0001752724-21-180502.txt : 20210824
0001752724-21-180502.hdr.sgml : 20210824
20210824091735
ACCESSION NUMBER: 0001752724-21-180502
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210824
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FRANKLIN TEMPLETON VARIABLE INSURANCE PRODUCTS TRUST
CENTRAL INDEX KEY: 0000837274
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05583
FILM NUMBER: 211198837
BUSINESS ADDRESS:
STREET 1: ONE FRANKLIN PARKWAY
CITY: SAN MATEO
STATE: CA
ZIP: 94403-1906
BUSINESS PHONE: 650-312-2000
MAIL ADDRESS:
STREET 1: ONE FRANKLIN PARKWAY
CITY: SAN MATEO
STATE: CA
ZIP: 94403-1906
FORMER COMPANY:
FORMER CONFORMED NAME: FRANKLIN VALUEMARK FUNDS
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: FRANKLIN VALUEMARK ANNUITY FUNDS
DATE OF NAME CHANGE: 19881129
0000837274
S000007317
FRANKLIN U.S. GOVERNMENT SECURITIES VIP FUND
C000020102
CLASS 1
C000020103
CLASS 2
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000837274
XXXXXXXX
S000007317
C000020103
C000020102
Franklin Templeton Variable Insurance Products Trust
811-05583
0000837274
549300PIBKZH7YTTWU55
One Franklin Parkway
San Mateo
94403-1906
650-312-2000
Franklin U.S. Government Securities VIP Fund
S000007317
549300L2E6KSPGTN7F91
2021-12-31
2021-06-30
N
882668934.21
75621103.46
807047830.75
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
74866050.29000000
USD
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202DNX5
20537.08000000
PA
USD
23270.78000000
0.002883444959
Long
ABS-MBS
USGA
US
N
2
2031-07-20
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L4T45
3000000.00000000
PA
USD
3148862.07000000
0.390170439721
Long
ABS-MBS
USGSE
US
N
2
2023-08-01
Fixed
3.51000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31384WM23
4985.12000000
PA
USD
5587.93000000
0.000692391428
Long
ABS-MBS
USGSE
US
N
2
2031-04-01
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31370LLM0
9446.40000000
PA
USD
9433.56000000
0.001168897262
Long
ABS-MBS
USGSE
US
N
2
2023-08-01
Variable
2.46800160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224EAJ2
3495.73000000
PA
USD
3510.05000000
0.000434924655
Long
ABS-MBS
USGA
US
N
2
2023-05-15
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36296QDE6
139611.54000000
PA
USD
162922.52000000
0.020187467680
Long
ABS-MBS
USGA
US
N
2
2038-12-15
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36210EKS7
23572.73000000
PA
USD
26340.27000000
0.003263780533
Long
ABS-MBS
USGA
US
N
2
2028-12-15
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31297DT40
89007.90000000
PA
USD
100173.67000000
0.012412358497
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36213HL80
5495.61700000
PA
USD
6126.58000000
0.000759134684
Long
ABS-MBS
USGA
US
N
2
2031-05-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36198QTT5
74936.33000000
PA
USD
83230.78000000
0.010312992220
Long
ABS-MBS
USGA
US
N
2
2044-08-15
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31404RUK1
18412.55000000
PA
USD
19157.74000000
0.002373804782
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Variable
1.80000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36207FMF5
272.61000000
PA
USD
273.63000000
0.000033905053
Long
ABS-MBS
USGA
US
N
2
2026-04-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202DZF1
565541.72000000
PA
USD
637280.87000000
0.078964448663
Long
ABS-MBS
USGA
US
N
2
2033-09-20
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31378QHM6
3958.16000000
PA
USD
3957.74000000
0.000490397204
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Variable
2.44900080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31404WPZ3
3905.10000000
PA
USD
3923.63000000
0.000486170689
Long
ABS-MBS
USGSE
US
N
2
2034-06-01
Variable
2.00000160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31293TF77
1342.06000000
PA
USD
1504.85000000
0.000186463545
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204HZV5
509.75000000
PA
USD
568.04000000
0.000070384923
Long
ABS-MBS
USGA
US
N
2
2023-10-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202EGR4
364705.28000000
PA
USD
427271.69000000
0.052942548597
Long
ABS-MBS
USGA
US
N
2
2036-01-20
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402Q5Q0
2752.05000000
PA
USD
2912.82000000
0.000360922846
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Variable
2.09000160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224WSJ3
738.26000000
PA
USD
746.77000000
0.000092531070
Long
ABS-MBS
USGA
US
N
2
2023-06-15
Fixed
7.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
312933T95
276257.25000000
PA
USD
316885.95000000
0.039264828914
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
5.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204WWF0
246.59000000
PA
USD
274.79000000
0.000034048787
Long
ABS-MBS
USGA
US
N
2
2024-02-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202DPR6
3989.05000000
PA
USD
4520.03000000
0.000560069654
Long
ABS-MBS
USGA
US
N
2
2031-09-20
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31385Y2D6
2107.83000000
PA
USD
2188.93000000
0.000271226799
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Variable
1.51800120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202ANK9
1334.10000000
PA
USD
1347.56000000
0.000166973994
Long
ABS-MBS
USGA
US
N
2
2022-10-20
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31406TTT8
43535.70000000
PA
USD
48548.61000000
0.006015580260
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36212S5J1
14430.58000000
PA
USD
14653.05000000
0.001815635882
Long
ABS-MBS
USGA
US
N
2
2031-04-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CYS6
5000.78000000
PA
USD
5581.43000000
0.000691586023
Long
ABS-MBS
USGA
US
N
2
2027-12-20
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203S3U9
366.51000000
PA
USD
379.02000000
0.000046963759
Long
ABS-MBS
USGA
US
N
2
2023-06-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224LQ75
150.31000000
PA
USD
151.80000000
0.000018809294
Long
ABS-MBS
USGA
US
N
2
2022-07-15
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31386XRR9
24446.06000000
PA
USD
24430.61000000
0.003027157631
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Variable
2.57000040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36198RNE2
28638.04000000
PA
USD
31010.46000000
0.003842456273
Long
ABS-MBS
USGA
US
N
2
2044-11-15
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31415QMT0
179256.68000000
PA
USD
204795.30000000
0.025375856572
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31371EWT8
721.41000000
PA
USD
807.79000000
0.000100091960
Long
ABS-MBS
USGSE
US
N
2
2024-06-01
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204RRN0
280.17000000
PA
USD
312.21000000
0.000038685439
Long
ABS-MBS
USGA
US
N
2
2026-02-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402TH24
30777.76000000
PA
USD
30888.66000000
0.003827364230
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Variable
2.20299840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31406P3F4
641642.43000000
PA
USD
743619.01000000
0.092140636733
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36200KNB9
13047.03000000
PA
USD
15181.20000000
0.001881078099
Long
ABS-MBS
USGA
US
N
2
2033-03-15
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224NNA7
183.24000000
PA
USD
183.94000000
0.000022791709
Long
ABS-MBS
USGA
US
N
2
2023-10-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36210VUU3
7072.77000000
PA
USD
7934.05000000
0.000983095387
Long
ABS-MBS
USGA
US
N
2
2029-03-15
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31407JDD1
70507.61000000
PA
USD
82479.87000000
0.010219948168
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403NKS5
7741.55000000
PA
USD
7730.06000000
0.000957819314
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Variable
2.27000160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406NYV0
29762.02000000
PA
USD
29748.27000000
0.003686060338
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Variable
2.40999840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31385XHB6
4143.77000000
PA
USD
4159.80000000
0.000515434134
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Variable
2.35000080
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36201A2R8
2151.89200000
PA
USD
2399.27000000
0.000297289690
Long
ABS-MBS
USGA
US
N
2
2031-12-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FCM6
514389.90000000
PA
USD
564003.23000000
0.069884734028
Long
ABS-MBS
USGA
US
N
2
2039-11-20
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202C6G3
19734.73000000
PA
USD
22352.86000000
0.002769706967
Long
ABS-MBS
USGA
US
N
2
2028-11-20
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31369HHF2
59.49000000
PA
USD
59.71000000
0.000007398570
Long
ABS-MBS
USGSE
US
N
2
2023-04-01
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31371EXP5
2134.98000000
PA
USD
2291.20000000
0.000283898910
Long
ABS-MBS
USGSE
US
N
2
2024-07-01
Fixed
8.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36291AUM9
26461.89000000
PA
USD
29674.52000000
0.003676922094
Long
ABS-MBS
USGA
US
N
2
2033-11-15
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36212J3A2
27826.29000000
PA
USD
31106.59000000
0.003854367586
Long
ABS-MBS
USGA
US
N
2
2033-03-15
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36292LGX6
16712.23000000
PA
USD
18754.27000000
0.002323811462
Long
ABS-MBS
USGA
US
N
2
2036-04-15
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202E7K9
68377.53000000
PA
USD
80102.14000000
0.009925327464
Long
ABS-MBS
USGA
US
N
2
2039-07-20
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31386TRN7
4011.61000000
PA
USD
4051.45000000
0.000502008659
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Variable
1.31799960
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31335GC45
10005.54000000
PA
USD
11214.32000000
0.001389548372
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224L2E6
111.95000000
PA
USD
112.36000000
0.000013922347
Long
ABS-MBS
USGA
US
N
2
2022-11-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FM78
553744.66000000
PA
USD
606121.17000000
0.075103500301
Long
ABS-MBS
USGA
US
N
2
2040-12-20
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204HCW8
999.59000000
PA
USD
1113.90000000
0.000138021559
Long
ABS-MBS
USGA
US
N
2
2023-11-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406X7G1
6004.68000000
PA
USD
6051.37000000
0.000749815533
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Variable
2.06499960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
3140QEBU5
11090627.87000000
PA
USD
11730851.22000000
1.453550926355
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224UNX1
506.95000000
PA
USD
507.60000000
0.000062895900
Long
ABS-MBS
USGA
US
N
2
2022-12-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FXC5
2683801.26000000
PA
USD
2969826.12000000
0.367986382819
Long
ABS-MBS
USGA
US
N
2
2041-09-20
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3620AM2U5
387384.72000000
PA
USD
444494.34000000
0.055076579486
Long
ABS-MBS
USGA
US
N
2
2041-04-15
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36200DHY2
28082.39000000
PA
USD
31376.12000000
0.003887764616
Long
ABS-MBS
USGA
US
N
2
2033-03-15
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203AFQ4
459.57000000
PA
USD
461.24000000
0.000057151507
Long
ABS-MBS
USGA
US
N
2
2023-03-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31376J4B2
72036.09000000
PA
USD
83014.92000000
0.010286245354
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36205NCF1
140.64000000
PA
USD
141.12000000
0.000017485952
Long
ABS-MBS
USGA
US
N
2
2024-10-15
Fixed
8.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202ET25
82691.72000000
PA
USD
97072.97000000
0.012028155742
Long
ABS-MBS
USGA
US
N
2
2038-06-20
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179V4W7
9584411.32000000
PA
USD
10027835.07000000
1.242532931496
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31400APR3
6121.23000000
PA
USD
6179.91000000
0.000765742718
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Variable
2.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31385XUT2
9456.24000000
PA
USD
9516.22000000
0.001179139530
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Variable
1.32000120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203TRF4
1081.36000000
PA
USD
1085.71000000
0.000134528581
Long
ABS-MBS
USGA
US
N
2
2023-06-15
Fixed
8.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31405SDH4
57478.60000000
PA
USD
65861.25000000
0.008160761666
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31385WVC0
8357.25000000
PA
USD
8406.26000000
0.001041606170
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Variable
1.56099960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36208WGW7
2358.11000000
PA
USD
2367.59000000
0.000293364272
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36210GEC4
82855.36000000
PA
USD
92420.76000000
0.011451707876
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202BHY4
1803.17000000
PA
USD
1839.43000000
0.000227920815
Long
ABS-MBS
USGA
US
N
2
2023-05-20
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203AUX2
292.01000000
PA
USD
295.08000000
0.000036562888
Long
ABS-MBS
USGA
US
N
2
2023-04-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202EHF9
25933.30000000
PA
USD
29945.13000000
0.003710452944
Long
ABS-MBS
USGA
US
N
2
2036-03-20
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203XUT1
108.76000000
PA
USD
109.11000000
0.000013519644
Long
ABS-MBS
USGA
US
N
2
2023-07-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36189EKA3
48992.13000000
PA
USD
54328.77000000
0.006731790599
Long
ABS-MBS
USGA
US
N
2
2045-10-15
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31407DUE3
2302.02000000
PA
USD
2399.64000000
0.000297335536
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Variable
1.80000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204HKR0
11999.08000000
PA
USD
13376.52000000
0.001657463100
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203U2N1
250.70000000
PA
USD
279.48000000
0.000034629917
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3128MJAX8
350530.34000000
PA
USD
406599.84000000
0.050381132878
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31414CPN2
15906.97000000
PA
USD
15883.76000000
0.001968131180
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Variable
2.40000120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36182WCW1
874729.03000000
PA
USD
971076.11000000
0.120324480532
Long
ABS-MBS
USGA
US
N
2
2044-08-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36201FX69
22521.06000000
PA
USD
25324.53000000
0.003137921822
Long
ABS-MBS
USGA
US
N
2
2032-02-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31416BTA6
355130.19000000
PA
USD
401140.51000000
0.049704676069
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
5.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204C3V1
545.38000000
PA
USD
550.63000000
0.000068227678
Long
ABS-MBS
USGA
US
N
2
2023-07-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FVF0
635914.19000000
PA
USD
697490.89000000
0.086424975500
Long
ABS-MBS
USGA
US
N
2
2041-07-20
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CSK0
3481.27000000
PA
USD
3835.33000000
0.000475229577
Long
ABS-MBS
USGA
US
N
2
2026-11-20
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36290RQP1
6924.86000000
PA
USD
8033.27000000
0.000995389578
Long
ABS-MBS
USGA
US
N
2
2033-06-15
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179MK74
3255078.08000000
PA
USD
3485883.66000000
0.431930243435
Long
ABS-MBS
USGA
US
N
2
2042-08-20
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203KH23
1879.45000000
PA
USD
2095.17000000
0.000259609148
Long
ABS-MBS
USGA
US
N
2
2023-12-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
313615UR5
887.03000000
PA
USD
993.71000000
0.000123129009
Long
ABS-MBS
USGSE
US
N
2
2024-03-01
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31385XPP6
3212.94000000
PA
USD
3218.77000000
0.000398832619
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Variable
1.17500040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179QR29
1354420.73000000
PA
USD
1498507.31000000
0.185677633084
Long
ABS-MBS
USGA
US
N
2
2044-10-20
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FTL0
1053301.88000000
PA
USD
1165552.32000000
0.144421715242
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36184QAK0
54988.27000000
PA
USD
60724.59000000
0.007524286378
Long
ABS-MBS
USGA
US
N
2
2045-04-15
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31418DYD8
5858287.67000000
PA
USD
6147946.02000000
0.761782113246
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203V5Y2
1572.43000000
PA
USD
1578.42000000
0.000195579486
Long
ABS-MBS
USGA
US
N
2
2023-06-15
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3128K7ND6
53306.38000000
PA
USD
59933.76000000
0.007426295904
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179R7H6
10379827.58000000
PA
USD
10939148.84000000
1.355452356502
Long
ABS-MBS
USGA
US
N
2
2046-04-20
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31390T6U8
6849.13000000
PA
USD
6902.15000000
0.000855234316
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Variable
2.40500160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410MHH6
1087.88000000
PA
USD
1137.00000000
0.000140883843
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Variable
1.96599960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3622AATC8
11469361.52000000
PA
USD
13165436.71000000
1.631308109429
Long
ABS-MBS
USGA
US
N
2
2040-09-15
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31292GK54
20471.49000000
PA
USD
21673.63000000
0.002685544669
Long
ABS-MBS
USGSE
US
N
2
2024-04-01
Fixed
7.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Pool, 30 Year
3132DWBK8
18763402.95000000
PA
USD
19625970.47000000
2.431822467295
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36213UHV5
61.36000000
PA
USD
68.39000000
0.000008474095
Long
ABS-MBS
USGA
US
N
2
2031-06-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36294SD20
45721.84000000
PA
USD
53566.45000000
0.006637332752
Long
ABS-MBS
USGA
US
N
2
2036-10-15
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224J6U1
632.90000000
PA
USD
635.31000000
0.000078720241
Long
ABS-MBS
USGA
US
N
2
2022-09-15
Fixed
8.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36212KXF5
121179.10000000
PA
USD
136372.33000000
0.016897676296
Long
ABS-MBS
USGA
US
N
2
2037-04-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31385HWQ1
6069.14000000
PA
USD
6075.86000000
0.000752850050
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Variable
2.32999920
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179MX47
7819488.99000000
PA
USD
8372983.46000000
1.037482927402
Long
ABS-MBS
USGA
US
N
2
2043-01-20
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36296YDR0
111540.30000000
PA
USD
122559.99000000
0.015186211440
Long
ABS-MBS
USGA
US
N
2
2044-09-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179NBB3
3367184.71000000
PA
USD
3612178.54000000
0.447579239094
Long
ABS-MBS
USGA
US
N
2
2043-04-20
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31400TX85
56270.65000000
PA
USD
64940.87000000
0.008046718859
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204LKA8
1202.02000000
PA
USD
1339.47000000
0.000165971575
Long
ABS-MBS
USGA
US
N
2
2024-04-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202DPD7
54285.03000000
PA
USD
63814.82000000
0.007907191812
Long
ABS-MBS
USGA
US
N
2
2031-08-20
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224STC6
928.98000000
PA
USD
932.49000000
0.000115543337
Long
ABS-MBS
USGA
US
N
2
2022-10-15
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31406TT35
12143.52000000
PA
USD
13521.56000000
0.001675434774
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31384VQ70
1691.15000000
PA
USD
1712.44000000
0.000212185688
Long
ABS-MBS
USGSE
US
N
2
2024-12-01
Variable
1.81299960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31400RVG3
35848.08000000
PA
USD
36368.25000000
0.004506331423
Long
ABS-MBS
USGSE
US
N
2
2026-10-01
Fixed
9.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 15 Year
3140QE5Z1
6655914.03000000
PA
USD
6895161.33000000
0.854368361735
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
2.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36208WGZ0
4791.49000000
PA
USD
4810.74000000
0.000596091063
Long
ABS-MBS
USGA
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Pool, 30 Year
3133KKY29
5757568.80000000
PA
USD
5827916.91000000
0.722127820427
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204C5Z0
520.14000000
PA
USD
579.62000000
0.000071819782
Long
ABS-MBS
USGA
US
N
2
2023-11-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31385HJD5
1755.11000000
PA
USD
1857.06000000
0.000230105320
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Variable
4.92199920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402RTY5
21683.04000000
PA
USD
21833.34000000
0.002705334079
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Variable
2.32200000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179TG41
30784597.25000000
PA
USD
32585035.65000000
4.037559412026
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36194GMJ0
44674.09000000
PA
USD
49079.01000000
0.006081301272
Long
ABS-MBS
USGA
US
N
2
2046-07-15
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402RHU6
32250.97000000
PA
USD
33207.49000000
0.004114686730
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Variable
1.31799960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204DDZ9
2781.60000000
PA
USD
2813.01000000
0.000348555549
Long
ABS-MBS
USGA
US
N
2
2023-10-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36213ACN2
17385.30000000
PA
USD
19377.76000000
0.002401067106
Long
ABS-MBS
USGA
US
N
2
2032-04-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179M5M8
2749102.95000000
PA
USD
2952101.63000000
0.365790169742
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36297FTW2
269815.39000000
PA
USD
304621.80000000
0.037745197792
Long
ABS-MBS
USGA
US
N
2
2039-08-15
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31411DUV9
2307.15000000
PA
USD
2372.37000000
0.000293956554
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Variable
2.41499880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31411BAT0
65.55000000
PA
USD
65.60000000
0.000008128390
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Variable
2.32099920
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203AD94
5.54000000
PA
USD
5.55000000
0.000000687691
Long
ABS-MBS
USGA
US
N
2
2022-12-15
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31296WUR6
5109.25000000
PA
USD
5800.85000000
0.000718774003
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
5.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36200ME74
18627.88000000
PA
USD
20906.45000000
0.002590484628
Long
ABS-MBS
USGA
US
N
2
2033-04-15
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204EEK9
754.93000000
PA
USD
845.02000000
0.000104705070
Long
ABS-MBS
USGA
US
N
2
2023-12-15
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36183QFD2
24484.69000000
PA
USD
26621.23000000
0.003298593836
Long
ABS-MBS
USGA
US
N
2
2045-01-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36205SXM2
10998.19000000
PA
USD
11070.67000000
0.001371748932
Long
ABS-MBS
USGA
US
N
2
2024-12-15
Fixed
8.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31373TVT4
7940.52000000
PA
USD
8172.80000000
0.001012678516
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Variable
4.11699960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36183CA97
6805.71000000
PA
USD
7350.36000000
0.000910771297
Long
ABS-MBS
USGA
US
N
2
2044-10-15
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31361ELT2
1885.40000000
PA
USD
1912.62000000
0.000236989671
Long
ABS-MBS
USGSE
US
N
2
2026-06-01
Variable
3.49999920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31384VVF6
62.86000000
PA
USD
62.95000000
0.000007800033
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Variable
2.50899840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402DKW9
572225.04000000
PA
USD
595206.34000000
0.073751061253
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Variable
2.18400120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31374GXY8
10550.51000000
PA
USD
10664.83000000
0.001321461949
Long
ABS-MBS
USGSE
US
N
2
2025-11-01
Variable
2.42300160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31385H5Z1
8606.40000000
PA
USD
8628.30000000
0.001069118789
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Variable
2.34000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31413FKZ4
509.57000000
PA
USD
517.36000000
0.000064105246
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Variable
2.55099960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202D6E6
255691.12000000
PA
USD
299745.73000000
0.037141011793
Long
ABS-MBS
USGA
US
N
2
2034-06-20
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204DK73
814.41000000
PA
USD
907.54000000
0.000112451823
Long
ABS-MBS
USGA
US
N
2
2024-02-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202EHS1
119077.27000000
PA
USD
139807.54000000
0.017323327648
Long
ABS-MBS
USGA
US
N
2
2036-04-20
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202EHT9
13005.27000000
PA
USD
15225.51000000
0.001886568480
Long
ABS-MBS
USGA
US
N
2
2036-04-20
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FWA0
1425912.70000000
PA
USD
1616478.35000000
0.200295235103
Long
ABS-MBS
USGA
US
N
2
2041-08-20
Fixed
5.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36205EHT6
133.90000000
PA
USD
149.21000000
0.000018488371
Long
ABS-MBS
USGA
US
N
2
2024-02-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31365DAL9
394.32000000
PA
USD
394.50000000
0.000048881861
Long
ABS-MBS
USGSE
US
N
2
2022-03-01
Variable
4.05000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31371EYY5
259.96000000
PA
USD
278.37000000
0.000034492379
Long
ABS-MBS
USGSE
US
N
2
2024-09-01
Fixed
8.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36184FN87
13104.27000000
PA
USD
14066.67000000
0.001742978478
Long
ABS-MBS
USGA
US
N
2
2045-02-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36184YG27
86823.48000000
PA
USD
96375.49000000
0.011941732116
Long
ABS-MBS
USGA
US
N
2
2045-04-15
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
312945RU4
1523715.50000000
PA
USD
1662652.80000000
0.206016637013
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36177PER2
225050.93000000
PA
USD
238416.57000000
0.029541814117
Long
ABS-MBS
USGA
US
N
2
2042-07-15
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402A4W3
3478.14000000
PA
USD
3512.12000000
0.000435181146
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Variable
2.16000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36294WXU7
149243.17000000
PA
USD
167765.87000000
0.020787599397
Long
ABS-MBS
USGA
US
N
2
2039-03-15
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31367QUN2
1185.87000000
PA
USD
1189.38000000
0.000147374164
Long
ABS-MBS
USGSE
US
N
2
2022-08-01
Variable
2.31500160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31388JK53
11341.00000000
PA
USD
11375.54000000
0.001409524883
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Variable
2.34200160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224JJY9
139.69000000
PA
USD
140.19000000
0.000017370717
Long
ABS-MBS
USGA
US
N
2
2022-10-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31384V6Q0
721.43000000
PA
USD
723.13000000
0.000089601876
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Variable
2.44100160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31376JN88
6070.25000000
PA
USD
6064.85000000
0.000751485818
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Variable
2.32400160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202BTX3
73.95000000
PA
USD
81.71000000
0.000010124554
Long
ABS-MBS
USGA
US
N
2
2023-11-20
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31297ATW4
34117.52000000
PA
USD
39014.65000000
0.004834242595
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203EGP7
113.87000000
PA
USD
114.24000000
0.000014155294
Long
ABS-MBS
USGA
US
N
2
2023-10-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36296RZY6
19625.53000000
PA
USD
22045.61000000
0.002731636113
Long
ABS-MBS
USGA
US
N
2
2038-09-15
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31384G2Y0
1362.07000000
PA
USD
1368.74000000
0.000169598374
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Variable
2.32999920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403JRR9
9198.09000000
PA
USD
9284.76000000
0.001150459693
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Variable
2.49999840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31385XUU9
2121.24000000
PA
USD
2104.98000000
0.000260824689
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Variable
1.26900000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3138ELZT3
1497213.08000000
PA
USD
1604577.08000000
0.198820567860
Long
ABS-MBS
USGSE
US
N
2
2038-07-01
Variable
2.33700120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36194GRA4
144815.47000000
PA
USD
159865.97000000
0.019808735481
Long
ABS-MBS
USGA
US
N
2
2046-08-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36183JZU8
29443.09000000
PA
USD
32043.55000000
0.003970464795
Long
ABS-MBS
USGA
US
N
2
2044-10-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36201TJV0
198564.02000000
PA
USD
232380.07000000
0.028793841101
Long
ABS-MBS
USGA
US
N
2
2033-03-15
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
312942FQ3
318456.95000000
PA
USD
348330.46000000
0.043161067625
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
3138AJKX9
1316456.93000000
PA
USD
1438241.39000000
0.178210179768
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31374WF98
14.96000000
PA
USD
14.96000000
0.000001853669
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Variable
2.22999840
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3620A9PN5
54016.86000000
PA
USD
63216.15000000
0.007833011575
Long
ABS-MBS
USGA
US
N
2
2039-10-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
3138A3S65
89076.44000000
PA
USD
97065.28000000
0.012027202887
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224XSF9
3382.95000000
PA
USD
3426.96000000
0.000424629107
Long
ABS-MBS
USGA
US
N
2
2023-03-15
Fixed
8.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36207UDY1
414.10000000
PA
USD
415.91000000
0.000051534739
Long
ABS-MBS
USGA
US
N
2
2026-11-15
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31414CNT1
1251382.09000000
PA
USD
1318140.63000000
0.163328687566
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Variable
1.94000040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402QUK5
3793.46000000
PA
USD
3801.91000000
0.000471088559
Long
ABS-MBS
USGSE
US
N
2
2034-06-01
Variable
2.37800160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3620APKB0
150968.59000000
PA
USD
167982.85000000
0.020814485040
Long
ABS-MBS
USGA
US
N
2
2040-04-15
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3132J9GM4
226238.08000000
PA
USD
239846.73000000
0.029719022945
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36294VHH6
202365.06000000
PA
USD
236764.77000000
0.029337142233
Long
ABS-MBS
USGA
US
N
2
2037-02-15
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204CQB0
594.91000000
PA
USD
663.04000000
0.000082156221
Long
ABS-MBS
USGA
US
N
2
2023-11-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3620AAJ82
12433.06000000
PA
USD
13993.23000000
0.001733878645
Long
ABS-MBS
USGA
US
N
2
2039-10-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31386MVZ0
30367.43000000
PA
USD
30527.99000000
0.003782674190
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Variable
2.42499960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36212NA49
3124.79200000
PA
USD
3682.51000000
0.000456293897
Long
ABS-MBS
USGA
US
N
2
2032-03-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402RTR0
66956.89000000
PA
USD
68200.84000000
0.008450656504
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Variable
2.46700080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403DRK7
441.88000000
PA
USD
445.06000000
0.000055146669
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Variable
2.28700080
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224VUA1
448.84000000
PA
USD
450.63000000
0.000055836839
Long
ABS-MBS
USGA
US
N
2
2023-01-15
Fixed
7.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Pool, 30 Year
3132DMRU1
5412071.96000000
PA
USD
5766327.90000000
0.714496425155
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FHX7
455277.60000000
PA
USD
503788.56000000
0.062423631017
Long
ABS-MBS
USGA
US
N
2
2040-07-20
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FM60
128874.82000000
PA
USD
137896.43000000
0.017086525078
Long
ABS-MBS
USGA
US
N
2
2040-12-20
Fixed
3.50000000
N
N
N
N
N
N
Reliance Industries Ltd.
5493003UOETFYRONLG31
Reliance Industries Ltd.
759470AT4
6562500.00000000
PA
USD
6851204.26000000
0.848921711818
Long
DBT
CORP
IN
N
2
2026-01-15
Fixed
2.51200000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204VBR9
2193.93000000
PA
USD
2445.39000000
0.000303004345
Long
ABS-MBS
USGA
US
N
2
2024-02-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31374NB43
28341.21000000
PA
USD
28489.84000000
0.003530130298
Long
ABS-MBS
USGSE
US
N
2
2025-08-01
Variable
2.42399880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3620AL3R3
331144.71000000
PA
USD
373990.47000000
0.046340558235
Long
ABS-MBS
USGA
US
N
2
2041-06-15
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36291AVD8
108030.13000000
PA
USD
120829.30000000
0.014971764422
Long
ABS-MBS
USGA
US
N
2
2033-10-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31372RJR7
62.66000000
PA
USD
70.18000000
0.000008695891
Long
ABS-MBS
USGSE
US
N
2
2024-04-01
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31414FXN6
602.71200000
PA
USD
612.38000000
0.000075879021
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Variable
1.73800080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31413RZM1
4014.62000000
PA
USD
4311.29000000
0.000534205016
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Variable
2.34799920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31401DVU2
5410.34000000
PA
USD
5436.52000000
0.000673630458
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Variable
2.33499960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204BDU4
194.27000000
PA
USD
216.49000000
0.000026824928
Long
ABS-MBS
USGA
US
N
2
2023-10-15
Fixed
6.50000000
N
N
N
N
N
N
United States International Development Finance Corp.
254900QI8QTIK0FY6E92
United States International Development Finance Corp.
6903536M4
5500000.00000000
PA
USD
5630404.89000000
0.697654423377
Long
DBT
UST
US
N
2
2024-03-20
Fixed
2.12000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36202THQ2
13060.57000000
PA
USD
14586.05000000
0.001807334019
Long
ABS-MBS
USGA
US
N
2
2033-03-15
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36205BXN7
404.16000000
PA
USD
427.49000000
0.000052969599
Long
ABS-MBS
USGA
US
N
2
2024-12-15
Fixed
8.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31384WMQ0
635.25000000
PA
USD
636.11000000
0.000078819368
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Variable
2.36499840
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36295FGB4
22429.03000000
PA
USD
25124.22000000
0.003113101732
Long
ABS-MBS
USGA
US
N
2
2037-04-15
Fixed
6.00000000
N
N
N
N
N
N
State of Israel
213800T8ZHTFZIBYPE21
Israel Government AID Bond
46513EFF4
12000000.00000000
PA
USD
13360092.12000000
1.655427548523
Long
DBT
USGA
IL
N
2
2023-09-18
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31401LQM8
1097.89000000
PA
USD
1222.48000000
0.000151475532
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406BJJ0
3046.36000000
PA
USD
3075.06000000
0.000381025743
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Variable
1.91999880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31371KEW7
111.07000000
PA
USD
126.82000000
0.000015714062
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202EH44
18878.23000000
PA
USD
21697.57000000
0.002688511036
Long
ABS-MBS
USGA
US
N
2
2036-05-20
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31407XWX5
18525.43000000
PA
USD
18523.00000000
0.002295155168
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Variable
2.27199960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31371FAX0
1583.64000000
PA
USD
1704.11000000
0.000211153532
Long
ABS-MBS
USGSE
US
N
2
2025-08-01
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3617AACV4
46471.34000000
PA
USD
51177.86000000
0.006341366403
Long
ABS-MBS
USGA
US
N
2
2045-11-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3620AAMB1
137105.74000000
PA
USD
153049.51000000
0.018964118874
Long
ABS-MBS
USGA
US
N
2
2039-11-15
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36201FTT4
7449.24000000
PA
USD
8307.32000000
0.001029346673
Long
ABS-MBS
USGA
US
N
2
2032-03-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138LADF3
4000000.00000000
PA
USD
4437979.52000000
0.549902911686
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Fixed
3.28000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36210XYN1
2160.53000000
PA
USD
2169.10000000
0.000268769695
Long
ABS-MBS
USGA
US
N
2
2029-06-15
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31296KQD8
8316.36000000
PA
USD
9567.48000000
0.001185491074
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31413DTG2
11500.34000000
PA
USD
11518.84000000
0.001427280956
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Variable
2.14400160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203TDR3
3473.40000000
PA
USD
3871.60000000
0.000479723735
Long
ABS-MBS
USGA
US
N
2
2023-09-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402CUL4
1855.53000000
PA
USD
1868.27000000
0.000231494333
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Variable
1.93200120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36201J7L7
14487.52000000
PA
USD
16298.12000000
0.002019473862
Long
ABS-MBS
USGA
US
N
2
2032-12-15
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31418BSY3
14470386.50000000
PA
USD
15537554.21000000
1.925233377501
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31402YJL9
8304.67000000
PA
USD
9255.09000000
0.001146783331
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36201P3P8
19220.38100000
PA
USD
22339.58000000
0.002768061464
Long
ABS-MBS
USGA
US
N
2
2032-10-15
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36201DRB0
10720.08000000
PA
USD
11980.37000000
0.001484468397
Long
ABS-MBS
USGA
US
N
2
2033-03-15
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36241KLV8
115468.15000000
PA
USD
137400.99000000
0.017025135904
Long
ABS-MBS
USGA
US
N
2
2037-01-15
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179V4V9
39075244.00000000
PA
USD
40558112.39000000
5.025490540295
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402DLW8
18407.10000000
PA
USD
18578.51000000
0.002302033323
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Variable
2.21600160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36183QWR2
40198.88000000
PA
USD
44233.47000000
0.005480898196
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36200KMZ7
12022.84000000
PA
USD
13970.07000000
0.001731008927
Long
ABS-MBS
USGA
US
N
2
2033-02-15
Fixed
5.50000000
N
N
N
N
N
N
Reliance Industries Ltd.
5493003UOETFYRONLG31
Reliance Industries Ltd.
759470AV9
3684210.48100000
PA
USD
3792396.22000000
0.469909722262
Long
DBT
CORP
IN
N
2
2026-01-15
Fixed
1.87000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31292GV45
14442.02000000
PA
USD
16486.88000000
0.002042862810
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FDC7
128824.27000000
PA
USD
145996.69000000
0.018090215280
Long
ABS-MBS
USGA
US
N
2
2039-12-20
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31376PMT9
2366.33000000
PA
USD
2364.71000000
0.000293007416
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Variable
2.42600040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31419AX44
1888652.60000000
PA
USD
2098687.20000000
0.260044958927
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36201QRF2
15787.96000000
PA
USD
17644.91000000
0.002186352447
Long
ABS-MBS
USGA
US
N
2
2033-06-15
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31287QFN6
419.03700000
PA
USD
470.29000000
0.000058272878
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31391UVX0
22779.05000000
PA
USD
22757.06000000
0.002819790740
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Variable
1.95800040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202ED55
64615.14000000
PA
USD
75888.76000000
0.009403254318
Long
ABS-MBS
USGA
US
N
2
2035-06-20
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36241KKY3
20887.97000000
PA
USD
24870.23000000
0.003081630239
Long
ABS-MBS
USGA
US
N
2
2036-08-15
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204L2M2
2465.98000000
PA
USD
2491.43000000
0.000308709088
Long
ABS-MBS
USGA
US
N
2
2026-01-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
313615TW6
422.23000000
PA
USD
472.98000000
0.000058606191
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31388KXA5
6153.53000000
PA
USD
6180.53000000
0.000765819541
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Variable
2.18000160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36198RH58
177201.97000000
PA
USD
196750.79000000
0.024379074263
Long
ABS-MBS
USGA
US
N
2
2044-10-15
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31369HMW9
1302.77000000
PA
USD
1308.13000000
0.000162088286
Long
ABS-MBS
USGSE
US
N
2
2023-07-01
Fixed
8.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203KKR4
12976.66000000
PA
USD
14525.18000000
0.001799791715
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204GKW1
1324.57000000
PA
USD
1482.63000000
0.000183710301
Long
ABS-MBS
USGA
US
N
2
2024-02-15
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3620A9TV3
47878.21000000
PA
USD
55663.66000000
0.006897194674
Long
ABS-MBS
USGA
US
N
2
2039-10-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31371LLA5
2833.70000000
PA
USD
2834.20000000
0.000351181168
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Variable
2.12500080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403GMW9
1198.11000000
PA
USD
1251.91000000
0.000155122156
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Variable
2.32800120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
313988BB2
4907.38000000
PA
USD
5497.33000000
0.000681165327
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204FSC9
387.66000000
PA
USD
432.17000000
0.000053549490
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36200KNA1
35294.11000000
PA
USD
41271.89000000
0.005113933577
Long
ABS-MBS
USGA
US
N
2
2033-03-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31390UER3
23911.09000000
PA
USD
23933.25000000
0.002965530553
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Variable
3.00200040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36181CBF4
567091.50000000
PA
USD
619733.02000000
0.076790122764
Long
ABS-MBS
USGA
US
N
2
2044-02-20
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179WBZ0
22160160.15000000
PA
USD
23215092.14000000
2.876544766674
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224WYA5
3953.37000000
PA
USD
4001.51000000
0.000495820674
Long
ABS-MBS
USGA
US
N
2
2023-10-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31385XPZ4
299.28000000
PA
USD
300.70000000
0.000037259253
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Variable
2.34399960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3620ASDT3
173078.71000000
PA
USD
198129.71000000
0.024549934025
Long
ABS-MBS
USGA
US
N
2
2041-04-15
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36184CSE6
264631.64000000
PA
USD
293745.83000000
0.036397573824
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203R3H0
514.33000000
PA
USD
516.29000000
0.000063972664
Long
ABS-MBS
USGA
US
N
2
2023-07-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36183X2F6
36871.74000000
PA
USD
40105.43000000
0.004969399392
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202AFJ1
200.65000000
PA
USD
201.42000000
0.000024957628
Long
ABS-MBS
USGA
US
N
2
2022-09-20
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31411EP76
4677.85000000
PA
USD
4691.85000000
0.000581359594
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Variable
2.05400160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31296NT72
58192.68000000
PA
USD
69140.91000000
0.008567139067
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36183CNK8
82632.15000000
PA
USD
90798.06000000
0.011250641726
Long
ABS-MBS
USGA
US
N
2
2044-10-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36213BU42
3153.10000000
PA
USD
3165.62000000
0.000392246887
Long
ABS-MBS
USGA
US
N
2
2031-05-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31404MN79
11128.02000000
PA
USD
11126.04000000
0.001378609739
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Variable
2.12500080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3138ELMS9
6928067.01000000
PA
USD
7354370.93000000
0.911268285445
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Variable
2.30000040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179TLS2
8244678.93000000
PA
USD
8752886.71000000
1.084556128707
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36213UY53
84901.35000000
PA
USD
96498.16000000
0.011956931959
Long
ABS-MBS
USGA
US
N
2
2033-05-15
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31296NUK1
7118.49000000
PA
USD
8248.02000000
0.001021998905
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403LQJ3
4870.75000000
PA
USD
4931.17000000
0.000611013351
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Variable
2.34200160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31373QMZ6
327.36000000
PA
USD
328.72000000
0.000040731167
Long
ABS-MBS
USGSE
US
N
2
2024-12-01
Fixed
8.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224EDB6
4.02000000
PA
USD
4.02000000
0.000000498111
Long
ABS-MBS
USGA
US
N
2
2022-03-15
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410GJK0
6710.23000000
PA
USD
6900.49000000
0.000855028628
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Variable
2.42700120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31385XEK9
10736.24000000
PA
USD
10802.78000000
0.001338555112
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Variable
2.35699920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31400RDJ7
22682.83000000
PA
USD
26178.15000000
0.003243692505
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36183QPK5
14594.31000000
PA
USD
15663.56000000
0.001940846552
Long
ABS-MBS
USGA
US
N
2
2044-12-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36225BUB2
37702.74000000
PA
USD
44393.16000000
0.005500685127
Long
ABS-MBS
USGA
US
N
2
2032-03-15
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31374TZQ5
2469.48000000
PA
USD
2473.33000000
0.000306466346
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Variable
2.17699920
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204S5F9
89.22000000
PA
USD
99.42000000
0.000012318972
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31405KMW8
1696.90000000
PA
USD
1701.35000000
0.000210811544
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Variable
2.54499840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31404B4D1
83423.52000000
PA
USD
93245.97000000
0.011553958321
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31283HN43
12351.15000000
PA
USD
14167.77000000
0.001755505616
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202EJH3
62510.29000000
PA
USD
73374.59000000
0.009091727553
Long
ABS-MBS
USGA
US
N
2
2036-06-20
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36213EMC7
2171.10000000
PA
USD
2470.77000000
0.000306149140
Long
ABS-MBS
USGA
US
N
2
2031-11-15
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3620ARE56
182674.19000000
PA
USD
209096.55000000
0.025908817548
Long
ABS-MBS
USGA
US
N
2
2040-03-15
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36200NZU8
7368.76000000
PA
USD
8646.23000000
0.001071340467
Long
ABS-MBS
USGA
US
N
2
2034-08-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203GCV3
623.27000000
PA
USD
625.62000000
0.000077519568
Long
ABS-MBS
USGA
US
N
2
2023-07-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410FGX7
2093.60000000
PA
USD
2119.40000000
0.000262611448
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Variable
2.66500080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31405PAH3
2551.61000000
PA
USD
2572.86000000
0.000318798948
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Variable
1.76600160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
3138MRDW8
83557.64000000
PA
USD
88175.91000000
0.010925735333
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31404GHQ7
14800.20000000
PA
USD
14796.95000000
0.001833466299
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Variable
2.38100040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179WBY3
13061021.85000000
PA
USD
13533357.25000000
1.676896552391
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
2.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36223QA98
345.92000000
PA
USD
347.02000000
0.000042998690
Long
ABS-MBS
USGA
US
N
2
2022-06-15
Fixed
8.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36200HF74
28817.10000000
PA
USD
32203.85000000
0.003990327310
Long
ABS-MBS
USGA
US
N
2
2033-03-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31414BEL0
31557.16000000
PA
USD
31399.92000000
0.003890713635
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Variable
2.37999960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179V7F1
18905863.90000000
PA
USD
19815061.83000000
2.455252473894
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36295R4C9
1068944.18000000
PA
USD
1247046.70000000
0.154519552929
Long
ABS-MBS
USGA
US
N
2
2039-01-15
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31400QSS3
9952.87000000
PA
USD
9983.99000000
0.001237100159
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Variable
1.86300000
N
N
N
N
N
N
BNP Paribas Securities Corp.
2J5703FH5U5M97R1I237
BNP Paribas Securities Corp.
N/A
55089009.57886260
PA
USD
55089009.57886260
6.825990663733
Long
RA
CORP
US
N
2
Repurchase
Y
0.03318200
2021-07-01
55227306.10111010
USD
56244621.59889290
USD
UST
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FMA1
1141105.40000000
PA
USD
1249139.95000000
0.154778924173
Long
ABS-MBS
USGA
US
N
2
2040-11-20
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203XGH3
2235.76000000
PA
USD
2261.68000000
0.000280241134
Long
ABS-MBS
USGA
US
N
2
2023-09-15
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31335GC37
1013.75000000
PA
USD
1136.42000000
0.000140811976
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36200MEH2
9761.82000000
PA
USD
10910.52000000
0.001351905002
Long
ABS-MBS
USGA
US
N
2
2033-03-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403YZ89
4456.55000000
PA
USD
4462.47000000
0.000552937487
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Variable
1.72599840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402VRV4
14433.36000000
PA
USD
14460.58000000
0.001791787233
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Variable
2.27099880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36295GVQ2
227570.34000000
PA
USD
258801.20000000
0.032067640868
Long
ABS-MBS
USGA
US
N
2
2037-06-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402FRU1
3920.77000000
PA
USD
3960.94000000
0.000490793711
Long
ABS-MBS
USGSE
US
N
2
2028-06-01
Variable
2.01099960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204HKQ2
18960.04000000
PA
USD
21137.51000000
0.002619114901
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FGY6
239951.71000000
PA
USD
271941.12000000
0.033695787243
Long
ABS-MBS
USGA
US
N
2
2040-06-20
Fixed
5.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36200CSL0
38759.07000000
PA
USD
43312.73000000
0.005366810782
Long
ABS-MBS
USGA
US
N
2
2033-03-15
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224QX50
1000.24000000
PA
USD
1003.87000000
0.000124387918
Long
ABS-MBS
USGA
US
N
2
2022-12-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36183CAK2
15202.36000000
PA
USD
16314.70000000
0.002021528263
Long
ABS-MBS
USGA
US
N
2
2044-09-15
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31386GGH0
26138.65000000
PA
USD
26213.34000000
0.003248052841
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Variable
2.89500120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204NND5
428.92000000
PA
USD
478.11000000
0.000059241841
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203QND9
108.04000000
PA
USD
109.28000000
0.000013540709
Long
ABS-MBS
USGA
US
N
2
2023-07-15
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 15 Year
3128PRDU0
39074.58000000
PA
USD
40987.74000000
0.005078725007
Long
ABS-MBS
USGSE
US
N
2
2025-03-01
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36290URF5
22624.40000000
PA
USD
25179.63000000
0.003119967496
Long
ABS-MBS
USGA
US
N
2
2040-05-15
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36225BBA5
8175.94000000
PA
USD
9319.66000000
0.001154784096
Long
ABS-MBS
USGA
US
N
2
2028-12-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179MVS6
4624369.23000000
PA
USD
4951803.43000000
0.613570006798
Long
ABS-MBS
USGA
US
N
2
2042-12-20
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203DZ45
533.23000000
PA
USD
535.39000000
0.000066339314
Long
ABS-MBS
USGA
US
N
2
2023-03-15
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202BV77
14.83000000
PA
USD
16.39000000
0.000002030858
Long
ABS-MBS
USGA
US
N
2
2024-01-20
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36176AFA2
4827.77000000
PA
USD
5363.20000000
0.000664545494
Long
ABS-MBS
USGA
US
N
2
2041-04-15
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202EUU1
125851.50000000
PA
USD
147354.61000000
0.018258472965
Long
ABS-MBS
USGA
US
N
2
2038-07-20
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3620AAJ58
29625.22000000
PA
USD
34057.77000000
0.004220043559
Long
ABS-MBS
USGA
US
N
2
2039-10-15
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36208RDZ4
963.73000000
PA
USD
1074.01000000
0.000133078853
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402CXP2
732.53000000
PA
USD
733.66000000
0.000090906631
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Variable
2.39299920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31386XY91
7809.52000000
PA
USD
7942.04000000
0.000984085415
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Variable
1.31799960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204JTN6
2385.96000000
PA
USD
2670.68000000
0.000330919667
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179WG36
14177148.00000000
PA
USD
14710411.64000000
1.822743470647
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
2.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36213D3C0
1059.20000000
PA
USD
1181.54000000
0.000146402722
Long
ABS-MBS
USGA
US
N
2
2032-02-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36223H6B8
43.46000000
PA
USD
43.84000000
0.000005432143
Long
ABS-MBS
USGA
US
N
2
2022-03-15
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204GUZ3
3294.65000000
PA
USD
3671.69000000
0.000454953208
Long
ABS-MBS
USGA
US
N
2
2023-10-15
Fixed
6.50000000
N
N
N
N
N
N
Private Export Funding Corp.
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp., Series BB
742651DJ8
1865000.00000000
PA
USD
1901203.79000000
0.235575106897
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
4.30000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36201SU49
32668.44000000
PA
USD
38127.66000000
0.004724337089
Long
ABS-MBS
USGA
US
N
2
2033-05-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31402GR88
12175.65000000
PA
USD
13989.37000000
0.001733400359
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3129397F2
2121654.60000000
PA
USD
2409626.57000000
0.298572956668
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
5.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224VQP3
66.56000000
PA
USD
66.79000000
0.000008275841
Long
ABS-MBS
USGA
US
N
2
2022-11-15
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202BBG9
1169.06000000
PA
USD
1183.95000000
0.000146701342
Long
ABS-MBS
USGA
US
N
2
2023-03-20
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179Q3H2
861443.92000000
PA
USD
914363.01000000
0.113297251434
Long
ABS-MBS
USGA
US
N
2
2045-02-20
Fixed
3.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31412EJ23
4375.75000000
PA
USD
4476.01000000
0.000554615207
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Variable
1.71000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204JMW3
6953.80500000
PA
USD
7752.30000000
0.000960575037
Long
ABS-MBS
USGA
US
N
2
2024-02-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36225BND6
16134.79000000
PA
USD
18908.01000000
0.002342861139
Long
ABS-MBS
USGA
US
N
2
2031-05-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36201BL38
29221.95400000
PA
USD
32586.54000000
0.004037745813
Long
ABS-MBS
USGA
US
N
2
2032-09-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31418U4W1
630088.09000000
PA
USD
703835.79000000
0.087211161864
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
5.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36213CPZ7
6450.64000000
PA
USD
6948.74000000
0.000861007208
Long
ABS-MBS
USGA
US
N
2
2031-04-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31391MFK4
64091.34000000
PA
USD
64579.15000000
0.008001898715
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Variable
1.66500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FY67
3228095.73000000
PA
USD
3540686.60000000
0.438720787677
Long
ABS-MBS
USGA
US
N
2
2041-11-20
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CLU5
7512.95000000
PA
USD
8307.88000000
0.001029416062
Long
ABS-MBS
USGA
US
N
2
2025-12-20
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402Q4J7
10264.98000000
PA
USD
10293.93000000
0.001275504326
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Variable
2.38600080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31390WRQ7
5384.43000000
PA
USD
5383.13000000
0.000667014989
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Variable
2.39299920
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36182WC35
104352.87000000
PA
USD
115832.36000000
0.014352601616
Long
ABS-MBS
USGA
US
N
2
2044-08-15
Fixed
4.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Pool, 30 Year
3132DWBZ5
12851000.00000000
PA
USD
13308242.31000000
1.649002921875
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31385SBX5
22757.74000000
PA
USD
22836.56000000
0.002829641457
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Variable
2.62000080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31409XZZ5
9538.19000000
PA
USD
9728.24000000
0.001205410587
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Variable
2.46099960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36177LW34
11923.97000000
PA
USD
12922.47000000
0.001601202494
Long
ABS-MBS
USGA
US
N
2
2041-12-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179MQS2
297079.71000000
PA
USD
335306.32000000
0.041547267364
Long
ABS-MBS
USGA
US
N
2
2042-10-20
Fixed
5.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36184YG35
105743.59000000
PA
USD
116621.20000000
0.014450345513
Long
ABS-MBS
USGA
US
N
2
2045-04-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224NW41
287.54000000
PA
USD
288.39000000
0.000035733941
Long
ABS-MBS
USGA
US
N
2
2022-11-15
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31384VWA6
752.15000000
PA
USD
754.85000000
0.000093532250
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Variable
2.34900000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202F4S2
1848038.20000000
PA
USD
2045290.63000000
0.253428675732
Long
ABS-MBS
USGA
US
N
2
2042-03-20
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3138EGEG5
8218.89000000
PA
USD
8662.45000000
0.001073350261
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Variable
2.01499920
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224JT85
582.76000000
PA
USD
584.56000000
0.000072431890
Long
ABS-MBS
USGA
US
N
2
2022-10-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36183MUW2
19683.84000000
PA
USD
21160.43000000
0.002621954882
Long
ABS-MBS
USGA
US
N
2
2044-12-15
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31412SVV4
326.11600000
PA
USD
326.45000000
0.000040449894
Long
ABS-MBS
USGSE
US
N
2
2038-07-01
Variable
2.37499920
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203DW97
4395.01000000
PA
USD
4446.94000000
0.000551013190
Long
ABS-MBS
USGA
US
N
2
2023-01-15
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36241KWF1
101983.31000000
PA
USD
116932.87000000
0.014488964042
Long
ABS-MBS
USGA
US
N
2
2033-08-15
Fixed
7.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31296WCS4
141969.38000000
PA
USD
158483.02000000
0.019637376368
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31384V7K2
4852.81000000
PA
USD
4904.22000000
0.000607674020
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Variable
1.51800120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31400DAX0
22057.68000000
PA
USD
22243.80000000
0.002756193518
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Variable
2.50499880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36296Q3C1
212429.33000000
PA
USD
239899.68000000
0.029725583894
Long
ABS-MBS
USGA
US
N
2
2039-07-15
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31405UW54
108791.37000000
PA
USD
121969.19000000
0.015113006361
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31416WVK5
636358.79000000
PA
USD
729103.46000000
0.090342038255
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
5.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202DS51
4992.61000000
PA
USD
5976.93000000
0.000740591792
Long
ABS-MBS
USGA
US
N
2
2032-05-20
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FP67
563024.12000000
PA
USD
617471.24000000
0.076509869238
Long
ABS-MBS
USGA
US
N
2
2041-02-20
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3138EJ4Z8
1731730.46000000
PA
USD
1850537.66000000
0.229297148135
Long
ABS-MBS
USGSE
US
N
2
2038-07-01
Variable
2.30600160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224AAZ4
205.61000000
PA
USD
206.27000000
0.000025558584
Long
ABS-MBS
USGA
US
N
2
2022-04-15
Fixed
8.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3620ASEX3
94761.17000000
PA
USD
108491.69000000
0.013443030991
Long
ABS-MBS
USGA
US
N
2
2041-04-15
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202EBE8
209673.59000000
PA
USD
246087.71000000
0.030492332749
Long
ABS-MBS
USGA
US
N
2
2034-11-20
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204PRC8
658.57000000
PA
USD
733.88000000
0.000090933891
Long
ABS-MBS
USGA
US
N
2
2024-05-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
3140QEL34
15158393.20000000
PA
USD
16045985.33000000
1.988232260668
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.00000000
N
N
N
N
N
N
FHLB
2549001DPIFGXC1TOL40
FHLB
3130A6C70
10000000.00000000
PA
USD
10780433.80000000
1.335786230907
Long
DBT
UST
US
N
2
2025-09-12
Fixed
2.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31376KLJ3
111678.29000000
PA
USD
127932.21000000
0.015851874588
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
5.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36225BXY9
28674.40000000
PA
USD
33389.11000000
0.004137190972
Long
ABS-MBS
USGA
US
N
2
2033-01-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31411HGX2
902.60000000
PA
USD
946.78000000
0.000117313988
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Variable
1.87400160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31400ANW4
9623.18000000
PA
USD
9654.27000000
0.001196245083
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Variable
2.12500080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31384V7B2
1428.91000000
PA
USD
1432.81000000
0.000177537184
Long
ABS-MBS
USGSE
US
N
2
2030-03-01
Variable
2.94099840
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202ATA5
386.30000000
PA
USD
390.16000000
0.000048344098
Long
ABS-MBS
USGA
US
N
2
2022-12-20
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31389L3H0
14525.45000000
PA
USD
14512.64000000
0.001798237904
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Variable
2.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402CYR7
4383.72000000
PA
USD
4439.37000000
0.000550075203
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Variable
2.32800120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224YNU9
4998.00000000
PA
USD
5158.90000000
0.000639231010
Long
ABS-MBS
USGA
US
N
2
2023-01-15
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31389GPV6
8174.88000000
PA
USD
8195.54000000
0.001015496193
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Variable
1.86999840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31419AL88
14746.07000000
PA
USD
15653.52000000
0.001939602512
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Variable
2.32300080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31296NXA0
10204.73000000
PA
USD
11513.94000000
0.001426673805
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
5.50000000
N
N
N
N
N
N
New Valley Generation IV
N/A
New Valley Generation IV
649081AA4
160543.85000000
PA
USD
162098.43000000
0.020085356012
Long
DBT
UST
US
N
2
2022-01-15
Fixed
4.68700000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31389X2H5
82101.72000000
PA
USD
92022.24000000
0.011402327903
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31370KKW1
3450.68000000
PA
USD
3473.96000000
0.000430452801
Long
ABS-MBS
USGSE
US
N
2
2023-06-01
Variable
1.69300080
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36207CMX3
237.39000000
PA
USD
238.42000000
0.000029542239
Long
ABS-MBS
USGA
US
N
2
2026-12-15
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203XVX1
178.02000000
PA
USD
178.50000000
0.000022117648
Long
ABS-MBS
USGA
US
N
2
2023-07-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402C7G1
626.07000000
PA
USD
647.97000000
0.000080288921
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Variable
2.01099960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3617AAVK7
88099.61000000
PA
USD
97792.38000000
0.012117296679
Long
ABS-MBS
USGA
US
N
2
2045-09-15
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31372YUJ7
6473.11000000
PA
USD
6500.49000000
0.000805465271
Long
ABS-MBS
USGSE
US
N
2
2024-07-01
Fixed
8.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203DHC7
17748.77000000
PA
USD
19866.75000000
0.002461657071
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36200MFY4
13846.10000000
PA
USD
16142.60000000
0.002000203629
Long
ABS-MBS
USGA
US
N
2
2033-04-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406RA70
80577.26000000
PA
USD
80923.59000000
0.010027112014
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Variable
1.67600160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402RBH1
7743.85000000
PA
USD
7813.69000000
0.000968181773
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Variable
2.50099920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31404JBY0
40758.57000000
PA
USD
46049.76000000
0.005705951772
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31407JNQ1
1310.30000000
PA
USD
1379.26000000
0.000170901890
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Variable
1.87099920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31408GX28
30235.03000000
PA
USD
30530.21000000
0.003782949267
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Variable
2.49099840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403CZ95
1786.36000000
PA
USD
1890.92000000
0.000234300859
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Variable
2.28899880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36294V7K0
50034.11000000
PA
USD
56393.42000000
0.006987618063
Long
ABS-MBS
USGA
US
N
2
2037-01-15
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203V3E8
542.89000000
PA
USD
544.86000000
0.000067512727
Long
ABS-MBS
USGA
US
N
2
2023-08-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31377EHA0
730.64000000
PA
USD
730.94000000
0.000090569600
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Variable
2.12500080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402RPM5
111263.99000000
PA
USD
116463.42000000
0.014430795246
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Variable
2.24899920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31400SM71
892.35000000
PA
USD
891.56000000
0.000110471767
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Variable
2.39799960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31411AP58
2554.65800000
PA
USD
2580.96000000
0.000319802606
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Variable
2.06499960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36202TP26
56694.65000000
PA
USD
66592.75000000
0.008251400655
Long
ABS-MBS
USGA
US
N
2
2036-06-15
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36209SMV0
34662.84000000
PA
USD
38728.98000000
0.004798845684
Long
ABS-MBS
USGA
US
N
2
2029-01-15
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204J4X1
767.74000000
PA
USD
855.53000000
0.000106007347
Long
ABS-MBS
USGA
US
N
2
2024-04-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31376PEM3
1525.13000000
PA
USD
1527.24000000
0.000189237854
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Variable
2.90199960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36201MWZ1
52417.16000000
PA
USD
60725.23000000
0.007524365680
Long
ABS-MBS
USGA
US
N
2
2033-03-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410F3M5
238.20000000
PA
USD
240.13000000
0.000029754122
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Variable
1.42700040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CZ48
54390.51000000
PA
USD
61162.56000000
0.007578554537
Long
ABS-MBS
USGA
US
N
2
2028-03-20
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202DMR9
11522.02000000
PA
USD
13433.66000000
0.001664543226
Long
ABS-MBS
USGA
US
N
2
2031-04-20
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36225BQ92
7454.98000000
PA
USD
8885.31000000
0.001100964485
Long
ABS-MBS
USGA
US
N
2
2031-12-15
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36200SR28
11326.10000000
PA
USD
13007.43000000
0.001611729751
Long
ABS-MBS
USGA
US
N
2
2031-09-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36182GVL9
3905.57000000
PA
USD
4190.91000000
0.000519288924
Long
ABS-MBS
USGA
US
N
2
2044-05-15
Fixed
4.00000000
N
N
N
N
N
N
Deutsche Bank Securities Inc.
9J6MBOOO7BECTDTUZW19
Deutsche Bank Securities Inc.
N/A
8382552.17424959
PA
USD
8382552.17424959
1.038668571410
Long
RA
CORP
US
N
2
Repurchase
Y
0.03318200
2021-07-01
8470773.56975105
USD
8550228.33339689
USD
UST
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31402K6H2
9318.23000000
PA
USD
10391.60000000
0.001287606459
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
5.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Pool, 15 Year
3132CWPH1
9085676.50000000
PA
USD
9410989.24000000
1.166100555806
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
2.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204HAP5
1284.24000000
PA
USD
1431.19000000
0.000177336453
Long
ABS-MBS
USGA
US
N
2
2023-10-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36206G6P0
1174.48000000
PA
USD
1308.82000000
0.000162173783
Long
ABS-MBS
USGA
US
N
2
2026-02-15
Fixed
6.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Pool, 30 Year
3132DVLF0
7709243.52000000
PA
USD
8064118.89000000
0.999212014795
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31288JZB5
56475.26000000
PA
USD
63397.29000000
0.007855456341
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31400VP89
6753.82000000
PA
USD
6788.60000000
0.000841164518
Long
ABS-MBS
USGSE
US
N
2
2028-03-01
Variable
1.41500160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36184YLX3
6956.42000000
PA
USD
7461.79000000
0.000924578409
Long
ABS-MBS
USGA
US
N
2
2045-05-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FPG5
426516.77000000
PA
USD
478229.22000000
0.059256614264
Long
ABS-MBS
USGA
US
N
2
2041-01-20
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203KA79
346.13000000
PA
USD
347.44000000
0.000043050732
Long
ABS-MBS
USGA
US
N
2
2023-07-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36182YTK5
61190.12000000
PA
USD
67122.82000000
0.008317080777
Long
ABS-MBS
USGA
US
N
2
2044-09-15
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31391AM97
14555.85000000
PA
USD
14555.96000000
0.001803605616
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Variable
2.58500160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36182Q2Z8
24407.72000000
PA
USD
26537.15000000
0.003288175618
Long
ABS-MBS
USGA
US
N
2
2044-06-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36295CLM1
37180.97000000
PA
USD
39451.13000000
0.004888326130
Long
ABS-MBS
USGA
US
N
2
2042-07-15
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204CP70
94.25000000
PA
USD
105.07000000
0.000013019054
Long
ABS-MBS
USGA
US
N
2
2023-11-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36201TNM5
14056.25000000
PA
USD
15757.58000000
0.001952496419
Long
ABS-MBS
USGA
US
N
2
2033-04-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402QX48
11690.31000000
PA
USD
12199.99000000
0.001511681158
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Variable
2.01800160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36206KSM4
4535.22000000
PA
USD
4596.17000000
0.000569504039
Long
ABS-MBS
USGA
US
N
2
2025-12-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36209GTV9
2085.33000000
PA
USD
2361.46000000
0.000292604714
Long
ABS-MBS
USGA
US
N
2
2033-04-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31375HEQ3
1149.33000000
PA
USD
1152.21000000
0.000142768489
Long
ABS-MBS
USGSE
US
N
2
2026-03-01
Variable
2.72300040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179MSX9
5901930.07000000
PA
USD
6337839.19000000
0.785311470834
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Fixed
3.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
312940M30
244006.38000000
PA
USD
272462.34000000
0.033760370775
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224XY47
221.93000000
PA
USD
222.62000000
0.000027584486
Long
ABS-MBS
USGA
US
N
2
2023-06-15
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
313965GA7
87.20000000
PA
USD
87.50000000
0.000010841984
Long
ABS-MBS
USGSE
US
N
2
2022-12-01
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224ERT2
731.13000000
PA
USD
738.44000000
0.000091498913
Long
ABS-MBS
USGA
US
N
2
2022-10-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36213JU60
5129.24000000
PA
USD
5746.34000000
0.000712019756
Long
ABS-MBS
USGA
US
N
2
2031-11-15
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31335GDJ1
2797.31000000
PA
USD
3134.60000000
0.000388403249
Long
ABS-MBS
USGSE
US
N
2
2023-12-01
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31391DND1
5886.70000000
PA
USD
5901.44000000
0.000731237948
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Variable
2.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3620A3VP6
585595.67000000
PA
USD
661800.25000000
0.082002605642
Long
ABS-MBS
USGA
US
N
2
2039-11-15
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36295WJB4
92717.13000000
PA
USD
104674.14000000
0.012970004504
Long
ABS-MBS
USGA
US
N
2
2040-05-15
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204HVQ0
3585.95000000
PA
USD
3996.01000000
0.000495139178
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203BKH6
412.71000000
PA
USD
416.68000000
0.000051630149
Long
ABS-MBS
USGA
US
N
2
2023-01-15
Fixed
7.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128S5VW1
1469191.94000000
PA
USD
1557707.96000000
0.193013090506
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Variable
2.11899960
N
Y
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36184KQ34
53136.86000000
PA
USD
58928.88000000
0.007301782837
Long
ABS-MBS
USGA
US
N
2
2045-04-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36223YQM5
1393.71000000
PA
USD
1440.16000000
0.000178447911
Long
ABS-MBS
USGA
US
N
2
2023-08-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202C2H5
4108.06000000
PA
USD
4651.16000000
0.000576317762
Long
ABS-MBS
USGA
US
N
2
2028-04-20
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31371VAP2
3064.28000000
PA
USD
3431.19000000
0.000425153239
Long
ABS-MBS
USGSE
US
N
2
2024-04-01
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36201GSJ5
9817.14000000
PA
USD
11153.45000000
0.001382006068
Long
ABS-MBS
USGA
US
N
2
2032-05-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36208PTR9
31415.21000000
PA
USD
35023.58000000
0.004339715524
Long
ABS-MBS
USGA
US
N
2
2028-06-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36183PM61
59480.58000000
PA
USD
66054.17000000
0.008184666073
Long
ABS-MBS
USGA
US
N
2
2045-01-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36183CBA3
31625.10000000
PA
USD
34488.42000000
0.004273404708
Long
ABS-MBS
USGA
US
N
2
2044-10-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36201MBY7
27207.48100000
PA
USD
30617.59000000
0.003793776382
Long
ABS-MBS
USGA
US
N
2
2032-11-15
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36223LVW5
129.27000000
PA
USD
129.76000000
0.000016078353
Long
ABS-MBS
USGA
US
N
2
2022-04-15
Fixed
8.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31416BLR7
1490.29000000
PA
USD
1482.87000000
0.000183740039
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Variable
2.30500080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31400AMD7
4660.70000000
PA
USD
4692.54000000
0.000581445091
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Variable
2.22900120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36183KED6
68218.70000000
PA
USD
75680.74000000
0.009377478894
Long
ABS-MBS
USGA
US
N
2
2044-11-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36183QD44
62470.88000000
PA
USD
68993.79000000
0.008548909664
Long
ABS-MBS
USGA
US
N
2
2044-12-15
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402RHT9
22952.01000000
PA
USD
23582.10000000
0.002922020120
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Variable
1.31799960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FGE0
253751.10000000
PA
USD
287579.54000000
0.035633518738
Long
ABS-MBS
USGA
US
N
2
2040-05-20
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31363EHV0
423.05000000
PA
USD
432.88000000
0.000053637465
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Variable
5.20999920
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204TFW9
1049.70000000
PA
USD
1170.24000000
0.000145002558
Long
ABS-MBS
USGA
US
N
2
2023-12-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179S5L7
17448599.85000000
PA
USD
18520223.41000000
2.294811125728
Long
ABS-MBS
USGA
US
N
2
2047-05-20
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36241KYX0
177858.05000000
PA
USD
209088.77000000
0.025907853541
Long
ABS-MBS
USGA
US
N
2
2036-12-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31409UWM3
27736.22000000
PA
USD
28943.29000000
0.003586316559
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Variable
1.82000160
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31371XF24
1964.14000000
PA
USD
2200.69000000
0.000272683961
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204FES9
100.62000000
PA
USD
112.17000000
0.000013898804
Long
ABS-MBS
USGA
US
N
2
2024-02-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31385XG35
37338.50000000
PA
USD
37362.44000000
0.004629519909
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Variable
2.50499880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36200JUK4
17062.43000000
PA
USD
19557.47000000
0.002423334684
Long
ABS-MBS
USGA
US
N
2
2033-02-15
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36223QXS1
347.82000000
PA
USD
349.08000000
0.000043253941
Long
ABS-MBS
USGA
US
N
2
2022-04-15
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36225BHJ0
2849.14000000
PA
USD
3245.54000000
0.000402149646
Long
ABS-MBS
USGA
US
N
2
2030-01-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31409XQG7
55529.66000000
PA
USD
58054.26000000
0.007193410079
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Variable
1.93100040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203VYM6
312.83000000
PA
USD
348.60000000
0.000043194465
Long
ABS-MBS
USGA
US
N
2
2024-03-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31407F5W6
18596.03000000
PA
USD
21004.01000000
0.002602573131
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3620C3S86
38984.10000000
PA
USD
43797.26000000
0.005426848116
Long
ABS-MBS
USGA
US
N
2
2040-08-15
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36213JJ89
12183.44000000
PA
USD
13590.00000000
0.001683915064
Long
ABS-MBS
USGA
US
N
2
2032-01-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36185BQT6
11007.75000000
PA
USD
11810.92000000
0.001463472120
Long
ABS-MBS
USGA
US
N
2
2045-05-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179MVR8
91682.92000000
PA
USD
97840.07000000
0.012123205871
Long
ABS-MBS
USGA
US
N
2
2042-12-20
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36295WJC2
397497.35000000
PA
USD
449146.65000000
0.055653039743
Long
ABS-MBS
USGA
US
N
2
2040-04-15
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402RH69
14027.66000000
PA
USD
14332.48000000
0.001775914568
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Variable
1.31799960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31390AHA1
6636.86000000
PA
USD
6656.02000000
0.000824736743
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Variable
2.76999840
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203WCG1
670.34000000
PA
USD
746.99000000
0.000092558330
Long
ABS-MBS
USGA
US
N
2
2023-09-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202ECP2
363869.70000000
PA
USD
416523.61000000
0.051610771273
Long
ABS-MBS
USGA
US
N
2
2035-02-20
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224SDN9
403.30000000
PA
USD
407.98000000
0.000050552146
Long
ABS-MBS
USGA
US
N
2
2023-11-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L9PU0
3500000.00000000
PA
USD
3748108.74000000
0.464422131773
Long
ABS-MBS
USGSE
US
N
2
2025-04-01
Fixed
2.77000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31384VJ60
4857.98000000
PA
USD
4870.00000000
0.000603433875
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Variable
2.68099920
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36200K5S2
31444.81000000
PA
USD
36695.59000000
0.004546891596
Long
ABS-MBS
USGA
US
N
2
2033-02-15
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36296NTU0
64529.74000000
PA
USD
73226.05000000
0.009073322200
Long
ABS-MBS
USGA
US
N
2
2038-09-15
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36198RQC3
83985.53000000
PA
USD
93225.89000000
0.011551470241
Long
ABS-MBS
USGA
US
N
2
2044-12-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FXB7
400755.19000000
PA
USD
439561.94000000
0.054465413727
Long
ABS-MBS
USGA
US
N
2
2041-09-20
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36213UYW4
33955.76000000
PA
USD
39081.65000000
0.004842544457
Long
ABS-MBS
USGA
US
N
2
2033-03-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31374FXL8
622.40000000
PA
USD
626.49000000
0.000077627369
Long
ABS-MBS
USGSE
US
N
2
2026-08-01
Variable
2.34900000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31292HVC5
33985.55000000
PA
USD
40366.95000000
0.005001803915
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36213ADK7
20378.41000000
PA
USD
22828.35000000
0.002828624169
Long
ABS-MBS
USGA
US
N
2
2033-02-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403YHN6
30823.48000000
PA
USD
31104.04000000
0.003854051620
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Variable
2.40500160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36219QZY2
3384.62000000
PA
USD
3433.18000000
0.000425399817
Long
ABS-MBS
USGA
US
N
2
2023-07-15
Fixed
8.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179VZS2
10298860.61000000
PA
USD
10781349.15000000
1.335899650455
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203EBM9
163.00000000
PA
USD
163.67000000
0.000020280086
Long
ABS-MBS
USGA
US
N
2
2023-06-15
Fixed
8.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31297U6R6
49805.35000000
PA
USD
55821.50000000
0.006916752374
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36241KLL0
106108.11000000
PA
USD
124743.27000000
0.015456738156
Long
ABS-MBS
USGA
US
N
2
2036-12-15
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36291ALH0
60816.94000000
PA
USD
67972.73000000
0.008422391760
Long
ABS-MBS
USGA
US
N
2
2035-06-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31391N2B6
6965.11000000
PA
USD
6969.42000000
0.000863569634
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Variable
2.00599920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31401BX83
1259.06000000
PA
USD
1265.14000000
0.000156761464
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Variable
2.32800120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36183PL88
60914.56000000
PA
USD
67650.25000000
0.008382433781
Long
ABS-MBS
USGA
US
N
2
2044-12-15
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31411E2N6
4183.33000000
PA
USD
4249.17000000
0.000526507827
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Variable
2.12900040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36198RKT2
195144.92000000
PA
USD
216614.87000000
0.026840400500
Long
ABS-MBS
USGA
US
N
2
2044-11-15
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31409WCG4
1524.66000000
PA
USD
1617.60000000
0.000200434216
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Variable
2.17900080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31416BWK0
8391.21000000
PA
USD
8455.34000000
0.001047687593
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Variable
2.04199920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31375DTX1
2779.18000000
PA
USD
2777.22000000
0.000344120867
Long
ABS-MBS
USGSE
US
N
2
2025-12-01
Variable
2.17000080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31385WZW2
761.96000000
PA
USD
767.62000000
0.000095114560
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Variable
2.53400040
N
N
N
N
N
N
Tennessee Valley Authority
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EN8
6000000.00000000
PA
USD
6117894.06000000
0.758058423168
Long
DBT
UST
US
N
2
2022-08-15
Fixed
1.87500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31292HYT5
103579.82000000
PA
USD
118311.02000000
0.014659728394
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406LZ68
10133.69000000
PA
USD
10831.74000000
0.001342143499
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Variable
2.15100000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36184HMS0
285657.09000000
PA
USD
317084.85000000
0.039289474293
Long
ABS-MBS
USGA
US
N
2
2045-02-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204FKD5
77.34000000
PA
USD
86.18000000
0.000010678425
Long
ABS-MBS
USGA
US
N
2
2024-02-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36200X4E6
14154.72000000
PA
USD
15779.02000000
0.001955153015
Long
ABS-MBS
USGA
US
N
2
2032-03-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31368HWB5
696.68000000
PA
USD
697.56000000
0.000086433538
Long
ABS-MBS
USGSE
US
N
2
2024-02-01
Variable
2.14400160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36209FYF0
721.04000000
PA
USD
807.08000000
0.000100003986
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31368RTC5
1269.50000000
PA
USD
1273.12000000
0.000157750253
Long
ABS-MBS
USGSE
US
N
2
2022-12-01
Variable
5.10900120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202E7H6
868960.95000000
PA
USD
968142.34000000
0.119960961805
Long
ABS-MBS
USGA
US
N
2
2039-07-20
Fixed
5.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36183W5G3
110562.60000000
PA
USD
121704.03000000
0.015080150811
Long
ABS-MBS
USGA
US
N
2
2045-01-15
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31391FPC6
3310.81000000
PA
USD
3315.09000000
0.000410767475
Long
ABS-MBS
USGSE
US
N
2
2029-08-01
Variable
2.07200160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202EAL3
390458.83000000
PA
USD
458056.62000000
0.056757059810
Long
ABS-MBS
USGA
US
N
2
2034-09-20
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31401EWH8
12293.74000000
PA
USD
13980.54000000
0.001732306248
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31296NK89
4182.43000000
PA
USD
4695.68000000
0.000581834164
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36200WC41
3633.50000000
PA
USD
3647.35000000
0.000451937278
Long
ABS-MBS
USGA
US
N
2
2032-01-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410GMD2
8194.13000000
PA
USD
8220.36000000
0.001018571599
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Variable
2.01700080
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
362198SP9
1091.70000000
PA
USD
1096.61000000
0.000135879183
Long
ABS-MBS
USGA
US
N
2
2023-07-15
Fixed
8.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202EYM5
188135.57000000
PA
USD
220287.07000000
0.027295416901
Long
ABS-MBS
USGA
US
N
2
2038-12-20
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31368YU95
7121.78000000
PA
USD
7203.66000000
0.000892593936
Long
ABS-MBS
USGSE
US
N
2
2023-03-01
Fixed
8.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31407JRT1
15965.88000000
PA
USD
18277.99000000
0.002264796373
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224DFE0
74.08000000
PA
USD
74.68000000
0.000009253478
Long
ABS-MBS
USGA
US
N
2
2022-06-15
Fixed
8.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36184QSJ4
32578.97000000
PA
USD
35591.43000000
0.004410076905
Long
ABS-MBS
USGA
US
N
2
2045-04-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FEH5
114185.84000000
PA
USD
126351.32000000
0.015655989048
Long
ABS-MBS
USGA
US
N
2
2040-02-20
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406UUX4
2017.00000000
PA
USD
2093.27000000
0.000259373722
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Variable
1.68699960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179NLD8
131475.18000000
PA
USD
141056.73000000
0.017478112774
Long
ABS-MBS
USGA
US
N
2
2043-08-20
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36207UGC6
364.60000000
PA
USD
365.97000000
0.000045346754
Long
ABS-MBS
USGA
US
N
2
2026-12-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36213QZ36
4317.75000000
PA
USD
4959.26000000
0.000614493938
Long
ABS-MBS
USGA
US
N
2
2031-08-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31413GN71
32263.90000000
PA
USD
32605.25000000
0.004040064139
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Variable
2.62599840
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179RNV7
4087474.80000000
PA
USD
4334112.83000000
0.537032957014
Long
ABS-MBS
USGA
US
N
2
2045-09-20
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36200EBE0
111608.00000000
PA
USD
130089.71000000
0.016119206947
Long
ABS-MBS
USGA
US
N
2
2033-04-15
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36223L5X2
161.22000000
PA
USD
161.80000000
0.000020048378
Long
ABS-MBS
USGA
US
N
2
2022-05-15
Fixed
8.00000000
N
N
N
N
N
N
HSBC Securities (USA) Inc.
CYYGQCGNHMHPSMRL3R97
HSBC Securities (USA) Inc.
N/A
12019722.23688780
PA
USD
12019722.23688780
1.489344469920
Long
RA
CORP
US
N
2
Repurchase
Y
0.03318200
2021-07-01
12224976.01058910
USD
12259860.50612340
USD
ADAS
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31409JKQ2
8432.59000000
PA
USD
8444.45000000
0.001046338231
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Variable
2.02299840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410QE23
1252.54000000
PA
USD
1305.81000000
0.000161800819
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Variable
2.06499960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203KCF9
360.91000000
PA
USD
371.00000000
0.000045970013
Long
ABS-MBS
USGA
US
N
2
2023-09-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36185BPE0
97695.81000000
PA
USD
107237.48000000
0.013287623845
Long
ABS-MBS
USGA
US
N
2
2045-05-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204QB90
11843.97000000
PA
USD
13257.32000000
0.001642693220
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31283H4Z5
71028.14000000
PA
USD
82327.94000000
0.010201122766
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3128MJJP6
164307.51000000
PA
USD
191435.18000000
0.023720425569
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31385HVV1
643.68000000
PA
USD
640.99000000
0.000079424041
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Variable
2.48500080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402RQK8
19350.42000000
PA
USD
19312.75000000
0.002393011822
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Variable
2.36099880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36181CBJ6
955353.02000000
PA
USD
1041240.28000000
0.129018410102
Long
ABS-MBS
USGA
US
N
2
2044-02-20
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36205A6L3
972.28000000
PA
USD
976.66000000
0.000121016371
Long
ABS-MBS
USGA
US
N
2
2024-07-15
Fixed
8.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36225BHZ4
45694.05000000
PA
USD
51374.09000000
0.006365680947
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36223VVX1
1069.10000000
PA
USD
1072.70000000
0.000132916533
Long
ABS-MBS
USGA
US
N
2
2022-02-15
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31402LHH8
18144.94000000
PA
USD
20902.27000000
0.002589966691
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31411EC62
1416.39000000
PA
USD
1487.24000000
0.000184281518
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Variable
2.10899880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31377EG94
7306.35000000
PA
USD
7334.85000000
0.000908849478
Long
ABS-MBS
USGSE
US
N
2
2027-05-01
Variable
2.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31401GYR9
5062.48000000
PA
USD
5061.80000000
0.000627199505
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Variable
2.09999880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204QB82
10900.32000000
PA
USD
12201.07000000
0.001511814979
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FB39
239617.31000000
PA
USD
265144.36000000
0.032853611632
Long
ABS-MBS
USGA
US
N
2
2039-10-20
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202D5R8
42204.19000000
PA
USD
49492.34000000
0.006132516328
Long
ABS-MBS
USGA
US
N
2
2034-05-20
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31389TR46
19.95000000
PA
USD
19.96000000
0.000002473211
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Variable
2.12500080
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36206XT60
6702.74000000
PA
USD
7469.22000000
0.000925499049
Long
ABS-MBS
USGA
US
N
2
2026-03-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31376HYP2
5223.88000000
PA
USD
5236.05000000
0.000648790542
Long
ABS-MBS
USGSE
US
N
2
2026-10-01
Variable
2.65399920
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203DWX4
336.46000000
PA
USD
339.52000000
0.000042069377
Long
ABS-MBS
USGA
US
N
2
2023-01-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203RND7
1072.70000000
PA
USD
1076.74000000
0.000133417123
Long
ABS-MBS
USGA
US
N
2
2023-05-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3620A56A2
140604.20000000
PA
USD
159903.53000000
0.019813389480
Long
ABS-MBS
USGA
US
N
2
2039-06-15
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406V5L6
463401.22000000
PA
USD
478563.46000000
0.059298029406
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Variable
1.63400040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31376XXV5
2002.52000000
PA
USD
2000.83000000
0.000247919630
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Variable
2.52500040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203DQU7
546.15000000
PA
USD
553.05000000
0.000068527536
Long
ABS-MBS
USGA
US
N
2
2023-05-15
Fixed
8.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31389AZN6
16092.84000000
PA
USD
16881.95000000
0.002091815299
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Variable
2.98199880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36223Q2S5
1244.48000000
PA
USD
1256.77000000
0.000155724351
Long
ABS-MBS
USGA
US
N
2
2022-12-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179TJX4
2555212.48000000
PA
USD
2718418.91000000
0.336834919371
Long
ABS-MBS
USGA
US
N
2
2047-10-20
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403AMC6
11143.05000000
PA
USD
11226.39000000
0.001391043947
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Variable
2.15100000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31404NCR5
3235.92000000
PA
USD
3227.66000000
0.000399934164
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Variable
1.98299880
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31293QUC5
5902.35000000
PA
USD
6612.49000000
0.000819343011
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36200DQA4
14885.66000000
PA
USD
16634.62000000
0.002061169036
Long
ABS-MBS
USGA
US
N
2
2033-04-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31374VCR3
8302.08000000
PA
USD
8321.22000000
0.001031069000
Long
ABS-MBS
USGSE
US
N
2
2025-10-01
Variable
2.72300040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31407DUD5
21272.33000000
PA
USD
24361.73000000
0.003018622821
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31387UEG2
17819.53000000
PA
USD
17912.78000000
0.002219543788
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Variable
3.25800000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36290YER5
56790.55000000
PA
USD
66824.37000000
0.008280100317
Long
ABS-MBS
USGA
US
N
2
2037-05-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31374KHJ0
3689.62000000
PA
USD
3693.47000000
0.000457651933
Long
ABS-MBS
USGSE
US
N
2
2024-11-01
Variable
2.00800080
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36200VLB7
4485.86800000
PA
USD
4998.84000000
0.000619398232
Long
ABS-MBS
USGA
US
N
2
2031-12-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36201EJQ4
8088.89000000
PA
USD
9535.54000000
0.001181533440
Long
ABS-MBS
USGA
US
N
2
2031-12-15
Fixed
6.50000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Pool, 15 Year
3132D56U1
5670425.64000000
PA
USD
5745909.55000000
0.711966420213
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
1.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31390MVH4
2044.08000000
PA
USD
2289.53000000
0.000283691983
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179MNH9
9762528.82000000
PA
USD
10473252.24000000
1.297723857366
Long
ABS-MBS
USGA
US
N
2
2042-09-20
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36207CM96
5994.26000000
PA
USD
6083.84000000
0.000753838839
Long
ABS-MBS
USGA
US
N
2
2027-02-15
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224LYT8
1125.00000000
PA
USD
1129.18000000
0.000139914879
Long
ABS-MBS
USGA
US
N
2
2023-01-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202DSQ5
21244.14000000
PA
USD
24216.66000000
0.003000647430
Long
ABS-MBS
USGA
US
N
2
2032-04-20
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3138EGG57
371.64000000
PA
USD
374.62000000
0.000046418562
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Variable
2.15700120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3620AVRB0
110118.18000000
PA
USD
124361.95000000
0.015409489408
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202ECA5
178560.05000000
PA
USD
209574.46000000
0.025968034608
Long
ABS-MBS
USGA
US
N
2
2035-01-20
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36206YRK9
558.28000000
PA
USD
564.15000000
0.000069902920
Long
ABS-MBS
USGA
US
N
2
2026-06-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203Q3H2
2267.32000000
PA
USD
2527.75000000
0.000313209441
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179WDS4
12378992.45000000
PA
USD
12977935.27000000
1.608075107263
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
3.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FQ66
578936.36000000
PA
USD
634929.64000000
0.078673111531
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31401DK75
4107.32000000
PA
USD
4087.75000000
0.000506506534
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Variable
2.39299920
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179VXY1
5906400.87000000
PA
USD
6116536.79000000
0.757890246023
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31402VUR9
24097.25000000
PA
USD
27446.94000000
0.003400906235
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
313986RH6
45.02000000
PA
USD
50.44000000
0.000006249939
Long
ABS-MBS
USGSE
US
N
2
2023-12-01
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36201MSC7
93424.86000000
PA
USD
106931.48000000
0.013249707876
Long
ABS-MBS
USGA
US
N
2
2032-11-15
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36241KQZ4
44284.52000000
PA
USD
52065.34000000
0.006451332624
Long
ABS-MBS
USGA
US
N
2
2038-02-15
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36202SFH6
25927.85000000
PA
USD
29515.90000000
0.003657267744
Long
ABS-MBS
USGA
US
N
2
2033-03-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31387UEC1
6346.03000000
PA
USD
6362.72000000
0.000788394412
Long
ABS-MBS
USGSE
US
N
2
2025-06-01
Variable
3.30900120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31376KBG0
27994.21000000
PA
USD
32335.72000000
0.004006667110
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36183CAT3
7059.71000000
PA
USD
7575.62000000
0.000938682902
Long
ABS-MBS
USGA
US
N
2
2044-09-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3620ADMM1
417690.63000000
PA
USD
469255.34000000
0.058144675212
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204YGB3
1229.06000000
PA
USD
1369.61000000
0.000169706174
Long
ABS-MBS
USGA
US
N
2
2024-04-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31384V7L0
3707.79000000
PA
USD
3759.62000000
0.000465848473
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Variable
1.51800120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406AGW6
318278.40000000
PA
USD
325301.28000000
0.040307558933
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Variable
2.33100000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31407FUH1
9498.01000000
PA
USD
10689.72000000
0.001324546029
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202DXU0
1599.35000000
PA
USD
1872.19000000
0.000231980054
Long
ABS-MBS
USGA
US
N
2
2033-05-20
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31401B6R1
36178.35000000
PA
USD
36185.70000000
0.004483711946
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Variable
2.30299920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31379XVA0
4608.86000000
PA
USD
4625.89000000
0.000573186597
Long
ABS-MBS
USGSE
US
N
2
2027-03-01
Variable
3.76999920
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202EG45
758493.03000000
PA
USD
890286.52000000
0.110313972242
Long
ABS-MBS
USGA
US
N
2
2036-02-20
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36206HDB1
108.32500000
PA
USD
120.82000000
0.000014970612
Long
ABS-MBS
USGA
US
N
2
2029-02-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31389HWK0
3151.32000000
PA
USD
3149.05000000
0.000390193725
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Variable
2.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36225BLF3
33783.07000000
PA
USD
38820.69000000
0.004810209323
Long
ABS-MBS
USGA
US
N
2
2030-12-15
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31288CT76
15431.57000000
PA
USD
17325.31000000
0.002146751324
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31411RTJ7
9484.71000000
PA
USD
9927.45000000
0.001230094378
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Variable
1.90800000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36225BVS4
29217.38000000
PA
USD
34374.13000000
0.004259243218
Long
ABS-MBS
USGA
US
N
2
2032-11-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204TEB6
1049.87000000
PA
USD
1175.15000000
0.000145610948
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204GY22
2342.49000000
PA
USD
2622.02000000
0.000324890285
Long
ABS-MBS
USGA
US
N
2
2023-12-15
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31409GSP2
2503.78000000
PA
USD
2511.61000000
0.000311209559
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Variable
1.99699920
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31293P2G9
2547.90000000
PA
USD
2854.20000000
0.000353659336
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410GJV6
8282.28000000
PA
USD
8336.34000000
0.001032942495
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Variable
2.37999960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179VXX3
5984675.53000000
PA
USD
6101339.24000000
0.756007142021
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36201AVJ4
7191.90200000
PA
USD
8108.17000000
0.001004670317
Long
ABS-MBS
USGA
US
N
2
2032-07-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FZY5
289841.61000000
PA
USD
317908.29000000
0.039391505421
Long
ABS-MBS
USGA
US
N
2
2041-12-20
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179MQP8
2993394.39000000
PA
USD
3211215.20000000
0.397896515875
Long
ABS-MBS
USGA
US
N
2
2042-10-20
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224E5X7
347.78000000
PA
USD
349.10000000
0.000043256420
Long
ABS-MBS
USGA
US
N
2
2022-04-15
Fixed
8.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31287SFS1
8977.75000000
PA
USD
10078.83000000
0.001248851631
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36202XEG8
47605.12000000
PA
USD
55486.48000000
0.006875240584
Long
ABS-MBS
USGA
US
N
2
2033-08-15
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36208UCG0
4762.14000000
PA
USD
4974.30000000
0.000616357520
Long
ABS-MBS
USGA
US
N
2
2027-11-15
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36184CSA4
108665.32000000
PA
USD
120665.07000000
0.014951414947
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204HKS8
21664.26000000
PA
USD
24149.73000000
0.002992354242
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36296SQU2
45645.20000000
PA
USD
50663.74000000
0.006277662620
Long
ABS-MBS
USGA
US
N
2
2040-05-15
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36295QMW7
57680.28000000
PA
USD
67002.60000000
0.008302184510
Long
ABS-MBS
USGA
US
N
2
2038-09-15
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203KAV6
797.93000000
PA
USD
810.81000000
0.000100466164
Long
ABS-MBS
USGA
US
N
2
2023-07-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31404RPH4
4612.79000000
PA
USD
4659.41000000
0.000577340006
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Variable
2.13599880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31408B4W5
7413.76000000
PA
USD
7477.41000000
0.000926513858
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Variable
1.78800120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36198RH41
112133.95000000
PA
USD
124471.29000000
0.015423037552
Long
ABS-MBS
USGA
US
N
2
2044-10-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202EBF5
134995.00000000
PA
USD
158092.29000000
0.019588961642
Long
ABS-MBS
USGA
US
N
2
2034-11-20
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31417K2C0
1070.57000000
PA
USD
1104.14000000
0.000136812213
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Variable
2.35900080
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31349URQ3
172773.30000000
PA
USD
173269.91000000
0.021469596150
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Variable
2.31000120
N
Y
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36209HMJ1
22081.73000000
PA
USD
24621.37000000
0.003050794396
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31406P2C2
19083.06000000
PA
USD
21267.61000000
0.002635235383
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FVG8
1646436.25000000
PA
USD
1821902.59000000
0.225749022620
Long
ABS-MBS
USGA
US
N
2
2041-07-20
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3620ARFJ5
202147.40000000
PA
USD
229897.17000000
0.028486188951
Long
ABS-MBS
USGA
US
N
2
2040-03-15
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36206VM53
2327.45000000
PA
USD
2595.37000000
0.000321588126
Long
ABS-MBS
USGA
US
N
2
2026-04-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31401PEL4
4896.52000000
PA
USD
4946.50000000
0.000612912867
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Variable
1.79499960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203YQB3
5390.19000000
PA
USD
5410.80000000
0.000670443534
Long
ABS-MBS
USGA
US
N
2
2023-08-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202EDQ9
84420.32000000
PA
USD
99085.22000000
0.012277490406
Long
ABS-MBS
USGA
US
N
2
2035-05-20
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36200KD53
17127.81000000
PA
USD
19191.41000000
0.002377976777
Long
ABS-MBS
USGA
US
N
2
2034-03-15
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31292SBG4
36050.26000000
PA
USD
38873.85000000
0.004816796293
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203PAK9
1663.04000000
PA
USD
1861.49000000
0.000230654234
Long
ABS-MBS
USGA
US
N
2
2023-12-15
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31298MUU9
22115.78000000
PA
USD
24801.43000000
0.003073105342
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31406PZU6
78531.13000000
PA
USD
88097.22000000
0.010915984981
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31415VYD1
1953881.77000000
PA
USD
2066645.68000000
0.256074745666
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Variable
2.15700120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31293QY49
2444.88000000
PA
USD
2739.27000000
0.000339418544
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36205GEP2
1731.71000000
PA
USD
1930.50000000
0.000239205153
Long
ABS-MBS
USGA
US
N
2
2024-03-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31418D2M3
16178000.00000000
PA
USD
16753617.93000000
2.075913879160
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410FWR2
51090.60000000
PA
USD
54047.11000000
0.006696890560
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Variable
2.25000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203LFC1
2574.03000000
PA
USD
2666.64000000
0.000330419077
Long
ABS-MBS
USGA
US
N
2
2023-06-15
Fixed
7.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAE1
8500000.00000000
PA
USD
7920273.48000000
0.981388361163
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.62500000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3138EH6Z0
1363191.80000000
PA
USD
1429575.25000000
0.177136372285
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Variable
1.79700120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31385Y2E4
31830.72000000
PA
USD
33082.86000000
0.004099244027
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Variable
1.51800120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203BJ54
538.89000000
PA
USD
549.49000000
0.000068086423
Long
ABS-MBS
USGA
US
N
2
2022-12-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31409T6V5
179173.00000000
PA
USD
203014.88000000
0.025155247590
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3620ASD71
72025.95000000
PA
USD
82469.79000000
0.010218699172
Long
ABS-MBS
USGA
US
N
2
2041-04-15
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204EVS3
1025.24000000
PA
USD
1142.48000000
0.000141562861
Long
ABS-MBS
USGA
US
N
2
2023-10-15
Fixed
6.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31283HJU0
16171.67000000
PA
USD
18060.21000000
0.002237811603
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36223WAE4
493.56000000
PA
USD
496.95000000
0.000061576276
Long
ABS-MBS
USGA
US
N
2
2023-10-15
Fixed
7.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Pool, 30 Year
3133KKVH9
5786716.92000000
PA
USD
6003792.82000000
0.743920321850
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36210ETV1
3403.38000000
PA
USD
3817.31000000
0.000472996748
Long
ABS-MBS
USGA
US
N
2
2029-03-15
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36194GLS1
5954.11000000
PA
USD
6386.95000000
0.000791396712
Long
ABS-MBS
USGA
US
N
2
2046-07-15
Fixed
4.00000000
N
N
N
N
N
N
United States International Development Finance Corp.
254900QI8QTIK0FY6E92
United States International Development Finance Corp.
690353TK3
1507500.00000000
PA
USD
1704693.38000000
0.211225817733
Long
DBT
UST
US
N
2
2030-05-15
Fixed
4.01000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402RH77
39291.72000000
PA
USD
40477.78000000
0.005015536682
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Variable
1.31799960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203AE51
186.23000000
PA
USD
186.97000000
0.000023167152
Long
ABS-MBS
USGA
US
N
2
2023-01-15
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36223GXU8
2458.92000000
PA
USD
2467.49000000
0.000305742721
Long
ABS-MBS
USGA
US
N
2
2022-03-15
Fixed
8.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36210LZY2
4814.28000000
PA
USD
5369.46000000
0.000665321161
Long
ABS-MBS
USGA
US
N
2
2029-01-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402JVC8
6194.61000000
PA
USD
6181.39000000
0.000765926103
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Variable
2.52399960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31400QYE7
31715.36000000
PA
USD
31828.42000000
0.003943808382
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Variable
1.87800120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202DL90
1549.42000000
PA
USD
1755.56000000
0.000217528618
Long
ABS-MBS
USGA
US
N
2
2031-03-20
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31400L6P4
409.47600000
PA
USD
410.48000000
0.000050861917
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Variable
2.43200160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36205BYZ9
2148.63000000
PA
USD
2394.50000000
0.000296698647
Long
ABS-MBS
USGA
US
N
2
2024-05-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403DK24
15823.25000000
PA
USD
16059.52000000
0.001989909319
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Variable
2.28700080
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203CET5
800.46000000
PA
USD
829.25000000
0.000102751035
Long
ABS-MBS
USGA
US
N
2
2023-06-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204NEL7
2575.03000000
PA
USD
2870.50000000
0.000355679042
Long
ABS-MBS
USGA
US
N
2
2023-10-15
Fixed
6.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828D56
22000000.00000000
PA
USD
23295507.84000000
2.886508946855
Long
DBT
UST
US
N
2
2024-08-15
Fixed
2.37500000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31298PVR8
12992.18000000
PA
USD
13867.80000000
0.001718336816
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31385W6E4
4241.90000000
PA
USD
4249.22000000
0.000526514022
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Variable
2.33700120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31293PLU7
1509.69000000
PA
USD
1691.18000000
0.000209551396
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202EBV0
201309.15800000
PA
USD
236370.63000000
0.029288304979
Long
ABS-MBS
USGA
US
N
2
2034-12-20
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31370BF72
11709.96000000
PA
USD
11746.87000000
0.001455535787
Long
ABS-MBS
USGSE
US
N
2
2023-07-01
Variable
2.34299880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31408BQ50
2229.96000000
PA
USD
2234.19000000
0.000276834893
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Variable
2.11200120
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 15 Year
3128PRDW6
40523.07000000
PA
USD
42519.35000000
0.005268504341
Long
ABS-MBS
USGSE
US
N
2
2025-03-01
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31405RXD3
137348.94000000
PA
USD
138294.33000000
0.017135828228
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Variable
2.12500080
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FDB9
334746.83000000
PA
USD
370409.90000000
0.045896895560
Long
ABS-MBS
USGA
US
N
2
2039-12-20
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36201GBJ3
69195.67000000
PA
USD
78002.36000000
0.009665147098
Long
ABS-MBS
USGA
US
N
2
2032-02-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36223VCF1
91.88000000
PA
USD
92.02000000
0.000011402050
Long
ABS-MBS
USGA
US
N
2
2022-01-15
Fixed
8.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224QZK5
994.15000000
PA
USD
998.17000000
0.000123681640
Long
ABS-MBS
USGA
US
N
2
2023-03-15
Fixed
8.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31416CAK2
4257.81000000
PA
USD
4288.10000000
0.000531331581
Long
ABS-MBS
USGSE
US
N
2
2038-12-01
Variable
1.95900120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179QGF2
1397258.14000000
PA
USD
1583551.54000000
0.196215326981
Long
ABS-MBS
USGA
US
N
2
2044-06-20
Fixed
5.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31298EZN8
26123.54000000
PA
USD
29290.40000000
0.003629326402
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203XJ80
1367.80000000
PA
USD
1524.82000000
0.000188937996
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31374FVA4
744.92000000
PA
USD
746.34000000
0.000092477790
Long
ABS-MBS
USGSE
US
N
2
2026-01-01
Variable
2.21000040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36213LJB7
6041.61000000
PA
USD
6778.85000000
0.000839956411
Long
ABS-MBS
USGA
US
N
2
2031-05-15
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224QDM5
493.49000000
PA
USD
495.28000000
0.000061369349
Long
ABS-MBS
USGA
US
N
2
2022-11-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403HNX4
52772.82000000
PA
USD
55813.54000000
0.006915766064
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Variable
2.30000040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 15 Year
31418MWY4
194913.57000000
PA
USD
202317.21000000
0.025068800421
Long
ABS-MBS
USGSE
US
N
2
2025-01-01
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31408GJF5
2167.02000000
PA
USD
2297.66000000
0.000284699358
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Variable
2.21799960
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128282R0
31040000.00000000
PA
USD
33204312.42000000
4.114293001586
Long
DBT
UST
US
N
2
2027-08-15
Fixed
2.25000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
313625FB6
330.66000000
PA
USD
329.04000000
0.000040770817
Long
ABS-MBS
USGSE
US
N
2
2026-11-01
Variable
1.62699840
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202C3X9
115.50000000
PA
USD
130.80000000
0.000016207217
Long
ABS-MBS
USGA
US
N
2
2028-07-20
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31391BEP8
4404.00000000
PA
USD
4417.76000000
0.000547397543
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Variable
2.23099920
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36201BBQ8
8404.93000000
PA
USD
9403.42000000
0.001165162663
Long
ABS-MBS
USGA
US
N
2
2032-02-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36185B7E0
140676.73000000
PA
USD
155619.23000000
0.019282528751
Long
ABS-MBS
USGA
US
N
2
2045-08-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3620AFYB7
95515.37000000
PA
USD
107868.29000000
0.013365786498
Long
ABS-MBS
USGA
US
N
2
2039-11-15
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403C7L9
5658.67000000
PA
USD
5888.45000000
0.000729628378
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Variable
1.74099960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36297FRG9
149961.58000000
PA
USD
170545.30000000
0.021131994102
Long
ABS-MBS
USGA
US
N
2
2039-07-15
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36213AC85
55284.78000000
PA
USD
62028.52000000
0.007685854250
Long
ABS-MBS
USGA
US
N
2
2032-10-15
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128QTEQ3
924268.61000000
PA
USD
940240.57000000
0.116503698315
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Variable
2.03500080
N
Y
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202DLU3
2823.56000000
PA
USD
3236.48000000
0.000401027036
Long
ABS-MBS
USGA
US
N
2
2031-02-20
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31404VDY1
15169.96000000
PA
USD
15290.54000000
0.001894626243
Long
ABS-MBS
USGSE
US
N
2
2034-06-01
Variable
1.85500080
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31389MSA6
33210.97000000
PA
USD
33029.84000000
0.004092674404
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Variable
2.39500080
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36290V7K4
76076.71000000
PA
USD
85218.09000000
0.010559236609
Long
ABS-MBS
USGA
US
N
2
2033-11-15
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224BLV9
412.00000000
PA
USD
413.63000000
0.000051252228
Long
ABS-MBS
USGA
US
N
2
2022-11-15
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31385HSE3
1033.41000000
PA
USD
1036.07000000
0.000128377769
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Variable
2.36099880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31388XVV3
17072.28000000
PA
USD
17516.40000000
0.002170428979
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Variable
1.63299960
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31292HZK3
86183.94000000
PA
USD
102373.63000000
0.012684952006
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31413MUF2
1821.19000000
PA
USD
1843.34000000
0.000228405297
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Variable
1.97300160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202DQA2
17765.78000000
PA
USD
20130.20000000
0.002494300738
Long
ABS-MBS
USGA
US
N
2
2031-10-20
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31413FKS0
16264.88000000
PA
USD
16395.16000000
0.002031497932
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Variable
1.58900040
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RQ3
6000000.00000000
PA
USD
6501562.50000000
0.805598163117
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31288JZA7
78610.53000000
PA
USD
88224.28000000
0.010931728782
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36291GTF3
21125.97000000
PA
USD
23597.85000000
0.002923971678
Long
ABS-MBS
USGA
US
N
2
2034-02-15
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36182R5E0
16098.22000000
PA
USD
17287.65000000
0.002142084934
Long
ABS-MBS
USGA
US
N
2
2044-08-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202D2F7
31721.53000000
PA
USD
37167.75000000
0.004605396183
Long
ABS-MBS
USGA
US
N
2
2033-11-20
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31283HR80
125226.09000000
PA
USD
143774.63000000
0.017814883396
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
8.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36223L4S4
955.99000000
PA
USD
959.45000000
0.000118883907
Long
ABS-MBS
USGA
US
N
2
2022-04-15
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36183W5H1
367411.78000000
PA
USD
408023.64000000
0.050557553648
Long
ABS-MBS
USGA
US
N
2
2045-01-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36201F5K9
5894.61000000
PA
USD
6568.68000000
0.000813914584
Long
ABS-MBS
USGA
US
N
2
2032-09-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202DZX2
95765.28000000
PA
USD
107924.40000000
0.013372738998
Long
ABS-MBS
USGA
US
N
2
2033-10-20
Fixed
5.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36225BSB5
20688.67000000
PA
USD
23904.83000000
0.002962009076
Long
ABS-MBS
USGA
US
N
2
2032-03-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31404EQE9
44022.67000000
PA
USD
43853.60000000
0.005433829115
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Variable
2.03000040
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Inflation Linked Notes
912828WU0
13750000.00000000
PA
USD
16633858.69000000
2.061074704152
Long
DBT
UST
US
N
2
2024-07-15
Fixed
0.12500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203SL21
7485.13000000
PA
USD
8341.07000000
0.001033528581
Long
ABS-MBS
USGA
US
N
2
2024-03-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224TM98
25.35000000
PA
USD
25.44000000
0.000003152229
Long
ABS-MBS
USGA
US
N
2
2022-11-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31419JH84
108739.15000000
PA
USD
119587.34000000
0.014817875154
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CKL6
10892.90000000
PA
USD
11949.59000000
0.001480654497
Long
ABS-MBS
USGA
US
N
2
2025-10-20
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36207VNV4
1564.80000000
PA
USD
1571.63000000
0.000194738148
Long
ABS-MBS
USGA
US
N
2
2027-02-15
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203TSG1
1343.12000000
PA
USD
1362.41000000
0.000168814034
Long
ABS-MBS
USGA
US
N
2
2023-07-15
Fixed
8.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36183HMP7
37250.67000000
PA
USD
40777.01000000
0.005052613791
Long
ABS-MBS
USGA
US
N
2
2044-11-15
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31391TX94
13200.71000000
PA
USD
13242.13000000
0.001640811051
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Variable
2.08599840
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31374ACY4
4590.22000000
PA
USD
4610.51000000
0.000571280886
Long
ABS-MBS
USGSE
US
N
2
2025-03-01
Variable
2.36999880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36295DLW7
30161.40000000
PA
USD
33641.35000000
0.004168445625
Long
ABS-MBS
USGA
US
N
2
2037-05-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36201XBL1
20036.44000000
PA
USD
22646.83000000
0.002806132317
Long
ABS-MBS
USGA
US
N
2
2033-03-15
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224DFX8
488.94000000
PA
USD
500.47000000
0.000062012433
Long
ABS-MBS
USGA
US
N
2
2022-08-15
Fixed
8.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202EEU9
391332.29000000
PA
USD
441032.72000000
0.054647655714
Long
ABS-MBS
USGA
US
N
2
2035-08-20
Fixed
5.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224LU54
13.97000000
PA
USD
13.99000000
0.000001733478
Long
ABS-MBS
USGA
US
N
2
2022-09-15
Fixed
8.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202DSR3
27375.23000000
PA
USD
32432.78000000
0.004018693659
Long
ABS-MBS
USGA
US
N
2
2032-04-20
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36212VSJ9
61555.30000000
PA
USD
69038.58000000
0.008554459521
Long
ABS-MBS
USGA
US
N
2
2034-03-15
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31378EPF9
22974.75000000
PA
USD
23052.39000000
0.002856384605
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Variable
2.57400000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202CQX4
2323.97000000
PA
USD
2587.57000000
0.000320621641
Long
ABS-MBS
USGA
US
N
2
2026-08-20
Fixed
8.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36225BGD4
6944.63000000
PA
USD
7922.50000000
0.000981664245
Long
ABS-MBS
USGA
US
N
2
2028-12-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402GVQ3
8531.94000000
PA
USD
8574.02000000
0.001062393042
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Variable
2.13699960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224TYL8
41.98000000
PA
USD
42.10000000
0.000005216543
Long
ABS-MBS
USGA
US
N
2
2022-12-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36296YDQ2
12355.52000000
PA
USD
13719.76000000
0.001699993417
Long
ABS-MBS
USGA
US
N
2
2044-08-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204ELL9
8197.78000000
PA
USD
9135.22000000
0.001131930432
Long
ABS-MBS
USGA
US
N
2
2024-02-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36185EHH6
1335.67000000
PA
USD
1477.42000000
0.000183064738
Long
ABS-MBS
USGA
US
N
2
2045-06-15
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402QZ46
2767.64000000
PA
USD
2919.78000000
0.000361785248
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Variable
2.01600000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Pool, 30 Year
3132AD3M8
4173512.57000000
PA
USD
4611666.12000000
0.571424139225
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203KBE3
280.76000000
PA
USD
283.73000000
0.000035156528
Long
ABS-MBS
USGA
US
N
2
2023-07-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202D6V8
175518.59000000
PA
USD
205458.16000000
0.025457990489
Long
ABS-MBS
USGA
US
N
2
2034-07-20
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31374VCS1
17771.44000000
PA
USD
17810.97000000
0.002206928675
Long
ABS-MBS
USGSE
US
N
2
2025-10-01
Variable
2.72300040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36213JQJ7
83058.35000000
PA
USD
93294.01000000
0.011559910880
Long
ABS-MBS
USGA
US
N
2
2031-08-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31384VQU9
1414.88000000
PA
USD
1416.16000000
0.000175474110
Long
ABS-MBS
USGSE
US
N
2
2030-01-01
Variable
2.27700000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202EH51
53069.09000000
PA
USD
62132.58000000
0.007698748157
Long
ABS-MBS
USGA
US
N
2
2036-05-20
Fixed
6.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3128KSCM2
111862.60000000
PA
USD
126654.99000000
0.015693616310
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31401CTE3
4178.53000000
PA
USD
4212.90000000
0.000522013670
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Variable
1.80900000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202DM57
42363.64000000
PA
USD
49408.86000000
0.006122172455
Long
ABS-MBS
USGA
US
N
2
2031-05-20
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31368HKP7
211.54000000
PA
USD
241.12000000
0.000029876791
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31409EW72
446824.26000000
PA
USD
527040.25000000
0.065304710565
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36292GHS7
100088.80000000
PA
USD
116810.63000000
0.014473817480
Long
ABS-MBS
USGA
US
N
2
2035-10-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403N6X0
15343.13000000
PA
USD
15433.44000000
0.001912332753
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Variable
1.96499880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31368HC68
392.66000000
PA
USD
393.40000000
0.000048745561
Long
ABS-MBS
USGSE
US
N
2
2023-10-01
Variable
2.62500120
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203BJ70
462.20000000
PA
USD
467.15000000
0.000057883805
Long
ABS-MBS
USGA
US
N
2
2022-12-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203MJE1
1256.27000000
PA
USD
1406.18000000
0.000174237504
Long
ABS-MBS
USGA
US
N
2
2023-11-15
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224FU99
1652.94000000
PA
USD
1668.47000000
0.000206737436
Long
ABS-MBS
USGA
US
N
2
2022-10-15
Fixed
7.00000000
N
N
N
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC Pool, 30 Year
3133KKL98
2443792.64000000
PA
USD
2475195.91000000
0.306697548235
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31406DEC6
188607.58000000
PA
USD
212799.60000000
0.026367656524
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202DRH6
16609.75000000
PA
USD
19553.10000000
0.002422793204
Long
ABS-MBS
USGA
US
N
2
2032-01-20
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31407GCW6
2881.07000000
PA
USD
3085.59000000
0.000382330499
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Variable
2.55700080
N
N
N
N
N
N
Reliance Industries Ltd.
5493003UOETFYRONLG31
Reliance Industries Ltd.
759470AU1
3125000.00000000
PA
USD
3230434.66000000
0.400277968283
Long
DBT
CORP
IN
N
2
2026-01-15
Fixed
2.06000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
31300MEQ2
3283163.42000000
PA
USD
3491688.42000000
0.432649501920
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Variable
2.23300080
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402MNK2
31688.32000000
PA
USD
31932.14000000
0.003956660161
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Variable
2.37099960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31387URF0
1691.86000000
PA
USD
1691.30000000
0.000209566265
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Variable
2.54000160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202AYU5
422.77000000
PA
USD
427.91000000
0.000053021640
Long
ABS-MBS
USGA
US
N
2
2023-01-20
Fixed
7.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36183X2E9
20491.96000000
PA
USD
22054.89000000
0.002732785983
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36241KXC7
105972.32000000
PA
USD
126079.86000000
0.015622352876
Long
ABS-MBS
USGA
US
N
2
2038-11-15
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36183J3M1
25824.74000000
PA
USD
28068.08000000
0.003477870694
Long
ABS-MBS
USGA
US
N
2
2044-12-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203AVW3
494.42000000
PA
USD
550.96000000
0.000068268568
Long
ABS-MBS
USGA
US
N
2
2023-07-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202BU29
99.75000000
PA
USD
110.22000000
0.000013657183
Long
ABS-MBS
USGA
US
N
2
2023-12-20
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
3138ABEP0
1153338.68000000
PA
USD
1290814.62000000
0.159942765573
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
31404CH37
536632.69000000
PA
USD
582346.12000000
0.072157572056
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36185CBJ2
42360.14000000
PA
USD
46508.63000000
0.005762809616
Long
ABS-MBS
USGA
US
N
2
2045-08-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36192SU65
60495.26000000
PA
USD
66812.50000000
0.008278629525
Long
ABS-MBS
USGA
US
N
2
2046-02-15
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31413B3Q2
2340.68000000
PA
USD
2356.76000000
0.000292022344
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Variable
1.95999840
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36209MCG7
3860.98000000
PA
USD
4303.41000000
0.000533228618
Long
ABS-MBS
USGA
US
N
2
2028-12-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36205BUS9
373.30000000
PA
USD
403.54000000
0.000050001993
Long
ABS-MBS
USGA
US
N
2
2024-09-15
Fixed
8.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31391SSV3
4001.78000000
PA
USD
4022.80000000
0.000498458684
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Variable
2.12500080
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203CYU0
2538.87000000
PA
USD
2830.32000000
0.000350700403
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402CRN4
14853.81000000
PA
USD
14935.91000000
0.001850684610
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Variable
2.42100000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31389R4T0
16158.15000000
PA
USD
16084.57000000
0.001993013225
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Variable
2.50499880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31400QTZ6
4371.82000000
PA
USD
4387.25000000
0.000543617098
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Variable
1.89500040
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31403JD78
22873.98000000
PA
USD
25515.77000000
0.003161618063
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31411JZY5
91990.54000000
PA
USD
109048.19000000
0.013511986011
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31387A3P8
18663.96000000
PA
USD
18749.77000000
0.002323253874
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Variable
2.01899880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
362194AW2
3861.01000000
PA
USD
3875.15000000
0.000480163610
Long
ABS-MBS
USGA
US
N
2
2023-01-15
Fixed
7.00000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBT8
1316000.00000000
PA
USD
1366004.68000000
0.169259445097
Long
DBT
NUSS
MX
N
2
2025-04-15
Fixed
2.37800000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31292GDZ6
333.79000000
PA
USD
341.19000000
0.000042276304
Long
ABS-MBS
USGSE
US
N
2
2022-05-01
Fixed
8.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31389AZX4
16095.00000000
PA
USD
16423.91000000
0.002035060299
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Variable
1.59300000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36205TFQ1
1910.22000000
PA
USD
1930.34000000
0.000239185327
Long
ABS-MBS
USGA
US
N
2
2026-02-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31404UDP2
54751.43000000
PA
USD
58508.08000000
0.007249642186
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Variable
2.16000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31384LJ39
3724.83000000
PA
USD
3720.28000000
0.000460973917
Long
ABS-MBS
USGSE
US
N
2
2029-02-01
Variable
2.35299960
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FPF7
1180841.57000000
PA
USD
1289796.71000000
0.159816637980
Long
ABS-MBS
USGA
US
N
2
2041-01-20
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224ARD5
745.82000000
PA
USD
751.25000000
0.000093086180
Long
ABS-MBS
USGA
US
N
2
2022-02-15
Fixed
8.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410N6D5
3010.71000000
PA
USD
3062.89000000
0.000379517778
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Variable
2.52000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31409T6U7
55881.20000000
PA
USD
62664.57000000
0.007764666183
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36224U5A1
897.10000000
PA
USD
907.10000000
0.000112397303
Long
ABS-MBS
USGA
US
N
2
2023-01-15
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31379MDM8
6568.62000000
PA
USD
6567.70000000
0.000813793154
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Variable
2.45000160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36212J2Y1
52652.62000000
PA
USD
58927.33000000
0.007301590779
Long
ABS-MBS
USGA
US
N
2
2033-03-15
Fixed
5.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31287UWF5
7374.57000000
PA
USD
8260.98000000
0.001023604758
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FX92
568510.43000000
PA
USD
629100.50000000
0.077950832160
Long
ABS-MBS
USGA
US
N
2
2041-10-20
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204VR27
2556.96000000
PA
USD
2568.07000000
0.000318205427
Long
ABS-MBS
USGA
US
N
2
2024-12-15
Fixed
8.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
3138A8RD0
697149.73000000
PA
USD
762229.08000000
0.094446580606
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179N2L1
1178629.06000000
PA
USD
1304176.33000000
0.161598393590
Long
ABS-MBS
USGA
US
N
2
2044-02-20
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203DEV8
456.46000000
PA
USD
458.18000000
0.000056772347
Long
ABS-MBS
USGA
US
N
2
2023-10-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31371MDT1
19358.96000000
PA
USD
22446.56000000
0.002781317184
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204RYL6
2491.63000000
PA
USD
2788.96000000
0.000345575552
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36225BNQ7
22382.92000000
PA
USD
26169.09000000
0.003242569895
Long
ABS-MBS
USGA
US
N
2
2031-06-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202D2D2
214586.64000000
PA
USD
242003.35000000
0.029986246264
Long
ABS-MBS
USGA
US
N
2
2033-11-20
Fixed
5.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203QF30
95.77000000
PA
USD
96.17000000
0.000011916270
Long
ABS-MBS
USGA
US
N
2
2023-04-15
Fixed
7.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402DSD3
4445.29000000
PA
USD
4464.30000000
0.000553164240
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Variable
2.06100000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36202T7B6
47914.28000000
PA
USD
55740.55000000
0.006906721990
Long
ABS-MBS
USGA
US
N
2
2033-04-15
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36182XU74
85580.73000000
PA
USD
94996.48000000
0.011770861203
Long
ABS-MBS
USGA
US
N
2
2044-11-15
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31385KCD5
2107.65000000
PA
USD
2111.12000000
0.000261585487
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Variable
2.41700040
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36176WVP3
52881.05000000
PA
USD
58499.54000000
0.007248584008
Long
ABS-MBS
USGA
US
N
2
2045-05-15
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 20 Year
3128P7SY0
1643426.83000000
PA
USD
1771027.57000000
0.219445180634
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31401BG66
13643.01000000
PA
USD
13695.31000000
0.001696963857
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Variable
2.27999880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FSE7
217866.77000000
PA
USD
241083.94000000
0.029872323648
Long
ABS-MBS
USGA
US
N
2
2041-04-20
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FQ74
510905.31000000
PA
USD
565350.22000000
0.070051637394
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204NU88
1070.98000000
PA
USD
1193.45000000
0.000147878471
Long
ABS-MBS
USGA
US
N
2
2024-02-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36295HF54
757483.86000000
PA
USD
850265.03000000
0.105354973720
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31400FDQ7
3900.10000000
PA
USD
3939.49000000
0.000488135876
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Variable
2.34000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31385HN32
9322.52000000
PA
USD
10047.52000000
0.001244972059
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Variable
4.00899960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
3138APCG1
1352482.81000000
PA
USD
1477959.96000000
0.183131643960
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36206GQZ6
28187.12000000
PA
USD
33165.51000000
0.004109485056
Long
ABS-MBS
USGA
US
N
2
2038-08-15
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36290UP42
134160.98000000
PA
USD
150423.77000000
0.018638767650
Long
ABS-MBS
USGA
US
N
2
2040-05-15
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31387UEK3
898.25000000
PA
USD
898.77000000
0.000111365146
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Variable
2.78300160
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3620ARLM1
17838.12000000
PA
USD
19800.21000000
0.002453412207
Long
ABS-MBS
USGA
US
N
2
2040-10-15
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, Other
3138L9Y97
2370435.30000000
PA
USD
2528430.03000000
0.313293702512
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
2.64000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31409DSH7
39690.55000000
PA
USD
39603.99000000
0.004907266767
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Variable
2.61200160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31296MQV4
72403.45000000
PA
USD
79700.97000000
0.009875619134
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
5.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3620ASEH8
196323.05000000
PA
USD
224540.37000000
0.027822436470
Long
ABS-MBS
USGA
US
N
2
2041-04-15
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FUF1
1522957.77000000
PA
USD
1685262.44000000
0.208818161178
Long
ABS-MBS
USGA
US
N
2
2041-06-20
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31390S3K5
12066.32000000
PA
USD
12153.74000000
0.001505950395
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Variable
1.60499880
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC
3128S5LY8
669553.66000000
PA
USD
694535.72000000
0.086058805133
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Variable
2.12199840
N
Y
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402DG61
5490.37000000
PA
USD
5544.67000000
0.000687031150
Long
ABS-MBS
USGSE
US
N
2
2034-06-01
Variable
1.99199880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31385YCE3
6025.01000000
PA
USD
6071.41000000
0.000752298657
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Variable
1.51800120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
3138EJTV0
2374065.19000000
PA
USD
2503079.18000000
0.310152519420
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Variable
2.01200040
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3132GLJE5
1241807.65000000
PA
USD
1360539.70000000
0.168582288206
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 15 Year
3128PRDB2
331445.77000000
PA
USD
348633.17000000
0.043198575935
Long
ABS-MBS
USGSE
US
N
2
2025-04-01
Fixed
4.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31410F7G4
740.19000000
PA
USD
747.89000000
0.000092669848
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Variable
2.25399960
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31403HPH7
55408.23000000
PA
USD
63529.74000000
0.007871868008
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31378EN53
26495.28000000
PA
USD
26596.26000000
0.003295499843
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Variable
2.54499840
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204YGJ6
409.37000000
PA
USD
456.18000000
0.000056524530
Long
ABS-MBS
USGA
US
N
2
2024-05-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203LGX4
471.36000000
PA
USD
473.14000000
0.000058626017
Long
ABS-MBS
USGA
US
N
2
2023-04-15
Fixed
7.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403GWC2
1944.28000000
PA
USD
2021.16000000
0.000250438688
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Variable
1.80000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179NF78
2925687.45000000
PA
USD
3142085.63000000
0.389330781928
Long
ABS-MBS
USGA
US
N
2
2043-06-20
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406RGS8
3507.26000000
PA
USD
3546.49000000
0.000439439877
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Variable
1.78800120
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31403BM83
34424.14000000
PA
USD
34866.49000000
0.004320250754
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Variable
1.98299880
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31418WPP9
231616.77000000
PA
USD
257576.30000000
0.031915865477
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.50000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
31283H6F7
8417.86000000
PA
USD
9764.07000000
0.001209850225
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36198QTS7
41089.88000000
PA
USD
45484.54000000
0.005635916270
Long
ABS-MBS
USGA
US
N
2
2044-08-15
Fixed
4.00000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
312942KX2
759411.86000000
PA
USD
847912.03000000
0.105063417271
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36291JGP9
13563.06000000
PA
USD
15331.82000000
0.001899741182
Long
ABS-MBS
USGA
US
N
2
2034-04-15
Fixed
5.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31400Q5R0
1645.27000000
PA
USD
1647.79000000
0.000204175011
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Variable
2.00999880
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36200NGX3
26772.28000000
PA
USD
26964.19000000
0.003341089458
Long
ABS-MBS
USGA
US
N
2
2034-04-20
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
3620A3ZQ0
745336.28000000
PA
USD
842155.66000000
0.104350154713
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202DNL1
12209.12000000
PA
USD
14309.18000000
0.001773027502
Long
ABS-MBS
USGA
US
N
2
2031-06-20
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179NDR6
6341876.23000000
PA
USD
6808599.76000000
0.843642656677
Long
ABS-MBS
USGA
US
N
2
2043-05-20
Fixed
3.50000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31402XT63
376.90000000
PA
USD
377.14000000
0.000046730811
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Variable
2.40500160
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC Gold Pools, 30 Year
3132GFLR6
55004.28000000
PA
USD
59992.49000000
0.007433573044
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36295ERD1
37863.54000000
PA
USD
42545.62000000
0.005271759414
Long
ABS-MBS
USGA
US
N
2
2037-04-15
Fixed
6.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406G2T5
9436.32000000
PA
USD
9886.95000000
0.001225076088
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Variable
1.76400000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31370NUN4
16650.89000000
PA
USD
16677.03000000
0.002066423991
Long
ABS-MBS
USGSE
US
N
2
2023-09-01
Variable
2.29500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36204H4V9
53.09000000
PA
USD
55.42000000
0.000006867003
Long
ABS-MBS
USGA
US
N
2
2023-10-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36184B2D8
69583.66000000
PA
USD
76329.50000000
0.009457865704
Long
ABS-MBS
USGA
US
N
2
2045-02-15
Fixed
4.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203TVC6
457.36000000
PA
USD
509.66000000
0.000063151151
Long
ABS-MBS
USGA
US
N
2
2024-03-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36179MG53
906541.52000000
PA
USD
974294.53000000
0.120723269783
Long
ABS-MBS
USGA
US
N
2
2042-07-20
Fixed
3.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36210MQ38
3825.71000000
PA
USD
4274.72000000
0.000529673686
Long
ABS-MBS
USGA
US
N
2
2029-01-15
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36198RLN4
22434.12000000
PA
USD
24190.91000000
0.002997456789
Long
ABS-MBS
USGA
US
N
2
2044-09-15
Fixed
4.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31409XZU6
13702.42000000
PA
USD
14182.73000000
0.001757359286
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Variable
1.83499920
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
31406VYX8
39721.77000000
PA
USD
40113.34000000
0.004970379508
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Variable
1.48500000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, 30 Year
36202FXD3
58698.39000000
PA
USD
66525.10000000
0.008243018253
Long
ABS-MBS
USGA
US
N
2
2041-09-20
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
3138EGTC8
463519.71000000
PA
USD
530763.85000000
0.065766095859
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
5.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
31416YRT7
90391.00000000
PA
USD
100743.54000000
0.012482970173
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
4.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36223WPT5
2634.36000000
PA
USD
2661.48000000
0.000329779710
Long
ABS-MBS
USGA
US
N
2
2023-01-15
Fixed
7.00000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36213FUR2
411636.54000000
PA
USD
479236.69000000
0.059381448253
Long
ABS-MBS
USGA
US
N
2
2033-06-15
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203PKZ5
188.80000000
PA
USD
210.39000000
0.000026069086
Long
ABS-MBS
USGA
US
N
2
2023-12-15
Fixed
6.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36292LEW0
80942.77000000
PA
USD
93324.72000000
0.011563716107
Long
ABS-MBS
USGA
US
N
2
2036-06-15
Fixed
5.50000000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA I, 30 Year
36203QJR3
597.28000000
PA
USD
665.65000000
0.000082479621
Long
ABS-MBS
USGA
US
N
2
2024-05-15
Fixed
6.50000000
N
N
N
N
N
N
2021-07-30
Franklin Templeton Variable Insurance Products Trust
Robert Kubilis
Robert Kubilis
Chief Financial Officer, Chief Accounting Officer and Treasurer