0001752724-22-220486.txt : 20220928
0001752724-22-220486.hdr.sgml : 20220928
20220928111229
ACCESSION NUMBER: 0001752724-22-220486
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220731
FILED AS OF DATE: 20220928
DATE AS OF CHANGE: 20220928
PERIOD START: 20230131
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SEI DAILY INCOME TRUST /MA/
CENTRAL INDEX KEY: 0000701939
IRS NUMBER: 236756825
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0131
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03451
FILM NUMBER: 221273482
BUSINESS ADDRESS:
STREET 1: 2 OLIVER ST
CITY: BOSTON
STATE: MA
ZIP: 02109
BUSINESS PHONE: 8003425734
MAIL ADDRESS:
STREET 1: ONE FREEDOM VALLEY DRIVE
CITY: OAKS
STATE: PA
ZIP: 19456
FORMER COMPANY:
FORMER CONFORMED NAME: SEI CASH & PLUS TRUST
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: TRUSTFUNDS CASH & PLUS TRUST
DATE OF NAME CHANGE: 19890123
FORMER COMPANY:
FORMER CONFORMED NAME: CASH PLUS TRUST
DATE OF NAME CHANGE: 19860827
0000701939
S000008269
SDIT GNMA FUND
C000022554
SDIT GNMA FUND - CLASS F, effective 1-31-2017 (formerly Class A)
SEGMX
C000147421
Class Y
SGMYX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000701939
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S000008269
C000022554
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SEI DAILY INCOME TRUST
811-03451
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2 OLIVER STREET
BOSTON
02109
8003455734
SDIT GNMA FUND
S000008269
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2023-01-31
2022-07-31
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
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Government National Mortgage Association
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0.621664148092
Long
DBT
USGA
US
N
2
2044-03-20
Fixed
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N
N
N
N
N
N
Government National Mortgage Association
N/A
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38380C3D3
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USD
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0.749670907191
Long
DBT
USGA
US
N
2
2047-02-20
Fixed
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N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 4731 LB
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0.267326605810
Long
DBT
USGA
US
N
2
2047-11-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
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USD
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0.091508858653
Long
DBT
USGA
US
N
2
2043-11-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
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36200GMG8
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USD
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0.006722547726
Long
DBT
USGA
US
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2
2034-02-15
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
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USD
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0.017840772681
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DBT
USGA
US
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2
2032-09-01
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N
N
N
N
N
N
Government National Mortgage Association
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36185KAE6
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USD
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Long
DBT
USGA
US
N
2
2045-07-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 412390
36206JC36
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PA
USD
1605.13000000
0.002861664195
Long
DBT
USGA
US
N
2
2027-12-15
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 733799
3620AMGG1
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PA
USD
7703.16000000
0.013733378083
Long
DBT
USGA
US
N
2
2040-07-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
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36225BCN6
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PA
USD
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0.001430288336
Long
DBT
USGA
US
N
2
2028-12-15
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA3597
36179R7J2
671235.26000000
PA
USD
677412.26000000
1.207706796332
Long
DBT
USGA
US
N
2
2046-04-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA AUGUST
21H030682
2715000.00000000
PA
USD
2643863.74000000
4.713543577398
Long
DBT
USGA
US
N
2
2042-08-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA1921
36179QD24
111626.70000000
PA
USD
118187.16000000
0.210706898589
Long
DBT
USGA
US
N
2
2044-05-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 780615
36225AVG2
16573.81000000
PA
USD
17474.48000000
0.031153921333
Long
DBT
USGA
US
N
2
2027-08-15
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2019-31 CB
3136B5MP7
300000.00000000
PA
USD
285581.64000000
0.509141785440
Long
DBT
USGA
US
N
2
2049-07-25
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 622122
36291AD30
13755.65000000
PA
USD
14571.44000000
0.025978312114
Long
DBT
USGA
US
N
2
2033-10-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA7312
36179WDR6
407937.29000000
PA
USD
388263.97000000
0.692206301875
Long
DBT
USGA
US
N
2
2051-04-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL 30YR TBA (AUGUST)
21H040681
-1100000.00000000
PA
USD
-1111300.78000000
-1.98125363833
Short
DBT
USGA
US
N
2
2052-08-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 4636
36202FEH5
314792.75000000
PA
USD
330408.77000000
0.589060666095
Long
DBT
USGA
US
N
2
2040-02-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 737930
3620ARY39
21055.03000000
PA
USD
21596.58000000
0.038502899908
Long
DBT
USGA
US
N
2
2041-02-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 621132
36290YA99
19502.57000000
PA
USD
20384.01000000
0.036341101080
Long
DBT
USGA
US
N
2
2037-04-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-18 TA
38379VJK1
256721.17000000
PA
USD
243059.55000000
0.433332385286
Long
DBT
USGA
US
N
2
2044-10-20
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 4923
36202FPG5
11618.20000000
PA
USD
12295.36000000
0.021920462194
Long
DBT
USGA
US
N
2
2041-01-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN AA5827
36178DPL9
36967.44000000
PA
USD
37934.27000000
0.067630124811
Long
DBT
USGA
US
N
2
2042-11-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 710693
36297FRN4
8483.03000000
PA
USD
8991.90000000
0.016030974612
Long
DBT
USGA
US
N
2
2039-07-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA7192
36179V7D6
1202090.13000000
PA
USD
1110267.87000000
1.979412141652
Long
DBT
USGA
US
N
2
2051-02-20
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-62 CI
38379LS49
167556.97000000
PA
USD
30446.39000000
0.054280553066
Long
DBT
USGA
US
N
2
2045-05-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 781429
36225BSS8
1083.18000000
PA
USD
1188.50000000
0.002118886256
Long
DBT
USGA
US
N
2
2032-03-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 605461
36200NTS0
38579.51000000
PA
USD
40738.23000000
0.072629091834
Long
DBT
USGA
US
N
2
2034-06-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K123 X1
3137F8ZX4
2320416.01000000
PA
USD
118852.64000000
0.211893332267
Long
DBT
USGA
US
N
2
2030-12-25
Floating
0.77401440
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-47 IA
38378JXN7
248298.72000000
PA
USD
44646.67000000
0.079597152246
Long
DBT
USGA
US
N
2
2043-03-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA5191
36179TXU4
156090.19000000
PA
USD
157055.52000000
0.280002341418
Long
DBT
USGA
US
N
2
2048-05-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 780892
36225A7D6
5863.45000000
PA
USD
6188.28000000
0.011032613749
Long
DBT
USGA
US
N
2
2028-11-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 604871
36200M6G3
1373.18000000
PA
USD
1450.20000000
0.002585451281
Long
DBT
USGA
US
N
2
2033-12-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
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36209HKS3
2209.71000000
PA
USD
2321.33000000
0.004138522703
Long
DBT
USGA
US
N
2
2028-08-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 527107
36211YR48
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PA
USD
322.27000000
0.000574550672
Long
DBT
USGA
US
N
2
2030-02-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 5175
36202FXC5
181548.80000000
PA
USD
190547.67000000
0.339712948337
Long
DBT
USGA
US
N
2
2041-09-20
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC 30YR TBA (AUGUST)
01F020687
70000.00000000
PA
USD
62945.31000000
0.112220405760
Long
DBT
USGA
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 BG4091
3617GNRL6
13023.06000000
PA
USD
13216.66000000
0.023562977892
Long
DBT
USGA
US
N
2
2048-03-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 782442
36241KWB0
8790.20000000
PA
USD
9321.29000000
0.016618218990
Long
DBT
USGA
US
N
2
2038-10-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 439600
36207RKM6
67.99000000
PA
USD
68.08000000
0.000121374654
Long
DBT
USGA
US
N
2
2027-07-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION TBA
01N052681
-725000.00000000
PA
USD
-756775.39000000
-1.34919728467
Short
DBT
USGA
US
N
2
2023-08-01
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET PARIBAS
PAMGZZVY7
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PA
USD
600000.00000000
1.069694365731
Long
RA
US
N
2
Repurchase
Y
2.27999880
N/A
599074.31534773
USD
611055.83000000
USD
AMBS
984.70223940
USD
1004.40000000
USD
UST
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN AA0159
36177WE89
448850.95000000
PA
USD
464077.60000000
0.827368656636
Long
DBT
USGA
US
N
2
2042-05-15
Fixed
3.87500000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-23 CI
38379VRH9
589328.61000000
PA
USD
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0.063554250541
Long
DBT
USGA
US
N
2
2042-04-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 782789
36241LC20
7369.79000000
PA
USD
8063.45000000
0.014375711722
Long
DBT
USGA
US
N
2
2039-10-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA3374
36179RXB0
9366.27000000
PA
USD
8883.95000000
0.015838518767
Long
DBT
USGA
US
N
2
2046-01-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN AN5728
36186NLH0
19541.71000000
PA
USD
19155.99000000
0.034151757621
Long
DBT
USGA
US
N
2
2045-06-15
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 395659
31378DQL7
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PA
USD
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0.001400657802
Long
DBT
USGA
US
N
2
2027-08-01
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA3452
36179RZR3
4754.69000000
PA
USD
4509.12000000
0.008038967097
Long
DBT
USGA
US
N
2
2046-02-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 783442
36241LZF6
547438.76000000
PA
USD
564360.68000000
1.006155732727
Long
DBT
USGA
US
N
2
2041-09-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 494109
36210J3S5
6664.39000000
PA
USD
6712.69000000
0.011967544453
Long
DBT
USGA
US
N
2
2029-09-15
Fixed
7.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE INTEREST STRIP FNS 410 C8
31395QCT5
343731.35000000
PA
USD
38260.02000000
0.068210879711
Long
DBT
USGA
US
N
2
2032-04-25
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 783021
36241LLA2
35890.69000000
PA
USD
37240.38000000
0.066393041106
Long
DBT
USGA
US
N
2
2040-06-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN AM6455
36184XE47
276766.07000000
PA
USD
270730.04000000
0.482663997370
Long
DBT
USGA
US
N
2
2045-05-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA5265
36179TZ65
281608.09000000
PA
USD
290355.08000000
0.517651988562
Long
DBT
USGA
US
N
2
2048-06-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-134 CG
38380GK45
80000.00000000
PA
USD
72954.59000000
0.130065189795
Long
DBT
USGA
US
N
2
2047-09-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 431445
36207GHW2
8782.72000000
PA
USD
9115.94000000
0.016252116093
Long
DBT
USGA
US
N
2
2026-10-15
Fixed
7.75000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-115 YA
38382HG20
62379.04000000
PA
USD
52804.46000000
0.094141055579
Long
DBT
USGA
US
N
2
2050-08-20
Fixed
1.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA7053
36179VZS2
1531893.95000000
PA
USD
1497251.58000000
2.669335965347
Long
DBT
USGA
US
N
2
2050-12-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 628869
36291HT20
1799.69000000
PA
USD
1882.50000000
0.003356166072
Long
DBT
USGA
US
N
2
2034-04-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 688029
36296DLJ5
59281.65000000
PA
USD
67238.89000000
0.119875102985
Long
DBT
USGA
US
N
2
2038-10-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA7137
36179V4W7
121228.23000000
PA
USD
118485.88000000
0.211239463757
Long
DBT
USGA
US
N
2
2051-01-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 615635
36290R4U4
31609.19000000
PA
USD
33219.02000000
0.059223664215
Long
DBT
USGA
US
N
2
2033-09-15
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K737 X1
3137FQXL2
2146823.08000000
PA
USD
46195.34000000
0.082358158201
Long
DBT
USGA
US
N
2
2026-10-25
Floating
0.63760680
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-133 EP
38379GRG4
251000.00000000
PA
USD
248082.65000000
0.442287688234
Long
DBT
USGA
US
N
2
2044-09-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA5192
36179TXV2
245223.42000000
PA
USD
249443.67000000
0.444714147277
Long
DBT
USGA
US
N
2
2048-05-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30 YR TBA AUGUST
21H022689
2390000.00000000
PA
USD
2263428.54000000
4.035294594122
Long
DBT
USGA
US
N
2
2043-08-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 506659
36210YZY4
13257.63000000
PA
USD
13956.60000000
0.024882160641
Long
DBT
USGA
US
N
2
2029-04-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 617841
36290ULW4
28718.43000000
PA
USD
32271.13000000
0.057533743227
Long
DBT
USGA
US
N
2
2037-12-15
Fixed
6.50000000
N
N
N
N
N
N
United States of America
N/A
US ULTRA BOND CBT SEP22 FINANCIAL COMMODITY FUTURE.
N/A
2.00000000
NC
USD
316625.00000000
0.564486630916
N/A
DIR
US
N
1
US ULTRA BOND CBT SEP22
N/A
Long
U.S. Treasury Futures
US Ultra T-Bond Futures (Composite) Sep 2022
2022-09-24
316074.42000000
USD
550.58000000
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC 30YR TBA (AUGUST)
01F040685
-1660000.00000000
PA
USD
-1668235.16000000
-2.97416958561
Short
DBT
USGA
US
N
2
2052-08-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 641944
36291YER4
404.25000000
PA
USD
419.10000000
0.000747181514
Long
DBT
USGA
US
N
2
2035-05-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-26 IK
38378JAS1
253199.76000000
PA
USD
33225.51000000
0.059235234742
Long
DBT
USGA
US
N
2
2043-02-16
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA5329
36179T4N2
57496.37000000
PA
USD
57806.57000000
0.103058937052
Long
DBT
USGA
US
N
2
2048-07-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 693467
36296KMQ2
55943.64000000
PA
USD
60190.12000000
0.107308387061
Long
DBT
USGA
US
N
2
2038-06-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA4901
36179TNS0
81224.51000000
PA
USD
83027.81000000
0.148023967593
Long
DBT
USGA
US
N
2
2047-12-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 781339
36225BPY8
2202.75000000
PA
USD
2454.95000000
0.004376743638
Long
DBT
USGA
US
N
2
2031-09-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 BF9693
3617GGXW0
14030.03000000
PA
USD
14239.40000000
0.025386343252
Long
DBT
USGA
US
N
2
2048-02-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 BB0185
3617AQF20
105043.72000000
PA
USD
107947.51000000
0.192451405402
Long
DBT
USGA
US
N
2
2047-06-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 626815
36291FK49
83326.49000000
PA
USD
89847.86000000
0.160182916025
Long
DBT
USGA
US
N
2
2035-05-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-122 IP
38379ETX0
308447.54000000
PA
USD
20590.60000000
0.036709414678
Long
DBT
USGA
US
N
2
2029-08-16
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-126 KI
38380BAQ8
237458.34000000
PA
USD
12272.18000000
0.021879136335
Long
DBT
USGA
US
N
2
2028-09-20
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 506238
31383LLT0
158.03000000
PA
USD
158.62000000
0.000282791533
Long
DBT
USGA
US
N
2
2028-09-01
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-84 IO
38379PQ67
245254.10000000
PA
USD
41328.31000000
0.073681100586
Long
DBT
USGA
US
N
2
2042-05-16
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 782964
36241LJH0
14331.07000000
PA
USD
15825.32000000
0.028213759399
Long
DBT
USGA
US
N
2
2040-01-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 783024
36241LLD6
3608.67000000
PA
USD
3823.72000000
0.006817019566
Long
DBT
USGA
US
N
2
2040-07-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA3308
36179RU98
79100.28000000
PA
USD
75026.26000000
0.133758612673
Long
DBT
USGA
US
N
2
2045-12-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 781252
36225BL97
3290.54000000
PA
USD
3641.94000000
0.006492937830
Long
DBT
USGA
US
N
2
2030-12-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA4126
36179SSP3
55939.40000000
PA
USD
55358.81000000
0.098695011917
Long
DBT
USGA
US
N
2
2046-12-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 4484 CI
3137BJQK2
332541.11000000
PA
USD
29603.14000000
0.052777186776
Long
DBT
USGA
US
N
2
2030-07-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA5762
36179UMK5
43897.79000000
PA
USD
44133.15000000
0.078681636494
Long
DBT
USGA
US
N
2
2049-02-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 638060
36291TZZ4
3792.39000000
PA
USD
3931.25000000
0.007008726625
Long
DBT
USGA
US
N
2
2035-08-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 451440
36208HPZ3
386.21000000
PA
USD
387.15000000
0.000690220289
Long
DBT
USGA
US
N
2
2027-09-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 4656
36202FE51
32582.78000000
PA
USD
33586.95000000
0.059879618628
Long
DBT
USGA
US
N
2
2040-03-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA5137
36179TV69
6160.88000000
PA
USD
6293.68000000
0.011220523392
Long
DBT
USGA
US
N
2
2048-04-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 784115
3622A2SC7
177928.69000000
PA
USD
176070.37000000
0.313902471268
Long
DBT
USGA
US
N
2
2046-02-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2011-131 PZ
38377XL59
303734.16000000
PA
USD
303278.47000000
0.540692117677
Long
DBT
USGA
US
N
2
2040-12-20
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2016-71 IN
3136AT4Q4
60007.80000000
PA
USD
10980.83000000
0.019576886636
Long
DBT
USGA
US
N
2
2046-10-25
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 605758
36200N5T4
32433.75000000
PA
USD
34018.83000000
0.060649584632
Long
DBT
USGA
US
N
2
2034-11-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-1 HB
38380UF81
228000.00000000
PA
USD
215241.92000000
0.383738448488
Long
DBT
USGA
US
N
2
2048-01-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA4195
36179SUU9
119035.14000000
PA
USD
117800.95000000
0.210018354154
Long
DBT
USGA
US
N
2
2047-01-20
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2017-110 PB
3136B0NX0
79000.00000000
PA
USD
69709.84000000
0.124280371806
Long
DBT
USGA
US
N
2
2057-02-25
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 782858
36241LE77
108658.38000000
PA
USD
120009.26000000
0.213955382095
Long
DBT
USGA
US
N
2
2039-11-15
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 517382
31383YXK8
3313.43000000
PA
USD
3345.89000000
0.005965132802
Long
DBT
USGA
US
N
2
2028-07-01
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 784801
3622AAGJ7
603976.06000000
PA
USD
608699.78000000
1.085204541813
Long
DBT
USGA
US
N
2
2047-06-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 479231
36209RLL5
2034.58000000
PA
USD
2053.98000000
0.003661884722
Long
DBT
USGA
US
N
2
2030-03-15
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 4199 QI
3137B2AV2
244513.68000000
PA
USD
12031.54000000
0.021450117581
Long
DBT
USGA
US
N
2
2028-05-15
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC STRIPS FHS 324 C18
31325VBN3
273153.94000000
PA
USD
31943.22000000
0.056949137428
Long
DBT
USGA
US
N
2
2033-12-15
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE-ACES FNA 2019-M21 X1
3136B6WW9
1254774.12000000
PA
USD
87980.75000000
0.156854187613
Long
DBT
USGA
US
N
2
2029-05-25
Floating
1.38960720
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-136 A
38380BNN1
552866.52000000
PA
USD
544901.65000000
0.971463708137
Long
DBT
USGA
US
N
2
2044-07-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-24 CI
38379JVP3
152437.00000000
PA
USD
22942.67000000
0.040902741389
Long
DBT
USGA
US
N
2
2045-02-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA6819
36179VSG6
1029603.00000000
PA
USD
980920.15000000
1.748807929478
Long
DBT
USGA
US
N
2
2050-08-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-57 TI
38377EG73
310865.61000000
PA
USD
59484.76000000
0.106050854364
Long
DBT
USGA
US
N
2
2040-05-20
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 4624 BI
3137BSMR1
120199.54000000
PA
USD
24086.23000000
0.042941507537
Long
DBT
USGA
US
N
2
2036-04-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 4636 BI
3137BTN80
210507.95000000
PA
USD
41912.11000000
0.074721913204
Long
DBT
USGA
US
N
2
2040-05-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 692488
36296JJ97
17187.47000000
PA
USD
18173.60000000
0.032400329208
Long
DBT
USGA
US
N
2
2039-04-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 628110
36291GYF7
15003.64000000
PA
USD
15642.08000000
0.027887074740
Long
DBT
USGA
US
N
2
2034-05-15
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 660769
31391ACE7
18953.55000000
PA
USD
19850.67000000
0.035390249758
Long
DBT
USGA
US
N
2
2032-09-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 647723
36292FSL2
42967.26000000
PA
USD
44541.03000000
0.079408814724
Long
DBT
USGA
US
N
2
2035-08-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 604574
36200MT78
11229.68000000
PA
USD
11695.87000000
0.020851677068
Long
DBT
USGA
US
N
2
2033-08-15
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2017-68 IB
3136AXQ73
170560.10000000
PA
USD
30040.55000000
0.053557011797
Long
DBT
USGA
US
N
2
2047-09-25
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 651993
36292LKE3
5289.28000000
PA
USD
5484.03000000
0.009777059987
Long
DBT
USGA
US
N
2
2036-05-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA1287
36179NNC8
84642.85000000
PA
USD
89672.28000000
0.159869887797
Long
DBT
USGA
US
N
2
2043-09-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 478716
36209QYM1
3431.36000000
PA
USD
3506.49000000
0.006251454327
Long
DBT
USGA
US
N
2
2029-09-15
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K110 X1
3137FTZS9
1146455.67000000
PA
USD
116683.39000000
0.208025941429
Long
DBT
USGA
US
N
2
2030-04-25
Floating
1.69683480
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2012-93 IL
3136A8GE4
216598.78000000
PA
USD
11396.50000000
0.020317953065
Long
DBT
USGA
US
N
2
2027-09-25
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN CO6356
3617FJBZ2
149985.00000000
PA
USD
155516.46000000
0.277258468400
Long
DBT
USGA
US
N
2
2052-07-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-149 LZ
38378UKN6
48525.24000000
PA
USD
45657.19000000
0.081398731496
Long
DBT
USGA
US
N
2
2043-10-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA7193
36179V7E4
162282.85000000
PA
USD
154523.38000000
0.275487981599
Long
DBT
USGA
US
N
2
2051-02-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA3378
36179RXF1
514799.13000000
PA
USD
541648.50000000
0.965663914428
Long
DBT
USGA
US
N
2
2046-01-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 475654
36209MMB7
12510.10000000
PA
USD
13141.50000000
0.023428980845
Long
DBT
USGA
US
N
2
2028-10-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA3172
36179RQZ5
617059.94000000
PA
USD
610663.82000000
1.088706079349
Long
DBT
USGA
US
N
2
2045-10-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 635907
36291RNY4
13076.34000000
PA
USD
13896.51000000
0.024775030750
Long
DBT
USGA
US
N
2
2034-11-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 711016
36297F3Z3
9398.51000000
PA
USD
9960.60000000
0.017757996165
Long
DBT
USGA
US
N
2
2039-11-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA1377
36179NQ68
169854.68000000
PA
USD
179717.69000000
0.320405000692
Long
DBT
USGA
US
N
2
2043-10-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 782355
36241KTL2
24117.74000000
PA
USD
26570.96000000
0.047371343673
Long
DBT
USGA
US
N
2
2038-06-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 724397
3620AAX29
24543.29000000
PA
USD
25448.61000000
0.045370391221
Long
DBT
USGA
US
N
2
2039-10-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR WN0001
3132XEAB7
305027.19000000
PA
USD
310675.56000000
0.553879826837
Long
DBT
USGA
US
N
2
2030-04-01
Fixed
3.65000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA2679
36179Q6Q9
360871.14000000
PA
USD
368901.11000000
0.657685731465
Long
DBT
USGA
US
N
2
2045-03-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 737996
3620AR3D1
252635.82000000
PA
USD
261132.10000000
0.465552560135
Long
DBT
USGA
US
N
2
2041-02-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA3171
36179RQY8
14227.59000000
PA
USD
13494.85000000
0.024058941685
Long
DBT
USGA
US
N
2
2045-10-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 782974
36241LJT4
14129.24000000
PA
USD
14967.21000000
0.026683900346
Long
DBT
USGA
US
N
2
2040-06-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA4320
36179SYR2
7629.45000000
PA
USD
7550.40000000
0.013461033898
Long
DBT
USGA
US
N
2
2047-03-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 780509
36225AR69
913.04000000
PA
USD
962.66000000
0.001716253296
Long
DBT
USGA
US
N
2
2027-02-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN AK6887
36183QUL7
117180.57000000
PA
USD
114527.81000000
0.204182921794
Long
DBT
USGA
US
N
2
2045-02-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 603212
36200KDR5
9375.10000000
PA
USD
9719.83000000
0.017328745644
Long
DBT
USGA
US
N
2
2035-06-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 478966
36209RCB7
2989.84000000
PA
USD
3170.52000000
0.005652478967
Long
DBT
USGA
US
N
2
2029-12-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-168 MI
38379F2C2
353061.16000000
PA
USD
59961.68000000
0.106901118759
Long
DBT
USGA
US
N
2
2037-10-20
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 651737
36292LBE3
9673.08000000
PA
USD
10145.60000000
0.018087818594
Long
DBT
USGA
US
N
2
2036-03-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 780903
36225BAC2
6.79000000
PA
USD
6.80000000
0.000012123202
Long
DBT
USGA
US
N
2
2022-12-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 592591
36201TKC0
612.58000000
PA
USD
640.68000000
0.001142219643
Long
DBT
USGA
US
N
2
2033-01-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA4450
36179S5K9
12849.41000000
PA
USD
12716.36000000
0.022671031074
Long
DBT
USGA
US
N
2
2047-05-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA7590
36179WNF1
1039917.72000000
PA
USD
1014864.45000000
1.809324640243
Long
DBT
USGA
US
N
2
2051-09-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 521331
36211SEC7
4077.24000000
PA
USD
4428.55000000
0.007895324972
Long
DBT
USGA
US
N
2
2035-05-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-146 YK
38382KWF6
228355.35000000
PA
USD
190262.69000000
0.339204879169
Long
DBT
USGA
US
N
2
2050-10-20
Fixed
1.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA4778
36179TJX4
481588.76000000
PA
USD
484844.79000000
0.864392900195
Long
DBT
USGA
US
N
2
2047-10-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 343340
36203ALV6
996.63000000
PA
USD
1004.66000000
0.001791131902
Long
DBT
USGA
US
N
2
2029-12-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 647290
36292FC39
4464.05000000
PA
USD
4628.03000000
0.008250962692
Long
DBT
USGA
US
N
2
2035-08-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K116 X1
3137FWHV5
1320712.22000000
PA
USD
116862.82000000
0.208345833529
Long
DBT
USGA
US
N
2
2030-07-25
Floating
1.42558920
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA6995
36179VXY1
190121.96000000
PA
USD
181062.41000000
0.322802399704
Long
DBT
USGA
US
N
2
2050-11-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 609505
36202UDJ9
6551.57000000
PA
USD
6791.68000000
0.012108369716
Long
DBT
USGA
US
N
2
2033-11-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA5466
36179UCB6
35699.90000000
PA
USD
36407.72000000
0.064908554921
Long
DBT
USGA
US
N
2
2048-09-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K125 X1
3137F9ZA2
2992111.32000000
PA
USD
117745.56000000
0.209919603536
Long
DBT
USGA
US
N
2
2031-01-25
Floating
0.58417560
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA7589
36179WNE4
1609831.87000000
PA
USD
1530798.16000000
2.729143611373
Long
DBT
USGA
US
N
2
2051-09-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL 30YR TBA (AUGUST)
21H020683
4190000.00000000
PA
USD
3848253.13000000
6.860757818448
Long
DBT
USGA
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA5398
36179T7K5
53751.30000000
PA
USD
54791.72000000
0.097683990287
Long
DBT
USGA
US
N
2
2048-08-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 490103
36210ENU9
2990.95000000
PA
USD
3141.71000000
0.005601115809
Long
DBT
USGA
US
N
2
2028-12-15
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K128 X1
3137FYUL8
1341608.71000000
PA
USD
47886.58000000
0.085373341366
Long
DBT
USGA
US
N
2
2031-03-25
Floating
0.51692040
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 4060 TI
3137ARA89
204645.21000000
PA
USD
4021.44000000
0.007169519516
Long
DBT
USGA
US
N
2
2026-12-15
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA3736
36179SEH6
335360.71000000
PA
USD
338044.36000000
0.602673578765
Long
DBT
USGA
US
N
2
2046-06-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA3243
36179RS83
105504.61000000
PA
USD
104410.69000000
0.186145878025
Long
DBT
USGA
US
N
2
2045-11-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA7136
36179V4V9
716881.43000000
PA
USD
682544.66000000
1.216856961936
Long
DBT
USGA
US
N
2
2051-01-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 500075
36210RQ45
1165.60000000
PA
USD
1186.14000000
0.002114678791
Long
DBT
USGA
US
N
2
2029-12-15
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K118 X1
3137F62P1
1517448.62000000
PA
USD
94284.70000000
0.168093020607
Long
DBT
USGA
US
N
2
2030-09-25
Floating
0.95970240
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA3520
36179R4D8
58374.11000000
PA
USD
57769.37000000
0.102992616001
Long
DBT
USGA
US
N
2
2046-03-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 543916
36212UGZ8
429.68000000
PA
USD
434.21000000
0.000774119984
Long
DBT
USGA
US
N
2
2031-02-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-119 ZK
38379EFP2
345500.47000000
PA
USD
350700.56000000
0.625237355151
Long
DBT
USGA
US
N
2
2044-08-16
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 611012
36202VYH8
24413.54000000
PA
USD
25310.65000000
0.045124432829
Long
DBT
USGA
US
N
2
2034-07-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA7367
36179WFG8
118840.26000000
PA
USD
113100.98000000
0.201639135107
Long
DBT
USGA
US
N
2
2051-05-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-74 IC
38382E5F0
637642.65000000
PA
USD
37813.29000000
0.067414438771
Long
DBT
USGA
US
N
2
2035-05-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN AM8641
36185BS64
96569.78000000
PA
USD
94383.31000000
0.168268824876
Long
DBT
USGA
US
N
2
2045-05-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA5019
36179TSG1
14387.12000000
PA
USD
14468.15000000
0.025794164229
Long
DBT
USGA
US
N
2
2048-02-20
Fixed
3.50000000
N
N
N
N
N
N
United States of America
N/A
US 10YR NOTE (CBT)SEP22 FINANCIAL COMMODITY FUTURE.
N/A
-21.00000000
NC
USD
-2543953.13000000
-4.53542054974
N/A
DIR
US
N
1
US 10YR NOTE (CBT)SEP22
N/A
Short
U.S. Treasury Futures
US 10 Year Treasury Note Future (consolidated) Sep 2022
2022-09-24
-2514922.79000000
USD
-29030.34000000
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN AM7532
36184YLM7
24412.03000000
PA
USD
23859.33000000
0.042536984785
Long
DBT
USGA
US
N
2
2045-05-15
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE INTEREST STRIP FNS 379 1
3136FENW8
497938.40000000
PA
USD
431619.27000000
0.769501168766
Long
DBT
USGA
US
N
2
2037-05-25
None
0.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA6818
36179VSF8
1163840.13000000
PA
USD
1075964.44000000
1.918255165325
Long
DBT
USGA
US
N
2
2050-08-20
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA7052
36179VZR4
197582.14000000
PA
USD
188160.46000000
0.335456973192
Long
DBT
USGA
US
N
2
2050-12-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 783384
36241LXM3
98277.92000000
PA
USD
107480.55000000
0.191618897934
Long
DBT
USGA
US
N
2
2041-02-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA7255
36179WBY3
334262.65000000
PA
USD
317384.55000000
0.565840774841
Long
DBT
USGA
US
N
2
2051-03-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 620469
36290XJN1
29138.37000000
PA
USD
30381.59000000
0.054165026074
Long
DBT
USGA
US
N
2
2033-08-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 3930 AI
3137AFB27
115378.60000000
PA
USD
5304.06000000
0.009456205162
Long
DBT
USGA
US
N
2
2026-09-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-165 I
38379FK73
421388.08000000
PA
USD
55825.37000000
0.099526806256
Long
DBT
USGA
US
N
2
2043-07-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-91 NC
38378E3P6
281455.71000000
PA
USD
277192.16000000
0.494184819628
Long
DBT
USGA
US
N
2
2042-05-20
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2015-21 WI
3136ANHJ9
129989.79000000
PA
USD
4678.19000000
0.008340389141
Long
DBT
USGA
US
N
2
2055-04-25
Floating
1.09429200
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 621382
36290YJ33
10238.45000000
PA
USD
10614.61000000
0.018923980852
Long
DBT
USGA
US
N
2
2033-12-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-126 IO
38378H3E4
248742.57000000
PA
USD
38480.87000000
0.068604616379
Long
DBT
USGA
US
N
2
2042-10-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 646863
36292ETU4
9467.98000000
PA
USD
9927.13000000
0.017698325048
Long
DBT
USGA
US
N
2
2035-08-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA0852
36179M5M8
724584.53000000
PA
USD
735805.00000000
1.311810771294
Long
DBT
USGA
US
N
2
2043-03-20
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 419422
31379G4F6
893.69000000
PA
USD
894.93000000
0.001595502631
Long
DBT
USGA
US
N
2
2028-03-01
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 550753
36213CZS2
1059.06000000
PA
USD
1119.10000000
0.001995158274
Long
DBT
USGA
US
N
2
2035-12-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 616413
36290SYJ4
17380.50000000
PA
USD
18413.71000000
0.032828403065
Long
DBT
USGA
US
N
2
2034-05-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA0393
36179MNJ5
786694.00000000
PA
USD
810998.34000000
1.445867258192
Long
DBT
USGA
US
N
2
2042-09-20
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2014-68 ID
3136ALQU8
375864.94000000
PA
USD
23287.65000000
0.041517779993
Long
DBT
USGA
US
N
2
2034-03-25
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 432848
36207HZM2
1185.88000000
PA
USD
1207.50000000
0.002152759911
Long
DBT
USGA
US
N
2
2030-03-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-134 BI
38380GZW7
110286.79000000
PA
USD
21276.28000000
0.037931861399
Long
DBT
USGA
US
N
2
2047-09-16
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2018-13 MP
3136B02D7
281326.35000000
PA
USD
282740.63000000
0.504076764790
Long
DBT
USGA
US
N
2
2057-12-25
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-53 IA
38379LG91
331381.13000000
PA
USD
61555.60000000
0.109742797498
Long
DBT
USGA
US
N
2
2045-04-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 619302
36290WAB8
13631.63000000
PA
USD
14268.54000000
0.025438294742
Long
DBT
USGA
US
N
2
2033-11-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-77 JY
38380XPW1
245500.00000000
PA
USD
246188.77000000
0.438911233625
Long
DBT
USGA
US
N
2
2048-06-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN AO0289
3617A0KA3
211474.16000000
PA
USD
206691.02000000
0.368493699235
Long
DBT
USGA
US
N
2
2045-08-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA5263
36179TZ40
302251.44000000
PA
USD
303948.11000000
0.541885967902
Long
DBT
USGA
US
N
2
2048-06-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 3977
36202EM22
35375.11000000
PA
USD
39287.24000000
0.070042232121
Long
DBT
USGA
US
N
2
2037-04-20
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-136 PJ
38380BQJ7
364000.00000000
PA
USD
355685.66000000
0.634124910789
Long
DBT
USGA
US
N
2
2046-01-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 783237
36241LS23
307972.93000000
PA
USD
319771.11000000
0.570095591151
Long
DBT
USGA
US
N
2
2041-01-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 784460
3622A25V0
75048.39000000
PA
USD
77867.28000000
0.138823651151
Long
DBT
USGA
US
N
2
2046-07-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-21 DI
38378Y2A6
290145.17000000
PA
USD
11014.72000000
0.019637306540
Long
DBT
USGA
US
N
2
2026-04-16
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA7418
36179WG36
130288.46000000
PA
USD
123953.13000000
0.220986607959
Long
DBT
USGA
US
N
2
2051-06-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 4166 PI
3137AYCZ2
154409.21000000
PA
USD
7094.59000000
0.012648404916
Long
DBT
USGA
US
N
2
2041-03-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 605098
36200NGF2
18437.23000000
PA
USD
19474.22000000
0.034719105685
Long
DBT
USGA
US
N
2
2034-03-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-167 AI
38380CEN9
281463.29000000
PA
USD
46307.49000000
0.082558101906
Long
DBT
USGA
US
N
2
2039-03-20
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 455367
36208MZ81
1226.85000000
PA
USD
1288.69000000
0.002297507386
Long
DBT
USGA
US
N
2
2027-12-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 521917
36211SYN1
182.49000000
PA
USD
182.87000000
0.000326025014
Long
DBT
USGA
US
N
2
2029-11-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA3803
36179SGL5
54131.40000000
PA
USD
54619.52000000
0.097376988004
Long
DBT
USGA
US
N
2
2046-07-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 BD3961
3617BKMJ7
31163.02000000
PA
USD
31669.15000000
0.056460518870
Long
DBT
USGA
US
N
2
2048-02-20
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2016-3 JI
3136ARFZ6
39001.30000000
PA
USD
1897.57000000
0.003383033229
Long
DBT
USGA
US
N
2
2031-02-25
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 BE6414
3617G1DT2
22817.34000000
PA
USD
23224.35000000
0.041404927237
Long
DBT
USGA
US
N
2
2048-03-20
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 190291
31368HKC6
44.76000000
PA
USD
47.42000000
0.000084541511
Long
DBT
USGA
US
N
2
2027-11-01
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA7649
36179WQA9
1228029.87000000
PA
USD
1167576.16000000
2.081582733190
Long
DBT
USGA
US
N
2
2051-10-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA4837
36179TLS2
33801.78000000
PA
USD
34020.80000000
0.060653096796
Long
DBT
USGA
US
N
2
2047-11-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 633252
36291NQD6
15031.12000000
PA
USD
15719.08000000
0.028024352184
Long
DBT
USGA
US
N
2
2034-09-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA4962
36179TQP3
282786.72000000
PA
USD
284422.47000000
0.507075189410
Long
DBT
USGA
US
N
2
2048-01-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 485850
36209YWK0
901.41000000
PA
USD
978.48000000
0.001744457571
Long
DBT
USGA
US
N
2
2031-10-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA4897
36179TNN1
310102.77000000
PA
USD
285269.63000000
0.508585526542
Long
DBT
USGA
US
N
2
2045-11-20
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA6598
36179VKK5
239148.45000000
PA
USD
228323.66000000
0.407060887775
Long
DBT
USGA
US
N
2
2050-04-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 597962
36200DJF1
554.34000000
PA
USD
574.70000000
0.001024588919
Long
DBT
USGA
US
N
2
2033-06-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-185 GI
38379F3V9
239114.40000000
PA
USD
6365.01000000
0.011347692224
Long
DBT
USGA
US
N
2
2041-02-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 781636
36225BY93
26115.67000000
PA
USD
28455.44000000
0.050731039737
Long
DBT
USGA
US
N
2
2033-07-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-144 BI
38379ER38
95336.86000000
PA
USD
6056.69000000
0.010798011946
Long
DBT
USGA
US
N
2
2029-09-16
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA7051
36179VZQ6
676086.59000000
PA
USD
624628.67000000
1.113602948288
Long
DBT
USGA
US
N
2
2050-12-20
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 446971
36208CQY6
7804.02000000
PA
USD
8154.53000000
0.014538091326
Long
DBT
USGA
US
N
2
2027-05-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 3735
36202EEG0
35039.06000000
PA
USD
37241.34000000
0.066394752617
Long
DBT
USGA
US
N
2
2035-07-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 5258
36202FZX7
479906.99000000
PA
USD
487635.34000000
0.869367959549
Long
DBT
USGA
US
N
2
2041-12-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 781288
36225BND6
9163.06000000
PA
USD
9912.17000000
0.017671654001
Long
DBT
USGA
US
N
2
2031-05-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 550567
36213CTY6
2630.86000000
PA
USD
2777.94000000
0.004952577943
Long
DBT
USGA
US
N
2
2035-07-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 613931
36290QA88
3256.13000000
PA
USD
3420.26000000
0.006097721418
Long
DBT
USGA
US
N
2
2033-11-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 743711
3620AYGU4
3754.00000000
PA
USD
3892.90000000
0.006940355327
Long
DBT
USGA
US
N
2
2040-06-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA4003
36179SNU7
7040.20000000
PA
USD
6967.15000000
0.012421201833
Long
DBT
USGA
US
N
2
2046-10-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 AT4121
36194CSJ3
304111.44000000
PA
USD
304446.35000000
0.542774242104
Long
DBT
USGA
US
N
2
2046-06-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 677527
36295QVU1
392.69000000
PA
USD
425.37000000
0.000758359820
Long
DBT
USGA
US
N
2
2037-11-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 708382
36297C6T1
54068.40000000
PA
USD
56830.26000000
0.101318348208
Long
DBT
USGA
US
N
2
2039-03-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-107 JI
38380TE93
387924.79000000
PA
USD
55491.44000000
0.098931467857
Long
DBT
USGA
US
N
2
2047-03-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA4004
36179SNV5
55749.69000000
PA
USD
56166.79000000
0.100135498007
Long
DBT
USGA
US
N
2
2046-10-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 628397
36291HDA9
3989.10000000
PA
USD
4013.81000000
0.007155916570
Long
DBT
USGA
US
N
2
2023-10-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 755655
36230QH84
34140.56000000
PA
USD
35455.92000000
0.063211663093
Long
DBT
USGA
US
N
2
2040-12-15
Fixed
4.00000000
N
N
N
N
N
N
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST
N/A
SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-3 SCRT 2019-3 MT
35563PLG2
205936.35000000
PA
USD
204699.72000000
0.364943561917
Long
ABS-MBS
US
N
2
2058-10-25
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 643412
31390DYH1
2299.83000000
PA
USD
2297.61000000
0.004096234119
Long
DBT
USGA
US
N
2
2032-08-01
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA7650
36179WQB7
593294.10000000
PA
USD
578874.28000000
1.032030926304
Long
DBT
USGA
US
N
2
2051-10-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 642208
36291YNZ6
2078.60000000
PA
USD
2162.17000000
0.003854768444
Long
DBT
USGA
US
N
2
2035-08-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-163 BC
38380KNR2
231000.00000000
PA
USD
209662.04000000
0.373790504826
Long
DBT
USGA
US
N
2
2047-11-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 604566
36200MTX1
17652.69000000
PA
USD
18590.27000000
0.033143178460
Long
DBT
USGA
US
N
2
2033-08-15
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 4182 IE
3137B0WS9
165765.68000000
PA
USD
8072.23000000
0.014391364916
Long
DBT
USGA
US
N
2
2028-03-15
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 650385
36292JRE1
36968.45000000
PA
USD
38343.28000000
0.068359317632
Long
DBT
USGA
US
N
2
2035-11-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL 30YR TBA (AUGUST)
21H032688
1810000.00000000
PA
USD
1801798.44000000
3.212289399085
Long
DBT
USGA
US
N
2
2052-08-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN AO8421
3617A9LA3
90345.58000000
PA
USD
88300.69000000
0.157424584305
Long
DBT
USGA
US
N
2
2045-08-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA2754
36179RBX6
37639.38000000
PA
USD
38140.29000000
0.067997422200
Long
DBT
USGA
US
N
2
2045-04-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 697699
36296QDC0
27733.09000000
PA
USD
30010.87000000
0.053504097582
Long
DBT
USGA
US
N
2
2038-12-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 783129
36241LPN0
113420.73000000
PA
USD
117695.76000000
0.209830818904
Long
DBT
USGA
US
N
2
2040-10-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-182 LZ
38380UBE2
143400.62000000
PA
USD
123455.64000000
0.220099670876
Long
DBT
USGA
US
N
2
2047-12-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-130 IO
38380GAS3
173422.56000000
PA
USD
27207.07000000
0.048505415811
Long
DBT
USGA
US
N
2
2040-02-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 781995
36241KGC6
31160.92000000
PA
USD
33686.21000000
0.060056581733
Long
DBT
USGA
US
N
2
2035-10-15
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA4261
36179SWW3
195486.93000000
PA
USD
193462.36000000
0.344909327455
Long
DBT
USGA
US
N
2
2047-02-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 BF1236
3617G7LR4
13886.65000000
PA
USD
14144.07000000
0.025216386645
Long
DBT
USGA
US
N
2
2048-02-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-79 BZ
38378THG8
361921.71000000
PA
USD
355220.48000000
0.633295576747
Long
DBT
USGA
US
N
2
2043-05-20
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE INTEREST STRIP FNS 410 C6
31395QCR9
54695.91000000
PA
USD
2418.31000000
0.004311420969
Long
DBT
USGA
US
N
2
2027-05-25
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA6996
36179VXZ8
68466.09000000
PA
USD
66917.22000000
0.119301622007
Long
DBT
USGA
US
N
2
2050-11-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN AJ3935
36182YLQ0
165860.03000000
PA
USD
162105.75000000
0.289006012379
Long
DBT
USGA
US
N
2
2044-11-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA2891
36179RF87
461247.75000000
PA
USD
456461.41000000
0.813790330751
Long
DBT
USGA
US
N
2
2045-06-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA4963
36179TQQ1
30900.59000000
PA
USD
31507.75000000
0.056172771086
Long
DBT
USGA
US
N
2
2048-01-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-42 EI
38379V5S9
270655.20000000
PA
USD
56814.04000000
0.101289430804
Long
DBT
USGA
US
N
2
2046-02-20
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-17 EI
38382CJ51
184862.23000000
PA
USD
35703.72000000
0.063653446866
Long
DBT
USGA
US
N
2
2050-02-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-49 PZ
38379WGC0
233953.92000000
PA
USD
212387.35000000
0.378649252746
Long
DBT
USGA
US
N
2
2045-11-16
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 780628
36225AVV9
465.73000000
PA
USD
477.82000000
0.000851868936
Long
DBT
USGA
US
N
2
2027-09-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN AM7287
36184YCY1
37548.21000000
PA
USD
36700.55000000
0.065430619257
Long
DBT
USGA
US
N
2
2045-08-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA6994
36179VXX3
3245101.37000000
PA
USD
2998626.90000000
5.346023833100
Long
DBT
USGA
US
N
2
2050-11-20
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 784718
3622AADX9
39311.08000000
PA
USD
37237.37000000
0.066387674806
Long
DBT
USGA
US
N
2
2046-12-15
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 479446
36209RTB9
3143.82000000
PA
USD
3150.67000000
0.005617089912
Long
DBT
USGA
US
N
2
2030-07-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA3802
36179SGK7
168542.70000000
PA
USD
166808.75000000
0.297390633382
Long
DBT
USGA
US
N
2
2046-07-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 778612
36176WYH8
226373.07000000
PA
USD
234070.01000000
0.417305618139
Long
DBT
USGA
US
N
2
2041-11-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 514832
36211J4R5
832.36000000
PA
USD
834.17000000
0.001487178248
Long
DBT
USGA
US
N
2
2030-06-15
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-1520 X1
3137FYTY2
603059.80000000
PA
USD
27390.98000000
0.048833294963
Long
DBT
USGA
US
N
2
2036-02-25
Floating
0.47161440
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 4018 AI
3137AMVN4
147794.30000000
PA
USD
6481.95000000
0.011556175656
Long
DBT
USGA
US
N
2
2027-03-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA 30YR
21H050680
2775000.00000000
PA
USD
2843833.01000000
5.070053579796
Long
DBT
USGA
US
N
2
2033-08-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 668876
36295FCM4
11035.61000000
PA
USD
11440.79000000
0.020396914337
Long
DBT
USGA
US
N
2
2038-09-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 677085
36295QF21
3743.11000000
PA
USD
3953.79000000
0.007048911477
Long
DBT
USGA
US
N
2
2040-06-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K066 X1
3137F2LL8
1636035.04000000
PA
USD
49673.46000000
0.088559033813
Long
DBT
USGA
US
N
2
2027-06-25
Floating
0.74957760
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 625550
36291D5K5
11398.07000000
PA
USD
11815.73000000
0.021065366346
Long
DBT
USGA
US
N
2
2033-12-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-187 PE
38378PHL5
359424.27000000
PA
USD
341340.05000000
0.608549213805
Long
DBT
USGA
US
N
2
2043-09-20
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA4586
36179TCX1
1542562.69000000
PA
USD
1554257.66000000
2.770967769661
Long
DBT
USGA
US
N
2
2047-07-20
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC 30YR TBA (AUGUST)
01F030686
-1839000.00000000
PA
USD
-1770845.59000000
-3.15710591700
Short
DBT
USGA
US
N
2
2051-08-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA0784
36179M2R0
77976.12000000
PA
USD
80388.02000000
0.143317686777
Long
DBT
USGA
US
N
2
2043-02-20
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2012-98 BI
3136A8CC2
119140.39000000
PA
USD
14011.87000000
0.024980697320
Long
DBT
USGA
US
N
2
2042-01-25
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN AB9107
36178WDL0
44001.35000000
PA
USD
43226.20000000
0.077064704319
Long
DBT
USGA
US
N
2
2042-10-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 738506
3620ASNX3
6175.13000000
PA
USD
6309.23000000
0.011248246305
Long
DBT
USGA
US
N
2
2041-07-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 4247 LA
3137B4HR0
274496.59000000
PA
USD
267581.36000000
0.477050455277
Long
DBT
USGA
US
N
2
2043-03-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 550718
36213CYP9
34124.06000000
PA
USD
36057.20000000
0.064283639473
Long
DBT
USGA
US
N
2
2035-11-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA4779
36179TJY2
8231.64000000
PA
USD
8409.90000000
0.014993371077
Long
DBT
USGA
US
N
2
2047-10-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 475338
36209MBF0
40490.53000000
PA
USD
40514.41000000
0.072230060179
Long
DBT
USGA
US
N
2
2041-03-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 693518
36296KPB2
68825.66000000
PA
USD
74364.46000000
0.132578739787
Long
DBT
USGA
US
N
2
2038-07-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 461129
36208UHE0
3983.15000000
PA
USD
3990.69000000
0.007114697680
Long
DBT
USGA
US
N
2
2028-01-15
Fixed
7.25000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-69 AI
38378EPV9
55037.08000000
PA
USD
1808.87000000
0.003224896745
Long
DBT
USGA
US
N
2
2027-05-16
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 619298
36290V7K4
26024.56000000
PA
USD
27239.77000000
0.048563714154
Long
DBT
USGA
US
N
2
2033-11-15
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 373342
31377CWB5
4539.13000000
PA
USD
4620.73000000
0.008237948077
Long
DBT
USGA
US
N
2
2027-03-01
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-161 GI
38380BA21
140155.47000000
PA
USD
23196.00000000
0.041354384179
Long
DBT
USGA
US
N
2
2046-11-16
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 738855
3620ASZU6
3779.23000000
PA
USD
3862.65000000
0.006886424902
Long
DBT
USGA
US
N
2
2041-10-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 393374
36205K6K3
1457.88000000
PA
USD
1469.74000000
0.002620287661
Long
DBT
USGA
US
N
2
2027-02-15
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 AU2010
36194PGT5
302184.64000000
PA
USD
302517.73000000
0.539335852191
Long
DBT
USGA
US
N
2
2046-08-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA3596
36179R7H6
248796.52000000
PA
USD
246264.73000000
0.439046656932
Long
DBT
USGA
US
N
2
2046-04-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA2959
36179RJC4
276944.06000000
PA
USD
262655.10000000
0.468267801000
Long
DBT
USGA
US
N
2
2045-07-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA6931
36179VVY3
187276.75000000
PA
USD
178356.83000000
0.317978826901
Long
DBT
USGA
US
N
2
2050-10-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 595273
36200AJS9
951.39000000
PA
USD
1030.25000000
0.001836754367
Long
DBT
USGA
US
N
2
2032-12-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 550677
36213CXE5
2220.23000000
PA
USD
2346.56000000
0.004183503351
Long
DBT
USGA
US
N
2
2035-10-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 510723
36211ELC0
326.16000000
PA
USD
326.91000000
0.000582822975
Long
DBT
USGA
US
N
2
2029-11-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 490925
36210FLE4
3034.09000000
PA
USD
3187.03000000
0.005681913390
Long
DBT
USGA
US
N
2
2028-11-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 633178
36291NM32
4062.80000000
PA
USD
4213.93000000
0.007512695297
Long
DBT
USGA
US
N
2
2034-06-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA4125
36179SSN8
255683.75000000
PA
USD
242498.01000000
0.432331258330
Long
DBT
USGA
US
N
2
2046-12-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 604994
36200NC74
2451.90000000
PA
USD
2589.02000000
0.004615766844
Long
DBT
USGA
US
N
2
2034-02-15
Fixed
5.00000000
N
N
N
N
N
N
United States of America
N/A
US 5YR NOTE (CBT) SEP22 FINANCIAL COMMODITY FUTURE.
N/A
8.00000000
NC
USD
909812.50000000
1.622035508536
N/A
DIR
US
N
1
US 5YR NOTE (CBT) SEP22
N/A
Long
U.S. Treasury Futures
US 5-Year Note (consolidated) Sep 2022
2022-10-03
905447.08000000
USD
4365.42000000
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-17 BI
38379JKC4
348809.18000000
PA
USD
52857.95000000
0.094236418831
Long
DBT
USGA
US
N
2
2043-05-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 613767
36290NZ88
2193.76000000
PA
USD
2292.53000000
0.004087177373
Long
DBT
USGA
US
N
2
2033-05-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-2 AI
38380CNU3
202526.50000000
PA
USD
41546.53000000
0.074070148427
Long
DBT
USGA
US
N
2
2047-01-16
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 783551
36241L5L6
22878.78000000
PA
USD
25053.76000000
0.044666443187
Long
DBT
USGA
US
N
2
2040-12-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 615607
36290R3Q4
247569.70000000
PA
USD
261412.25000000
0.466052018263
Long
DBT
USGA
US
N
2
2033-09-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 784924
3622AALD4
406102.20000000
PA
USD
401856.71000000
0.716439764197
Long
DBT
USGA
US
N
2
2047-02-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA6092
36179UXV9
162024.50000000
PA
USD
166253.84000000
0.296401326548
Long
DBT
USGA
US
N
2
2049-08-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-18 IC
38379JZD6
248882.25000000
PA
USD
16419.51000000
0.029273095558
Long
DBT
USGA
US
N
2
2030-02-16
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 4178 MI
3137B06E9
170423.08000000
PA
USD
7839.44000000
0.013976341330
Long
DBT
USGA
US
N
2
2028-03-15
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2010-126 NI
31398SBC6
173726.65000000
PA
USD
26918.53000000
0.047990999791
Long
DBT
USGA
US
N
2
2040-11-25
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 783234
36241LSX5
79569.97000000
PA
USD
82631.95000000
0.147318218907
Long
DBT
USGA
US
N
2
2040-11-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA4451
36179S5L7
66631.73000000
PA
USD
67211.63000000
0.119826503204
Long
DBT
USGA
US
N
2
2047-05-20
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC 30YR TBA (AUGUST)
01F022683
-1077000.00000000
PA
USD
-1003471.84000000
-1.78901362236
Short
DBT
USGA
US
N
2
2051-08-15
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-43 IA
38381TR23
148495.00000000
PA
USD
21324.59000000
0.038017989624
Long
DBT
USGA
US
N
2
2048-05-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA3663
36179SB89
373327.11000000
PA
USD
376660.54000000
0.671519429052
Long
DBT
USGA
US
N
2
2046-05-20
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC 30YR TBA (SEPTEMBER)
01F032690
-1027000.00000000
PA
USD
-1013420.85000000
-1.80675095559
Short
DBT
USGA
US
N
2
2051-09-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 780912
36225BAM0
4565.79000000
PA
USD
4815.40000000
0.008585010414
Long
DBT
USGA
US
N
2
2028-11-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA2524
36179QYV7
38853.01000000
PA
USD
41152.43000000
0.073367537511
Long
DBT
USGA
US
N
2
2045-01-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA1523
36179NVQ8
30594.75000000
PA
USD
32392.80000000
0.057750659417
Long
DBT
USGA
US
N
2
2043-12-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA5264
36179TZ57
92551.06000000
PA
USD
94383.82000000
0.168269734117
Long
DBT
USGA
US
N
2
2048-06-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-26 JI
38376VPU5
284190.23000000
PA
USD
59286.71000000
0.105697766082
Long
DBT
USGA
US
N
2
2040-02-16
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA5077
36179TUA1
315770.19000000
PA
USD
317634.57000000
0.566286516484
Long
DBT
USGA
US
N
2
2048-03-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 4176 KI
3137B0Q64
261527.98000000
PA
USD
11543.98000000
0.020580883940
Long
DBT
USGA
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 457587
36208QJ80
1340.10000000
PA
USD
1406.90000000
0.002508255005
Long
DBT
USGA
US
N
2
2027-08-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
21H042695 30YR TBA (AUG)
21H042687
-2775000.00000000
PA
USD
-2828223.64000000
-5.04222482122
Short
DBT
USGA
US
N
2
2039-08-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA7254
36179WBX5
249057.30000000
PA
USD
229997.78000000
0.410045548994
Long
DBT
USGA
US
N
2
2051-03-20
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA7768
36179WTZ1
0.02000000
PA
USD
0.02000000
0.000000035656
Long
DBT
USGA
US
N
2
2051-12-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN AL2583
36183X2Q2
75160.15000000
PA
USD
73458.38000000
0.130963358669
Long
DBT
USGA
US
N
2
2045-03-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA2753
36179RBW8
458503.79000000
PA
USD
453750.06000000
0.808956471053
Long
DBT
USGA
US
N
2
2045-04-20
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE-ACES FNA 2020-M2 X
3136B75H0
842842.54000000
PA
USD
14563.48000000
0.025964120835
Long
DBT
USGA
US
N
2
2030-01-25
Floating
0.31627080
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-140 LD
38378GFR4
384106.07000000
PA
USD
358449.36000000
0.639052101320
Long
DBT
USGA
US
N
2
2042-10-20
Fixed
1.75000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 783252
36241LTH9
531311.45000000
PA
USD
563036.79000000
1.003795469937
Long
DBT
USGA
US
N
2
2040-09-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 528714
36212BK36
8173.09000000
PA
USD
8277.21000000
0.014756808168
Long
DBT
USGA
US
N
2
2030-04-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 4235
36202EV48
8273.16000000
PA
USD
8490.21000000
0.015136549668
Long
DBT
USGA
US
N
2
2038-09-20
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-163 YA
38380KLU7
225000.00000000
PA
USD
209296.85000000
0.373139435350
Long
DBT
USGA
US
N
2
2047-11-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA3103
36179RNU9
28794.93000000
PA
USD
27311.29000000
0.048691221723
Long
DBT
USGA
US
N
2
2045-09-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 542079
36212SFU5
694.60000000
PA
USD
705.07000000
0.001257015677
Long
DBT
USGA
US
N
2
2031-01-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 780650
36225AWK2
1598.47000000
PA
USD
1685.34000000
0.003004664503
Long
DBT
USGA
US
N
2
2027-10-15
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 399884
31378JFZ5
1209.01000000
PA
USD
1210.66000000
0.002158393634
Long
DBT
USGA
US
N
2
2027-08-01
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-26 IA
38380CF81
321920.69000000
PA
USD
53254.08000000
0.094942648880
Long
DBT
USGA
US
N
2
2047-02-16
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 632259
36291MMG5
28172.98000000
PA
USD
29224.26000000
0.052101710441
Long
DBT
USGA
US
N
2
2038-06-15
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2019-9 CL
3136B35F3
651754.00000000
PA
USD
655675.41000000
1.168953819709
Long
DBT
USGA
US
N
2
2048-04-25
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA4652
36179TEZ4
488526.85000000
PA
USD
492102.56000000
0.877332226323
Long
DBT
USGA
US
N
2
2047-08-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-51 GI
38378EAS2
177325.13000000
PA
USD
8925.54000000
0.015912666415
Long
DBT
USGA
US
N
2
2040-07-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA6656
36179VMD9
507461.05000000
PA
USD
495981.97000000
0.884248531355
Long
DBT
USGA
US
N
2
2050-05-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 781430
36225BST6
486.94000000
PA
USD
533.81000000
0.000951689248
Long
DBT
USGA
US
N
2
2031-09-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 605231
36200NLL3
1230.41000000
PA
USD
1299.26000000
0.002316351836
Long
DBT
USGA
US
N
2
2034-05-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 594078
36201U6P4
64430.07000000
PA
USD
67284.49000000
0.119956399756
Long
DBT
USGA
US
N
2
2033-08-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 465528
36209AD98
6177.53000000
PA
USD
6488.92000000
0.011568601939
Long
DBT
USGA
US
N
2
2028-04-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 782449
36241KWJ3
23820.05000000
PA
USD
26257.85000000
0.046813123668
Long
DBT
USGA
US
N
2
2038-09-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 520992
36211RXV6
3993.46000000
PA
USD
4216.95000000
0.007518079425
Long
DBT
USGA
US
N
2
2035-12-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 704059
36296XE83
12535.53000000
PA
USD
13433.01000000
0.023948691853
Long
DBT
USGA
US
N
2
2038-11-15
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC 30YR TBA (AUGUST)
01F050684
-2925000.00000000
PA
USD
-3004180.66000000
-5.35592520940
Short
DBT
USGA
US
N
2
2052-08-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN AL3006
36183YKT4
49342.41000000
PA
USD
48225.54000000
0.085977647370
Long
DBT
USGA
US
N
2
2045-08-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 544217
36212USE2
51128.29000000
PA
USD
54365.92000000
0.096924863853
Long
DBT
USGA
US
N
2
2036-03-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 785009
3622AAN26
354267.26000000
PA
USD
366688.02000000
0.653740181625
Long
DBT
USGA
US
N
2
2042-08-15
Fixed
3.87500000
N
N
N
N
N
N
United States of America
N/A
US 2YR NOTE (CBT) SEP22 FINANCIAL COMMODITY FUTURE.
N/A
4.00000000
NC
USD
841843.75000000
1.500859193668
N/A
DIR
US
N
1
US 2YR NOTE (CBT) SEP22
N/A
Long
U.S. Treasury Futures
US 2-YEAR NOTE (Globex) Sep 2022
2022-10-03
845264.04000000
USD
-3420.29000000
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA4719
36179TG41
40857.83000000
PA
USD
41320.66000000
0.073667461983
Long
DBT
USGA
US
N
2
2047-09-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 353812
36203NAM0
8273.54000000
PA
USD
8412.38000000
0.014997792480
Long
DBT
USGA
US
N
2
2027-08-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA7534
36179WLP1
772296.01000000
PA
USD
734510.67000000
1.309503208780
Long
DBT
USGA
US
N
2
2051-08-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 604801
36200M3J0
10406.81000000
PA
USD
10786.19000000
0.019229877784
Long
DBT
USGA
US
N
2
2033-11-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 600270
36200F2B3
4938.95000000
PA
USD
5120.16000000
0.009128343839
Long
DBT
USGA
US
N
2
2033-09-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 615413
36290RVE0
70823.90000000
PA
USD
74772.83000000
0.133306791601
Long
DBT
USGA
US
N
2
2033-08-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 780656
36225AWR7
1182.85000000
PA
USD
1247.13000000
0.002223413223
Long
DBT
USGA
US
N
2
2027-10-15
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 401789
31378LKA9
94.45000000
PA
USD
94.58000000
0.000168619488
Long
DBT
USGA
US
N
2
2027-10-01
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 4978 MI
3137FT6T9
216850.33000000
PA
USD
29309.97000000
0.052254516281
Long
DBT
USGA
US
N
2
2040-05-25
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA6865
36179VTW0
91010.59000000
PA
USD
86684.31000000
0.154542863340
Long
DBT
USGA
US
N
2
2050-09-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN AL9337
36184HLS1
73193.71000000
PA
USD
71469.30000000
0.127417179221
Long
DBT
USGA
US
N
2
2045-03-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 783390
36241LXT8
133494.42000000
PA
USD
136895.62000000
0.244060789012
Long
DBT
USGA
US
N
2
2041-08-15
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 390313
31377XSA6
78.22000000
PA
USD
78.80000000
0.000140486526
Long
DBT
USGA
US
N
2
2027-06-01
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 583674
36201HMX8
1196.72000000
PA
USD
1248.04000000
0.002225035593
Long
DBT
USGA
US
N
2
2033-07-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 583126
36201GYX7
31618.96000000
PA
USD
32998.47000000
0.058830462394
Long
DBT
USGA
US
N
2
2035-08-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-113 BZ
38378HTS5
210674.29000000
PA
USD
197073.85000000
0.351347978296
Long
DBT
USGA
US
N
2
2042-09-16
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-138 LE
38382J2C9
181388.47000000
PA
USD
161866.93000000
0.288580238365
Long
DBT
USGA
US
N
2
2050-09-20
Fixed
1.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 431000
36207FX55
824.70000000
PA
USD
826.48000000
0.001473468332
Long
DBT
USGA
US
N
2
2026-07-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA7705
36179WR26
3929663.51000000
PA
USD
3735862.80000000
6.660385647175
Long
DBT
USGA
US
N
2
2051-11-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA3662
36179SB71
13993.70000000
PA
USD
13849.74000000
0.024691648074
Long
DBT
USGA
US
N
2
2046-05-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-99 AX
38378VPP4
66361.75000000
PA
USD
65699.37000000
0.117130409868
Long
DBT
USGA
US
N
2
2043-07-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 2657
36202C5S8
12632.97000000
PA
USD
13465.38000000
0.024006401864
Long
DBT
USGA
US
N
2
2028-10-20
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA4262
36179SWX1
290558.29000000
PA
USD
293174.37000000
0.522678286276
Long
DBT
USGA
US
N
2
2047-02-20
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2012-53 BI
3136A5P34
40957.92000000
PA
USD
2317.03000000
0.004130856560
Long
DBT
USGA
US
N
2
2027-05-25
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-99 LI
38379XH52
583012.27000000
PA
USD
26536.15000000
0.047309283572
Long
DBT
USGA
US
N
2
2029-05-20
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2018-25 AL
3136B1VB7
49000.00000000
PA
USD
48134.03000000
0.085814501151
Long
DBT
USGA
US
N
2
2048-04-25
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 604839
36200M4Y6
9006.09000000
PA
USD
9509.24000000
0.016953300750
Long
DBT
USGA
US
N
2
2033-12-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 762752
36176DEZ2
32321.20000000
PA
USD
34244.10000000
0.061051201382
Long
DBT
USGA
US
N
2
2041-03-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 BE6810
3617G1R75
26664.14000000
PA
USD
27138.80000000
0.048383702421
Long
DBT
USGA
US
N
2
2048-02-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 644748
36292CHZ0
32469.26000000
PA
USD
34095.29000000
0.060785899351
Long
DBT
USGA
US
N
2
2035-05-15
Fixed
5.00000000
N
N
N
N
N
N
2022-07-31
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