0001752724-24-076991.txt : 20240403
0001752724-24-076991.hdr.sgml : 20240403
20240403152600
ACCESSION NUMBER: 0001752724-24-076991
CONFORMED SUBMISSION TYPE: NPORT-P/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240131
FILED AS OF DATE: 20240403
DATE AS OF CHANGE: 20240403
PERIOD START: 20240131
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SEI DAILY INCOME TRUST /MA/
CENTRAL INDEX KEY: 0000701939
ORGANIZATION NAME:
IRS NUMBER: 236756825
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0131
FILING VALUES:
FORM TYPE: NPORT-P/A
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03451
FILM NUMBER: 24818409
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/A
1
primary_doc.xml
NPORT-P/A
false
0001752724-24-072795
0000701939
XXXXXXXX
S000008269
C000022554
C000147421
SEI DAILY INCOME TRUST
811-03451
0000701939
LTKY0J47NCTZPKTU4C46
2 OLIVER STREET
BOSTON
02109
8003455734
SDIT GNMA FUND
S000008269
5493001L5ZV8Q54PWC13
2024-01-31
2024-01-31
N
68711601.32
23602108.66
45109492.66
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
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USD
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Barclays Fixed-Rate GNMA MBS Index
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Government National Mortgage Association
N/A
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Long
DBT
USGA
US
N
2
2044-03-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
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38380C3D3
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PA
USD
369285.98000000
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Long
DBT
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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
3137FBPD2
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USD
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0.288875051160
Long
DBT
USGA
US
N
2
2047-11-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL 30YR TBA (FEBRUARY)
21H050623
2305000.00000000
PA
USD
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5.075817516410
Long
DBT
USGA
US
N
2
2054-02-15
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
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01F030629
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PA
USD
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DBT
US
N
2
2045-02-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
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38378YJZ3
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DBT
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US
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2
2043-11-20
Fixed
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N
N
N
N
N
N
Government National Mortgage Association 2
N/A
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21H042620
1525000.00000000
PA
USD
1484699.57000000
3.291324026165
Long
DBT
USGA
US
N
2
2054-02-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 600759
36200GMG8
3238.37000000
PA
USD
3292.61000000
0.007299151034
Long
DBT
USGA
US
N
2
2034-02-15
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 650149
31390MH23
5169.78000000
PA
USD
5329.97000000
0.011815628342
Long
DBT
USGA
US
N
2
2032-09-01
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
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36185KAE6
62888.73000000
PA
USD
56513.43000000
0.125280571045
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
1057.36000000
PA
USD
1062.23000000
0.002354781526
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
6541.63000000
PA
USD
6745.13000000
0.014952795082
Long
DBT
USGA
US
N
2
2040-07-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 780977
36225BCN6
409.50000000
PA
USD
419.35000000
0.000929626948
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
559972.05000000
PA
USD
523185.14000000
1.159811625334
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
GINNIE MAE II POOL G2 MA1921
36179QD24
92880.62000000
PA
USD
92807.37000000
0.205738004414
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
7734.05000000
PA
USD
7911.37000000
0.017538148920
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
257968.47000000
0.571871805219
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
10168.82000000
PA
USD
10339.02000000
0.022919832146
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
506590.53000000
PA
USD
438441.68000000
0.971949924829
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 G2 4636
36202FEH5
264666.10000000
PA
USD
264321.10000000
0.585954495192
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
18524.15000000
PA
USD
18081.54000000
0.040083669608
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
18178.46000000
PA
USD
18744.63000000
0.041553626287
Long
DBT
USGA
US
N
2
2037-04-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL 30YR TBA (FEBRUARY)
21H060622
925000.00000000
PA
USD
939108.28000000
2.081841813381
Long
DBT
USGA
US
N
2
2054-02-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-18 TA
38379VJK1
213202.79000000
PA
USD
184557.74000000
0.409132821313
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
9781.70000000
PA
USD
9761.91000000
0.021640478365
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
34863.30000000
PA
USD
33778.35000000
0.074880802261
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
7002.98000000
PA
USD
7133.69000000
0.015814165886
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
512477.57000000
PA
USD
427176.66000000
0.946977309675
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
139150.82000000
PA
USD
26825.75000000
0.059468081811
Long
DBT
USGA
US
N
2
2045-05-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 4747
36202FHY5
28795.61000000
PA
USD
29324.75000000
0.065007935737
Long
DBT
USGA
US
N
2
2040-07-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 781429
36225BSS8
806.71000000
PA
USD
856.66000000
0.001899068132
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
30338.51000000
PA
USD
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0.068303627868
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
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PA
USD
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0.211272116754
Long
DBT
USGA
US
N
2
2030-12-25
Floating
0.86256720
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-47 IA
38378JXN7
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PA
USD
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0.084118813496
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
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36179TXU4
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PA
USD
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0.265661356254
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
3897.77000000
PA
USD
4029.19000000
0.008932022424
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
1055.48000000
PA
USD
1071.92000000
0.002376262593
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 472005
36209HKS3
1735.75000000
PA
USD
1806.71000000
0.004005165860
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
148.14000000
PA
USD
147.88000000
0.000327824569
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
153377.91000000
PA
USD
153067.70000000
0.339324809422
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 REMICS FNR 2020-53 ZM
3136BBHT2
563033.93000000
PA
USD
387951.38000000
0.860021598833
Long
DBT
USGA
US
N
2
2050-08-25
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA7313
36179WDS4
752715.88000000
PA
USD
674838.34000000
1.496000731124
Long
DBT
USGA
US
N
2
2051-04-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 BG4091
3617GNRL6
9891.54000000
PA
USD
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0.020879352536
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
6676.15000000
PA
USD
6813.01000000
0.015103273387
Long
DBT
USGA
US
N
2
2038-10-15
Fixed
5.00000000
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
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3.103559622255
Long
RA
US
N
2
Repurchase
Y
5.29999920
N/A
648256.97595790
USD
661222.12000000
USD
AMBS
751750.03935376
USD
766785.04000000
USD
UST
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC 30YR TBA (FEBRUARY)
01F020620
-405000.00000000
PA
USD
-326514.34000000
-0.72382622979
Short
DBT
USGA
US
N
2
2054-02-15
Fixed
2.00000000
N
N
N
N
N
N
United States of America
N/A
US ULTRA BOND CBT MAR24 FINANCIAL COMMODITY FUTURE.
N/A
1.00000000
NC
USD
129218.75000000
0.286455782098
N/A
DIR
US
N
1
GOLDMAN SACHS & CO
N/A
Long
U.S. Treasury Futures
US Ultra T-Bond Futures (Composite) Mar 2024
2024-03-22
120678.24000000
USD
8540.51000000
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN AA0159
36177WE89
356731.28000000
PA
USD
343591.98000000
0.761684425470
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
376940.55000000
PA
USD
15080.98000000
0.033431943280
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
6273.62000000
PA
USD
6469.05000000
0.014340773124
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
8375.28000000
PA
USD
7349.44000000
0.016292446592
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
13731.40000000
PA
USD
12544.07000000
0.027808049393
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
113.53000000
PA
USD
113.17000000
0.000250878458
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
4476.04000000
PA
USD
3930.67000000
0.008713620500
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
455489.38000000
PA
USD
444454.97000000
0.985280356287
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
5225.24000000
PA
USD
5246.72000000
0.011631077386
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
243673.75000000
PA
USD
23519.07000000
0.052137740003
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
29784.11000000
PA
USD
28887.95000000
0.064039625135
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
189795.59000000
PA
USD
173143.07000000
0.383828457803
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
226027.68000000
PA
USD
222896.76000000
0.494123845905
Long
DBT
USGA
US
N
2
2048-06-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL 30YR TBA (FEBRUARY)
21H022622
1320000.00000000
PA
USD
1141151.77000000
2.529737540169
Long
DBT
USGA
US
N
2
2054-02-15
Fixed
2.50000000
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
67295.40000000
0.149182347288
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
2225.06000000
PA
USD
2245.15000000
0.004977112061
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
54286.73000000
PA
USD
41441.15000000
0.091867914171
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
1275499.15000000
PA
USD
1145875.95000000
2.540210236095
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
1585.31000000
PA
USD
1589.68000000
0.003524047614
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
47314.84000000
PA
USD
49907.40000000
0.110636136779
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
101878.17000000
PA
USD
91554.69000000
0.202961027937
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
28502.60000000
PA
USD
29600.00000000
0.065618117727
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
2100354.83000000
PA
USD
27339.90000000
0.060607864083
Long
DBT
USGA
US
N
2
2026-10-25
Floating
0.74396880
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
230151.56000000
0.510206491867
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
199197.48000000
PA
USD
191456.14000000
0.424425389669
Long
DBT
USGA
US
N
2
2048-05-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 506659
36210YZY4
7851.48000000
PA
USD
8114.07000000
0.017987500017
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
21931.88000000
PA
USD
23130.54000000
0.051276435703
Long
DBT
USGA
US
N
2
2037-12-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 641944
36291YER4
352.48000000
PA
USD
353.86000000
0.000784446862
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
205274.28000000
PA
USD
25176.23000000
0.055811379191
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
47342.56000000
PA
USD
44059.85000000
0.097673122444
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
38370.37000000
PA
USD
39343.61000000
0.087218028135
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
67692.48000000
PA
USD
64933.71000000
0.143946886056
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
1603.65000000
PA
USD
1725.82000000
0.003825846619
Long
DBT
USGA
US
N
2
2031-09-15
Fixed
8.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC 30YR TBA (FEBRUARY)
01F052623
-500000.00000000
PA
USD
-501423.20000000
-1.11156914084
Short
DBT
USGA
US
N
2
2054-02-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 BF9693
3617GGXW0
10493.19000000
PA
USD
10019.05000000
0.022210513595
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
89270.36000000
PA
USD
86059.71000000
0.190779600756
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
68378.78000000
PA
USD
70248.48000000
0.155728818609
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
169412.62000000
PA
USD
7588.96000000
0.016823421307
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
131541.97000000
PA
USD
4456.75000000
0.009879849533
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
95.64000000
PA
USD
95.17000000
0.000210975549
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
217271.13000000
PA
USD
33288.33000000
0.073794512057
Long
DBT
USGA
US
N
2
2042-05-16
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 4715
36202FGY6
73386.84000000
PA
USD
74735.38000000
0.165675505515
Long
DBT
USGA
US
N
2
2040-06-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 783024
36241LLD6
3116.73000000
PA
USD
3166.61000000
0.007019830668
Long
DBT
USGA
US
N
2
2040-07-15
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC 30YR TBA (MARCH)
01F040636
-2465000.00000000
PA
USD
-2320703.76000000
-5.14460177482
Short
DBT
USGA
US
N
2
2054-03-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA3308
36179RU98
67720.65000000
PA
USD
59434.21000000
0.131755438811
Long
DBT
USGA
US
N
2
2045-12-20
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC 30YR TBA (FEBRUARY)
01F022626
-952000.00000000
PA
USD
-800476.86000000
-1.77451975803
Short
DBT
USGA
US
N
2
2054-02-15
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 781252
36225BL97
2387.92000000
PA
USD
2527.59000000
0.005603233046
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
46958.68000000
PA
USD
42371.34000000
0.093929985689
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
203542.01000000
PA
USD
13667.83000000
0.030299232365
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
36054.65000000
PA
USD
33540.56000000
0.074353662659
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
3461.10000000
PA
USD
3474.71000000
0.007702835467
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
288.96000000
PA
USD
288.57000000
0.000639710142
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
27273.30000000
PA
USD
26610.00000000
0.058989801105
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
5026.22000000
PA
USD
4832.44000000
0.010712689757
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
149474.28000000
PA
USD
135605.16000000
0.300613356532
Long
DBT
USGA
US
N
2
2046-02-20
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2016-71 IN
3136AT4Q4
52767.78000000
PA
USD
9189.02000000
0.020370479600
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
28694.67000000
PA
USD
29586.11000000
0.065587325982
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
187991.27000000
0.416744367791
Long
DBT
USGA
US
N
2
2048-01-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-161 GZ
38379FUE7
287376.84000000
PA
USD
253328.17000000
0.561585056851
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 MA4195
36179SUU9
99631.51000000
PA
USD
90061.29000000
0.199650416551
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
61417.50000000
0.136152052214
Long
DBT
USGA
US
N
2
2057-02-25
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 517382
31383YXK8
1355.88000000
PA
USD
1353.22000000
0.002999856394
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
516733.39000000
PA
USD
476110.55000000
1.055455341935
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
1718.29000000
PA
USD
1718.48000000
0.003809575099
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
143849.31000000
PA
USD
5172.12000000
0.011465701995
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
214255.25000000
PA
USD
21541.37000000
0.047753518671
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 REMICS FNR 2020-74 HI
3136BB6V9
241980.85000000
PA
USD
46032.50000000
0.102046148793
Long
DBT
USGA
US
N
2
2050-10-25
Fixed
5.50000000
N
N
N
N
N
N
United States of America
N/A
US LONG BOND(CBT) MAR24 FINANCIAL COMMODITY FUTURE.
N/A
-7.00000000
NC
USD
-856406.25000000
-1.89850561267
N/A
DIR
US
N
1
J.P. MORGAN SECURITIES
N/A
Short
U.S. Treasury Futures
US Long Bond (CBT) Mar 2024
2024-03-22
-831911.45000000
USD
-24494.80000000
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE-ACES FNA 2019-M21 X1
3136B6WW9
920732.79000000
PA
USD
42361.99000000
0.093909258344
Long
DBT
USGA
US
N
2
2029-05-25
Floating
1.58077080
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-136 A
38380BNN1
542286.23000000
PA
USD
487987.49000000
1.081784478664
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
129032.00000000
PA
USD
18367.78000000
0.040718214541
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 30YR TBA (FEBRUARY)
21H020626
-1270000.00000000
PA
USD
-1057519.63000000
-2.34433944529
Short
DBT
USGA
US
N
2
2054-02-15
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA6819
36179VSG6
871503.74000000
PA
USD
755622.27000000
1.675084833463
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
257210.19000000
PA
USD
51554.54000000
0.114287563348
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
100433.32000000
PA
USD
18742.43000000
0.041548749264
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
164941.67000000
PA
USD
30391.10000000
0.067371850597
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
14763.61000000
PA
USD
15169.05000000
0.033627179348
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
12929.73000000
PA
USD
12980.47000000
0.028775473264
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
16684.88000000
PA
USD
17342.94000000
0.038446320225
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
39130.47000000
PA
USD
39787.28000000
0.088201568348
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
8906.16000000
PA
USD
8797.02000000
0.019501482905
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
140371.65000000
PA
USD
24974.64000000
0.055364488774
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
4841.95000000
PA
USD
4926.30000000
0.010920761262
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
69499.33000000
PA
USD
69015.93000000
0.152996466886
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
2663.40000000
PA
USD
2677.53000000
0.005935624282
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
1141927.40000000
PA
USD
91920.70000000
0.203772409263
Long
DBT
USGA
US
N
2
2030-04-25
Floating
1.81235880
N
N
N
N
N
N
United States of America
N/A
US 5YR NOTE (CBT) MAR24 FINANCIAL COMMODITY FUTURE.
N/A
10.00000000
NC
USD
1083906.25000000
2.402834051293
N/A
DIR
US
N
1
MORGAN STANLEY & CO, INC
N/A
Long
U.S. Treasury Futures
US 5-Year Note (consolidated) Mar 2024
2024-03-31
1069840.84000000
USD
14065.41000000
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2012-93 IL
3136A8GE4
117736.21000000
PA
USD
3912.27000000
0.008672830859
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
130380.05000000
PA
USD
129519.36000000
0.287122182854
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
50377.47000000
PA
USD
42209.07000000
0.093570260960
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
138266.31000000
PA
USD
119737.75000000
0.265438032971
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
420984.74000000
PA
USD
419364.91000000
0.929660001190
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
9719.58000000
PA
USD
10038.79000000
0.022254273785
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
520456.25000000
PA
USD
472010.67000000
1.046366611918
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
11314.93000000
PA
USD
11723.53000000
0.025989053098
Long
DBT
USGA
US
N
2
2034-11-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA7533
36179WLN6
620658.13000000
PA
USD
517253.15000000
1.146661422017
Long
DBT
USGA
US
N
2
2051-08-20
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 711016
36297F3Z3
7426.19000000
PA
USD
7551.09000000
0.016739470020
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
142463.82000000
PA
USD
142351.47000000
0.315568767471
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 724397
3620AAX29
22216.30000000
PA
USD
22514.60000000
0.049911002479
Long
DBT
USGA
US
N
2
2039-10-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA2679
36179Q6Q9
304837.82000000
PA
USD
296947.86000000
0.658282420150
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
221914.00000000
PA
USD
213917.94000000
0.474219343614
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
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA FEBRUARY
21H032621
-1700000.00000000
PA
USD
-1568110.60000000
-3.47623195813
Short
DBT
US
N
2
2045-02-19
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA3171
36179RQY8
8940.03000000
PA
USD
7861.21000000
0.017426952812
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
11783.47000000
PA
USD
11942.46000000
0.026474383318
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
6367.25000000
PA
USD
5755.62000000
0.012759221309
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
403.91000000
PA
USD
414.07000000
0.000917922094
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
104683.91000000
PA
USD
94072.77000000
0.208543178946
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
8561.59000000
PA
USD
8705.28000000
0.019298111077
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
2455.31000000
PA
USD
2529.66000000
0.005607821881
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
276455.43000000
PA
USD
36520.45000000
0.080959567147
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
8458.00000000
PA
USD
8720.86000000
0.019332649262
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 592591
36201TKC0
426.49000000
PA
USD
439.73000000
0.000974805909
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
10709.78000000
PA
USD
9681.01000000
0.021461136956
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
887033.53000000
PA
USD
793016.15000000
1.757980644954
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
3322.36000000
PA
USD
3425.66000000
0.007594100039
Long
DBT
USGA
US
N
2
2035-05-15
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC 30YR TBA (FEBRUARY)
01F042624
-1191000.00000000
PA
USD
-1151454.60000000
-2.55257714530
Short
DBT
USGA
US
N
2
2054-02-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA4778
36179TJX4
397401.34000000
PA
USD
370806.54000000
0.822014432294
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
612.90000000
PA
USD
612.07000000
0.001356854098
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
4094.00000000
PA
USD
4162.72000000
0.009228035507
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
1314131.17000000
PA
USD
93114.21000000
0.206418216010
Long
DBT
USGA
US
N
2
2030-07-25
Floating
1.52666280
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA6995
36179VXY1
162388.40000000
PA
USD
140694.92000000
0.311896480548
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
5872.63000000
PA
USD
5971.05000000
0.013236792630
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
29350.71000000
PA
USD
28191.89000000
0.062496579627
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
2982742.41000000
PA
USD
94186.95000000
0.208796296402
Long
DBT
USGA
US
N
2
2031-01-25
Floating
0.67313160
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA7589
36179WNE4
1182215.96000000
PA
USD
1022187.06000000
2.266013204148
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 G2 MA5398
36179T7K5
43862.93000000
PA
USD
42002.50000000
0.093112330738
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
1974.83000000
PA
USD
2040.88000000
0.004524280544
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
1337928.16000000
PA
USD
38481.22000000
0.085306257576
Long
DBT
USGA
US
N
2
2031-03-25
Floating
0.61084440
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 4060 TI
3137ARA89
19694.41000000
PA
USD
51.54000000
0.000114255330
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
279325.47000000
PA
USD
260931.32000000
0.578439934952
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
89253.51000000
PA
USD
81050.91000000
0.179675951159
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
614117.47000000
PA
USD
530809.61000000
1.176713766215
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
960.65000000
PA
USD
964.25000000
0.002137576689
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
1510571.56000000
PA
USD
75139.30000000
0.166570926803
Long
DBT
USGA
US
N
2
2030-09-25
Floating
1.04986440
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA3520
36179R4D8
48499.79000000
PA
USD
43982.16000000
0.097500897053
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
309.54000000
PA
USD
309.66000000
0.000686463051
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
364095.92000000
PA
USD
330338.62000000
0.732304001931
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
21510.61000000
PA
USD
21871.01000000
0.048484273952
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
102729.87000000
PA
USD
88904.71000000
0.197086477274
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
429027.43000000
PA
USD
24335.85000000
0.053948401023
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
74092.34000000
PA
USD
66581.51000000
0.147599775731
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
11882.59000000
PA
USD
11068.90000000
0.024537850787
Long
DBT
USGA
US
N
2
2048-02-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN AM7532
36184YLM7
23217.08000000
PA
USD
20863.50000000
0.046250797270
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
397046.08000000
PA
USD
322434.91000000
0.714782833915
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
1003565.14000000
PA
USD
836455.35000000
1.854277892913
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
169261.49000000
PA
USD
146649.74000000
0.325097294055
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
85863.35000000
PA
USD
88539.21000000
0.196276226530
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 30YR TBA (FEBRUARY)
21H052629
1290000.00000000
PA
USD
1298251.16000000
2.877999914087
Long
DBT
USGA
US
N
2
2054-02-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA7255
36179WBY3
286698.98000000
PA
USD
248220.57000000
0.550262384618
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
25159.35000000
PA
USD
25434.05000000
0.056382921864
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
58929.22000000
PA
USD
1688.35000000
0.003742782063
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
300436.57000000
PA
USD
46986.42000000
0.104160825647
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
248726.04000000
PA
USD
219572.69000000
0.486754953452
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
94485.40000000
PA
USD
3321.76000000
0.007363771579
Long
DBT
USGA
US
N
2
2055-04-25
Floating
0.14223960
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 621382
36290YJ33
9102.68000000
PA
USD
9127.78000000
0.020234721034
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
207007.15000000
PA
USD
31783.38000000
0.070458296304
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
8603.02000000
PA
USD
8697.15000000
0.019280088263
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
614989.35000000
PA
USD
578907.44000000
1.283338397005
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
696.52000000
PA
USD
694.43000000
0.001539432077
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
886.17000000
PA
USD
900.01000000
0.001995167639
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
12798.75000000
PA
USD
13013.22000000
0.028848074391
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
659552.46000000
PA
USD
643502.48000000
1.426534509820
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
245863.54000000
PA
USD
11639.62000000
0.025803039035
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
970.42000000
PA
USD
974.67000000
0.002160676040
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
91473.54000000
PA
USD
18141.23000000
0.040215992090
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
224479.91000000
PA
USD
211321.48000000
0.468463437602
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
272109.60000000
PA
USD
55570.41000000
0.123190057620
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
11101.45000000
PA
USD
11350.51000000
0.025162131805
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
222734.15000000
0.493763367455
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
200512.28000000
PA
USD
180187.63000000
0.399445037784
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
247910.78000000
PA
USD
230715.62000000
0.511456916039
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
28861.76000000
PA
USD
30411.17000000
0.067416342341
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
361733.27000000
PA
USD
312027.94000000
0.691712368285
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
262815.64000000
PA
USD
254771.93000000
0.564785624880
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
63345.73000000
PA
USD
61064.77000000
0.135370110367
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
117809.94000000
PA
USD
1349.50000000
0.002991609793
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
112953.16000000
PA
USD
97769.16000000
0.216737440912
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
84795.38000000
PA
USD
2517.95000000
0.005581862822
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
15087.78000000
PA
USD
15322.92000000
0.033968282719
Long
DBT
USGA
US
N
2
2034-03-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA FEB
21H030625
430000.00000000
PA
USD
384077.35000000
0.851433539487
Long
DBT
US
N
2
2045-02-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-167 AI
38380CEN9
220500.31000000
PA
USD
33858.29000000
0.075058015516
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
336.84000000
PA
USD
345.24000000
0.000765337802
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
139.62000000
PA
USD
139.38000000
0.000308981528
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
45241.37000000
PA
USD
42259.76000000
0.093682631987
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
24017.90000000
PA
USD
22993.76000000
0.050973217928
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
17226.81000000
PA
USD
431.10000000
0.000955674680
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 30YR TBA (FEBRUARY)
21H062628
425000.00000000
PA
USD
434389.28000000
0.962966449820
Long
DBT
USGA
US
N
2
2054-02-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 BE6414
3617G1DT2
15845.38000000
PA
USD
15115.13000000
0.033507647966
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
21.18000000
PA
USD
21.54000000
0.000047750481
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
253018.36000000
PA
USD
218768.69000000
0.484972623498
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
27916.54000000
PA
USD
26003.03000000
0.057644252831
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
13709.38000000
PA
USD
14135.74000000
0.031336508496
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
233271.07000000
PA
USD
217297.50000000
0.481711247869
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
768.68000000
PA
USD
814.04000000
0.001804586910
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
183733.82000000
PA
USD
153024.18000000
0.339228333054
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
201717.51000000
PA
USD
175082.71000000
0.388128306650
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
478.49000000
PA
USD
483.92000000
0.001072767551
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
101459.34000000
PA
USD
1739.07000000
0.003855219594
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
19870.07000000
PA
USD
20483.30000000
0.045407959150
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
54817.65000000
PA
USD
2346.10000000
0.005200900878
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
1946774.20000000
PA
USD
1622319.73000000
3.596404291725
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
3385.38000000
PA
USD
3387.45000000
0.007509395030
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
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA (FEB)
21H040624
3351000.00000000
PA
USD
3183374.90000000
7.056995572957
Long
DBT
US
N
2
2045-02-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 3735
36202EEG0
28254.61000000
PA
USD
28736.33000000
0.063703509628
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
403924.23000000
PA
USD
379607.14000000
0.841523851445
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
6628.90000000
PA
USD
6878.83000000
0.015249185025
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
2195.11000000
PA
USD
2231.95000000
0.004947849927
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
2324.08000000
PA
USD
2414.77000000
0.005353130477
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
3551.36000000
PA
USD
3589.37000000
0.007957017000
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
5895.67000000
PA
USD
5330.66000000
0.011817157954
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
248466.00000000
PA
USD
231381.53000000
0.512933124174
Long
DBT
USGA
US
N
2
2046-06-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-107 JI
38380TE93
317963.83000000
PA
USD
46516.96000000
0.103120113432
Long
DBT
USGA
US
N
2
2047-03-20
Fixed
4.00000000
N
N
N
N
N
N
United States of America
N/A
US 10YR NOTE (CBT)MAR24 FINANCIAL COMMODITY FUTURE.
N/A
-5.00000000
NC
USD
-561640.63000000
-1.24506084391
N/A
DIR
US
N
1
MORGAN STANLEY & CO, INC
N/A
Short
U.S. Treasury Futures
US 10 Year Treasury Note Future (consolidated) Mar 2024
2024-03-22
-558899.16000000
USD
-2741.47000000
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA4004
36179SNV5
46685.80000000
PA
USD
43601.67000000
0.096657416053
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 755655
36230QH84
30536.45000000
PA
USD
29586.51000000
0.065588212713
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
181795.10000000
PA
USD
163190.28000000
0.361764831251
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
963.48000000
PA
USD
993.33000000
0.002202042056
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
511006.48000000
PA
USD
456920.50000000
1.012914295986
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
1712.98000000
PA
USD
1741.68000000
0.003861005516
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
184126.24000000
0.408176259901
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
14450.89000000
PA
USD
15060.15000000
0.033385766746
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
99775.05000000
PA
USD
3506.90000000
0.007774195170
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
30004.97000000
PA
USD
30122.59000000
0.066776610029
Long
DBT
USGA
US
N
2
2035-11-15
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC 30YR TBA (FEBRUARY)
01F032625
-902000.00000000
PA
USD
-820886.97000000
-1.81976546751
Short
DBT
USGA
US
N
2
2054-02-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN AO8421
3617A9LA3
68797.74000000
PA
USD
61824.05000000
0.137053303760
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
31461.09000000
PA
USD
29475.10000000
0.065341235872
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
20379.92000000
PA
USD
21014.79000000
0.046586181224
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
94804.51000000
PA
USD
91945.97000000
0.203828428515
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
149992.63000000
PA
USD
93432.13000000
0.207122990063
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
141226.71000000
PA
USD
23775.12000000
0.052705358890
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
23203.81000000
PA
USD
24392.32000000
0.054073585317
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
164736.71000000
PA
USD
148912.54000000
0.330113533136
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 4697
36202FGE0
92465.92000000
PA
USD
94165.00000000
0.208747637021
Long
DBT
USGA
US
N
2
2040-05-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 BF1236
3617G7LR4
12876.00000000
PA
USD
12292.12000000
0.027249519502
Long
DBT
USGA
US
N
2
2048-02-20
Fixed
4.00000000
N
N
N
N
N
N
United States of America
N/A
US 2YR NOTE (CBT) MAR24 FINANCIAL COMMODITY FUTURE.
N/A
3.00000000
NC
USD
616968.75000000
1.367713786209
N/A
DIR
US
N
1
CITIGROUP GLOBAL MARKETS
N/A
Long
U.S. Treasury Futures
US 2-YEAR NOTE (Globex) Mar 2024
2024-03-31
617183.49000000
USD
-214.74000000
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-79 BZ
38378THG8
378558.88000000
PA
USD
329715.13000000
0.730921831653
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
20832.11000000
PA
USD
532.19000000
0.001179773853
Long
DBT
USGA
US
N
2
2027-05-25
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-37 BY
38380VVW8
200000.00000000
PA
USD
177138.58000000
0.392685817451
Long
DBT
USGA
US
N
2
2048-03-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA6996
36179VXZ8
55740.95000000
PA
USD
50069.02000000
0.110994420569
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
157756.49000000
PA
USD
141766.22000000
0.314271368708
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
384945.79000000
PA
USD
350124.85000000
0.776166676577
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
25472.78000000
PA
USD
24479.59000000
0.054267047923
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
221490.17000000
PA
USD
37989.57000000
0.084216353942
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
149567.37000000
PA
USD
30905.61000000
0.068512430926
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
244708.52000000
PA
USD
179077.30000000
0.396983626816
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
289.93000000
PA
USD
289.57000000
0.000641926971
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
35879.09000000
PA
USD
32241.77000000
0.071474468230
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
3908952.27000000
PA
USD
3257485.31000000
7.221285627289
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
35232.81000000
PA
USD
30594.05000000
0.067821755900
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
1278.66000000
PA
USD
1276.57000000
0.002829936504
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
140479.46000000
PA
USD
127103.78000000
0.281767256745
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
186179.75000000
PA
USD
179468.39000000
0.397850606196
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
712.36000000
PA
USD
711.21000000
0.001576630456
Long
DBT
USGA
US
N
2
2030-06-15
Fixed
8.00000000
N
N
N
N
N
N
United States of America
N/A
US 10YR ULTRA FUT MAR24 FINANCIAL COMMODITY FUTURE.
N/A
3.00000000
NC
USD
350625.00000000
0.777275423252
N/A
DIR
US
N
1
MORGAN STANLEY & CO, INC
N/A
Long
U.S. Treasury Futures
CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Electronic Bond Future Mar 2024
2024-03-22
349441.77000000
USD
1183.23000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-1520 X1
3137FYTY2
601510.31000000
PA
USD
23151.23000000
0.051322301881
Long
DBT
USGA
US
N
2
2036-02-25
Floating
0.57776400
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS FHR 4018 AI
3137AMVN4
54404.47000000
PA
USD
1166.13000000
0.002585109987
Long
DBT
USGA
US
N
2
2027-03-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 668876
36295FCM4
10356.95000000
PA
USD
10773.50000000
0.023882999707
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
2786.90000000
PA
USD
2838.66000000
0.006292821826
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
1598235.69000000
PA
USD
32718.76000000
0.072531873161
Long
DBT
USGA
US
N
2
2027-06-25
Floating
0.88254360
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL 30YR TBA (FEBRUARY)
01N052624
-725000.00000000
PA
USD
-729863.84000000
-1.61798281683
Short
DBT
USGA
US
N
2
2054-02-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA4586
36179TCX1
1278597.97000000
PA
USD
1194147.06000000
2.647218998893
Long
DBT
USGA
US
N
2
2047-07-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA0784
36179M2R0
68423.77000000
PA
USD
66758.68000000
0.147992531202
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
79118.46000000
PA
USD
6403.96000000
0.014196479770
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
38229.39000000
PA
USD
34923.43000000
0.077419248013
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
5855.82000000
PA
USD
5627.51000000
0.012475223435
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
274493.81000000
PA
USD
251377.45000000
0.557260645546
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
28455.14000000
PA
USD
28932.56000000
0.064138517846
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
6740.36000000
PA
USD
6465.66000000
0.014333258076
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
38233.38000000
PA
USD
35499.79000000
0.078696939173
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
47749.24000000
PA
USD
48824.56000000
0.108235666421
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
680.33000000
PA
USD
678.76000000
0.001504694378
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
12348.99000000
PA
USD
174.15000000
0.000386060648
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
22143.42000000
PA
USD
22640.31000000
0.050189679965
Long
DBT
USGA
US
N
2
2033-11-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA8347
36179XHY5
376347.00000000
PA
USD
366509.78000000
0.812489253121
Long
DBT
USGA
US
N
2
2052-10-20
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 373342
31377CWB5
3248.03000000
PA
USD
3257.33000000
0.007220941331
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
109165.86000000
PA
USD
15888.52000000
0.035222120806
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
3351.76000000
PA
USD
3243.51000000
0.007190304764
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
964.00000000
PA
USD
965.56000000
0.002140480734
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
264116.38000000
PA
USD
245955.56000000
0.545241246346
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
208536.08000000
PA
USD
188885.38000000
0.418726456144
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
244138.48000000
PA
USD
214702.85000000
0.475959354316
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
159734.99000000
PA
USD
138396.12000000
0.306800435649
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
719.40000000
PA
USD
749.78000000
0.001662133523
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
1679.70000000
PA
USD
1705.92000000
0.003781731736
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
264.13000000
PA
USD
263.73000000
0.000584644127
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
2203.08000000
PA
USD
2277.50000000
0.005048826456
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
3268.67000000
PA
USD
3302.02000000
0.007320011388
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
214358.63000000
PA
USD
187814.12000000
0.416351656658
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
2049.39000000
PA
USD
2083.70000000
0.004619205132
Long
DBT
USGA
US
N
2
2034-02-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-17 BI
38379JKC4
289172.58000000
PA
USD
45429.85000000
0.100710177217
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
1916.69000000
PA
USD
1976.14000000
0.004380763079
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
161262.09000000
PA
USD
35547.10000000
0.078801817320
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 615607
36290R3Q4
184026.55000000
PA
USD
187106.71000000
0.414783450149
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
358383.71000000
PA
USD
324410.78000000
0.719162998451
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
132378.25000000
PA
USD
129816.30000000
0.287780447850
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
132279.97000000
PA
USD
5737.17000000
0.012718320827
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
103076.73000000
PA
USD
3272.50000000
0.007254570617
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
129064.49000000
PA
USD
16053.97000000
0.035588895049
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
65596.84000000
PA
USD
63580.90000000
0.140947938561
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
55541.70000000
PA
USD
51872.24000000
0.114991849699
Long
DBT
USGA
US
N
2
2047-05-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-43 IA
38381TR23
126370.05000000
PA
USD
18177.90000000
0.040297283183
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
310101.04000000
PA
USD
289720.95000000
0.642261601529
Long
DBT
USGA
US
N
2
2046-05-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 780912
36225BAM0
2901.85000000
PA
USD
2962.93000000
0.006568307079
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
32808.53000000
PA
USD
33431.21000000
0.074111252485
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
25590.96000000
PA
USD
25499.76000000
0.056528589652
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
76076.04000000
PA
USD
72825.90000000
0.161442516210
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
235486.03000000
PA
USD
47722.82000000
0.105793298008
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
260898.32000000
PA
USD
243032.87000000
0.538762144437
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
104779.41000000
PA
USD
2619.12000000
0.005806139341
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
444.24000000
PA
USD
444.41000000
0.000985180665
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 MA7254
36179WBX5
216342.78000000
PA
USD
180333.17000000
0.399767674975
Long
DBT
USGA
US
N
2
2051-03-20
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN AL2583
36183X2Q2
65726.17000000
PA
USD
59063.33000000
0.130933261531
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
382420.38000000
PA
USD
347967.00000000
0.771383093626
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
792194.61000000
PA
USD
8238.82000000
0.018264049347
Long
DBT
USGA
US
N
2
2030-01-25
Floating
0.39138120
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 783252
36241LTH9
435614.32000000
PA
USD
443666.25000000
0.983531899469
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
6977.15000000
PA
USD
6986.12000000
0.015487028534
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
5496.15000000
PA
USD
5536.86000000
0.012274267950
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
184567.91000000
0.409155366457
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
23931.14000000
PA
USD
21055.79000000
0.046677071184
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
578.19000000
PA
USD
579.16000000
0.001283898279
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
679.36000000
PA
USD
700.17000000
0.001552156671
Long
DBT
USGA
US
N
2
2027-10-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-26 IA
38380CF81
245757.89000000
PA
USD
38753.68000000
0.085910254615
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
26379.59000000
PA
USD
26889.68000000
0.059609803645
Long
DBT
USGA
US
N
2
2038-06-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA7767
36179WTY4
237173.47000000
PA
USD
205067.79000000
0.454600080620
Long
DBT
USGA
US
N
2
2051-12-20
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMICS FNR 2019-9 CL
3136B35F3
651754.00000000
PA
USD
612433.75000000
1.357660469861
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
405470.11000000
PA
USD
378398.63000000
0.838844792274
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
90587.07000000
PA
USD
2033.14000000
0.004507122293
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
423962.00000000
PA
USD
381127.48000000
0.844894184185
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
367.14000000
PA
USD
389.51000000
0.000863476791
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
1009.41000000
PA
USD
1026.33000000
0.002275197390
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
53208.05000000
PA
USD
52595.13000000
0.116594372710
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
953.89000000
PA
USD
985.50000000
0.002184684291
Long
DBT
USGA
US
N
2
2028-04-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA8268
36179XFH4
93396.54000000
PA
USD
90960.06000000
0.201642835324
Long
DBT
USGA
US
N
2
2052-09-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 520992
36211RXV6
3650.05000000
PA
USD
3763.59000000
0.008343232827
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 AL3006
36183YKT4
46376.90000000
PA
USD
41676.12000000
0.092388802317
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
41617.70000000
PA
USD
42758.77000000
0.094788851478
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
290706.95000000
PA
USD
280004.66000000
0.620722254870
Long
DBT
USGA
US
N
2
2042-08-15
Fixed
3.87500000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA4719
36179TG41
33716.46000000
PA
USD
31462.72000000
0.069747448141
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
6186.40000000
PA
USD
6198.14000000
0.013740212169
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
673961.68000000
PA
USD
582733.76000000
1.291820691472
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
8415.04000000
PA
USD
8525.01000000
0.018898483439
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
4411.60000000
PA
USD
4423.76000000
0.009806716367
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
50651.85000000
PA
USD
52222.43000000
0.115768160802
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
542.89000000
PA
USD
557.23000000
0.001235283234
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
70.73000000
PA
USD
70.52000000
0.000156330731
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
175983.34000000
PA
USD
26321.53000000
0.058350312645
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
77337.27000000
PA
USD
67053.77000000
0.148646695065
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
64428.39000000
PA
USD
57898.75000000
0.128351587627
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
114896.58000000
PA
USD
111389.09000000
0.246930487202
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
34.52000000
PA
USD
34.46000000
0.000076391903
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
1028.69000000
PA
USD
1045.91000000
0.002318602888
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
22064.91000000
PA
USD
22435.23000000
0.049735052817
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
216462.44000000
PA
USD
176564.52000000
0.391413224996
Long
DBT
USGA
US
N
2
2042-09-16
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GINNIE MAE I POOL GN 431000
36207FX55
497.69000000
PA
USD
496.89000000
0.001101519814
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
594105.43000000
PA
USD
513633.97000000
1.138638321364
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
11646.85000000
PA
USD
10523.56000000
0.023328925641
Long
DBT
USGA
US
N
2
2046-05-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GINNIE MAE II POOL G2 MA8201
36179XDE3
92567.38000000
PA
USD
90171.58000000
0.199894910544
Long
DBT
USGA
US
N
2
2052-08-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-99 AX
38378VPP4
56132.76000000
PA
USD
51623.32000000
0.114440036799
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
8629.61000000
PA
USD
8922.59000000
0.019779850035
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
243227.52000000
PA
USD
226783.40000000
0.502739859455
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
21326.22000000
PA
USD
725.67000000
0.001608685793
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
244873.15000000
PA
USD
5559.13000000
0.012323636716
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
43349.50000000
0.096098398460
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
7359.95000000
PA
USD
7483.12000000
0.016588792200
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
27289.02000000
PA
USD
27591.18000000
0.061164908698
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
23807.29000000
PA
USD
22816.36000000
0.050579952587
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
25828.52000000
PA
USD
26261.52000000
0.058217280779
Long
DBT
USGA
US
N
2
2035-05-15
Fixed
5.00000000
N
N
N
N
N
N
2024-01-31
SEI DAILY INCOME TRUST
Glenn Kurdziel
Glenn Kurdziel
CFO