0001752724-23-286229.txt : 20231220
0001752724-23-286229.hdr.sgml : 20231220
20231220130649
ACCESSION NUMBER: 0001752724-23-286229
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231031
FILED AS OF DATE: 20231220
DATE AS OF CHANGE: 20231220
PERIOD START: 20231031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FIRST TRUST MORTGAGE INCOME FUND
CENTRAL INDEX KEY: 0001319183
ORGANIZATION NAME:
IRS NUMBER: 356758396
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21727
FILM NUMBER: 231500632
BUSINESS ADDRESS:
STREET 1: 120 EAST LIBERTY DRIVE, SUITE 400
CITY: WHEATON
STATE: IL
ZIP: 60187
BUSINESS PHONE: 630765-8000
MAIL ADDRESS:
STREET 1: 120 EAST LIBERTY DRIVE, SUITE 400
CITY: WHEATON
STATE: IL
ZIP: 60187
FORMER COMPANY:
FORMER CONFORMED NAME: FIRST TRUST/FIDAC MORTGAGE INCOME FUND
DATE OF NAME CHANGE: 20050228
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001319183
XXXXXXXX
First Trust Mortgage Income Fund
811-21727
0001319183
549300DJXDU5IDLS9H81
120 EAST LIBERTY DRIVE
Suite 400
Wheaton
60187
630-765-8000
First Trust Mortgage Income Fund
549300DJXDU5IDLS9H81
2023-10-31
2023-10-31
N
60604511.37
11210758.90
49393752.47
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
11053667.97000000
0.00000000
1780223.06000000
USD
N
The Fund relies on the Absolute VaR Test
N/A
LUXE Commercial Mortgage Trust
N/A
LUXE Trust 2021-TRIP
55066WAL8
1000000.00000000
PA
USD
973026.40000000
1.969938203401
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Floating
8.70448000
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2006-QS6 Trust
74922EAV1
673459.01000000
PA
USD
14007.61000000
0.028359072351
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Variable
0.76931200
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2022-CNTR
12665CAA2
1000000.00000000
PA
USD
867234.55000000
1.755757573848
Long
ABS-MBS
CORP
US
N
2
2024-01-15
Floating
9.27910000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F62Q9
4326216.00000000
PA
USD
594308.30000000
1.203205406110
Long
ABS-MBS
USGSE
US
N
2
2048-10-25
Variable
2.69268300
N
N
N
N
N
N
Freddie Mac - STACR
5493000ITBJ4KEFYWF83
Freddie Mac Stacr Remic Trust 2020-HQA2
35565LBE5
1000000.00000000
PA
USD
1090675.30000000
2.208123994350
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
13.03510000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2006-HYB5
170256AK7
238039.31000000
PA
USD
203240.91000000
0.411470884143
Long
ABS-MBS
CORP
US
N
2
2036-09-20
Variable
4.97272100
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC21 Mortgage Trust
12593FBE3
14711211.11000000
PA
USD
114016.30000000
0.230831419559
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Variable
0.63531600
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376R7P5
132257.27000000
PA
USD
115940.40000000
0.234726851478
Long
ABS-MBS
USGA
US
N
2
2067-09-20
Variable
4.62802000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWGA2
4605411.00000000
PA
USD
680818.83000000
1.378350086710
Long
ABS-MBS
USGSE
US
N
2
2048-09-25
Variable
2.95793200
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31282YBW8
16491.53000000
PA
USD
985.10000000
0.001994381780
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
7.00000000
N
N
N
N
N
N
Banc of America Mortgage Secur
N/A
Banc of America Mortgage 2002-L Trust
05948JAA0
44186.31000000
PA
USD
32736.27000000
0.066276134861
Long
ABS-MBS
CORP
US
N
2
2032-12-25
Variable
3.55019500
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2005-AR1
36242DUQ4
79085.20000000
PA
USD
66576.29000000
0.134786864068
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Variable
3.18363100
N
N
N
N
N
N
LSTAR Commercial Mortgage Trus
N/A
LSTAR Commercial Mortgage Trust 2017-5
54910TAS1
1500000.00000000
PA
USD
1034949.15000000
2.095303754515
Long
ABS-MBS
CORP
US
N
2
2050-03-10
Variable
4.67339500
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19
61764PAG7
5632500.00000000
PA
USD
68844.92000000
0.139379813351
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
1.18079400
N
N
N
N
N
N
Residential Accredit Loans, In
N/A
RALI Series 2006-QO1 Trust
761118RJ9
72609.16000000
PA
USD
43883.20000000
0.088843624558
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Floating
5.97892000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2003-10
36228FYJ9
2349.94000000
PA
USD
2207.55000000
0.004469289919
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Variable
5.70579000
N
N
N
N
N
N
PRKCM Trust
N/A
PRKCM 2021-AFC1 Trust
69357TAF7
1000000.00000000
PA
USD
507169.90000000
1.026789572847
Long
ABS-MBS
CORP
US
N
2
2056-08-25
Variable
3.95000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16
61763MAG5
14448664.35000000
PA
USD
20368.28000000
0.041236551145
Long
ABS-MBS
CORP
US
N
2
2047-06-15
Variable
0.87044600
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2006-A2
466247K93
32550.03000000
PA
USD
31006.31000000
0.062773748600
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Variable
5.74076500
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC29
17323VBF1
4177398.77000000
PA
USD
45087.92000000
0.091282637469
Long
ABS-MBS
CORP
US
N
2
2048-04-10
Variable
1.01298200
N
N
N
N
N
N
Pretium Mortgage Credit Partne
N/A
Pretium Mortgage Credit Partners I 2021-NPL2 LLC
741386AB2
1000000.00000000
PA
USD
778515.20000000
1.576141032153
Long
ABS-O
CORP
US
N
2
2060-06-27
Variable
3.84410000
N
N
N
N
N
N
ROC Securities Trust
N/A
Roc Mortgage Trust 2021-RTL1
77118TAC7
1000000.00000000
PA
USD
888602.50000000
1.799018004432
Long
ABS-MBS
CORP
US
N
2
2026-08-25
Variable
5.68200000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
PAGAYA AI Debt Trust 2022-3
69547MAA4
447246.21000000
PA
USD
445186.19000000
0.901300605315
Long
ABS-O
CORP
US
N
2
2030-03-15
Fixed
6.06000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-P4
29429EAF8
5515032.33000000
PA
USD
204890.07000000
0.414809686962
Long
ABS-MBS
CORP
US
N
2
2049-07-10
Variable
1.89238900
N
N
N
N
N
N
Freddie Mac - STACR
5493003FQV7GR462GO02
Freddie Mac Stacr Remic Trust 2020-DNA1
35565HBE4
1000000.00000000
PA
USD
1016062.20000000
2.057066226375
Long
ABS-MBS
CORP
US
N
2
2050-01-25
Floating
10.68510000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AA7M1
1589805.72000000
PA
USD
165217.54000000
0.334490763989
Long
ABS-MBS
USGSE
US
N
2
2033-04-25
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AHX88
16897.13000000
PA
USD
9719.00000000
0.019676577530
Long
ABS-MBS
USGSE
US
N
2
2044-01-25
Floating
0.01000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379FN62
3543476.07000000
PA
USD
314291.80000000
0.636298690185
Long
ABS-MBS
USGA
US
N
2
2045-11-20
Floating
0.79641000
N
N
N
N
N
N
1211 Avenue of the Americas Tr
N/A
1211 Avenue of the Americas Trust 2015-1211
90117PAL9
935000.00000000
PA
USD
841715.80000000
1.704093651340
Long
ABS-MBS
CORP
US
N
2
2035-08-10
Variable
4.14210000
N
N
N
N
N
N
Freddie Mac - STACR
5493007ZK0X40BI7UF30
Freddie Mac STACR Remic Trust 2020-DNA2
35565KBE7
1000000.00000000
PA
USD
1003030.80000000
2.030683537577
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Floating
10.23510000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4
46645UAV9
20237119.48000000
PA
USD
269111.19000000
0.544828397404
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.57536900
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F4D25
341978792.57000000
PA
USD
444298.85000000
0.899504143302
Long
ABS-MBS
USGSE
US
N
2
2026-01-25
Variable
0.08846600
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374K2D4
108661.29000000
PA
USD
107539.49000000
0.217718809813
Long
ABS-MBS
USGA
US
N
2
2035-04-16
Fixed
5.50000000
N
N
N
N
N
N
FHLMC Structured Pass Through
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Pass-Through Certificates
31393RGJ3
44294.75000000
PA
USD
32683.21000000
0.066168712368
Long
ABS-MBS
USGSE
US
N
2
2043-05-25
None
0.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R01
20754FAL6
1000000.00000000
PA
USD
1066504.60000000
2.159189263151
Long
ABS-MBS
CORP
US
N
2
2031-07-25
Floating
9.78510000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-PHH
46650FAA0
969085.67000000
PA
USD
857039.89000000
1.735118000035
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Floating
6.59100000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17307GXP8
70343.77000000
PA
USD
69174.96000000
0.140047995021
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
6.15000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-IG2 Mortgage Trust
08162NBB1
1000000.00000000
PA
USD
848004.90000000
1.716826233267
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Variable
3.50885800
N
N
N
N
N
N
Structured Asset Securities Co
N/A
Structured Asset Securities Corp Mortgage Pass Through Certificates Ser 2001-SB1
86358RDU8
7317.56000000
PA
USD
7281.74000000
0.014742228795
Long
ABS-MBS
CORP
US
N
2
2031-08-25
Fixed
3.37500000
N
N
N
N
N
N
MSILF Treasury Portfolio
549300D1XR6GP7EZ0T47
MSILF Treasury Portfolio
61747C582
1790792.27000000
NS
USD
1790792.27000000
3.625544082903
Long
STIV
RF
US
N
1
N
N
N
LSTAR Commercial Mortgage Trus
N/A
LSTAR Commercial Mortgage Trust 2017-5
54910TBA9
23596467.10000000
PA
USD
405998.45000000
0.821963162743
Long
ABS-MBS
CORP
US
N
2
2050-03-10
Variable
0.80099900
N
N
N
N
N
N
Residential Asset Securitizati
N/A
Residential Asset Securitization Trust 2004-A3
45660NF75
19006.58000000
PA
USD
16431.41000000
0.033266170676
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Fixed
5.25000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK7
06541XAG5
22342755.47000000
PA
USD
464505.89000000
0.940414256402
Long
ABS-MBS
CORP
US
N
2
2060-09-15
Variable
0.71547500
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F0326C3
2000000.00000000
PA
USD
1667447.98000000
3.375827704146
Long
ABS-MBS
USGSE
US
N
2
2053-12-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F0326B5
2000000.00000000
PA
USD
1665572.98000000
3.372031677511
Long
ABS-MBS
USGSE
US
N
2
2053-11-15
Fixed
3.50000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2022-3
85571RAA8
889034.22000000
PA
USD
781358.84000000
1.581898116517
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.16100000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F0526B3
1500000.00000000
PA
USD
1422773.45000000
2.880472486604
Long
ABS-MBS
USGSE
US
N
2
2053-11-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396YQB1
294177.45400000
PA
USD
275626.48000000
0.558018911738
Long
ABS-MBS
USGSE
US
N
2
2037-10-25
Fixed
5.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FYUM6
3343856.00000000
PA
USD
501017.30000000
1.014333341659
Long
ABS-MBS
USGSE
US
N
2
2031-04-25
Variable
2.78149500
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2016-UBS9
61766CAM1
2180000.00000000
PA
USD
71016.12000000
0.143775510967
Long
ABS-MBS
CORP
US
N
2
2049-03-15
Variable
1.59414900
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS 2018-TALL Mortgage Trust
05548WAC1
1000000.00000000
PA
USD
870682.10000000
1.762737302716
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
6.50301000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300CFP9NBBMZH1008
Wells Fargo Commercial Mortgage Trust 2016-NXS6
95000KBH7
1034000.00000000
PA
USD
870664.50000000
1.762701670679
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Variable
4.38862300
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19
61764PBV3
1863909.59000000
PA
USD
9690.84000000
0.019619566271
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
0.95114400
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378VMF9
210067.08000000
PA
USD
10269.44000000
0.020790969477
Long
ABS-MBS
USGA
US
N
2
2043-07-16
Floating
0.70102000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300DT2BKPLXAJ4C66
Wells Fargo Commercial Mortgage Trust 2015-C26
94989CBA8
1255060.13000000
PA
USD
13054.01000000
0.026428463818
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Variable
1.17814500
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31364JL84
15947.01000000
PA
USD
1393.60000000
0.002821409450
Long
ABS-MBS
USGSE
US
N
2
2029-12-25
Variable
6.50000000
N
N
N
N
N
N
Freddie Mac - STACR
549300KB1O80CETXGJ21
Freddie Mac STACR Trust 2019-DNA3
35564TBE9
1000000.00000000
PA
USD
1111098.80000000
2.249472341010
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Floating
13.58510000
N
N
N
N
N
N
VMC Finance LLC
N/A
VMC Finance 2021-HT1 LLC
91835TAA4
820462.48000000
PA
USD
801059.61000000
1.621783261934
Long
ABS-CBDO
CORP
US
N
2
2037-01-18
Floating
7.09920000
N
N
N
N
N
N
CoreVest American Finance Trus
N/A
CoreVest American Finance 2021-3 Trust
21873NAC3
8938702.93000000
PA
USD
510282.84000000
1.033091867863
Long
ABS-O
CORP
US
N
2
2054-10-15
Variable
2.38497500
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL5 LLC
91824AAB6
1000000.00000000
PA
USD
778846.10000000
1.576810954934
Long
ABS-O
CORP
US
N
2
2051-08-25
Variable
3.84410000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398TW80
596095.29000000
PA
USD
96381.93000000
0.195129799175
Long
ABS-MBS
USGSE
US
N
2
2040-09-25
Fixed
5.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-UBS6 Mortgage Trust
12592PAA1
122774000.00000000
PA
USD
60490.75000000
0.122466399038
Long
ABS-MBS
CORP
US
N
2
2047-12-10
Variable
0.03920900
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31339WYT7
117941.74000000
PA
USD
15859.18000000
0.032107663837
Long
ABS-MBS
USGSE
US
N
2
2032-03-15
Variable
6.50000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
33.00000000
NC
USD
13818.38000000
0.027975967220
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-12-19
3597619.12000000
USD
13818.38000000
N
N
N
Aventura Mall Trust
N/A
Aventura Mall Trust
05359AAJ2
1250000.00000000
PA
USD
1014982.50000000
2.054880322397
Long
ABS-MBS
CORP
US
N
2
2040-07-05
Variable
4.11232000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359RCK6
6039.90000000
PA
USD
54.70000000
0.000110742750
Long
ABS-MBS
USGSE
US
N
2
2027-12-25
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AQGL8
84785.68000000
PA
USD
1796.44000000
0.003636978180
Long
ABS-MBS
USGSE
US
N
2
2039-10-25
Fixed
4.00000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2006-2
5764342K9
3544974.20000000
PA
USD
376533.33000000
0.762309626563
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
5.78892000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2021-980M
12659RAQ2
1000000.00000000
PA
USD
733715.80000000
1.485442517139
Long
ABS-MBS
CORP
US
N
2
2031-07-15
Variable
3.53505000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F0406C6
4000000.00000000
PA
USD
3458125.00000000
7.001138457946
Long
ABS-MBS
USGSE
US
N
2
2053-12-15
Fixed
4.00000000
N
N
N
N
N
N
MortgageIT Trust
N/A
MortgageIT Trust 2005-2
61915RAC0
158384.90000000
PA
USD
145050.71000000
0.293662057945
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
7.07907000
N
N
N
N
N
N
Freddie Mac - STACR
549300TCRXCIFPAC3B85
Freddie Mac STACR REMIC Trust 2020-HQA1
35565JBE0
1000000.00000000
PA
USD
997772.10000000
2.020037049434
Long
ABS-MBS
CORP
US
N
2
2050-01-25
Floating
10.53510000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2006-A2
466247K51
214323.30000000
PA
USD
210377.99000000
0.425920241892
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
5.59327800
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2012-GCJ9
36192PAK2
823474.15000000
PA
USD
745213.80000000
1.508720764741
Long
ABS-MBS
CORP
US
N
2
2045-11-10
Variable
4.60040900
N
N
N
N
N
N
MASTR Asset Securitization Tru
N/A
MASTR Asset Securitization Trust 2003-11
55265K2D0
14675.12000000
PA
USD
13667.66000000
0.027670827415
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396VUF3
153016.73000000
PA
USD
12239.92000000
0.024780299912
Long
ABS-MBS
USGSE
US
N
2
2037-05-25
Floating
1.31490000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-10.00000000
NC
USD
-2812.50000000
-0.00569403995
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Put
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Short
US TREASURY N/B
United States Treasury Note/Bond
2023-12-19
0.00000000
USD
100000.00000000
104.50000000
USD
2023-11-24
XXXX
4192.30000000
N
N
N
Mid-State Trust
N/A
Mid-State Capital Corp 2005-1 Trust
595481AA0
116539.49000000
PA
USD
113949.38000000
0.230695936837
Long
ABS-O
CORP
US
N
2
2040-01-15
Fixed
5.74500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396XXQ2
26477.07000000
PA
USD
1765.43000000
0.003574196961
Long
ABS-MBS
USGSE
US
N
2
2037-10-25
Floating
1.01490000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133TSSJ3
449.97000000
PA
USD
5.07000000
0.000010264456
Long
ABS-MBS
USGSE
US
N
2
2024-03-15
Floating
10.00000000
N
N
N
N
N
N
ADAMS OUTDOOR ADVERTISING
549300BTFXNHDCUHER30
Adams Outdoor Advertising LP
006346AX8
1000000.00000000
PA
USD
994987.50000000
2.014399494357
Long
ABS-O
CORP
US
N
2
2053-07-15
Fixed
8.81000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2009-10
17316AAA8
10095.20000000
PA
USD
9869.87000000
0.019982021017
Long
ABS-MBS
CORP
US
N
2
2033-09-25
Variable
5.68102300
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137ARQP4
337638.19000000
PA
USD
11597.80000000
0.023480297446
Long
ABS-MBS
USGSE
US
N
2
2027-06-15
Fixed
3.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H4C81
4571896.00000000
PA
USD
678627.10000000
1.373912825133
Long
ABS-MBS
USGSE
US
N
2
2031-10-25
Variable
2.73445500
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-GC37
17290XAY6
8608812.17000000
PA
USD
249454.97000000
0.505033445578
Long
ABS-MBS
CORP
US
N
2
2049-04-10
Variable
1.65010000
N
N
N
N
N
N
DSLA Mortgage Loan Trust
N/A
DSLA Mortgage Loan Trust 2004-AR3
23332UBG8
235041.40000000
PA
USD
210947.47000000
0.427073181224
Long
ABS-MBS
CORP
US
N
2
2044-07-19
Floating
6.18799000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FCLG7
14500000.00000000
PA
USD
1020382.40000000
2.065812676653
Long
ABS-MBS
USGSE
US
N
2
2045-11-25
Variable
2.00993200
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B0QP4
2364480.73000000
PA
USD
214221.48000000
0.433701570112
Long
ABS-MBS
USGSE
US
N
2
2048-01-25
Floating
0.76490000
N
N
N
N
N
N
Banc of America Merrill Lynch
N/A
BAMLL Commercial Mortgage Securities Trust 2013-WBRK
05525BAA8
1000000.00000000
PA
USD
872126.00000000
1.765660546907
Long
ABS-MBS
CORP
US
N
2
2037-03-10
Variable
3.53430000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A0EW3
313231.11000000
PA
USD
8018.62000000
0.016234077386
Long
ABS-MBS
USGSE
US
N
2
2026-08-25
Fixed
3.50000000
N
N
N
N
N
N
Hudsons Bay Simon JV Trust
N/A
Hudsons Bay Simon JV Trust 2015-HBS
44422PAN2
156151.53000000
PA
USD
132645.67000000
0.268547464743
Long
ABS-MBS
CORP
US
N
2
2034-08-05
Floating
9.34248000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A9D96
1275562.68000000
PA
USD
177515.98000000
0.359389540423
Long
ABS-MBS
USGSE
US
N
2
2042-11-25
Fixed
3.50000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL6 LLC
91824WAB8
1000000.00000000
PA
USD
778306.10000000
1.575717699263
Long
ABS-O
CORP
US
N
2
2051-09-25
Variable
3.96710000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-5 Trust
93936PAL2
9981.96000000
PA
USD
8649.44000000
0.017511202464
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
6.84648000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
-10.00000000
NC
USD
-4687.50000000
-0.00949006658
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Put
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Short
US TREASURY N/B
United States Treasury Note/Bond
2023-12-19
0.00000000
USD
100000.00000000
105.00000000
USD
2023-11-24
XXXX
7317.30000000
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2020-C19 Commercial Mortgage Trust
12597NAU7
5883587.98000000
PA
USD
294185.28000000
0.595592084603
Long
ABS-MBS
CORP
US
N
2
2053-03-15
Variable
1.10052300
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FG2L0
434515.34000000
PA
USD
71876.20000000
0.145516783815
Long
ABS-MBS
USGSE
US
N
2
2041-01-25
Variable
4.00000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B7HP9
13100000.00000000
PA
USD
362595.56000000
0.734091948612
Long
ABS-MBS
USGSE
US
N
2
2029-03-25
Variable
0.70000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FCNT9
31057.53000000
PA
USD
4321.37000000
0.008748818998
Long
ABS-MBS
USGSE
US
N
2
2033-11-25
Fixed
7.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F84K6
1900000.00000000
PA
USD
259837.92000000
0.526054221447
Long
ABS-MBS
USGSE
US
N
2
2049-01-25
Variable
2.63078300
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AMGA9
9669.71000000
PA
USD
309.94000000
0.000627488264
Long
ABS-MBS
USGSE
US
N
2
2027-03-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AK7M9
1300064.01000000
PA
USD
114946.72000000
0.232715099080
Long
ABS-MBS
USGSE
US
N
2
2045-04-25
Floating
0.71490000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375LYK0
133857.98000000
PA
USD
3175.95000000
0.006429861756
Long
ABS-MBS
USGA
US
N
2
2037-11-20
Floating
1.19641000
N
N
N
N
N
N
FIVE 2023-V1
N/A
FIVE 2023-V1 Mortgage Trust
337964AD2
28958917.35000000
PA
USD
852336.23000000
1.725595216758
Long
ABS-MBS
CORP
US
N
2
2056-02-10
Variable
0.82806900
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397WVU6
208187.25000000
PA
USD
12252.96000000
0.024806700012
Long
ABS-MBS
USGSE
US
N
2
2036-12-15
Floating
0.64521000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
6.00000000
NC
USD
1765.86000000
0.003575067517
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-12-19
635265.42000000
USD
1765.86000000
N
N
N
Bank
N/A
BANK 2020-BNK30
06541UAL0
2160500.00000000
PA
USD
1038968.68000000
2.103441484084
Long
ABS-MBS
CORP
US
N
2
2053-12-15
Variable
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31393CVP5
50752.58000000
PA
USD
7900.54000000
0.015995018812
Long
ABS-MBS
USGSE
US
N
2
2033-06-25
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382CDC2
9996077.22000000
PA
USD
199309.78000000
0.403512124576
Long
ABS-MBS
USGA
US
N
2
2045-11-20
Floating
0.50000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US ULTRA BOND
000000000
54.00000000
NC
USD
-216968.46000000
-0.43926296171
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-12-19
6093687.48000000
USD
-216968.46000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397TP97
14050.88000000
PA
USD
705.34000000
0.001427994361
Long
ABS-MBS
USGSE
US
N
2
2038-05-15
Floating
0.59521000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374DNW5
100000.00000000
PA
USD
96600.91000000
0.195573134595
Long
ABS-MBS
USGA
US
N
2
2038-01-16
Fixed
5.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTZT7
4000000.00000000
PA
USD
663420.80000000
1.343126947892
Long
ABS-MBS
USGSE
US
N
2
2048-06-25
Variable
3.40420500
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ATF58
168142.00000000
PA
USD
41856.68000000
0.084740838480
Long
ABS-MBS
USGSE
US
N
2
2046-09-25
Fixed
3.50000000
N
N
N
N
N
N
Winwater Mortgage Loan Trust
N/A
WinWater Mortgage Loan Trust 2015-3
97651JBB1
213378.25000000
PA
USD
191676.38000000
0.388057943393
Long
ABS-MBS
CORP
US
N
2
2045-03-20
Variable
3.84125200
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-3PCK
36255YAG6
1000000.00000000
PA
USD
967384.30000000
1.958515503732
Long
ABS-MBS
CORP
US
N
2
2031-09-15
Floating
8.94848000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394B6Z2
51222.04000000
PA
USD
3060.41000000
0.006195945533
Long
ABS-MBS
USGSE
US
N
2
2035-02-25
Floating
1.26490000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31392JMY2
43808.30000000
PA
USD
3938.34000000
0.007973356554
Long
ABS-MBS
USGSE
US
N
2
2033-03-25
Floating
2.56490000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31392FMN4
16328.39000000
PA
USD
1081.39000000
0.002189325463
Long
ABS-MBS
USGSE
US
N
2
2032-09-25
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375XJW5
110129.13000000
PA
USD
5352.99000000
0.010837382730
Long
ABS-MBS
USGA
US
N
2
2038-08-20
Floating
1.28641000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-L2
61768HBB1
1320000.00000000
PA
USD
978146.00000000
1.980303076981
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
4.97059900
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A84C1
208009.65000000
PA
USD
3670.73000000
0.007431567387
Long
ABS-MBS
USGSE
US
N
2
2031-09-25
Fixed
3.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT
000000000
2.00000000
NC
USD
3369.56000000
0.006821834405
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-12-19
221755.44000000
USD
3369.56000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137ARLU8
169971.69000000
PA
USD
5872.95000000
0.011890066468
Long
ABS-MBS
USGSE
US
N
2
2027-06-15
Fixed
3.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE26 Mortgage Trust
12593QAE0
3829000.00000000
PA
USD
77816.38000000
0.157542960614
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
1.21496600
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2018-CD7 Mortgage Trust
12512JAX2
8622086.18000000
PA
USD
220659.02000000
0.446734675876
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Variable
0.63986900
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR Trust 2019-DNA4
35565ABE9
1000000.00000000
PA
USD
1065983.20000000
2.158133664064
Long
ABS-MBS
CORP
US
N
2
2049-10-25
Floating
11.68510000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31
61766RBA3
429742.82000000
PA
USD
12123.30000000
0.024544197178
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Variable
1.26433100
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H4YR5
1939914.87000000
PA
USD
854238.99000000
1.729447444833
Long
ABS-MBS
USGSE
US
N
2
2052-01-25
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380CUP6
161587.91000000
PA
USD
114339.09000000
0.231484923259
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31395UCS8
593791.98000000
PA
USD
33543.67000000
0.067910754544
Long
ABS-MBS
USGSE
US
N
2
2035-05-15
Floating
1.21521000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F64S3
1831144.00000000
PA
USD
160151.49000000
0.324234304930
Long
ABS-MBS
USGSE
US
N
2
2048-11-25
Variable
2.80543400
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379RCY7
2187863.44000000
PA
USD
74672.00000000
0.151177013824
Long
ABS-MBS
USGA
US
N
2
2056-01-16
Variable
0.78107000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F0506B7
3000000.00000000
PA
USD
2765859.39000000
5.599613820958
Long
ABS-MBS
USGSE
US
N
2
2053-11-15
Fixed
5.00000000
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust 2023-RTL2
50205BAC7
1000000.00000000
PA
USD
899803.50000000
1.821694961415
Long
ABS-MBS
CORP
US
N
2
2028-06-25
Variable
9.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BGK40
30000000.00000000
PA
USD
550479.00000000
1.114470904664
Long
ABS-MBS
USGSE
US
N
2
2043-02-25
Variable
1.63423800
N
N
N
N
N
N
RUN NQM TRUST
N/A
RUN 2022-NQM1 Trust
74981CAA9
873759.19000000
PA
USD
790056.21000000
1.599506355545
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398T5K3
36438.97000000
PA
USD
34246.48000000
0.069333626799
Long
ABS-MBS
USGSE
US
N
2
2040-09-25
Floating
0.01000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B2FS4
229422.63000000
PA
USD
18115.46000000
0.036675609958
Long
ABS-MBS
USGSE
US
N
2
2033-03-15
Fixed
3.00000000
N
N
N
N
N
N
HOUSTON GALLERIA MALL TRUST
N/A
Houston Galleria Mall Trust 2015-HGLR
44217NAN6
1000000.00000000
PA
USD
914006.70000000
1.850450015019
Long
ABS-MBS
CORP
US
N
2
2037-03-05
Fixed
3.98231400
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359KF85
12689.36000000
PA
USD
12689.83000000
0.025691164095
Long
ABS-MBS
USGSE
US
N
2
2026-11-25
Fixed
7.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F9Z20
5000000.00000000
PA
USD
693239.00000000
1.403495311317
Long
ABS-MBS
USGSE
US
N
2
2049-02-25
Variable
2.61999600
N
N
N
N
N
N
CFCRE Commercial Mortgage Trus
N/A
CFCRE Commercial Mortgage Trust 2017-C8
12532CBE4
7919618.34000000
PA
USD
307017.47000000
0.621571463286
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
1.47647500
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
12.00000000
NC
USD
-5.62000000
-0.00001137795
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-12-29
1253724.34000000
USD
-5.62000000
N
N
N
Freddie Mac Multiclass Certifi
N/A
Freddie Mac Multiclass Certificates Series 2021-P011
3137H2NR1
5782630.32000000
PA
USD
666270.04000000
1.348895369722
Long
ABS-MBS
USGSE
US
N
2
2045-09-25
Variable
1.78099300
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380A3T2
76284.16000000
PA
USD
53740.02000000
0.108799225231
Long
ABS-MBS
USGA
US
N
2
2045-07-20
Fixed
1.50000000
N
N
N
N
N
N
2023-12-20
First Trust Mortgage Income Fund
Derek Maltbie
Derek Maltbie
Treasurer, Chief Financial Officer and Chief Accounting Officer