Putnam Family of Funds > Putnam Funds Trust
Putnam Mortgage Opportunities Fund
$400.43M
Avg Monthly Net Assets
$1.03B
Total Assets
$488.65M
Total Liabilities
$537.71M
Net Assets
Putnam Mortgage Opportunities Fund is a Mutual Fund in Putnam Funds Trust
from Putnam Family of Funds,
based in Massachusetts,
United States of America.
The fund has five share classes
and monthly net assets of $400.43M.
On July 26th, 2024 it reported 526 holdings, the largest
being CHICAGO BOARD OF TRADE (72.3%), FANNIE MAE POOL (47.5%) and CHICAGO BOARD OF TRADE (27.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| PUTNAM MORTGAGE OPPORTUNITIES FUND CL A | C000213254 | PMORX | |
| PUTNAM MORTGAGE OPPORTUNITIES FUND CL C | C000213255 | PMOZX | |
| PUTNAM MORTGAGE OPPORTUNITIES FUND CL I | C000152757 | PMOTX | |
| PUTNAM MORTGAGE OPPORTUNITIES FUND CL R6 | C000219743 | PMOLX | |
| PUTNAM MORTGAGE OPPORTUNITIES FUND CL Y | C000213253 | PMOYX |
Holdings
From latest NPORT-P, filed July 26th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| ASSET BACKED SECURITY (LEHMAN XS TRUST 2006-17) | Long | ABS-mortgage backed security | US | $3M | – | 0.50 |
| ASSET BACKED SECURITY (GSAA HOME EQUITY TRUST 2006-17) | Long | ABS-mortgage backed security | US | $2M | – | 0.36 |
| ASSET BACKED SECURITY (FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.30 |
| ASSET BACKED SECURITY (UNLOCK HEA TRUST 2023-1) | Long | ABS-mortgage backed security | US | $705K | – | 0.13 |
| ASSET BACKED SECURITY (GSAA HOME EQUITY TRUST 2007-2) | Long | ABS-mortgage backed security | US | $327K | – | 0.06 |
| ASSET BACKED SECURITY (GSAA HOME EQUITY TRUST 2006-1) | Long | ABS-mortgage backed security | US | $302K | – | 0.06 |
| ASSET BACKED SECURITY (MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2006-HE3) | Long | ABS-mortgage backed security | US | $191K | – | 0.04 |
| ASSET BACKED SECURITY (CITIGROUP MORTGAGE LOAN TRUST INC) | Long | ABS-mortgage backed security | US | $127K | – | 0.02 |
| ASSET BACKED SECURITY (GSAA HOME EQUITY TRUST 2006-8) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| COLLATERALIZED DEBT OBLIGATION (BDS 2021-FL9 LTD) | Long | ABS-mortgage backed security | KY | $1M | – | 0.25 |
| COMMERCIAL MORT BACKED SEC IO (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C59) | Long | ABS-mortgage backed security | US | $2M | – | 0.32 |
| COMMERCIAL MORT BACKED SEC IO (BANK 2020-BNK26) | Long | ABS-mortgage backed security | US | $708K | – | 0.13 |
| COMMERCIAL MORT BACKED SEC IO (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C52) | Long | ABS-mortgage backed security | US | $571K | – | 0.11 |
| COMMERCIAL MORT BACKED SEC IO (BANK 2020-BNK30) | Long | ABS-mortgage backed security | US | $568K | – | 0.11 |
| COMMERCIAL MORT BACKED SEC IO (CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF3) | Long | ABS-mortgage backed security | US | $371K | – | 0.07 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2015-UBS8) | Long | ABS-mortgage backed security | US | $2M | – | 0.44 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK) | Long | ABS-mortgage backed security | US | $2M | – | 0.39 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-CCRE17 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.32 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC21) | Long | ABS-mortgage backed security | US | $2M | – | 0.31 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2015-LC19 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.30 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17) | Long | ABS-mortgage backed security | US | $2M | – | 0.28 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P3) | Long | ABS-mortgage backed security | US | $1M | – | 0.28 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C29) | Long | ABS-mortgage backed security | US | $1M | – | 0.27 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (GS MORTGAGE SECURITIES TRUST 2017-GS5) | Long | ABS-mortgage backed security | US | $1M | – | 0.27 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C25) | Long | ABS-mortgage backed security | US | $1M | – | 0.27 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2018-L1) | Long | ABS-mortgage backed security | US | $1M | – | 0.26 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2013-CCRE12 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.25 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2012-CCRE4 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.25 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (UBS COMMERCIAL MORTGAGE TRUST 2018-C11) | Long | ABS-mortgage backed security | US | $1M | – | 0.24 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (UBS COMMERCIAL MORTGAGE TRUST 2017-C3) | Long | ABS-mortgage backed security | US | $1M | – | 0.24 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2013-CCRE13 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2013-C11) | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2017-COR2 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C33) | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2015-DC1 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (GS MORTGAGE SECURITIES TRUST 2014-GC24) | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSAIL 2015-C2 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C23) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-CCRE16 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-CR14 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC27) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2015-MS1) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BENCHMARK 2018-B3 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BENCHMARK 2018-B1 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C31) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2016-COR1 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2018-H3) | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C22) | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C25) | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC31) | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSAIL 2015-C3 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $997K | – | 0.19 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (UBS COMMERCIAL MORTGAGE TRUST 2017-C1) | Long | ABS-mortgage backed security | US | $991K | – | 0.18 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C12) | Long | ABS-mortgage backed security | US | $989K | – | 0.18 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSAIL 2015-C2 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $961K | – | 0.18 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-CCRE17 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $958K | – | 0.18 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC27) | Long | ABS-mortgage backed security | US | $944K | – | 0.18 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C18) | Long | ABS-mortgage backed security | US | $928K | – | 0.17 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-CCRE17 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $927K | – | 0.17 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2013-CCRE7 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $925K | – | 0.17 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C23) | Long | ABS-mortgage backed security | US | $925K | – | 0.17 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C9) | Long | ABS-mortgage backed security | US | $924K | – | 0.17 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-SG1) | Long | ABS-mortgage backed security | US | $908K | – | 0.17 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C30) | Long | ABS-mortgage backed security | US | $897K | – | 0.17 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C6) | Long | ABS-mortgage backed security | US | $888K | – | 0.17 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-RB1) | Long | ABS-mortgage backed security | US | $862K | – | 0.16 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-CCRE15 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $831K | – | 0.15 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (SHELTER GROWTH CRE 2023-FL5 ISSUER LTD) | Long | ABS-mortgage backed security | BM | $816K | – | 0.15 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2015-LC19 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $811K | – | 0.15 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2014-C21) | Long | ABS-mortgage backed security | US | $775K | – | 0.14 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (PFP 2022-9 LTD) | Long | ABS-mortgage backed security | BM | $771K | – | 0.14 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-GC17) | Long | ABS-mortgage backed security | US | $763K | – | 0.14 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK) | Long | ABS-mortgage backed security | US | $761K | – | 0.14 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BENCHMARK 2019-B13 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $760K | – | 0.14 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014 C19) | Long | ABS-mortgage backed security | US | $755K | – | 0.14 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C9) | Long | ABS-mortgage backed security | US | $729K | – | 0.14 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C4) | Long | ABS-mortgage backed security | US | $706K | – | 0.13 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2015-CCRE26 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $689K | – | 0.13 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-P1) | Long | ABS-mortgage backed security | US | $682K | – | 0.13 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5) | Long | ABS-mortgage backed security | US | $674K | – | 0.13 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C31) | Long | ABS-mortgage backed security | US | $663K | – | 0.12 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2011-C3) | Long | ABS-mortgage backed security | US | $655K | – | 0.12 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CD 2017-CD3 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $623K | – | 0.12 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-LC17 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $623K | – | 0.12 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BENCHMARK 2019-B11 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $621K | – | 0.12 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4) | Long | ABS-mortgage backed security | US | $620K | – | 0.12 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-CCRE17 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $608K | – | 0.11 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C2) | Long | ABS-mortgage backed security | US | $608K | – | 0.11 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5) | Long | ABS-mortgage backed security | US | $606K | – | 0.11 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (PFP 2023-10 LTD) | Long | ABS-mortgage backed security | BM | $597K | – | 0.11 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-CR14 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $592K | – | 0.11 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C55) | Long | ABS-mortgage backed security | US | $588K | – | 0.11 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2012-C4) | Long | ABS-mortgage backed security | US | $583K | – | 0.11 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC27) | Long | ABS-mortgage backed security | US | $582K | – | 0.11 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C6) | Long | ABS-mortgage backed security | US | $573K | – | 0.11 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2017-C34) | Long | ABS-mortgage backed security | US | $573K | – | 0.11 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CITIGROUP COMMERCIAL MORTGAGE TRUST 2012-GC8) | Long | ABS-mortgage backed security | US | $570K | – | 0.11 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-CCRE19 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $552K | – | 0.10 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C10) | Long | ABS-mortgage backed security | US | $537K | – | 0.10 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-P1) | Long | ABS-mortgage backed security | US | $537K | – | 0.10 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BENCHMARK 2018-B1 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $532K | – | 0.10 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2013-C15) | Long | ABS-mortgage backed security | US | $531K | – | 0.10 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C31) | Long | ABS-mortgage backed security | US | $527K | – | 0.10 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (UBS COMMERCIAL MORTGAGE TRUST 2018-C11) | Long | ABS-mortgage backed security | US | $523K | – | 0.10 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C9) | Long | ABS-mortgage backed security | US | $518K | – | 0.10 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C24) | Long | ABS-mortgage backed security | US | $515K | – | 0.10 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C6) | Long | ABS-mortgage backed security | US | $511K | – | 0.10 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014 C19) | Long | ABS-mortgage backed security | US | $496K | – | 0.09 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C4) | Long | ABS-mortgage backed security | US | $478K | – | 0.09 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (UBS COMMERCIAL MORTGAGE TRUST 2012-C1) | Long | ABS-mortgage backed security | US | $460K | – | 0.09 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (GS MORTGAGE SECURITIES TRUST 2013-GC13) | Long | ABS-mortgage backed security | US | $452K | – | 0.08 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C12) | Long | ABS-mortgage backed security | US | $443K | – | 0.08 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (GS MORTGAGE SECURITIES TRUST 2013-GC10) | Long | ABS-mortgage backed security | US | $439K | – | 0.08 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2016-BNK2) | Long | ABS-mortgage backed security | US | $425K | – | 0.08 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C5) | Long | ABS-mortgage backed security | US | $419K | – | 0.08 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2013-LC6 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $418K | – | 0.08 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BANK 2018-BNK11) | Long | ABS-mortgage backed security | US | $408K | – | 0.08 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2017-C34) | Long | ABS-mortgage backed security | US | $390K | – | 0.07 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $387K | – | 0.07 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C22) | Long | ABS-mortgage backed security | US | $369K | – | 0.07 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BWAY 2022-26BW MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $358K | – | 0.07 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2011-C3) | Long | ABS-mortgage backed security | US | $347K | – | 0.06 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (GS MORTGAGE SECURITIES TRUST 2019-GC38) | Long | ABS-mortgage backed security | US | $341K | – | 0.06 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2013-CCRE13 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $339K | – | 0.06 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (GS MORTGAGE SECURITIES TRUST 2010-C1) | Long | ABS-mortgage backed security | US | $332K | – | 0.06 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2016-UBS12) | Long | ABS-mortgage backed security | US | $327K | – | 0.06 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C22) | Long | ABS-mortgage backed security | US | $323K | – | 0.06 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C50) | Long | ABS-mortgage backed security | US | $322K | – | 0.06 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CD 2017-CD3 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $319K | – | 0.06 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11) | Long | ABS-mortgage backed security | US | $319K | – | 0.06 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C12) | Long | ABS-mortgage backed security | US | $316K | – | 0.06 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CD 2019-CD8 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $301K | – | 0.06 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-UBS6 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $299K | – | 0.06 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P7) | Long | ABS-mortgage backed security | US | $286K | – | 0.05 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2012-C4) | Long | ABS-mortgage backed security | US | $286K | – | 0.05 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP7) | Long | ABS-mortgage backed security | US | $281K | – | 0.05 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-NXS5) | Long | ABS-mortgage backed security | US | $279K | – | 0.05 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-UBS4 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $249K | – | 0.05 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C19) | Long | ABS-mortgage backed security | US | $238K | – | 0.04 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C9) | Long | ABS-mortgage backed security | US | $235K | – | 0.04 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2013-LC13 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $231K | – | 0.04 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-UBS3 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $217K | – | 0.04 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF2) | Long | ABS-mortgage backed security | US | $216K | – | 0.04 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CD 2017-CD3 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $199K | – | 0.04 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC25) | Long | ABS-mortgage backed security | US | $179K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11) | Long | ABS-mortgage backed security | US | $160K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12) | Long | ABS-mortgage backed security | US | $133K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10) | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2014-LC16) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C14) | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2006-HQ10) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2012-C9) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| CORP CMO (FREDDIE MAC STACR TRUST 2019-FTR1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.86 |
| CORP CMO (GS MORTGAGE-BACKED SECURITIES TRUST 2024-HE1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.74 |
| CORP CMO (MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM2) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.74 |
| CORP CMO (FREDDIE MAC STACR TRUST 2018-HQA2) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.72 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2020-HQA2) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.67 |
| CORP CMO (BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM2) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.66 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-HQA3) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.64 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2021-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.63 |
| CORP CMO (FREDDIE MAC STACR TRUST 2019-HQA1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.63 |
| CORP CMO (CFMT 2024-HB13 LLC) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.62 |
| CORP CMO (CSMC 2020-RPL2 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.60 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.59 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.58 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-HQA1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.57 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-HQA1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.56 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2020-HQA2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.54 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2020-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.53 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R02) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.52 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R05) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.50 |
| CORP CMO (SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL5) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.45 |
| CORP CMO (A AND D MORTGAGE TRUST 2024-NQM1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.43 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R02) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.42 |
| CORP CMO (VERUS SECURITIZATION TRUST 2023-INV3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.42 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.39 |
| CORP CMO (TOORAK MORTGAGE CORP 2021-1 LTD) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.38 |
| CORP CMO (MELLO WAREHOUSE SECURITIZATION TRUST 2021-3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.37 |
| CORP CMO (A AND D MORTGAGE TRUST 2023-NQM5) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.37 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2006-43CB) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.35 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.33 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.31 |
| CORP CMO (DEUTSCHE ALT-B SECURITIES MORTGAGE LOAN TRUST SERIES 2006-AB4) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.31 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2023-R08) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.29 |
| CORP CMO (BEAR STEARNS MORTGAGE FUNDING TRUST 2006-AR2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.29 |
| CORP CMO (FREDDIE MAC STACR TRUST 2018-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.29 |
| CORP CMO (BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM8) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.27 |
| CORP CMO (JP MORGAN MORTGAGE TRUST 2024-HE2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.25 |
| CORP CMO (A AND D MORTGAGE TRUST 2023-NQM2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.24 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2019-R03) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.23 |
| CORP CMO (CSMC MORTGAGE-BACKED TRUST 2007-1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.23 |
| CORP CMO (MELLO WAREHOUSE SECURITIZATION TRUST 2021-3) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.23 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2015-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.22 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2021-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.22 |
| CORP CMO (IMPERIAL FUND MORTGAGE TRUST 2022-NQM4) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.22 |
| CORP CMO (FREDDIE MAC STACR TRUST 2019-HQA3) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.21 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R09) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.20 |
| CORP CMO (TOWD POINT HE TRUST) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.20 |
| CORP CMO (HOME RE 2022-1 LTD) | Long | ABS-collateralized bond/debt obligation | BM | $1M | – | 0.19 |
| CORP CMO (LHOME MORTGAGE TRUST 2023-RTL4) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.19 |
| CORP CMO (FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.19 |
| CORP CMO (SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL4) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.19 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2020-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $985K | – | 0.18 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2023-R03) | Long | ABS-collateralized bond/debt obligation | US | $962K | – | 0.18 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $959K | – | 0.18 |
| CORP CMO (FREDDIE MAC STACR TRUST 2019-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $919K | – | 0.17 |
| CORP CMO (STATION PLACE SECURITIZATION TRUST SERIES 2024-2) | Long | ABS-collateralized bond/debt obligation | US | $901K | – | 0.17 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2020-HQA1) | Long | ABS-collateralized bond/debt obligation | US | $865K | – | 0.16 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-HQA2) | Long | ABS-collateralized bond/debt obligation | US | $854K | – | 0.16 |
| CORP CMO (FREDDIE MAC STACR TRUST 2019-FTR3) | Long | ABS-collateralized bond/debt obligation | US | $846K | – | 0.16 |
| CORP CMO (AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-1) | Long | ABS-collateralized bond/debt obligation | US | $828K | – | 0.15 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2006-OA19) | Long | ABS-collateralized bond/debt obligation | US | $812K | – | 0.15 |
| CORP CMO (FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-1) | Long | ABS-collateralized bond/debt obligation | US | $726K | – | 0.14 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $679K | – | 0.13 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $652K | – | 0.12 |
| CORP CMO (MFA 2023-NQM3 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $630K | – | 0.12 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R06) | Long | ABS-collateralized bond/debt obligation | US | $594K | – | 0.11 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2017-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $589K | – | 0.11 |
| CORP CMO (CHEVY CHASE FUNDING LLC MORTGAGE-BACKED CERTIFICATES SERIES 2006-4) | Long | ABS-collateralized bond/debt obligation | US | $585K | – | 0.11 |
| CORP CMO (FREDDIE MAC STACR TRUST 2019-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $558K | – | 0.10 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R09) | Long | ABS-collateralized bond/debt obligation | US | $556K | – | 0.10 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R04) | Long | ABS-collateralized bond/debt obligation | US | $543K | – | 0.10 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2005-38) | Long | ABS-collateralized bond/debt obligation | US | $520K | – | 0.10 |
| CORP CMO (MELLO WAREHOUSE SECURITIZATION TRUST 2021-3) | Long | ABS-collateralized bond/debt obligation | US | $424K | – | 0.08 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $392K | – | 0.07 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2020-HQA4) | Long | ABS-collateralized bond/debt obligation | US | $388K | – | 0.07 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2015-HQA1) | Long | ABS-collateralized bond/debt obligation | US | $385K | – | 0.07 |
| CORP CMO (FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2017-3) | Long | ABS-collateralized bond/debt obligation | US | $381K | – | 0.07 |
| CORP CMO (ARROYO MORTGAGE TRUST 2020-1) | Long | ABS-collateralized bond/debt obligation | US | $366K | – | 0.07 |
| CORP CMO (CSMC 2020-SPT1 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $354K | – | 0.07 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2015-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $322K | – | 0.06 |
| CORP CMO (LHOME MORTGAGE TRUST 2021-RTL3) | Long | ABS-collateralized bond/debt obligation | US | $314K | – | 0.06 |
| CORP CMO (MORGAN STANLEY RE-REMIC TRUST 2010-R4) | Long | ABS-collateralized bond/debt obligation | US | $300K | – | 0.06 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2016-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $272K | – | 0.05 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2015-HQA2) | Long | ABS-collateralized bond/debt obligation | US | $271K | – | 0.05 |
| CORP CMO (FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-2) | Long | ABS-collateralized bond/debt obligation | US | $229K | – | 0.04 |
| CORP CMO (BEAR STEARNS ALT-A TRUST 2005-8) | Long | ABS-collateralized bond/debt obligation | US | $219K | – | 0.04 |
| CORP CMO (OAKTOWN RE III LTD) | Long | ABS-collateralized bond/debt obligation | BM | $191K | – | 0.04 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2006-OA10) | Long | ABS-collateralized bond/debt obligation | US | $175K | – | 0.03 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2006-OA10) | Long | ABS-collateralized bond/debt obligation | US | $168K | – | 0.03 |
| CORP CMO (GSR MORTGAGE LOAN TRUST 2007-OA1) | Long | ABS-collateralized bond/debt obligation | US | $164K | – | 0.03 |
| CORP CMO (OAKTOWN RE III LTD) | Long | ABS-collateralized bond/debt obligation | BM | $159K | – | 0.03 |
| CORP CMO (STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2006-AR7) | Long | ABS-collateralized bond/debt obligation | US | $127K | – | 0.02 |
| CORP CMO (BEAR STEARNS ALT-A TRUST 2005-10) | Long | ABS-collateralized bond/debt obligation | US | $79K | – | 0.01 |
| CORP CMO (WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR13 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $34K | – | 0.01 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $30K | – | 0.01 |
| CORP CMO (CHL MORTGAGE PASS-THROUGH TRUST 2006-OA5) | Long | ABS-collateralized bond/debt obligation | US | $24K | – | 0.00 |
| CORP CMO (STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR1) | Long | ABS-collateralized bond/debt obligation | US | $21K | – | 0.00 |
| CORP CMO (INDYMAC INDX MORTGAGE LOAN TRUST 2006-AR11) | Long | ABS-collateralized bond/debt obligation | US | $19K | – | 0.00 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $4M | – | 0.80 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $3M | – | 0.54 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $3M | – | 0.51 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $2M | – | 0.43 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $2M | – | 0.39 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $2M | – | 0.35 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $741K | – | 0.14 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $605K | – | 0.11 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $598K | – | 0.11 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $519K | – | 0.10 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $190K | – | 0.04 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $146K | – | 0.03 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $77K | – | 0.01 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $3M | – | 0.52 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $2M | – | 0.42 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $2M | – | 0.40 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $2M | – | 0.32 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $2M | – | 0.29 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $2M | – | 0.28 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $1M | – | 0.28 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $902K | – | 0.17 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $869K | – | 0.16 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $828K | – | 0.15 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $745K | – | 0.14 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $568K | – | 0.11 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $566K | – | 0.11 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $562K | – | 0.10 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $546K | – | 0.10 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $396K | – | 0.07 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $275K | – | 0.05 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $83K | – | 0.02 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $255M | – | 47.48 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $102M | – | 19.02 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $33M | – | 6.05 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $26M | – | 4.84 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $19M | – | 3.48 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $10M | – | 1.79 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $5M | – | 1.01 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $5M | – | 0.90 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.63 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $936K | – | 0.17 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $876K | – | 0.16 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $4M | – | 0.66 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $3M | – | 0.63 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $3M | – | 0.58 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $3M | – | 0.58 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $3M | – | 0.52 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $3M | – | 0.51 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $3M | – | 0.48 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $3M | – | 0.48 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.46 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.46 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.44 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.43 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.43 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.43 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.41 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.41 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.39 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.39 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.38 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.38 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.38 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.37 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.37 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.36 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.36 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.35 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.35 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.34 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.33 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.33 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.32 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.32 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.30 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.30 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.29 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.29 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.29 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.28 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.28 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.28 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.28 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.28 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.26 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.26 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.25 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $985K | – | 0.18 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $978K | – | 0.18 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $953K | – | 0.18 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $944K | – | 0.18 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $885K | – | 0.16 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $859K | – | 0.16 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $847K | – | 0.16 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $836K | – | 0.16 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $834K | – | 0.16 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $816K | – | 0.15 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $789K | – | 0.15 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $783K | – | 0.15 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $750K | – | 0.14 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $722K | – | 0.13 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $717K | – | 0.13 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $669K | – | 0.12 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $667K | – | 0.12 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $631K | – | 0.12 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $615K | – | 0.11 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $586K | – | 0.11 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $546K | – | 0.10 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $462K | – | 0.09 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $452K | – | 0.08 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $427K | – | 0.08 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $389K | – | 0.07 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $372K | – | 0.07 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $360K | – | 0.07 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $332K | – | 0.06 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $329K | – | 0.06 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $312K | – | 0.06 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $297K | – | 0.06 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $293K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $288K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $287K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $275K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $256K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $256K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $248K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $246K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $238K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $228K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $224K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $218K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $208K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $177K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $149K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $142K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $134K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $127K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $120K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $119K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $117K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $100K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $95K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $92K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $82K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $82K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $63K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $13M | – | 2.40 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $8M | – | 1.41 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $6M | – | 1.02 |
| GNMA TBA (GINNIE MAE I POOL) | Short | ABS-mortgage backed security | US | $892K | – | 0.17 |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $389M | – | 72.32 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $149M | – | 27.65 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $47M | – | 8.76 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $8M | – | 1.44 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $1M | – | 0.28 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $999K | – | 0.19 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $161K | – | 0.03 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $81K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $6K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $2M | – | 0.30 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $946K | – | 0.18 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $628K | – | 0.12 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $490K | – | 0.09 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $439K | – | 0.08 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $422K | – | 0.08 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $379K | – | 0.07 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $334K | – | 0.06 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $330K | – | 0.06 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $275K | – | 0.05 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $254K | – | 0.05 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $248K | – | 0.05 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $206K | – | 0.04 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $200K | – | 0.04 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $200K | – | 0.04 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $194K | – | 0.04 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $184K | – | 0.03 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $178K | – | 0.03 | |
| Mortgage Backed Swap Basket Index (CREDIT SUISSE INTERNATIONAL) | Derivative-credit | US | $169K | – | 0.03 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $167K | – | 0.03 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $121K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $115K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $113K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (CREDIT SUISSE INTERNATIONAL) | Derivative-credit | US | $89K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (CREDIT SUISSE INTERNATIONAL) | Derivative-credit | US | $78K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $67K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $54K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $53K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $38K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $31K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $29K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $26K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $19K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $17K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $17K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $12K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $8K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $7K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $7K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $7K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CREDIT SUISSE INTERNATIONAL) | Derivative-credit | US | $2K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (BARCLAYS BANK PLC) | Derivative-credit | US | $485.97 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $423 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CREDIT SUISSE INTERNATIONAL) | Derivative-credit | US | $146.74 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $146.74 | – | 0.00 | |
| SHORT TERM INV FUND (PUTNAM SHORT TERM INVESTMENT FUND) | Long | Short-term investment vehicle | US | $94M | 94M | 17.51 |
| SHORT TERM INV FUND (State Street Institutional U.S. Government Money Market Fund, Premier Class) | Long | Short-term investment vehicle | US | $2M | 2M | 0.31 |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $1M | – | 0.26 | |
| SWAPTION (MIZUHO CAPITAL MARKETS LLC) | Derivative-interest rate | US | $-63K | – | -0.01 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $-68K | – | -0.01 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $-98K | – | -0.02 | |
| SWAPTION (MIZUHO CAPITAL MARKETS LLC) | Derivative-interest rate | US | $-139K | – | -0.03 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $-2M | – | -0.34 | |
| U.S. T BILLS (UNITED STATES OF AMERICA) | Long | Debt | US | $7M | – | 1.38 |
| U.S. T BILLS (UNITED STATES OF AMERICA) | Long | Debt | US | $4M | – | 0.69 |
Address
Putnam Funds Trust
100 FEDERAL STREET
BOSTON
Massachusetts
02110
United States of America
Websites
Directors
McGreevy Gregory G
Williams Murphy Jennifer
Pillai Marie
Sutphen Mona K
Trust Jane E
Ahamed Liaquat
Baumann Barbara M
Domotorffy Katinka
Hill Catharine Bond
Leibler Kenneth R
Putnam, III George
Reynolds Robert L
Singh Manoj P
Transfer Agents
Putnam Investor Services, Inc.
Pricing Services
ICE Data Services (Corp)
Reuters
Reuters (equities)
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
Putnam Investor Services, Inc.
Admins
N/A
Brokers
GSCO - GOLDMAN SACHS & CO LLC
MLCO - BofA Securities, Inc.
UBSW - UBS SECURITIES L.L.C.
JPMS - J.P. MORGAN SECURITIES, LLC.
BCAP - BARCLAYS CAPITAL, INC.
CGML - CITIGROUP GLOBAL MARKETS INC
RAJA - RAYMOND JAMES & ASSOCIATES, INC.
MSUS - MACQUARIE CAPITAL (USA) INC
PIJF - PIPER SANDLER (formerly PIPER JAFFRAY & CO))
MSCO - MORGAN STANLEY & CO. LLC