0001752724-23-195017.txt : 20230828
0001752724-23-195017.hdr.sgml : 20230828
20230828134809
ACCESSION NUMBER: 0001752724-23-195017
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230630
FILED AS OF DATE: 20230828
DATE AS OF CHANGE: 20230828
PERIOD START: 20231231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PRUDENTIAL SERIES FUND
CENTRAL INDEX KEY: 0000711175
IRS NUMBER: 860446842
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03623
FILM NUMBER: 231213929
BUSINESS ADDRESS:
STREET 1: 655 BROAD STREET
STREET 2: 17TH FLOOR
CITY: NEWARK
STATE: NJ
ZIP: 07102
BUSINESS PHONE: (973) 367-8982
MAIL ADDRESS:
STREET 1: 655 BROAD STREET
STREET 2: 17TH FLOOR
CITY: NEWARK
STATE: NJ
ZIP: 07102
FORMER COMPANY:
FORMER CONFORMED NAME: PRUDENTIAL SERIES FUND INC
DATE OF NAME CHANGE: 19920703
0000711175
S000002198
PSF PGIM GOVERNMENT INCOME PORTFOLIO
C000005696
Class I
C000226558
Class III
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000711175
XXXXXXXX
S000002198
C000226558
C000005696
Prudential Series Fund
811-03623
0000711175
5493007AGJZME68YC130
655 Broad Street
Newark
07102-4077
1-888-778-2888
PSF PGIM Government Income Portfolio
S000002198
VWCT3GM3FGWMCGTF9P70
2023-12-31
2023-06-30
N
175087271.50
11483657.81
163603613.69
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
956832.03000000
0.00000000
932459.23000000
USD
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U.S. Agg Ex Credit
I04273US Index
FANNIEMAE STRIPS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31359YEA1
75000.00000000
PA
USD
54369.73000000
0.033232597235
Long
DBT
USGSE
US
N
2
2030-05-15
None
0.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UQ39
260513.87000000
PA
USD
235667.32000000
0.144047747286
Long
ABS-MBS
USGA
US
N
2
2049-04-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SQX8
117463.71000000
PA
USD
112959.19000000
0.069044434564
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TM0
80000.00000000
PA
USD
79537.50000000
0.048615979932
Long
DBT
UST
US
N
2
2042-11-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q73S4
117492.54000000
PA
USD
112473.03000000
0.068747277314
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TG58
155321.88000000
PA
USD
149465.18000000
0.091358116504
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31376KJV9
233.77000000
PA
USD
236.29000000
0.000144428350
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407DMH5
50296.40000000
PA
USD
50085.80000000
0.030614115954
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SGL5
468200.93000000
PA
USD
438502.56000000
0.268027429290
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407NAD5
98083.41000000
PA
USD
98555.65000000
0.060240509226
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.50000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
Barclays Commercial Mortgage Trust 2019-C4
07335CAE4
3000000.00000000
PA
USD
2644112.70000000
1.616170107959
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
2.66100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329PHT3
5481.63000000
PA
USD
5227.90000000
0.003195467314
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834NV6
210000.00000000
PA
USD
87305.86000000
0.053364261357
Long
DBT
UST
US
N
2
2044-08-15
None
0.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RD2
3645000.00000000
PA
USD
3482683.59000000
2.128732679828
Long
DBT
UST
US
N
2
2043-11-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DW65
1524218.53000000
PA
USD
1301350.47000000
0.795428927667
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KB4A9
887257.86000000
PA
USD
757269.39000000
0.462868376144
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201VXY3
2599.62000000
PA
USD
2712.86000000
0.001658190756
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409BG68
50800.92000000
PA
USD
51312.62000000
0.031363989365
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGXR5
948837.82000000
PA
USD
843297.86000000
0.515451854014
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEV30
515512.39000000
PA
USD
479494.87000000
0.293083300047
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MC4Y8
37480.44000000
PA
USD
36619.11000000
0.022382824666
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
4.00000000
N
N
N
N
N
N
OZLM Ltd
5493009CITK5BZZY6417
OZLM XI Ltd
67109UAS1
2956000.78000000
PA
USD
2936828.16000000
1.795087586246
Long
ABS-CBDO
CORP
KY
N
2
2030-10-30
Floating
6.54914000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SS8
4215000.00000000
PA
USD
2619227.34000000
1.600959343699
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EE63
967853.97000000
PA
USD
930697.21000000
0.568873259586
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834LR7
60000.00000000
PA
USD
26990.63000000
0.016497575689
Long
DBT
UST
US
N
2
2042-08-15
None
0.00000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Banks Funding Corp
3133ENZH6
500000.00000000
PA
USD
488340.78000000
0.298490216069
Long
DBT
USGSE
US
N
2
2042-06-27
Fixed
5.48000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201Y3G9
30875.19000000
PA
USD
30668.44000000
0.018745576157
Long
ABS-MBS
USGA
US
N
2
2034-04-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179R7J2
321580.97000000
PA
USD
301184.66000000
0.184094136557
Long
ABS-MBS
USGA
US
N
2
2046-04-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P8DM0
257251.51000000
PA
USD
237876.30000000
0.145397949736
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
3.00000000
N
N
N
N
N
N
Balboa Bay Loan Funding Ltd
549300G0EX8VHFWPJW18
Balboa Bay Loan Funding 2021-1 Ltd
05765XAA9
3000000.00000000
PA
USD
2951382.00000000
1.803983379971
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
6.45043000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201VYT3
7515.42000000
PA
USD
7666.43000000
0.004685978400
Long
ABS-MBS
USGA
US
N
2
2032-07-15
Fixed
6.50000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834NP9
2790000.00000000
PA
USD
1171255.09000000
0.715910280697
Long
DBT
UST
US
N
2
2044-05-15
None
0.00000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834DU9
220000.00000000
PA
USD
118542.19000000
0.072456950874
Long
DBT
UST
US
N
2
2038-11-15
None
0.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UKW1
178528.59000000
PA
USD
167142.04000000
0.102162804494
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405QK23
96827.22000000
PA
USD
98344.12000000
0.060111215016
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
5.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SL3
185000.00000000
PA
USD
126840.63000000
0.077529234922
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UEB4
44207.42000000
PA
USD
44067.58000000
0.026935578625
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
5.00000000
N
N
N
N
N
N
Wellfleet CLO Ltd
N/A
Wellfleet CLO 2017-2A Ltd
94951MAJ2
707342.19000000
PA
USD
702200.52000000
0.429208441159
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Floating
6.31043000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3136F1EQ9
315000.00000000
PA
USD
225040.11000000
0.137552041134
Long
DBT
USGSE
US
N
2
2031-03-17
None
0.00000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834MT2
1145000.00000000
PA
USD
493915.43000000
0.301897628579
Long
DBT
UST
US
N
2
2043-08-15
None
0.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203DJY7
131.55000000
PA
USD
131.31000000
0.000080261063
Long
ABS-MBS
USGA
US
N
2
2023-11-15
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DLT7
167406.71000000
PA
USD
148645.44000000
0.090857064002
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XXRG6
347778.80000000
PA
USD
321331.15000000
0.196408344994
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407RSY1
28499.66000000
PA
USD
28381.61000000
0.017347789183
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31388LGD6
22532.90000000
PA
USD
22455.31000000
0.013725436433
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FP75
186157.13000000
PA
USD
184857.68000000
0.112991196117
Long
ABS-MBS
USGA
US
N
2
2041-02-20
Fixed
4.50000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-1678.77000000
-0.00102612036
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-03-08
0.00000000
USD
0.00000000
USD
1908000.00000000
USD
-1678.77000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MFCN6
109859.26000000
PA
USD
99683.81000000
0.060930078347
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138NY4L6
91609.22000000
PA
USD
79085.27000000
0.048339561832
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQZ8
334442.60000000
PA
USD
287897.45000000
0.175972549448
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DY71
1830015.15000000
PA
USD
1557754.87000000
0.952151871750
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ4S6
125924.35000000
PA
USD
123340.01000000
0.075389538909
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SQY6
241773.66000000
PA
USD
239314.18000000
0.146276830078
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJY53
248141.20000000
PA
USD
213685.56000000
0.130611760449
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405TUT7
2031.53000000
PA
USD
2049.32000000
0.001252612918
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
6.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SF6
260000.00000000
PA
USD
219943.75000000
0.134436975467
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.00000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EU2
175000.00000000
PA
USD
164743.80000000
0.100696920003
Long
DBT
USGA
US
N
2
2027-02-01
Fixed
2.87500000
N
N
N
N
N
N
PGIM Institutional Money Market Fund - D
N/A
PGIM Institutional Money Market Fund - D
000000000
10340878.44600000
NS
USD
10333639.83000000
6.316266246771
Long
STIV
RF
US
N
1
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407CAE7
29747.09000000
PA
USD
29959.58000000
0.018312297219
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYC0
1543245.04000000
PA
USD
1315375.68000000
0.804001605057
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DVA7
382971.69000000
PA
USD
314957.55000000
0.192512587525
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591CJ9
510000.00000000
PA
USD
530023.21000000
0.323967911249
Long
DBT
USGA
US
N
2
2025-11-01
Fixed
6.75000000
N
N
N
N
N
N
Jamestown CLO Ltd
N/A
Jamestown CLO XIV Ltd
47048XAN2
500000.00000000
PA
USD
487645.00000000
0.298064932064
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
6.45043000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEG29
170584.43000000
PA
USD
163114.80000000
0.099701220725
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DTR3
2283522.26000000
PA
USD
1948477.96000000
1.190974891112
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DP71
313368.33000000
PA
USD
269323.43000000
0.164619487262
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128KKKL2
26699.24000000
PA
USD
27676.14000000
0.016916582327
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
6.00000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834LK2
80000.00000000
PA
USD
36387.50000000
0.022241256888
Long
DBT
UST
US
N
2
2042-05-15
None
0.00000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834JH2
525000.00000000
PA
USD
257208.99000000
0.157214736397
Long
DBT
UST
US
N
2
2040-11-15
None
0.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SY5
20035000.00000000
PA
USD
15433210.94000000
9.433294651573
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHC8
695000.00000000
PA
USD
670349.22000000
0.409739861412
Long
DBT
UST
US
N
2
2033-05-15
Fixed
3.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JM5V7
438911.14000000
PA
USD
409895.74000000
0.250541984223
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204GPV8
8120.43000000
PA
USD
8121.59000000
0.004964187414
Long
ABS-MBS
USGA
US
N
2
2024-09-15
Fixed
8.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ3D0
206833.06000000
PA
USD
184991.11000000
0.113072752995
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.00000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834JP4
475000.00000000
PA
USD
229595.71000000
0.140336576204
Long
DBT
UST
US
N
2
2041-02-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CDL5
177284.46000000
PA
USD
159218.27000000
0.097319531279
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UH21
276232.77000000
PA
USD
250149.14000000
0.152899519978
Long
ABS-MBS
USGA
US
N
2
2048-12-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HLA60
224847.48000000
PA
USD
210758.35000000
0.128822551804
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417G3Y0
426348.43000000
PA
USD
384872.11000000
0.235246704714
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YWKA4
209570.44000000
PA
USD
200307.64000000
0.122434728354
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJBM9
64454.64000000
PA
USD
61658.58000000
0.037687786112
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPDG1
103389.31000000
PA
USD
98256.29000000
0.060057530383
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M6AP3
31767.21000000
PA
USD
32589.18000000
0.019919596679
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204HZX1
2.07000000
PA
USD
2.07000000
0.000001265253
Long
ABS-MBS
USGA
US
N
2
2023-10-15
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJEX2
199195.80000000
PA
USD
183982.87000000
0.112456482989
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371E3S2
1136.44000000
PA
USD
1136.99000000
0.000694966311
Long
ABS-MBS
USGSE
US
N
2
2025-02-01
Fixed
9.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31294MGN5
9476.90000000
PA
USD
9257.65000000
0.005658585278
Long
ABS-MBS
USGSE
US
N
2
2026-06-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379FCL1
163490.43000000
PA
USD
156741.30000000
0.095805524379
Long
ABS-MBS
USGA
US
Y
2
2045-10-20
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RB6
1515000.00000000
PA
USD
1266682.03000000
0.774238417740
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.87500000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BPVN6
140000.00000000
PA
USD
127317.39000000
0.077820646578
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Fixed
3.08000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834KP2
2740000.00000000
PA
USD
1288870.33000000
0.787800648732
Long
DBT
UST
US
N
2
2041-08-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJFK9
752096.51000000
PA
USD
673069.45000000
0.411402556960
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M5KA7
22544.53000000
PA
USD
23185.78000000
0.014171924126
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
5.50000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
270.00000000
NC
USD
-465430.84000000
-0.28448689457
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-09-20
30777150.94000000
USD
-465430.84000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406GMM8
99242.37000000
PA
USD
99557.87000000
0.060853099607
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CRD8
85086.17000000
PA
USD
81273.52000000
0.049677093413
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296X5V3
66343.88000000
PA
USD
66756.87000000
0.040804031460
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
5.00000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EX6
500000.00000000
PA
USD
402632.03000000
0.246102161754
Long
DBT
USGA
US
N
2
2031-09-15
Fixed
1.50000000
N
N
N
N
N
N
Venture CLO 43 Limited
549300OLN5VHTMLSN650
Venture 43 CLO Ltd
92290CAB5
2250000.00000000
PA
USD
2209101.30000000
1.350276592414
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
6.50029000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SN9
915000.00000000
PA
USD
514687.50000000
0.314594212433
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TF5
245000.00000000
PA
USD
190793.75000000
0.116619520618
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SLR6
367632.09000000
PA
USD
334230.35000000
0.204292767416
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
3.00000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2019-CD8 Mortgage Trust
12515BAD0
4000000.00000000
PA
USD
3372640.40000000
2.061470601982
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Fixed
2.65700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EBJS5
203315.74000000
PA
USD
190356.77000000
0.116352423828
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HMXY2
397800.09000000
PA
USD
371511.83000000
0.227080454777
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KMU32
1522860.37000000
PA
USD
1315978.72000000
0.804370203272
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M5R93
74647.24000000
PA
USD
76634.14000000
0.046841349204
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417FYY8
347324.36000000
PA
USD
313535.66000000
0.191643480806
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EBT6
551115.19000000
PA
USD
485391.01000000
0.296687217997
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDU4
477510.52000000
PA
USD
448182.66000000
0.273944230137
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B9LT9
489049.29000000
PA
USD
430780.83000000
0.263307649680
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
RESOLUTION FUNDING STRIP
N/A
Resolution Funding Corp Interest Strip
76116EHP8
675000.00000000
PA
USD
501637.58000000
0.306617664907
Long
DBT
USGSE
US
N
2
2030-04-15
None
0.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201VZK1
41841.34000000
PA
USD
42991.00000000
0.026277536926
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FQ74
157985.77000000
PA
USD
156883.01000000
0.095892142270
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
4.50000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EW8
325000.00000000
PA
USD
299625.56000000
0.183141162497
Long
DBT
USGA
US
N
2
2025-05-15
Fixed
0.75000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31359MGK3
2620000.00000000
PA
USD
3035075.62000000
1.855139719438
Long
DBT
USGSE
US
N
2
2030-11-15
Fixed
6.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206KN72
2350.18000000
PA
USD
2346.88000000
0.001434491541
Long
ABS-MBS
USGA
US
N
2
2026-02-15
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWET6
960839.21000000
PA
USD
942183.57000000
0.575894106951
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XHBE6
926137.21000000
PA
USD
791650.99000000
0.483883559870
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S2N6
429626.43000000
PA
USD
389623.92000000
0.238151169899
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DUF7
1288554.88000000
PA
USD
996613.04000000
0.609163219272
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CU67
136708.42000000
PA
USD
137679.85000000
0.084154528677
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SUX3
31247.46000000
PA
USD
30942.29000000
0.018912962435
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36292LBZ6
30669.21000000
PA
USD
31297.57000000
0.019130121452
Long
ABS-MBS
USGA
US
Y
2
2036-03-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138M1MS4
394157.62000000
PA
USD
369032.61000000
0.225565072602
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4TZ9
401587.23000000
PA
USD
364518.21000000
0.222805720349
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.00000000
N
N
N
N
N
N
Regatta VII Funding Ltd
549300DA6HSLI0UPTQ25
Regatta VII Funding Ltd
75888ABE5
3250000.00000000
PA
USD
3221427.30000000
1.969044098319
Long
ABS-CBDO
CORP
KY
N
2
2034-06-20
Floating
6.66000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWE82
519069.38000000
PA
USD
517106.10000000
0.316072541637
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EGX2
351817.66000000
PA
USD
339789.15000000
0.207690491876
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJK49
134675.72000000
PA
USD
120524.75000000
0.073668757848
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
RFC PRINCIPAL STRIP
N/A
Resolution Funding Corp Principal Strip
76116FAB3
2290000.00000000
PA
USD
1715029.66000000
1.048283483059
Long
DBT
USGSE
US
N
2
2030-01-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DY89
962811.75000000
PA
USD
844791.84000000
0.516365024553
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407JZB1
61169.40000000
PA
USD
61022.91000000
0.037299243350
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
5.50000000
N
N
N
N
N
N
RFC PRINCIPAL STRIP
N/A
Resolution Funding Corp Principal Strip
76116FAC1
2305000.00000000
PA
USD
1707405.52000000
1.043623353720
Long
DBT
USGSE
US
N
2
2030-04-15
None
0.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WNF1
1002875.03000000
PA
USD
899529.94000000
0.549822781851
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405H3V8
180.33000000
PA
USD
182.64000000
0.000111635675
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNTC6
937774.25000000
PA
USD
826138.30000000
0.504963357084
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SGK7
341304.94000000
PA
USD
310664.06000000
0.189888262852
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SLU9
138746.67000000
PA
USD
134825.05000000
0.082409579445
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
4.50000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834EP9
2120000.00000000
PA
USD
1101489.06000000
0.673266950011
Long
DBT
UST
US
N
2
2039-08-15
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBJ1
2519293.05000000
PA
USD
2147955.23000000
1.312902069553
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TZ57
237571.94000000
PA
USD
226842.05000000
0.138653447123
Long
ABS-MBS
USGA
US
N
2
2048-06-20
Fixed
4.00000000
N
N
N
N
N
N
TCW CLO 2017-1, Ltd
N/A
TCW CLO 2017-1A Ltd
87240NAU0
500000.00000000
PA
USD
487595.00000000
0.298034370392
Long
ABS-CBDO
CORP
KY
N
2
2034-10-29
Floating
6.47914000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6C24
554852.14000000
PA
USD
535887.88000000
0.327552593682
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W5F1
508019.88000000
PA
USD
490625.26000000
0.299886566643
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHXU1
288918.92000000
PA
USD
258581.95000000
0.158053935464
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206APW7
9681.42000000
PA
USD
9698.70000000
0.005928169788
Long
ABS-MBS
USGA
US
N
2
2025-12-15
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417GWM4
564140.95000000
PA
USD
533740.79000000
0.326240220470
Long
ABS-MBS
USGSE
US
N
2
2028-06-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179T4N2
385201.43000000
PA
USD
359585.93000000
0.219790945865
Long
ABS-MBS
USGA
US
N
2
2048-07-20
Fixed
3.50000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833XY1
941000.00000000
PA
USD
708580.35000000
0.433108006613
Long
DBT
UST
US
N
2
2030-08-15
None
0.00000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834LB2
3945000.00000000
PA
USD
1812850.78000000
1.108075022985
Long
DBT
UST
US
N
2
2042-02-15
None
0.00000000
N
N
N
N
N
N
PGIM Core Ultra Short Bond Fund
1VRLPVAWKZCB406TIT84
PGIM Core Ultra Short Bond Fund
000000000
1.00000000
NS
USD
1.00000000
0.000000611233
Long
STIV
RF
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NBB3
193585.00000000
PA
USD
182383.78000000
0.111479065704
Long
ABS-MBS
USGA
US
N
2
2043-04-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YR6F0
120532.38000000
PA
USD
115280.17000000
0.070463095160
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404XUT9
20036.11000000
PA
USD
19754.74000000
0.012074757735
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
5.00000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591CS9
230000.00000000
PA
USD
260619.81000000
0.159299543648
Long
DBT
USGA
US
N
2
2036-04-01
Fixed
5.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EES5
948342.20000000
PA
USD
890478.22000000
0.544290067875
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3133XGAY0
1000000.00000000
PA
USD
1131783.72000000
0.691784059332
Long
DBT
USGSE
US
N
2
2036-07-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31373NQ48
336.33000000
PA
USD
335.34000000
0.000204971022
Long
ABS-MBS
USGSE
US
N
2
2024-11-01
Fixed
8.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SJ8
385000.00000000
PA
USD
279907.03000000
0.171088537524
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.25000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834KH0
1995000.00000000
PA
USD
952378.71000000
0.582125717470
Long
DBT
UST
US
N
2
2041-05-15
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWAN3
1728801.02000000
PA
USD
1421562.19000000
0.868906351111
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201VY48
1304.33000000
PA
USD
1329.77000000
0.000812799894
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834KV9
3930000.00000000
PA
USD
1828371.11000000
1.117561567719
Long
DBT
UST
US
N
2
2041-11-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJQY7
321787.70000000
PA
USD
276791.21000000
0.169184044140
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203JUJ4
241.63000000
PA
USD
240.97000000
0.000147288922
Long
ABS-MBS
USGA
US
N
2
2023-07-15
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QS4S4
146100.46000000
PA
USD
136047.36000000
0.083156696194
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
3.50000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136BLW22
4000000.00000000
PA
USD
3232144.80000000
1.975594992739
Long
ABS-MBS
USGSE
US
N
2
2031-11-25
Variable
1.76409000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CQB3
336562.25000000
PA
USD
321716.72000000
0.196644018273
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132KEZJ7
172736.93000000
PA
USD
160741.55000000
0.098250610958
Long
ABS-MBS
USGSE
US
N
2
2030-03-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDS9
743811.63000000
PA
USD
654835.27000000
0.400257216347
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LUTA3
300195.05000000
PA
USD
288628.08000000
0.176419134938
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UML3
212590.18000000
PA
USD
203350.46000000
0.124294601698
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Fixed
4.00000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130ATHY6
210000.00000000
PA
USD
205903.07000000
0.125854842295
Long
DBT
USGSE
US
N
2
2032-09-10
Fixed
4.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RC4
45000.00000000
PA
USD
42229.69000000
0.025812198794
Long
DBT
UST
US
N
2
2043-08-15
Fixed
3.62500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
2 YEAR US TREASURY NOTE
000000000
89.00000000
NC
USD
-285538.25000000
-0.17453052751
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-09-29
18383132.00000000
USD
-285538.25000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418TMQ7
449189.15000000
PA
USD
439677.92000000
0.268745848629
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RBX6
192836.06000000
PA
USD
180982.38000000
0.110622483157
Long
ABS-MBS
USGA
US
N
2
2045-04-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203FYL3
60.03000000
PA
USD
59.87000000
0.000036594546
Long
ABS-MBS
USGA
US
N
2
2023-08-15
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DGY9
38815.94000000
PA
USD
39093.06000000
0.023894985641
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BB80
13327.19000000
PA
USD
13554.46000000
0.008284939246
Long
ABS-MBS
USGA
US
N
2
2028-08-15
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WFG8
381749.91000000
PA
USD
331681.64000000
0.202734910628
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368HB77
3.13000000
PA
USD
3.12000000
0.000001907048
Long
ABS-MBS
USGSE
US
N
2
2023-10-01
Fixed
8.00000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834MZ8
4315000.00000000
PA
USD
1841965.63000000
1.125870992978
Long
DBT
UST
US
N
2
2043-11-15
None
0.00000000
N
N
N
N
N
N
Trimaran Advisors CAVU 2019-1
549300IGMQ24BLOIU872
Trimaran Cavu 2019-1 Ltd
89624CAA0
2500000.00000000
PA
USD
2474268.00000000
1.512355347289
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
6.71043000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KJY1
18369.62000000
PA
USD
19059.41000000
0.011649748786
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJHL5
283295.50000000
PA
USD
279758.35000000
0.170997659336
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204JDK9
585.69000000
PA
USD
584.69000000
0.000357382081
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHRP9
112087.07000000
PA
USD
101577.75000000
0.062087717813
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WKQR2
173281.90000000
PA
USD
160517.53000000
0.098113682442
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WCUT8
183152.99000000
PA
USD
175532.39000000
0.107291267008
Long
ABS-MBS
USGSE
US
N
2
2044-09-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CTT9
48785.34000000
PA
USD
49953.23000000
0.030533084736
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31287YAD6
10874.60000000
PA
USD
11114.78000000
0.006793725241
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407XSZ5
51464.08000000
PA
USD
51255.70000000
0.031329197958
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWC92
954511.20000000
PA
USD
870586.07000000
0.532131320552
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31373TYZ7
495.35000000
PA
USD
495.28000000
0.000302731699
Long
ABS-MBS
USGSE
US
N
2
2025-04-01
Fixed
9.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KDFJ4
285441.45000000
PA
USD
252978.84000000
0.154629127251
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LTN46
301462.98000000
PA
USD
282248.47000000
0.172519703956
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A9UD7
222536.36000000
PA
USD
213219.44000000
0.130326852317
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200NHY0
106443.95000000
PA
USD
108560.05000000
0.066355533078
Long
ABS-MBS
USGA
US
N
2
2034-03-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MX47
410696.81000000
PA
USD
386759.48000000
0.236400328377
Long
ABS-MBS
USGA
US
N
2
2043-01-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EMR8
421842.32000000
PA
USD
405614.87000000
0.247925373316
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ER3T5
299584.95000000
PA
USD
286069.74000000
0.174855391973
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X1ZV1
562180.09000000
PA
USD
507485.34000000
0.310192011382
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.00000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3134A4KX1
1750000.00000000
PA
USD
2044291.36000000
1.249539245431
Long
DBT
USGSE
US
N
2
2032-07-15
Fixed
6.25000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AS2U2
610000.00000000
PA
USD
565451.66000000
0.345622964705
Long
DBT
USGSE
US
N
2
2032-06-11
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31408EEQ1
12072.62000000
PA
USD
12440.94000000
0.007604318584
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404EDM5
81493.76000000
PA
USD
83384.97000000
0.050967682265
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
5.50000000
N
N
N
N
N
N
AGL Core CLO 2 LTD.
549300EIBQDZ5WXOZ105
AGL Core CLO 2 Ltd
001200AA2
1000000.00000000
PA
USD
991091.60000000
0.605788330493
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
6.64043000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KEK80
2030699.76000000
PA
USD
1732742.92000000
1.059110419946
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M8HG2
126513.23000000
PA
USD
121779.11000000
0.074435464629
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UST0
332561.34000000
PA
USD
310033.50000000
0.189502843493
Long
ABS-MBS
USGA
US
N
2
2049-05-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WND6
305184.17000000
PA
USD
257045.10000000
0.157114561348
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9A85
27336.03000000
PA
USD
28416.34000000
0.017369017321
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M8R30
149013.36000000
PA
USD
143437.51000000
0.087673803019
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204JA89
381.52000000
PA
USD
380.88000000
0.000232806593
Long
ABS-MBS
USGA
US
N
2
2023-11-15
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225ADU1
531.04000000
PA
USD
531.05000000
0.000324595519
Long
ABS-MBS
USGA
US
N
2
2025-04-15
Fixed
8.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJYT9
59310.23000000
PA
USD
56565.90000000
0.034574969784
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYX4
682692.45000000
PA
USD
559014.79000000
0.341688534496
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ2C3
263790.95000000
PA
USD
244612.70000000
0.149515462698
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417CJL0
156813.07000000
PA
USD
146817.75000000
0.089739918751
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.50000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
5248.35000000
0.003207967037
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-03-09
0.00000000
USD
0.00000000
USD
2332000.00000000
USD
5248.35000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SK5
1475000.00000000
PA
USD
1102101.56000000
0.673641330495
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.37500000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834PT9
345000.00000000
PA
USD
137002.74000000
0.083740656401
Long
DBT
UST
US
N
2
2045-11-15
None
0.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
226.00000000
NC
USD
-500443.42000000
-0.30588775437
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-09-29
24703630.92000000
USD
-500443.42000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJW97
130564.95000000
PA
USD
121567.00000000
0.074305815903
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390NZK1
81792.66000000
PA
USD
84351.20000000
0.051558274354
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.50000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834DV7
560000.00000000
PA
USD
294415.63000000
0.179956679048
Long
DBT
UST
US
N
2
2039-05-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DSH6
2336449.33000000
PA
USD
1922122.94000000
1.174865821510
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810ST6
4940000.00000000
PA
USD
3306712.50000000
2.021173264708
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296JTZ9
119144.83000000
PA
USD
120100.73000000
0.073409582643
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403N6A0
8075.43000000
PA
USD
8154.30000000
0.004984180860
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CMG6
107679.37000000
PA
USD
102930.13000000
0.062914337696
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M6TW8
21880.96000000
PA
USD
22710.47000000
0.013881398758
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHKD3
165591.87000000
PA
USD
153418.27000000
0.093774377313
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XAND0
1026530.59000000
PA
USD
881903.01000000
0.539048612747
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWEK5
519759.58000000
PA
USD
499805.63000000
0.305497915802
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.50000000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp
742651DY5
885000.00000000
PA
USD
763268.15000000
0.466535018869
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
1.40000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620C0YW2
62439.77000000
PA
USD
60125.09000000
0.036750465740
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31391EFH9
97251.46000000
PA
USD
100952.25000000
0.061705391294
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132KETW5
126896.82000000
PA
USD
121066.24000000
0.073999734644
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QGE5
119723.13000000
PA
USD
118665.44000000
0.072532285396
Long
ABS-MBS
USGA
US
N
2
2044-06-20
Fixed
4.50000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833RY8
530000.00000000
PA
USD
437167.19000000
0.267211206488
Long
DBT
UST
US
N
2
2028-02-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DTQ5
1510150.69000000
PA
USD
1243381.72000000
0.759996489048
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390PAB3
29055.65000000
PA
USD
29686.85000000
0.018145595522
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DVB5
820859.11000000
PA
USD
634877.11000000
0.388058121505
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJMN7
463951.52000000
PA
USD
458688.44000000
0.280365714212
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
4.50000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834LX4
155000.00000000
PA
USD
69186.91000000
0.042289353174
Long
DBT
UST
US
N
2
2042-11-15
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292K4D6
117238.51000000
PA
USD
112851.84000000
0.068978818654
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SNU7
92486.14000000
PA
USD
83904.93000000
0.051285499206
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4QP4
385198.49000000
PA
USD
360647.24000000
0.220439654030
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EWWY7
237790.05000000
PA
USD
226030.05000000
0.138157125568
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419BCD5
121515.02000000
PA
USD
113925.78000000
0.069635246698
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SJU2
195347.15000000
PA
USD
187256.66000000
0.114457532921
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJMK1
154598.43000000
PA
USD
142952.07000000
0.087377085857
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.50000000
N
N
N
N
N
N
Apidos CLO Ltd
254900N39ZT8BF6B8W53
Apidos CLO XLIV Ltd
037989AA8
1750000.00000000
PA
USD
1752013.90000000
1.070889487392
Long
ABS-CBDO
CORP
JE
N
2
2035-04-26
Floating
7.05672000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UGB2
100611.17000000
PA
USD
93948.37000000
0.057424385611
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
3.50000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
9128337P9
33000.00000000
PA
USD
24238.24000000
0.014815222875
Long
DBT
UST
US
N
2
2031-05-15
None
0.00000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834PZ5
390000.00000000
PA
USD
153455.86000000
0.093797353578
Long
DBT
UST
US
N
2
2046-02-15
None
0.00000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833XT2
15000.00000000
PA
USD
11613.28000000
0.007098425113
Long
DBT
UST
US
N
2
2029-11-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WCX81
336313.51000000
PA
USD
322632.85000000
0.197203987566
Long
ABS-MBS
USGSE
US
N
2
2044-09-01
Fixed
4.00000000
N
N
N
N
N
N
RESOLUTION FUNDING STRIP
N/A
Resolution Funding Corp Interest Strip
76116EGR5
350000.00000000
PA
USD
262114.74000000
0.160213294858
Long
DBT
USGSE
US
N
2
2030-01-15
None
0.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36184HLS1
356293.31000000
PA
USD
320896.06000000
0.196142403436
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200MRS4
59572.01000000
PA
USD
60180.33000000
0.036784230276
Long
ABS-MBS
USGA
US
N
2
2033-07-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K8RB9
205307.84000000
PA
USD
175599.83000000
0.107332488592
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203EG28
77.68000000
PA
USD
77.54000000
0.000047395041
Long
ABS-MBS
USGA
US
N
2
2023-09-15
Fixed
7.00000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834AU2
925000.00000000
PA
USD
492707.03000000
0.301159014087
Long
DBT
UST
US
N
2
2039-02-15
None
0.00000000
N
N
N
N
N
N
Battalion CLO LTD
549300CJP8HGT746II19
Battalion Clo XV Ltd
07131AAA2
2500000.00000000
PA
USD
2465682.00000000
1.507107296952
Long
ABS-CBDO
CORP
KY
N
2
2033-01-17
Floating
6.61029000
N
N
N
N
N
N
Wind River CLO Ltd
N/A
Wind River 2016-1K CLO Ltd
97314DAA6
500000.00000000
PA
USD
489695.00000000
0.299317960621
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
6.47029000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EGT1
470008.53000000
PA
USD
460898.10000000
0.281716332301
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XLJ3
1292813.33000000
PA
USD
1287914.21000000
0.787216236213
Long
ABS-MBS
USGA
US
N
2
2052-11-20
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6D9
894853.61000000
PA
USD
788663.80000000
0.482057689443
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G05Q2
75000.00000000
PA
USD
60276.76000000
0.036843171517
Long
DBT
USGSE
US
N
2
2030-08-05
Fixed
0.87500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US ULTRA TREASURY BOND
000000000
34.00000000
NC
USD
-48927.02000000
-0.02990583086
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-09-20
4680364.52000000
USD
-48927.02000000
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834JB5
800000.00000000
PA
USD
396500.00000000
0.242354059948
Long
DBT
UST
US
N
2
2040-08-15
None
0.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201VYK2
7070.53000000
PA
USD
7208.46000000
0.004406051820
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290SHW4
104421.56000000
PA
USD
105616.25000000
0.064556184070
Long
ABS-MBS
USGA
US
Y
2
2033-09-15
Fixed
5.00000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591DM1
530000.00000000
PA
USD
616211.64000000
0.376649162021
Long
DBT
USGA
US
N
2
2030-05-01
Fixed
7.12500000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834PH5
150000.00000000
PA
USD
61289.06000000
0.037461923130
Long
DBT
UST
US
N
2
2045-02-15
None
0.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR ULTRA
000000000
-135.00000000
NC
USD
222668.14000000
0.136102213745
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2023-09-20
-16211730.64000000
USD
222668.14000000
N
N
N
Bain Capital Credit CLO, Limit
549300WZ8E2KQS66KT95
Bain Capital Credit CLO 2019-2
05682LAJ6
500000.00000000
PA
USD
491948.95000000
0.300695650239
Long
ABS-CBDO
CORP
KY
Y
2
2032-10-17
Floating
6.36029000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DY30
748953.63000000
PA
USD
663951.32000000
0.405829250971
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412RKU0
480828.16000000
PA
USD
462322.17000000
0.282586771509
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QQKT8
125462.48000000
PA
USD
113299.34000000
0.069252345620
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VBF6
286645.65000000
PA
USD
258007.19000000
0.157702622931
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TC2
995000.00000000
PA
USD
728526.56000000
0.445299797216
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBP7
458728.16000000
PA
USD
376169.55000000
0.229927409007
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3134A4AA2
210000.00000000
PA
USD
245901.99000000
0.150303519863
Long
DBT
USGSE
US
Y
2
2031-03-15
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDZ3
474769.25000000
PA
USD
417976.34000000
0.255481117178
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407P2Y3
190173.96000000
PA
USD
194429.55000000
0.118841843168
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.50000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834FB9
535000.00000000
PA
USD
271888.67000000
0.166187447738
Long
DBT
UST
US
N
2
2040-02-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407XRB9
38564.04000000
PA
USD
38406.70000000
0.023475459455
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406KM49
29804.96000000
PA
USD
29692.27000000
0.018148908407
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.50000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136BNX43
2000000.00000000
PA
USD
1722832.60000000
1.053052900936
Long
ABS-MBS
USGSE
US
N
2
2032-06-25
Variable
2.67974400
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SSN8
85439.37000000
PA
USD
74948.06000000
0.045810760721
Long
ABS-MBS
USGA
US
N
2
2046-12-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RF87
57853.05000000
PA
USD
58264.79000000
0.035613388167
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DWR9
3417191.90000000
PA
USD
2800792.47000000
1.711938023145
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6PU9
275219.60000000
PA
USD
254005.31000000
0.155256540042
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204J6L5
1496.96000000
PA
USD
1493.72000000
0.000913011617
Long
ABS-MBS
USGA
US
N
2
2024-05-15
Fixed
7.00000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834NF1
440000.00000000
PA
USD
186553.13000000
0.114027511857
Long
DBT
UST
US
N
2
2044-02-15
None
0.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UV74
67562.50000000
PA
USD
60965.28000000
0.037264017966
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9WU2
289333.60000000
PA
USD
278500.59000000
0.170228874361
Long
ABS-MBS
USGSE
US
N
2
2043-11-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297ECF1
38932.44000000
PA
USD
39358.49000000
0.024057225334
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
6.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BKGK0
400000.00000000
PA
USD
373723.84000000
0.228432509264
Long
ABS-MBS
USGSE
US
N
2
2030-04-25
Fixed
3.51100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWF65
456714.36000000
PA
USD
454568.75000000
0.277847621912
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.50000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
-379.00000000
NC
USD
173147.21000000
0.105833365226
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2023-09-20
-48270615.96000000
USD
173147.21000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWAD5
417341.70000000
PA
USD
322785.86000000
0.197297512395
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV3Z6
70899.73000000
PA
USD
62977.17000000
0.038493752417
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WLP1
1439464.83000000
PA
USD
1248165.19000000
0.762920305883
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.50000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3128X75U4
600000.00000000
PA
USD
308348.60000000
0.188472976265
Long
DBT
USGSE
US
N
2
2038-11-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DKQ4
656262.40000000
PA
USD
560383.52000000
0.342525148045
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MKJB9
949649.89000000
PA
USD
836613.02000000
0.511365856248
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CUJ1
54784.52000000
PA
USD
52497.01000000
0.032087928142
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179Q6P1
239651.29000000
PA
USD
224619.49000000
0.137294944123
Long
ABS-MBS
USGA
US
N
2
2045-03-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31373JFS6
237.73000000
PA
USD
237.03000000
0.000144880662
Long
ABS-MBS
USGSE
US
N
2
2024-09-01
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413NU29
71892.87000000
PA
USD
74626.82000000
0.045614408090
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.50000000
N
N
N
N
N
N
2023-08-28
Prudential Series Fund
Christian J. Kelly
Christian J. Kelly
Chief Financial Officer