0001752724-24-115952.txt : 20240523
0001752724-24-115952.hdr.sgml : 20240523
20240523154208
ACCESSION NUMBER: 0001752724-24-115952
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240331
FILED AS OF DATE: 20240523
DATE AS OF CHANGE: 20240523
PERIOD START: 20240331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Voya FUNDS TRUST
CENTRAL INDEX KEY: 0001066602
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08895
FILM NUMBER: 24977870
BUSINESS ADDRESS:
STREET 1: 7337 E. DOUBLETREE RANCH ROAD, STE 100
CITY: SCOTTSDALE
STATE: AZ
ZIP: 85258
BUSINESS PHONE: 800-992-0180
MAIL ADDRESS:
STREET 1: 7337 E. DOUBLETREE RANCH ROAD, STE 100
CITY: SCOTTSDALE
STATE: AZ
ZIP: 85258
FORMER COMPANY:
FORMER CONFORMED NAME: ING FUNDS TRUST
DATE OF NAME CHANGE: 20020205
FORMER COMPANY:
FORMER CONFORMED NAME: PILGRIM FUNDS TRUST
DATE OF NAME CHANGE: 20010312
FORMER COMPANY:
FORMER CONFORMED NAME: ING FUNDS TRUST
DATE OF NAME CHANGE: 19980721
0001066602
S000008394
Voya GNMA Income Fund
C000023002
Class A
LEXNX
C000023004
Class C
LEGNX
C000023005
Class I
LEINX
C000057275
Class W
IGMWX
C000122009
Class R6
VGMBX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001066602
XXXXXXXX
S000008394
C000023002
C000057275
C000023005
C000122009
C000023004
Voya Funds Trust
811-08895
0001066602
5493002OZLWDCTJEFB81
7337 East Doubletree Ranch Road
Suite 100
Scottsdale
85258
1-800-992-0180
VOYA GNMA INCOME FUND
S000008394
8HD244MD4VNYFVS1BV63
2024-03-31
2024-03-31
N
1762088265.09
499042309.41
1263045955.68
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1013893.73000000
455961291.82000000
0.00000000
4725234.81000000
USD
N
BBG Fixed-Rate GNMA MBS Index
LGNMTRUU
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291G7K6
34660.60000000
PA
USD
35539.08000000
0.002813759850
Long
ABS-MBS
USGA
US
N
2
2034-03-20
Fixed
5.58000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413DWP8
58651.25000000
PA
USD
59756.94000000
0.004731177019
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
5.74000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377RQA6
788736.36000000
PA
USD
750752.87000000
0.059439869675
Long
ABS-MBS
USGA
US
N
2
2040-12-16
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622AAFU3
5226642.90000000
PA
USD
4805388.34000000
0.380460292706
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291G5N2
42434.52000000
PA
USD
43510.04000000
0.003444850110
Long
ABS-MBS
USGA
US
N
2
2034-02-20
Fixed
5.58000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36181CPF9
316449.52000000
PA
USD
304792.92000000
0.024131578002
Long
ABS-MBS
USGA
US
N
2
2034-07-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380XUH8
1000000.00000000
PA
USD
825290.10000000
0.065341256688
Long
ABS-MBS
USGA
US
N
2
2048-07-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406YYD6
310378.46000000
PA
USD
307755.13000000
0.024366107077
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WLN6
12671621.07000000
PA
USD
10388561.42000000
0.822500667792
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377QTH0
4909408.71000000
PA
USD
4687432.25000000
0.371121274639
Long
ABS-MBS
USGA
US
N
2
2041-02-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202SRW0
38982.97000000
PA
USD
38107.45000000
0.003017107162
Long
ABS-MBS
USGA
US
N
2
2033-04-20
Fixed
4.92000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ANQW0
1383326.45000000
PA
USD
1037986.33000000
0.082181200559
Long
ABS-MBS
USGSE
US
N
2
2045-05-25
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617AFU84
1259673.77000000
PA
USD
1178932.31000000
0.093340412888
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AJH98
3873222.33000000
PA
USD
327516.58000000
0.025930693853
Long
ABS-MBS
USGSE
US
N
2
2041-11-15
Floating
0.56688000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377RG41
6774254.88000000
PA
USD
546865.27000000
0.043297337483
Long
ABS-MBS
USGA
US
N
2
2040-12-20
Floating
0.55677000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36181CJW9
274971.74000000
PA
USD
264973.56000000
0.020978932619
Long
ABS-MBS
USGA
US
N
2
2034-05-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XX50
28839537.57000000
PA
USD
28360365.19000000
2.245394560859
Long
ABS-MBS
USGA
US
N
2
2053-04-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ACB75
433032.35000000
PA
USD
31253.29000000
0.002474438072
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36211FCU7
20178.91000000
PA
USD
20045.71000000
0.001587092687
Long
ABS-MBS
USGA
US
N
2
2029-06-20
Fixed
5.35000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WPRL3
654511.74000000
PA
USD
597773.44000000
0.047327924792
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36177WRX0
27784.53000000
PA
USD
25536.72000000
0.002021836171
Long
ABS-MBS
USGA
US
N
2
2042-06-15
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413SKN3
242792.34000000
PA
USD
240097.89000000
0.019009434211
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
5.29000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379WM25
4133944.39000000
PA
USD
3612858.63000000
0.286043323582
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290T5F2
85313.62000000
PA
USD
88827.24000000
0.007032779733
Long
ABS-MBS
USGA
US
N
2
2037-03-15
Fixed
6.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTZS9
19348533.92500000
PA
USD
1509690.64000000
0.119527768028
Long
ABS-MBS
USGSE
US
N
2
2030-04-25
Variable
1.69525100
N
N
N
N
N
N
FHLMC Structured Pass Through
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Pass-Through Certificates
31392UZ80
870347.60000000
PA
USD
798741.23000000
0.063239284873
Long
ABS-MBS
USGSE
US
N
2
2033-07-25
Variable
4.09777000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36183MEU4
1199066.60000000
PA
USD
1134171.94000000
0.089796569546
Long
ABS-MBS
USGA
US
N
2
2044-12-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BZQ8
205454.35000000
PA
USD
205314.68000000
0.016255519371
Long
ABS-MBS
USGA
US
N
2
2062-10-20
Floating
5.95943000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36295Q3G3
89004.13000000
PA
USD
92156.24000000
0.007296348924
Long
ABS-MBS
USGA
US
N
2
2037-09-20
Fixed
5.29000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EWU9
1383.11000000
PA
USD
1365.50000000
0.000108111664
Long
ABS-MBS
USGA
US
N
2
2038-10-20
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31286DNN7
80532.84000000
PA
USD
82415.61000000
0.006525147373
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F060642
4400000.00000000
PA
USD
4440744.88000000
0.351590127028
Long
ABS-MBS
USGSE
US
N
2
2054-04-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WLP1
3915441.98000000
PA
USD
3339159.83000000
0.264373581577
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31396URW2
2259169.81170000
PA
USD
41438.37000000
0.003280828366
Long
ABS-MBS
USGSE
US
N
2
2036-07-15
Floating
0.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374TXJ8
770299.66000000
PA
USD
759738.77000000
0.060151316472
Long
ABS-MBS
USGA
US
N
2
2039-05-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36181PCL1
79833.48000000
PA
USD
78468.83000000
0.006212666265
Long
ABS-MBS
USGA
US
N
2
2064-09-20
Variable
4.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413AK36
39593.87000000
PA
USD
40162.53000000
0.003179815415
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
5.28000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31395TX74
98135.61000000
PA
USD
78169.21000000
0.006188944246
Long
ABS-MBS
USGSE
US
N
2
2035-05-15
None
0.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622A26J6
3744879.92000000
PA
USD
3505710.69000000
0.277560026556
Long
ABS-MBS
USGA
US
N
2
2047-03-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ATEW0
2438014.30000000
PA
USD
2068731.69000000
0.163789106856
Long
ABS-MBS
USGSE
US
N
2
2043-10-25
Floating
0.48513000
N
N
N
N
N
N
FannieMae Whole Loan
N/A
Fannie Mae REMIC Trust 2002-W12
31392GSP1
5276.81000000
PA
USD
4939.89000000
0.000391109284
Long
ABS-MBS
USGSE
US
N
2
2033-02-25
Variable
5.06600000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RBW8
23878671.50000000
PA
USD
21482927.73000000
1.700882508145
Long
ABS-MBS
USGA
US
N
2
2045-04-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377RF91
150864.52000000
PA
USD
2090.23000000
0.000165491207
Long
ABS-MBS
USGA
US
N
2
2039-04-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380LCU5
164405.72000000
PA
USD
164043.25000000
0.012987908259
Long
ABS-MBS
USGA
US
N
2
2068-02-20
Floating
5.79443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36290XUX6
37381.51000000
PA
USD
37917.21000000
0.003002045161
Long
ABS-MBS
USGA
US
N
2
2033-09-20
Fixed
5.49000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36290XUR9
140457.18000000
PA
USD
144043.24000000
0.011404433809
Long
ABS-MBS
USGA
US
N
2
2033-09-20
Fixed
5.59000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379XFV7
62337.81000000
PA
USD
337.78000000
0.000026743286
Long
ABS-MBS
USGA
US
N
2
2040-12-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BLE0
231434.00000000
PA
USD
231239.87000000
0.018308112144
Long
ABS-MBS
USGA
US
N
2
2061-03-20
Floating
5.94443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210SDX3
59181.93000000
PA
USD
59033.03000000
0.004673862398
Long
ABS-MBS
USGA
US
N
2
2029-05-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398G7D5
5321055.76000000
PA
USD
5338704.64000000
0.422684908335
Long
ABS-MBS
USGSE
US
N
2
2040-02-25
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UEQ9
444882.39000000
PA
USD
444885.86000000
0.035223252012
Long
ABS-MBS
USGA
US
N
2
2064-03-20
Floating
6.01443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380LX40
356047.62000000
PA
USD
354453.70000000
0.028063404851
Long
ABS-MBS
USGA
US
N
2
2070-01-20
Floating
5.30000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BQ96
140552.60000000
PA
USD
140278.63000000
0.011106375771
Long
ABS-MBS
USGA
US
N
2
2063-03-20
Floating
5.85443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H050649
33500000.00000000
PA
USD
32927585.84000000
2.606998240398
Long
ABS-MBS
USGA
US
N
2
2054-04-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36178SC89
107944.31000000
PA
USD
102770.61000000
0.008136727688
Long
ABS-MBS
USGA
US
N
2
2042-09-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AKZC3
569071.59000000
PA
USD
564642.51000000
0.044704827046
Long
ABS-MBS
USGA
US
N
2
2040-09-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EVF3
13447.44000000
PA
USD
13371.44000000
0.001058666150
Long
ABS-MBS
USGA
US
N
2
2038-08-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36294TEZ4
223606.88000000
PA
USD
229987.35000000
0.018208945522
Long
ABS-MBS
USGA
US
N
2
2037-09-20
Fixed
5.74000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3620C0PN2
2400112.08000000
PA
USD
2215757.84000000
0.175429708636
Long
ABS-MBS
USGA
US
N
2
2042-05-20
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137A4LJ4
2996948.65000000
PA
USD
2937016.87000000
0.232534442376
Long
ABS-MBS
USGSE
US
N
2
2040-10-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UKY7
66753.79000000
PA
USD
64982.95000000
0.005144939478
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BKBJ8
5464977.12000000
PA
USD
5121929.58000000
0.405522028471
Long
ABS-MBS
USGSE
US
N
2
2044-11-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413SEE0
105640.35000000
PA
USD
104541.17000000
0.008276909444
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
5.89000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MGLQ2
1625377.13000000
PA
USD
1373019.32000000
0.108706996275
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380GLA0
1000000.00000000
PA
USD
806720.00000000
0.063870993479
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380LR88
1158235.60000000
PA
USD
1156304.71000000
0.091548902460
Long
ABS-MBS
USGA
US
N
2
2069-11-20
Floating
5.89443000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D7F3
2558669.17000000
PA
USD
2122848.11000000
0.168073703134
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406TMD0
223011.77000000
PA
USD
221127.52000000
0.017507480151
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WG36
1195330.85000000
PA
USD
1019896.95000000
0.080748997723
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379DCW2
1764726.46000000
PA
USD
346539.86000000
0.027436836992
Long
ABS-MBS
USGA
US
N
2
2044-06-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291A5B1
226484.00000000
PA
USD
229721.77000000
0.018187918576
Long
ABS-MBS
USGA
US
N
2
2033-11-20
Fixed
5.49000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379CZ41
813154.32000000
PA
USD
51854.36000000
0.004105500656
Long
ABS-MBS
USGA
US
N
2
2044-07-16
Floating
0.15885000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179R7J2
2406027.33000000
PA
USD
2224372.96000000
0.176111799416
Long
ABS-MBS
USGA
US
N
2
2046-04-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379PF69
4837896.46000000
PA
USD
4106133.17000000
0.325097685601
Long
ABS-MBS
USGA
US
N
2
2045-05-16
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EWT2
155169.33000000
PA
USD
153382.58000000
0.012143863753
Long
ABS-MBS
USGA
US
N
2
2038-10-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EE63
4211850.85000000
PA
USD
4012297.99000000
0.317668408814
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381VZW3
12000000.00000000
PA
USD
2788732.80000000
0.220794246437
Long
ABS-MBS
USGA
US
N
2
2049-05-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ATVD3
4333554.00000000
PA
USD
3844912.85000000
0.304415910815
Long
ABS-MBS
USGSE
US
N
2
2046-09-25
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378CCS4
104414.23000000
PA
USD
104566.88000000
0.008278945000
Long
ABS-MBS
USGA
US
N
2
2039-04-16
Variable
5.44998000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176B6T9
71526.75000000
PA
USD
65767.31000000
0.005207040148
Long
ABS-MBS
USGA
US
N
2
2041-05-15
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380GHF4
1723544.61000000
PA
USD
1317655.71000000
0.104323655372
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FVF98
2597868.00000000
PA
USD
2187365.37000000
0.173181772220
Long
ABS-MBS
USGSE
US
N
2
2040-03-25
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176TCP1
186795.57000000
PA
USD
171787.19000000
0.013601024509
Long
ABS-MBS
USGA
US
N
2
2041-09-15
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380MN98
2670404.42000000
PA
USD
2083367.55000000
0.164947881795
Long
ABS-MBS
USGA
US
N
2
2060-11-16
Variable
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396LT26
56199.62000000
PA
USD
61770.95000000
0.004890633608
Long
ABS-MBS
USGSE
US
N
2
2036-12-25
Floating
4.82052000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296Q6J3
145527.08560000
PA
USD
149373.28000000
0.011826432706
Long
ABS-MBS
USGA
US
N
2
2039-08-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36177LYJ7
155474.19000000
PA
USD
142211.80000000
0.011259431959
Long
ABS-MBS
USGA
US
N
2
2041-12-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BKP6
161256.04000000
PA
USD
161080.00000000
0.012753296843
Long
ABS-MBS
USGA
US
N
2
2061-02-20
Floating
5.94443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36177VCU4
132460.24000000
PA
USD
118421.68000000
0.009375880542
Long
ABS-MBS
USGA
US
N
2
2042-04-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374MAM1
807153.49000000
PA
USD
805432.32000000
0.063769043111
Long
ABS-MBS
USGA
US
N
2
2035-10-20
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31286DBX8
32830.58000000
PA
USD
33536.75000000
0.002655228010
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
5.44000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291EER8
24441.59000000
PA
USD
23790.00000000
0.001883541916
Long
ABS-MBS
USGA
US
N
2
2034-01-20
Fixed
4.58000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36177MAU6
80497.68000000
PA
USD
71965.54000000
0.005697776844
Long
ABS-MBS
USGA
US
N
2
2042-01-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B0PV0
4104543.21000000
PA
USD
130313.09000000
0.010317367267
Long
ABS-MBS
USGSE
US
N
2
2028-03-15
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374N8C4
2510738.44000000
PA
USD
9580.10000000
0.000758491799
Long
ABS-MBS
USGA
US
N
2
2046-11-16
Variable
0.68536000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EHR3
88110.60760000
PA
USD
88676.22000000
0.007020822924
Long
ABS-MBS
USGA
US
N
2
2036-04-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VZQ6
32987440.85000000
PA
USD
27070431.13000000
2.143265730614
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617VQG42
18029442.10000000
PA
USD
15546803.43000000
1.230897685083
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296Q5L9
41617.49650000
PA
USD
42340.02000000
0.003352215318
Long
ABS-MBS
USGA
US
N
2
2039-08-15
Fixed
6.00000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust 2011-2
92262BAF2
1622698.64000000
PA
USD
1488995.90000000
0.117889289245
Long
ABS-MBS
USGSE
US
N
2
2041-10-15
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XTB2
9515921.51000000
PA
USD
9149240.32000000
0.724379051993
Long
ABS-MBS
USGA
US
N
2
2053-02-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379Q7Q2
1831152.43000000
PA
USD
363938.62000000
0.028814360899
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AVV22
5685164.39000000
PA
USD
5237551.50000000
0.414676241703
Long
ABS-MBS
USGSE
US
N
2
2047-04-25
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622AAEV2
2637217.25000000
PA
USD
2437108.08000000
0.192954822351
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380MGJ4
11329107.91000000
PA
USD
9176245.46000000
0.726517148385
Long
ABS-MBS
USGA
US
N
2
2058-06-16
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376UMU0
1191059.57000000
PA
USD
1076141.62000000
0.085202095391
Long
ABS-MBS
USGA
US
N
2
2046-12-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291KN60
30544.92000000
PA
USD
31476.19000000
0.002492085886
Long
ABS-MBS
USGA
US
N
2
2034-06-20
Fixed
5.58000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A72S0
3457000.00000000
PA
USD
2891276.12000000
0.228912978739
Long
ABS-MBS
USGSE
US
N
2
2042-09-25
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398NEY6
1770595.31000000
PA
USD
106750.78000000
0.008451852406
Long
ABS-MBS
USGSE
US
N
2
2040-09-25
Floating
1.16513000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375B7T3
1518173.72000000
PA
USD
1515129.48000000
0.119958381022
Long
ABS-MBS
USGA
US
N
2
2063-04-20
Floating
5.45000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202D2V2
17405.08400000
PA
USD
17946.19000000
0.001420865956
Long
ABS-MBS
USGA
US
N
2
2033-12-20
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E0JD2
58419.51000000
PA
USD
56079.66000000
0.004440033218
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31395NBC0
13470.53000000
PA
USD
11136.19000000
0.000881693175
Long
ABS-MBS
USGSE
US
N
2
2033-12-25
None
0.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374FYS7
533168.12000000
PA
USD
530792.22000000
0.042024774919
Long
ABS-MBS
USGA
US
N
2
2034-03-16
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H060648
21100000.00000000
PA
USD
21287713.20000000
1.685426654847
Long
ABS-MBS
USGA
US
N
2
2054-04-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378PTP3
2910515.49000000
PA
USD
2504767.80000000
0.198311691568
Long
ABS-MBS
USGA
US
N
2
2043-12-16
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378PUV8
441941.38000000
PA
USD
60691.72000000
0.004805186994
Long
ABS-MBS
USGA
US
N
2
2042-12-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AKHL3
469.54000000
PA
USD
468.45000000
0.000037088911
Long
ABS-MBS
USGA
US
N
2
2024-11-15
Fixed
5.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374GCG5
242011.92000000
PA
USD
235279.03000000
0.018627907317
Long
ABS-MBS
USGA
US
N
2
2044-03-16
Variable
5.75438000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378D5F8
192492.98000000
PA
USD
7342.57000000
0.000581338308
Long
ABS-MBS
USGA
US
N
2
2041-04-16
Floating
1.25885000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A96R4
959055.75000000
PA
USD
23147.87000000
0.001832702119
Long
ABS-MBS
USGSE
US
N
2
2027-11-25
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36230QQZ4
48836.35000000
PA
USD
45994.36000000
0.003641542874
Long
ABS-MBS
USGA
US
N
2
2040-12-15
Fixed
3.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394U5Y4
1861549.00000000
PA
USD
1855794.77000000
0.146930106672
Long
ABS-MBS
USGSE
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UEN6
6180596.73000000
PA
USD
6187650.03000000
0.489899041454
Long
ABS-MBS
USGA
US
N
2
2064-02-20
Floating
6.09443000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A7BY7
962074.65000000
PA
USD
48426.89000000
0.003834135233
Long
ABS-MBS
USGSE
US
N
2
2032-06-25
Floating
1.26513000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617GCFX7
13555.93000000
PA
USD
13222.29000000
0.001046857395
Long
ABS-MBS
USGA
US
N
2
2068-02-20
Variable
4.48000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376KPV7
2559483.29000000
PA
USD
2613982.37000000
0.206958611303
Long
ABS-MBS
USGA
US
N
2
2039-10-20
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202WQS1
29783.08000000
PA
USD
29927.90000000
0.002369502064
Long
ABS-MBS
USGA
US
N
2
2033-04-20
Fixed
5.77000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BBX9
4325348.36000000
PA
USD
4348454.80000000
0.344283181498
Long
ABS-MBS
USGA
US
N
2
2060-05-20
Floating
6.43861000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375B8A3
368453.13000000
PA
USD
369106.91000000
0.029223553453
Long
ABS-MBS
USGA
US
N
2
2063-08-20
Floating
6.14443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BQL9
2895455.12000000
PA
USD
2896705.38000000
0.229342833249
Long
ABS-MBS
USGA
US
N
2
2062-01-20
Floating
6.04443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UTM2
733943.69000000
PA
USD
733306.11000000
0.058058545431
Long
ABS-MBS
USGA
US
N
2
2064-12-20
Floating
5.94443000
N
N
N
N
N
N
FannieMae Whole Loan
N/A
Fannie Mae REMIC Trust 2004-W3
31393XVK0
1767677.37000000
PA
USD
1776347.47000000
0.140639971333
Long
ABS-MBS
USGSE
US
N
2
2034-05-25
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36290RDQ3
47429.03000000
PA
USD
46532.06000000
0.003684114563
Long
ABS-MBS
USGA
US
N
2
2033-08-20
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414KSK7
99898.17000000
PA
USD
101758.08000000
0.008056561959
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
5.39000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375GWV9
625897.33000000
PA
USD
20372.27000000
0.001612947645
Long
ABS-MBS
USGA
US
N
2
2040-08-16
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413SND2
71986.53000000
PA
USD
70571.67000000
0.005587419023
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
5.29000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413SU93
109467.21000000
PA
USD
107812.77000000
0.008535934065
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
5.44000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380YAR6
1312860.26000000
PA
USD
1185196.68000000
0.093836386132
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RTJ5
843845.13000000
PA
USD
843103.64000000
0.066751620256
Long
ABS-MBS
USGA
US
N
2
2066-04-20
Floating
6.34443000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31286DF22
57237.89000000
PA
USD
58731.72000000
0.004650006576
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.62000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380TB96
3904150.55000000
PA
USD
3141550.48000000
0.248728121559
Long
ABS-MBS
USGA
US
N
2
2045-08-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382RKX5
5787739.36000000
PA
USD
862470.98000000
0.068285003892
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414DXC5
111335.19000000
PA
USD
109951.43000000
0.008705259654
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Fixed
5.29000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312979KQ9
38867.02000000
PA
USD
39930.42000000
0.003161438411
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
5.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38373ATV8
3204696.87000000
PA
USD
3261869.30000000
0.258254205662
Long
ABS-MBS
USGA
US
N
2
2039-08-16
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F052656
8652000.00000000
PA
USD
8609729.79000000
0.681664016363
Long
ABS-MBS
USGSE
US
N
2
2054-05-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413H2E7
189076.91000000
PA
USD
190232.27000000
0.015061389424
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.30000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291G2Y1
192590.34000000
PA
USD
194479.08000000
0.015397625013
Long
ABS-MBS
USGA
US
N
2
2033-12-20
Fixed
5.49000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397AM59
4064117.25000000
PA
USD
4223537.94000000
0.334393053634
Long
ABS-MBS
USGSE
US
N
2
2032-04-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176LAZ8
341690.05000000
PA
USD
313902.70000000
0.024852832835
Long
ABS-MBS
USGA
US
N
2
2041-07-15
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394CQU9
1813009.37840000
PA
USD
152596.29000000
0.012081610278
Long
ABS-MBS
USGSE
US
N
2
2035-03-25
Floating
1.26513000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31396NX27
246045.85000000
PA
USD
250223.17000000
0.019811089919
Long
ABS-MBS
USGSE
US
N
2
2036-05-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380L2S1
52679.61000000
PA
USD
52606.94000000
0.004165085186
Long
ABS-MBS
USGA
US
N
2
2069-06-20
Floating
5.94443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376FDM1
6592338.85000000
PA
USD
6897636.00000000
0.546111245515
Long
ABS-MBS
USGA
US
N
2
2039-08-16
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291HBZ6
80476.15000000
PA
USD
81352.75000000
0.006440996832
Long
ABS-MBS
USGA
US
N
2
2034-03-20
Fixed
5.49000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36290RB85
40967.94000000
PA
USD
39833.85000000
0.003153792609
Long
ABS-MBS
USGA
US
N
2
2033-07-20
Fixed
4.75000000
N
N
N
N
N
N
FannieMae Whole Loan
N/A
Fannie Mae REMIC Trust 2004-W11
31394AC46
1910531.03000000
PA
USD
1785680.12000000
0.141378871605
Long
ABS-MBS
USGSE
US
N
2
2043-03-25
Variable
4.32292000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396PJH5
580445.96000000
PA
USD
789984.98000000
0.062546020312
Long
ABS-MBS
USGSE
US
N
2
2037-02-25
Floating
6.19498800
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36291GRX6
26328.35000000
PA
USD
25459.36000000
0.002015711295
Long
ABS-MBS
USGA
US
N
2
2034-01-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394CRV6
4281372.50000000
PA
USD
4291571.16000000
0.339779494221
Long
ABS-MBS
USGSE
US
N
2
2035-03-25
Variable
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36198NUY9
96278.61000000
PA
USD
94450.31000000
0.007477978895
Long
ABS-MBS
USGA
US
N
2
2064-10-20
Variable
4.65800000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36192ST34
95329.45000000
PA
USD
84104.45000000
0.006658859055
Long
ABS-MBS
USGA
US
N
2
2045-12-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375GFP1
595333.28000000
PA
USD
45587.82000000
0.003609355605
Long
ABS-MBS
USGA
US
N
2
2042-07-20
Floating
0.65677000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H042646
61900000.00000000
PA
USD
59484975.83000000
4.709644614472
Long
ABS-MBS
USGA
US
N
2
2054-04-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394ARP3
73718.30000000
PA
USD
72958.96000000
0.005776429564
Long
ABS-MBS
USGSE
US
N
2
2032-11-25
Floating
2.25936400
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RRL2
234215.57000000
PA
USD
234329.61000000
0.018552738239
Long
ABS-MBS
USGA
US
N
2
2066-03-20
Floating
6.44443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AFDR5
277641.15570000
PA
USD
273613.07000000
0.021662954445
Long
ABS-MBS
USGA
US
N
2
2039-11-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36202XLN5
156481.26000000
PA
USD
154671.53000000
0.012245914671
Long
ABS-MBS
USGA
US
N
2
2034-09-15
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RAM8
1303610.59000000
PA
USD
1296915.51000000
0.102681577354
Long
ABS-MBS
USGA
US
N
2
2065-04-20
Floating
6.04443000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413AK44
187455.02000000
PA
USD
190865.99000000
0.015111563371
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
5.40500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BA77
493872.63000000
PA
USD
492392.59000000
0.038984534789
Long
ABS-MBS
USGA
US
N
2
2062-12-20
Floating
5.79443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UET3
226841.80000000
PA
USD
227078.49000000
0.017978640363
Long
ABS-MBS
USGA
US
N
2
2064-03-20
Floating
6.09443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291AZ93
53757.60000000
PA
USD
55378.36000000
0.004384508714
Long
ABS-MBS
USGA
US
N
2
2033-10-20
Fixed
5.59000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ACKK6
1801277.56000000
PA
USD
122399.15000000
0.009690791490
Long
ABS-MBS
USGSE
US
N
2
2033-03-25
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375KWU2
920820.57420000
PA
USD
737316.04000000
0.058376026357
Long
ABS-MBS
USGA
US
N
2
2037-07-20
None
0.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375GC58
651212.49000000
PA
USD
64066.87000000
0.005072410050
Long
ABS-MBS
USGA
US
N
2
2041-04-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36295H3Z1
102620.52000000
PA
USD
106373.63000000
0.008421992051
Long
ABS-MBS
USGA
US
N
2
2037-07-20
Fixed
5.29000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AVJ52
41465.10000000
PA
USD
41274.38000000
0.003267844674
Long
ABS-MBS
USGA
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EDP1
34279.74000000
PA
USD
34533.84000000
0.002734171297
Long
ABS-MBS
USGA
US
N
2
2035-05-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398R2K0
621592.71000000
PA
USD
623721.98000000
0.049382366270
Long
ABS-MBS
USGSE
US
N
2
2040-07-25
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BGLS6
6554589.70000000
PA
USD
545618.47000000
0.043198623735
Long
ABS-MBS
USGSE
US
N
2
2045-02-15
Floating
0.76688000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412YDZ2
23408.85000000
PA
USD
23745.04000000
0.001879982267
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
5.28000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A9QK7
2554884.12000000
PA
USD
105183.56000000
0.008327769827
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Floating
0.81513000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36295GYK2
975578.93000000
PA
USD
971884.40000000
0.076947667314
Long
ABS-MBS
USGA
US
N
2
2031-11-15
Fixed
5.97000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620ARHH7
155376.12610000
PA
USD
160194.63000000
0.012683198840
Long
ABS-MBS
USGA
US
N
2
2040-09-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31395DQA0
384022.54000000
PA
USD
20975.70000000
0.001660723420
Long
ABS-MBS
USGSE
US
N
2
2036-05-25
Floating
1.26513000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UUV0
2171263.27000000
PA
USD
2156650.23000000
0.170749941465
Long
ABS-MBS
USGA
US
N
2
2065-02-20
Floating
5.92443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RGP5
1220965.58000000
PA
USD
1214202.41000000
0.096132876601
Long
ABS-MBS
USGA
US
N
2
2065-09-20
Floating
6.04443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H040640
5730000.00000000
PA
USD
5362394.03000000
0.424560484587
Long
ABS-MBS
USGA
US
N
2
2054-04-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UBR0
23735.00000000
PA
USD
23787.94000000
0.001883378818
Long
ABS-MBS
USGA
US
N
2
2063-09-20
Floating
6.17443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375B8G0
277973.37000000
PA
USD
280665.43000000
0.022221315759
Long
ABS-MBS
USGA
US
N
2
2063-09-20
Floating
6.74443000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BAN34
3171237.48000000
PA
USD
481497.23000000
0.038121909011
Long
ABS-MBS
USGSE
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394DVS6
1079785.29000000
PA
USD
1108649.46000000
0.087775860808
Long
ABS-MBS
USGSE
US
N
2
2035-05-25
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291HCA0
33655.72000000
PA
USD
34198.80000000
0.002707644947
Long
ABS-MBS
USGA
US
N
2
2034-03-20
Fixed
5.49000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36292CYZ1
7306.95000000
PA
USD
7263.81000000
0.000575102589
Long
ABS-MBS
USGA
US
N
2
2035-06-20
Fixed
5.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FRUV1
8765181.19600000
PA
USD
547052.49000000
0.043312160380
Long
ABS-MBS
USGSE
US
N
2
2030-01-25
Variable
1.31766900
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36290Q6R1
79920.57000000
PA
USD
81960.31000000
0.006489099595
Long
ABS-MBS
USGA
US
N
2
2033-07-20
Fixed
5.59000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38373MV80
219269.25000000
PA
USD
190.34000000
0.000015069918
Long
ABS-MBS
USGA
US
N
2
2048-02-16
Variable
0.85970000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BVQ2
1183388.34000000
PA
USD
1167166.45000000
0.092408866419
Long
ABS-MBS
USGA
US
N
2
2062-09-20
Floating
6.00443000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413KA68
82152.84000000
PA
USD
81143.64000000
0.006424440823
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
5.29000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36290XSN1
11125.21000000
PA
USD
11179.35000000
0.000885110312
Long
ABS-MBS
USGA
US
N
2
2033-08-20
Fixed
5.35000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UAN0
177438.17000000
PA
USD
177671.71000000
0.014066923630
Long
ABS-MBS
USGA
US
N
2
2063-09-20
Floating
6.14443000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31398VN51
1116351.48000000
PA
USD
1096058.33000000
0.086778974673
Long
ABS-MBS
USGSE
US
N
2
2040-04-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378F5U0
2372159.98000000
PA
USD
252358.92000000
0.019980185112
Long
ABS-MBS
USGA
US
N
2
2042-12-16
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B14Y7
568040.41000000
PA
USD
526113.46000000
0.041654340258
Long
ABS-MBS
USGSE
US
N
2
2048-06-25
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RHF6
1499667.75000000
PA
USD
1498728.81000000
0.118659879576
Long
ABS-MBS
USGA
US
N
2
2065-09-20
Floating
5.96443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VBJ8
5233181.28000000
PA
USD
5094356.39000000
0.403338957469
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296UNS5
44140.74000000
PA
USD
45364.28000000
0.003591657120
Long
ABS-MBS
USGA
US
N
2
2039-01-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375B4E9
205996.49000000
PA
USD
205914.85000000
0.016303037041
Long
ABS-MBS
USGA
US
N
2
2063-06-20
Floating
5.98443000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M8YJ7
1301940.41000000
PA
USD
1300656.54000000
0.102977768477
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36292KJD9
29576.76000000
PA
USD
29508.16000000
0.002336269703
Long
ABS-MBS
USGA
US
N
2
2026-04-15
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac - SLST
N/A
Seasoned Loans Structured Transaction Series 2019-1
35564CBC0
7835000.00000000
PA
USD
7327831.83000000
0.580171433750
Long
ABS-MBS
USGSE
US
N
2
2029-05-25
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38373MW63
463974.19000000
PA
USD
440064.58000000
0.034841533518
Long
ABS-MBS
USGA
US
N
2
2048-02-16
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296WKB1
54777.14000000
PA
USD
53953.06000000
0.004271662464
Long
ABS-MBS
USGA
US
N
2
2034-02-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BDG4
52924.48000000
PA
USD
53190.22000000
0.004211265612
Long
ABS-MBS
USGA
US
N
2
2060-06-20
Floating
6.43861000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375YDM1
1341717.28000000
PA
USD
118351.81000000
0.009370348677
Long
ABS-MBS
USGA
US
N
2
2038-09-20
Floating
0.55677000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394VV64
3643117.62000000
PA
USD
274667.75000000
0.021746457345
Long
ABS-MBS
USGSE
US
N
2
2036-03-25
Floating
1.26513000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36176F3X4
4316.48000000
PA
USD
4163.50000000
0.000329639628
Long
ABS-MBS
USGA
US
N
2
2062-09-20
Variable
4.30100000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374NU21
47359.10000000
PA
USD
45418.18000000
0.003595924581
Long
ABS-MBS
USGA
US
N
2
2036-11-20
Floating
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202SPZ5
119679.54000000
PA
USD
123129.85000000
0.009748643701
Long
ABS-MBS
USGA
US
N
2
2033-03-20
Fixed
5.77000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BJS2
951337.74000000
PA
USD
950496.00000000
0.075254268914
Long
ABS-MBS
USGA
US
N
2
2061-01-20
Floating
5.94443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382RBC1
8309964.56950000
PA
USD
860642.26000000
0.068140217395
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Floating
0.85677000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTBP1
29795282.43000000
PA
USD
2397609.99000000
0.189827613098
Long
ABS-MBS
USGSE
US
N
2
2030-03-25
Variable
1.69057700
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380UFA6
10000000.00000000
PA
USD
8329660.00000000
0.659489859616
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312938Z97
118216.62000000
PA
USD
118160.89000000
0.009355232837
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VSF8
4688621.79000000
PA
USD
3850518.74000000
0.304859749772
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375B6F4
198066.68000000
PA
USD
199482.34000000
0.015793751533
Long
ABS-MBS
USGA
US
N
2
2063-08-20
Floating
6.44443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3620C0P69
1683265.16490000
PA
USD
1559145.80000000
0.123443315184
Long
ABS-MBS
USGA
US
N
2
2042-05-20
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36290Q6U4
31116.38000000
PA
USD
30683.50000000
0.002429325699
Long
ABS-MBS
USGA
US
N
2
2033-07-20
Fixed
4.75000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)
000000000
-396.00000000
NC
USD
135305.28000000
0.010712617335
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2024-06-18
-44010867.78000000
USD
135305.28000000
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377JT86
4075625.97000000
PA
USD
3917220.65000000
0.310140785644
Long
ABS-MBS
USGA
US
N
2
2040-09-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379AAV2
1152572.12990000
PA
USD
56842.44000000
0.004500425320
Long
ABS-MBS
USGA
US
N
2
2040-03-20
Floating
0.04728960
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378AMF5
1472152.67000000
PA
USD
257769.52000000
0.020408562241
Long
ABS-MBS
USGA
US
N
2
2041-11-16
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36290Q4K8
174435.30000000
PA
USD
178887.25000000
0.014163162408
Long
ABS-MBS
USGA
US
N
2
2033-06-20
Fixed
5.59000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375JSW6
864676.37000000
PA
USD
147679.55000000
0.011692333864
Long
ABS-MBS
USGA
US
N
2
2037-04-16
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128KRUC6
86088.46000000
PA
USD
88444.16000000
0.007002449879
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
5.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BN99
1139095.91000000
PA
USD
1132417.28000000
0.089657646652
Long
ABS-MBS
USGA
US
N
2
2063-03-20
Floating
5.84443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176TCM8
13964.76000000
PA
USD
13044.59000000
0.001032788232
Long
ABS-MBS
USGA
US
N
2
2041-09-15
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179USV5
37812.48000000
PA
USD
36743.96000000
0.002909154638
Long
ABS-MBS
USGA
US
N
2
2049-05-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377LL30
7576.98000000
PA
USD
102.78000000
0.000008137471
Long
ABS-MBS
USGA
US
N
2
2040-09-16
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WVV7
1472095.73000000
PA
USD
1298793.27000000
0.102830246528
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176TQH4
104577.08000000
PA
USD
98945.89000000
0.007833910520
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176BLN5
47319.77000000
PA
USD
43464.18000000
0.003441219205
Long
ABS-MBS
USGA
US
N
2
2041-03-15
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A4CM9
2734476.00000000
PA
USD
2575752.25000000
0.203931791904
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Fixed
4.25000000
N
N
N
N
N
N
FannieMae Grantor Trust
N/A
Fannie Mae Grantor Trust 2003-T4
31393AV79
96359.89000000
PA
USD
94027.63000000
0.007444513762
Long
ABS-MBS
USGSE
US
N
2
2033-07-26
Variable
4.44692600
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378H3V6
193148.40000000
PA
USD
16058.67000000
0.001271424046
Long
ABS-MBS
USGA
US
N
2
2042-03-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36176LGJ8
945705.14000000
PA
USD
893127.97000000
0.070712230697
Long
ABS-MBS
USGA
US
N
2
2041-07-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ABLP6
3804890.97000000
PA
USD
401903.78000000
0.031820202439
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374HA42
541776.04000000
PA
USD
544985.41000000
0.043148502043
Long
ABS-MBS
USGA
US
N
2
2034-07-20
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ELY4
6000235.30000000
PA
USD
5983673.33000000
0.473749454886
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374NEW3
4163678.19460000
PA
USD
39429.62000000
0.003121788231
Long
ABS-MBS
USGA
US
N
2
2036-06-20
Floating
0.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EV89
11090.70000000
PA
USD
11245.96000000
0.000890384071
Long
ABS-MBS
USGA
US
N
2
2038-09-20
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622AAGA6
19036866.99000000
PA
USD
17499799.89000000
1.385523607537
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291KFD4
40763.85000000
PA
USD
41910.26000000
0.003318189636
Long
ABS-MBS
USGA
US
N
2
2034-04-20
Fixed
5.58000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BSZ48
3849984.78000000
PA
USD
3512411.18000000
0.278090529026
Long
ABS-MBS
USGSE
US
N
2
2046-11-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31286DND9
8143.29000000
PA
USD
8186.71000000
0.000648171981
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.41000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413HRJ9
24052.44000000
PA
USD
24056.65000000
0.001904653579
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
5.03000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F050643
4000000.00000000
PA
USD
3903277.72000000
0.309036872526
Long
ABS-MBS
USGSE
US
N
2
2054-04-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31394THM0
552273.33000000
PA
USD
566005.39000000
0.044812731275
Long
ABS-MBS
USGSE
US
N
2
2034-03-15
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FW5C0
21230936.98000000
PA
USD
4063425.12000000
0.321716331993
Long
ABS-MBS
USGSE
US
N
2
2050-09-25
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F8TU7
33986520.00000000
PA
USD
1524902.08000000
0.120732113755
Long
ABS-MBS
USGSE
US
N
2
2035-12-25
Variable
0.59461400
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413UWL9
87338.22000000
PA
USD
87914.57000000
0.006960520288
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
5.03000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407G5D6
63492.43000000
PA
USD
62168.47000000
0.004922106730
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36291UMP7
69205.37000000
PA
USD
70502.67000000
0.005581956039
Long
ABS-MBS
USGA
US
N
2
2038-12-15
Fixed
6.00000000
N
N
N
N
N
N
FannieMae Whole Loan
N/A
Fannie Mae Trust 2004-W2
31393XGS0
1097113.11000000
PA
USD
1052076.40000000
0.083296763294
Long
ABS-MBS
USGSE
US
N
2
2044-02-25
Variable
4.29510000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BRY0
4596354.15000000
PA
USD
4626794.88000000
0.366320390734
Long
ABS-MBS
USGA
US
N
2
2062-02-20
Floating
6.49443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XQV1
713791.27000000
PA
USD
686323.76000000
0.054338779750
Long
ABS-MBS
USGA
US
N
2
2053-01-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FDQ6
23082.35000000
PA
USD
22345.13000000
0.001769146237
Long
ABS-MBS
USGA
US
N
2
2040-01-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XEBB9
11054089.92000000
PA
USD
9527116.08000000
0.754296867596
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36177VCV2
36566.24000000
PA
USD
33557.73000000
0.002656889074
Long
ABS-MBS
USGA
US
N
2
2042-04-15
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DBG5
105.77000000
PA
USD
107.24000000
0.000008490585
Long
ABS-MBS
USGA
US
N
2
2029-04-20
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394UAB8
343247.02000000
PA
USD
339805.52000000
0.026903654492
Long
ABS-MBS
USGSE
US
N
2
2035-10-25
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375CTM2
2218163.84000000
PA
USD
241580.45000000
0.019126813946
Long
ABS-MBS
USGA
US
N
2
2042-04-16
Floating
1.20885000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWHG8
14659466.59000000
PA
USD
1493641.32000000
0.118257084255
Long
ABS-MBS
USGSE
US
N
2
2035-07-25
Variable
1.32313700
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-1
35563PJK6
3901396.28000000
PA
USD
3625079.89000000
0.287010925746
Long
ABS-MBS
USGSE
US
N
2
2058-07-25
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BRW4
752362.58000000
PA
USD
752143.87000000
0.059550000268
Long
ABS-MBS
USGA
US
N
2
2062-04-20
Floating
5.99443000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A5CH7
2500000.00000000
PA
USD
2230366.50000000
0.176586330051
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212UN80
24601.78000000
PA
USD
24474.22000000
0.001937714133
Long
ABS-MBS
USGA
US
N
2
2035-04-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374GSH6
180562.38600000
PA
USD
150667.94000000
0.011928935706
Long
ABS-MBS
USGA
US
N
2
2034-04-17
None
0.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UDY3
814008.52000000
PA
USD
814270.47000000
0.064468791997
Long
ABS-MBS
USGA
US
N
2
2063-12-20
Floating
6.04443000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B1VB7
443764.00000000
PA
USD
384675.94000000
0.030456210897
Long
ABS-MBS
USGSE
US
N
2
2048-04-25
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375QZ44
713403.11000000
PA
USD
61599.93000000
0.004877093325
Long
ABS-MBS
USGA
US
N
2
2038-06-16
Floating
0.78885000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BAHQ0
23049277.74500000
PA
USD
1944312.60000000
0.153938389276
Long
ABS-MBS
USGSE
US
N
2
2035-06-25
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137ADHB6
1007355.31000000
PA
USD
967798.58000000
0.076624177896
Long
ABS-MBS
USGSE
US
N
2
2041-07-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E46D8
59922.31000000
PA
USD
56060.67000000
0.004438529710
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
3.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DX55
49208.22000000
PA
USD
46664.84000000
0.003694627245
Long
ABS-MBS
USGA
US
N
2
2033-05-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379GKU0
1053573.63000000
PA
USD
73793.35000000
0.005842491294
Long
ABS-MBS
USGA
US
N
2
2044-09-20
Floating
0.45993000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176LMK8
590712.28000000
PA
USD
542950.40000000
0.042987382807
Long
ABS-MBS
USGA
US
N
2
2041-08-15
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375B5R9
829622.20000000
PA
USD
828083.42000000
0.065562414120
Long
ABS-MBS
USGA
US
N
2
2063-05-20
Floating
6.09443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SJU2
309711.40000000
PA
USD
294155.92000000
0.023289407537
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202SRX8
19040.58000000
PA
USD
18698.92000000
0.001480462362
Long
ABS-MBS
USGA
US
N
2
2033-04-20
Fixed
4.92000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AKHN9
64750.78000000
PA
USD
64805.38000000
0.005130880607
Long
ABS-MBS
USGA
US
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374VZX0
292756.24000000
PA
USD
287932.61000000
0.022796685164
Long
ABS-MBS
USGA
US
N
2
2039-07-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AKHJ8
37315.46000000
PA
USD
37502.83000000
0.002969237170
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398P4J5
810897.84000000
PA
USD
813798.58000000
0.064431430728
Long
ABS-MBS
USGSE
US
N
2
2040-05-25
Floating
6.26487000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378VSP1
1115371.00000000
PA
USD
68202.71000000
0.005399859735
Long
ABS-MBS
USGA
US
N
2
2043-07-20
Floating
0.45993000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AEMX2
1494963.95000000
PA
USD
118302.48000000
0.009366443039
Long
ABS-MBS
USGSE
US
N
2
2033-06-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31383HEB6
34529.73000000
PA
USD
34253.43000000
0.002711970205
Long
ABS-MBS
USGSE
US
N
2
2029-04-01
Fixed
5.35000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375LTF7
561235.01000000
PA
USD
560004.84000000
0.044337645632
Long
ABS-MBS
USGA
US
N
2
2037-10-20
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291BA64
22807.47000000
PA
USD
23440.43000000
0.001855865172
Long
ABS-MBS
USGA
US
N
2
2033-11-20
Fixed
5.59000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US LONG BOND(CBT)
000000000
-222.00000000
NC
USD
-409787.58000000
-0.03244439192
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2024-06-18
-26327337.42000000
USD
-409787.58000000
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UH54
2709804.71000000
PA
USD
2638186.93000000
0.208874975461
Long
ABS-MBS
USGA
US
N
2
2048-12-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ABMH3
6025610.62000000
PA
USD
220511.44000000
0.017458702829
Long
ABS-MBS
USGSE
US
N
2
2028-01-25
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376FEC2
7703412.12000000
PA
USD
8255967.09000000
0.653655320526
Long
ABS-MBS
USGA
US
N
2
2039-08-20
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376ETX3
6653842.60000000
PA
USD
6571999.67000000
0.520329417979
Long
ABS-MBS
USGA
US
N
2
2039-11-16
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31286DBZ3
33104.02000000
PA
USD
34003.86000000
0.002692210829
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
5.62000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380XHT7
638553.72000000
PA
USD
90997.61000000
0.007204615920
Long
ABS-MBS
USGA
US
N
2
2047-02-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128K0MY6
19693.52000000
PA
USD
19829.63000000
0.001569984837
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374UGL9
760318.88000000
PA
USD
796600.99000000
0.063069834190
Long
ABS-MBS
USGA
US
N
2
2039-05-16
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202CXA6
2528.03000000
PA
USD
2546.50000000
0.000201615783
Long
ABS-MBS
USGA
US
N
2
2027-08-20
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AERJ8
1242416.06000000
PA
USD
1103421.38000000
0.087361934459
Long
ABS-MBS
USGSE
US
N
2
2043-06-25
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36291UMM4
64352.42000000
PA
USD
65558.05000000
0.005190472263
Long
ABS-MBS
USGA
US
N
2
2038-11-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376PLJ7
1854266.54000000
PA
USD
1849466.21000000
0.146429051269
Long
ABS-MBS
USGA
US
N
2
2039-12-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296UNR7
33663.76000000
PA
USD
34046.38000000
0.002695577294
Long
ABS-MBS
USGA
US
N
2
2039-02-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335Y5S1
25446.94000000
PA
USD
25994.46000000
0.002058077133
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
5.44000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UL24
1124931.64000000
PA
USD
1123897.38000000
0.088983094791
Long
ABS-MBS
USGA
US
N
2
2067-08-20
Floating
5.94443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UMM1
4720254.80000000
PA
USD
4594792.69000000
0.363786659490
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Fixed
4.50000000
N
N
N
N
N
N
FannieMae Whole Loan
N/A
Fannie Mae REMIC Trust 2002-W9
31392ESN1
3430307.22000000
PA
USD
3410811.75000000
0.270046527971
Long
ABS-MBS
USGSE
US
N
2
2042-08-25
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413JU69
167750.62000000
PA
USD
165496.92000000
0.013103000667
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
5.44000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BMT6
330251.85000000
PA
USD
329823.48000000
0.026113339622
Long
ABS-MBS
USGA
US
N
2
2061-08-20
Floating
5.91443000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335Y6E1
33727.38000000
PA
USD
34224.95000000
0.002709715339
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
5.46000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291A2D0
39305.89000000
PA
USD
39939.92000000
0.003162190561
Long
ABS-MBS
USGA
US
N
2
2033-09-20
Fixed
5.49000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376CRH4
418431.08000000
PA
USD
35511.41000000
0.002811569115
Long
ABS-MBS
USGA
US
N
2
2039-09-16
Floating
0.70885000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376R5D4
694822.63000000
PA
USD
689204.92000000
0.054566891798
Long
ABS-MBS
USGA
US
N
2
2067-06-20
Floating
5.91443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380KLU7
750000.00000000
PA
USD
604412.55000000
0.047853567582
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291EDG3
17596.32000000
PA
USD
17706.76000000
0.001401909401
Long
ABS-MBS
USGA
US
N
2
2033-12-20
Fixed
5.58000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193BMR4
1463583.56000000
PA
USD
1391581.28000000
0.110176615010
Long
ABS-MBS
USGA
US
N
2
2046-03-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WNE4
28707054.94000000
PA
USD
24478849.94000000
1.938080703233
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXD74
4308186.72000000
PA
USD
4002829.86000000
0.316918782091
Long
ABS-MBS
USGSE
US
N
2
2056-07-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377RAW5
572506.39500000
PA
USD
51382.33000000
0.004068128302
Long
ABS-MBS
USGA
US
N
2
2040-12-20
Floating
0.60677000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312979GQ4
80976.72000000
PA
USD
83103.38000000
0.006579600657
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
5.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36201EHH6
47626.56000000
PA
USD
47172.19000000
0.003734796013
Long
ABS-MBS
USGA
US
N
2
2034-06-20
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36177MAV4
162479.84000000
PA
USD
148826.06000000
0.011783107283
Long
ABS-MBS
USGA
US
N
2
2042-01-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B3Q60
2260247.64000000
PA
USD
1937965.03000000
0.153435828782
Long
ABS-MBS
USGSE
US
N
2
2059-03-25
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A4F38
3755580.15000000
PA
USD
3529858.52000000
0.279471899191
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407M5Z4
286069.97000000
PA
USD
277160.26000000
0.021943798541
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A1MS1
750000.00000000
PA
USD
659229.00000000
0.052193587813
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac Whole Loan
N/A
Freddie Mac Securities REMIC Trust 2005-S001
35562QAD0
1405047.57000000
PA
USD
1344574.88000000
0.106454945202
Long
ABS-MBS
USGSE
US
N
2
2045-09-25
Floating
5.59389000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36198XBT9
58674.55000000
PA
USD
57115.98000000
0.004522082489
Long
ABS-MBS
USGA
US
N
2
2064-10-20
Variable
3.64000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36209DQP2
20745.64000000
PA
USD
20884.60000000
0.001653510698
Long
ABS-MBS
USGA
US
N
2
2028-05-20
Fixed
5.90000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375QLL1
478716.20000000
PA
USD
31450.31000000
0.002490036871
Long
ABS-MBS
USGA
US
N
2
2038-05-16
Floating
1.05885000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376ETM7
292365.52000000
PA
USD
292848.45000000
0.023185890321
Long
ABS-MBS
USGA
US
N
2
2059-11-20
Floating
6.59323000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F030645
4942000.00000000
PA
USD
4252321.81000000
0.336671978630
Long
ABS-MBS
USGSE
US
N
2
2054-04-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36200NZ38
157.90000000
PA
USD
156.76000000
0.000012411266
Long
ABS-MBS
USGA
US
N
2
2034-09-20
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620C3JF0
48642.26000000
PA
USD
47321.78000000
0.003746639604
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36290RDT7
64082.69000000
PA
USD
65337.39000000
0.005173001798
Long
ABS-MBS
USGA
US
N
2
2033-07-20
Fixed
5.35000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291BSM0
54420.00000000
PA
USD
53922.44000000
0.004269238166
Long
ABS-MBS
USGA
US
N
2
2034-03-20
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BGF3
728359.33000000
PA
USD
726085.03000000
0.057486825933
Long
ABS-MBS
USGA
US
N
2
2060-10-20
Floating
5.77443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291PDP8
34049.91000000
PA
USD
34599.44000000
0.002739365091
Long
ABS-MBS
USGA
US
N
2
2034-06-20
Fixed
5.49000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394VEC0
192208.41000000
PA
USD
192103.86000000
0.015209570098
Long
ABS-MBS
USGSE
US
N
2
2035-11-25
Floating
4.07795500
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291KFN2
38374.89000000
PA
USD
37351.50000000
0.002957255817
Long
ABS-MBS
USGA
US
N
2
2034-04-20
Fixed
4.58000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411XBY0
77443.50000000
PA
USD
78551.70000000
0.006219227388
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
5.28000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406EEH3
45059.33000000
PA
USD
44678.78000000
0.003537383560
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394CQM7
146198.21000000
PA
USD
2556.86000000
0.000202436022
Long
ABS-MBS
USGSE
US
N
2
2035-03-25
Floating
1.31513000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RNW2
177834.23000000
PA
USD
177996.02000000
0.014092600447
Long
ABS-MBS
USGA
US
N
2
2065-12-20
Floating
6.09443000
N
N
N
N
N
N
FannieMae Whole Loan
N/A
Fannie Mae REMIC Trust 2003-W15
31393TC53
2607474.84000000
PA
USD
2570833.56000000
0.203542361102
Long
ABS-MBS
USGSE
US
N
2
2043-08-25
Fixed
5.55000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36295Q6V7
72742.66000000
PA
USD
74817.89000000
0.005923607899
Long
ABS-MBS
USGA
US
N
2
2037-09-20
Fixed
5.74000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622AAE59
6834470.62000000
PA
USD
6296865.01000000
0.498545993649
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374MXC8
1201162.59000000
PA
USD
1212878.37000000
0.096028047478
Long
ABS-MBS
USGA
US
N
2
2036-02-20
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377X4P4
11563879.67000000
PA
USD
1588067.60000000
0.125733160607
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374KT37
79247.78000000
PA
USD
10173.55000000
0.000805477421
Long
ABS-MBS
USGA
US
N
2
2034-01-20
Floating
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A6ZY3
1700000.00000000
PA
USD
1575803.95000000
0.124762202270
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36297E2K0
442.28000000
PA
USD
430.83000000
0.000034110397
Long
ABS-MBS
USGA
US
N
2
2061-06-20
Variable
4.70000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291BA56
38316.97000000
PA
USD
39017.04000000
0.003089122753
Long
ABS-MBS
USGA
US
N
2
2033-11-20
Fixed
5.59000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AKHK5
91797.43000000
PA
USD
92003.50000000
0.007284255935
Long
ABS-MBS
USGA
US
N
2
2029-09-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291KMV6
37575.05000000
PA
USD
36572.68000000
0.002895593769
Long
ABS-MBS
USGA
US
N
2
2034-06-20
Fixed
4.58000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AQJE4
957936.54000000
PA
USD
931941.77000000
0.073785262191
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128KRN75
89082.33000000
PA
USD
91449.48000000
0.007240392132
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
5.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377YCJ7
381820.84000000
PA
USD
377604.13000000
0.029896309655
Long
ABS-MBS
USGA
US
N
2
2041-05-16
Floating
5.89115000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381DJJ0
2333712.00000000
PA
USD
1040592.38000000
0.082387531136
Long
ABS-MBS
USGA
US
N
2
2061-05-16
Fixed
1.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137ATRR5
1159885.92000000
PA
USD
1070829.76000000
0.084781535872
Long
ABS-MBS
USGSE
US
N
2
2042-08-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291EDD0
113497.23000000
PA
USD
115118.96000000
0.009114392036
Long
ABS-MBS
USGA
US
N
2
2033-12-20
Fixed
5.49000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DCS8
10643.98000000
PA
USD
10833.39000000
0.000857719384
Long
ABS-MBS
USGA
US
N
2
2029-07-20
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390F2Q1
47744.61000000
PA
USD
48079.77000000
0.003806652464
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
5.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376WDS1
1500000.00000000
PA
USD
1466778.15000000
0.116130228152
Long
ABS-MBS
USGA
US
N
2
2040-02-16
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202SP28
33455.98000000
PA
USD
33626.79000000
0.002662356808
Long
ABS-MBS
USGA
US
N
2
2033-03-20
Fixed
5.77000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374VP52
3935461.14000000
PA
USD
4055838.24000000
0.321115650761
Long
ABS-MBS
USGA
US
N
2
2039-07-16
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36290RB51
23270.40000000
PA
USD
22719.03000000
0.001798749277
Long
ABS-MBS
USGA
US
N
2
2033-05-20
Fixed
4.92000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36192ST75
54481.79000000
PA
USD
48078.16000000
0.003806524994
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376CRQ4
3370332.34000000
PA
USD
3411143.02000000
0.270072755837
Long
ABS-MBS
USGA
US
N
2
2039-09-16
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WQA9
51980702.39000000
PA
USD
44302970.71000000
3.507629355113
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36290Q4M4
45368.26000000
PA
USD
44112.26000000
0.003492530085
Long
ABS-MBS
USGA
US
N
2
2033-06-20
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291BA80
18919.56000000
PA
USD
18350.09000000
0.001452844207
Long
ABS-MBS
USGA
US
N
2
2033-12-20
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378VYA7
1052805.12000000
PA
USD
928376.19000000
0.073502962091
Long
ABS-MBS
USGA
US
N
2
2043-08-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BCLN6
11061595.60000000
PA
USD
10369996.99000000
0.821030853498
Long
ABS-MBS
USGSE
US
N
2
2044-07-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376T2S0
571001.22000000
PA
USD
75944.48000000
0.006012804178
Long
ABS-MBS
USGA
US
N
2
2040-01-16
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31396EU46
162253.07000000
PA
USD
159429.24000000
0.012622600094
Long
ABS-MBS
USGSE
US
N
2
2035-03-15
Floating
3.56064000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AAJ22
1191876.51000000
PA
USD
38605.00000000
0.003056500028
Long
ABS-MBS
USGSE
US
N
2
2027-12-25
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622A2MZ2
827416.06000000
PA
USD
758651.63000000
0.060065243595
Long
ABS-MBS
USGA
US
N
2
2043-04-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412YD25
147535.65000000
PA
USD
150222.28000000
0.011893651163
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
5.40500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UPB2
230255.96000000
PA
USD
224147.75000000
0.017746602884
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397QLM8
1163723.54000000
PA
USD
1067525.67000000
0.084519938898
Long
ABS-MBS
USGSE
US
N
2
2040-05-25
Floating
2.03026000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176SX54
248413.14000000
PA
USD
228452.81000000
0.018087450339
Long
ABS-MBS
USGA
US
N
2
2041-09-15
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375LFA3
964189.53000000
PA
USD
87805.66000000
0.006951897482
Long
ABS-MBS
USGA
US
N
2
2037-09-20
Floating
1.05677000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176TCQ9
72314.94000000
PA
USD
68421.21000000
0.005417159185
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
3.75000000
N
N
N
N
N
N
FannieMae Whole Loan
N/A
Fannie Mae REMIC Trust 2002-W6
31392DG63
604474.37000000
PA
USD
555840.42000000
0.044007933163
Long
ABS-MBS
USGSE
US
N
2
2042-01-25
Variable
4.83910000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374JN51
556443.30000000
PA
USD
51957.84000000
0.004113693549
Long
ABS-MBS
USGA
US
N
2
2034-11-20
Floating
1.25677000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UJ84
419532.90000000
PA
USD
418855.52000000
0.033162334126
Long
ABS-MBS
USGA
US
N
2
2067-08-20
Floating
5.89443000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413JU28
56964.58000000
PA
USD
57847.27000000
0.004579981412
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
5.29000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36290RB77
11776.12000000
PA
USD
11765.29000000
0.000931501339
Long
ABS-MBS
USGA
US
N
2
2033-07-20
Fixed
5.59000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36295QU65
76673.19000000
PA
USD
78861.18000000
0.006243730059
Long
ABS-MBS
USGA
US
N
2
2037-10-20
Fixed
5.74000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376FBJ0
2051853.78000000
PA
USD
2149005.77000000
0.170144701412
Long
ABS-MBS
USGA
US
N
2
2039-08-20
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176TQL5
136256.53000000
PA
USD
125305.08000000
0.009920864671
Long
ABS-MBS
USGA
US
N
2
2041-11-15
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382QR85
14310081.82000000
PA
USD
193399.32000000
0.015312136437
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Floating
0.28613880
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EYE3
701.24000000
PA
USD
702.71000000
0.000055636138
Long
ABS-MBS
USGA
US
N
2
2038-12-20
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WQB7
2710173.01000000
PA
USD
2390935.42000000
0.189299162809
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AHYP9
1076599.56000000
PA
USD
769640.68000000
0.060935287155
Long
ABS-MBS
USGSE
US
N
2
2044-01-25
None
0.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EF20
191431.09000000
PA
USD
193130.20000000
0.015290829215
Long
ABS-MBS
USGA
US
N
2
2035-11-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AKHG4
70294.59000000
PA
USD
69432.24000000
0.005497206153
Long
ABS-MBS
USGA
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407EE82
353822.44000000
PA
USD
350833.05000000
0.027776744656
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202SRU4
61455.75000000
PA
USD
63227.49000000
0.005005953244
Long
ABS-MBS
USGA
US
N
2
2033-04-20
Fixed
5.77000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312979HM2
70537.38000000
PA
USD
72467.06000000
0.005737484030
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
5.62500000
N
N
N
N
N
N
FannieMae Whole Loan
N/A
Fannie Mae REMIC Trust 2001-W4
3139216U7
4511.59000000
PA
USD
4459.10000000
0.000353043369
Long
ABS-MBS
USGSE
US
N
2
2032-01-25
Variable
5.11000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2017-2
35563PBC2
5476060.07000000
PA
USD
5026456.92000000
0.397963106361
Long
ABS-MBS
USGSE
US
N
2
2056-08-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AKAU3
24996.54000000
PA
USD
24671.96000000
0.001953369937
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36182HRK4
422060.83000000
PA
USD
414295.16000000
0.032801273630
Long
ABS-MBS
USGA
US
N
2
2065-01-20
Variable
4.41700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31286DK67
123392.16000000
PA
USD
125465.28000000
0.009933548295
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
5.29000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411XB61
135478.04000000
PA
USD
136897.14000000
0.010838650754
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
5.15500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WBY3
33923217.26000000
PA
USD
28951788.77000000
2.292219743850
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B55B7
4667699.14000000
PA
USD
328277.41000000
0.025990931566
Long
ABS-MBS
USGSE
US
N
2
2033-03-25
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FKG0
598300.12000000
PA
USD
563471.35000000
0.044612101995
Long
ABS-MBS
USGA
US
N
2
2040-09-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202D5D9
101333.67000000
PA
USD
104485.18000000
0.008272476510
Long
ABS-MBS
USGA
US
N
2
2034-04-20
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UQC7
1233369.78000000
PA
USD
1227707.50000000
0.097202124315
Long
ABS-MBS
USGA
US
N
2
2064-10-20
Floating
6.09443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UUF5
829020.38000000
PA
USD
828026.22000000
0.065557885386
Long
ABS-MBS
USGA
US
N
2
2065-02-20
Floating
5.92443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A65E3
425246.21220000
PA
USD
423155.26000000
0.033502760378
Long
ABS-MBS
USGA
US
N
2
2039-11-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XLH7
18551663.02000000
PA
USD
18252020.27000000
1.445079665385
Long
ABS-MBS
USGA
US
N
2
2052-11-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MGMF5
1570173.84000000
PA
USD
1424761.53000000
0.112803617603
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31286DGB1
300360.96000000
PA
USD
308602.77000000
0.024433217858
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335Y2J4
117938.01000000
PA
USD
119448.56000000
0.009457182413
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
5.45000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213M5S3
323243.08000000
PA
USD
319268.42000000
0.025277656649
Long
ABS-MBS
USGA
US
N
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36181V6L5
673953.07000000
PA
USD
652852.85000000
0.051688764534
Long
ABS-MBS
USGA
US
N
2
2043-10-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UWT3
739042.46000000
PA
USD
737888.74000000
0.058421369126
Long
ABS-MBS
USGA
US
N
2
2066-04-20
Floating
6.29443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176BRQ2
236847.27000000
PA
USD
217697.05000000
0.017235877207
Long
ABS-MBS
USGA
US
N
2
2041-04-15
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A9YX3
84407.67880000
PA
USD
83036.17000000
0.006574279393
Long
ABS-MBS
USGA
US
N
2
2039-12-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381WDH8
109899.00000000
PA
USD
91517.77000000
0.007245798902
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3620AXEA2
750095.91000000
PA
USD
754476.39000000
0.059734674467
Long
ABS-MBS
USGA
US
N
2
2036-01-20
Fixed
5.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383HBR9
11256273.48000000
PA
USD
11134917.34000000
0.881592414743
Long
ABS-MBS
USGA
US
N
2
2052-12-20
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176TQF8
56200.61000000
PA
USD
51577.55000000
0.004083584589
Long
ABS-MBS
USGA
US
N
2
2041-07-15
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36201F2A4
35477.90000000
PA
USD
35958.08000000
0.002846933624
Long
ABS-MBS
USGA
US
N
2
2032-07-20
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36297KMZ1
23359.39000000
PA
USD
24004.67000000
0.001900538131
Long
ABS-MBS
USGA
US
N
2
2039-06-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31286DDA6
42737.54000000
PA
USD
43656.88000000
0.003456475974
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
5.44000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375B3L4
830452.50000000
PA
USD
829336.29000000
0.065661608452
Long
ABS-MBS
USGA
US
N
2
2063-06-20
Floating
5.91443000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31286DFX4
49330.03000000
PA
USD
50437.85000000
0.003993350342
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291EDH1
65648.80000000
PA
USD
67448.24000000
0.005340125566
Long
ABS-MBS
USGA
US
N
2
2033-12-20
Fixed
5.59000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202ETU3
2139.89040000
PA
USD
2147.64000000
0.000170036568
Long
ABS-MBS
USGA
US
N
2
2038-06-20
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335YYA8
91830.19000000
PA
USD
93248.92000000
0.007382860424
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
5.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWCQ4
2368189.24000000
PA
USD
2042882.78000000
0.161742553452
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RB70
3530004.04000000
PA
USD
3540676.65000000
0.280328410385
Long
ABS-MBS
USGA
US
N
2
2066-10-20
Floating
6.19443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WRZ3
2515001.26000000
PA
USD
2061854.42000000
0.163244608062
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36291HTN4
35232.83000000
PA
USD
35009.25000000
0.002771811258
Long
ABS-MBS
USGA
US
N
2
2034-03-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RJV9
454234.00000000
PA
USD
454297.14000000
0.035968377710
Long
ABS-MBS
USGA
US
N
2
2065-08-20
Floating
6.04443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380HXH0
2890000.00000000
PA
USD
2226514.38000000
0.176281343524
Long
ABS-MBS
USGA
US
N
2
2047-10-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AKHP4
13755.94000000
PA
USD
13700.90000000
0.001084750712
Long
ABS-MBS
USGA
US
N
2
2028-06-15
Fixed
5.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617AAP24
56994.37000000
PA
USD
50278.73000000
0.003980752226
Long
ABS-MBS
USGA
US
N
2
2045-12-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RYM2
6959708.83000000
PA
USD
6957648.76000000
0.550862676746
Long
ABS-MBS
USGA
US
N
2
2066-09-20
Floating
5.99443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36290RB93
18036.22000000
PA
USD
17901.24000000
0.001417307099
Long
ABS-MBS
USGA
US
N
2
2033-07-20
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375GBM2
3042253.95000000
PA
USD
3022059.16000000
0.239267553679
Long
ABS-MBS
USGA
US
N
2
2041-05-16
Floating
5.83115000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378GMY1
1036982.81000000
PA
USD
16059.44000000
0.001271485010
Long
ABS-MBS
USGA
US
N
2
2037-10-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335B5H5
3095747.60000000
PA
USD
2835407.46000000
0.224489651168
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201QC50
251323.49000000
PA
USD
251928.51000000
0.019946107967
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
5.75000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT
000000000
-8.00000000
NC
USD
-17142.76000000
-0.00135725544
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2024-06-18
-1014857.24000000
USD
-17142.76000000
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376GVM9
55292.74000000
PA
USD
567.24000000
0.000044910479
Long
ABS-MBS
USGA
US
N
2
2052-10-16
Variable
2.05007000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AXXX6
9983921.07000000
PA
USD
9024617.01000000
0.714512165564
Long
ABS-MBS
USGSE
US
N
2
2043-01-15
Fixed
3.50000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR ULTRA
000000000
-141.00000000
NC
USD
-74096.63000000
-0.00586650308
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2024-06-18
-16085825.25000000
USD
-74096.63000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396WSF4
544997.41000000
PA
USD
530605.39000000
0.042009982899
Long
ABS-MBS
USGSE
US
N
2
2037-05-25
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FQRX3
2271608.28000000
PA
USD
1901121.01000000
0.150518752025
Long
ABS-MBS
USGSE
US
N
2
2049-11-25
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380Q4B5
108653.62000000
PA
USD
99828.50000000
0.007903790004
Long
ABS-MBS
USGA
US
N
2
2066-10-20
Variable
3.08297000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128L5HY0
9484.23000000
PA
USD
9549.85000000
0.000756096795
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411NJG3
57092.75000000
PA
USD
56754.41000000
0.004493455661
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
5.62000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380F6N1
1923688.07000000
PA
USD
403623.04000000
0.031956322585
Long
ABS-MBS
USGA
US
N
2
2047-08-16
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291TMU9
48048.92000000
PA
USD
49400.51000000
0.003911220314
Long
ABS-MBS
USGA
US
N
2
2034-09-20
Fixed
5.58000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376XL68
813560.85000000
PA
USD
815855.74000000
0.064594303661
Long
ABS-MBS
USGA
US
N
2
2040-03-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291A2B4
26298.80000000
PA
USD
25792.78000000
0.002042109385
Long
ABS-MBS
USGA
US
N
2
2033-10-20
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FHN9
21670.10000000
PA
USD
20979.75000000
0.001661044074
Long
ABS-MBS
USGA
US
N
2
2040-07-20
Fixed
4.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F6GV3
2970698.94000000
PA
USD
138770.85000000
0.010986999275
Long
ABS-MBS
USGSE
US
N
2
2030-09-25
Variable
0.92777500
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379JEL1
7951874.74000000
PA
USD
6686923.11000000
0.529428329977
Long
ABS-MBS
USGA
US
N
2
2044-10-20
Variable
2.41123000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375PAK7
313052.72000000
PA
USD
34561.80000000
0.002736384994
Long
ABS-MBS
USGA
US
N
2
2038-01-20
Floating
1.10677000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RLL8
4716867.73000000
PA
USD
4719190.79000000
0.373635715215
Long
ABS-MBS
USGA
US
N
2
2065-11-20
Floating
6.04443000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413JJM7
79521.26000000
PA
USD
80753.75000000
0.006393571796
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.29000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128L8KE4
34805.98000000
PA
USD
35046.80000000
0.002774784230
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36295LVG3
60731.92000000
PA
USD
59899.12000000
0.004742433933
Long
ABS-MBS
USGA
US
N
2
2038-08-20
Fixed
5.39000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379FB65
2318010.72000000
PA
USD
2174328.36000000
0.172149584124
Long
ABS-MBS
USGA
US
N
2
2045-07-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179R7K9
723406.18000000
PA
USD
689900.18000000
0.054621938093
Long
ABS-MBS
USGA
US
N
2
2046-04-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291LUJ2
62025.87000000
PA
USD
63502.36000000
0.005027715714
Long
ABS-MBS
USGA
US
N
2
2034-07-20
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410T5R2
62243.92000000
PA
USD
63154.42000000
0.005000168023
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
5.29000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ABNF6
1610955.43000000
PA
USD
1508785.09000000
0.119456072300
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36292FMA2
132632.67000000
PA
USD
136304.34000000
0.010791716594
Long
ABS-MBS
USGA
US
N
2
2036-04-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BQN5
776956.86000000
PA
USD
777289.86000000
0.061540900907
Long
ABS-MBS
USGA
US
N
2
2062-03-20
Floating
6.04443000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413JJS4
166580.35000000
PA
USD
164336.75000000
0.013011145735
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
5.44000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BSP8
566188.22000000
PA
USD
567015.59000000
0.044892712529
Long
ABS-MBS
USGA
US
N
2
2062-05-20
Floating
6.09443000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31286DKJ9
26941.60000000
PA
USD
27493.10000000
0.002176729981
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
5.44000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W7M4
11376356.38000000
PA
USD
10647357.76000000
0.842990527155
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RJF7
1166335.19000000
PA
USD
1111294.67000000
0.087985291825
Long
ABS-MBS
USGA
US
N
2
2045-07-20
Fixed
4.00000000
N
N
N
N
N
N
FannieMae Whole Loan
N/A
Fannie Mae Trust 2004-W2
31393XGT8
907023.17000000
PA
USD
874814.05000000
0.069262250202
Long
ABS-MBS
USGSE
US
N
2
2044-02-25
Variable
4.24019000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AKHH2
258482.51000000
PA
USD
259161.60000000
0.020518778341
Long
ABS-MBS
USGA
US
N
2
2029-11-15
Fixed
5.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291BBC0
33436.14000000
PA
USD
34361.93000000
0.002720560550
Long
ABS-MBS
USGA
US
N
2
2033-12-20
Fixed
5.58000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202E5Y1
15055.09970000
PA
USD
14854.46000000
0.001176082305
Long
ABS-MBS
USGA
US
N
2
2039-06-20
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411APC3
12555.35000000
PA
USD
12677.44000000
0.001003719614
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
5.30000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617AAQ98
88850.14000000
PA
USD
78380.39000000
0.006205664144
Long
ABS-MBS
USGA
US
N
2
2045-12-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379FCK3
15125000.00000000
PA
USD
13529044.79000000
1.071144302323
Long
ABS-MBS
USGA
US
N
2
2045-04-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B4QW9
1871676.90000000
PA
USD
1296134.94000000
0.102619776752
Long
ABS-MBS
USGSE
US
N
2
2043-09-15
Floating
0.57415500
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31286DDX6
22768.61000000
PA
USD
23237.20000000
0.001839774704
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
5.41000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BGS5
110536.97000000
PA
USD
110104.57000000
0.008717384312
Long
ABS-MBS
USGA
US
N
2
2058-08-20
Floating
5.79443000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312931EF1
95544.37000000
PA
USD
95075.05000000
0.007527441861
Long
ABS-MBS
USGSE
US
N
2
2039-02-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376PAW0
842941.53000000
PA
USD
850263.99000000
0.067318531536
Long
ABS-MBS
USGA
US
N
2
2039-09-20
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377KWB2
918000.00000000
PA
USD
849156.79000000
0.067230870435
Long
ABS-MBS
USGA
US
N
2
2040-09-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UGD8
89096.04000000
PA
USD
86741.31000000
0.006867628973
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A9TT8
369527.78340000
PA
USD
363848.36000000
0.028807214683
Long
ABS-MBS
USGA
US
N
2
2039-10-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36297F6L1
208353.71000000
PA
USD
204432.17000000
0.016185647804
Long
ABS-MBS
USGA
US
N
2
2040-01-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374VVT3
1484324.05000000
PA
USD
1497812.40000000
0.118587324021
Long
ABS-MBS
USGA
US
N
2
2039-07-16
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WP93
3598398.66000000
PA
USD
2950056.61000000
0.233566846616
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RCJ3
2658630.77000000
PA
USD
2652919.50000000
0.210041407287
Long
ABS-MBS
USGA
US
N
2
2065-04-20
Floating
5.84443000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413EAZ8
156856.27000000
PA
USD
154699.53000000
0.012248131535
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
5.44000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374TG81
1136357.21000000
PA
USD
1116079.26000000
0.088364105437
Long
ABS-MBS
USGA
US
N
2
2039-05-16
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WDR6
17107414.54000000
PA
USD
14592499.38000000
1.155341918825
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411EDG9
63089.08000000
PA
USD
63493.41000000
0.005027007110
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
5.30000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TCX1
459777.43000000
PA
USD
424618.18000000
0.033618585142
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38384KQG9
15000000.00000000
PA
USD
14982421.90000000
1.186213520784
Long
ABS-MBS
USGA
US
N
2
2054-03-20
Floating
6.26861000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36211VEH9
23163.61000000
PA
USD
23011.00000000
0.001821865617
Long
ABS-MBS
USGA
US
N
2
2029-10-20
Fixed
5.35000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RFJ0
734464.25000000
PA
USD
730731.56000000
0.057854708826
Long
ABS-MBS
USGA
US
N
2
2065-08-20
Floating
6.04443000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EHP8
5279309.04000000
PA
USD
5157583.17000000
0.408344854500
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGLU1
4943376.37000000
PA
USD
4489652.82000000
0.355462348761
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128KRMA9
66440.55000000
PA
USD
68259.34000000
0.005404343341
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
5.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378PUB2
1900000.00000000
PA
USD
312725.75000000
0.024759649369
Long
ABS-MBS
USGA
US
N
2
2043-11-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374L6G1
423465.20000000
PA
USD
71021.42000000
0.005623027387
Long
ABS-MBS
USGA
US
N
2
2035-09-20
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397YXN6
128218.66000000
PA
USD
14633.62000000
0.001158597589
Long
ABS-MBS
USGSE
US
N
2
2035-09-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EA25
35393.92000000
PA
USD
36831.09000000
0.002916053041
Long
ABS-MBS
USGA
US
N
2
2034-10-20
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378U8D2
2618560.15000000
PA
USD
2615966.20000000
0.207115678430
Long
ABS-MBS
USGA
US
N
2
2064-07-20
Floating
5.94443000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31380EPD0
14095.16000000
PA
USD
14036.90000000
0.001111353069
Long
ABS-MBS
USGSE
US
N
2
2028-06-01
Fixed
6.60000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EXL8
27588.31000000
PA
USD
26759.17000000
0.002118622040
Long
ABS-MBS
USGA
US
N
2
2038-11-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36290XSQ4
22011.53000000
PA
USD
22366.59000000
0.001770845304
Long
ABS-MBS
USGA
US
N
2
2033-08-20
Fixed
5.49000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31286DM81
84894.83000000
PA
USD
86613.77000000
0.006857531161
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
6.09000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-3
35563PLQ0
1661879.31000000
PA
USD
1539057.12000000
0.121852820404
Long
ABS-MBS
USGSE
US
N
2
2058-10-25
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375B3Y6
326523.70000000
PA
USD
326449.94000000
0.025846244036
Long
ABS-MBS
USGA
US
N
2
2063-07-20
Floating
5.99443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379QDJ1
130000.00000000
PA
USD
99850.66000000
0.007905544493
Long
ABS-MBS
USGA
US
N
2
2045-09-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379HXW0
977061.65000000
PA
USD
145436.02000000
0.011514705331
Long
ABS-MBS
USGA
US
N
2
2035-06-20
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ2J8
357010.27000000
PA
USD
347935.55000000
0.027547338909
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XCR64
2741465.68000000
PA
USD
2510924.56000000
0.198799144932
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36181KE63
950808.49000000
PA
USD
874721.63000000
0.069254932971
Long
ABS-MBS
USGA
US
N
2
2045-06-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H052645
10000000.00000000
PA
USD
9992170.90000000
0.791116970452
Long
ABS-MBS
USGA
US
N
2
2054-04-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36290RB69
133918.20000000
PA
USD
137334.72000000
0.010873295574
Long
ABS-MBS
USGA
US
N
2
2033-07-20
Fixed
5.59000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296UTT7
73578.75000000
PA
USD
75431.36000000
0.005972178578
Long
ABS-MBS
USGA
US
N
2
2035-08-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RGA1
285616.74000000
PA
USD
273592.15000000
0.021661298131
Long
ABS-MBS
USGA
US
N
2
2045-06-20
Fixed
4.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT)
000000000
-77.00000000
NC
USD
17297.35000000
0.001369494904
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2024-06-28
-15762594.23000000
USD
17297.35000000
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EY86
104042.99000000
PA
USD
103434.55000000
0.008189294263
Long
ABS-MBS
USGA
US
N
2
2039-01-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WY93
17262543.57000000
PA
USD
14708066.21000000
1.164491770379
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
2.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F84J9
31466000.00000000
PA
USD
1677120.49000000
0.132783805882
Long
ABS-MBS
USGSE
US
N
2
2029-12-25
Variable
1.36401000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36292EXK1
72882.98000000
PA
USD
73994.81000000
0.005858441624
Long
ABS-MBS
USGA
US
N
2
2035-09-20
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378TE48
658079.33000000
PA
USD
47611.45000000
0.003769573845
Long
ABS-MBS
USGA
US
N
2
2043-06-20
Floating
0.40993000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620C3RB0
105621.74000000
PA
USD
100000.30000000
0.007917392043
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
4.45000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378MAU9
1518947.61000000
PA
USD
241868.10000000
0.019149588256
Long
ABS-MBS
USGA
US
N
2
2043-02-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36290Q4H5
25733.56000000
PA
USD
25123.69000000
0.001989135065
Long
ABS-MBS
USGA
US
N
2
2033-05-20
Fixed
4.92000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375PR86
2474817.94000000
PA
USD
2526614.15000000
0.200041347556
Long
ABS-MBS
USGA
US
N
2
2038-03-20
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A65C7
55096.89920000
PA
USD
55121.23000000
0.004364150785
Long
ABS-MBS
USGA
US
N
2
2039-11-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A1KE4
5176171.06000000
PA
USD
4996155.74000000
0.395564050344
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EJT7
4605.88000000
PA
USD
4528.34000000
0.000358525355
Long
ABS-MBS
USGA
US
N
2
2036-07-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381BXF6
1417634.04000000
PA
USD
1316606.78000000
0.104240607721
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397QPY8
1019221.37000000
PA
USD
1008390.51000000
0.079837990491
Long
ABS-MBS
USGSE
US
N
2
2041-02-25
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377FZV6
634577.89000000
PA
USD
621114.24000000
0.049175901890
Long
ABS-MBS
USGA
US
N
2
2040-05-20
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31286DPP0
30439.13000000
PA
USD
31113.37000000
0.002463360090
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.46000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212XE27
128706.70000000
PA
USD
128848.45000000
0.010201406324
Long
ABS-MBS
USGA
US
N
2
2033-07-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36177MAT9
39296.44000000
PA
USD
36063.92000000
0.002855313366
Long
ABS-MBS
USGA
US
N
2
2041-11-15
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376EUN3
951844.57000000
PA
USD
898827.21000000
0.071163460518
Long
ABS-MBS
USGA
US
N
2
2039-11-16
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179U6X5
4181268.80000000
PA
USD
4028415.03000000
0.318944454228
Long
ABS-MBS
USGA
US
N
2
2049-11-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36295LVH1
66631.33000000
PA
USD
68122.67000000
0.005393522673
Long
ABS-MBS
USGA
US
N
2
2038-09-15
Fixed
5.39000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379TPZ6
2494990.45000000
PA
USD
2471120.38000000
0.195647701406
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Variable
4.68622000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36230KJ69
59149.83000000
PA
USD
56585.30000000
0.004480066599
Long
ABS-MBS
USGA
US
N
2
2040-09-15
Fixed
4.45000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377J4M2
6227732.71000000
PA
USD
6114257.19000000
0.484088260011
Long
ABS-MBS
USGA
US
N
2
2040-09-20
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FGWE1
2232587.98000000
PA
USD
2050113.88000000
0.162315066271
Long
ABS-MBS
USGSE
US
N
2
2048-08-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406EEG5
210232.98000000
PA
USD
208457.83000000
0.016504374133
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UDJ6
675779.85000000
PA
USD
676368.52000000
0.053550586735
Long
ABS-MBS
USGA
US
N
2
2064-02-20
Floating
6.09443000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BDB47
2670944.97000000
PA
USD
2369829.31000000
0.187628114348
Long
ABS-MBS
USGSE
US
N
2
2044-08-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374VME6
140115.82000000
PA
USD
5391.50000000
0.000426864911
Long
ABS-MBS
USGA
US
N
2
2037-06-16
Floating
1.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31392JQN2
631711.80000000
PA
USD
652039.40000000
0.051624360702
Long
ABS-MBS
USGSE
US
N
2
2033-03-25
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DY21
59988.11500000
PA
USD
61852.29000000
0.004897073595
Long
ABS-MBS
USGA
US
N
2
2033-08-20
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DVM0
18903.02000000
PA
USD
19341.44000000
0.001531333037
Long
ABS-MBS
USGA
US
N
2
2032-12-20
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H032647
5000000.00000000
PA
USD
4550168.05000000
0.360253562393
Long
ABS-MBS
USGA
US
N
2
2054-04-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381BVD3
9969942.88000000
PA
USD
7997782.50000000
0.633213895664
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374UCV1
925307.93000000
PA
USD
927594.92000000
0.073441106068
Long
ABS-MBS
USGA
US
N
2
2039-05-16
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375B7F3
137470.10000000
PA
USD
137347.64000000
0.010874318498
Long
ABS-MBS
USGA
US
N
2
2063-07-20
Floating
5.94443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BTU6
205670.93000000
PA
USD
205534.84000000
0.016272950249
Long
ABS-MBS
USGA
US
N
2
2062-07-20
Floating
6.02443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EVH9
53358.20300000
PA
USD
54946.10000000
0.004350285098
Long
ABS-MBS
USGA
US
N
2
2038-08-20
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377VF76
229830.73000000
PA
USD
228397.39000000
0.018083062534
Long
ABS-MBS
USGA
US
N
2
2040-04-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292HAK0
3007.89000000
PA
USD
3061.17000000
0.000242364102
Long
ABS-MBS
USGSE
US
N
2
2030-01-01
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291BBB2
144177.18000000
PA
USD
146501.99000000
0.011599102102
Long
ABS-MBS
USGA
US
N
2
2033-12-20
Fixed
5.49000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376FSV5
575339.37000000
PA
USD
18928.49000000
0.001498638265
Long
ABS-MBS
USGA
US
N
2
2039-07-20
Floating
0.65677000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36177WX70
54747.69000000
PA
USD
50202.53000000
0.003974719191
Long
ABS-MBS
USGA
US
N
2
2042-05-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36182HR24
1030280.41000000
PA
USD
1012299.65000000
0.080147491502
Long
ABS-MBS
USGA
US
N
2
2065-02-20
Variable
4.49100000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376V2D8
70071.23750000
PA
USD
1822.32000000
0.000144279785
Long
ABS-MBS
USGA
US
N
2
2039-07-16
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36290UGW0
19568.02000000
PA
USD
19658.04000000
0.001556399425
Long
ABS-MBS
USGA
US
N
2
2027-10-20
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac - SLST
N/A
Seasoned Loans Structured Transaction Trust Series 2019-3
35564CEJ2
5875000.00000000
PA
USD
5240408.94000000
0.414902475751
Long
ABS-MBS
USGSE
US
N
2
2029-11-25
Fixed
2.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EWV7
12179.12310000
PA
USD
12401.85000000
0.000981900139
Long
ABS-MBS
USGA
US
N
2
2038-10-20
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380LNW9
63532.32000000
PA
USD
63449.10000000
0.005023498924
Long
ABS-MBS
USGA
US
N
2
2068-09-20
Floating
5.74443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381DBS8
5253975.86000000
PA
USD
2171965.25000000
0.171962488002
Long
ABS-MBS
USGA
US
N
2
2063-08-16
Fixed
1.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202WQV4
76436.68000000
PA
USD
78640.98000000
0.006226296014
Long
ABS-MBS
USGA
US
N
2
2033-05-20
Fixed
5.77000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379Q2P9
2364266.29000000
PA
USD
32834.22000000
0.002599606122
Long
ABS-MBS
USGA
US
N
2
2045-06-20
Floating
0.31132080
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379FCC1
991456.20000000
PA
USD
97287.33000000
0.007702596216
Long
ABS-MBS
USGA
US
N
2
2044-03-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RKA3
877825.79000000
PA
USD
872169.08000000
0.069052838186
Long
ABS-MBS
USGA
US
N
2
2065-10-20
Floating
5.96443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380LSV6
1765481.91000000
PA
USD
1753380.24000000
0.138821571148
Long
ABS-MBS
USGA
US
N
2
2069-03-20
Floating
5.92443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36183MGQ1
1078661.59000000
PA
USD
1020277.84000000
0.080779154187
Long
ABS-MBS
USGA
US
N
2
2045-01-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411YK85
44145.15000000
PA
USD
44844.09000000
0.003550471762
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
5.30000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36177MMN9
161872.32000000
PA
USD
148439.49000000
0.011752501113
Long
ABS-MBS
USGA
US
N
2
2042-01-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RUS3
199947.43000000
PA
USD
199976.98000000
0.015832914004
Long
ABS-MBS
USGA
US
N
2
2066-05-20
Floating
6.02443000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XVR54
1417383.80000000
PA
USD
1298190.01000000
0.102782484213
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BH21
686956.22000000
PA
USD
684534.63000000
0.054197127738
Long
ABS-MBS
USGA
US
N
2
2062-12-20
Floating
5.78443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375B7B2
808657.79000000
PA
USD
807965.42000000
0.063969597968
Long
ABS-MBS
USGA
US
N
2
2063-06-20
Floating
5.94443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36182HRB4
842414.12000000
PA
USD
828441.17000000
0.065590738505
Long
ABS-MBS
USGA
US
N
2
2065-01-20
Variable
4.45100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AEVL8
1003077.90000000
PA
USD
59017.59000000
0.004672639956
Long
ABS-MBS
USGSE
US
N
2
2033-01-25
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RZX7
1501401.64000000
PA
USD
1498619.09000000
0.118651192639
Long
ABS-MBS
USGA
US
N
2
2066-09-20
Floating
6.29443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617AW2W5
757196.50000000
PA
USD
698115.45000000
0.055272371275
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31286DB83
35240.33000000
PA
USD
35976.33000000
0.002848378543
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
5.62000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617AALR3
324885.44000000
PA
USD
286673.77000000
0.022697018165
Long
ABS-MBS
USGA
US
N
2
2045-11-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UXM7
2414502.39000000
PA
USD
2408488.83000000
0.190688930926
Long
ABS-MBS
USGA
US
N
2
2066-05-20
Floating
6.24443000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WPND5
895246.04000000
PA
USD
848302.02000000
0.067163195146
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377WVN1
1780386.88000000
PA
USD
1642733.06000000
0.130061226403
Long
ABS-MBS
USGA
US
N
2
2041-06-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413JJR6
97979.97000000
PA
USD
96747.75000000
0.007659875681
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
5.89000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36177LYK4
62623.88000000
PA
USD
57590.17000000
0.004559625858
Long
ABS-MBS
USGA
US
N
2
2041-12-15
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36294TEY7
110682.73000000
PA
USD
114737.52000000
0.009084192026
Long
ABS-MBS
USGA
US
N
2
2037-09-20
Fixed
5.29000000
N
N
N
N
N
N
FannieMae Whole Loan
N/A
Fannie Mae REMIC Trust 2002-W2
31392CEN0
4145.38000000
PA
USD
4036.38000000
0.000319575070
Long
ABS-MBS
USGSE
US
N
2
2032-05-25
Variable
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BNF5
562815.54000000
PA
USD
561764.26000000
0.044476945393
Long
ABS-MBS
USGA
US
N
2
2061-10-20
Floating
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378CCP0
30945.78000000
PA
USD
31598.20000000
0.002501745867
Long
ABS-MBS
USGA
US
N
2
2032-05-16
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380LPU1
1560825.56000000
PA
USD
1560737.06000000
0.123569301099
Long
ABS-MBS
USGA
US
N
2
2068-12-20
Floating
5.89443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379GSV0
1850316.00000000
PA
USD
1647461.05000000
0.130435558784
Long
ABS-MBS
USGA
US
N
2
2044-10-16
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394FAB1
244730.46000000
PA
USD
261063.89000000
0.020669389646
Long
ABS-MBS
USGSE
US
N
2
2035-08-25
Floating
3.94539000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291A7K9
21170.59000000
PA
USD
20543.61000000
0.001626513264
Long
ABS-MBS
USGA
US
N
2
2033-11-20
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WZB7
27313348.94000000
PA
USD
24858073.34000000
1.968105216458
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36290XXT2
18983.74000000
PA
USD
18421.74000000
0.001458517001
Long
ABS-MBS
USGA
US
N
2
2033-09-20
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JBCA2
660418.94000000
PA
USD
662781.87000000
0.052474881616
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36290XXQ8
19537.92000000
PA
USD
19692.92000000
0.001559161003
Long
ABS-MBS
USGA
US
N
2
2033-09-20
Fixed
5.59000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291KHX8
54403.30000000
PA
USD
56030.00000000
0.004436101453
Long
ABS-MBS
USGA
US
N
2
2034-04-20
Fixed
5.58000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EXM6
14123.54700000
PA
USD
14174.91000000
0.001122279829
Long
ABS-MBS
USGA
US
N
2
2038-11-20
Fixed
5.50000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AVRG9
6190000.00000000
PA
USD
6189791.71000000
0.490068606147
Long
DBT
USGSE
US
N
2
2024-04-19
Fixed
5.30000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617AAP40
2595425.89000000
PA
USD
2480549.23000000
0.196394218186
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3620AWJA9
329569.35000000
PA
USD
327261.52000000
0.025910499814
Long
ABS-MBS
USGA
US
N
2
2030-04-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374MU98
1367138.49000000
PA
USD
1394662.95000000
0.110420602174
Long
ABS-MBS
USGA
US
N
2
2036-04-20
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31393CGD9
1681244.49000000
PA
USD
1674374.08000000
0.132566362488
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374KA37
303311.64000000
PA
USD
21680.17000000
0.001716498905
Long
ABS-MBS
USGA
US
N
2
2035-02-16
Floating
1.32885000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291PL20
82729.98000000
PA
USD
83990.25000000
0.006649817421
Long
ABS-MBS
USGA
US
N
2
2034-06-20
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AWPM1
4213054.69000000
PA
USD
3733853.84000000
0.295622959972
Long
ABS-MBS
USGSE
US
N
2
2042-11-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36182RXZ2
391346.98000000
PA
USD
378217.06000000
0.029944837580
Long
ABS-MBS
USGA
US
N
2
2034-07-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291EES6
39565.53000000
PA
USD
40203.97000000
0.003183096372
Long
ABS-MBS
USGA
US
N
2
2034-01-20
Fixed
5.49000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BPR7
1490415.48000000
PA
USD
1493406.74000000
0.118238511693
Long
ABS-MBS
USGA
US
N
2
2062-03-20
Floating
6.14443000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397SMB7
1039028.71000000
PA
USD
1011120.50000000
0.080054133854
Long
ABS-MBS
USGSE
US
N
2
2041-04-25
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31393WQ85
247635.08000000
PA
USD
233381.40000000
0.018477664961
Long
ABS-MBS
USGSE
US
N
2
2033-07-15
Floating
4.08277000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376GJ84
7603236.24000000
PA
USD
22322.72000000
0.001767371955
Long
ABS-MBS
USGA
US
N
2
2051-01-16
Variable
0.21428000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UVB3
1402406.88000000
PA
USD
1401027.33000000
0.110924493578
Long
ABS-MBS
USGA
US
N
2
2065-03-20
Floating
5.92443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381XL79
2821240.32000000
PA
USD
2775142.10000000
0.219718220664
Long
ABS-MBS
USGA
US
N
2
2049-08-20
Floating
5.84323000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36290Q4L6
26676.45000000
PA
USD
27484.10000000
0.002176017418
Long
ABS-MBS
USGA
US
N
2
2033-07-20
Fixed
5.59000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WFG8
16980883.17000000
PA
USD
14486122.96000000
1.146919705878
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AHLJ7
808880.15000000
PA
USD
662170.48000000
0.052426475618
Long
ABS-MBS
USGSE
US
N
2
2039-11-25
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36182DF67
5734.85000000
PA
USD
5615.78000000
0.000444621985
Long
ABS-MBS
USGA
US
N
2
2065-04-20
Variable
4.52600000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RUV6
853231.19000000
PA
USD
849934.22000000
0.067292422431
Long
ABS-MBS
USGA
US
N
2
2066-05-20
Floating
5.25000000
N
N
N
N
N
N
Freddie Mac Whole Loan Securit
N/A
Freddie Mac Whole Loan Securities Trust 2017-SC02
3137G1BU0
4871927.85000000
PA
USD
4180763.52000000
0.331006445268
Long
ABS-MBS
USGSE
US
N
2
2047-05-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AU2B6
2630000.00000000
PA
USD
2201451.23000000
0.174297001633
Long
ABS-MBS
USGSE
US
N
2
2047-01-25
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VFR6
11580715.00000000
PA
USD
10953670.70000000
0.867242450739
Long
ABS-MBS
USGA
US
N
2
2050-02-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H030641
48640000.00000000
PA
USD
42900870.58000000
3.396619924007
Long
ABS-MBS
USGA
US
N
2
2054-04-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377JXZ1
2126199.41000000
PA
USD
2113762.84000000
0.167354388848
Long
ABS-MBS
USGA
US
N
2
2040-09-16
Fixed
4.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FUZK3
16435660.71000000
PA
USD
1810168.61000000
0.143317715547
Long
ABS-MBS
USGSE
US
N
2
2035-05-25
Variable
1.50965100
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RJR8
1068556.40000000
PA
USD
1067855.75000000
0.084546072547
Long
ABS-MBS
USGA
US
N
2
2065-10-20
Floating
5.96443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202WUQ0
69284.86000000
PA
USD
71283.29000000
0.005643760599
Long
ABS-MBS
USGA
US
N
2
2033-05-20
Fixed
5.77000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36290S5H0
808.10000000
PA
USD
805.62000000
0.000063783902
Long
ABS-MBS
USGA
US
N
2
2024-08-20
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176KXB8
331334.08000000
PA
USD
304702.12000000
0.024124389031
Long
ABS-MBS
USGA
US
N
2
2041-06-15
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BSM5
269663.81000000
PA
USD
269698.27000000
0.021353005311
Long
ABS-MBS
USGA
US
N
2
2062-05-20
Floating
6.02443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36290XSM3
22702.83000000
PA
USD
22030.52000000
0.001744237404
Long
ABS-MBS
USGA
US
N
2
2033-08-20
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377EEV2
4201153.45000000
PA
USD
4218857.95000000
0.334022521589
Long
ABS-MBS
USGA
US
N
2
2039-10-20
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380MK67
2011826.01000000
PA
USD
1261705.21000000
0.099893848226
Long
ABS-MBS
USGA
US
N
2
2060-12-16
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211SDT1
12499.05000000
PA
USD
12594.77000000
0.000997174326
Long
ABS-MBS
USGA
US
N
2
2035-05-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617BQ4H8
6918.17000000
PA
USD
6731.64000000
0.000532968730
Long
ABS-MBS
USGA
US
N
2
2067-10-20
Variable
4.43000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212XHB4
38998.81000000
PA
USD
39296.56000000
0.003111253381
Long
ABS-MBS
USGA
US
N
2
2035-03-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377LJM1
690699.76000000
PA
USD
45568.57000000
0.003607831511
Long
ABS-MBS
USGA
US
N
2
2040-09-16
Floating
1.20885000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UKC3
2157005.94000000
PA
USD
2154756.18000000
0.170599982550
Long
ABS-MBS
USGA
US
N
2
2064-06-20
Floating
5.94443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382AJM8
10658985.14000000
PA
USD
9449561.26000000
0.748156566869
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376CR68
726238.30000000
PA
USD
685888.65000000
0.054304330488
Long
ABS-MBS
USGA
US
N
2
2039-10-16
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERG87
340300.15000000
PA
USD
322410.87000000
0.025526455989
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FXC5
533618.01000000
PA
USD
526029.41000000
0.041647685710
Long
ABS-MBS
USGA
US
N
2
2041-09-20
Fixed
4.50000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912797JY4
2725000.00000000
PA
USD
2702373.24000000
0.213956842017
Long
DBT
UST
US
N
2
2024-05-28
None
0.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380ATE7
10805960.46000000
PA
USD
1281847.33000000
0.101488574048
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379C5G7
1642938.32000000
PA
USD
105175.65000000
0.008327143563
Long
ABS-MBS
USGA
US
N
2
2044-07-16
Floating
0.15885000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F72D6
24517019.21000000
PA
USD
529941.50000000
0.041957420283
Long
ABS-MBS
USGSE
US
N
2
2027-09-25
Variable
0.74126900
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H0H76
34469782.73100000
PA
USD
3203568.18000000
0.253638291274
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Variable
1.93410300
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36297DB63
144613.25000000
PA
USD
145812.69000000
0.011544527682
Long
ABS-MBS
USGA
US
N
2
2039-03-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RNP7
278179.97000000
PA
USD
276942.07000000
0.021926523635
Long
ABS-MBS
USGA
US
N
2
2066-01-20
Floating
6.09443000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394ETR9
179644.05000000
PA
USD
178557.29000000
0.014137038260
Long
ABS-MBS
USGSE
US
N
2
2035-05-25
Floating
3.28782500
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F040651
5535000.00000000
PA
USD
5128446.00000000
0.406037957442
Long
ABS-MBS
USGSE
US
N
2
2054-05-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381AZV1
358298.35000000
PA
USD
323109.08000000
0.025581735846
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291HB86
37763.15000000
PA
USD
36756.14000000
0.002910118973
Long
ABS-MBS
USGA
US
N
2
2034-03-20
Fixed
4.58000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RYS9
125842.08000000
PA
USD
125778.22000000
0.009958324907
Long
ABS-MBS
USGA
US
N
2
2066-08-20
Floating
6.14443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36295MVF3
70188.02000000
PA
USD
72585.91000000
0.005746893822
Long
ABS-MBS
USGA
US
N
2
2037-08-20
Fixed
5.29000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179V4U1
18343348.85000000
PA
USD
15049400.68000000
1.191516477474
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EVG1
10809.27550000
PA
USD
10865.28000000
0.000860244233
Long
ABS-MBS
USGA
US
N
2
2038-08-20
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398MDJ2
817362.81000000
PA
USD
818948.66000000
0.064839181529
Long
ABS-MBS
USGSE
US
N
2
2036-11-25
Floating
6.20487000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375KQ96
52241.43000000
PA
USD
52810.68000000
0.004181216032
Long
ABS-MBS
USGA
US
N
2
2037-07-16
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375LGF1
32881.59000000
PA
USD
33818.15000000
0.002677507484
Long
ABS-MBS
USGA
US
N
2
2037-09-20
Floating
3.87531000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291BAA5
121115.50000000
PA
USD
122845.72000000
0.009726148082
Long
ABS-MBS
USGA
US
N
2
2033-11-20
Fixed
5.49000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312934HK1
353142.48000000
PA
USD
352975.68000000
0.027946384564
Long
ABS-MBS
USGSE
US
N
2
2039-07-01
Fixed
5.00000000
N
N
N
N
N
N
FHLMC Structured Pass Through
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Pass-Through Certificates
31393LFP3
429303.64000000
PA
USD
386817.73000000
0.030625784300
Long
ABS-MBS
USGSE
US
N
2
2043-02-25
Variable
4.17415000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RMX1
409958.79000000
PA
USD
409941.08000000
0.032456545081
Long
ABS-MBS
USGA
US
N
2
2065-11-20
Floating
6.09443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376ETW5
881807.40000000
PA
USD
9272.29000000
0.000734121348
Long
ABS-MBS
USGA
US
N
2
2039-04-16
Floating
0.90885000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AKHQ2
794.65000000
PA
USD
792.40000000
0.000062737226
Long
ABS-MBS
USGA
US
N
2
2024-08-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36177U5N0
158633.00000000
PA
USD
143390.73000000
0.011352772189
Long
ABS-MBS
USGA
US
N
2
2042-03-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376ULK3
5198632.68000000
PA
USD
4209171.72000000
0.333255627087
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BCN0
1679874.68000000
PA
USD
1689630.72000000
0.133774286865
Long
ABS-MBS
USGA
US
N
2
2060-05-20
Floating
6.45107000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379EGH9
2585765.27000000
PA
USD
2395313.31000000
0.189645776484
Long
ABS-MBS
USGA
US
N
2
2044-08-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D7E6
2639537.49000000
PA
USD
2094380.46000000
0.165819814439
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375B3P5
296772.83000000
PA
USD
296361.80000000
0.023464055180
Long
ABS-MBS
USGA
US
N
2
2063-05-20
Floating
5.91443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376REZ5
897436.20000000
PA
USD
893144.84000000
0.070713566357
Long
ABS-MBS
USGA
US
N
2
2065-07-20
Floating
6.04443000
N
N
N
N
N
N
FannieMae Grantor Trust
N/A
Fannie Mae Grantor Trust 2001-T9
313921FG8
904679.47000000
PA
USD
896659.49000000
0.070991834142
Long
ABS-MBS
USGSE
US
N
2
2031-09-25
Floating
5.55389000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377VEM4
1218723.05000000
PA
USD
1181066.95000000
0.093509420198
Long
ABS-MBS
USGA
US
N
2
2040-12-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380QAW2
60511.61000000
PA
USD
60856.73000000
0.004818251444
Long
ABS-MBS
USGA
US
N
2
2070-05-20
Floating
6.59443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36295YLY7
103199.36000000
PA
USD
106980.73000000
0.008470058394
Long
ABS-MBS
USGA
US
N
2
2038-01-20
Fixed
5.29000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377YN71
1696958.28000000
PA
USD
92281.44000000
0.007306261469
Long
ABS-MBS
USGA
US
N
2
2041-06-16
Floating
1.25885000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374MSG5
51770.66000000
PA
USD
51510.38000000
0.004078266492
Long
ABS-MBS
USGA
US
N
2
2031-09-16
Floating
3.41770000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2018-2
35563PFB0
1402207.23000000
PA
USD
1282260.46000000
0.101521283072
Long
ABS-MBS
USGSE
US
N
2
2057-11-25
Variable
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375K7C0
200869.08000000
PA
USD
189355.96000000
0.014992008734
Long
ABS-MBS
USGA
US
N
2
2037-08-16
Floating
3.92655000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396KXE7
1798851.33000000
PA
USD
152277.08000000
0.012056337246
Long
ABS-MBS
USGSE
US
N
2
2036-08-25
Floating
1.01513000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RZU6
59937.48000000
PA
USD
57210.76000000
0.004529586571
Long
ABS-MBS
USGA
US
N
2
2046-02-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BU26
643026.53000000
PA
USD
640400.54000000
0.050702869291
Long
ABS-MBS
USGA
US
N
2
2063-04-20
Floating
5.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AMAC6
53234.74000000
PA
USD
53209.07000000
0.004212758036
Long
ABS-MBS
USGA
US
N
2
2040-04-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BKX9
110144.38000000
PA
USD
110054.20000000
0.008713396334
Long
ABS-MBS
USGA
US
N
2
2061-02-20
Floating
5.94443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376CUB3
1288762.92000000
PA
USD
1351648.62000000
0.107014999250
Long
ABS-MBS
USGA
US
N
2
2039-09-20
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415TC32
59885.65000000
PA
USD
59235.99000000
0.004689931489
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
5.39000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407G5C8
427059.17000000
PA
USD
423451.94000000
0.033526249626
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WESG5
298059.46000000
PA
USD
282516.67000000
0.022367885248
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36290XXX3
160825.11000000
PA
USD
162828.60000000
0.012891739945
Long
ABS-MBS
USGA
US
N
2
2033-09-20
Fixed
5.49000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BJN3
633402.96000000
PA
USD
632647.06000000
0.050088997724
Long
ABS-MBS
USGA
US
N
2
2060-11-20
Floating
5.89443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374FGZ1
55975.38000000
PA
USD
56169.98000000
0.004447184185
Long
ABS-MBS
USGA
US
N
2
2034-02-20
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31286DHW4
69673.27000000
PA
USD
71861.56000000
0.005689544365
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
5.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179V7D6
15450741.37000000
PA
USD
12670213.44000000
1.003147461343
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W2V9
3817149.81000000
PA
USD
3367189.46000000
0.266592790615
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RY26
494473.61000000
PA
USD
493742.18000000
0.039091386800
Long
ABS-MBS
USGA
US
N
2
2067-02-20
Floating
5.90443000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AQZR2
5075000.00000000
PA
USD
4669646.56000000
0.369713116058
Long
ABS-MBS
USGSE
US
N
2
2042-06-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36290Q6Q3
24012.46000000
PA
USD
23815.88000000
0.001885590931
Long
ABS-MBS
USGA
US
N
2
2033-05-20
Fixed
4.92000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378YBA6
1543791.10000000
PA
USD
1361786.47000000
0.107817650171
Long
ABS-MBS
USGA
US
N
2
2043-10-16
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RCF1
212243.39000000
PA
USD
211861.67000000
0.016773868682
Long
ABS-MBS
USGA
US
N
2
2065-05-20
Floating
5.87443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FB54
18318.99000000
PA
USD
18890.75000000
0.001495650250
Long
ABS-MBS
USGA
US
N
2
2039-10-20
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36177WRW2
42906.23000000
PA
USD
38358.89000000
0.003037014593
Long
ABS-MBS
USGA
US
N
2
2042-06-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291EDF5
41371.74000000
PA
USD
42622.27000000
0.003374562090
Long
ABS-MBS
USGA
US
N
2
2033-11-20
Fixed
5.59000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RLV6
2805813.48000000
PA
USD
2792215.95000000
0.221070020250
Long
ABS-MBS
USGA
US
N
2
2065-11-20
Floating
6.04443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BSK9
171225.02000000
PA
USD
171531.58000000
0.013580786924
Long
ABS-MBS
USGA
US
N
2
2062-02-20
Floating
6.14443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36291FKA5
138958.12600000
PA
USD
138967.38000000
0.011002559279
Long
ABS-MBS
USGA
US
N
2
2035-04-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FJL1
76545.38000000
PA
USD
74106.41000000
0.005867277407
Long
ABS-MBS
USGA
US
N
2
2040-08-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EJH3
23963.80000000
PA
USD
24710.53000000
0.001956423666
Long
ABS-MBS
USGA
US
N
2
2036-06-20
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375B3N0
282793.32000000
PA
USD
282382.28000000
0.022357245097
Long
ABS-MBS
USGA
US
N
2
2063-06-20
Floating
5.91443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WY85
17606281.84000000
PA
USD
14439238.16000000
1.143207663590
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200J6A3
167212.71000000
PA
USD
167287.11000000
0.013244736602
Long
ABS-MBS
USGA
US
N
2
2029-08-15
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AA6U4
1373436.76000000
PA
USD
169401.54000000
0.013412143812
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WG28
7116927.60000000
PA
USD
5834724.63000000
0.461956637742
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36192ST59
314305.99000000
PA
USD
295583.61000000
0.023402443012
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380MFZ9
2007951.63000000
PA
USD
1498328.49000000
0.118628184767
Long
ABS-MBS
USGA
US
N
2
2060-04-16
Variable
3.10000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT)
000000000
-1031.00000000
NC
USD
-199362.51000000
-0.01578426415
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2024-06-28
-110133746.87000000
USD
-199362.51000000
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375B2Q4
1184180.03000000
PA
USD
1192866.94000000
0.094443668865
Long
ABS-MBS
USGA
US
N
2
2063-06-20
Floating
6.44443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378UNX1
7000000.00000000
PA
USD
6491840.60000000
0.513982929188
Long
ABS-MBS
USGA
US
N
2
2039-12-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36292JPX1
4574.77000000
PA
USD
4570.85000000
0.000361891028
Long
ABS-MBS
USGA
US
N
2
2025-10-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RNX3
1297328.88000000
PA
USD
1239369.83000000
0.098125473932
Long
ABS-MBS
USGA
US
N
2
2045-09-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376R5A0
925507.32000000
PA
USD
924483.15000000
0.073194735776
Long
ABS-MBS
USGA
US
N
2
2067-06-20
Floating
5.94443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A65D5
535397.26600000
PA
USD
536375.57000000
0.042466829301
Long
ABS-MBS
USGA
US
N
2
2039-11-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac - SLST
N/A
Seasoned Loans Structured Transaction Trust Series 2019-2
35564CCZ8
3073798.39000000
PA
USD
2825967.55000000
0.223742258727
Long
ABS-MBS
USGSE
US
N
2
2029-09-25
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394BQG2
1606418.75000000
PA
USD
1698884.53000000
0.134506945084
Long
ABS-MBS
USGSE
US
N
2
2034-12-25
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36290XSJ0
71751.92000000
PA
USD
73583.52000000
0.005825878280
Long
ABS-MBS
USGA
US
N
2
2033-08-20
Fixed
5.59000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176SX70
235785.58000000
PA
USD
222532.41000000
0.017618710467
Long
ABS-MBS
USGA
US
N
2
2041-09-15
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MK82
4119493.02000000
PA
USD
3962641.51000000
0.313736922412
Long
ABS-MBS
USGA
US
N
2
2042-08-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36210WBA6
21631.87000000
PA
USD
21488.25000000
0.001701303891
Long
ABS-MBS
USGA
US
N
2
2029-04-20
Fixed
5.35000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380LVZ3
352435.97000000
PA
USD
351533.35000000
0.027832189986
Long
ABS-MBS
USGA
US
N
2
2069-05-20
Floating
5.84443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378EWC3
2819547.55000000
PA
USD
223013.24000000
0.017656779549
Long
ABS-MBS
USGA
US
N
2
2042-05-16
Floating
0.65885000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F042640
4000000.00000000
PA
USD
3809514.52000000
0.301613294660
Long
ABS-MBS
USGSE
US
N
2
2054-04-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397NKP9
94364.57000000
PA
USD
104299.79000000
0.008257798501
Long
ABS-MBS
USGSE
US
N
2
2039-03-25
Variable
15.10607900
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LSKW9
4994112.46000000
PA
USD
4734238.72000000
0.374827115253
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UEA6
190768.19000000
PA
USD
185736.21000000
0.014705419796
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
4.50000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust 2003-2
911760TM8
1209705.08000000
PA
USD
1198555.59000000
0.094894060236
Long
ABS-MBS
USGSE
US
N
2
2033-05-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36290RBZ5
48700.24000000
PA
USD
49609.66000000
0.003927779490
Long
ABS-MBS
USGA
US
N
2
2033-07-20
Fixed
5.77000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36291T4Z8
55692.40000000
PA
USD
55338.55000000
0.004381356810
Long
ABS-MBS
USGA
US
N
2
2035-01-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36177MMM1
458323.53000000
PA
USD
414286.54000000
0.032800591153
Long
ABS-MBS
USGA
US
N
2
2042-02-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377DAL0
670738.78000000
PA
USD
47943.27000000
0.003795845256
Long
ABS-MBS
USGA
US
N
2
2040-03-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380M4J7
3479635.92000000
PA
USD
2465055.16000000
0.195167495601
Long
ABS-MBS
USGA
US
N
2
2061-06-16
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36290Q6M2
52407.99000000
PA
USD
53919.04000000
0.004268968975
Long
ABS-MBS
USGA
US
N
2
2033-07-20
Fixed
5.77000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291GZY5
85974.39000000
PA
USD
87941.39000000
0.006962643726
Long
ABS-MBS
USGA
US
N
2
2034-01-20
Fixed
5.58000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291SSS0
90600.80000000
PA
USD
89680.11000000
0.007100304592
Long
ABS-MBS
USGA
US
N
2
2035-01-20
Fixed
5.50000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912797JN8
25775000.00000000
PA
USD
25718461.51000000
2.036225316611
Long
DBT
UST
US
N
2
2024-04-16
None
0.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38373MJ50
42786.05000000
PA
USD
42640.47000000
0.003376003051
Long
ABS-MBS
USGA
US
N
2
2048-01-16
Variable
4.35000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XHY5
8979546.83000000
PA
USD
8635194.68000000
0.683680165489
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620ADSF0
263455.89950000
PA
USD
259714.83000000
0.020562579598
Long
ABS-MBS
USGA
US
N
2
2039-11-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398TYK1
942117.34000000
PA
USD
909515.46000000
0.072009688634
Long
ABS-MBS
USGSE
US
N
2
2040-06-25
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382ECA3
18793667.80000000
PA
USD
3407436.68000000
0.269779311249
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EY94
5329.95780000
PA
USD
5231.50000000
0.000414197122
Long
ABS-MBS
USGA
US
N
2
2039-01-20
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379EWR9
2793200.00000000
PA
USD
2570282.53000000
0.203498734027
Long
ABS-MBS
USGA
US
N
2
2044-08-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193SDY2
4922.75000000
PA
USD
4788.35000000
0.000379111304
Long
ABS-MBS
USGA
US
N
2
2066-04-20
Variable
4.36200000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617MAVL2
2020307.46000000
PA
USD
1734684.37000000
0.137341350265
Long
ABS-MBS
USGA
US
N
2
2050-02-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AQA57
1529494.98000000
PA
USD
1459748.48000000
0.115573663288
Long
ABS-MBS
USGSE
US
N
2
2042-05-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380BHT5
4673119.18000000
PA
USD
755565.80000000
0.059820927069
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GETT7
146450.10000000
PA
USD
146200.26000000
0.011575213027
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374TWL4
1122640.53000000
PA
USD
1098455.49000000
0.086968766659
Long
ABS-MBS
USGA
US
N
2
2039-05-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374XE76
1745108.63000000
PA
USD
1714458.41000000
0.135739986521
Long
ABS-MBS
USGA
US
N
2
2039-10-16
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AP2Q4
711932.00000000
PA
USD
666844.92000000
0.052796568248
Long
ABS-MBS
USGSE
US
N
2
2030-09-25
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397QY69
5370101.11360000
PA
USD
545745.12000000
0.043208651082
Long
ABS-MBS
USGSE
US
N
2
2041-01-25
Floating
1.01513000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413SEF7
262452.91000000
PA
USD
259583.82000000
0.020552207054
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
5.44000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377YEW6
122134.06000000
PA
USD
9377.50000000
0.000742451211
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377RL60
692557.79000000
PA
USD
682210.84000000
0.054013144726
Long
ABS-MBS
USGA
US
N
2
2040-12-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AWVZ3
81331.13000000
PA
USD
78093.83000000
0.006182976133
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EV71
7006.65600000
PA
USD
7021.29000000
0.000555901388
Long
ABS-MBS
USGA
US
N
2
2038-09-20
Fixed
5.50000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust 2011-2
92262BAG0
20870233.92000000
PA
USD
292626.77000000
0.023168339099
Long
ABS-MBS
USGSE
US
N
2
2041-10-15
Variable
0.35286200
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291A2C2
237908.20000000
PA
USD
240964.15000000
0.019078019205
Long
ABS-MBS
USGA
US
N
2
2033-10-20
Fixed
5.49000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B5W90
2724395.21000000
PA
USD
2207611.36000000
0.174784721812
Long
ABS-MBS
USGSE
US
N
2
2035-10-15
Floating
0.41688000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374GCL4
371553.44000000
PA
USD
373643.65000000
0.029582743867
Long
ABS-MBS
USGA
US
N
2
2034-04-20
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379VDH4
4787085.34000000
PA
USD
440758.44000000
0.034896468969
Long
ABS-MBS
USGA
US
N
2
2046-02-20
Floating
0.65677000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EHH6
4663941.77000000
PA
USD
4179266.99000000
0.330887959476
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377LAH1
2000000.00000000
PA
USD
1980557.60000000
0.156808039414
Long
ABS-MBS
USGA
US
N
2
2040-06-16
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296DPD4
140364.55000000
PA
USD
143897.00000000
0.011392855450
Long
ABS-MBS
USGA
US
N
2
2035-07-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B3C21
1637638.69000000
PA
USD
1439147.05000000
0.113942572202
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RPV2
1121706.03000000
PA
USD
1122650.96000000
0.088884411129
Long
ABS-MBS
USGA
US
N
2
2066-01-20
Floating
6.44443000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ANEZ6
1401927.00000000
PA
USD
1047496.72000000
0.082934173162
Long
ABS-MBS
USGSE
US
N
2
2045-04-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390F2T5
31231.47000000
PA
USD
31399.98000000
0.002486052060
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
5.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291HB37
110620.69000000
PA
USD
113425.07000000
0.008980280526
Long
ABS-MBS
USGA
US
N
2
2034-04-20
Fixed
5.58000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36296GXT3
78255.71000000
PA
USD
80484.59000000
0.006372261408
Long
ABS-MBS
USGA
US
N
2
2038-04-20
Fixed
5.74000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291KHU4
29610.55000000
PA
USD
28820.79000000
0.002281848088
Long
ABS-MBS
USGA
US
N
2
2034-04-20
Fixed
4.58000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AKHM1
29736.95000000
PA
USD
29773.94000000
0.002357312484
Long
ABS-MBS
USGA
US
N
2
2029-11-15
Fixed
5.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380GHS6
1000000.00000000
PA
USD
791468.40000000
0.062663468137
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36291AX46
156978.61000000
PA
USD
158933.10000000
0.012583318863
Long
ABS-MBS
USGA
US
N
2
2033-10-20
Fixed
5.49000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622AAU51
9409926.84000000
PA
USD
7947472.52000000
0.629230669261
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617VQGL4
22338210.17000000
PA
USD
19262257.84000000
1.525063894419
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374KK93
472977.82000000
PA
USD
472068.43000000
0.037375396190
Long
ABS-MBS
USGA
US
N
2
2035-03-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381TKB0
759936.14000000
PA
USD
162540.39000000
0.012868921298
Long
ABS-MBS
USGA
US
N
2
2048-07-20
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31395WWD5
42993.77000000
PA
USD
42321.57000000
0.003350754563
Long
ABS-MBS
USGSE
US
N
2
2035-04-15
Floating
2.40076800
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AQ3B4
4039320.28210000
PA
USD
395062.08000000
0.031278519853
Long
ABS-MBS
USGSE
US
N
2
2046-02-25
Floating
0.66513000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31378JD87
5476.68000000
PA
USD
5454.07000000
0.000431818808
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Fixed
6.60000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36290XXR6
35635.11000000
PA
USD
36714.40000000
0.002906814263
Long
ABS-MBS
USGA
US
N
2
2033-09-20
Fixed
5.59000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36297GKM1
61888.49000000
PA
USD
63448.52000000
0.005023453003
Long
ABS-MBS
USGA
US
N
2
2035-05-15
Fixed
5.50000000
N
N
N
N
N
N
FannieMae Whole Loan
N/A
Fannie Mae REMIC Trust 2002-W1
31392CMV3
119950.78000000
PA
USD
111051.33000000
0.008792342788
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Variable
3.66555000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617AARE6
62019.57000000
PA
USD
59212.44000000
0.004688066949
Long
ABS-MBS
USGA
US
N
2
2045-12-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378AAH4
945000.00000000
PA
USD
808888.15000000
0.064042653900
Long
ABS-MBS
USGA
US
N
2
2041-11-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202V5J6
49219.25000000
PA
USD
48744.27000000
0.003859263376
Long
ABS-MBS
USGA
US
N
2
2033-11-20
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M6SL3
9012.14000000
PA
USD
9074.47000000
0.000718459210
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B1BK9
7510000.00000000
PA
USD
6586156.60000000
0.521450274266
Long
ABS-MBS
USGSE
US
N
2
2041-05-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394AZG4
17714.43000000
PA
USD
17668.25000000
0.001398860423
Long
ABS-MBS
USGSE
US
N
2
2029-09-25
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H020642
153699000.00000000
PA
USD
125944852.26000000
9.971517797402
Long
ABS-MBS
USGA
US
N
2
2054-04-15
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622ABZB1
8227633.67000000
PA
USD
7232580.36000000
0.572630024067
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381DDV9
2608470.75000000
PA
USD
1077610.91000000
0.085318424492
Long
ABS-MBS
USGA
US
N
2
2062-12-16
Fixed
1.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379G4J3
846385.58000000
PA
USD
54422.00000000
0.004308790171
Long
ABS-MBS
USGA
US
N
2
2044-11-20
Floating
0.45993000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137ABE31
202398.97000000
PA
USD
198792.55000000
0.015739138319
Long
ABS-MBS
USGSE
US
N
2
2039-03-15
Floating
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ACYK1
48194.26000000
PA
USD
41885.29000000
0.003316212669
Long
ABS-MBS
USGSE
US
N
2
2042-12-25
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31393YFF7
2101402.97000000
PA
USD
2122614.74000000
0.168055226371
Long
ABS-MBS
USGSE
US
N
2
2034-05-25
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36181PCC1
76704.05000000
PA
USD
75747.96000000
0.005997244966
Long
ABS-MBS
USGA
US
N
2
2064-09-20
Variable
4.68900000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374MYT0
4383150.53000000
PA
USD
4479377.34000000
0.354648801166
Long
ABS-MBS
USGA
US
N
2
2036-03-20
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EE62
69111.58000000
PA
USD
66064.44000000
0.005230565024
Long
ABS-MBS
USGA
US
N
2
2035-08-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176TQJ0
122964.78000000
PA
USD
117049.48000000
0.009267238414
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
3.90000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RBF2
150969.42000000
PA
USD
150816.16000000
0.011940670830
Long
ABS-MBS
USGA
US
N
2
2065-05-20
Floating
5.92443000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622AAHD9
9912836.18000000
PA
USD
9139924.51000000
0.723641485006
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374JQX7
1342078.57440000
PA
USD
1333142.75000000
0.105549821366
Long
ABS-MBS
USGA
US
N
2
2034-10-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383MX94
2346452.00000000
PA
USD
1915840.05000000
0.151684112631
Long
ABS-MBS
USGA
US
N
2
2037-03-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36200NGV7
95395.37000000
PA
USD
94336.89000000
0.007468999015
Long
ABS-MBS
USGA
US
N
2
2034-04-20
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WTY4
3909569.48000000
PA
USD
3332096.98000000
0.263814389731
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E5SY5
89663.10000000
PA
USD
85355.73000000
0.006757927501
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
3.47500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FVH6
404317.16000000
PA
USD
407917.07000000
0.032296296755
Long
ABS-MBS
USGA
US
N
2
2041-07-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WR26
29419865.09000000
PA
USD
25083569.09000000
1.985958545466
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36177WX88
74983.45000000
PA
USD
68813.90000000
0.005448249898
Long
ABS-MBS
USGA
US
N
2
2042-06-15
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128K8QJ8
404485.41000000
PA
USD
407282.52000000
0.032246057094
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312940FU8
416241.61000000
PA
USD
416660.81000000
0.032988570853
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36291RY71
7155.93000000
PA
USD
7177.47000000
0.000568266733
Long
ABS-MBS
USGA
US
N
2
2035-03-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380MXL0
2022365.84000000
PA
USD
1328047.60000000
0.105146419576
Long
ABS-MBS
USGA
US
N
2
2061-04-16
Fixed
3.00000000
N
N
N
N
N
N
2024-05-23
Voya Funds Trust
Dorothy Roman
Dorothy Roman
Vice President, Fund Administration