Grundlæggende statistik
Porteføljeværdi $ 130.083.148
Nuværende stillinger 474
Seneste beholdninger, ydeevne, AUM (fra 13F, 13D)

AMERICAN FUNDS INSURANCE SERIES - Mortgage Fund Class 1 har afsløret 474 samlede besiddelser i deres seneste SEC-arkivering. Den seneste porteføljeværdi er beregnet til at være $ 130.083.148 USD. Faktiske aktiver under forvaltning (AUM) er denne værdi plus kontanter (som ikke er oplyst). AMERICAN FUNDS INSURANCE SERIES - Mortgage Fund Class 1s største beholdninger er Uniform Mortgage-Backed Security, TBA (US:US01F0606750) , Uniform Mortgage-Backed Security, TBA (US:US01F0226757) , Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , Freddie Mac Pool (US:US3132DWH303) , and Edwards Lifesciences Corporation (US:EW) . AMERICAN FUNDS INSURANCE SERIES - Mortgage Fund Class 1s nye stillinger omfatter Uniform Mortgage-Backed Security, TBA (US:US01F0606750) , Uniform Mortgage-Backed Security, TBA (US:US01F0226757) , Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , Freddie Mac Pool (US:US3132DWH303) , and Edwards Lifesciences Corporation (US:EW) .

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Top øger dette kvartal

Vi bruger ændringen i porteføljeallokeringen, fordi dette er den mest meningsfulde metrik. Ændringer kan skyldes handler eller ændringer i aktiekurser.

Sikkerhed Aktier
(MM)		 Værdi
(MM$)		 Portefølje % ΔPortefølje %
4,18 3,5557 2,7100
2,39 2,0295 2,0295
2,18 1,8562 1,8562
2,14 1,8232 1,8232
2,00 1,6998 1,6998
1,59 1,3520 1,3520
1,50 1,2736 1,2736
1,49 1,2638 1,2638
1,49 1,2635 1,2635
1,18 0,9995 0,9995
Top falder i dette kvartal

Vi bruger ændringen i porteføljeallokeringen, fordi dette er den mest meningsfulde metrik. Ændringer kan skyldes handler eller ændringer i aktiekurser.

Sikkerhed Aktier
(MM)		 Værdi
(MM$)		 Portefølje % ΔPortefølje %
0,02 0,0208 -1,9959
1,05 0,8952 -1,8048
0,93 0,7946 -1,3657
0,10 0,0881 -1,1640
2,93 2,4885 -0,9805
0,20 0,1676 -0,5792
0,39 0,3321 -0,4657
0,54 0,4567 -0,4374
0,46 0,3872 -0,3486
0,13 0,1122 -0,3431
13F og Fondsarkivering

Denne formular blev indsendt den 2025-08-25 for rapporteringsperioden 2025-06-30. Denne investor har ikke oplyst værdipapirer, der tælles i aktier, så de aktierelaterede kolonner i nedenstående tabel er udeladt. Klik på linkikonet for at se den fulde transaktionshistorik.

Opgrader for at låse op for premium-data og eksportere til Excel .

2022-07-28: Vigtig note - Vi har ændret behandlingen af kolonnen Δ Portefølje % i denne tabel. Tidligere rapporterede vi det som den procentvise ændring i porteføljeallokeringen. Vi rapporterer det nu som den rå ændring i porteføljeallokeringen (stadig rapporteret som en procent). I formeltermer rapporterede vi det tidligere som 100 * (aktuel allokering - forudgående tildeling) / forudgående tildeling. Vi indberetter det nu som (nuværende tildeling - forudgående tildeling).
Sikkerhed Type Værdi
($MM)		 ΔVærdi
(%)		 Portefølje
(%)		 ΔPortefølje
(%)
US01F0606750 / Uniform Mortgage-Backed Security, TBA 5,31 1,92 4,5167 -0,2290
US01F0226757 / Uniform Mortgage-Backed Security, TBA 4,18 373,08 3,5557 2,7100
US01F0626899 / Uniform Mortgage-Backed Security, TBA 2,93 -23,18 2,4885 -0,9805
US3132DWH303 / Freddie Mac Pool 2,61 -3,16 2,2161 -0,0970
AAPL / Apple Inc. - Depositary Receipt (Common Stock) 2,39 2,0295 2,0295
EW / Edwards Lifesciences Corporation 2,37 101,02 2,0168 0,9421
US313385LF10 / Federal Home Loan Bank (FHLB) 2,18 1,8562 1,8562
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,14 1,8232 1,8232
PRUDENTIAL FUNDING LLC CP 7/2/2025 / DBT (74433GU20) 2,00 1,6998 1,6998
US31418EQ864 / Fannie Mae Pool 1,90 -2,41 1,6180 -0,0586
US31418ER771 / UMBS 1,68 -2,38 1,4299 -0,0514
FMCC / Federal Home Loan Mortgage Corporation 1,67 -9,70 1,4176 -0,1691
FMCC / Federal Home Loan Mortgage Corporation 1,66 -2,07 1,4103 -0,0455
FED FARM CR DISC NT 8/21/2025 / DBT (US313313KS62) 1,59 1,3520 1,3520
US69372BRD46 / PACCAR Financial Corp 1,50 1,2736 1,2736
CHEVRON CORP 4(a)(2) CP 9/12/2025 / DBT (16677JWC6) 1,49 1,2638 1,2638
US313385LV69 / Federal Home Loan Bank (FHLB) 1,49 1,2635 1,2635
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,47 -2,39 1,2523 -0,0446
FMCC / Federal Home Loan Mortgage Corporation 1,31 -3,32 1,1131 -0,0506
US01F0306864 / FNMA 30YR TBA 3.0% AUG 20 TO BE ANNOUNCED 3.00000000 1,29 35,25 1,0996 0,2290
US3133KYVE66 / Freddie Mac Pool 1,21 -2,26 1,0284 -0,0353
US3140X9S638 / Fannie Mae Pool 1,19 -2,93 1,0156 -0,0420
CAFCO LLC 4(a)(2) CP 8/19/2025 / DBT (1247P2VK7) 1,19 1,10 1,0139 0,0000
US3132DWDS98 / Freddie Mac Pool 1,18 -2,08 1,0030 -0,0323
FMCC / Federal Home Loan Mortgage Corporation 1,18 0,9995 0,9995
US3140X9YK56 / FNCL UMBS 2.5 FM6113 01-01-51 1,17 -1,10 0,9908 -0,0217
US3132DWD674 / Freddie Mac Pool 1,09 -2,07 0,9248 -0,0293
US3132DWG800 / Freddie Mac Pool 1,06 -2,12 0,9019 -0,0291
UNITED STATES TREASURY NOTE 4.5% 05-31-29 / DBT (US91282CKT70) 1,05 -66,48 0,8952 -1,8048
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,04 -0,86 0,8806 -0,0171
FMCC / Federal Home Loan Mortgage Corporation 1,01 -2,22 0,8619 -0,0293
JNJ / Johnson & Johnson - Depositary Receipt (Common Stock) 1,00 1,11 0,8498 -0,0002
CHEVRON CORP 4(a)(2) CP 7/22/2025 / DBT (16677JUN4) 1,00 0,8478 0,8478
FMCC / Federal Home Loan Mortgage Corporation 0,99 -2,08 0,8428 -0,0278
US3140QQD283 / Fannie Mae Pool 0,97 -1,93 0,8216 -0,0251
FMCC / Federal Home Loan Mortgage Corporation 0,96 0,8133 0,8133
US3133KR5S99 / FNCL UMBS 6.0 RA9857 09-01-53 0,94 -3,68 0,8020 -0,0402
US01F0206874 / UMBS TBA 30YR 2% AUG 20 TO BE ANNOUNCED 2.00000000 0,93 -53,60 0,7946 -1,3657
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,89 -4,42 0,7539 -0,0430
US3130AK6H44 / Federal Home Loan Banks 0,89 0,7531 0,7531
US3132DM6J97 / FNCL UMBS 3.5 SD0873 02-01-52 0,86 -2,49 0,7330 -0,0274
US31418EW300 / Fannie Mae Pool 0,84 -2,66 0,7162 -0,0277
US3132DWHT36 / FEDERAL HOME LOAN MORTGAGE CORP 0,80 -2,43 0,6832 -0,0245
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,79 0,6757 0,6757
FMCC / Federal Home Loan Mortgage Corporation 0,79 0,6690 0,6690
US3140XLXW30 / FNCL UMBS 5.5 FS5192 06-01-53 0,74 -2,77 0,6268 -0,0248
US36182NRD74 / G2SF 4.25 AH5884 07-20-44 0,73 -1,48 0,6247 -0,0159
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,73 -6,45 0,6165 -0,0502
US3132DWFV00 / FNCL UMBS 6.5 SD8280 11-01-52 0,72 -2,30 0,6144 -0,0210
FMCC / Federal Home Loan Mortgage Corporation 0,69 -5,47 0,5881 -0,0408
US01F0406854 / UMBS TBA 0,64 681,71 0,5451 0,5204
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,64 -2,90 0,5419 -0,0221
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,58 0,4931 0,4931
US3132DWDZ32 / FREDDIE MAC POOL UMBS P#SD8220 3.00000000 0,58 -2,21 0,4895 -0,0164
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,56 -3,09 0,4803 -0,0203
FMCC / Federal Home Loan Mortgage Corporation 0,56 0,4771 0,4771
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,56 0,4771 0,4771
US3133KPZB74 / FNCL UMBS 5.0 RA7938 09-01-52 0,56 -2,61 0,4762 -0,0186
UNITED STATES TREASURY NOTE 3.875% 03-15-28 / DBT (US91282CMS79) 0,55 0,4698 0,4698
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,55 -1,80 0,4652 -0,0138
SCRT 24-2 MT 144A 3.5% 05-25-64 / ABS-CBDO (US35563PX469) 0,55 -3,19 0,4644 -0,0208
US3133KNXA61 / Freddie Mac Pool 0,54 0,4631 0,4631
US36182NRP05 / G2MHD 3.75 AH5894 85K MAX 05-20-34 0,54 -1,45 0,4623 -0,0120
FMCC / Federal Home Loan Mortgage Corporation 0,54 0,4591 0,4591
UNITED STATES TREASURY NOTE 4.375% 07-31-26 / DBT (US91282CLB53) 0,54 -48,37 0,4567 -0,4374
FMCC / Federal Home Loan Mortgage Corporation 0,51 -0,97 0,4343 -0,0091
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,51 -1,17 0,4330 -0,0096
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,51 0,4299 0,4299
NOVARTIS FINANCE CORP 4(a)(2) CP 7/7/2025 / DBT (6698M4U75) 0,50 0,4247 0,4247
WFLF 24-2 A1 144A 4.87% 06-21-39 / ABS-O (US96328GBT31) 0,49 -2,99 0,4141 -0,0181
FMCC / Federal Home Loan Mortgage Corporation 0,47 0,4025 0,4025
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,47 -4,07 0,4015 -0,0214
FMCC / Federal Home Loan Mortgage Corporation 0,47 0,3990 0,3990
UNITED STATES TREASURY NOTE 4.25% 02-15-28 / DBT (US91282CMN82) 0,47 0,43 0,3963 -0,0030
UNITED STATES TREASURY NOTE 3.5% 09-30-26 / DBT (US91282CLP40) 0,46 0,22 0,3933 -0,0037
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,46 -6,85 0,3933 -0,0336
US31296TXJ86 / Freddie Mac Gold Pool 0,46 -2,95 0,3923 -0,0163
US91282CHQ78 / United States Treasury Note/Bond 0,46 -46,85 0,3872 -0,3486
FMCC / Federal Home Loan Mortgage Corporation 0,45 -4,42 0,3862 -0,0226
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,45 -3,82 0,3853 -0,0199
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,45 0,3835 0,3835
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,45 59,79 0,3824 0,1404
US36182NRS44 / G2MHD 3.75 AH5897 110K MAX 07-20-39 0,45 -1,98 0,3791 -0,0115
FMCC / Federal Home Loan Mortgage Corporation 0,43 -2,27 0,3671 -0,0126
US3132DWJM64 / Freddie Mac Pool 0,43 -3,60 0,3650 -0,0178
FMCC / Federal Home Loan Mortgage Corporation 0,42 0,3598 0,3598
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,42 -5,16 0,3597 -0,0240
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,42 0,3594 0,3594
US3622ACKT68 / G2SF 2.5 786706 12-20-51 0,42 -2,80 0,3539 -0,0144
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,42 0,3536 0,3536
US31418ELW83 / Fannie Mae Pool 0,41 -2,15 0,3483 -0,0112
US17291NAA90 / Citigroup Commercial Mortgage Trust 2023-SMRT 0,39 1,03 0,3330 0,0001
UMBS 30YR TBA(REG A) 7.0 UMBS TBA 07-01-55 / ABS-MBS (US01F0706741) 0,39 -55,48 0,3321 -0,4657
FMCC / Federal Home Loan Mortgage Corporation 0,38 -0,26 0,3209 -0,0044
US31418ES688 / FNCL UMBS 6.0 MA5040 06-01-53 0,35 -3,85 0,2976 -0,0157
UNITED STATES TREASURY NOTE 4.625% 02-15-55 / DBT (US912810UG12) 0,34 0,2855 0,2855
US91282CGQ87 / United States Treasury Note/Bond 0,33 -52,50 0,2833 -0,3197
US21H0406734 / Ginnie Mae 0,33 340,00 0,2806 0,2116
US3140XDRN88 / FNCL UMBS 2.5 FM9492 11-01-51 0,33 -2,40 0,2769 -0,0094
US3132E0QE50 / FNCL UMBS 6.0 SD4053 10-01-53 0,32 -1,83 0,2738 -0,0083
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,32 0,2716 0,2716
US3140QNLM25 / Fannie Mae Pool 0,32 -2,74 0,2715 -0,0111
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,31 237,63 0,2674 0,1832
US3132DPC894 / FNCL UMBS 4.5 SD1895 11-01-52 0,31 -2,50 0,2657 -0,0094
US3140QLVV57 / FNCL UMBS 2.5 CB1527 09-01-51 0,31 -3,12 0,2644 -0,0115
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,31 -5,49 0,2640 -0,0182
US3137HA4B92 / FHMS K751 A2 (MF) 4.412% 03-25-30 0,30 1,00 0,2577 -0,0009
EW / Edwards Lifesciences Corporation 0,30 1.162,50 0,2577 0,2368
UNITED STATES TREASURY NOTE 3.75% 06-30-27 / DBT (US91282CNL18) 0,30 0,2509 0,2509
FMCC / Federal Home Loan Mortgage Corporation 0,29 -1,35 0,2486 -0,0062
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,29 0,2484 0,2484
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,29 -5,86 0,2464 -0,0177
US31418EV807 / FN MA5138 0,28 -2,79 0,2380 -0,0089
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,28 -1,43 0,2348 -0,0063
US3132DWHG15 / Freddie Mac Pool 0,28 -2,48 0,2342 -0,0087
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,28 -4,84 0,2342 -0,0145
US3140QGYS07 / FNCL UMBS 2.0 CA8820 02-01-51 0,28 -2,14 0,2340 -0,0079
US21H0526788 / Ginnie Mae 0,27 0,74 0,2325 -0,0150
US35564CGW10 / SLST 20-2 AC 2.0% 09-27-60 0,27 -1,81 0,2311 -0,0064
FMCC / Federal Home Loan Mortgage Corporation 0,27 0,2285 0,2285
US35564CKH96 / SLST 21-1 AC 2.25% 05-26-31 0,27 -2,20 0,2275 -0,0075
US3622ABCL42 / G2SF 2.5 785575 08-20-51 0,27 -2,57 0,2254 -0,0092
US34535CAA45 / FORDR_23-2 0,26 0,38 0,2252 -0,0011
US31418ED805 / Fannie Mae Pool 0,26 -2,94 0,2251 -0,0087
US3622ACDF48 / GII30P 0,26 -2,23 0,2238 -0,0076
FMCC / Federal Home Loan Mortgage Corporation 0,26 -0,38 0,2231 -0,0033
US31418ER938 / FNMA 30YR 6% 05/01/2053# 0,26 -4,40 0,2220 -0,0129
US35564CJD02 / SLST 20-3 AC 2.0% 11-25-30 0,26 -1,89 0,2214 -0,0065
FMCC / Federal Home Loan Mortgage Corporation 0,26 -4,09 0,2194 -0,0125
FMCC / Federal Home Loan Mortgage Corporation 0,25 -4,87 0,2167 -0,0134
US31418ES431 / UMBS, 30 Year 0,25 -2,68 0,2167 -0,0076
US31342WAP68 / FHARM FRN 760014 08-01-45 0,25 -2,77 0,2098 -0,0077
US3133KYVG15 / FR RB5115 0,25 -0,81 0,2089 -0,0042
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,24 -2,40 0,2080 -0,0077
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,24 0,2078 0,2078
US31418EV641 / FNCL UMBS 4.5 MA5136 09-01-53 0,24 -2,02 0,2072 -0,0063
US35564CLZ85 / SLST 22-1 A1 3.5% 05-25-32 0,24 -3,59 0,2062 -0,0103
US3133KKZR30 / FR RA4352 0,24 -2,05 0,2039 -0,0065
FMCC / Federal Home Loan Mortgage Corporation 0,24 -2,07 0,2023 -0,0065
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,23 0,1997 0,1997
FMCC / Federal Home Loan Mortgage Corporation 0,23 -1,27 0,1991 -0,0049
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,23 -16,06 0,1957 -0,0402
US3140KYCY82 / FNCT UMBS 1.5 BR0986 05-01-41 0,23 -2,54 0,1956 -0,0076
US36179YAQ70 / Ginnie Mae II Pool 0,23 -1,72 0,1952 -0,0056
UST 5YR FUT FVU5 09-30-25 / DIR (N/A) 0,23 0,1947 0,1947
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,23 -6,22 0,1923 -0,0154
US35564CLN55 / SLST 21-2 AD 2.0% 07-25-31 0,23 -1,75 0,1915 -0,0055
FMCC / Federal Home Loan Mortgage Corporation 0,22 -5,49 0,1911 -0,0128
US3133KL2V82 / FNCL UMBS 2.0 RA5288 05-01-51 0,22 -2,19 0,1904 -0,0057
US3132DWE748 / Freddie Mac Pool 0,22 -2,20 0,1893 -0,0064
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,22 -6,33 0,1890 -0,0150
US36180BA501 / G2MHD 3.75 AD0028 110K MAX 07-20-38 0,22 -2,24 0,1857 -0,0065
US3133BNAZ60 / FNCL UMBS 5.5 QF0924 09-01-52 0,22 0,00 0,1839 -0,0025
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,21 -2,74 0,1817 -0,0067
FMCC / Federal Home Loan Mortgage Corporation 0,21 -2,30 0,1806 -0,0063
FMCC / Federal Home Loan Mortgage Corporation 0,21 -5,53 0,1746 -0,0124
FMCC / Federal Home Loan Mortgage Corporation 0,20 -0,98 0,1731 -0,0039
US3140QMZJ66 / FNCL UMBS 3.0 CB2544 01-01-52 0,20 -2,42 0,1725 -0,0062
BX 2025-GW A 144A FRN 07-15-42 / ABS-CBDO (US12433GAA40) 0,20 0,1707 0,1707
US31418ET678 / Fannie Mae Pool 0,20 -2,93 0,1699 -0,0065
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,20 -77,30 0,1676 -0,5792
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,20 -2,50 0,1663 -0,0059
US31418EAX85 / Federal National Mortgage Association (FNMA) 0,19 -1,04 0,1616 -0,0037
UNITED STATES TREASURY NOTE 4.75% 02-15-45 / DBT (US912810UJ50) 0,19 0,1606 0,1606
MSRM 2024-INV2 A1 144A FRN 02-25-54/08-25-45 / ABS-CBDO (US617939AA13) 0,19 -14,61 0,1591 -0,0297
US36179W2U15 / Ginnie Mae II Pool 0,19 -2,63 0,1574 -0,0065
FMCC / Federal Home Loan Mortgage Corporation 0,18 -2,65 0,1570 -0,0055
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,18 0,1558 0,1558
US3140KTVJ10 / FNCT UMBS 1.5 BQ7816 04-01-41 0,18 -1,08 0,1556 -0,0039
US35564CAA53 / SLST 18-1 A1 3.5% 06-25-28 0,18 -4,21 0,1552 -0,0081
US3133ASPK33 / FNCL UMBS 3.0 QC7626 09-01-51 0,18 -0,55 0,1531 -0,0029
FARM 2024-1 A 144A FRN 10-01-53 / ABS-CBDO (US30335JAC53) 0,18 -2,73 0,1521 -0,0055
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,18 -0,56 0,1519 -0,0020
FMCC / Federal Home Loan Mortgage Corporation 0,18 -33,71 0,1488 -0,0785
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,17 -4,47 0,1458 -0,0084
UST 2YR FUT TUU5 09-30-25 / DIR (N/A) 0,17 0,1442 0,1442
FMCC / Federal Home Loan Mortgage Corporation 0,17 0,1439 0,1439
US3140XD3N45 / FNCL UMBS 2.5 FM9804 12-01-51 0,17 -2,34 0,1427 -0,0050
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,17 -7,78 0,1416 -0,0133
US36179MMP22 / G2FS 3.5 MA0366 H4H 06-20-42 0,17 -1,79 0,1408 -0,0039
US912810SW99 / United States Treasury Note/Bond 0,17 -1,79 0,1404 -0,0045
US3140QKBK30 / FNCL UMBS 3.0 CB0041 04-01-51 0,15 -1,28 0,1315 -0,0029
US36202FU536 / G2 005104 06-20-41 0,15 -1,29 0,1307 -0,0030
US3140XDXY79 / FNCL UMBS 2.5 FM9694 11-01-51 0,15 -2,55 0,1304 -0,0053
US31418EAC49 / FNCT UMBS 2.5 MA4502 12-01-41 0,15 -1,31 0,1286 -0,0035
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,15 0,1279 0,1279
US3133KKNC98 / Freddie Mac Pool 0,15 -1,96 0,1276 -0,0046
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,15 -2,63 0,1266 -0,0042
US38380RNG10 / GOVERNMENT NATL MTG ASN MLFY R 1.5% 06/16/2063 0,15 -1,33 0,1265 -0,0032
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,15 -2,00 0,1252 -0,0039
FMCC / Federal Home Loan Mortgage Corporation 0,14 -5,30 0,1224 -0,0078
US36179XHX75 / GINNIE MAE II POOL 0,14 -3,38 0,1221 -0,0054
US31418EKT63 / FNMA 30YR 4.5% 11/52#MA4805 0,14 -14,46 0,1214 -0,0219
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,14 -4,70 0,1210 -0,0074
US35563PBC23 / SCRT 17-2 MA 3.0% 08-25-56 0,14 -3,42 0,1205 -0,0054
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,14 -2,11 0,1182 -0,0045
US3622ACHY90 / G2SF 2.5 786647 03-20-52 0,14 -3,52 0,1168 -0,0054
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,14 -2,16 0,1160 -0,0038
FMCC / Federal Home Loan Mortgage Corporation 0,14 172,00 0,1160 0,0730
US3133USJF91 / FNCL UMBS 2.0 SI2062 09-01-50 0,14 -2,86 0,1157 -0,0051
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,13 0,1140 0,1140
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,13 -3,62 0,1137 -0,0050
US3132CWWJ97 / UMBS 0,13 0,1133 0,1133
US31418D5H16 / Fannie Mae Pool 0,13 -1,48 0,1132 -0,0032
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,13 -5,04 0,1127 -0,0072
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,13 -5,04 0,1125 -0,0076
US31418ET421 / Federal National Mortgage Association, Inc. 0,13 -75,24 0,1122 -0,3431
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,13 0,1119 0,1119
US3133KNKK80 / FNCL UMBS 3.5 RA6598 01-01-52 0,13 -0,76 0,1106 -0,0023
US12567NAA72 / CIM TRUST 2022-R2 0,13 -2,27 0,1103 -0,0033
FMCC / Federal Home Loan Mortgage Corporation 0,13 0,1073 0,1073
FMCC / Federal Home Loan Mortgage Corporation 0,13 -2,34 0,1070 -0,0030
US01F0404792 / UMBS TBA 0,12 1,67 0,1040 -0,0055
US3132DWG727 / Freddie Mac Pool 0,12 -2,48 0,1010 -0,0034
FMCC / Federal Home Loan Mortgage Corporation 0,12 -1,67 0,1009 -0,0024
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,12 -3,31 0,0997 -0,0050
FMCC / Federal Home Loan Mortgage Corporation 0,11 -2,56 0,0977 -0,0032
US3132DVKZ75 / Freddie Mac Pool 0,11 -2,59 0,0967 -0,0036
US3622ACKN98 / G2SF 2.5 786701 03-20-52 0,11 -6,67 0,0954 -0,0079
US3140FXRB07 / FNMDI4 3.5 BF0481 06-01-60 0,11 -3,51 0,0942 -0,0039
US3132DWGY30 / Freddie Mac Pool 0,11 -2,68 0,0933 -0,0032
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,11 0,0928 0,0928
US31418DV254 / Fannie Mae Pool 0,11 -1,82 0,0925 -0,0023
G2SF 4.5 MB0024 11-20-54 / ABS-MBS (US3618N5A258) 0,10 -92,93 0,0881 -1,1640
US3140QGAJ63 / FNCL UMBS 2.0 CA8108 12-01-50 0,10 -2,83 0,0880 -0,0037
FMCC / Federal Home Loan Mortgage Corporation 0,10 0,00 0,0876 -0,0013
FMCC / Federal Home Loan Mortgage Corporation 0,10 -1,92 0,0874 -0,0024
US3140FXM580 / FNMA POOL BF0379 FN 04/59 FIXED 3.5 0,10 -2,86 0,0874 -0,0035
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,10 0,0870 0,0870
US89231WAA18 / Toyota Auto Loan Extended Note Trust 2023-1 0,10 0,99 0,0868 -0,0006
OIS PAYFIX USD 3.41% 03-09-23/07-28-45 LCH / DIR (N/A) 0,10 0,0858 0,0858
UNITED STATES TREASURY NOTE 4.0% 03-31-30 / DBT (US91282CMU26) 0,10 0,0858 0,0858
US05610MAA09 / BX_22-CSMO 0,10 0,00 0,0857 -0,0009
US35563PBF53 / SCRT 17-2 HA 3.0% 08-25-56 0,10 -1,98 0,0848 -0,0028
FMCC / Federal Home Loan Mortgage Corporation 0,10 0,00 0,0843 -0,0010
US3132DNR392 / Freddie Mac Pool 0,10 0,0837 0,0837
UST 10YR FUT TYU5 09-19-25 / DIR (N/A) 0,10 0,0832 0,0832
US3133KP5U81 / UMBS, 30 Year 0,10 -3,96 0,0830 -0,0039
US3140XKE975 / FNCL UMBS 6.0 FS3759 02-01-53 0,10 -3,96 0,0826 -0,0049
US31418EJ760 / UMBS 0,10 -3,03 0,0818 -0,0033
US05609WAA18 / BX Trust, Series 2022-IND, Class A 0,10 -6,80 0,0818 -0,0068
US3132DWEP41 / FED HM LN PC POOL SD8242 FR 09/52 FIXED 3 0,10 -2,04 0,0818 -0,0024
US64035DAB29 / Nelnet Student Loan Trust 2021-A 0,10 -5,94 0,0811 -0,0063
PMTLT 2024-INV1 A2 144A FRN 10-25-59 / ABS-CBDO (US73015BAB18) 0,10 -3,06 0,0809 -0,0035
US3140NAJT12 / FNMA POOL BX5673 FN 12/52 FIXED 5 0,09 -1,05 0,0807 -0,0011
US643821AA93 / New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class A1 0,09 1,08 0,0801 -0,0002
US3617A0NA06 / G2RF 4.514 AO0385 01-20-66 0,09 -24,79 0,0782 -0,0259
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,09 0,00 0,0771 -0,0002
US3140QPDF14 / Fannie Mae Pool 0,09 0,0771 0,0771
US12530MAA36 / CF Hippolyta LLC, Series 2020-1, Class A1 0,09 0,00 0,0757 -0,0006
US912810TH14 / United States Treasury Note/Bond 0,09 -2,25 0,0745 -0,0025
FARM 2024-2 A1 144A FRN 08-01-54 / ABS-CBDO (US307910AA71) 0,09 -4,44 0,0733 -0,0042
US3132DWGZ05 / Freddie Mac Pool 0,09 -2,27 0,0732 -0,0030
US30227FAA84 / Extended Stay America Trust 0,09 -1,16 0,0730 -0,0014
US3140QSTK73 / FNCL UMBS 4.5 CB6853 08-01-53 0,08 -4,55 0,0719 -0,0041
US64035GAA76 / Nelnet Student Loan Trust 2021-C 0,08 -6,74 0,0708 -0,0064
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,08 -1,22 0,0694 -0,0011
US3140JQJL83 / FNCL UMBS 2.0 BN7466 10-01-50 0,08 0,0678 0,0678
US3140QRSA28 / FN CB5912 0,08 -4,82 0,0673 -0,0041
FMCC / Federal Home Loan Mortgage Corporation 0,08 0,0670 0,0670
US21H0506723 / Ginnie Mae 0,08 1.850,00 0,0668 0,0624
US35563PGG81 / Seasoned Credit Risk Transfer Trust Series 2018-3 0,08 -3,70 0,0663 -0,0035
US36202FW284 / G2FS 6.5 5165 H4H 08-20-41 0,08 -1,28 0,0662 -0,0011
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,08 -2,53 0,0660 -0,0023
US63942JAA51 / Navient Private Education Refi Loan Trust 2021-c 0,08 -6,17 0,0652 -0,0045
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,08 -9,52 0,0647 -0,0080
US3140QEDP49 / Fannie Mae Pool 0,08 -2,60 0,0646 -0,0019
US3132DQAR74 / FNCL UMBS 5.0 SD2716 04-01-53 0,08 -1,32 0,0644 -0,0015
FMCC / Federal Home Loan Mortgage Corporation 0,08 -5,06 0,0639 -0,0042
US35563PAP45 / SCRT 17-1 HA 2.75% 01-25-56 0,07 -3,95 0,0628 -0,0030
FMCC / Federal Home Loan Mortgage Corporation 0,07 -5,19 0,0626 -0,0040
G2SF 4.0 MA9776 07-20-54 / ABS-MBS (US36179Y2H67) 0,07 -2,67 0,0625 -0,0020
US3140XDDX17 / FNCT UMBS 2.5 FM9117 10-01-41 0,07 0,00 0,0623 -0,0007
FMCC / Federal Home Loan Mortgage Corporation 0,07 -2,67 0,0622 -0,0027
US35563PBX69 / Seasoned Credit Risk Transfer Trust, Series 2017-3, Class HT 0,07 -1,43 0,0594 -0,0016
US3140XECN27 / FNCL UMBS 3.0 FM9976 12-01-51 0,07 -2,82 0,0592 -0,0022
US36202FLC85 / G2FS 4.0 4823 H4H 10-20-40 0,07 -1,43 0,0590 -0,0018
US36178C4K68 / G2SF AA5326 05-20-42 0,07 -1,45 0,0584 -0,0016
US36179VXX36 / Ginnie Mae II Pool 0,07 -2,90 0,0577 -0,0022
FMCC / Federal Home Loan Mortgage Corporation 0,07 -4,29 0,0572 -0,0030
FMCC / Federal Home Loan Mortgage Corporation 0,07 -5,71 0,0567 -0,0040
US3622A2C342 / G2SF 6.0 783690 09-20-39 0,07 -2,94 0,0565 -0,0021
US3133KYWE57 / Freddie Mac Pool 0,07 0,00 0,0561 -0,0014
FMCC / Federal Home Loan Mortgage Corporation 0,07 -2,99 0,0560 -0,0017
FMCC / Federal Home Loan Mortgage Corporation 0,07 0,0556 0,0556
FMCC / Federal Home Loan Mortgage Corporation 0,07 -2,99 0,0556 -0,0028
FMCC / Federal Home Loan Mortgage Corporation 0,06 -1,54 0,0548 -0,0011
US31418EPD66 / Fannie Mae Pool 0,06 -3,08 0,0542 -0,0021
US3622ABE813 / Ginnie Mae II Pool 0,06 -4,55 0,0540 -0,0028
US31418D2W10 / UMBS 0,06 -1,59 0,0534 -0,0014
FMCC / Federal Home Loan Mortgage Corporation 0,06 -3,12 0,0534 -0,0022
UST 20YR FUT USU5 09-19-25 / DIR (N/A) 0,06 0,0534 0,0534
US3140QRYC10 / FNCL UMBS 6.5 CB6106 04-01-53 0,06 -6,06 0,0534 -0,0036
FMCC / Federal Home Loan Mortgage Corporation 0,06 0,00 0,0527 -0,0007
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,06 -4,69 0,0522 -0,0031
US36179VZQ66 / Ginnie Mae II Pool 0,06 -1,64 0,0513 -0,0020
US63942BAA26 / Navient Private Education Refi Loan Trust 2021-A 0,06 -6,25 0,0512 -0,0041
US3133KRJY18 / FNCL UMBS 6.0 RA9279 06-01-53 0,06 -4,92 0,0499 -0,0028
FMCC / Federal Home Loan Mortgage Corporation 0,06 -1,69 0,0499 -0,0012
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,06 0,0496 0,0496
FMCC / Federal Home Loan Mortgage Corporation 0,06 -5,00 0,0491 -0,0026
US36179WXJ25 / GNII II 2.5% 02/20/2052#MA7881 0,06 -1,72 0,0486 -0,0020
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,06 0,00 0,0477 -0,0011
US3132DWF406 / FNCL UMBS 4.5 SD8287 01-01-53 0,05 -79,31 0,0463 -0,1782
US3133KNDK63 / FNCL UMBS 2.0 RA6406 11-01-51 0,05 -3,64 0,0457 -0,0020
CPS 24-D A 144A 4.91% 06-15-28/03-16-26 / ABS-O (US22411JAA34) 0,05 -23,19 0,0455 -0,0142
US3140KNKT41 / FNCL UMBS 2.5 BQ3005 10-01-50 0,05 -3,70 0,0451 -0,0016
FMCC / Federal Home Loan Mortgage Corporation 0,05 -5,45 0,0450 -0,0030
FMCC / Federal Home Loan Mortgage Corporation 0,05 36,84 0,0448 0,0113
US36179W2V97 / Ginnie Mae II Pool 0,05 -1,89 0,0443 -0,0018
FMCC / Federal Home Loan Mortgage Corporation 0,05 -3,77 0,0434 -0,0024
FMCC / Federal Home Loan Mortgage Corporation 0,05 -1,96 0,0433 -0,0014
FMCC / Federal Home Loan Mortgage Corporation 0,05 -7,41 0,0433 -0,0031
US3133KRJ476 / FNCL UMBS 6.0 RA9283 06-01-53 0,05 -7,41 0,0430 -0,0035
US12598RAA14 / COLT 21-5 A1 144A FRN 10-01-61 0,05 -5,66 0,0426 -0,0032
US3132DQXP61 / FEDERAL HOME LOAN MORTGAGE CORP 0,05 -2,00 0,0425 -0,0011
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,05 0,00 0,0422 -0,0006
US31418ER854 / FNCL UMBS 5.5 MA5010 05-01-53 0,05 -2,00 0,0418 -0,0018
US3140XLB987 / FNCL UMBS 5.0 FS4563 05-01-53 0,05 -2,08 0,0408 -0,0011
US3132DNRE57 / FNCL UMBS 2.5 SD1385 11-01-51 0,05 -2,08 0,0401 -0,0014
FMCC / Federal Home Loan Mortgage Corporation 0,05 0,0394 0,0394
GCAR 24-3 A3 144A 5.02% 04-17-28 / ABS-O (US37989AAE47) 0,05 0,00 0,0383 -0,0005
US36202E3T49 / G2 004410 04-20-39 0,04 -2,22 0,0380 -0,0013
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,04 -2,22 0,0380 -0,0009
FMCC / Federal Home Loan Mortgage Corporation 0,04 -2,22 0,0378 -0,0017
UST 10YR FUT ULTRA UXYU5 09-19-25 / DIR (N/A) 0,04 0,0374 0,0374
US36179WZA97 / Ginnie Mae II Pool 0,04 0,0374 0,0374
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,04 0,0370 0,0370
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,04 -2,27 0,0369 -0,0012
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,04 0,0369 0,0369
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,04 0,0364 0,0364
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,04 -6,67 0,0361 -0,0027
US3140FXUK68 / FNMDI4 4.5 BF0585 12-01-61 0,04 -4,76 0,0344 -0,0023
US3132Y2KZ81 / FGLMC 4.5 Q58411 09-01-48 0,04 0,00 0,0342 -0,0007
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,04 0,0342 0,0342
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,04 0,00 0,0341 -0,0007
US31418ER698 / Fannie Mae Pool 0,04 -2,50 0,0340 -0,0012
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,04 -7,14 0,0336 -0,0032
US3132DWF570 / FNCL UMBS 5.0 SD8288 01-01-53 0,04 -2,56 0,0330 -0,0012
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,04 0,0329 0,0329
FMCC / Federal Home Loan Mortgage Corporation 0,04 -2,56 0,0327 -0,0010
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,04 -2,56 0,0326 -0,0010
FMCC / Federal Home Loan Mortgage Corporation 0,04 0,0324 0,0324
FMCC / Federal Home Loan Mortgage Corporation 0,04 -2,63 0,0319 -0,0012
US3140FXRT15 / FNMA 40YR REPERFORMING MODIFIED WI 0,04 -2,70 0,0313 -0,0013
US3133BDNS09 / FED HM LN PC POOL QE4001 FR 05/52 FIXED 3 0,04 0,0312 0,0312
FMCC / Federal Home Loan Mortgage Corporation 0,04 -2,70 0,0310 -0,0014
US912810TB44 / T 1 7/8 11/15/51 0,04 -2,70 0,0307 -0,0014
US3140MPVF57 / Fannie Mae Pool 0,04 0,0306 0,0306
US3133KRJ211 / FNCL UMBS 6.0 RA9281 06-01-53 0,04 -2,70 0,0306 -0,0020
US36179WY939 / Ginnie Mae II Pool 0,04 -2,78 0,0304 -0,0013
US3132DQY599 / UMBS 0,04 -2,78 0,0300 -0,0016
US36180FZZ88 / G2SF 3.5 AD4360 175K MAX 07-20-43 0,04 -54,55 0,0299 -0,0363
US3140MSNF88 / FNCL UMBS 5.5 BW1289 10-01-52 0,04 -5,41 0,0299 -0,0020
FGLMC 4.5 Z40273 10-01-48 / ABS-MBS (US3132FCJS52) 0,03 -2,86 0,0295 -0,0012
FMCC / Federal Home Loan Mortgage Corporation 0,03 -5,88 0,0279 -0,0022
US3140MSLZ60 / FNCL UMBS 5.5 BW1243 10-01-52 0,03 -3,03 0,0272 -0,0013
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,03 0,00 0,0251 -0,0004
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,03 -3,33 0,0248 -0,0011
FMCC / Federal Home Loan Mortgage Corporation 0,03 -3,33 0,0247 -0,0013
US3617QYM368 / G2SF 2.5 BZ3978 11-20-50 0,03 -3,45 0,0245 -0,0010
US3133KRJ542 / FNCL UMBS 6.0 RA9284 06-01-53 0,03 0,00 0,0242 -0,0004
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,03 0,0241 0,0241
US31371M6U69 / FNIONP 5.0 256583 12-01-36 0,03 -3,57 0,0235 -0,0005
US3140KSB229 / Fannie Mae Pool 0,03 0,00 0,0234 -0,0005
US3140QMKH65 / Fannie Mae Pool 0,03 0,0234 0,0234
US3140XB4Y37 / Fannie Mae Pool 0,03 -3,57 0,0234 -0,0010
FMCC / Federal Home Loan Mortgage Corporation 0,03 0,0230 0,0230
SDART 24-4 A2 5.41% 07-15-27/11-17-25 / ABS-O (US802919AB63) 0,03 -48,00 0,0227 -0,0208
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,03 0,00 0,0221 -0,0003
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,03 -3,85 0,0219 -0,0008
FMCC / Federal Home Loan Mortgage Corporation 0,03 -7,41 0,0219 -0,0017
FMCC / Federal Home Loan Mortgage Corporation 0,03 0,00 0,0218 -0,0006
US3140H6SD26 / FNCL UMBS 4.0 BJ5015 12-01-47 0,02 -4,00 0,0212 -0,0006
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,02 0,00 0,0209 -0,0004
EW / Edwards Lifesciences Corporation 0,02 -98,99 0,0208 -1,9959
US3617A0N282 / G2RF 4.541 AO0409 12-20-65 0,02 0,00 0,0197 -0,0004
US35563PKF52 / SCRT 19-2 MT 3.5% 08-25-58 0,02 0,00 0,0196 -0,0005
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,02 0,00 0,0188 -0,0006
US3132Y0KM13 / FGLMC 4.0 Q56599 06-01-48 0,02 0,00 0,0183 -0,0004
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,02 0,00 0,0183 -0,0005
DRIVE 24-2 A3 4.5% 09-15-28/07-15-26 / ABS-O (US26207AAD54) 0,02 -4,76 0,0178 -0,0002
US3140XKFH81 / FN30 0,02 -4,76 0,0177 -0,0004
US36185KA220 / G2RF 4.57 AN1825 06-20-65 0,02 -4,76 0,0176 -0,0005
US3140HLS646 / FNCL UMBS 4.0 BK6840 06-01-48 0,02 -4,76 0,0175 -0,0013
FMCC / Federal Home Loan Mortgage Corporation 0,02 -4,76 0,0175 -0,0006
US3132XUJP10 / FGLMC 3.5 Q52069 11-01-47 0,02 -5,00 0,0169 -0,0010
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,02 -5,00 0,0163 -0,0012
FMCC / Federal Home Loan Mortgage Corporation 0,02 0,00 0,0162 -0,0007
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,02 0,00 0,0162 -0,0002
US3132Y2LS30 / FGLMC 4.5 Q58436 09-01-48 0,02 -10,00 0,0161 -0,0013
US3140XBX628 / UMBS 0,02 -5,26 0,0160 -0,0009
US3140XGY450 / Federal National Mortgage Association, Inc. 0,02 -5,26 0,0159 -0,0004
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,02 -5,26 0,0154 -0,0011
US35563PDT30 / Seasoned Credit Risk Transfer Trust Series 2018-1 0,02 0,00 0,0150 -0,0004
FMCC / Federal Home Loan Mortgage Corporation 0,02 0,0145 0,0145
GCAR 24-3 A2 144A 5.35% 08-16-27 / ABS-O (US37989AAC80) 0,02 -38,46 0,0144 -0,0082
FMCC / Federal Home Loan Mortgage Corporation 0,02 -5,88 0,0141 -0,0005
FMCC / Federal Home Loan Mortgage Corporation 0,02 0,0140 0,0140
FMCC / Federal Home Loan Mortgage Corporation 0,02 0,0129 0,0129
FMCC / Federal Home Loan Mortgage Corporation 0,02 0,0129 0,0129
US3140HJY622 / FNCL UMBS 4.0 BK5232 05-01-48 0,01 -6,67 0,0124 -0,0013
US3132WMN914 / FGLMC 3.5 Q47615 04-01-47 0,01 0,00 0,0119 -0,0002
US3132XYT567 / FGLMC 4.0 Q55971 05-01-48 0,01 -7,14 0,0117 -0,0003
US3140XKET39 / Fannie Mae Pool 0,01 -7,14 0,0116 -0,0005
US35563PLG27 / Seasoned Credit Risk Transfer Trust Series 2019-3 0,01 0,00 0,0116 -0,0003
US3132Y2JY36 / FGLMC 4.5 Q58378 09-01-48 0,01 -7,14 0,0115 -0,0011
US31418D2V37 / FNMA 20YR 2% 06/01/2041#MA4387 0,01 0,00 0,0112 -0,0003
US31418EW557 / FNMA POOL MA5167 FN 10/53 FIXED 6.5 0,01 -7,14 0,0112 -0,0011
US36179YAR53 / GINNIE MAE II POOL 5.00% 0,01 0,00 0,0112 -0,0004
FMCC / Federal Home Loan Mortgage Corporation 0,01 0,00 0,0111 -0,0006
US31339SBR58 / FNCL UMBS 3.5 QA2748 09-01-49 0,01 0,00 0,0111 -0,0002
DRIVE 24-2 A2 4.94% 12-15-27/25 / ABS-O (US26207AAC71) 0,01 -40,00 0,0110 -0,0062
SDART 24-5 A2 4.88% 09-15-27 / ABS-O (US802920AC28) 0,01 -42,86 0,0110 -0,0076
FMCC / Federal Home Loan Mortgage Corporation 0,01 0,0110 0,0110
GCAR 24-4 A2 144A 4.76% 10-15-27/02-17-26 / ABS-O (US36270YAC66) 0,01 -33,33 0,0104 -0,0056
US87166PAK75 / SYNIT 23-A A 5.54% 07-15-29/26 0,01 0,00 0,0103 -0,0001
ACAR 24-3 A 144A 5.76% 11-12-27 / ABS-O (US02490BAA61) 0,01 -42,11 0,0102 -0,0064
US3132XY2H96 / FGLMC 4.0 Q56175 05-01-48 0,01 -8,33 0,0095 -0,0012
FMCC / Federal Home Loan Mortgage Corporation 0,01 -9,09 0,0092 -0,0007
US36202FWB83 / G2SF 4.5 5142 08-20-41 0,01 0,00 0,0088 -0,0002
US35564CAN74 / SLST 18-2 A1 3.5% 11-25-28 0,01 0,00 0,0087 -0,0003
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,01 0,00 0,0082 -0,0001
FMCC / Federal Home Loan Mortgage Corporation 0,01 0,0079 0,0079
US31418DVA70 / FNMA 30YR 2% 12/01/2050# 0,01 0,00 0,0073 -0,0003
FMCC / Federal Home Loan Mortgage Corporation 0,01 -81,82 0,0071 -0,0312
US31418EPA28 / FNCL UMBS 4.0 MA4916 02-01-53 0,01 0,00 0,0069 -0,0002
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,01 -12,50 0,0066 -0,0004
FMCC / Federal Home Loan Mortgage Corporation 0,01 0,0064 0,0064
US31419BL604 / FNCL UMBS 5.0 AE1248 06-01-41 0,01 0,00 0,0060 -0,0005
US3132XYT492 / FGLMC 4.0 Q55970 05-01-48 0,01 0,00 0,0056 -0,0002
BLAST 24-4 A2 4.84% 09-15-27/11-17-25 / ABS-O (US10806EAB02) 0,01 -37,50 0,0051 -0,0024
US3133B42W47 / Federal Home Loan Mortgage Corp. 0,01 -16,67 0,0050 -0,0002
US3617A0QN99 / G2RF 4.542 AO0461 08-20-65 0,01 -16,67 0,0049 -0,0003
US3140HPZH33 / FNCL UMBS 4.0 BK9743 08-01-48 0,01 0,00 0,0049 -0,0001
US80286FAD50 / Santander Drive Auto Receivables Trust, Series 2022-4, Class B 0,01 -50,00 0,0045 -0,0046
ACAR 24-4 A 144A 4.81% 03-13-28 / ABS-O (US024945AA55) 0,00 -42,86 0,0040 -0,0023
US3138ATCK40 / FNCL UMBS 4.0 AJ1873 10-01-41 0,00 0,00 0,0040 -0,0001
US31417J3C20 / FNCL UMBS 5.0 AC0794 10-01-39 0,00 0,00 0,0039 -0,0001
US31419BMY82 / FNCL UMBS 5.0 AE1274 10-01-41 0,00 0,00 0,0035 -0,0001
US31419BNG67 / FNCL UMBS 5.0 AE1290 02-01-42 0,00 0,00 0,0035 -0,0001
US36179XFF87 / Government National Mortgage Association (GNMA) 0,00 -25,00 0,0034 -0,0002
US3140QEZS40 / FN CA7052 3 9/1/50 0,00 0,00 0,0031 -0,0002
US3133KJXM97 / Freddie Mac Pool 0,00 0,00 0,0030 -0,0003
US802927AD53 / Santander Drive Auto Receivables Trust 2023-4 0,00 -25,00 0,0028 -0,0012
US3140HPZ345 / FNCL UMBS 4.5 BK9761 08-01-48 0,00 0,00 0,0028 -0,0001
EART 24-4 A2 5.6% 05-17-27 / ABS-O (US30166UAB61) 0,00 -70,00 0,0026 -0,0064
US31419BM362 / FNCL UMBS 5.0 AE1277 11-01-41 0,00 0,00 0,0026 -0,0001
SOFR 90DAY FUT OPT SFRZ5P P @ 95.6875 12-12-25 / DIR (N/A) 0,00 0,0026 0,0026
US3132DWBB81 / FHLG 30YR 2% 03/01/2051# 0,00 0,00 0,0019 -0,0001
US31419BM933 / FNCL UMBS AE1283 12-01-41 0,00 0,00 0,0016 -0,0001
US3140XGCB37 / Fannie Mae Pool 0,00 0,00 0,0016 -0,0001
US3132DWHS52 / FEDERAL HOME LOAN MORTGAGE CORPORATION 0,00 0,00 0,0015 -0,0000
US80287GAD25 / Santander Drive Auto Receivables Trust 2023-1 0,00 -66,67 0,0014 -0,0013
US31412RDK05 / FNCL UMBS 932606 02-01-40 0,00 0,00 0,0014 -0,0000
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