Putnam Mortgage Opportunities Fund

Fund Profile

Fund profile

Fund manager

Putnam Funds Trust

Total assets

$822.69 mm

Liabilities

$315.31 mm

Net assets

$507.38 mm

Number of holdings

470.00

Top 200 of 470 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
GOVERNMENT FUTURES	565.56 mm	2.74 k contracts	111.47	Interest rate derivative	N/A	USA
FNMA TBA	166.82 mm	167.00 mm principal	32.88	ABS-mortgage backed security	Long	USA
GOVERNMENT FUTURES	147.51 mm	1.29 k contracts	29.07	Interest rate derivative	N/A	USA
GNMA TBA	66.04 mm	67.00 mm principal	13.02	ABS-mortgage backed security	Long	USA
SHORT TERM INV FUND	40.67 mm	40.67 mm shares	8.02	Short-term investment vehicle	Long	USA
FNMA TBA	24.97 mm	26.00 mm principal	4.92	ABS-mortgage backed security	Long	USA
FNMA TBA	13.39 mm	16.00 mm principal	2.64	ABS-mortgage backed security	Long	USA
GNMA TBA	13.01 mm	13.00 mm principal	2.56	ABS-mortgage backed security	Long	USA
U.S. T BILLS	9.95 mm	10.00 mm principal	1.96	Debt	Long	USA
U.S. T BILLS	9.25 mm	9.30 mm principal	1.82	Debt	Long	USA
GNMA TBA	7.72 mm	8.00 mm principal	1.52	ABS-mortgage backed security	Long	USA
FNMA TBA	5.61 mm	6.00 mm principal	1.11	ABS-mortgage backed security	Short	USA
Interest Rate Swap	4.87 mm	193.56 mm contracts	0.96	Interest rate derivative	N/A	USA
GNMA TBA	4.70 mm	5.00 mm principal	0.93	ABS-mortgage backed security	Long	USA
CORP CMO	4.68 mm	3.90 mm principal	0.92	ABS-collateralized bond/debt obligation	Long	USA
FNMA CMO IO	4.65 mm	63.97 mm principal	0.92	ABS-mortgage backed security	Long	USA
Interest Rate Swap	4.44 mm	105.23 mm contracts	0.88	Interest rate derivative	N/A	USA
CORP CMO	4.42 mm	4.39 mm principal	0.87	ABS-collateralized bond/debt obligation	Long	USA
CORP CMO	4.14 mm	4.14 mm principal	0.82	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	4.08 mm	58.95 mm principal	0.81	ABS-mortgage backed security	Long	USA
FNMA CMO IO	4.02 mm	4.04 mm principal	0.79	ABS-mortgage backed security	Long	USA
ASSET BACKED SECURITY	3.99 mm	3.98 mm principal	0.79	ABS-mortgage backed security	Long	USA
CORP CMO	3.87 mm	3.83 mm principal	0.76	ABS-collateralized bond/debt obligation	Long	USA
CORP CMO	3.86 mm	3.03 mm principal	0.76	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	3.80 mm	17.92 mm principal	0.75	ABS-mortgage backed security	Long	USA
CORP CMO	3.62 mm	3.58 mm principal	0.71	ABS-collateralized bond/debt obligation	Long	USA
CORP CMO	3.61 mm	3.00 mm principal	0.71	ABS-collateralized bond/debt obligation	Long	USA
CORP CMO	3.50 mm	3.75 mm principal	0.69	ABS-collateralized bond/debt obligation	Long	USA
CORP CMO	3.49 mm	3.48 mm principal	0.69	ABS-collateralized bond/debt obligation	Long	USA
FNMA TBA	3.49 mm	4.00 mm principal	0.69	ABS-mortgage backed security	Long	USA
CORP CMO	3.47 mm	2.88 mm principal	0.68	ABS-collateralized bond/debt obligation	Long	USA
CORP CMO	3.44 mm	3.16 mm principal	0.68	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	3.42 mm	18.20 mm principal	0.67	ABS-mortgage backed security	Long	USA
CORP CMO	3.30 mm	2.64 mm principal	0.65	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	3.23 mm	58.83 mm principal	0.64	ABS-mortgage backed security	Long	USA
CORP CMO	3.13 mm	3.10 mm principal	0.62	ABS-collateralized bond/debt obligation	Long	USA
CORP CMO	3.00 mm	2.60 mm principal	0.59	ABS-collateralized bond/debt obligation	Long	USA
CORP CMO	3.00 mm	2.98 mm principal	0.59	ABS-collateralized bond/debt obligation	Long	USA
CORP CMO	2.98 mm	2.76 mm principal	0.59	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	2.96 mm	34.40 mm principal	0.58	ABS-mortgage backed security	Long	USA
GNMA CMO IO	2.95 mm	19.01 mm principal	0.58	ABS-mortgage backed security	Long	USA
GNMA CMO IO	2.92 mm	43.59 mm principal	0.57	ABS-mortgage backed security	Long	USA
GNMA CMO IO	2.86 mm	51.14 mm principal	0.56	ABS-mortgage backed security	Long	USA
CORP CMO	2.86 mm	2.80 mm principal	0.56	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	2.82 mm	51.85 mm principal	0.56	ABS-mortgage backed security	Long	USA
CORP CMO	2.80 mm	2.73 mm principal	0.55	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	2.80 mm	16.39 mm principal	0.55	ABS-mortgage backed security	Long	USA
CORP CMO	2.70 mm	2.54 mm principal	0.53	ABS-collateralized bond/debt obligation	Long	USA
FHLMC CMO IO	2.62 mm	11.24 mm principal	0.52	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	2.60 mm	2.83 mm principal	0.51	ABS-mortgage backed security	Long	USA
GNMA CMO IO	2.57 mm	47.03 mm principal	0.51	ABS-mortgage backed security	Long	USA
ASSET BACKED SECURITY	2.50 mm	2.89 mm principal	0.49	ABS-mortgage backed security	Long	USA
CORP CMO	2.50 mm	2.50 mm principal	0.49	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	2.45 mm	15.37 mm principal	0.48	ABS-mortgage backed security	Long	USA
FNMA CMO IO	2.40 mm	8.98 mm principal	0.47	ABS-mortgage backed security	Long	USA
GNMA CMO IO	2.39 mm	40.50 mm principal	0.47	ABS-mortgage backed security	Long	USA
GNMA CMO IO	2.37 mm	13.33 mm principal	0.47	ABS-mortgage backed security	Long	USA
GNMA CMO IO	2.32 mm	15.85 mm principal	0.46	ABS-mortgage backed security	Long	USA
GNMA CMO IO	2.31 mm	18.13 mm principal	0.46	ABS-mortgage backed security	Long	USA
SHORT TERM INV FUND	2.30 mm	2.30 mm shares	0.45	Short-term investment vehicle	Long	USA
GNMA CMO IO	2.29 mm	32.19 mm principal	0.45	ABS-mortgage backed security	Long	USA
FHLMC CMO IO	2.29 mm	13.58 mm principal	0.45	ABS-mortgage backed security	Long	USA
GNMA CMO IO	2.27 mm	15.65 mm principal	0.45	ABS-mortgage backed security	Long	USA
CORP CMO	2.26 mm	2.15 mm principal	0.45	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	2.26 mm	34.54 mm principal	0.44	ABS-mortgage backed security	Long	USA
Interest Rate Swap	2.21 mm	654.55 mm contracts	0.44	Interest rate derivative	N/A	USA
GNMA CMO IO	2.21 mm	57.83 mm principal	0.44	ABS-mortgage backed security	Long	USA
GNMA CMO IO	2.18 mm	35.65 mm principal	0.43	ABS-mortgage backed security	Long	USA
FNMA CMO IO	2.12 mm	13.72 mm principal	0.42	ABS-mortgage backed security	Long	USA
GNMA CMO IO	2.11 mm	10.58 mm principal	0.42	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	2.11 mm	2.06 mm principal	0.42	ABS-mortgage backed security	Long	USA
GNMA CMO IO	2.09 mm	44.65 mm principal	0.41	ABS-mortgage backed security	Long	USA
CORP CMO	2.08 mm	2.07 mm principal	0.41	ABS-collateralized bond/debt obligation	Long	USA
CORP CMO	2.07 mm	2.06 mm principal	0.41	ABS-collateralized bond/debt obligation	Long	USA
CORP CMO	2.07 mm	1.98 mm principal	0.41	ABS-collateralized bond/debt obligation	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	2.06 mm	2.22 mm principal	0.41	ABS-mortgage backed security	Long	USA
GNMA CMO IO	2.02 mm	15.22 mm principal	0.40	ABS-mortgage backed security	Long	USA
CORP CMO	2.02 mm	1.99 mm principal	0.40	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	2.02 mm	13.95 mm principal	0.40	ABS-mortgage backed security	Long	USA
CORP CMO	2.00 mm	2.00 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	USA
ASSET BACKED SECURITY	1.93 mm	8.35 mm principal	0.38	ABS-mortgage backed security	Long	USA
GNMA CMO IO	1.91 mm	13.55 mm principal	0.38	ABS-mortgage backed security	Long	USA
GNMA CMO IO	1.89 mm	30.95 mm principal	0.37	ABS-mortgage backed security	Long	USA
GNMA CMO IO	1.88 mm	31.25 mm principal	0.37	ABS-mortgage backed security	Long	USA
CORP CMO	1.87 mm	3.46 mm principal	0.37	ABS-collateralized bond/debt obligation	Long	USA
CORP CMO	1.86 mm	1.86 mm principal	0.37	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	1.83 mm	51.52 mm principal	0.36	ABS-mortgage backed security	Long	USA
GNMA CMO IO	1.83 mm	28.46 mm principal	0.36	ABS-mortgage backed security	Long	USA
CORP CMO	1.81 mm	1.81 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	1.77 mm	1.95 mm principal	0.35	ABS-mortgage backed security	Long	USA
GNMA CMO IO	1.76 mm	17.18 mm principal	0.35	ABS-mortgage backed security	Long	USA
GNMA CMO IO	1.75 mm	60.10 mm principal	0.35	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	1.75 mm	2.00 mm principal	0.34	ABS-mortgage backed security	Long	USA
GNMA CMO IO	1.74 mm	22.95 mm principal	0.34	ABS-mortgage backed security	Long	USA
GNMA CMO IO	1.73 mm	15.70 mm principal	0.34	ABS-mortgage backed security	Long	USA
GNMA CMO IO	1.73 mm	28.66 mm principal	0.34	ABS-mortgage backed security	Long	USA
FNMA CMO IO	1.72 mm	10.29 mm principal	0.34	ABS-mortgage backed security	Long	USA
CORP CMO	1.72 mm	1.55 mm principal	0.34	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	1.71 mm	21.22 mm principal	0.34	ABS-mortgage backed security	Long	USA
CORP CMO	1.69 mm	1.96 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	USA
ASSET BACKED SECURITY	1.68 mm	1.80 mm principal	0.33	ABS-mortgage backed security	Long	USA
GNMA CMO IO	1.68 mm	7.94 mm principal	0.33	ABS-mortgage backed security	Long	USA
COMMERCIAL MORT BACKED SEC IO	1.67 mm	25.15 mm principal	0.33	ABS-mortgage backed security	Long	USA
CORP CMO	1.65 mm	1.47 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	USA
CORP CMO	1.62 mm	1.80 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	1.61 mm	32.25 mm principal	0.32	ABS-mortgage backed security	Long	USA
Mortgage Backed Swap Basket Index	1.60 mm	4.73 mm contracts	0.32	Credit derivative	N/A	USA
COMMERCIAL MORT BACKED SEC IO	1.60 mm	23.56 mm principal	0.32	ABS-mortgage backed security	Long	USA
CORP CMO	1.57 mm	1.50 mm principal	0.31	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	1.57 mm	35.96 mm principal	0.31	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	1.56 mm	1.65 mm principal	0.31	ABS-mortgage backed security	Long	USA
FNMA CMO IO	1.56 mm	6.91 mm principal	0.31	ABS-mortgage backed security	Long	USA
CORP CMO	1.55 mm	1.32 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	1.54 mm	24.61 mm principal	0.30	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	1.54 mm	2.15 mm principal	0.30	ABS-mortgage backed security	Long	USA
FNMA CMO IO	1.53 mm	5.96 mm principal	0.30	ABS-mortgage backed security	Long	USA
FNMA CMO IO	1.52 mm	1.51 mm principal	0.30	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	1.51 mm	1.56 mm principal	0.30	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	1.51 mm	1.62 mm principal	0.30	ABS-mortgage backed security	Long	USA
FNMA CMO IO	1.50 mm	8.08 mm principal	0.30	ABS-mortgage backed security	Long	USA
GNMA CMO IO	1.49 mm	8.67 mm principal	0.29	ABS-mortgage backed security	Long	USA
CORP CMO	1.46 mm	1.47 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	1.46 mm	1.59 mm principal	0.29	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	1.43 mm	1.50 mm principal	0.28	ABS-mortgage backed security	Long	USA
GNMA CMO IO	1.43 mm	8.24 mm principal	0.28	ABS-mortgage backed security	Long	USA
GNMA CMO IO	1.41 mm	24.47 mm principal	0.28	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	1.41 mm	1.50 mm principal	0.28	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	1.40 mm	1.66 mm principal	0.28	ABS-mortgage backed security	Long	USA
GNMA CMO IO	1.39 mm	7.07 mm principal	0.27	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	1.38 mm	1.35 mm principal	0.27	ABS-mortgage backed security	Long	USA
GNMA CMO IO	1.38 mm	12.28 mm principal	0.27	ABS-mortgage backed security	Long	USA
GNMA CMO IO	1.37 mm	30.14 mm principal	0.27	ABS-mortgage backed security	Long	USA
GNMA CMO IO	1.36 mm	9.58 mm principal	0.27	ABS-mortgage backed security	Long	USA
GNMA CMO IO	1.35 mm	20.44 mm principal	0.27	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	1.35 mm	1.45 mm principal	0.27	ABS-mortgage backed security	Long	USA
CORP CMO	1.33 mm	5.54 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	USA
Interest Rate Swap	1.32 mm	19.76 mm contracts	0.26	Interest rate derivative	N/A	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	1.30 mm	1.50 mm principal	0.26	ABS-mortgage backed security	Long	USA
GNMA CMO IO	1.30 mm	25.02 mm principal	0.26	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	1.30 mm	1.51 mm principal	0.26	ABS-mortgage backed security	Long	USA
GNMA CMO IO	1.29 mm	11.86 mm principal	0.25	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	1.28 mm	1.52 mm principal	0.25	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	1.26 mm	2.06 mm principal	0.25	ABS-mortgage backed security	Long	USA
GNMA CMO IO	1.26 mm	19.70 mm principal	0.25	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	1.26 mm	1.36 mm principal	0.25	ABS-mortgage backed security	Long	USA
GNMA CMO IO	1.25 mm	19.65 mm principal	0.25	ABS-mortgage backed security	Long	USA
GNMA CMO IO	1.25 mm	21.94 mm principal	0.25	ABS-mortgage backed security	Long	USA
CORP CMO	1.24 mm	1.24 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	1.23 mm	6.17 mm principal	0.24	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	1.22 mm	2.21 mm principal	0.24	ABS-mortgage backed security	Long	USA
GNMA CMO IO	1.21 mm	12.62 mm principal	0.24	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	1.21 mm	1.48 mm principal	0.24	ABS-mortgage backed security	Long	USA
CORP CMO	1.20 mm	1.10 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	1.18 mm	2.19 mm principal	0.23	ABS-mortgage backed security	Long	USA
GNMA CMO IO	1.18 mm	9.00 mm principal	0.23	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	1.17 mm	1.24 mm principal	0.23	ABS-mortgage backed security	Long	USA
GNMA CMO IO	1.16 mm	5.05 mm principal	0.23	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	1.15 mm	1.23 mm principal	0.23	ABS-mortgage backed security	Long	USA
CORP CMO	1.14 mm	1.14 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	1.14 mm	21.53 mm principal	0.22	ABS-mortgage backed security	Long	USA
ASSET BACKED SECURITY	1.14 mm	1.14 mm principal	0.22	ABS-mortgage backed security	Long	USA
CORP CMO	1.14 mm	1.00 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
CORP CMO	1.13 mm	1.06 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	1.13 mm	20.91 mm principal	0.22	ABS-mortgage backed security	Long	USA
CORP CMO	1.12 mm	1.13 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	1.12 mm	1.56 mm principal	0.22	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	1.10 mm	1.32 mm principal	0.22	ABS-mortgage backed security	Long	USA
CORP CMO	1.09 mm	1.00 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	1.08 mm	16.10 mm principal	0.21	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	1.08 mm	1.30 mm principal	0.21	ABS-mortgage backed security	Long	USA
CORP CMO	1.08 mm	1.08 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	USA
CORP CMO	1.06 mm	1.05 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	USA
CORP CMO	1.06 mm	1.12 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	1.05 mm	1.28 mm principal	0.21	ABS-mortgage backed security	Long	USA
CORP CMO	1.03 mm	1.02 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	1.03 mm	24.69 mm principal	0.20	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	1.03 mm	1.14 mm principal	0.20	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	1.02 mm	2.09 mm principal	0.20	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	1.01 mm	1.03 mm principal	0.20	ABS-mortgage backed security	Long	USA
COMMERCIAL MORT BACKED SEC IO	1.01 mm	17.95 mm principal	0.20	ABS-mortgage backed security	Long	USA
CORP CMO	1.01 mm	900.00 k principal	0.20	ABS-collateralized bond/debt obligation	Long	Bermuda
FNMA CMO IO	1.00 mm	5.77 mm principal	0.20	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	998.22 k	1.25 mm principal	0.20	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	997.39 k	1.00 mm principal	0.20	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	994.34 k	1.36 mm principal	0.20	ABS-mortgage backed security	Long	USA
CORP CMO	989.22 k	750.00 k principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
FNMA CMO IO	985.73 k	8.98 mm principal	0.19	ABS-mortgage backed security	Long	USA
COMMERCIAL MORT BACKED SEC IO	984.76 k	38.68 mm principal	0.19	ABS-mortgage backed security	Long	USA
COMMERCIAL MORT BACKED SEC IO	979.55 k	17.41 mm principal	0.19	ABS-mortgage backed security	Long	USA
GNMA CMO IO	979.18 k	21.12 mm principal	0.19	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	976.34 k	989.00 k principal	0.19	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	973.84 k	1.04 mm principal	0.19	ABS-mortgage backed security	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	968.48 k	3.04 mm principal	0.19	ABS-mortgage backed security	Long	USA
GNMA CMO IO	964.04 k	4.94 mm principal	0.19	ABS-mortgage backed security	Long	USA
GNMA CMO IO	961.50 k	6.82 mm principal	0.19	ABS-mortgage backed security	Long	USA
CORP CMO	958.75 k	949.74 k principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
GNMA CMO IO	956.70 k	7.26 mm principal	0.19	ABS-mortgage backed security	Long	USA
CORP CMO	955.99 k	850.00 k principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
COMMERCIAL MORTGAGE BACKED SECURITIES	952.52 k	1.50 mm principal	0.19	ABS-mortgage backed security	Long	USA
CORP CMO	951.40 k	945.84 k principal	0.19	ABS-collateralized bond/debt obligation	Long	USA