004,744 -125,166 $291K -27.5% 0.06% ABS-MBS
352 CD 2019-CD8 MORTGAGE TRUST 12515BAR9 Nov 2024 507,000 +118,000 $285K -0.3% 0.06% ABS-MBS
353 GNMA 38382EFD4 Nov 2024 3,186,056 -1,211,562 $284K -48.8% 0.06% ABS-MBS
354 GNMA 38379EZ54 Nov 2024 2,193,665 -436,260 $278K -46.7% 0.05% ABS-MBS
355 CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST 12597BAC3 Nov 2024 594,000 +184,000 $277K -9.3% 0.05% ABS-MBS
356 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 46639YAX5 Nov 2024 740,000 $270K -52.6% 0.05% ABS-MBS
357 GNMA 38381XK39 Nov 2024 2,307,491 -846,124 $270K -32.9% 0.05% ABS-MBS
358 MFA 2024-NPL1 TRUST 58004YAA7 266,828 New $267K 0.05% ABS-CBDO
359 FREDDIE MAC STACR DEBT NOTES 2016-DNA1 3137G0HZ5 Nov 2024 245,418 -1,210 $265K +0.1% 0.05% ABS-CBDO
360 GNMA 38382UZC8 Nov 2024 1,890,756 -434,417 $265K -42.2% 0.05% ABS-MBS
361 GNMA 38382YKW2 Nov 2024 4,861,338 -2,527,242 $261K -45.3% 0.05% ABS-MBS
362 FREDDIE MAC STACR DEBT NOTES 2015-HQA2 3137G0HM4 Nov 2024 247,518 -934 $258K -0.4% 0.05% ABS-CBDO
363 GNMA 38376RWX0 Nov 2024 5,587,659 -7,983,062 $255K -69.1% 0.05% ABS-MBS
364 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C9 61762DBB6 Nov 2024 269,000 $240K -8.8% 0.05% ABS-MBS
365 COMM 2014-UBS4 MORTGAGE TRUST 12591QAW2 Nov 2024 324,000 $238K -23.4% 0.05% ABS-MBS
366 COMM 2013-LC13 MORTGAGE TRUST 12626GAT0 278,000 New $237K 0.05% ABS-MBS
367 FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-2 35563PKR9 Nov 2024 244,000 $235K +3.0% 0.05% ABS-CBDO
368 COMM 2013-CCRE13 MORTGAGE TRUST 12630BBF4 244,815 New $228K 0.04% ABS-MBS
369 CD 2017-CD3 MORTGAGE TRUST 12515GAH0 615,000 New $227K 0.04% ABS-MBS
370 GNMA 38376RQP4 Nov 2024 9,667,354 +9,597,819 $225K +12253.2% 0.04% ABS-MBS
371 COMM 2014-CCRE19 MORTGAGE TRUST 12592GAG8 Nov 2024 231,810 -489,190 $221K -67.1% 0.04% ABS-MBS
372 CITIGROUP GLOBAL MARKETS INC N/A Nov 2024 536,934 New $219K 0.04% DCR
373 FREDDIE MAC REMICS 3137FTXU6 1,943,680 New $216K 0.04% ABS-MBS
374 JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP7 465968AM7 Nov 2024 388,000 $214K -36.0% 0.04% ABS-MBS
375 COMM 2014-UBS3 MORTGAGE TRUST 12591YBH7 Nov 2024 301,000 $214K -27.4% 0.04% ABS-MBS
376 J.P. MORGAN SECURITIES, LLC N/A Nov 2024 804,807 New $210K 0.04% DCR
377 MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2006-HE3 590212AD8 Nov 2024 772,936 -54,250 $208K -25.8% 0.04% ABS-MBS
378 GNMA 38380LNF6 Nov 2024 4,541,695 -2,293,930 $207K -37.9% 0.04% ABS-MBS
379 BEAR STEARNS ALT-A TRUST 2005-8 07386HWZ0 Nov 2024 241,247 -130,672 $203K -38.2% 0.04% ABS-CBDO
380 MORGAN STANLEY AND CO. INTERNATIONAL N/A Nov 2024 1,069,000 New $200K 0.04% DCR
381 GNMA 38376REB8 Nov 2024 3,661,860 +3,603,830 $195K +5750.0% 0.04% ABS-MBS
382 CITIGROUP GLOBAL MARKETS INC N/A Nov 2024 1,024,000 New $191K 0.04% DCR
383 MORGAN STANLEY CAPITAL I TRUST 2012-C4 61760VAF0 Nov 2024 392,000 $184K -34.2% 0.04% ABS-MBS
384 CD 2017-CD3 MORTGAGE TRUST 12515GAM9 Nov 2024 889,000 +481,000 $182K -41.8% 0.04% ABS-MBS
385 CITIGROUP GLOBAL MARKETS INC N/A Nov 2024 438,000 New $179K 0.04% DCR
386 CITIGROUP GLOBAL MARKETS INC N/A Nov 2024 424,000 New $173K 0.03% DCR
387 ALTERNATIVE LOAN TRUST 2006-OA10 02146QAD5 Nov 2024 199,607 -40,858 $170K -21.3% 0.03% ABS-CBDO
388 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12 94988QAU5 Nov 2024 381,000 $168K -23.9% 0.03% ABS-MBS
389 GSR MORTGAGE LOAN TRUST 2007-OA1 3622NAAE0 Nov 2024 296,677 -52,326 $168K -37.8% 0.03% ABS-CBDO
390 BANK OF AMERICA N.A. N/A Nov 2024 30,052,000 New $166K 0.03% DIR
391 FREDDIE MAC REMICS 3137FNKD1 Nov 2024 1,585,565 -744,335 $163K -53.8% 0.03% ABS-MBS
392 ALTERNATIVE LOAN TRUST 2006-OA10 02146QAC7 Nov 2024 174,765 -45,463 $154K -27.3% 0.03% ABS-CBDO
393 CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC25 17322YAM2 Nov 2024 239,000 $139K -37.0% 0.03% ABS-MBS
394 GNMA 38376RZM1 Nov 2024 3,057,195 -2,426,382 $134K -54.8% 0.03% ABS-MBS
395 CITIGROUP MORTGAGE LOAN TRUST INC 17312EAE6 Nov 2024 150,801 -30,025 $128K -19.2% 0.03% ABS-MBS
396 GNMA 38376RTH9 2,915,857 New $127K 0.03% ABS-MBS
397 MORGAN STANLEY AND CO. INTERNATIONAL N/A Nov 2024 303,890 New $124K 0.02% DCR
398 STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2006-AR7 86361HAB0 Nov 2024 140,631 -102,947 $124K -47.2% 0.02% ABS-CBDO
399 J.P. MORGAN SECURITIES, LLC N/A Nov 2024 289,000 New $118K 0.02% DCR
400 GNMA 38379EW99 Nov 2024 577,111 -210,404 $117K -14.6% 0.02% ABS-MBS
401 GNMA 38376RDU7 Nov 2024 1,569,895 -1,763,641 $105K -51.8% 0.02% ABS-MBS
402 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 46639YAC1 Nov 2024 643,000 $100K -74.3% 0.02% ABS-MBS
403 CITIGROUP GLOBAL MARKETS INC N/A Nov 2024 223,000 New $91K 0.02% DCR
404 GNMA 38376RT30 Nov 2024 2,065,935 -1,227,211 $88K -56.9% 0.02% ABS-MBS
405 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C6 61761DAW2 Nov 2024 1,441,000 +291,000 $83K -88.9% 0.02% ABS-MBS
406 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10 61762MBG5 Nov 2024 1,286,000 $81K -71.9% 0.02% ABS-MBS
407 BEAR STEARNS ALT-A TRUST 2005-10 07386HYW5 Nov 2024 82,676 -41,689 $78K -57.3% 0.02% ABS-CBDO
408 GNMA 38379NRH7 Nov 2024 373,258 -147,357 $78K -24.9% 0.02% ABS-MBS
409 GNMA 38375UK25 Nov 2024 1,687,544 +983,600 $75K +68.3% 0.01% ABS-MBS
410 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6 46634SAR6 Nov 2024 100,000 $75K -21.3% 0.01% ABS-MBS
411 FREDDIE MAC REMICS 3137HANZ5 357,524 New $71K 0.01% ABS-MBS
412 GNMA 38375UB25 Nov 2024 2,421,176 -1,289,220 $70K -57.8% 0.01% ABS-MBS
413 GNMA 38378PFQ6 Nov 2024 556,129 -198,993 $69K -35.7% 0.01% ABS-MBS
414 GNMA 38379P4V6 Nov 2024 344,999 -121,906 $65K -30.8% 0.01% ABS-MBS
415 GNMA 38380UMS9 Nov 2024 252,417 -92,456 $52K -29.6% 0.01% ABS-MBS
416 GNMA 38378U8K6 Nov 2024 1,486,860 -986,078 $49K -38.0% 0.01% ABS-MBS
417 GNMA 38380LAD5 Nov 2024 971,627 -289,084 $46K -47.4% 0.01% ABS-MBS
418 GNMA 38375UYG9 Nov 2024 1,147,630 -911,154 $44K -60.4% 0.01% ABS-MBS
419 GNMA 38376RFK7 Nov 2024 869,825 +762,901 $44K +545.9% 0.01% ABS-MBS
420 GNMA 38376RF35 Nov 2024 1,964,510 -1,439,443 $41K -75.1% 0.01% ABS-MBS
421 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C56 95002RAT5 43,739 New $41K 0.01% ABS-MBS
422 GNMA 38376RYA8 Nov 2024 734,740 -598,087 $40K -46.5% 0.01% ABS-MBS
423 FANNIE MAE REMICS 3136AP4N9 Nov 2024 175,205 -70,319 $39K -27.3% 0.01% ABS-MBS
424 CITIGROUP GLOBAL MARKETS INC N/A Nov 2024 221,000 New $34K 0.01% DCR
425 JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C14 46640LAS1 Nov 2024 402,000 $33K -25.8% 0.01% ABS-MBS
426 WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR13 TRUST 92922F4W5 Nov 2024 33,088 -19,579 $32K -37.7% 0.01% ABS-CBDO
427 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2014-LC16 94988XAC0 Nov 2024 236,765 -540,235 $30K -73.7% 0.01% ABS-MBS
428 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XBQ6 Nov 2024 26,411 -202 $29K -0.9% 0.01% ABS-CBDO
429 GNMA 38376RX68 Nov 2024 660,968 -469,178 $27K -55.5% 0.01% ABS-MBS
430 MERRILL LYNCH INTERNATIONAL N/A Nov 2024 102,719 New $27K 0.01% DCR
431 GNMA 38379T5K1 Nov 2024 127,386 -44,793 $25K -19.1% 0.00% ABS-MBS
432 CHL MORTGAGE PASS-THROUGH TRUST 2006-OA5 126694M96 Nov 2024 27,816 -5,946 $24K -22.2% 0.00% ABS-CBDO
433 GNMA 38375UQB9 Nov 2024 601,007 -345,905 $22K -45.7% 0.00% ABS-MBS
434 LCH Limited N/A Nov 2024 3,563,000 New $21K 0.00% DIR
435 MORGAN STANLEY CAPITAL I TRUST 2006-HQ10 61750HAH9 Nov 2024 23,983 -49 $20K -8.4% 0.00% ABS-MBS
436 STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR1 86362XAP3 Nov 2024 23,350 -5,943 $20K -26.4% 0.00% ABS-CBDO
437 MERRILL LYNCH INTERNATIONAL N/A Nov 2024 47,000 New $19K 0.00% DCR
438 INDYMAC INDX MORTGAGE LOAN TRUST 2006-AR11 45661KAD2 Nov 2024 20,290 -5,694 $18K -28.4% 0.00% ABS-CBDO
439 GOLDMAN SACHS INTERNATIONAL N/A Nov 2024 114,000 New $18K 0.00% DCR
440 MORGAN STANLEY AND CO. INTERNATIONAL N/A Nov 2024 114,000 New $18K 0.00% DCR
441 GNMA 38376RV78 Nov 2024 514,186 -285,980 $17K -66.8% 0.00% ABS-MBS
442 GSAA HOME EQUITY TRUST 2006-8 362348AS3 Nov 2024 74,820 -1,468 $16K -27.5% 0.00% ABS-MBS
443 GNMA 38378JL26 Nov 2024 80,097 -29,610 $14K -27.9% 0.00% ABS-MBS
444 GNMA 38375UG46 Nov 2024 292,661 -99,676 $13K -46.8% 0.00% ABS-MBS
445 GNMA 38376RJ80 Nov 2024 185,724 -51,590 $12K -30.4% 0.00% ABS-MBS
446 GNMA 38379LL46 Nov 2024 61,130 -22,995 $12K -27.7% 0.00% ABS-MBS
447 GNMA 38380LYU1 Nov 2024 182,620 -83,499 $8K -37.5% 0.00% ABS-MBS
448 GNMA 38379LX92 Nov 2024 39,855 -15,175 $8K -21.4% 0.00% ABS-MBS
449 GNMA 38376R4R4 Nov 2024 152,109 -86,213 $7K -43.6% 0.00% ABS-MBS
450 GNMA 38376R2Q8 Nov 2024 218,489 -119,861 $7K -55.7% 0.00% ABS-MBS
451 GNMA 38375UZV5 Nov 2024 240,504 -97,443 $7K -55.0% 0.00% ABS-MBS
452 FANNIE MAE REMICS 3136ARFT0 Nov 2024 35,392 -20,251 $5K -48.1% 0.00% ABS-MBS
453 GNMA 38376RCL8 Nov 2024 103,091 -97,451 $5K -45.9% 0.00% ABS-MBS
454 GNMA 38376RA63 Nov 2024 97,000 -70,233 $4K -46.2% 0.00% ABS-MBS
455 GNMA 38379YFF0 Nov 2024 22,414 -14,909 $3K -48.8% 0.00% ABS-MBS
456 GNMA 38378A3Y5 Nov 2024 24,760 -9,738 $3K -40.0% 0.00% ABS-MBS
457 GNMA 38376RJY3 Nov 2024 77,404 -57,237 $3K -57.3% 0.00% ABS-MBS
458 GNMA 38376RAQ9 Nov 2024 58,825 -55,566 $3K -40.6% 0.00% ABS-MBS
459 GNMA 38376RJW7 Nov 2024 43,643 -45,314 $2K -49.3% 0.00% ABS-MBS
460 GNMA 38376RAF3 Nov 2024 72,879 -42,539 $2K -70.6% 0.00% ABS-MBS
461 GNMA 38376RJD9 Nov 2024 104,989 -65,613 $2K -76.0% 0.00% ABS-MBS
462 GNMA 38376RJH0 Nov 2024 46,232 -39,609 $2K -49.4% 0.00% ABS-MBS
463 GNMA 38376RFF8 Nov 2024 65,228 -38,062 $2K -69.1% 0.00% ABS-MBS
464 GNMA 38376RJK3 Nov 2024 50,986 -46,203 $2K -68.5% 0.00% ABS-MBS
465 GNMA 38376RHE9 Nov 2024 42,026 -29,025 $902 -72.5% 0.00% ABS-MBS
466 BNP PARIBAS SA N/A Nov 2024 76,355,600 New $-38101 -0.01% DIR
467 MIZUHO CAPITAL MARKETS LLC N/A Nov 2024 9,023,700 New $-95426 -0.02% DIR
468 MIZUHO CAPITAL MARKETS LLC N/A Nov 2024 9,023,700 New $-182901 -0.04% DIR
469 BNP PARIBAS SA N/A Nov 2024 76,355,600 New $-218606 -0.04% DIR
470 BANK OF AMERICA N.A. N/A Nov 2024 30,052,000 New $-393140 -0.08% DIR
FANNIE MAE POOL 01F042665 18,000,000 Exited $18.3M
FANNIE MAE POOL 01F020661 18,000,000 Exited $16.0M
FANNIE MAE POOL 01F022667 14,000,000 Exited $12.9M
FANNIE MAE POOL 01F030660 11,000,000 Exited $10.5M
FANNIE MAE POOL 01F032666 9,000,000 Exited $8.8M
FANNIE MAE POOL 01F030678 9,000,000 Exited $8.6M
FANNIE MAE POOL 01F040669 6,000,000 Exited $6.0M
UNITED STATES OF AMERICA 912796R43 5,100,000 Exited $5.1M
UNITED STATES OF AMERICA 912796Q44 4,900,000 Exited $4.9M
UNITED STATES OF AMERICA 912796W96 3,900,000 Exited $3.9M
UNITED STATES OF AMERICA 912796R35 3,100,000 Exited $3.1M
FANNIE MAE POOL 01F042673 3,000,000 Exited $3.0M
UNITED STATES OF AMERICA 912796V97 3,000,000 Exited $3.0M
FREDDIE MAC REMICS 3137F6JS7 14,551,481 Exited $2.4M
FANNIE MAE REMICS 3136BCMA5 10,421,788 Exited $2.0M
FREDDIE MAC REMICS 3137FXV62 9,644,006 Exited $2.0M
FREDDIE MAC STACR REMIC TRUST 2022-DNA4 35564KXA2 2,000,000 Exited $1.9M
FANNIE MAE REMICS 3136BDQ84 12,507,971 Exited $1.8M
FREDDIE MAC STACR REMIC TRUST 2022-DNA3 35564KVE6 1,940,000 Exited $1.8M
CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-GC11 17320DAU2 1,736,343 Exited $1.7M
CSAIL 2018-C14 COMMERCIAL MORTGAGE TRUST 12596GAG4 1,765,000 Exited $1.5M
WFRBS COMMERCIAL MORTGAGE TRUST 2014-LC14 96221TAQ0 1,568,000 Exited $1.5M
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3137G0FZ7 1,397,382 Exited $1.4M
GNMA 38383DW38 9,222,656 Exited $1.4M
GNMA 38382VCJ6 9,650,122 Exited $1.3M
MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2019-01 62547NAB5 1,447,000 Exited $1.3M
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C22 61690FAS2 1,437,000 Exited $1.3M
FREDDIE MAC REMICS 3137H4PS3 7,261,582 Exited $1.3M
GNMA 38383AJB1 10,024,820 Exited $1.3M
NEWREZ WAREHOUSE SECURITIZATION TRUST 2021-1 65246PAF8 1,250,000 Exited $1.2M
COMM 2016-COR1 MORTGAGE TRUST 12594MAL2 1,501,500 Exited $1.2M
FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XWX8 1,199,038 Exited $1.2M
CONNECTICUT AVENUE SECURITIES TRUST 2022-R03 20753XAJ3 1,167,000 Exited $1.2M
FANNIE MAE REMICS 3136BL6T2 8,408,972 Exited $1.1M
UNITED STATES OF AMERICA 912796J42 1,100,000 Exited $1.1M
UNITED STATES OF AMERICA 912796W39 1,100,000 Exited $1.1M
1SHARPE MORTGAGE TRUST 2020-1 68257LAA8 1,089,000 Exited $1.1M
FANNIE MAE POOL 01F050668 1,000,000 Exited $1.0M
FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XLU6 964,000 Exited $1.0M
FREDDIE MAC STACR TRUST 2018-HQA2 35563XBD3 1,000,000 Exited $1.0M
FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XNV2 1,000,000 Exited $1.0M
GINNIE MAE I POOL 21H032662 1,000,000 Exited $1.0M
GNMA 38382LYL9 6,616,331 Exited $1.0M
FREDDIE MAC STACR REMIC TRUST 2020-HQA2 35565LAH9 988,787 Exited $1.0M
FANNIE MAE POOL 01F032674 1,000,000 Exited $1.0M
FREDDIE MAC STACR REMIC TRUST 2020-HQA2 35565LBD7 1,000,000 Exited $1.0M
COMM 2015-LC19 MORTGAGE TRUST 200474AE4 1,072,000 Exited $1.0M
RADNOR RE 2018-1 LTD 750496AB7 964,000 Exited $1.0M
GNMA 38382RBB3 6,074,435 Exited $0.9M
BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C3 05550MAC8 1,145,000 Exited $0.9M
MORTGAGE INSURANCE-LINKED NOTES SERIES 2019-1 89600TAC7 879,000 Exited $0.9M
FREDDIE MAC REMICS 3137FQAD5 5,987,601 Exited $0.9M
FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XBF0 808,525 Exited $0.9M
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C14 61690GAT8 855,000 Exited $0.8M
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3137G0MX4 773,000 Exited $0.8M
GNMA 38383MH27 7,989,259 Exited $0.8M
MORTGAGE INSURANCE-LINKED NOTES SERIES 2019-1 89600TAB9 787,694 Exited $0.8M
FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XSW5 761,000 Exited $0.8M
MRA ISSUANCE TRUST 2020-2 55346HAB5 783,000 Exited $0.8M
GNMA 38382YKN2 12,636,777 Exited $0.7M
FREDDIE MAC REMICS 3137H0X45 3,188,204 Exited $0.7M
FREDDIE MAC REMICS 3137FWW89 3,817,876 Exited $0.7M
GNMA 38382DGP8 5,348,204 Exited $0.7M
FANNIE MAE REMICS 3136BDVY1 3,081,223 Exited $0.7M
BELLEMEADE RE 2017-1 LTD 078767AC4 633,000 Exited $0.6M
GNMA 38382L2F7 4,022,148 Exited $0.6M
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2006-LDP9 46629PAQ1 693,354 Exited $0.6M
FREDDIE MAC STACR TRUST 2019-DNA3 35564TBE9 624,000 Exited $0.6M
GNMA 38382RRW0 4,371,314 Exited $0.6M
STATION PLACE SECURITIZATION TRUST SERIES 2021-10 857707AA1 600,000 Exited $0.6M
GNMA 38382AYS8 3,656,737 Exited $0.6M
FANNIE MAE REMICS 3136B7TL5 4,444,306 Exited $0.6M
FANNIE MAE REMICS 3136BBWL2 2,884,437 Exited $0.6M
GNMA 38383AJX3 3,405,692 Exited $0.6M
GNMA 38379TFH7 2,942,164 Exited $0.6M
GNMA 38379XFT2 2,905,060 Exited $0.6M
GNMA 38382DPH6 3,162,146 Exited $0.6M
FANNIE MAE REMICS 3136ATFQ2 4,056,372 Exited $0.6M
FREDDIE MAC REMICS 3137FFX44 3,552,261 Exited $0.6M
FREDDIE MAC REMICS 3137H3WP3 4,565,865 Exited $0.5M
FANNIE MAE REMICS 3136A2WA7 4,019,626 Exited $0.5M
GNMA 38383MMF2 2,850,123 Exited $0.5M
FANNIE MAE REMICS 3136B9FQ5 3,308,865 Exited $0.5M
FREDDIE MAC REMICS 3137FTLA3 2,580,205 Exited $0.5M
STATION PLACE SECURITIZATION TRUST 85772DAA6 508,000 Exited $0.5M
FNMA 3137H1EB8 2,251,471 Exited $0.5M
GNMA 38382B3E1 2,705,449 Exited $0.5M
UNITED STATES OF AMERICA 912796W21 500,000 Exited $0.5M
FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XSX3 488,142 Exited $0.5M
FREDDIE MAC REMICS 3137F6RL3 2,098,176 Exited $0.5M
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C4 90270RAL8 522,000 Exited $0.5M
GNMA 38381XAJ5 4,003,050 Exited $0.5M
FANNIE MAE REMICS 3136BFUH4 2,008,505 Exited $0.5M
FANNIE MAE REMICS 3136BKU26 2,649,780 Exited $0.4M
FREDDIE MAC REMICS 3137FCPP3 2,939,481 Exited $0.4M
WFRBS COMMERCIAL MORTGAGE TRUST 2012-C9 92930RAK8 456,000 Exited $0.4M
GNMA 38382RQH4 3,039,123 Exited $0.4M
FREDDIE MAC STACR TRUST 2019-DNA1 35563KAH3 425,697 Exited $0.4M
FANNIE MAE REMICS 3136B4PX0 3,265,241 Exited $0.4M
FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XJX3 391,085 Exited $0.4M
FANNIE MAE REMICS 3136B6ZC0 3,205,639 Exited $0.4M
GNMA 38382GWB4 2,547,944 Exited $0.4M
EAGLE RE 26982LAH3 404,000 Exited $0.4M
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2012-LC5 94988HAP6 375,000 Exited $0.4M
FREDDIE MAC REMICS 3137F7LK9 2,690,829 Exited $0.4M
GINNIE MAE I POOL 3617LCDT2 361,712 Exited $0.4M
FANNIE MAE REMICS 3136B4PU6 2,926,673 Exited $0.4M
MELLO WAREHOUSE SECURITIZATION TRUST 2018-1 58552NAA7 345,000 Exited $0.3M
GNMA 38379HTX3 2,612,826 Exited $0.3M
FANNIE MAE REMICS 3136AUCT6 2,652,110 Exited $0.3M
GNMA 38381WYN2 3,068,982 Exited $0.3M
FREDDIE MAC REMICS 3137FQJT1 1,943,261 Exited $0.3M
GNMA 38378YZR3 2,318,185 Exited $0.3M
FANNIE MAE REMICS 3136BBPF3 1,594,951 Exited $0.3M
GNMA 38380WG94 1,836,294 Exited $0.3M
GNMA 38382BFR9 1,872,656 Exited $0.3M
WFRBS COMMERCIAL MORTGAGE TRUST 2012-C10 92890NAE9 406,000 Exited $0.3M
GNMA 38380QA36 9,202,935 Exited $0.3M
FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XWW0 284,000 Exited $0.3M
FANNIE MAE REMICS 3136B4VY1 2,112,353 Exited $0.3M
GNMA 38379ALL2 2,180,942 Exited $0.3M
FREDDIE MAC REMICS 3137FUYM0 1,808,894 Exited $0.3M
GNMA 38380HUM2 1,837,394 Exited $0.3M
FANNIE MAE REMICS 3136AUEP2 2,208,207 Exited $0.3M
WFRBS COMMERCIAL MORTGAGE TRUST 2012-C9 92930RAJ1 276,000 Exited $0.3M
FANNIE MAE REMICS 3136B4DC9 1,791,668 Exited $0.3M
LHOME MORTGAGE TRUST 2021-RTL1 501894AA7 280,000 Exited $0.3M
MELLO WAREHOUSE SECURITIZATION TRUST 2021-2 58552NAF6 270,000 Exited $0.3M
GNMA 38376RU53 4,540,112 Exited $0.3M
FREDDIE MAC REMICS 3137FGKG9 1,777,020 Exited $0.3M
GS MORTGAGE SECURITIES TRUST 2016-GS2 36252TAA3 311,000 Exited $0.3M
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 3137G0RJ0 250,000 Exited $0.3M
GNMA 38378FEC0 1,630,093 Exited $0.3M
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C50 95001XBE5 281,000 Exited $0.2M
CITIGROUP MORTGAGE LOAN TRUST 2007-AR5 17311LAA9 256,841 Exited $0.2M
CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF2 12528YAT0 313,000 Exited $0.2M
FANNIE MAE REMICS 31398T4M0 1,136,299 Exited $0.2M
GNMA 38381YEC4 1,996,601 Exited $0.2M
GNMA 38375U6E5 3,116,383 Exited $0.2M
GNMA 38382AB20 1,824,231 Exited $0.2M
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C54 95001YAN4 259,000 Exited $0.2M
MELLO WAREHOUSE SECURITIZATION TRUST 2021-1 58550LAA3 211,000 Exited $0.2M
GNMA 38381RM71 1,975,136 Exited $0.2M
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6 46634SAM7 224,000 Exited $0.2M
FREDDIE MAC REMICS 31397JUJ1 1,593,593 Exited $0.2M
GNMA 38380LZZ9 6,801,699 Exited $0.2M
GNMA 38380BUS2 1,008,680 Exited $0.2M
FANNIE MAE REMICS 3136B2DP4 1,602,122 Exited $0.2M
OAKTOWN RE III LTD 67400KAE0 191,000 Exited $0.2M
FREDDIE MAC REMICS 3137FPNY7 1,286,779 Exited $0.2M
FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XR30 180,000 Exited $0.2M
GNMA 38375UU57 2,246,726 Exited $0.2M
STATION PLACE SECURITIZATION TRUST SERIES 2021-14 85779JAA6 176,000 Exited $0.2M
BEAR STEARNS ALT-A TRUST 2005-7 07386HVR9 198,702 Exited $0.2M
FREDDIE MAC REMICS 3137F5BH1 1,297,506 Exited $0.2M
GNMA 38378MYG4 1,005,142 Exited $0.2M
FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XJW5 150,000 Exited $0.2M
GNMA 38377JYM9 1,440,103 Exited $0.2M
OAKTOWN RE III LTD 67400KAD2 159,000 Exited $0.2M
GNMA 38375UL81 2,215,064 Exited $0.2M
GNMA 38380GZN7 790,635 Exited $0.2M
FREDDIE MAC REMICS 3137BNAF1 898,666 Exited $0.1M
GNMA 38379CHL3 753,145 Exited $0.1M
FREDDIE MAC STACR TRUST 2019-DNA2 35564LAH0 146,095 Exited $0.1M
GNMA 38375USV3 3,647,845 Exited $0.1M
FANNIE MAE REMICS 3136AUDM0 1,078,940 Exited $0.1M
GNMA 38375U7K0 1,743,385 Exited $0.1M
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10 61762MBE0 369,000 Exited $0.1M
GNMA 38376RC79 3,087,385 Exited $0.1M
GNMA 38376R5K8 1,484,361 Exited $0.1M
GNMA 38380CFC2 663,062 Exited $0.1M
FANNIE MAE REMICS 31398NRU0 821,946 Exited $0.1M
GNMA 38376RQ66 1,845,932 Exited $0.1M
GNMA 38376RYY6 2,056,326 Exited $0.1M
FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XYX6 111,450 Exited $0.1M
FANNIE MAE REMICS 3136AU4H1 494,967 Exited $0.1M
FANNIE MAE REMICS 3136AAPB5 677,641 Exited $0.1M
MELLO WAREHOUSE SECURITIZATION TRUST 2020-2 58551VAA0 108,000 Exited $0.1M
FREDDIE MAC STRIPS 31325VBR4 487,488 Exited $0.1M
MELLO WAREHOUSE SECURITIZATION TRUST 2020-2 58551VAF9 108,000 Exited $0.1M
GNMA 38380LFR9 2,315,878 Exited $0.1M
GNMA 38376R2C9 1,702,304 Exited $0.1M
GNMA 38375UER7 4,035,793 Exited $0.1M
CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2 12527DAH3 100,000 Exited $0.1M
FANNIE MAE REMICS 3136B6UL5 955,155 Exited $0.1M
GNMA 38379ERR5 731,789 Exited $0.1M
FANNIE MAE REMICS 3136ATSW5 757,264 Exited $0.1M
WFRBS COMMERCIAL MORTGAGE TRUST 2012-C7 92936TAK8 653,000 Exited $0.1M
GINNIE MAE I POOL 3617LELG7 87,874 Exited $0.1M
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2011-C3 46635TBD3 242,000 Exited $0.1M
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-AR12 TRUST 92922FZV3 86,314 Exited $0.1M
WFRBS COMMERCIAL MORTGAGE TRUST 2012-C7 92936TAJ1 228,000 Exited $0.1M
GNMA 38380LDW0 1,790,675 Exited $0.1M
JP MORGAN ALTERNATIVE LOAN TRUST 2007-A2 466278AC2 163,736 Exited $0.1M
STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2006-AR7 86361HAA2 81,172 Exited $0.1M
GNMA 38380XLA3 424,371 Exited $0.1M
GINNIE MAE I POOL 3617LSDS9 69,627 Exited $0.1M
GINNIE MAE I POOL 3617JNML8 71,881 Exited $0.1M
GNMA 38380XKS5 623,279 Exited $0.1M
GNMA 38375UM49 960,324 Exited $0.1M
ALTERNATIVE LOAN TRUST 2006-OA10 02146QAB9 79,621 Exited $0.1M
UBS COMMERCIAL MORTGAGE TRUST 2012-C1 90269GAN1 75,697 Exited $0.1M
GNMA 38376R5G7 1,909,765 Exited $0.1M
GNMA 38376RXL5 1,555,848 Exited $0.1M
FREDDIE MAC STACR TRUST 2018-HQA2 35563XAH5 68,800 Exited $0.1M
GNMA 38380XYB7 573,932 Exited $0.1M
GINNIE MAE I POOL 3617M1A50 65,625 Exited $0.1M
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C11 61762TAN6 932,000 Exited $0.1M
GNMA 38377YYF1 316,183 Exited $0.1M
GNMA 38380HJH6 327,928 Exited $0.1M
GINNIE MAE I POOL 3617LEDJ0 62,658 Exited $0.1M
GNMA 38375UZE3 1,142,064 Exited $0.1M
GNMA 38379FE47 1,112,721 Exited $0.1M
FREDDIE MAC REMICS 3137BTKB6 331,986 Exited $0.1M
GINNIE MAE I POOL 3617JSVJ2 56,549 Exited $0.1M
GINNIE MAE I POOL 3617K4VA2 52,920 Exited $0.1M
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C25 46643PAQ3 100,000 Exited $0.1M
GNMA 38378FJF8 822,276 Exited $0.1M
GINNIE MAE I POOL 3617LED50 52,686 Exited $0.1M
GNMA 38375GE98 381,827 Exited $0.1M
GNMA 38375USS0 1,307,347 Exited $0.1M
GINNIE MAE I POOL 3617LEKS2 50,299 Exited $0.1M
FANNIE MAE REMICS 3136B1GP3 349,285 Exited $0.0M
GNMA 38375UN55 730,961 Exited $0.0M
GNMA 38376RP83 884,167 Exited $0.0M
GINNIE MAE I POOL 3617LMSD9 48,917 Exited $0.0M
FANNIE MAE REMICS 3136AF6C3 321,505 Exited $0.0M
GINNIE MAE I POOL 3617M6FK1 46,806 Exited $0.0M
GNMA 38379YFD5 348,220 Exited $0.0M
FANNIE MAE INTEREST STRIP 3136FGRS8 223,854 Exited $0.0M
GNMA 38376MCC9 247,228 Exited $0.0M
GINNIE MAE I POOL 3617LED43 39,920 Exited $0.0M
GNMA 38382CRX1 380,089 Exited $0.0M
GINNIE MAE I POOL 3617K4U88 34,757 Exited $0.0M
GINNIE MAE I POOL 3617LEPL2 36,183 Exited $0.0M
GNMA 38379V6K5 193,438 Exited $0.0M
FANNIE MAE REMICS 3136A7RF1 342,303 Exited $0.0M
GNMA 38376UEA3 512,422 Exited $0.0M
FANNIE MAE REMICS 3136A2R62 599,752 Exited $0.0M
GINNIE MAE I POOL 3617K4U96 31,296 Exited $0.0M
FREDDIE MAC REMICS 3137FG2T1 228,835 Exited $0.0M
CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2008-C1 22546NAH7 63,742 Exited $0.0M
GNMA 38376RQ82 412,479 Exited $0.0M
FREDDIE MAC REMICS 3137BRPB5 216,142 Exited $0.0M
GNMA 38380YYB5 205,050 Exited $0.0M
FREDDIE MAC REMICS 3137B1HN5 203,250 Exited $0.0M
GNMA 38379T3W7 170,082 Exited $0.0M
FANNIE MAE INTEREST STRIP 3136FGJ81 158,109 Exited $0.0M
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2011-C4 46636DAU0 27,757 Exited $0.0M
GNMA 38378FMA5 122,421 Exited $0.0M
GNMA 38376RV94 557,037 Exited $0.0M
GINNIE MAE I POOL 3617K4VB0 23,767 Exited $0.0M
FREDDIE MAC STACR REMIC TRUST 2020-DNA4 35565XAH3 25,032 Exited $0.0M
GINNIE MAE I POOL 3617LES54 24,978 Exited $0.0M
GNMA 38376RK62 477,393 Exited $0.0M
FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XDK7 22,863 Exited $0.0M
FANNIE MAE REMICS 3136A1D44 185,274 Exited $0.0M
FREDDIE MAC REMICS 3137BG4Q9 149,902 Exited $0.0M
FANNIE MAE POOL 3140JUFY5 22,346 Exited $0.0M
GNMA 38381RNU9 181,105 Exited $0.0M
FANNIE MAE POOL 3140JS4K2 20,756 Exited $0.0M
GINNIE MAE I POOL 3617K4VC8 19,692 Exited $0.0M
FANNIE MAE POOL 3140JXZG6 19,788 Exited $0.0M
GNMA 38375AX25 96,097 Exited $0.0M
GNMA 38376MVG9 87,214 Exited $0.0M
GINNIE MAE I POOL 3617LEXM1 16,717 Exited $0.0M
FREDDIE MAC REMICS 3137BEK52 93,029 Exited $0.0M
GNMA 38378GPU6 96,929 Exited $0.0M
GINNIE MAE I POOL 3617LKWJ5 14,464 Exited $0.0M
FANNIE MAE POOL 3140JUGW8 14,335 Exited $0.0M
GNMA 38381WUN6 146,041 Exited $0.0M
FREDDIE MAC REMICS 3137ANL94 129,792 Exited $0.0M
GNMA 38381XTX4 129,352 Exited $0.0M
FANNIE MAE POOL 3140JKL87 13,424 Exited $0.0M
GINNIE MAE I POOL 3617LKTB6 12,310 Exited $0.0M
FANNIE MAE REMICS 31398PJU4 79,651 Exited $0.0M
GNMA 38378GHD3 60,987 Exited $0.0M
GNMA 38379LXM3 96,930 Exited $0.0M
GNMA 38376RR57 294,955 Exited $0.0M
GNMA 38375BZP0 527,720 Exited $0.0M
FREDDIE MAC REMICS 3137BG5M7 140,351 Exited $0.0M
GNMA 38375BZR6 527,720 Exited $0.0M
GNMA 38379FFA2 50,779 Exited $0.0M
BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2008-1 05952AAH7 9,423 Exited $0.0M
MORTGAGEIT TRUST 2005-3 61915RAQ9 10,011 Exited $0.0M
FANNIE MAE REMICS 31397QLM8 7,832 Exited $0.0M
GINNIE MAE I POOL 3617LKWK2 8,500 Exited $0.0M
GNMA 38375UTS9 198,124 Exited $0.0M
GNMA 38375BPP1 286,809 Exited $0.0M
GNMA 38379TKW8 43,886 Exited $0.0M
GNMA 38376RDF0 126,484 Exited $0.0M
GINNIE MAE I POOL 3617KQAS7 6,921 Exited $0.0M
GNMA 38376RHG4 115,072 Exited $0.0M
GNMA 38379NAU6 35,227 Exited $0.0M
FANNIE MAE REMICS 3136ATZK3 41,437 Exited $0.0M
FREDDIE MAC REMICS 3137BH6Q5 30,512 Exited $0.0M
GNMA 38375BFJ6 165,085 Exited $0.0M
GNMA 38379Q6W0 33,167 Exited $0.0M
GNMA 38379YKJ6 127,082 Exited $0.0M
FREDDIE MAC REMICS 3137BE6K5 88,383 Exited $0.0M
FREDDIE MAC REMICS 3137ABAN1 99,164 Exited $0.0M
GNMA 38376RPW0 161,055 Exited $0.0M
GNMA 38376WR56 24,642 Exited $0.0M
GNMA 38380BVQ5 54,531 Exited $0.0M
FREDDIE MAC REMICS 3137BYWK2 93,653 Exited $0.0M
GNMA 38379YKE7 33,317 Exited $0.0M
GNMA 38379TLM9 28,487 Exited $0.0M
FANNIE MAE REMICS 3136AEHN0 92,922 Exited $0.0M
GNMA 38379GQN0 22,411 Exited $0.0M
GNMA 38376RJF4 83,756 Exited $0.0M
GNMA 38379JHX2 24,587 Exited $0.0M
GNMA 38375BHE5 95,119 Exited $0.0M
GNMA 38379P5D5 27,381 Exited $0.0M
FANNIE MAE REMICS 3136ABN33 27,372 Exited $0.0M
GNMA 38376UHF9 77,710 Exited $0.0M
FREDDIE MAC REMICS 3137BPMY2 25,852 Exited $0.0M
GNMA 38376WP82 17,750 Exited $0.0M
GNMA 38378FVC1 26,380 Exited $0.0M
FREDDIE MAC REMICS 3137ANCH6 50,840 Exited $0.0M
GNMA 38375B3X8 97,263 Exited $0.0M
GNMA 38378PFL7 18,811 Exited $0.0M
GNMA 38375BKQ4 102,340 Exited $0.0M
GNMA 38379FY60 20,670 Exited $0.0M
GNMA 38375AT87 12,248 Exited $0.0M
FREDDIE MAC REMICS 3137B2FV7 21,354 Exited $0.0M
FANNIE MAE REMICS 3136ADG37 27,584 Exited $0.0M
GNMA 38375AXQ2 9,312 Exited $0.0M
GNMA 38375UVZ0 43,298 Exited $0.0M
GNMA 38376WM85 9,007 Exited $0.0M
FANNIE MAE REMICS 3136ADQT9 47,086 Exited $0.0M
FREDDIE MAC REMICS 3137ALXZ7 12,759 Exited $0.0M
GNMA 38376RHY5 56,465 Exited $0.0M
FREDDIE MAC REMICS 3137ASEX8 48,882 Exited $0.0M
GNMA 38380YXY6 17,883 Exited $0.0M
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C2 90269CAT7 24,000 Exited $0.0M
GNMA 38378T7Q7 9,910 Exited $0.0M
FREDDIE MAC REMICS 3137BBLN8 2,711 Exited $0.0M
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C2 90269CAV2 37,000 Exited $0.0M