Putnam Mortgage Opportunities Fund
Putnam Funds Trust
+269
New
-338
Exited
808
Positions
| # | 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 | — | — | — |