0001752724-21-275463.txt : 20211220
0001752724-21-275463.hdr.sgml : 20211220
20211220133331
ACCESSION NUMBER: 0001752724-21-275463
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211031
FILED AS OF DATE: 20211220
PERIOD START: 20211031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: EATON VANCE MUTUAL FUNDS TRUST
CENTRAL INDEX KEY: 0000745463
IRS NUMBER: 000000000
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04015
FILM NUMBER: 211504599
BUSINESS ADDRESS:
STREET 1: TWO INTERNATIONAL PLACE
CITY: BOSTON
STATE: MA
ZIP: 02110
BUSINESS PHONE: 617-482-8260
MAIL ADDRESS:
STREET 1: TWO INTERNATIONAL PLACE
CITY: BOSTON
STATE: MA
ZIP: 02110
FORMER COMPANY:
FORMER CONFORMED NAME: EATON VANCE GOVERNMENT OBLIGATIONS TRUST
DATE OF NAME CHANGE: 19920703
0000745463
S000005288
Eaton Vance Government Opportunities Fund
C000014450
Eaton Vance Government Opportunities Fund Class R
ERGOX
C000014451
Eaton Vance Government Opportunities Fund Class A
EVGOX
C000014453
Eaton Vance Government Opportunities Fund Class C
ECGOX
C000077399
Eaton Vance Government Opportunities Fund Class I
EIGOX
NPORT-P
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Fixed
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2051-09-20
Fixed
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Government National Mortgage Association
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Fixed
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Fixed
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2037-12-01
Fixed
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2043-01-15
Fixed
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Floating
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US
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2049-03-20
Floating
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N
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Government National Mortgage Association
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USD
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2050-11-20
Fixed
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USD
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2026-03-15
Fixed
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2042-05-15
Fixed
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2050-10-25
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N
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Government National Mortgage Association
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2050-08-20
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2051-03-25
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2050-09-25
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2050-10-25
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2037-12-15
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2050-10-25
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Provident Funding Mortgage Warehouse Securitization Trust
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2
2055-02-25
Floating
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Government National Mortgage Association
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2051-02-20
Fixed
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US
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2
2025-11-01
Fixed
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N
N
N
N
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2
2048-09-20
Floating
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2050-11-25
Fixed
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2040-04-01
Floating
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Government National Mortgage Association
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2049-09-20
Fixed
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2051-11-25
Fixed
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2046-11-20
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Freddiemac Strip
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2
2047-12-15
Fixed
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N
N
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N
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Government National Mortgage Association
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2
2049-01-20
Fixed
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N
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N
N
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CORP
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2
2042-12-15
Fixed
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N
N
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US
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2
2037-07-15
Fixed
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N
N
N
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Fannie Mae
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US
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2
2035-03-01
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N
N
N
N
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Fannie Mae
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Fannie Mae Pool
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USD
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2
2034-09-01
Floating
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N
N
N
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Fannie Mae
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ABS-MBS
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US
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2
2022-05-01
Floating
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N
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Government National Mortgage Association
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Government National Mortgage Association
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USD
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2
2051-07-20
Fixed
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N
N
N
N
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COOF 9487625002
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2037-12-15
Fixed
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N
N
N
N
Government National Mortgage Association
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Ginnie Mae II Pool
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USD
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Long
ABS-MBS
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US
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2
2026-12-20
Floating
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N
N
N
N
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2042-12-15
Fixed
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Freddie Mac
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Freddie Mac Gold Pool
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2023-05-17
Fixed
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Government National Mortgage Association
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Government National Mortgage Association
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US
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2
2050-05-20
Fixed
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N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382JDJ2
120934.66000000
PA
USD
120989.00000000
0.026872249881
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Fixed
2.00000000
N
N
N
N
N
N
GNMA
N/A
GNMA
000000000
40000000.00000000
PA
USD
40062160.00000000
8.898002085550
Long
ABS-O
USGA
US
N
2
2022-11-01
Fixed
2.00700000
N
N
N
N
N
N
COOF 9743065000
N/A
COOF 9743065000
000000000
193988.13000000
PA
USD
5544.58000000
0.001231478392
Long
ABS-MBS
CORP
US
N
2
2042-10-15
Fixed
0.73000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383APQ1
1945794.35000000
PA
USD
1923742.95000000
0.427272737694
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
3.00000000
N
Y
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F9WE7
9683070.28000000
PA
USD
1013437.88000000
0.225089520131
Long
ABS-MBS
USGSE
US
N
2
2051-02-25
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AJDD5
548518.72000000
PA
USD
491709.46000000
0.109211080994
Long
ABS-MBS
USGSE
US
N
2
2043-02-25
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KHGY6
1949610.68000000
PA
USD
2075589.26000000
0.460998547363
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BBUU4
23875.32000000
PA
USD
23867.87000000
0.005301170906
Long
ABS-MBS
USGSE
US
N
2
2050-09-25
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FRWB3
3117444.60000000
PA
USD
533719.76000000
0.118541774521
Long
ABS-MBS
USGSE
US
N
2
2050-04-25
Floating
5.96100000
N
N
N
N
N
N
EV CASH RESERVES FUND LLC
N/A
EV CASH RESERVES FUND LLC
000000000
66939014.13400000
NS
USD
66939014.13000000
14.86748311457
Long
STIV
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BGH46
3813623.36000000
PA
USD
3782424.87000000
0.840095101754
Long
ABS-MBS
USGSE
US
N
2
2051-09-25
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379DKM5
5553524.95000000
PA
USD
36767.67000000
0.008166279709
Long
ABS-MBS
USGA
US
N
2
2040-05-20
Floating
0.15000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379CZJ8
13937801.83000000
PA
USD
63757.08000000
0.014160759949
Long
ABS-MBS
USGA
US
N
2
2035-09-20
Floating
0.10000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383CHG8
2000000.00000000
PA
USD
2005722.60000000
0.445480819751
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410F4R3
173150.40000000
PA
USD
180867.05000000
0.040171458256
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Floating
2.93800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AAWG6
1696009.84000000
PA
USD
1625141.56000000
0.360951905493
Long
ABS-MBS
USGSE
US
N
2
2042-12-25
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31283HTA3
2187.33000000
PA
USD
2364.76000000
0.000525224785
Long
ABS-MBS
USGSE
US
N
2
2025-12-01
Fixed
9.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B55L3
677231.90000000
PA
USD
689812.30000000
0.153210692684
Long
ABS-MBS
USGSE
US
N
2
2043-05-15
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BHPX1
769206.64000000
PA
USD
771883.52000000
0.171439112887
Long
ABS-MBS
USGSE
US
N
2
2051-06-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BB2A9
4377783.90000000
PA
USD
498176.49000000
0.110647440052
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H2UF9
3500880.53000000
PA
USD
3460972.59000000
0.768698974889
Long
ABS-MBS
USGSE
US
N
2
2051-10-25
Fixed
2.50000000
N
Y
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382FP57
2383397.74000000
PA
USD
2440922.59000000
0.542140870499
Long
ABS-MBS
USGA
US
N
2
2050-06-20
Fixed
2.50000000
N
Y
N
N
N
N
COOF 1523147005
N/A
COOF 1523147005
000000000
0.00000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
N
2
2037-01-15
Fixed
0.23000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31373HXY7
518532.29000000
PA
USD
543974.15000000
0.120819324798
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Floating
3.26200000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA4
35565XAH3
2004140.83000000
PA
USD
2024234.75000000
0.449592458997
Long
ABS-MBS
USGSE
US
N
2
2050-08-25
Floating
3.83900000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382XYW9
1491240.68000000
PA
USD
1493483.36000000
0.331709974000
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382TZB3
1844149.20000000
PA
USD
1840676.11000000
0.408823185409
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B04K9
368846.61000000
PA
USD
371402.61000000
0.082490339970
Long
ABS-MBS
USGSE
US
N
2
2045-05-25
Fixed
4.50000000
N
N
N
N
N
N
COOF 1173427005
N/A
COOF 1173427005
000000000
3027084.08000000
PA
USD
334286.54000000
0.074246678913
Long
ABS-MBS
CORP
US
N
2
2042-11-15
Fixed
2.86000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H02K3
354470.58000000
PA
USD
344036.53000000
0.076412199478
Long
ABS-MBS
USGSE
US
N
2
2051-04-25
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PDS1
637.89000000
PA
USD
658.60000000
0.000146278287
Long
ABS-MBS
USGSE
US
N
2
2022-10-25
Fixed
9.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133TGU49
103288.77000000
PA
USD
113561.80000000
0.025222632360
Long
ABS-MBS
USGSE
US
N
2
2028-11-15
Fixed
6.00000000
N
N
N
N
N
N
FRESB Multifamily Mortgage Pass-Through Certifica
N/A
FRESB 2021-SB91 Mortgage Trust
30322XAE5
5000000.00000000
PA
USD
245746.00000000
0.054581391031
Long
ABS-MBS
USGSE
US
N
2
2041-08-25
Variable
0.67800000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382E7X9
3721644.73000000
PA
USD
317705.65000000
0.070563981979
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383CC40
3000000.00000000
PA
USD
3004003.80000000
0.667203966970
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LXQ9
18277648.80000000
PA
USD
1778826.48000000
0.395086079454
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FX4P0
70179.66000000
PA
USD
70176.69000000
0.015586586793
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31392BQR0
268442.65000000
PA
USD
306383.65000000
0.068049310288
Long
ABS-MBS
USGSE
US
N
2
2032-01-25
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FXMN5
9024366.30000000
PA
USD
1017668.76000000
0.226029219315
Long
ABS-MBS
USGSE
US
N
2
2050-11-25
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F8JL8
82124.57000000
PA
USD
82120.84000000
0.018239441048
Long
ABS-MBS
USGSE
US
N
2
2050-09-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BDC63
10981324.92000000
PA
USD
982713.28000000
0.218265435886
Long
ABS-MBS
USGSE
US
N
2
2049-12-25
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PG25
2969.78000000
PA
USD
3011.55000000
0.000668880014
Long
ABS-MBS
USGSE
US
N
2
2022-08-17
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BGCM1
813855.91000000
PA
USD
817938.17000000
0.181668076372
Long
ABS-MBS
USGSE
US
N
2
2050-11-25
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379GNN3
6326557.85000000
PA
USD
52646.45000000
0.011693034571
Long
ABS-MBS
USGA
US
N
2
2037-11-20
Floating
0.25000000
N
N
N
N
N
N
COOF 9354865000
N/A
COOF 9354865000
000000000
348524.73000000
PA
USD
5180.37000000
0.001150585566
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Fixed
0.48000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382XKT1
1887823.92000000
PA
USD
1927784.81000000
0.428170454610
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
3.00000000
N
N
N
N
N
N
COOF 9799915005
N/A
COOF 9799915005
000000000
1054954.00000000
PA
USD
41241.61000000
0.009159963711
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Fixed
1.23000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BFCZ4
788006.68000000
PA
USD
792852.09000000
0.176096335054
Long
ABS-MBS
USGSE
US
N
2
2051-03-25
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382UNF4
177641.67000000
PA
USD
177793.97000000
0.039488912127
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FWT75
1779356.34000000
PA
USD
178310.19000000
0.039603567119
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382USB8
923878.10000000
PA
USD
924391.64000000
0.205311913800
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BG5V9
2478972.61000000
PA
USD
2466036.59000000
0.547718812986
Long
ABS-MBS
USGSE
US
N
2
2051-10-25
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FQFS7
618695.38000000
PA
USD
546452.24000000
0.121369720733
Long
ABS-MBS
USGSE
US
N
2
2049-12-25
Fixed
2.50000000
N
Y
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PG82
766.40000000
PA
USD
784.56000000
0.000174254621
Long
ABS-MBS
USGSE
US
N
2
2022-08-17
Fixed
8.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FWMH0
1103908.14000000
PA
USD
1089332.58000000
0.241946104970
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31375FUQ9
10181.69000000
PA
USD
10209.01000000
0.002267471156
Long
ABS-MBS
USGSE
US
N
2
2022-08-01
Floating
1.51300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ABV59
795000.00000000
PA
USD
744812.25000000
0.165426451141
Long
ABS-MBS
USGSE
US
N
2
2043-02-25
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FERK8
409923.05000000
PA
USD
3526.16000000
0.000783177418
Long
ABS-MBS
USGSE
US
N
2
2045-05-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BGNY3
2337572.35000000
PA
USD
2357865.63000000
0.523693512611
Long
ABS-MBS
USGSE
US
N
2
2051-08-25
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BGM73
3443556.83000000
PA
USD
3445268.28000000
0.765210970669
Long
ABS-MBS
USGSE
US
N
2
2051-09-25
Fixed
2.50000000
N
N
N
N
N
N
COOF 1132577008
N/A
COOF 1132577008
000000000
317327.61000000
PA
USD
25657.01000000
0.005698547669
Long
ABS-MBS
CORP
US
N
2
2042-12-15
Fixed
2.11000000
N
N
N
N
N
N
COOF 9528795004
N/A
COOF 9528795004
000000000
103254.06000000
PA
USD
1614.16000000
0.000358512847
Long
ABS-MBS
CORP
US
N
2
2042-07-15
Fixed
0.41000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B1WD0
610064.83000000
PA
USD
585853.16000000
0.130120858174
Long
ABS-MBS
USGSE
US
N
2
2043-05-15
Floating
1.08200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H3XN7
5000000.00000000
PA
USD
5010106.50000000
1.112769208795
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Fixed
3.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0206C8
18000000.00000000
PA
USD
17965120.50000000
3.990141312304
Long
ABS-MBS
USGSE
US
N
2
2051-12-15
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383CQ29
50000000.00000000
PA
USD
1497730.00000000
0.332653173558
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Floating
1.71600000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
BEV4XG237 EATON VANCE
000000000
-50000000.00000000
NC
USD
-1156690.00000000
-0.25690651807
N/A
DIR
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
Call
Purchased
Bank of America, National Association
B4TYDEB6GKMZO031MB27
Bank of America, National Association
B4TYDEB6GKMZO031MB27
IRS Swap
N/A
50000000.00000000
OU
Notional Amount
N/A
-1156690.00000000
-0.26000000
DIR
US
N/A
N/A
2052-01-25
0.00000000
N/A
0.00000000
N/A
50000000.00000000
USD
1.00000000
1.62800000
USD
2022-01-21
XXXX
-1156690.00000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F64M6
272349.35000000
PA
USD
273308.31000000
0.060703115168
Long
ABS-MBS
USGSE
US
N
2
2050-11-25
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H3PN6
3700000.00000000
PA
USD
3709198.94000000
0.823831263812
Long
ABS-MBS
USGSE
US
N
2
2050-09-25
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FVR46
3442066.28000000
PA
USD
387589.40000000
0.086085505363
Long
ABS-MBS
USGSE
US
N
2
2050-09-25
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382K4V2
10145888.89000000
PA
USD
948357.54000000
0.210634857650
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382XTW5
9945086.58000000
PA
USD
262928.20000000
0.058397641863
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Floating
1.61400000
N
N
N
N
N
N
Mello Warehouse Securitization Trust
N/A
Mello Warehouse Securitization Trust 2020-2
58551VAF9
5500000.00000000
PA
USD
5552744.45000000
1.233291757025
Long
ABS-MBS
CORP
US
N
2
2053-11-25
Floating
3.33900000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382VGE3
427315.20000000
PA
USD
427674.19000000
0.094988533682
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H1GJ9
1585904.65000000
PA
USD
1586898.46000000
0.352457925549
Long
ABS-MBS
USGSE
US
N
2
2051-07-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BHW39
792894.33000000
PA
USD
795050.61000000
0.176584637121
Long
ABS-MBS
USGSE
US
N
2
2051-07-25
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BWXW9
374767.05000000
PA
USD
2123.88000000
0.000471724157
Long
ABS-MBS
USGSE
US
N
2
2044-07-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WJR0
19736831.99000000
PA
USD
20317000.11000000
4.512505300535
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382VLN7
884706.14000000
PA
USD
889282.90000000
0.197514090574
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PHZ1
29962.75000000
PA
USD
30787.32000000
0.006838014664
Long
ABS-MBS
USGSE
US
N
2
2024-06-17
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F4ZS4
1953587.02000000
PA
USD
234650.42000000
0.052117008332
Long
ABS-MBS
USGSE
US
N
2
2048-05-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31373HX27
333189.12000000
PA
USD
341605.93000000
0.075872351305
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Floating
3.63800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
31300LP90
652362.17000000
PA
USD
683395.20000000
0.151785423323
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Floating
2.34600000
N
N
N
N
N
N
COOF 9927485002
N/A
COOF 9927485002
000000000
506899.83000000
PA
USD
46007.28000000
0.010218442375
Long
ABS-MBS
CORP
US
N
2
2042-12-15
Fixed
2.36000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H1VD5
892049.63000000
PA
USD
891251.11000000
0.197951239661
Long
ABS-MBS
USGSE
US
N
2
2051-07-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AYDM2
18646117.71000000
PA
USD
61698.14000000
0.013703459284
Long
ABS-MBS
USGSE
US
N
2
2042-10-25
Floating
0.05000000
N
N
N
N
N
N
COOF 1446937001
N/A
COOF 1446937001
000000000
0.00000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
N
2
2042-12-15
Fixed
3.11000000
N
N
N
N
N
N
Pnmac Gmsr Issuer Trust
N/A
PNMAC GMSR ISSUER TRUST 2018-GT1
69354WAC0
4000000.00000000
PA
USD
4012528.00000000
0.891202134690
Long
ABS-O
CORP
US
N
2
2023-02-25
Floating
2.93900000
N
N
N
N
N
N
COOF 1792857004
N/A
COOF 1792857004
000000000
1975852.04000000
PA
USD
220227.81000000
0.048913675964
Long
ABS-MBS
CORP
US
N
2
2043-02-15
Fixed
2.86000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PH32
15315.82000000
PA
USD
15808.29000000
0.003511098687
Long
ABS-MBS
USGSE
US
N
2
2024-09-17
Fixed
7.00000000
N
N
N
N
N
N
COOF 9688795003
N/A
COOF 9688795003
000000000
550898.70000000
PA
USD
12696.94000000
0.002820052603
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Fixed
0.73000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BBZ62
3262667.85000000
PA
USD
350185.40000000
0.077777893641
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371KSG7
20626.46000000
PA
USD
20925.46000000
0.004647647224
Long
ABS-MBS
USGSE
US
N
2
2022-07-01
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H1Q33
1697930.01000000
PA
USD
1700140.80000000
0.377609604278
Long
ABS-MBS
USGSE
US
N
2
2051-08-25
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BJWM3
300000.00000000
PA
USD
300710.28000000
0.066789227005
Long
ABS-MBS
USGSE
US
N
2
2050-08-25
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382VGS2
361662.12000000
PA
USD
361533.77000000
0.080298422238
Long
ABS-MBS
USGA
US
N
2
2050-07-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382WGF8
4938351.40000000
PA
USD
438504.86000000
0.097394078571
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Floating
3.66400000
N
N
N
N
N
N
COOF 9517875009
N/A
COOF 9517875009
000000000
53007.49000000
PA
USD
1341.84000000
0.000298029240
Long
ABS-MBS
CORP
US
N
2
2042-07-15
Fixed
0.66000000
N
N
N
N
N
N
COOF 1397317006
N/A
COOF 1397317006
000000000
3300682.56000000
PA
USD
234441.70000000
0.052070650597
Long
ABS-MBS
CORP
US
N
2
2042-12-15
Fixed
1.86000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AUH77
539546.77000000
PA
USD
532558.83000000
0.118283926279
Long
ABS-MBS
USGSE
US
N
2
2042-09-15
Floating
2.52400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358S2U4
101880.60000000
PA
USD
112568.51000000
0.025002017783
Long
ABS-MBS
USGSE
US
N
2
2027-03-18
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AUH44
605922.46000000
PA
USD
598074.86000000
0.132835357644
Long
ABS-MBS
USGSE
US
N
2
2042-09-15
Floating
2.52400000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
90DAY EUR FUTR DEC22
000000000
750.00000000
NC
USD
-598585.00000000
-0.13294866223
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME 3 Month Eurodollar Future
EDZ2 Comdty
2022-12-19
186467335.00000000
USD
-598585.00000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B5UZ6
193732.86000000
PA
USD
193788.49000000
0.043041373410
Long
ABS-MBS
USGSE
US
N
2
2049-03-25
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FWFL9
1560872.92000000
PA
USD
1565484.13000000
0.347701697902
Long
ABS-MBS
USGSE
US
N
2
2050-07-25
Fixed
3.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) DEC21
000000000
-96.00000000
NC
USD
117623.23000000
0.026124695868
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT US Long Bond Future
USZ1 Comdty
2021-12-21
-15558623.23000000
USD
117623.23000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382XG66
1496663.32000000
PA
USD
1470432.42000000
0.326590247251
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
2.50000000
N
N
N
N
N
N
COOF 9278575004
N/A
COOF 9278575004
000000000
0.00000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
N
2
2042-04-15
Fixed
0.66000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128DHAK0
8841.86000000
PA
USD
9492.85000000
0.002108408510
Long
ABS-MBS
USGSE
US
N
2
2026-04-01
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133THHD2
28114.45000000
PA
USD
30359.34000000
0.006742958208
Long
ABS-MBS
USGSE
US
N
2
2028-12-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382UZ79
1475527.80000000
PA
USD
1459780.23000000
0.324224343644
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31283HSU0
306.94000000
PA
USD
336.18000000
0.000074667225
Long
ABS-MBS
USGSE
US
N
2
2025-06-01
Fixed
9.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382VAF6
1116254.86000000
PA
USD
1116874.33000000
0.248063262630
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382NRE9
1342736.13000000
PA
USD
1345518.28000000
0.298846204537
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225AE63
12.65000000
PA
USD
12.65000000
0.000002809626
Long
ABS-MBS
USGA
US
N
2
2022-08-15
Fixed
9.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378AL25
13689.03000000
PA
USD
13483.20000000
0.002994684802
Long
ABS-MBS
USGA
US
N
2
2041-12-16
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PGK5
139.65000000
PA
USD
143.34000000
0.000031836516
Long
ABS-MBS
USGSE
US
N
2
2025-06-17
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BCEL0
5212822.92000000
PA
USD
603899.80000000
0.134129105366
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Fixed
2.00000000
N
N
N
N
N
N
NRZ Excess Spread Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes
64830YAC1
425570.72000000
PA
USD
424648.13000000
0.094316430925
Long
ABS-O
CORP
US
N
2
2026-03-25
Fixed
2.98100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BBA44
655327.21000000
PA
USD
656965.27000000
0.145915206334
Long
ABS-MBS
USGSE
US
N
2
2050-09-25
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381DZF0
9903911.58000000
PA
USD
736572.23000000
0.163596302313
Long
ABS-MBS
USGA
US
N
2
2063-04-16
Variable
0.71300000
N
N
N
N
N
N
COOF 1438187001
N/A
COOF 1438187001
000000000
2766063.55000000
PA
USD
251379.38000000
0.055832592339
Long
ABS-MBS
CORP
US
N
2
2043-01-15
Fixed
2.36000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133TKDP2
68227.13000000
PA
USD
74420.94000000
0.016529255520
Long
ABS-MBS
USGSE
US
N
2
2029-04-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BGJX0
4156301.78000000
PA
USD
4156353.94000000
0.923146580873
Long
ABS-MBS
USGSE
US
N
2
2051-08-25
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H1RT5
2785110.57000000
PA
USD
2776330.37000000
0.616636582312
Long
ABS-MBS
USGSE
US
N
2
2051-08-25
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PEH4
4.94000000
PA
USD
5.00000000
0.000001110524
Long
ABS-MBS
USGSE
US
N
2
2022-11-17
Fixed
9.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B2RP7
423140.54000000
PA
USD
462565.54000000
0.102738073524
Long
ABS-MBS
USGSE
US
N
2
2043-06-15
Floating
5.29200000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382T5C4
482809.51000000
PA
USD
489092.45000000
0.108629830246
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
3.00000000
N
Y
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382PY55
465022.09000000
PA
USD
465383.83000000
0.103364029546
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FVLR1
217047.14000000
PA
USD
217243.49000000
0.048250843865
Long
ABS-MBS
USGSE
US
N
2
2050-07-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BDZU5
60416.46000000
PA
USD
60432.34000000
0.013422318900
Long
ABS-MBS
USGSE
US
N
2
2051-02-25
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382T3S1
226056.80000000
PA
USD
225999.57000000
0.050195612148
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382WCF2
2159971.79000000
PA
USD
2179122.42000000
0.483993769627
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382QR28
662142.60000000
PA
USD
663654.64000000
0.147400948196
Long
ABS-MBS
USGA
US
N
2
2050-07-20
Fixed
3.00000000
N
N
N
N
N
N
COOF 1103187010
N/A
COOF 1103187010
000000000
0.00000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
N
2
2042-11-15
Fixed
2.36000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383CVS6
20000000.00000000
PA
USD
582930.00000000
0.129471610011
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Floating
1.71300000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617LC6W3
1725498.95000000
PA
USD
1840724.84000000
0.408834008581
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
4.00000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
BEV4XG245 EATON VANCE
000000000
50000000.00000000
NC
USD
303460.50000000
0.067400064347
N/A
DIR
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
Put
Purchased
Bank of America, National Association
B4TYDEB6GKMZO031MB27
Bank of America, National Association
B4TYDEB6GKMZO031MB27
IRS Swap
N/A
50000000.00000000
OU
Notional Amount
N/A
303460.50000000
0.07000000
DIR
US
N/A
N/A
2052-01-25
0.00000000
N/A
0.00000000
N/A
50000000.00000000
USD
1.00000000
2.22800000
USD
2022-01-21
XXXX
263460.50000000
N
N
N
COOF 9368195001
N/A
COOF 9368195001
000000000
1292140.70000000
PA
USD
9261.34000000
0.002056989004
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Fixed
0.23000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133T6J36
22204.32000000
PA
USD
23337.00000000
0.005183262077
Long
ABS-MBS
USGSE
US
N
2
2026-03-15
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PG66
74585.12000000
PA
USD
76500.40000000
0.016991113777
Long
ABS-MBS
USGSE
US
N
2
2024-12-17
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382MS34
242692.13000000
PA
USD
243880.35000000
0.054167021022
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
3.00000000
N
Y
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31378A5Z5
123131.41000000
PA
USD
124284.50000000
0.027604196583
Long
ABS-MBS
USGSE
US
N
2
2026-11-01
Floating
1.51300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FDQ62
1350200.05000000
PA
USD
183931.41000000
0.040852067631
Long
ABS-MBS
USGSE
US
N
2
2048-01-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JPLD5
2324730.92000000
PA
USD
2508657.12000000
0.557185041587
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LXEL0
70551.81000000
PA
USD
78686.21000000
0.017476592891
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385HJT0
3285977.11000000
PA
USD
3478656.79000000
0.772626722381
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Floating
3.53400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402DRD4
229369.58000000
PA
USD
232334.58000000
0.051602648918
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Floating
1.54200000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383ACD4
1000659.40000000
PA
USD
983929.38000000
0.218535537656
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
2.50000000
N
Y
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BA3H5
269012.20000000
PA
USD
279940.17000000
0.062176083778
Long
ABS-MBS
USGSE
US
N
2
2043-06-25
Floating
3.12900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FDT77
172318.16000000
PA
USD
172253.37000000
0.038258317711
Long
ABS-MBS
USGSE
US
N
2
2044-04-15
Floating
1.08200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H3V58
1000000.00000000
PA
USD
978757.40000000
0.217386815549
Long
ABS-MBS
USGSE
US
N
2
2051-11-25
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FWTG5
1071268.68000000
PA
USD
1059105.55000000
0.235232533460
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H32W1
1997344.44000000
PA
USD
1972671.84000000
0.438140083970
Long
ABS-MBS
USGSE
US
N
2
2051-10-25
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382GB35
2706905.34000000
PA
USD
249044.22000000
0.055313941858
Long
ABS-MBS
USGA
US
N
2
2050-03-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F9NV9
1635081.36000000
PA
USD
1552387.53000000
0.344792878854
Long
ABS-MBS
USGSE
US
N
2
2051-02-25
Floating
3.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382W2D8
1917549.62000000
PA
USD
1944462.91000000
0.431874742361
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381TP41
6149742.80000000
PA
USD
851382.69000000
0.189096268179
Long
ABS-MBS
USGA
US
N
2
2049-04-20
Floating
5.96400000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FENW8
1177953.84000000
PA
USD
1065051.21000000
0.236553093687
Long
ABS-MBS
USGSE
US
N
2
2037-05-25
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AEJM0
408010.26000000
PA
USD
433333.95000000
0.096245594117
Long
ABS-MBS
USGSE
US
N
2
2043-06-25
Floating
5.86600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H1T30
1722088.26000000
PA
USD
1713163.28000000
0.380501960910
Long
ABS-MBS
USGSE
US
N
2
2051-08-25
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383AHG2
5000000.00000000
PA
USD
5004557.50000000
1.111536748698
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
31386YTU8
12592.81000000
PA
USD
13293.29000000
0.002952504861
Long
ABS-MBS
USGSE
US
N
2
2026-02-01
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382XPL3
903728.96000000
PA
USD
909093.18000000
0.201914050854
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31378RTG4
3772.36000000
PA
USD
4169.26000000
0.000926013080
Long
ABS-MBS
USGSE
US
N
2
2025-02-01
Fixed
9.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358UJN7
35033.40000000
PA
USD
36107.18000000
0.008019581643
Long
ABS-MBS
USGSE
US
N
2
2023-04-25
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31375GUS3
96087.61000000
PA
USD
99953.79000000
0.022200226644
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31283HFX8
100.80000000
PA
USD
110.61000000
0.000024567023
Long
ABS-MBS
USGSE
US
N
2
2025-03-01
Fixed
9.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385XEA1
4439.90000000
PA
USD
4823.53000000
0.001071329653
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
9.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H32X9
814774.67000000
PA
USD
808800.82000000
0.179638626153
Long
ABS-MBS
USGSE
US
N
2
2051-10-25
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PGY5
33982.03000000
PA
USD
35139.58000000
0.007804672941
Long
ABS-MBS
USGSE
US
N
2
2024-12-20
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BTTD3
10340.96000000
PA
USD
10466.32000000
0.002324620968
Long
ABS-MBS
USGSE
US
N
2
2044-04-15
Floating
4.84200000
N
N
N
N
N
N
Pnmac Gmsr Issuer Trust
N/A
PNMAC GMSR ISSUER TRUST 2018-GT2
69354WAD8
430000.00000000
PA
USD
430341.33000000
0.095580918548
Long
ABS-O
CORP
US
N
2
2025-08-25
Floating
2.73900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PLC7
127739.12000000
PA
USD
132829.19000000
0.029502014111
Long
ABS-MBS
USGSE
US
N
2
2028-06-17
Fixed
6.50000000
N
N
N
N
N
N
COOF 9509215010
N/A
COOF 9509215010
000000000
0.00000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
N
2
2042-07-15
Fixed
0.91000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31387UDJ7
79736.61000000
PA
USD
86716.76000000
0.019260217405
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H1R32
3218541.20000000
PA
USD
3191553.25000000
0.708859619018
Long
ABS-MBS
USGSE
US
N
2
2051-08-25
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31392BWG7
20961.55000000
PA
USD
21873.89000000
0.004858298175
Long
ABS-MBS
USGSE
US
N
2
2023-07-25
Fixed
7.00000000
N
N
N
N
N
N
COOF 9598975005
N/A
COOF 9598975005
000000000
85579.90000000
PA
USD
3310.75000000
0.000735333801
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Fixed
1.23000000
N
N
N
N
N
N
COOF 7768185009
N/A
COOF 7768185009
000000000
1453060.31000000
PA
USD
104604.24000000
0.023233114382
Long
ABS-MBS
CORP
US
N
2
2042-11-15
Fixed
1.89000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B4AK2
375953.15000000
PA
USD
309491.06000000
0.068739481279
Long
ABS-MBS
USGSE
US
N
2
2043-07-15
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F3E59
965345.32000000
PA
USD
132461.98000000
0.029420454970
Long
ABS-MBS
USGSE
US
N
2
2048-03-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PHH1
24993.46000000
PA
USD
25542.31000000
0.005673072236
Long
ABS-MBS
USGSE
US
N
2
2024-05-17
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H27D0
5351411.01000000
PA
USD
5367746.46000000
1.192202796748
Long
ABS-MBS
USGSE
US
N
2
2051-09-25
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381DZY4
1738.25000000
PA
USD
1911.11000000
0.000424466897
Long
ABS-MBS
USGSE
US
N
2
2030-07-15
Fixed
8.02300000
N
N
N
N
N
N
COOF 9695815005
N/A
COOF 9695815005
000000000
1527353.68000000
PA
USD
47492.35000000
0.010548283700
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Fixed
0.98000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0306C3
5000000.00000000
PA
USD
5186232.25000000
1.151887601084
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0206C4
-18000000.00000000
PA
USD
-18190073.70000000
-4.04010452054
Short
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382VNE5
771051.36000000
PA
USD
758144.89000000
0.168387695829
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F7ZW8
5106226.38000000
PA
USD
572609.67000000
0.127179414137
Long
ABS-MBS
USGSE
US
N
2
2050-12-25
Floating
3.55100000
N
N
N
N
N
N
COOF 1397437007
N/A
COOF 1397437007
000000000
0.00000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
N
2
2042-12-15
Fixed
2.86000000
N
N
N
N
N
N
COOF 1363297004
N/A
COOF 1363297004
000000000
0.00000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Fixed
0.73000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BGCS8
332700.34000000
PA
USD
332837.85000000
0.073924917764
Long
ABS-MBS
USGSE
US
N
2
2051-07-25
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F8JG9
648769.06000000
PA
USD
653957.49000000
0.145247163654
Long
ABS-MBS
USGSE
US
N
2
2050-05-25
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AQPD4
76888.20000000
PA
USD
77158.11000000
0.017137194392
Long
ABS-MBS
USGSE
US
N
2
2040-12-15
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F6JC2
1880950.16000000
PA
USD
1895338.39000000
0.420963945704
Long
ABS-MBS
USGSE
US
N
2
2050-11-25
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359G5C6
53118.16000000
PA
USD
56070.42000000
0.012453515089
Long
ABS-MBS
USGSE
US
N
2
2024-03-25
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AAZX6
410469.47000000
PA
USD
447049.46000000
0.099291876110
Long
ABS-MBS
USGSE
US
N
2
2042-12-25
Floating
3.72300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F3NP5
1431160.35000000
PA
USD
194960.25000000
0.043301627049
Long
ABS-MBS
USGSE
US
N
2
2048-01-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FFM20
636058.62000000
PA
USD
637718.00000000
0.141640293333
Long
ABS-MBS
USGSE
US
N
2
2051-03-25
Fixed
2.50000000
N
N
N
N
N
N
COOF 9785105008
N/A
COOF 9785105008
000000000
0.00000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Fixed
0.48000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BSLH4
481479.06000000
PA
USD
473716.63000000
0.105214785266
Long
ABS-MBS
USGSE
US
N
2
2046-10-15
Floating
3.51300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31283GHD2
3.60000000
PA
USD
3.67000000
0.000000815124
Long
ABS-MBS
USGSE
US
N
2
2024-03-01
Fixed
9.00000000
N
N
N
N
N
N
COOF 9375765004
N/A
COOF 9375765004
000000000
169885.37000000
PA
USD
5929.25000000
0.001316915484
Long
ABS-MBS
CORP
US
N
2
2042-05-15
Fixed
0.91000000
N
N
N
N
N
N
COOF 9649935005
N/A
COOF 9649935005
000000000
3186508.51000000
PA
USD
224924.56000000
0.049956847158
Long
ABS-MBS
CORP
US
N
2
2042-09-15
Fixed
1.86000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BA2V5
7434631.79000000
PA
USD
779306.28000000
0.173087744263
Long
ABS-MBS
USGSE
US
N
2
2050-07-25
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K3W73
654894.39000000
PA
USD
697109.54000000
0.154831445453
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.50000000
N
N
N
N
N
N
COOF 9681975006
N/A
COOF 9681975006
000000000
3466642.55000000
PA
USD
279287.06000000
0.062031024846
Long
ABS-MBS
CORP
US
N
2
2042-10-15
Fixed
2.11000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BA3A0
4383115.17000000
PA
USD
486691.47000000
0.108096560821
Long
ABS-MBS
USGSE
US
N
2
2050-07-25
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383CGN4
1000000.00000000
PA
USD
1002078.60000000
0.222566568369
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PEE1
3063.34000000
PA
USD
3325.33000000
0.000738572090
Long
ABS-MBS
USGSE
US
N
2
2025-05-17
Fixed
8.50000000
N
N
N
N
N
N
COOF 1736877005
N/A
COOF 1736877005
000000000
595790.34000000
PA
USD
13813.33000000
0.003068008293
Long
ABS-MBS
CORP
US
N
2
2038-01-15
Fixed
0.73000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BCE63
6735.96000000
PA
USD
6737.67000000
0.001496469529
Long
ABS-MBS
USGSE
US
N
2
2050-12-25
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KMJ4
41544.35000000
PA
USD
43708.43000000
0.009707856523
Long
ABS-MBS
USGA
US
N
2
2025-08-15
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FFUD7
1029017.03000000
PA
USD
1036893.38000000
0.230299101639
Long
ABS-MBS
USGSE
US
N
2
2051-03-25
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FY4G8
525898.75000000
PA
USD
516088.69000000
0.114625827462
Long
ABS-MBS
USGSE
US
N
2
2051-03-25
Fixed
2.00000000
N
Y
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36225CEQ5
65300.82000000
PA
USD
66866.89000000
0.014851463991
Long
ABS-MBS
USGA
US
N
2
2027-12-20
Floating
2.12500000
N
N
N
N
N
N
COOF 9376465010
N/A
COOF 9376465010
000000000
0.00000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
N
2
2042-05-15
Fixed
0.66000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F6QR1
451502.54000000
PA
USD
457668.53000000
0.101650423602
Long
ABS-MBS
USGSE
US
N
2
2050-11-25
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359B6U6
19283.05000000
PA
USD
20228.66000000
0.004492884529
Long
ABS-MBS
USGSE
US
N
2
2023-08-25
Fixed
7.00000000
N
N
N
N
N
N
COOF 1347477010
N/A
COOF 1347477010
000000000
0.00000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
N
2
2042-12-15
Fixed
2.11000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FVK35
87858.64000000
PA
USD
87971.50000000
0.019538901309
Long
ABS-MBS
USGSE
US
N
2
2050-08-25
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FWU65
1377376.74000000
PA
USD
157691.04000000
0.035023952847
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402BGN8
16511.19000000
PA
USD
18197.05000000
0.004041653990
Long
ABS-MBS
USGSE
US
N
2
2025-05-01
Fixed
9.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BJD85
2000000.00000000
PA
USD
1986901.20000000
0.441300494566
Long
ABS-MBS
USGSE
US
N
2
2051-11-25
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PJL0
4758.72000000
PA
USD
5102.15000000
0.001133212521
Long
ABS-MBS
USGSE
US
N
2
2027-03-20
Fixed
7.31000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359D6L2
39474.36000000
PA
USD
41149.22000000
0.009139443439
Long
ABS-MBS
USGSE
US
N
2
2023-09-25
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QANN6
1325563.75000000
PA
USD
1430024.40000000
0.317615427964
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
4.50000000
N
N
N
N
N
N
COOF 1072867009
N/A
COOF 1072867009
000000000
484723.81000000
PA
USD
7340.69000000
0.001630403226
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Fixed
0.48000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FWTA8
1310440.76000000
PA
USD
1287048.28000000
0.285859730969
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382KXR9
6990666.15000000
PA
USD
687682.32000000
0.152737613687
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BGKB6
1184395.60000000
PA
USD
1191517.13000000
0.264641794344
Long
ABS-MBS
USGSE
US
N
2
2051-06-25
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H16E1
779232.00000000
PA
USD
776436.66000000
0.172450387597
Long
ABS-MBS
USGSE
US
N
2
2051-07-25
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133THYV3
249535.49000000
PA
USD
271087.31000000
0.060209820183
Long
ABS-MBS
USGSE
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
COOF 9330015009
N/A
COOF 9330015009
000000000
117745.97000000
PA
USD
1836.39000000
0.000407871219
Long
ABS-MBS
CORP
US
N
2
2042-06-15
Fixed
0.41000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FVW40
3308204.12000000
PA
USD
360862.88000000
0.080149414281
Long
ABS-MBS
USGSE
US
N
2
2050-09-25
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FV2Y7
307986.10000000
PA
USD
307506.77000000
0.068298760745
Long
ABS-MBS
USGSE
US
N
2
2050-06-25
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31283HG58
2199.43000000
PA
USD
2399.51000000
0.000532942931
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
9.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617M7BU1
907883.58000000
PA
USD
965361.87000000
0.214411602683
Long
ABS-MBS
USGA
US
N
2
2050-02-20
Fixed
3.50000000
N
N
N
N
N
N
COOF 9663115002
N/A
COOF 9663115002
000000000
1375637.00000000
PA
USD
124029.30000000
0.027547515412
Long
ABS-MBS
CORP
US
N
2
2042-09-15
Fixed
2.36000000
N
N
N
N
N
N
COOF 1104487008
N/A
COOF 1104487008
000000000
2057093.64000000
PA
USD
186173.20000000
0.041349980177
Long
ABS-MBS
CORP
US
N
2
2042-11-15
Fixed
2.36000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382QY79
169697.10000000
PA
USD
169750.22000000
0.037702355828
Long
ABS-MBS
USGA
US
N
2
2050-07-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F9ZV6
895582.54000000
PA
USD
900530.41000000
0.200012217670
Long
ABS-MBS
USGSE
US
N
2
2051-03-25
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AUH51
301220.85000000
PA
USD
297319.59000000
0.066036138138
Long
ABS-MBS
USGSE
US
N
2
2042-09-15
Floating
2.52400000
N
N
N
N
N
N
COOF 1357127003
N/A
COOF 1357127003
000000000
3459911.27000000
PA
USD
315006.51000000
0.069964489756
Long
ABS-MBS
CORP
US
N
2
2043-01-15
Fixed
2.36000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H0ZK7
1562294.52000000
PA
USD
1568945.44000000
0.348470471817
Long
ABS-MBS
USGSE
US
N
2
2051-05-25
Fixed
3.00000000
N
N
N
N
N
N
COOF 9612175009
N/A
COOF 9612175009
000000000
300191.66000000
PA
USD
9269.32000000
0.002058761402
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
0.98000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PG33
9697.33000000
PA
USD
10140.24000000
0.002252197002
Long
ABS-MBS
USGSE
US
N
2
2023-05-17
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PF91
32629.15000000
PA
USD
33099.91000000
0.007351652237
Long
ABS-MBS
USGSE
US
N
2
2024-04-17
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F9BF7
1679987.90000000
PA
USD
1688304.18000000
0.374980632963
Long
ABS-MBS
USGSE
US
N
2
2051-02-25
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
31300MNK5
637291.65000000
PA
USD
671575.30000000
0.149160165602
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Floating
2.35900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359HC77
63880.56000000
PA
USD
67092.28000000
0.014901524215
Long
ABS-MBS
USGSE
US
N
2
2024-05-25
Fixed
8.00000000
N
N
N
N
N
N
COOF 1450137000
N/A
COOF 1450137000
000000000
0.00000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
N
2
2042-12-15
Fixed
2.86000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382W5G8
2489138.80000000
PA
USD
2481161.48000000
0.551078125184
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397T3D2
1698868.44000000
PA
USD
1535395.84000000
0.341018941226
Long
ABS-MBS
USGSE
US
N
2
2038-04-15
None
0.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382DQJ1
5481366.46000000
PA
USD
751902.61000000
0.167001254847
Long
ABS-MBS
USGA
US
N
2
2050-03-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B1TS3
3628199.96000000
PA
USD
408275.90000000
0.090680078400
Long
ABS-MBS
USGSE
US
N
2
2048-04-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31358UPF7
34656.00000000
PA
USD
35888.22000000
0.007970949554
Long
ABS-MBS
USGSE
US
N
2
2023-04-25
Fixed
7.00000000
N
N
N
N
N
N
COOF 1051897008
N/A
COOF 1051897008
000000000
170425.71000000
PA
USD
3921.68000000
0.000871024348
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Fixed
0.73000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F6BM8
3355235.02000000
PA
USD
3337700.23000000
0.741319579560
Long
ABS-MBS
USGSE
US
N
2
2050-11-25
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H44M9
2700000.00000000
PA
USD
2708086.77000000
0.601479344281
Long
ABS-MBS
USGSE
US
N
2
2051-11-25
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382JEU6
158071.92000000
PA
USD
157771.63000000
0.035041852281
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RH51
214481.31000000
PA
USD
217847.63000000
0.048385026320
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Floating
1.51300000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382XH24
1492944.45000000
PA
USD
1424793.85000000
0.316453697174
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F6JE8
1082214.75000000
PA
USD
1074699.85000000
0.238696103920
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368HFY4
27335.99000000
PA
USD
28466.35000000
0.006322515852
Long
ABS-MBS
USGSE
US
N
2
2023-12-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KH3A2
1266032.52000000
PA
USD
1333170.48000000
0.296103697639
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381D6H3
27737.54000000
PA
USD
29441.18000000
0.006539030372
Long
ABS-MBS
USGSE
US
N
2
2025-09-15
Fixed
6.44200000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BC22
3216.43000000
PA
USD
3539.60000000
0.000786162508
Long
ABS-MBS
USGA
US
N
2
2025-07-15
Fixed
9.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AJWR3
1569067.20000000
PA
USD
1349635.66000000
0.299760694815
Long
ABS-MBS
USGSE
US
N
2
2044-04-25
None
0.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381RHB8
4016928.11000000
PA
USD
561380.57000000
0.124685375991
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Floating
5.96400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F6VK0
249605.88000000
PA
USD
249786.98000000
0.055478912494
Long
ABS-MBS
USGSE
US
N
2
2050-11-25
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382KWY5
13464861.75000000
PA
USD
1321915.50000000
0.293603911419
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WLQ9
14839613.43000000
PA
USD
15468136.35000000
3.435548894564
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LAC5
7167907.36000000
PA
USD
668618.10000000
0.148503356989
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31375ABV0
3849.56000000
PA
USD
4004.90000000
0.000889507918
Long
ABS-MBS
USGSE
US
N
2
2025-04-01
Fixed
8.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PHJ7
31642.29000000
PA
USD
32523.98000000
0.007223735362
Long
ABS-MBS
USGSE
US
N
2
2024-12-17
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382QU81
149878.88000000
PA
USD
149925.79000000
0.033299252763
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383CV72
10000000.00000000
PA
USD
759670.00000000
0.168726430235
Long
ABS-MBS
USGA
US
N
2
2063-05-16
Variable
0.77000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FVJ29
239277.84000000
PA
USD
239449.80000000
0.053182974152
Long
ABS-MBS
USGSE
US
N
2
2050-08-25
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AUH69
722327.58000000
PA
USD
712972.35000000
0.158354653299
Long
ABS-MBS
USGSE
US
N
2
2042-09-15
Floating
2.52400000
N
N
N
N
N
N
COOF 9675225008
N/A
COOF 9675225008
000000000
576911.30000000
PA
USD
13296.47000000
0.002953211154
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Fixed
0.73000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382VNH8
1630237.47000000
PA
USD
1623320.45000000
0.360547428037
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385JP51
171464.12000000
PA
USD
195629.01000000
0.043450161922
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
6.00000000
N
N
N
N
N
N
COOF 9196595006
N/A
COOF 9196595006
000000000
1147043.79000000
PA
USD
16644.04000000
0.003696722858
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Fixed
0.48000000
N
N
N
N
N
N
COOF 1552247010
N/A
COOF 1552247010
000000000
368483.36000000
PA
USD
26247.92000000
0.005829791676
Long
ABS-MBS
CORP
US
N
2
2043-01-15
Fixed
1.86000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374J6X4
126272.80000000
PA
USD
127076.95000000
0.028224413414
Long
ABS-MBS
USGSE
US
N
2
2025-04-01
Floating
1.53200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FVS60
5789357.21000000
PA
USD
631510.03000000
0.140261472770
Long
ABS-MBS
USGSE
US
N
2
2050-09-25
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B9EX1
3268460.82000000
PA
USD
545715.29000000
0.121206040526
Long
ABS-MBS
USGSE
US
N
2
2050-02-25
Floating
5.96100000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
3128HWPJ0
1805225.26000000
PA
USD
1689151.26000000
0.375168773583
Long
ABS-MBS
USGSE
US
N
2
2037-05-15
None
0.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380GWN0
1608094.93000000
PA
USD
1623001.49000000
0.360476585457
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Floating
0.58600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H3KU5
2000000.00000000
PA
USD
1972512.80000000
0.438104760406
Long
ABS-MBS
USGSE
US
N
2
2051-10-25
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128CUKA3
43533.06000000
PA
USD
45940.69000000
0.010203652409
Long
ABS-MBS
USGSE
US
N
2
2025-09-01
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FVPY2
4075531.40000000
PA
USD
445874.95000000
0.099031011682
Long
ABS-MBS
USGSE
US
N
2
2050-09-25
Fixed
2.00000000
N
N
N
N
N
N
COOF 9293795009
N/A
COOF 9293795009
000000000
46333.94000000
PA
USD
1022.31000000
0.000227060061
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Fixed
0.73000000
N
N
N
N
N
N
JPM7644 YS
N/A
JPM7644 YS
000000000
10000000.00000000
PA
USD
524502.00000000
0.116494464848
Long
ABS-MBS
CORP
US
N
2
2051-08-01
Variable
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H2BB9
1940624.96000000
PA
USD
1927125.29000000
0.428023971985
Long
ABS-MBS
USGSE
US
N
2
2051-09-25
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617AUBH2
789909.04000000
PA
USD
886587.59000000
0.196915449013
Long
ABS-MBS
USGA
US
N
2
2047-10-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382UQ61
1019753.34000000
PA
USD
1011586.44000000
0.224678306232
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H1P91
825451.89000000
PA
USD
825867.34000000
0.183429183890
Long
ABS-MBS
USGSE
US
N
2
2050-04-25
Fixed
1.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FXFJ2
530.30000000
PA
USD
549.91000000
0.000122137706
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H3XG2
5000000.00000000
PA
USD
5018719.50000000
1.114682198308
Long
ABS-MBS
USGSE
US
N
2
2050-09-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
313615S56
54356.91000000
PA
USD
56701.86000000
0.012593761008
Long
ABS-MBS
USGSE
US
N
2
2023-11-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H0L30
207981.73000000
PA
USD
209131.95000000
0.046449231076
Long
ABS-MBS
USGSE
US
N
2
2051-06-25
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PFL4
22895.77000000
PA
USD
23631.46000000
0.005248663086
Long
ABS-MBS
USGSE
US
N
2
2023-02-20
Fixed
7.09000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PGF6
91284.73000000
PA
USD
93478.83000000
0.020762106294
Long
ABS-MBS
USGSE
US
N
2
2024-09-17
Fixed
6.50000000
N
N
N
N
N
N
COOF 9807345001
N/A
COOF 9807345001
000000000
0.00000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
N
2
2043-01-15
Fixed
2.36000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AFUL2
179728.81000000
PA
USD
182553.90000000
0.040546115909
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Floating
2.77700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PFF7
7620.91000000
PA
USD
8144.43000000
0.001808917819
Long
ABS-MBS
USGSE
US
N
2
2024-08-25
Fixed
6.87000000
N
N
N
N
N
N
COOF 9844775000
N/A
COOF 9844775000
000000000
683621.21000000
PA
USD
21256.87000000
0.004721255009
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Fixed
0.98000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BGL90
1747251.31000000
PA
USD
1738305.56000000
0.386086184524
Long
ABS-MBS
USGSE
US
N
2
2051-09-25
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FCT20
1223029.10000000
PA
USD
165672.13000000
0.036796592052
Long
ABS-MBS
USGSE
US
N
2
2047-12-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335PLX1
65331.04000000
PA
USD
66901.32000000
0.014859111063
Long
ABS-MBS
USGSE
US
N
2
2024-03-17
Fixed
6.50000000
N
N
N
N
N
N
COOF 9845655001
N/A
COOF 9845655001
000000000
635139.20000000
PA
USD
9661.85000000
0.002145944238
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Fixed
0.48000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382UVS7
508164.48000000
PA
USD
508783.75000000
0.113003364486
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BJUL7
2000000.00000000
PA
USD
2006981.80000000
0.445760494243
Long
ABS-MBS
USGSE
US
N
2
2051-05-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31370Q6L8
297061.66000000
PA
USD
301362.98000000
0.066934194874
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Floating
1.55600000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F0226C4
111108388.00000000
PA
USD
113868703.68000000
25.29079717178
Long
ABS-MBS
USGSE
US
N
2
2051-12-15
Fixed
2.50000000
N
N
N
N
N
N
COOF 1472927002
N/A
COOF 1472927002
000000000
3501968.31000000
PA
USD
353868.20000000
0.078595861571
Long
ABS-MBS
CORP
US
N
2
2043-01-15
Fixed
2.61000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H22P8
2766089.69000000
PA
USD
2746254.61000000
0.609956608611
Long
ABS-MBS
USGSE
US
N
2
2051-09-25
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382QP53
497017.40000000
PA
USD
497172.97000000
0.110424553342
Long
ABS-MBS
USGA
US
N
2
2050-07-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402QZJ3
250033.86000000
PA
USD
259261.40000000
0.057583227611
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Floating
2.52600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FVUE0
4501501.65000000
PA
USD
476655.46000000
0.105867513812
Long
ABS-MBS
USGSE
US
N
2
2050-09-25
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128C6R76
877625.09000000
PA
USD
953037.79000000
0.211674364113
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382EBT3
337381.50000000
PA
USD
340137.76000000
0.075546263552
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
3.00000000
N
N
N
N
N
N
COOF 9672055010
N/A
COOF 9672055010
000000000
155051.56000000
PA
USD
2342.15000000
0.000520202994
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
0.48000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B3B66
3270501.28000000
PA
USD
321193.31000000
0.071338608358
Long
ABS-MBS
USGSE
US
N
2
2049-02-25
Floating
5.31100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128SGAA8
1201192.89000000
PA
USD
1234792.96000000
0.274253568287
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Floating
2.77900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FYLK0
75190.53000000
PA
USD
75311.12000000
0.016726968861
Long
ABS-MBS
USGSE
US
N
2
2051-01-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TZL6
49176.39000000
PA
USD
52235.84000000
0.011601836078
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Floating
3.92300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296QC65
38874.51000000
PA
USD
45009.69000000
0.009996872747
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383CAT7
5000000.00000000
PA
USD
5012640.50000000
1.113332022614
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382VCP2
1219850.45000000
PA
USD
1221906.32000000
0.271391382384
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
3.00000000
N
N
N
N
N
N
COOF 1475317002
N/A
COOF 1475317002
000000000
2858571.40000000
PA
USD
345450.08000000
0.076726155861
Long
ABS-MBS
CORP
US
N
2
2042-12-15
Fixed
3.11000000
N
N
N
N
N
N
COOF 9266635001
N/A
COOF 9266635001
000000000
216635.53000000
PA
USD
1258.10000000
0.000279430176
Long
ABS-MBS
CORP
US
N
2
2042-03-15
Fixed
0.16000000
N
N
N
N
N
N
FHLMC-GNMA
S6XOOCT0IEG5ABCC6L87
FHLMC-GNMA
3133T42F2
12263.29000000
PA
USD
12753.25000000
0.002832559330
Long
ABS-MBS
USGSE
US
N
2
2024-04-25
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382UVX6
868398.52000000
PA
USD
869674.63000000
0.193158997704
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382RU55
15454312.67000000
PA
USD
721662.31000000
0.160284736006
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Floating
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371Y2S9
199792.79000000
PA
USD
202583.03000000
0.044994683847
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Floating
1.55600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
31346AJT3
331640.57000000
PA
USD
343879.81000000
0.076377391198
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Floating
2.83600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FVYJ5
10214080.22000000
PA
USD
1114164.13000000
0.247461313927
Long
ABS-MBS
USGSE
US
N
2
2050-09-25
Fixed
2.00000000
N
N
N
N
N
N
NewRez Warehouse Securitization Trust
N/A
NewRez Warehouse Securitization Trust 2021-1
65246PAE1
3300000.00000000
PA
USD
3324744.72000000
0.738442097292
Long
ABS-MBS
CORP
US
N
2
2055-05-25
Floating
3.33900000
N
N
N
N
N
N
COOF 9412265007
N/A
COOF 9412265007
000000000
154916.64000000
PA
USD
927.15000000
0.000205924559
Long
ABS-MBS
CORP
US
N
2
2042-05-15
Fixed
0.16000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381DRX0
9825706.39000000
PA
USD
715272.61000000
0.158865552319
Long
ABS-MBS
USGA
US
N
2
2063-04-16
Variable
0.69800000
N
N
N
N
N
N
COOF 9607195010
N/A
COOF 9607195010
000000000
649263.93000000
PA
USD
25293.72000000
0.005617859179
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Fixed
1.23000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BDYN2
462322.71000000
PA
USD
469832.29000000
0.104352054314
Long
ABS-MBS
USGSE
US
N
2
2051-02-25
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382NTK3
790501.73000000
PA
USD
797294.91000000
0.177083107150
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.50000000
N
N
N
N
N
N
COOF 9544415006
N/A
COOF 9544415006
000000000
0.00000000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
N
2
2042-07-15
Fixed
2.86000000
N
N
N
N
N
N
2021-11-17
EATON VANCE MUTUAL FUNDS TRUST
James Kirchner
James Kirchner
Treasurer