Grundlæggende statistik
Porteføljeværdi $ 13.886.062.655
Nuværende stillinger 1.006
Seneste beholdninger, ydeevne, AUM (fra 13F, 13D)

MFAAX - AMERICAN FUNDS MORTGAGE FUND Class A har afsløret 1.006 samlede besiddelser i deres seneste SEC-arkivering. Den seneste porteføljeværdi er beregnet til at være $ 13.886.062.655 USD. Faktiske aktiver under forvaltning (AUM) er denne værdi plus kontanter (som ikke er oplyst). MFAAX - AMERICAN FUNDS MORTGAGE FUND Class As største beholdninger er CAPITAL GROUP CENTRAL CASH FUND (US:US14020B1026) , Uniform Mortgage-Backed Security, TBA (US:US01F0606750) , Uniform Mortgage-Backed Security, TBA (US:US01F0626717) , Uniform Mortgage-Backed Security, TBA (US:US01F0626634) , and Federal Home Loan Bank (FHLB) (US:US313385HQ21) . MFAAX - AMERICAN FUNDS MORTGAGE FUND Class As nye stillinger omfatter Uniform Mortgage-Backed Security, TBA (US:US01F0606750) , Uniform Mortgage-Backed Security, TBA (US:US01F0626717) , Uniform Mortgage-Backed Security, TBA (US:US01F0626634) , Federal Home Loan Bank (FHLB) (US:US313385HQ21) , and Uniform Mortgage-Backed Security, TBA (US:US01F0226757) .

MFAAX - AMERICAN FUNDS MORTGAGE FUND Class A - Porteføljeværdi
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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 %
17,98 1.797,65 15,8472 11,4384
283,99 2,5035 2,5035
246,51 2,1731 1,9636
186,11 1,6406 1,6406
152,90 1,3479 1,2793
147,47 1,3000 1,1671
123,57 1,0894 1,0894
120,19 1,0595 1,0595
99,08 0,8734 0,8734
104,07 0,9174 0,7962
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 %
375,43 3,3096 -5,0914
42,13 0,3714 -2,2220
7,78 0,0686 -1,9366
138,90 1,2245 -1,7005
3,63 0,0320 -1,5066
227,46 2,0052 -1,4147
24,37 0,2149 -1,3949
571,40 5,0372 -1,1859
127,78 1,1265 -0,6170
72,91 0,6427 -0,6100
13F og Fondsarkivering

Denne formular blev indsendt den 2025-07-25 for rapporteringsperioden 2025-05-31. 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 Gennemsnitlig aktiekurs Aktier
(MM)		 Δ Aktier
(%)		 Δ Aktier
(%)		 Værdi
($MM)		 Portefølje
(%)		 ΔPortefølje
(%)
US14020B1026 / CAPITAL GROUP CENTRAL CASH FUND 17,98 248,43 1.797,65 248,36 15,8472 11,4384
US01F0606750 / Uniform Mortgage-Backed Security, TBA 571,40 -11,42 5,0372 -1,1859
US01F0626717 / Uniform Mortgage-Backed Security, TBA 375,43 -56,89 3,3096 -5,0914
US01F0626634 / Uniform Mortgage-Backed Security, TBA 324,79 15,42 2,8632 0,1485
US313385HQ21 / Federal Home Loan Bank (FHLB) 283,99 2,5035 2,5035
US01F0226757 / Uniform Mortgage-Backed Security, TBA 246,51 1.035,40 2,1731 1,9636
EWL / Edwards Lifesciences Corporation 227,46 -35,84 2,0052 -1,4147
FMCC / Federal Home Loan Mortgage Corporation 214,43 -25,29 1,8903 -0,5618
US31418ER771 / UMBS 196,05 -13,48 1,7283 -0,2078
US313385KY18 / Federal Home Loan Bank Discount Notes 186,11 1,6406 1,6406
G2SF 4.5 MB0024 11-20-54 / ABS-MBS (US3618N5A258) 185,19 -2,98 1,6325 0,0018
US3132DWF737 / FR SD8290 170,16 -4,44 1,5000 -0,0214
EWL / Edwards Lifesciences Corporation 152,90 1.864,27 1,3479 1,2793
US01F0306609 / Fannie Mae or Freddie Mac 147,47 970,26 1,3000 1,1671
UNITED STATES TREASURY NOTE 4.5% 05-31-29 / DBT (US91282CKT70) 138,90 -59,43 1,2245 -1,7005
US3132DWHT36 / FEDERAL HOME LOAN MORTGAGE CORP 132,93 -3,19 1,1718 -0,0013
US01F0606677 / Uniform Mortgage-Backed Security, TBA 127,78 -29,30 1,1265 -0,6170
US01F0226344 / Uniform Mortgage-Backed Security, TBA 123,57 1,0894 1,0894
US01F0226344 / Uniform Mortgage-Backed Security, TBA 120,19 1,0595 1,0595
US91282CHQ78 / United States Treasury Note/Bond 118,88 0,29 1,0480 0,0352
US3140QSAD32 / FNCL UMBS 4.5 CB6303 05-01-53 105,01 -3,63 0,9257 -0,0053
US01F0206619 / FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE 104,07 728,11 0,9174 0,7962
US01F0226344 / Uniform Mortgage-Backed Security, TBA 100,85 -4,02 0,8890 -0,0087
US313385GL43 / Federal Home Loan Bank (FHLB) 99,98 334,68 0,8813 0,6183
US3132DWDS98 / Freddie Mac Pool 99,32 -3,92 0,8755 -0,0076
US313385KR66 / Federal Home Loan Bank (FHLB) 99,08 0,8734 0,8734
US313385MQ65 / Federal Home Loan Bank Discount Notes 98,53 13,91 0,8686 -0,1003
US3133KYVE66 / Freddie Mac Pool 94,77 -4,28 0,8354 -0,0104
US3132DWG800 / Freddie Mac Pool 92,57 -29,06 0,8161 -0,2988
US01F0206791 / UMBS, 30 Year, Single Family 91,76 126,47 0,8089 0,4180
US01F0226344 / Uniform Mortgage-Backed Security, TBA 75,46 0,6652 0,6652
US3130AK6H44 / Federal Home Loan Banks 74,23 0,6543 0,6543
US3132DWHE66 / UMBS 72,91 -50,28 0,6427 -0,6100
US3140QPSH15 / FNCL UMBS 4.0 CB4119 07-01-52 71,24 -3,64 0,6281 -0,0036
US3130AK6H44 / Federal Home Loan Banks 69,79 0,6153 0,6153
US3622ABKD34 / G2SF 2.5 785792 12-20-51 63,35 -4,74 0,5584 -0,0097
US3132DWJS35 / Freddie Mac Pool 61,98 -4,09 0,5464 -0,0057
US31418ES688 / FNCL UMBS 6.0 MA5040 06-01-53 59,75 -4,41 0,5267 -0,0073
US3132DWD674 / Freddie Mac Pool 57,13 -3,88 0,5037 -0,0042
FMCC / Federal Home Loan Mortgage Corporation 54,23 -2,29 0,4781 0,0039
US3132DWDZ32 / FREDDIE MAC POOL UMBS P#SD8220 3.00000000 54,07 -4,14 0,4767 -0,0053
FMCC / Federal Home Loan Mortgage Corporation 53,31 -3,35 0,4700 -0,0013
US01F0226344 / Uniform Mortgage-Backed Security, TBA 52,41 -4,60 0,4620 -0,0073
FMCC / Federal Home Loan Mortgage Corporation 50,69 -4,17 0,4468 -0,0051
US3130AK6H44 / Federal Home Loan Banks 49,73 0,4384 0,4384
SCRT 24-2 MT 144A 3.5% 05-25-64 / ABS-CBDO (US35563PX469) 49,55 -3,74 0,4368 -0,0030
FMCC / Federal Home Loan Mortgage Corporation 48,64 0,4288 0,4288
FMCC / Federal Home Loan Mortgage Corporation 47,92 -5,17 0,4225 -0,0093
US3622ABCL42 / G2SF 2.5 785575 08-20-51 47,00 -4,52 0,4144 -0,0062
US31418EV641 / FNCL UMBS 4.5 MA5136 09-01-53 45,64 -3,61 0,4023 -0,0022
UNITED STATES TREASURY NOTE 3.5% 09-30-26 / DBT (US91282CLP40) 43,70 0,11 0,3852 0,0123
US01F0226344 / Uniform Mortgage-Backed Security, TBA 43,67 -3,56 0,3849 -0,0019
UNITED STATES TREASURY NOTE 4.625% 02-15-55 / DBT (US912810UG12) 42,93 0,3785 0,3785
US3140JBNK85 / FNMDI4 3.5 BM6693 08-01-59 42,36 -3,49 0,3734 -0,0016
US01F0306781 / UMBS TBA 42,13 -84,33 0,3714 -2,2220
US31418ES506 / Fannie Mae Pool 41,42 -3,42 0,3651 -0,0013
US31418ES431 / UMBS, 30 Year 40,91 -6,65 0,3606 -0,0138
US01F0226344 / Uniform Mortgage-Backed Security, TBA 40,71 -5,74 0,3589 -0,0101
US01F0226344 / Uniform Mortgage-Backed Security, TBA 40,09 347,41 0,3534 0,2768
US01F0326664 / Uniform Mortgage-Backed Security, TBA 38,61 619,19 0,3403 0,2886
US3132DWFR97 / FNCL UMBS 5.0 SD8276 12-01-52 37,78 -50,24 0,3330 -0,3156
US3133KR5S99 / FNCL UMBS 6.0 RA9857 09-01-53 37,58 -3,67 0,3313 -0,0020
US31418ET678 / Fannie Mae Pool 37,51 -3,58 0,3306 -0,0017
UNITED STATES TREASURY NOTE 4.375% 07-31-26 / DBT (US91282CLB53) 37,11 -0,16 0,3272 0,0096
US91282CHL81 / United States Treasury Note/Bond 36,87 -0,09 0,3250 0,0097
US3132DWHG15 / Freddie Mac Pool 36,85 -3,36 0,3248 -0,0010
US3133C5G478 / FNCL UMBS 5.0 QG4719 06-01-53 36,17 -2,75 0,3189 0,0011
US3133USJZ55 / FNCL UMBS 2.0 SI2080 10-01-50 35,98 -4,89 0,3172 -0,0060
US01F0226344 / Uniform Mortgage-Backed Security, TBA 35,73 0,3150 0,3150
US3133BPTU21 / FNCL UMBS 4.5 QF2363 11-01-52 35,17 -3,06 0,3100 0,0001
US3133USJF91 / FNCL UMBS 2.0 SI2062 09-01-50 34,79 -5,88 0,3067 -0,0091
US3132DPC894 / FNCL UMBS 4.5 SD1895 11-01-52 33,91 -4,22 0,2989 -0,0036
G2SF 4.0 MB0256 03-20-55 / ABS-MBS (US3618N5JA81) 32,86 0,2897 0,2897
US31418ENL01 / Fannie Mae Pool 32,68 -4,95 0,2881 -0,0057
US17291NAA90 / Citigroup Commercial Mortgage Trust 2023-SMRT 32,62 -0,15 0,2876 0,0084
FMCC / Federal Home Loan Mortgage Corporation 32,03 -3,94 0,2823 -0,0025
US3132DWJM64 / Freddie Mac Pool 31,89 -4,06 0,2812 -0,0029
US3140QFS342 / FNCL UMBS 2.5 CA7737 11-01-50 31,78 -4,13 0,2801 -0,0031
US3132DWHH97 / FHLG 30YR 6% 06/01/2053# 31,16 -4,17 0,2747 -0,0031
US31418ER938 / FNMA 30YR 6% 05/01/2053# 30,56 -5,26 0,2694 -0,0062
US01F0226344 / Uniform Mortgage-Backed Security, TBA 30,37 -5,12 0,2677 -0,0058
FMCC / Federal Home Loan Mortgage Corporation 29,85 0,2632 0,2632
US01F0226344 / Uniform Mortgage-Backed Security, TBA 29,29 -2,68 0,2582 0,0011
FMCC / Federal Home Loan Mortgage Corporation 28,94 0,2551 0,2551
US3140QLVV57 / FNCL UMBS 2.5 CB1527 09-01-51 28,18 -5,47 0,2484 -0,0063
US01F0226344 / Uniform Mortgage-Backed Security, TBA 28,17 0,2483 0,2483
FMCC / Federal Home Loan Mortgage Corporation 27,93 -2,10 0,2462 0,0025
US3132DWAF05 / Freddie Mac Pool 27,77 -4,36 0,2448 -0,0033
US01F0226344 / Uniform Mortgage-Backed Security, TBA 27,75 -5,42 0,2446 -0,0060
US3132DWJL81 / Freddie Mac Pool 27,64 -3,76 0,2437 -0,0017
FMCC / Federal Home Loan Mortgage Corporation 27,52 0,2426 0,2426
US01F0226344 / Uniform Mortgage-Backed Security, TBA 27,43 0,2418 0,2418
UNITED STATES TREASURY NOTE 4.125% 01-31-27 / DBT (US91282CMH15) 27,07 0,03 0,2386 0,0074
FMCC / Federal Home Loan Mortgage Corporation 26,91 -3,69 0,2372 -0,0015
FMCC / Federal Home Loan Mortgage Corporation 26,90 -2,52 0,2371 0,0014
US05609VAA35 / BX Commercial Mortgage Trust 2021-VOLT 26,78 0,12 0,2360 0,0075
US01F0226674 / Uniform Mortgage-Backed Security, TBA 26,31 449,44 0,2319 0,1857
US01F0226344 / Uniform Mortgage-Backed Security, TBA 26,29 -4,35 0,2318 -0,0031
US01F0226344 / Uniform Mortgage-Backed Security, TBA 26,23 -6,76 0,2313 -0,0091
FMCC / Federal Home Loan Mortgage Corporation 25,89 0,2282 0,2282
FMCC / Federal Home Loan Mortgage Corporation 25,56 -3,67 0,2253 -0,0014
US3140QGZ428 / FNCL UMBS 2.5 CA8862 01-01-51 25,51 -4,43 0,2249 -0,0032
US3132E0QE50 / FNCL UMBS 6.0 SD4053 10-01-53 25,49 -2,91 0,2247 0,0004
US01F0226344 / Uniform Mortgage-Backed Security, TBA 25,47 -5,10 0,2246 -0,0048
US3132DM6J97 / FNCL UMBS 3.5 SD0873 02-01-52 25,44 -4,87 0,2242 -0,0042
FNCL 7.0 UMBS TBA 06-01-55 / ABS-MBS (US01F0706667) 25,26 -66,13 0,2227 -0,4967
US3140XDLL86 / FANNIE MAE POOL UMBS P#FM9330 3.00000000 25,24 -3,59 0,2225 -0,0012
FMCC / Federal Home Loan Mortgage Corporation 25,23 -4,58 0,2225 -0,0035
FMCC / Federal Home Loan Mortgage Corporation 24,94 -4,21 0,2199 -0,0026
US3140MGM656 / FNCL UMBS 2.0 BV3080 02-01-52 24,91 -4,76 0,2196 -0,0039
US01F0226344 / Uniform Mortgage-Backed Security, TBA 24,76 0,2183 0,2183
US3140XFPT25 / FNCL UMBS 2.5 FS0433 12-01-51 24,73 -4,76 0,2180 -0,0038
US01F0226344 / Uniform Mortgage-Backed Security, TBA 24,66 -2,84 0,2174 0,0005
US35564CGW10 / SLST 20-2 AC 2.0% 09-27-60 24,64 -2,03 0,2172 0,0023
US21H0426617 / Ginnie Mae 24,37 -83,18 0,2149 -1,3949
US01F0226344 / Uniform Mortgage-Backed Security, TBA 24,30 -2,56 0,2143 0,0012
US01F0226344 / Uniform Mortgage-Backed Security, TBA 24,21 -20,46 0,2134 -0,0466
US3137HA4B92 / FHMS K751 A2 (MF) 4.412% 03-25-30 24,10 0,10 0,2125 0,0068
US35564CKH96 / SLST 21-1 AC 2.25% 05-26-31 24,10 -2,19 0,2124 0,0019
US31418EQ864 / Fannie Mae Pool 23,95 -9,86 0,2111 -0,0159
FMCC / Federal Home Loan Mortgage Corporation 23,90 -2,63 0,2107 0,0010
US3140XC6T06 / FANNIE MAE POOL UMBS P#FM8981 3.00000000 23,62 -6,21 0,2082 -0,0069
US3140X9YJ83 / FNCL UMBS 2.5 FM6112 02-01-51 23,58 -4,23 0,2079 -0,0025
US35564CJD02 / SLST 20-3 AC 2.0% 11-25-30 23,34 -2,07 0,2057 0,0021
US34535CAA45 / FORDR_23-2 22,96 -0,52 0,2024 0,0052
US3140QF5E50 / FNCL UMBS 2.5 CA8044 12-01-50 22,52 -4,54 0,1985 -0,0030
US01F0226344 / Uniform Mortgage-Backed Security, TBA 22,51 -2,34 0,1984 0,0015
US01F0226344 / Uniform Mortgage-Backed Security, TBA 22,39 -6,01 0,1974 -0,0061
US35564CLZ85 / SLST 22-1 A1 3.5% 05-25-32 22,16 -3,26 0,1954 -0,0004
FMCC / Federal Home Loan Mortgage Corporation 21,97 -2,99 0,1937 0,0002
US3132DVKQ76 / UMBS Pool 21,84 -4,60 0,1926 -0,0031
FMCC / Federal Home Loan Mortgage Corporation 21,64 -7,08 0,1908 -0,0082
US01F0226344 / Uniform Mortgage-Backed Security, TBA 21,61 -12,52 0,1905 -0,0205
US3140QGYS07 / FNCL UMBS 2.0 CA8820 02-01-51 21,58 -4,74 0,1903 -0,0033
US31418EW482 / Fannie Mae Pool 21,51 -4,51 0,1896 -0,0028
US3140QGY272 / FN CA8828 21,26 -3,94 0,1874 -0,0017
G2SF 4.0 MB0144 01-20-55 / ABS-MBS (US3618N5ES45) 21,10 30,56 0,1860 0,0479
US3132DWHA45 / Freddie Mac Pool 20,66 -4,51 0,1821 -0,0027
FMCC / Federal Home Loan Mortgage Corporation 20,65 -2,35 0,1820 0,0014
US01F0226344 / Uniform Mortgage-Backed Security, TBA 20,58 0,1814 0,1814
US31418ERA00 / Fannie Mae Pool 20,39 -4,72 0,1797 -0,0031
US3133KYVG15 / FR RB5115 20,34 -3,37 0,1793 -0,0005
US35564CLN55 / SLST 21-2 AD 2.0% 07-25-31 20,22 -2,09 0,1783 0,0018
US3133KYV717 / FHLG 20YR 2% 12/01/2041#RB5138 20,15 -3,79 0,1777 -0,0013
US01F0226344 / Uniform Mortgage-Backed Security, TBA 20,13 104,40 0,1775 0,0933
G2SF 4.0 MB0202 02-20-55 / ABS-MBS (US3618N5GL73) 20,08 -60,08 0,1770 -0,2527
UNITED STATES TREASURY NOTE 4.5% 03-31-26 / DBT (US91282CKH33) 20,05 -0,15 0,1768 0,0052
FMCC / Federal Home Loan Mortgage Corporation 19,84 -5,09 0,1749 -0,0037
US05608RAA32 / BX Trust 19,83 -0,43 0,1748 0,0047
FMCC / Federal Home Loan Mortgage Corporation 19,77 -2,20 0,1742 0,0016
US3133KL2V82 / FNCL UMBS 2.0 RA5288 05-01-51 19,69 -4,30 0,1736 -0,0022
US01F0226344 / Uniform Mortgage-Backed Security, TBA 19,68 103,39 0,1735 0,0908
US01F0226344 / Uniform Mortgage-Backed Security, TBA 19,59 -3,36 0,1727 -0,0005
FMCC / Federal Home Loan Mortgage Corporation 19,55 -2,03 0,1723 0,0018
US3140XKES55 / Fannie Mae Pool 19,50 -4,73 0,1719 -0,0030
FMCC / Federal Home Loan Mortgage Corporation 19,48 -4,37 0,1718 -0,0023
US3133KKZR30 / FR RA4352 19,31 -4,46 0,1703 -0,0024
US3140KYCY82 / FNCT UMBS 1.5 BR0986 05-01-41 19,28 -6,02 0,1700 -0,0053
US36179XFF87 / Government National Mortgage Association (GNMA) 18,93 -5,50 0,1669 -0,0043
MSRM 24-INV2 A1 144A FRN 02-25-54/08-25-45 / ABS-CBDO (US617939AA13) 18,84 -13,80 0,1661 -0,0207
US31418ECP34 / UMBS 18,71 -4,38 0,1650 -0,0022
FMCC / Federal Home Loan Mortgage Corporation 18,66 -10,72 0,1645 -0,0141
US3132DWG982 / FNCL UMBS 5.5 SD8324 05-01-53 18,09 -3,64 0,1595 -0,0009
US3140FXTC61 / FNMA, Other 18,03 -6,85 0,1590 -0,0064
FMCC / Federal Home Loan Mortgage Corporation 17,83 -2,87 0,1572 0,0004
US3132DVLZ66 / FREDDIE MAC POOL UMBS P#SD7544 3.00000000 17,63 -4,38 0,1554 -0,0021
US91282CCH25 / United States Treasury Note/Bond 17,57 1,01 0,1549 0,0063
US31418EXU99 / Fannie Mae Pool 17,54 -3,39 0,1546 -0,0005
FARM 24-1 A 144A FRN 10-01-53 / ABS-CBDO (US30335JAC53) 17,31 -1,87 0,1526 0,0019
US01F0226344 / Uniform Mortgage-Backed Security, TBA 17,08 -7,71 0,1506 -0,0075
FMCC / Federal Home Loan Mortgage Corporation 16,99 0,1498 0,1498
FMCC / Federal Home Loan Mortgage Corporation 16,87 -3,79 0,1488 -0,0011
US31418EQ948 / Federal National Mortgage Association 16,55 -4,68 0,1459 -0,0024
US36179YAQ70 / Ginnie Mae II Pool 16,45 -4,00 0,1450 -0,0014
US01F0226344 / Uniform Mortgage-Backed Security, TBA 16,18 -7,67 0,1427 -0,0071
US3140FXEF57 / Fannie Mae Pool 16,07 -3,85 0,1416 -0,0011
US3132DWJA27 / FNCL UMBS 4.0 SD8357 08-01-53 16,03 -3,30 0,1413 -0,0003
FMCC / Federal Home Loan Mortgage Corporation 15,83 1.505,58 0,1396 0,1311
US31418EAX85 / Federal National Mortgage Association (FNMA) 15,79 -3,12 0,1392 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 15,78 -5,50 0,1391 -0,0036
US01F0226344 / Uniform Mortgage-Backed Security, TBA 15,44 -2,83 0,1361 0,0004
US01F0226344 / Uniform Mortgage-Backed Security, TBA 15,37 -1,73 0,1355 0,0019
US01F0226344 / Uniform Mortgage-Backed Security, TBA 15,31 -4,01 0,1350 -0,0013
FMCC / Federal Home Loan Mortgage Corporation 15,13 0,1334 0,1334
US78472UAA60 / SREIT Trust 2021-MFP 15,11 -6,39 0,1332 -0,0047
FMCC / Federal Home Loan Mortgage Corporation 15,06 -2,41 0,1328 0,0009
US3140KTVJ10 / FNCT UMBS 1.5 BQ7816 04-01-41 14,91 -4,01 0,1315 -0,0013
US31418ED805 / Fannie Mae Pool 14,71 -4,39 0,1296 -0,0018
FMCC / Federal Home Loan Mortgage Corporation 14,50 193,74 0,1278 0,0857
US01F0226344 / Uniform Mortgage-Backed Security, TBA 14,37 0,1267 0,1267
FMCC / Federal Home Loan Mortgage Corporation 14,30 -62,46 0,1261 -0,1993
FMCC / Federal Home Loan Mortgage Corporation 14,11 -3,23 0,1244 -0,0002
UMBS 30YR TBA(REG A) 7.0 UMBS TBA 07-01-55 / ABS-MBS (US01F0706741) 14,02 -21,86 0,1236 -0,0495
FMCC / Federal Home Loan Mortgage Corporation 13,99 -4,87 0,1234 -0,0023
US01F0226344 / Uniform Mortgage-Backed Security, TBA 13,98 -5,10 0,1233 -0,0026
US3133C8FC42 / FNCL UMBS 6.0 QG7363 07-01-53 13,93 -1,44 0,1228 0,0020
FMCC / Federal Home Loan Mortgage Corporation 13,87 154,74 0,1223 0,0757
US01F0226344 / Uniform Mortgage-Backed Security, TBA 13,77 -3,64 0,1214 -0,0007
US3140QMZJ66 / FNCL UMBS 3.0 CB2544 01-01-52 13,42 -4,42 0,1183 -0,0016
US64034QAB41 / Nelnet Student Loan Trust 13,33 -7,37 0,1175 -0,0054
US3132DQHZ28 / FREDDIE MAC POOL FR SD2948 13,31 -3,72 0,1174 -0,0008
US3133KYWH88 / Freddie Mac Pool 13,30 -3,26 0,1173 -0,0002
FMCC / Federal Home Loan Mortgage Corporation 13,28 -3,23 0,1171 -0,0002
US01F0226344 / Uniform Mortgage-Backed Security, TBA 13,15 -2,93 0,1160 0,0002
US01F0226344 / Uniform Mortgage-Backed Security, TBA 13,12 333,87 0,1156 0,0898
US12567NAA72 / CIM TRUST 2022-R2 13,05 -2,54 0,1151 0,0006
US3132E0AV40 / FNCL UMBS 5.5 SD3620 08-01-53 13,02 -6,09 0,1148 -0,0037
US01F0226344 / Uniform Mortgage-Backed Security, TBA 12,97 0,1144 0,1144
FMCC / Federal Home Loan Mortgage Corporation 12,91 -3,66 0,1138 -0,0007
US3140QSF300 / FNCL UMBS 6.0 CB6485 06-01-53 12,90 -4,63 0,1137 -0,0018
US3140X8C543 / Fannie Mae Pool 12,90 -3,84 0,1137 -0,0009
US01F0226344 / Uniform Mortgage-Backed Security, TBA 12,88 -3,74 0,1135 -0,0008
US3132DWKB80 / FHLMC Pool, 30 Year 12,85 -4,50 0,1132 -0,0017
US31418EAC49 / FNCT UMBS 2.5 MA4502 12-01-41 12,51 -3,85 0,1103 -0,0009
US01F0226344 / Uniform Mortgage-Backed Security, TBA 12,49 -4,72 0,1101 -0,0019
US3132DQFV32 / FNCL UMBS 3.0 SD2880 10-01-51 12,37 -4,38 0,1090 -0,0015
US912810SW99 / United States Treasury Note/Bond 12,35 -4,72 0,1088 -0,0019
US01F0226344 / Uniform Mortgage-Backed Security, TBA 12,34 -3,44 0,1088 -0,0004
FMCC / Federal Home Loan Mortgage Corporation 12,17 0,1073 0,1073
FMCC / Federal Home Loan Mortgage Corporation 12,15 0,1071 0,1071
US01F0226344 / Uniform Mortgage-Backed Security, TBA 12,13 -3,97 0,1070 -0,0010
US31418ET421 / Federal National Mortgage Association, Inc. 11,94 -76,82 0,1052 -0,3348
US01F0226344 / Uniform Mortgage-Backed Security, TBA 11,80 -2,74 0,1041 0,0004
US21H0526788 / Ginnie Mae 11,67 0,1029 0,1029
US21H0526606 / Ginnie Mae 11,60 -50,14 0,1023 -0,1222
FMCC / Federal Home Loan Mortgage Corporation 11,59 -2,85 0,1021 0,0002
US01F0226344 / Uniform Mortgage-Backed Security, TBA 11,50 -11,78 0,1014 -0,0100
FMCC / Federal Home Loan Mortgage Corporation 11,46 -1,59 0,1011 0,0015
US643821AA93 / New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class A1 11,39 0,89 0,1004 0,0040
US01F0226344 / Uniform Mortgage-Backed Security, TBA 11,35 -3,54 0,1001 -0,0005
US3133KPMD77 / UMBS 11,31 -4,78 0,0997 -0,0018
US3140GSRX23 / FANNIE MAE POOL FN BH4101 11,18 -3,40 0,0985 -0,0003
US36179WXJ25 / GNII II 2.5% 02/20/2052#MA7881 11,15 -4,54 0,0983 -0,0015
UNITED STATES TREASURY NOTE 4.375% 01-31-32 / DBT (US91282CMK44) 11,15 -0,30 0,0983 0,0027
US01F0226344 / Uniform Mortgage-Backed Security, TBA 11,07 -3,02 0,0976 0,0001
US31418D5H16 / Fannie Mae Pool 11,07 -3,86 0,0976 -0,0008
FMCC / Federal Home Loan Mortgage Corporation 11,06 -2,77 0,0975 0,0003
FMCC / Federal Home Loan Mortgage Corporation 10,88 -2,74 0,0959 0,0003
OIS PAYFIX USD 3.41% 03-09-23/07-28-45 LCH / DIR (N/A) 10,84 0,0955 0,0955
US01F0404610 / Uniform Mortgage-Backed Security, TBA 10,65 0,97 0,0939 -0,0079
US3132XCR807 / FREDDIE MAC GOLD POOL FG G67711 10,49 -4,59 0,0925 -0,0015
US3140QGAJ63 / FNCL UMBS 2.0 CA8108 12-01-50 10,47 -4,84 0,0923 -0,0017
US01F0226344 / Uniform Mortgage-Backed Security, TBA 10,41 -9,08 0,0918 -0,0060
US01F0226344 / Uniform Mortgage-Backed Security, TBA 10,37 0,0914 0,0914
US01F0226344 / Uniform Mortgage-Backed Security, TBA 10,25 -3,82 0,0904 -0,0007
FMCC / Federal Home Loan Mortgage Corporation 10,11 0,0891 0,0891
US3132DWJN48 / Freddie Mac Pool, 30 Year 10,01 -5,99 0,0883 -0,0027
US01F0226344 / Uniform Mortgage-Backed Security, TBA 9,74 -11,76 0,0858 -0,0084
US3140QSTK73 / FNCL UMBS 4.5 CB6853 08-01-53 9,73 -2,61 0,0858 0,0004
US31418EXV72 / FNCL UMBS 6.0 MA5191 11-01-53 9,69 -4,11 0,0855 -0,0009
FMCC / Federal Home Loan Mortgage Corporation 9,63 -3,13 0,0849 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 9,57 -4,39 0,0843 -0,0011
FMCC / Federal Home Loan Mortgage Corporation 9,57 -2,12 0,0843 0,0008
US01F0224695 / Uniform Mortgage-Backed Security, TBA 9,56 -59,07 0,0843 -0,1411
US01F0226344 / Uniform Mortgage-Backed Security, TBA 9,49 -2,91 0,0837 0,0002
FMCC / Federal Home Loan Mortgage Corporation 9,44 171,70 0,0832 0,0535
US3140QQD283 / Fannie Mae Pool 9,42 -5,07 0,0830 -0,0017
US3132DWG727 / Freddie Mac Pool 9,32 -4,10 0,0822 -0,0009
US3133KP5U81 / UMBS, 30 Year 9,28 -4,32 0,0818 -0,0011
US91282CDW82 / UNITED STATES TREASURY NOTE/BOND 9,27 0,89 0,0817 0,0032
US3140XKE975 / FNCL UMBS 6.0 FS3759 02-01-53 9,24 -3,81 0,0815 -0,0006
US05608WAA27 / BX Trust 9,17 0,17 0,0808 0,0026
US12530MAE57 / CF Hippolyta LLC 9,16 0,93 0,0807 0,0032
US3132DVKZ75 / Freddie Mac Pool 9,06 -4,25 0,0799 -0,0010
PMTLT 24-INV1 A2 144A FRN 10-25-59/47 / ABS-CBDO (US73015BAB18) 9,01 -3,22 0,0794 -0,0001
US3133ASPK33 / FNCL UMBS 3.0 QC7626 09-01-51 8,92 -2,99 0,0786 0,0001
US3140XLPS10 / FNMA UMBS, 30 Year 8,91 -5,72 0,0786 -0,0022
US21H0406650 / GNMA 8,89 100,38 0,0784 0,0356
US3132DWEP41 / FED HM LN PC POOL SD8242 FR 09/52 FIXED 3 8,89 -3,91 0,0784 -0,0007
US01F0226344 / Uniform Mortgage-Backed Security, TBA 8,85 -3,20 0,0781 -0,0001
US31418EPD66 / Fannie Mae Pool 8,82 -4,01 0,0778 -0,0007
US3140XDRN88 / FNCL UMBS 2.5 FM9492 11-01-51 8,78 -3,91 0,0774 -0,0007
US01F0226344 / Uniform Mortgage-Backed Security, TBA 8,76 -2,42 0,0772 0,0005
FMCC / Federal Home Loan Mortgage Corporation 8,69 -7,34 0,0766 -0,0035
US91282CDY49 / United States Treasury Note/Bond 8,68 0,23 0,0765 0,0025
US3132DWGN74 / FNCL UMBS 4.0 SD8305 03-01-53 8,66 -5,14 0,0763 -0,0017
FARM 24-2 A1 144A FRN 08-01-54 / ABS-CBDO (US307910AA71) 8,61 -5,19 0,0759 -0,0017
US3133BHLS31 / Federal Home Loan Mortgage Corporation 8,51 -3,40 0,0750 -0,0002
US3133KHGD26 / Freddie Mac Pool 8,31 -4,81 0,0733 -0,0013
US3140XKU575 / FN FS4203 8,23 -4,09 0,0726 -0,0008
FMCC / Federal Home Loan Mortgage Corporation 8,10 -2,75 0,0714 0,0002
US3140QSF482 / FNCL UMBS 6.0 CB6486 06-01-53 8,01 -3,20 0,0706 -0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 7,94 -2,04 0,0700 0,0007
US05610MAA09 / BX_22-CSMO 7,91 -0,01 0,0697 0,0021
FMCC / Federal Home Loan Mortgage Corporation 7,90 -3,45 0,0697 -0,0003
US31418EYN48 / FNCL UMBS 6.0 MA5216 12-01-53 7,86 -5,05 0,0693 -0,0014
US01F0226344 / Uniform Mortgage-Backed Security, TBA 7,84 0,0691 0,0691
FMCC / Federal Home Loan Mortgage Corporation 7,80 -6,11 0,0688 -0,0022
EWL / Edwards Lifesciences Corporation 7,78 -96,58 0,0686 -1,9366
US36179VZQ66 / Ginnie Mae II Pool 7,68 -4,22 0,0677 -0,0008
US35563PBY43 / Seasoned Credit Risk Transfer Trust 7,67 -3,30 0,0676 -0,0002
US3140QRSA28 / FN CB5912 7,64 -3,42 0,0673 -0,0002
US87166PAK75 / SYNIT 23-A A 5.54% 07-15-29/26 7,58 -0,37 0,0668 0,0018
UST 5YR FUT FVU5 09-30-25 / DIR (N/A) 7,57 0,0667 0,0667
US3140MGM243 / FNCL UMBS 2.0 BV3076 02-01-52 7,56 -4,28 0,0667 -0,0008
US36179XHX75 / GINNIE MAE II POOL 7,56 -5,07 0,0667 -0,0014
FMCC / Federal Home Loan Mortgage Corporation 7,54 -3,80 0,0665 -0,0005
FMCC / Federal Home Loan Mortgage Corporation 7,49 -4,83 0,0661 -0,0012
US01F0226344 / Uniform Mortgage-Backed Security, TBA 7,47 -1,97 0,0659 0,0007
US64035GAA76 / Nelnet Student Loan Trust 2021-C 7,43 -7,05 0,0655 -0,0028
US01F0226344 / Uniform Mortgage-Backed Security, TBA 7,37 -1,93 0,0650 0,0008
FMCC / Federal Home Loan Mortgage Corporation 7,33 -7,76 0,0646 -0,0033
US36179WY939 / Ginnie Mae II Pool 7,27 -4,71 0,0641 -0,0011
US3132DWGZ05 / Freddie Mac Pool 7,26 -4,26 0,0640 -0,0008
FMCC / Federal Home Loan Mortgage Corporation 7,21 -1,67 0,0635 0,0009
US01F0226344 / Uniform Mortgage-Backed Security, TBA 7,20 -2,43 0,0635 0,0004
US01F0226344 / Uniform Mortgage-Backed Security, TBA 7,03 -3,83 0,0620 -0,0005
US31418ECG35 / FNCT UMBS 2.0 MA4570 03-01-42 6,98 -3,29 0,0615 -0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 6,94 0,0612 0,0612
US01F0226344 / Uniform Mortgage-Backed Security, TBA 6,89 -2,43 0,0608 0,0004
FMCC / Federal Home Loan Mortgage Corporation 6,85 -3,66 0,0604 -0,0004
US01F0226344 / Uniform Mortgage-Backed Security, TBA 6,83 -2,71 0,0602 0,0002
US01F0226344 / Uniform Mortgage-Backed Security, TBA 6,83 -2,42 0,0602 0,0004
US3132DVL521 / UMBS 6,77 -4,61 0,0596 -0,0010
US912810TH14 / United States Treasury Note/Bond 6,65 -4,66 0,0586 -0,0010
US3140XKET39 / Fannie Mae Pool 6,64 -4,90 0,0586 -0,0011
US3622ACHY90 / G2SF 2.5 786647 03-20-52 6,57 -5,06 0,0579 -0,0012
US01F0226344 / Uniform Mortgage-Backed Security, TBA 6,51 -15,76 0,0574 -0,0086
US3140XECN27 / FNCL UMBS 3.0 FM9976 12-01-51 6,38 -4,96 0,0562 -0,0011
US912810SU34 / United States Treasury Note/Bond 6,35 -7,12 0,0560 -0,0024
FMCC / Federal Home Loan Mortgage Corporation 6,33 -4,77 0,0558 -0,0010
US3132DQAR74 / FNCL UMBS 5.0 SD2716 04-01-53 6,32 -4,57 0,0558 -0,0009
US01F0226344 / Uniform Mortgage-Backed Security, TBA 6,32 -3,84 0,0557 -0,0004
US3140QNCB60 / FN CB2765 6,29 -4,55 0,0555 -0,0009
FMCC / Federal Home Loan Mortgage Corporation 6,29 0,0555 0,0555
US01F0226344 / Uniform Mortgage-Backed Security, TBA 6,26 -4,43 0,0552 -0,0008
FMCC / Federal Home Loan Mortgage Corporation 6,25 -2,83 0,0551 0,0001
US3140QKZB74 / FANNIE MAE POOL UMBS P#CB0737 3.00000000 6,20 -4,51 0,0547 -0,0008
FMCC / Federal Home Loan Mortgage Corporation 6,19 -3,61 0,0546 -0,0003
US912810SZ21 / United States Treasury Note/Bond 6,18 -7,13 0,0545 -0,0024
US01F0226344 / Uniform Mortgage-Backed Security, TBA 6,16 0,0543 0,0543
US3133KYWE57 / Freddie Mac Pool 6,15 -4,00 0,0542 -0,0005
US36179XLF14 / Ginnie Mae II Pool 6,14 -5,00 0,0541 -0,0011
US01F0226344 / Uniform Mortgage-Backed Security, TBA 6,12 -2,50 0,0540 0,0003
US01F0226344 / Uniform Mortgage-Backed Security, TBA 6,10 -2,13 0,0538 0,0005
US3140QSFF35 / FNCL UMBS 6.0 CB6465 06-01-53 6,07 -4,10 0,0535 -0,0006
FMCC / Federal Home Loan Mortgage Corporation 6,06 -2,46 0,0535 0,0003
US36179VXX36 / Ginnie Mae II Pool 6,06 -4,19 0,0535 -0,0006
US3140XDDX17 / FNCT UMBS 2.5 FM9117 10-01-41 6,06 -2,68 0,0535 0,0002
US3140QSPD76 / FNCL UMBS 4.5 CB6719 07-01-53 6,02 -4,91 0,0531 -0,0010
US05592DAA28 / BPR Trust 2022-OANA 6,01 -0,12 0,0530 0,0016
US3140XLEA21 / FNCL UMBS 3.0 FS4628 10-01-51 6,01 -4,71 0,0530 -0,0009
FMCC / Federal Home Loan Mortgage Corporation 6,00 -2,77 0,0529 0,0002
FMCC / Federal Home Loan Mortgage Corporation 5,99 -2,79 0,0528 0,0002
FMCC / Federal Home Loan Mortgage Corporation 5,87 -1,96 0,0517 0,0006
US01F0226344 / Uniform Mortgage-Backed Security, TBA 5,86 -3,78 0,0517 -0,0004
US3133KRV505 / FNCL UMBS 6.0 RA9636 08-01-53 5,86 -1,60 0,0517 0,0008
FMCC / Federal Home Loan Mortgage Corporation 5,86 -3,54 0,0516 -0,0002
US01F0226344 / Uniform Mortgage-Backed Security, TBA 5,76 -6,32 0,0507 -0,0018
FMCC / Federal Home Loan Mortgage Corporation 5,73 -4,26 0,0505 -0,0006
FMCC / Federal Home Loan Mortgage Corporation 5,71 -2,29 0,0503 0,0004
FMCC / Federal Home Loan Mortgage Corporation 5,69 -2,03 0,0502 0,0005
US01F0226344 / Uniform Mortgage-Backed Security, TBA 5,65 0,0498 0,0498
US38380RNG10 / GOVERNMENT NATL MTG ASN MLFY R 1.5% 06/16/2063 5,65 -2,18 0,0498 0,0005
US31418ER854 / FNCL UMBS 5.5 MA5010 05-01-53 5,64 -4,37 0,0497 -0,0007
FMCC / Federal Home Loan Mortgage Corporation 5,58 -1,99 0,0492 0,0006
US3132DVMA07 / FNCL UMBS 3.0 SD7553 03-01-52 5,58 -4,47 0,0492 -0,0007
US31418EBJ82 / Fannie Mae Pool 5,53 -3,52 0,0488 -0,0002
US36179XQU36 / GII30 5,45 -4,55 0,0481 -0,0007
US30227FAA84 / Extended Stay America Trust 5,40 -1,13 0,0476 0,0009
US01F0226344 / Uniform Mortgage-Backed Security, TBA 5,39 -1,26 0,0476 0,0009
US91282CEP23 / WI TREASURY N/B REGD 2.87500000 5,37 -0,06 0,0473 0,0014
US3140XKFH81 / FN30 5,34 -3,52 0,0471 -0,0002
US3132WKH431 / Freddie Mac Gold Pool 5,29 -5,45 0,0467 -0,0012
FMCC / Federal Home Loan Mortgage Corporation 5,25 -3,72 0,0463 -0,0003
US31418D2W10 / UMBS 5,25 -4,22 0,0463 -0,0005
UNITED STATES TREASURY NOTE 4.125% 10-31-31 / DBT (US91282CLU35) 5,18 0,0457 0,0457
FMCC / Federal Home Loan Mortgage Corporation 5,17 -5,21 0,0456 -0,0010
US3622ABE813 / Ginnie Mae II Pool 5,15 -5,59 0,0454 -0,0012
US3140QRYC10 / FNCL UMBS 6.5 CB6106 04-01-53 5,15 -6,84 0,0454 -0,0018
FMCC / Federal Home Loan Mortgage Corporation 5,12 -3,38 0,0451 -0,0001
US3140QSF979 / FNCL UMBS 6.5 CB6491 06-01-53 5,12 -6,83 0,0451 -0,0018
US01F0226344 / Uniform Mortgage-Backed Security, TBA 5,03 -4,84 0,0443 -0,0008
US01F0226344 / Uniform Mortgage-Backed Security, TBA 5,00 -1,92 0,0441 0,0005
US01F0226344 / Uniform Mortgage-Backed Security, TBA 5,00 0,0441 0,0441
US12530MAA36 / CF Hippolyta LLC, Series 2020-1, Class A1 4,99 0,83 0,0440 0,0017
FMCC / Federal Home Loan Mortgage Corporation 4,98 -4,04 0,0439 -0,0004
US3140XLXW30 / FNCL UMBS 5.5 FS5192 06-01-53 4,97 -4,70 0,0438 -0,0007
FMCC / Federal Home Loan Mortgage Corporation 4,93 -3,46 0,0435 -0,0002
FMCC / Federal Home Loan Mortgage Corporation 4,93 -3,83 0,0434 -0,0003
US01F0226344 / Uniform Mortgage-Backed Security, TBA 4,91 -4,17 0,0433 -0,0005
US3622ACKT68 / G2SF 2.5 786706 12-20-51 4,91 -4,27 0,0433 -0,0005
FMCC / Federal Home Loan Mortgage Corporation 4,90 -3,96 0,0432 -0,0004
US3133KRJY18 / FNCL UMBS 6.0 RA9279 06-01-53 4,90 -5,01 0,0432 -0,0009
US64035DAB29 / Nelnet Student Loan Trust 2021-A 4,86 -7,38 0,0428 -0,0020
FMCC / Federal Home Loan Mortgage Corporation 4,83 -1,81 0,0426 0,0006
US01F0226344 / Uniform Mortgage-Backed Security, TBA 4,82 -5,82 0,0425 -0,0012
FMCC / Federal Home Loan Mortgage Corporation 4,80 -4,87 0,0423 -0,0008
US01F0226344 / Uniform Mortgage-Backed Security, TBA 4,77 -4,37 0,0421 -0,0006
US3140QBTH10 / FNCL UMBS 3.5 CA4151 09-01-49 4,72 -3,32 0,0416 -0,0001
US3133KNDK63 / FNCL UMBS 2.0 RA6406 11-01-51 4,70 -6,17 0,0415 -0,0014
US01F0226344 / Uniform Mortgage-Backed Security, TBA 4,67 -2,93 0,0412 0,0001
US3140QKKC13 / FNCL UMBS 2.0 CB0290 04-01-51 4,63 -4,77 0,0408 -0,0007
FMCC / Federal Home Loan Mortgage Corporation 4,59 -2,71 0,0405 0,0002
FMCC / Federal Home Loan Mortgage Corporation 4,56 -4,08 0,0402 -0,0004
G2SF 4.0 MB0089 12-20-54 / ABS-MBS (US3618N5C312) 4,55 -3,41 0,0402 -0,0001
US3132DNRE57 / FNCL UMBS 2.5 SD1385 11-01-51 4,52 -3,62 0,0399 -0,0002
US01F0226344 / Uniform Mortgage-Backed Security, TBA 4,50 -2,11 0,0397 0,0004
UST 2YR FUT TUU5 09-30-25 / DIR (N/A) 4,49 0,0395 0,0395
US01F0226344 / Uniform Mortgage-Backed Security, TBA 4,49 -29,59 0,0395 -0,0149
US3140XD3N45 / FNCL UMBS 2.5 FM9804 12-01-51 4,48 -4,33 0,0395 -0,0005
FMCC / Federal Home Loan Mortgage Corporation 4,45 -3,61 0,0393 -0,0002
US3140QKBK30 / FNCL UMBS 3.0 CB0041 04-01-51 4,45 -3,35 0,0392 -0,0001
US3140QRET64 / FANNIE MAE POOL FN CB5545 4,44 -7,39 0,0391 -0,0018
US3140QMRG10 / FNCL UMBS 2.5 CB2286 12-01-51 4,41 -4,36 0,0389 -0,0005
US01F0226344 / Uniform Mortgage-Backed Security, TBA 4,37 -90,95 0,0385 -0,3738
US3140QS4G37 / Fannie Mae Pool 4,32 -2,35 0,0381 0,0003
US3140MA2Q67 / Fannie Mae Pool 4,31 -7,05 0,0380 -0,0016
US3622ACKN98 / G2SF 2.5 786701 03-20-52 4,30 -7,58 0,0379 -0,0018
US3617QYM368 / G2SF 2.5 BZ3978 11-20-50 4,30 -2,96 0,0379 0,0000
FGLMC 4.5 Z40273 10-01-48 / ABS-MBS (US3132FCJS52) 4,29 -4,49 0,0378 -0,0006
US31418ELY40 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 4,28 -4,34 0,0377 -0,0005
US3133KRJ476 / FNCL UMBS 6.0 RA9283 06-01-53 4,28 -5,96 0,0377 -0,0012
FMCC / Federal Home Loan Mortgage Corporation 4,24 -3,99 0,0373 -0,0004
US3132DWHP14 / FREDDIE MAC POOL UMBS P#SD8338 4.00000000 4,23 -4,13 0,0373 -0,0004
US21H0306660 / Ginnie Mae II pool 4,23 -44,47 0,0373 -0,0362
US01F0226344 / Uniform Mortgage-Backed Security, TBA 4,22 -4,31 0,0372 -0,0005
US3132DQXP61 / FEDERAL HOME LOAN MORTGAGE CORP 4,22 -2,65 0,0372 0,0002
US01F0226344 / Uniform Mortgage-Backed Security, TBA 4,18 -89,81 0,0368 -0,3358
US01F0226344 / Uniform Mortgage-Backed Security, TBA 4,18 155,32 0,0368 0,0209
UST 10YR FUT TYU5 09-19-25 / DIR (N/A) 4,16 0,0367 0,0367
US3140XDXY79 / FNCL UMBS 2.5 FM9694 11-01-51 4,12 -4,99 0,0363 -0,0007
US3140XLB987 / FNCL UMBS 5.0 FS4563 05-01-53 4,08 -3,16 0,0360 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 4,04 -1,08 0,0357 0,0007
FMCC / Federal Home Loan Mortgage Corporation 4,01 -4,93 0,0354 -0,0007
FMCC / Federal Home Loan Mortgage Corporation 3,97 -6,48 0,0350 -0,0013
US3140QK5L85 / FNMA 30YR 3% 06/01/2051#CB0850 3,95 -4,52 0,0348 -0,0005
US3140NASV66 / FNMA 30YR 6% 01/01/2053#BX5931 3,94 -1,43 0,0347 0,0006
US01F0226344 / Uniform Mortgage-Backed Security, TBA 3,88 -4,77 0,0342 -0,0006
US01F0226344 / Uniform Mortgage-Backed Security, TBA 3,87 0,0341 0,0341
US3140QKQK74 / FNCL UMBS 2.5 CB0457 05-01-51 3,84 -3,95 0,0338 -0,0003
US64035GAB59 / NELNET STUDENT LN TR 2021-C 1.32% 04/20/2062 144A 3,82 -6,49 0,0337 -0,0012
FMCC / Federal Home Loan Mortgage Corporation 3,75 -5,11 0,0330 -0,0007
US3140XBDJ66 / Fannie Mae Pool 3,72 -7,90 0,0328 -0,0017
US01F0226344 / Uniform Mortgage-Backed Security, TBA 3,69 -7,07 0,0326 -0,0014
US01F0226344 / Uniform Mortgage-Backed Security, TBA 3,68 -4,22 0,0324 -0,0004
US01F0226344 / Uniform Mortgage-Backed Security, TBA 3,66 -4,14 0,0323 -0,0004
US3133BWMK62 / FNCL UMBS 5.5 QF8462 03-01-53 3,65 -2,87 0,0322 0,0001
US3133KLZY63 / FNCL UMBS 2.5 RA5259 05-01-51 3,65 -4,48 0,0321 -0,0005
US89172PAC32 / Towd Point Mortgage Trust 2016-2 3,64 -13,57 0,0321 -0,0039
US01F0426654 / Uniform Mortgage-Backed Security, TBA 3,63 -97,72 0,0320 -1,5066
US31335AHP66 / Freddie Mac Gold Pool 3,62 -4,74 0,0319 -0,0006
US35564CAA53 / SLST 18-1 A1 3.5% 06-25-28 3,62 -3,70 0,0319 -0,0002
FMCC / Federal Home Loan Mortgage Corporation 3,61 -2,49 0,0318 0,0002
US31418ER698 / Fannie Mae Pool 3,57 -4,37 0,0314 -0,0004
US3140FXUK68 / FNMDI4 4.5 BF0585 12-01-61 3,56 -7,61 0,0314 -0,0015
US91282CCE93 / United States Treasury Note/Bond 3,52 1,00 0,0310 0,0013
FMCC / Federal Home Loan Mortgage Corporation 3,52 0,0310 0,0310
FMCC / Federal Home Loan Mortgage Corporation 3,51 -2,66 0,0310 0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 3,51 -3,65 0,0309 -0,0002
FMCC / Federal Home Loan Mortgage Corporation 3,51 -2,69 0,0309 0,0001
FMCC / Federal Home Loan Mortgage Corporation 3,51 -1,82 0,0309 0,0004
US01F0226344 / Uniform Mortgage-Backed Security, TBA 3,49 -5,16 0,0308 -0,0007
US36179XVQ68 / Ginnie Mae II Pool 3,49 -5,78 0,0308 -0,0009
US3140X4FC54 / FNCL UMBS 3.5 FM1062 06-01-49 3,49 -5,76 0,0308 -0,0009
FMCC / Federal Home Loan Mortgage Corporation 3,46 -3,91 0,0305 -0,0003
US01F0226344 / Uniform Mortgage-Backed Security, TBA 3,46 -2,67 0,0305 0,0001
US3140NRGB65 / FNCL UMBS 6.0 BY8293 08-01-53 3,45 -1,79 0,0304 0,0004
FMCC / Federal Home Loan Mortgage Corporation 3,45 -4,94 0,0304 -0,0006
US3132DVL299 / FNCL UMBS 2.5 SD7545 09-01-51 3,39 -4,40 0,0299 -0,0004
FMCC / Federal Home Loan Mortgage Corporation 3,39 -2,25 0,0298 0,0003
US01F0226344 / Uniform Mortgage-Backed Security, TBA 3,35 -2,67 0,0296 0,0001
US31418EJ760 / UMBS 3,34 -12,29 0,0295 -0,0031
US36179W2U15 / Ginnie Mae II Pool 3,32 -4,65 0,0293 -0,0005
US01F0226344 / Uniform Mortgage-Backed Security, TBA 3,30 -4,18 0,0291 -0,0003
US3133KGXH63 / FNCL UMBS 3.5 RA1580 10-01-49 3,29 -3,06 0,0290 0,0000
FMCC / Federal Home Loan Mortgage Corporation 3,29 -9,58 0,0290 -0,0021
US01F0226344 / Uniform Mortgage-Backed Security, TBA 3,25 -2,46 0,0287 0,0002
US36179W2V97 / Ginnie Mae II Pool 3,24 -4,60 0,0285 -0,0005
US35563PBS74 / Seasoned Credit Risk Transfer Trust Series 2017-3 3,23 -4,07 0,0284 -0,0003
US3140K15H56 / FNCI UMBS 2.5 BO6247 12-01-34 3,21 -3,98 0,0283 -0,0003
US3133KGTU21 / FNCL UMBS 3.5 RA1463 10-01-49 3,19 -4,41 0,0281 -0,0004
US3140QEKF83 / Fannie Mae Pool 3,18 -3,61 0,0280 -0,0002
US52476DAA54 / LMAT_21-GS2 3,14 -3,83 0,0276 -0,0002
US3140MSNF88 / FNCL UMBS 5.5 BW1289 10-01-52 3,08 -6,04 0,0272 -0,0009
FMCC / Federal Home Loan Mortgage Corporation 3,08 -5,50 0,0271 -0,0007
FMCC / Federal Home Loan Mortgage Corporation 3,05 -1,52 0,0269 0,0004
US01F0226344 / Uniform Mortgage-Backed Security, TBA 3,05 0,0269 0,0269
US3133KRJ211 / FNCL UMBS 6.0 RA9281 06-01-53 3,05 -6,80 0,0269 -0,0011
US01F0226344 / Uniform Mortgage-Backed Security, TBA 3,05 -16,76 0,0268 -0,0044
US35563PDT30 / Seasoned Credit Risk Transfer Trust Series 2018-1 3,03 -2,23 0,0267 0,0002
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,98 -1,03 0,0263 0,0005
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,98 -90,58 0,0262 -0,2437
US3140QSXP15 / FNMA POOL CB6985 FN 05/53 FIXED 4 2,93 -2,86 0,0258 0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,90 -1,69 0,0256 0,0004
FMCC / Federal Home Loan Mortgage Corporation 2,90 -2,55 0,0256 0,0001
DRIVE 24-2 A3 4.5% 09-15-28/07-15-26 / ABS-O (US26207AAD54) 2,90 -0,24 0,0256 0,0007
FMCC / Federal Home Loan Mortgage Corporation 2,87 -5,44 0,0253 -0,0006
US3140QSFM85 / FN CB6471 2,87 -2,55 0,0253 0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,80 -3,45 0,0247 -0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,80 -4,80 0,0247 -0,0004
US3140MSLZ60 / FNCL UMBS 5.5 BW1243 10-01-52 2,80 -4,48 0,0246 -0,0004
FMCC / Federal Home Loan Mortgage Corporation 2,79 -1,34 0,0246 0,0004
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,77 0,0244 0,0244
US3132DWGJ62 / FHLMC Pool, 30 Year 2,76 -4,63 0,0243 -0,0004
US63942JAA51 / Navient Private Education Refi Loan Trust 2021-c 2,75 -6,10 0,0243 -0,0008
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,74 0,0242 0,0242
US3132DWE581 / Federal Home Loan Mortgage Corporation 2,73 -4,07 0,0241 -0,0002
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,73 0,0241 0,0241
FMCC / Federal Home Loan Mortgage Corporation 2,69 -3,65 0,0237 -0,0001
FMCC / Federal Home Loan Mortgage Corporation 2,67 -4,68 0,0235 -0,0004
US36179TAL98 / Ginnie Mae II Pool 2,67 -5,32 0,0235 -0,0006
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,66 -3,72 0,0235 -0,0002
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,64 -4,94 0,0233 -0,0005
US31418CRG14 / Fannie Mae Pool 2,63 -1,90 0,0232 0,0003
FMCC / Federal Home Loan Mortgage Corporation 2,60 -3,06 0,0229 0,0000
US3140XMD296 / Fannie Mae Pool 2,59 -83,00 0,0229 -0,1075
US3140FXM580 / FNMA POOL BF0379 FN 04/59 FIXED 3.5 2,57 -4,49 0,0227 -0,0003
US3140X4S985 / FNCL UMBS 3.5 FM1443 09-01-49 2,56 -3,95 0,0225 -0,0002
US3133KPZB74 / FNCL UMBS 5.0 RA7938 09-01-52 2,55 -4,56 0,0225 -0,0004
FMCC / Federal Home Loan Mortgage Corporation 2,52 -4,68 0,0222 -0,0004
FMCC / Federal Home Loan Mortgage Corporation 2,49 -2,35 0,0219 0,0002
FMCC / Federal Home Loan Mortgage Corporation 2,48 -4,94 0,0219 -0,0004
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,41 -10,58 0,0212 -0,0018
US3138WTRU29 / FNMA 30YR 3.0% 06/01/2043#AT5898 2,39 -4,21 0,0211 -0,0002
US35563PBC23 / SCRT 17-2 MA 3.0% 08-25-56 2,38 -3,02 0,0210 0,0000
US3137BMTX43 / FHLMC, Multifamily Structured Pass-Through Certificates, Series K052, Class A2 2,37 -1,21 0,0209 0,0004
US3133KRJ542 / FNCL UMBS 6.0 RA9284 06-01-53 2,34 -1,93 0,0206 0,0002
US35563PBF53 / SCRT 17-2 HA 3.0% 08-25-56 2,29 -2,55 0,0202 0,0001
US36179WVU97 / Ginnie Mae II Pool 2,27 -4,54 0,0200 -0,0003
FMCC / Federal Home Loan Mortgage Corporation 2,26 -2,08 0,0199 0,0002
US3132DMF423 / FNCL UMBS 3.0 SD0187 01-01-50 2,25 -5,26 0,0199 -0,0005
FMCC / Federal Home Loan Mortgage Corporation 2,25 -2,13 0,0199 0,0002
SDART 24-5 A2 4.88% 09-15-27 / ABS-O (US802920AC28) 2,25 -38,23 0,0198 -0,0113
FMCC / Federal Home Loan Mortgage Corporation 2,25 -3,69 0,0198 -0,0001
FMCC / Federal Home Loan Mortgage Corporation 2,22 -1,34 0,0195 0,0003
US31418D6B37 / Fannie Mae Pool 2,21 -4,45 0,0195 -0,0003
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,19 -1,44 0,0193 0,0003
FMCC / Federal Home Loan Mortgage Corporation 2,18 -3,85 0,0192 -0,0001
US3140LVKK49 / Fannie Mae Pool 2,12 -4,13 0,0187 -0,0002
DRIVE 24-2 A2 4.94% 12-15-27/25 / ABS-O (US26207AAC71) 2,10 -35,59 0,0185 -0,0094
FMCC / Federal Home Loan Mortgage Corporation 2,10 -2,78 0,0185 0,0001
GCAR 24-3 A3 144A 5.02% 04-17-28 / ABS-O (US37989AAE47) 2,09 -0,29 0,0184 0,0005
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2,06 -3,33 0,0182 -0,0000
US12530MAB19 / CF Hippolyta LLC 2,05 -0,10 0,0180 0,0005
US3133WJTN98 / UMBS 1,99 0,0176 0,0176
US35563PAP45 / SCRT 17-1 HA 2.75% 01-25-56 1,99 -3,35 0,0175 -0,0000
US912810ST60 / TREASURY BOND 1,98 -4,58 0,0174 -0,0003
WOSAT 24 A2A 5.37% 02-15-28/05-15-26 / ABS-O (US98164LAB53) 1,94 -30,70 0,0171 -0,0068
US31418ECY41 / FNCT UMBS 2.0 MA4586 03-01-42 1,93 -3,35 0,0170 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,93 -1,33 0,0170 0,0003
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,91 0,0168 0,0168
US3133KYWN56 / FNCT UMBS 2.0 RB5153 03-01-42 1,88 -3,39 0,0166 -0,0001
FMCC / Federal Home Loan Mortgage Corporation 1,87 -2,90 0,0165 0,0000
FMCC / Federal Home Loan Mortgage Corporation 1,87 -1,47 0,0165 0,0003
FMCC / Federal Home Loan Mortgage Corporation 1,85 -4,24 0,0163 -0,0002
US3132DQS567 / FNCL UMBS 6.0 SD3240 06-01-53 1,84 -5,20 0,0162 -0,0004
US3140QSF896 / FNCL UMBS 6.5 CB6490 06-01-53 1,84 -0,70 0,0162 0,0004
US3140QQMA09 / FNCL UMBS 4.5 CB4852 10-01-52 1,82 -77,20 0,0160 -0,0521
UST 20YR FUT USU5 09-19-25 / DIR (N/A) 1,81 0,0160 0,0160
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,81 0,0159 0,0159
FMCC / Federal Home Loan Mortgage Corporation 1,80 -3,79 0,0159 -0,0001
US31418CBQ69 / FNCI UMBS 4.0 MA2746 09-01-36 1,77 -3,01 0,0156 0,0000
US3140XKUR98 / FN FS4191 1,77 -3,55 0,0156 -0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,76 -1,84 0,0155 0,0002
US31418ET595 / FNCL UMBS 5.0 MA5071 07-01-53 1,76 -3,46 0,0155 -0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,74 -2,64 0,0153 0,0001
US31418EXF23 / Fannie Mae Pool 1,72 -3,91 0,0152 -0,0001
US3622ABL420 / G2SF 2.5 785847 01-20-52 1,72 -5,30 0,0151 -0,0004
US3140FXLA87 / FNMDI3 5.5 BF0320 01-01-49 1,70 -4,33 0,0150 -0,0002
GCAR 24-4 A2 144A 4.76% 10-15-27/02-17-26 / ABS-O (US36270YAC66) 1,70 -25,45 0,0150 -0,0045
FMCC / Federal Home Loan Mortgage Corporation 1,70 -11,14 0,0150 -0,0014
US01F0224778 / UMBS TBA 1,66 -84,37 0,0146 -0,1033
SDART 24-4 A2 5.41% 07-15-27/11-17-25 / ABS-O (US802919AB63) 1,66 -42,76 0,0146 -0,0101
US3140FXRB07 / FNMDI4 3.5 BF0481 06-01-60 1,64 -4,81 0,0145 -0,0003
US31418EBR09 / Fannie Mae Pool 1,63 -4,28 0,0144 -0,0002
US3140XBX628 / UMBS 1,63 -6,12 0,0143 -0,0005
FMCC / Federal Home Loan Mortgage Corporation 1,62 0,0143 0,0143
FMCC / Federal Home Loan Mortgage Corporation 1,60 -2,44 0,0141 0,0001
FMCC / Federal Home Loan Mortgage Corporation 1,59 -6,43 0,0140 -0,0005
G2SF 4.0 MA9776 07-20-54 / ABS-MBS (US36179Y2H67) 1,59 -4,17 0,0140 -0,0002
US31418AXM51 / FNCR 4.0 MA1583 09-01-43 1,58 -5,05 0,0139 -0,0003
FMCC / Federal Home Loan Mortgage Corporation 1,56 -4,23 0,0138 -0,0002
US3133D4J201 / FNCT UMBS 2.0 QK1181 11-01-41 1,53 -3,71 0,0135 -0,0001
US63942BAA26 / Navient Private Education Refi Loan Trust 2021-A 1,53 -7,06 0,0135 -0,0006
FMCC / Federal Home Loan Mortgage Corporation 1,53 -3,48 0,0135 -0,0001
US3132DQY599 / UMBS 1,52 -3,55 0,0134 -0,0001
US3132DWGY30 / Freddie Mac Pool 1,52 -84,43 0,0134 -0,0699
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,52 -2,45 0,0134 0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,50 -1,51 0,0132 0,0002
FMCC / Federal Home Loan Mortgage Corporation 1,46 -4,46 0,0128 -0,0002
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,44 -3,15 0,0127 -0,0000
UST 10YR FUT ULTRA UXYU5 09-19-25 / DIR (N/A) 1,44 0,0127 0,0127
US3132DQW692 / FNCL UMBS 5.5 SD3369 05-01-53 1,40 -4,32 0,0123 -0,0002
US31334WJ514 / FNCL UMBS 3.5 QA0284 06-01-49 1,35 -2,80 0,0119 0,0000
US36182NR886 / G2MHD 3.25 AH5911 85K MAX 08-20-35 1,35 -1,74 0,0119 0,0002
US3140MAE672 / FN BU8256 1,35 -4,73 0,0119 -0,0002
US3132XCRV97 / Freddie Mac Gold Pool 1,35 -4,47 0,0119 -0,0002
ACAR 24-3 A 144A 5.76% 11-12-27 / ABS-O (US02490BAA61) 1,35 -36,37 0,0119 -0,0062
FMCC / Federal Home Loan Mortgage Corporation 1,32 -2,29 0,0117 0,0001
US3140MGNT45 / Fannie Mae Pool 1,32 -5,30 0,0117 -0,0003
US3132DWDH34 / Freddie Mac Pool 1,32 -4,41 0,0116 -0,0002
US3140QSFJ56 / FNCL UMBS 6.5 CB6468 06-01-53 1,32 -6,25 0,0116 -0,0004
US3140XDPA85 / Fannie Mae Pool 1,32 -4,57 0,0116 -0,0002
US31418CNR15 / FNMA UMBS, 20 Year 1,29 -4,30 0,0114 -0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,26 -6,04 0,0111 -0,0003
US31418EW557 / FNMA POOL MA5167 FN 10/53 FIXED 6.5 1,25 -6,97 0,0111 -0,0005
US3132DQWR37 / FNCL UMBS 6.0 SD3356 07-01-53 1,25 -3,79 0,0110 -0,0001
US3140FXRT15 / FNMA 40YR REPERFORMING MODIFIED WI 1,23 -2,62 0,0108 0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,22 -4,08 0,0108 -0,0001
US3132M9E755 / FGLMC 3.5 Q28558 09-01-44 1,17 -3,07 0,0103 0,0000
US3140MWRW87 / FANNIEMAE 30YR 4% 03/01/2053#BW5000 1,17 -3,08 0,0103 0,0000
US3133KMYK51 / FHLG 30YR 2% 02/01/2052#RA6114 1,16 -5,78 0,0102 -0,0003
US89172HAD98 / TOWD POINT MORTGAGE TRUST 2015-3 SER 2015-3 CL M2 V/R REGD 144A P/P 4.00000000 1,15 -42,78 0,0102 -0,0071
US3140XFWH04 / Uniform Mortgage-Backed Securities 1,15 -4,87 0,0102 -0,0002
US31418EKT63 / FNMA 30YR 4.5% 11/52#MA4805 1,14 -53,29 0,0101 -0,0108
FMCC / Federal Home Loan Mortgage Corporation 1,14 -4,05 0,0100 -0,0001
FMCC / Federal Home Loan Mortgage Corporation 1,11 -5,03 0,0098 -0,0002
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,11 -68,95 0,0098 -0,0207
US3140QAEY25 / FNCL UMBS 4.0 CA2850 12-01-48 1,09 -3,80 0,0096 -0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,09 -3,55 0,0096 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 1,09 -2,69 0,0096 0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,08 -91,15 0,0095 -0,0949
US35563PJE07 / Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MT 1,08 -1,91 0,0095 0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1,07 -3,43 0,0094 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 1,07 -10,35 0,0094 -0,0008
US3140QDT204 / FANNIE MAE POOL FN CA5968 1,06 -4,57 0,0094 -0,0001
US3140FXRA24 / FNMDI4 3.5 BF0480 06-01-60 1,05 -3,66 0,0093 -0,0001
US3133C75N39 / FNCL UMBS 4.0 QG7153 07-01-53 1,03 -2,64 0,0091 0,0000
US3138WHA280 / FNCT UMBS 4.0 AS7224 05-01-36 1,01 -12,29 0,0089 -0,0009
US3132DWJG96 / Federal Home Loan Mortgage Corp. 1,01 -3,81 0,0089 -0,0001
US78448YAJ01 / SMB Private Education Loan Trust 2021-A 1,01 -7,19 0,0089 -0,0004
FMCC / Federal Home Loan Mortgage Corporation 1,01 0,0089 0,0089
BLAST 24-4 A2 4.84% 09-15-27/11-17-25 / ABS-O (US10806EAB02) 0,99 -28,62 0,0087 -0,0031
US3133KRKF00 / FNCL UMBS 6.5 RA9294 06-01-53 0,99 -3,80 0,0087 -0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,98 0,0086 0,0086
FMCC / Federal Home Loan Mortgage Corporation 0,97 0,0085 0,0085
US31418CAT18 / FNCI UMBS 4.0 MA2717 08-01-36 0,96 -2,92 0,0085 0,0000
GCAR 24-3 A2 144A 5.35% 08-16-27 / ABS-O (US37989AAC80) 0,96 -33,10 0,0085 -0,0038
US36182NR548 / G2MHD 3.25 AH5908 110K MAX 05-20-35 0,96 -1,75 0,0084 0,0001
US3138ELHF38 / FNCL UMBS 3.5 AL3829 06-01-43 0,95 -6,13 0,0084 -0,0003
US3140JPN271 / FNCL UMBS 3.5 BN6708 06-01-49 0,95 -4,82 0,0084 -0,0002
US3132Y2KZ81 / FGLMC 4.5 Q58411 09-01-48 0,94 -3,00 0,0083 0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,93 0,0082 0,0082
US3140HAKZ27 / FNCL UMBS 3.5 BJ8411 08-01-49 0,93 -2,73 0,0082 0,0000
US3140QLHL32 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 0,93 -3,55 0,0082 -0,0000
US3133BU5D57 / FNCL UMBS 5.5 QF7144 02-01-53 0,93 -2,01 0,0082 0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,92 -3,14 0,0082 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,92 0,0081 0,0081
US35563PKF52 / SCRT 19-2 MT 3.5% 08-25-58 0,90 -2,28 0,0079 0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,88 -6,00 0,0077 -0,0002
FMCC / Federal Home Loan Mortgage Corporation 0,87 -3,76 0,0077 -0,0001
US3140NDY920 / FNCL UMBS 5.5 BX8835 03-01-53 0,87 -1,81 0,0076 0,0001
US3133KRKD51 / FNCL UMBS 6.5 RA9292 06-01-53 0,87 -4,21 0,0076 -0,0001
US31418CDZ41 / FNCT UMBS 4.0 MA2819 11-01-36 0,86 -2,05 0,0076 0,0001
US3140NK4F57 / FNCL UMBS 5.5 BY3521 06-01-53 0,86 -2,62 0,0075 0,0000
CPS 24-D A 144A 4.91% 06-15-28/03-16-26 / ABS-O (US22411JAA34) 0,85 -20,69 0,0075 -0,0017
FMCC / Federal Home Loan Mortgage Corporation 0,84 -1,52 0,0074 0,0001
US3133C8ZX68 / FNCL UMBS 4.0 QG7958 07-01-53 0,84 -2,55 0,0074 0,0000
US31418EPE40 / FNCL UMBS 6.0 MA4920 02-01-53 0,84 -5,32 0,0074 -0,0002
US3133KRJ963 / FNCL UMBS 6.5 RA9288 06-01-53 0,83 -2,24 0,0073 0,0001
US3133C1D490 / FNCL UMBS 5.5 QG1023 04-01-53 0,82 -4,67 0,0072 -0,0001
US3622A2C342 / G2SF 6.0 783690 09-20-39 0,82 -2,74 0,0072 0,0000
US36179SD873 / G2JM 4.0 MA3727 06-20-46 0,81 -3,78 0,0072 -0,0001
US3133KRKA13 / FNCL UMBS 6.5 RA9289 06-01-53 0,81 -5,91 0,0072 -0,0002
US3140NCUD96 / FNCL UMBS 5.5 BX7779 03-01-53 0,81 -3,23 0,0071 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,81 -92,95 0,0071 -0,0971
US3622A2C268 / G2SF 5.5 783689 02-20-40 0,80 -4,08 0,0071 -0,0001
US3132DWFF59 / Freddie Mac Pool 0,79 -4,22 0,0070 -0,0001
US36182NQ979 / G2SF 3.75 AH5880 05-20-44 0,79 -3,87 0,0070 -0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,79 -6,60 0,0070 -0,0003
US31342WAP68 / FHARM FRN 760014 08-01-45 0,79 -2,60 0,0069 0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,78 -9,39 0,0069 -0,0005
US3140N9CE44 / FNCL UMBS 4.0 BX4568 08-01-53 0,78 -2,75 0,0069 0,0000
US35563PGG81 / Seasoned Credit Risk Transfer Trust Series 2018-3 0,78 -4,07 0,0069 -0,0001
US3132DWGG24 / FHLG 30YR 5% 02/01/2053# 0,78 -3,96 0,0068 -0,0001
ACAR 24-4 A 144A 4.81% 03-13-28 / ABS-O (US024945AA55) 0,77 -33,59 0,0068 -0,0031
US3140H6SD26 / FNCL UMBS 4.0 BJ5015 12-01-47 0,76 -3,57 0,0067 -0,0000
US36180YLY58 / G2SF 5.0 AE5743 09-20-41 0,75 -3,09 0,0066 -0,0000
US3140N8R675 / FNMA POOL BX4108 FN 02/53 FIXED 5.5 0,73 -1,88 0,0064 0,0001
US36182NRZ86 / G2SF 3.25 AH5904 02-20-35 0,73 -7,50 0,0064 -0,0003
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,72 -13,95 0,0064 -0,0008
FMCC / Federal Home Loan Mortgage Corporation 0,72 -2,70 0,0064 0,0000
US12598RAA14 / COLT 21-5 A1 144A FRN 10-01-61 0,72 -6,04 0,0063 -0,0002
SOFR 90DAY FUT OPT SFRZ5P P @ 95.6875 12-12-25 / DIR (N/A) 0,71 0,0062 0,0062
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,70 -3,31 0,0062 -0,0000
US3140J5JZ36 / FNCL UMBS 3.0 BM1179 04-01-47 0,70 -5,39 0,0062 -0,0001
US3140N0SB22 / FNMA POOL BW7713 FN 09/52 FIXED 4 0,70 -2,65 0,0062 0,0000
US31418DVA70 / FNMA 30YR 2% 12/01/2050# 0,70 -4,40 0,0061 -0,0001
US3133C3W280 / FNCL UMBS 5.5 QG3365 05-01-53 0,69 -13,95 0,0061 -0,0008
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,69 -50,43 0,0061 -0,0058
US3140NDN865 / FNCL UMBS 5.5 BX8514 03-01-53 0,68 -4,09 0,0060 -0,0001
US3133BTJZ40 / FHLG 30YR 5.5% 01/01/2053#QF5680 0,68 -4,51 0,0060 -0,0001
US3133B4SZ95 / Freddie Mac Pool 0,67 -3,76 0,0059 -0,0000
US31418EFF25 / Fannie Mae Pool 0,66 0,0058 0,0058
US31418EB825 / Fannie Mae Pool 0,66 -4,38 0,0058 -0,0001
US3140NAJG90 / FNMA 30YR 4% 01/01/2053#BX5662 0,65 -2,82 0,0058 0,0000
US3132Y0KM13 / FGLMC 4.0 Q56599 06-01-48 0,65 -3,40 0,0058 -0,0000
US80286FAD50 / Santander Drive Auto Receivables Trust, Series 2022-4, Class B 0,65 -44,08 0,0057 -0,0042
US3140XG5C98 / Fannie Mae Pool 0,64 -4,31 0,0057 -0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,64 -2,72 0,0057 0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,64 -1,69 0,0057 0,0001
US3140HLS646 / FNCL UMBS 4.0 BK6840 06-01-48 0,64 -5,32 0,0057 -0,0001
US3140N0TG00 / FNCL UMBS 4.0 BW7750 10-01-52 0,64 -2,73 0,0057 0,0000
US36182NR472 / G2MHD 3.25 AH5907 85K MAX 04-20-35 0,64 -1,69 0,0057 0,0001
US3132DWCT80 / UMBS 0,64 -4,22 0,0056 -0,0001
FMCC / Federal Home Loan Mortgage Corporation 0,63 0,0056 0,0056
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,62 -0,95 0,0055 0,0001
US3133BTAX82 / FNCL UMBS 4.0 QF5422 01-01-53 0,61 -10,38 0,0054 -0,0004
FMCC / Federal Home Loan Mortgage Corporation 0,61 -89,62 0,0054 -0,0451
US31418DV742 / Fannie Mae Pool 0,61 -4,23 0,0054 -0,0001
US3140N9UX23 / FANNIE MAE POOL UMBS P#BX5097 5.50000000 0,61 -5,59 0,0054 -0,0001
US3133C93S08 / FNCL UMBS 5.0 QG8909 08-01-53 0,61 -1,78 0,0054 0,0001
FMCC / Federal Home Loan Mortgage Corporation 0,61 0,0053 0,0053
US3132XUJP10 / FGLMC 3.5 Q52069 11-01-47 0,60 -6,79 0,0053 -0,0002
FMCC / Federal Home Loan Mortgage Corporation 0,60 -4,14 0,0053 -0,0001
OIS PAYFIX USD 3.6038% 01-08-24/01-08-34 LCH / DIR (N/A) 0,59 0,0052 0,0052
US3622A2CZ32 / G2SF 5.0 783688 06-20-41 0,59 -4,52 0,0052 -0,0001
US3138WJGU65 / Fannie Mae Pool 0,59 -3,92 0,0052 -0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,58 -1,03 0,0051 0,0001
US3133KRJ880 / FNCL UMBS 6.5 RA9287 06-01-53 0,58 -4,49 0,0051 -0,0001
US36178FDK93 / G2SF 3.5 AA7306 11-20-43 0,56 -3,92 0,0050 -0,0000
US31418CKQ68 / FNCK 4.5 MA3002 04-01-47 0,56 -3,12 0,0049 0,0000
US3140NKC905 / Federal National Mortgage Association 0,56 -1,59 0,0049 0,0001
US3140NDKB24 / FNCL UMBS 5.5 BX8389 03-01-53 0,56 -23,45 0,0049 -0,0013
US35563PLG27 / Seasoned Credit Risk Transfer Trust Series 2019-3 0,55 -2,46 0,0049 0,0000
US3140NPQR42 / FNCL UMBS 5.0 BY6763 07-01-53 0,55 -2,49 0,0048 0,0000
US31323ABR23 / FGLMC 4.0 T65448 09-01-47 0,55 -9,59 0,0048 -0,0003
US802927AD53 / Santander Drive Auto Receivables Trust 2023-4 0,55 -24,86 0,0048 -0,0014
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,55 -3,53 0,0048 -0,0000
US3132DWF570 / FNCL UMBS 5.0 SD8288 01-01-53 0,54 -84,38 0,0048 -0,0248
US31418AZE18 / FNCT UMBS 2.5 MA1640 09-01-33 0,54 -2,17 0,0048 0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,54 -89,74 0,0048 -0,0401
US3140FQSF50 / FNCL UMBS 3.5 BE5017 02-01-45 0,54 -3,06 0,0048 0,0000
US31418ERP78 / FNCL UMBS 4.0 MA4993 04-01-53 0,54 -3,95 0,0047 -0,0000
US3133B0HE63 / FNCL UMBS 4.0 QD2929 12-01-51 0,53 -2,74 0,0047 0,0000
EART 24-4 A2 5.6% 05-17-27 / ABS-O (US30166UAB61) 0,53 -56,91 0,0047 -0,0058
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,52 -3,00 0,0046 0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,51 -3,42 0,0045 -0,0000
US3133C2CL08 / FNCL UMBS 5.5 QG1875 05-01-53 0,50 -4,18 0,0044 -0,0000
US35563PBX69 / Seasoned Credit Risk Transfer Trust, Series 2017-3, Class HT 0,50 -2,33 0,0044 0,0000
US3133BWUK70 / FED HM LN PC POOL QF8686 FR 02/53 FIXED 5.5 0,48 -1,43 0,0043 0,0001
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,48 -0,62 0,0042 0,0001
US3140FUWA20 / FNCL UMBS 3.5 BE8740 05-01-47 0,47 -2,47 0,0042 0,0000
US3140XDCD61 / FNCL UMBS 2.5 FM9067 10-01-51 0,47 -3,70 0,0041 -0,0000
US3132Y2LS30 / FGLMC 4.5 Q58436 09-01-48 0,47 -3,52 0,0041 -0,0000
US36202FWT91 / G2FS 5.0 5158 H4H 08-20-41 0,46 -2,73 0,0041 0,0000
US3133BWQF32 / FNCL UMBS 5.5 QF8554 03-01-53 0,46 -1,91 0,0041 0,0001
US36178MMG32 / G2SF 4.5 AB2159 03-20-42 0,46 -3,14 0,0041 -0,0000
US36182NR217 / G2SF 3.25 AH5905 01-20-40 0,46 -9,07 0,0041 -0,0003
US3132DWF406 / FNCL UMBS 4.5 SD8287 01-01-53 0,46 -81,86 0,0041 -0,0176
US3140QQQL28 / FNMA POOL CB4958 FN 10/52 FIXED 4 0,46 -4,77 0,0041 -0,0001
US3140HJY622 / FNCL UMBS 4.0 BK5232 05-01-48 0,46 -6,90 0,0040 -0,0002
US36180B6C07 / G2MHD 4.25 AD0867 85K MAX 04-20-34 0,45 -1,74 0,0040 0,0001
US31418CCZ59 / FNCT UMBS 4.0 MA2787 10-01-36 0,45 -3,43 0,0040 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,45 -7,42 0,0040 -0,0002
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,45 0,0039 0,0039
US3133BNAZ60 / FNCL UMBS 5.5 QF0924 09-01-52 0,44 -1,77 0,0039 0,0000
US3622A2CY66 / G2SF 4.5 783687 12-20-41 0,44 -3,70 0,0039 -0,0000
US35563PJF71 / Seasoned Credit Risk Transfer Trust Series 2019-1 0,44 -2,21 0,0039 0,0000
US3132XXGT08 / FGLMC 3.5 Q54709 03-01-48 0,44 -6,77 0,0039 -0,0002
US3133KRKB95 / FNCL UMBS 6.5 RA9290 06-01-53 0,44 -2,00 0,0039 0,0000
US3140QQVL62 / FNMA POOL CB5118 FN 11/52 FIXED 4 0,44 -4,98 0,0039 -0,0001
US36182NRR60 / G2MHD 3.75 AH5896 85K MAX 07-20-34 0,43 -11,63 0,0038 -0,0004
US3140QQ6Q37 / FNCL UMBS 4.0 CB5378 09-01-52 0,43 -2,71 0,0038 0,0000
US3133KJXM97 / Freddie Mac Pool 0,43 -7,96 0,0038 -0,0002
US31418EP460 / Federal National Mortgage Association (FNMA) 0,43 -4,92 0,0038 -0,0001
US3132XTYU66 / FGLMC 3.5 Q51622 10-01-47 0,42 -3,20 0,0037 -0,0000
US3132WMN914 / FGLMC 3.5 Q47615 04-01-47 0,42 -2,54 0,0037 0,0000
US3140QP4C86 / FNCL UMBS 5.5 CB4418 08-01-52 0,42 -3,68 0,0037 -0,0000
US3132XYT567 / FGLMC 4.0 Q55971 05-01-48 0,42 -3,69 0,0037 -0,0000
US3133C0YQ90 / FED HM LN PC POOL QG0719 FR 04/53 FIXED 4 0,42 -2,80 0,0037 0,0000
US3132XXGK98 / FGLMC 3.5 Q54701 03-01-48 0,42 -4,16 0,0037 -0,0000
US3132XXTN90 / FGLMC 3.5 Q55056 03-01-48 0,41 -6,77 0,0036 -0,0001
US3132WD7J79 / FGLMC 4.5 Q40896 04-01-46 0,41 -2,82 0,0036 0,0000
US3140QEZS40 / FN CA7052 3 9/1/50 0,41 -5,72 0,0036 -0,0001
US3128P8DC20 / FGTW 4.0 C91899 09-01-36 0,41 -4,41 0,0036 -0,0000
US3133B42W47 / Federal Home Loan Mortgage Corp. 0,41 -4,44 0,0036 -0,0001
US36176MP314 / G2SF 4.0 770242 150K MAX 06-20-42 0,40 -3,86 0,0035 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,40 0,0035 0,0035
US31418EGV65 / Fannie Mae Pool 0,39 -4,60 0,0035 -0,0001
US31339SBR58 / FNCL UMBS 3.5 QA2748 09-01-49 0,39 -6,87 0,0035 -0,0001
US36182NRA36 / G2SF 4.25 AH5881 05-20-44 0,39 -3,23 0,0034 -0,0000
US36182NR969 / G2MHD 3.25 AH5912 110K MAX 08-20-40 0,39 -3,72 0,0034 -0,0000
US91282CCZ23 / United States Treasury Note/Bond 0,38 0,79 0,0034 0,0001
US36179MKX73 / G2FS 4.5 MA0310 10-20-41 0,38 -3,30 0,0034 -0,0000
US3140MSQ736 / Fannie Mae Pool 0,38 -6,42 0,0033 -0,0001
US3138W9ZK93 / FNCZ AS0745 08-01-53 0,38 -2,84 0,0033 0,0000
US31418PAZ80 / FNCK 5.0 AD1823 02-01-40 0,37 -2,60 0,0033 0,0000
US36179MJS08 / G2FS 4.0 MA0273 H4H 09-20-41 0,37 -3,90 0,0033 -0,0000
US3140MX4Q42 / Federal National Mortgage Association, Inc. 0,37 -3,92 0,0033 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,37 -2,65 0,0032 0,0000
US3132XY2H96 / FGLMC 4.0 Q56175 05-01-48 0,36 -7,79 0,0031 -0,0002
US3140QNFL16 / FNCL UMBS 2.5 CB2870 02-01-52 0,35 -3,80 0,0031 -0,0000
US3132DWJU80 / FNCL UMBS 4.0 SD8375 09-01-53 0,35 -3,58 0,0031 -0,0000
US3140N5LD48 / FNCL UMBS 5.5 BX1223 10-01-52 0,35 -5,68 0,0031 -0,0001
US3132XXGJ26 / FGLMC 3.5 Q54700 03-01-48 0,35 -4,13 0,0031 -0,0000
US3132LPZX03 / FGTW 4.0 K93558 05-01-36 0,35 -1,70 0,0031 0,0000
US3140X6UE93 / FNCL UMBS 3.5 FM3280 05-01-49 0,35 -4,43 0,0030 -0,0000
US3140NDXK85 / FNCL UMBS 6.0 BX8781 03-01-53 0,34 -1,16 0,0030 0,0001
US31418EVV90 / FNCL UMBS 4.0 MA5127 08-01-53 0,34 -3,99 0,0030 -0,0000
US3140H6NT23 / FNCL UMBS 3.5 BJ4901 03-01-48 0,34 -7,46 0,0030 -0,0001
US3140QLRQ19 / Federal National Mortgage Association, Inc. 0,33 -3,81 0,0029 -0,0000
US3140L7MJ84 / FNMA 30YR 2.5% 04/01/2051#BR8460 0,33 -3,24 0,0029 -0,0000
US36181YU731 / G2SF 4.0 AG5106 09-20-43 0,33 -3,56 0,0029 -0,0000
US3132J9S255 / FGLMC 3.5 Q18236 05-01-43 0,32 -2,73 0,0028 0,0000
US3140KDFS41 / FANNIE MAE POOL UMBS P#BP5576 2.50000000 0,32 -3,32 0,0028 -0,0000
US3132DWHS52 / FEDERAL HOME LOAN MORTGAGE CORPORATION 0,32 -42,63 0,0028 -0,0019
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,32 -3,64 0,0028 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,32 -3,34 0,0028 -0,0000
US3132Y2JY36 / FGLMC 4.5 Q58378 09-01-48 0,32 -9,74 0,0028 -0,0002
FMCC / Federal Home Loan Mortgage Corporation 0,31 -81,94 0,0028 -0,0121
US3140N1V672 / FNMA POOL BW8736 FN 10/52 FIXED 4 0,31 -2,80 0,0028 0,0000
US36179CGM82 / G2SF 4.5 AC2904 05-20-41 0,31 -3,72 0,0027 -0,0000
US36182NR621 / G2MHD 3.25 AH5909 150K MAX 05-20-40 0,31 -3,74 0,0027 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,31 0,0027 0,0027
US3140QNHD71 / FANNIE MAE POOL UMBS P#CB2927 2.00000000 0,31 -3,47 0,0027 -0,0000
US3138WU5X74 / FNCL UMBS 3.5 AT7161 06-01-43 0,30 -2,88 0,0027 0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,30 -10,32 0,0027 -0,0002
FMCC / Federal Home Loan Mortgage Corporation 0,30 0,0027 0,0027
US3140FQR740 / FNCL UMBS 3.5 BE5009 01-01-45 0,30 -3,88 0,0026 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,28 -2,45 0,0025 0,0000
US3140F9WA99 / FNCL UMBS 3.5 BD2440 01-01-47 0,27 -2,84 0,0024 0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,27 -2,49 0,0024 0,0000
US36177ULZ56 / GNSF 3.5 799343 85K MAX 07-15-42 0,27 -4,55 0,0024 -0,0000
US3133KRKC78 / FNCL UMBS 6.5 RA9291 06-01-53 0,27 -14,24 0,0024 -0,0003
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,26 -2,59 0,0023 0,0000
US3140XL4V70 / FNMA POOL FS5335 FN 05/53 FIXED VAR 0,26 -3,31 0,0023 -0,0000
US36176MP231 / G2MH 4.0 770241 175K MAX 05-20-42 0,26 -3,73 0,0023 -0,0000
US80287GAD25 / Santander Drive Auto Receivables Trust 2023-1 0,26 -42,47 0,0023 -0,0015
US31418D2V37 / FNMA 20YR 2% 06/01/2041#MA4387 0,26 -4,49 0,0023 -0,0000
US36176WKV27 / G2MHD 4.0 778208 85K MAX 05-20-32 0,25 -3,05 0,0022 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,25 0,0022 0,0022
FMCC / Federal Home Loan Mortgage Corporation 0,25 -2,72 0,0022 0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,25 -3,16 0,0022 0,0000
US3138X7ME05 / FNCK 3.0 AU7556 09-01-33 0,25 -2,39 0,0022 0,0000
US3128P8CN93 / FGTW 4.0 C91877 05-01-36 0,24 -1,62 0,0021 0,0000
US3140XLHN15 / FANNIE MAE POOL FN FS4736 0,24 -7,60 0,0021 -0,0001
US31418EV989 / Fannie Mae Pool 0,24 -4,35 0,0021 -0,0000
US3133KRKG82 / FNCL UMBS 6.5 RA9295 06-01-53 0,24 -0,82 0,0021 0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,24 -4,03 0,0021 -0,0000
US3132Y0KC31 / FGLMC 3.5 Q56590 06-01-48 0,24 -2,87 0,0021 0,0000
US3140NEPM17 / FNMA POOL BX9427 FN 03/53 FIXED 5.5 0,24 -2,89 0,0021 0,0000
US3140H6M223 / FNCI UMBS 3.0 BJ4876 02-01-33 0,23 -2,09 0,0021 0,0000
US36177MLZ31 / GNSF 2.75 793043 150K MAX 01-15-42 0,23 -3,75 0,0020 -0,0000
US31418EV567 / FNMA 30YR 4% 09/01/2053# 0,23 -3,81 0,0020 -0,0000
US36181YU657 / G2SF 3.5 AG5105 09-20-43 0,23 -3,81 0,0020 -0,0000
US36176WKS97 / G2MHD 4.0 778205 85K MAX 03-20-32 0,22 -3,45 0,0020 -0,0000
US36179UWA68 / GOVT NATL MORTG ASSN 4.5% 07/20/2049 SF2 0,22 -5,11 0,0020 -0,0000
US36178FCZ71 / G2MHD 3.75 AA7288 110K MAX 06-20-37 0,22 -4,70 0,0020 -0,0000
US3140QPCQ87 / UMBS 0,22 -5,58 0,0019 -0,0000
US3132XXJ420 / FGLMC 3.5 Q54782 03-01-48 0,22 -10,57 0,0019 -0,0002
US3133KNVE02 / Freddie Mac Pool 0,22 -4,39 0,0019 -0,0000
US3132GLS884 / FGLMC 4.0 Q05343 11-01-41 0,22 -3,96 0,0019 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,21 -99,37 0,0019 -0,2825
US31418B4Q69 / FNCI UMBS 4.0 MA2630 05-01-36 0,20 -2,40 0,0018 0,0000
US3132XYT492 / FGLMC 4.0 Q55970 05-01-48 0,20 -3,85 0,0018 -0,0000
US3133C3XD36 / FNCL UMBS 6.0 QG3376 05-01-53 0,20 -1,01 0,0017 0,0000
US3140NDK556 / FNCL UMBS 6.0 BX8415 04-01-53 0,20 -0,51 0,0017 0,0000
US36177RQZ72 / G2SF 6.5 796771 175K MAX 10-20-32 0,19 -4,00 0,0017 -0,0000
US3132DWBB81 / FHLG 30YR 2% 03/01/2051# 0,19 -4,57 0,0017 -0,0000
US36178LPP21 / GNSF 2.75 AB1330 175K MAX 08-15-42 0,18 -3,17 0,0016 -0,0000
US31418EJT82 / UMBS 0,18 0,0016 0,0016
US36179MJT80 / G2FS 4.5 MA0274 H4H 07-20-41 0,18 -3,28 0,0016 -0,0000
US3132DVMD46 / Freddie Mac Pool 0,17 -4,92 0,0015 -0,0000
US3140HPZH33 / FNCL UMBS 4.0 BK9743 08-01-48 0,17 -2,79 0,0015 0,0000
US31418ET751 / Fannie Mae Pool 0,17 -4,42 0,0015 -0,0000
US3140XJ4L43 / Federal National Mortgage Association, Inc. 0,17 -3,91 0,0015 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,17 -3,51 0,0015 -0,0000
US36178LXU24 / GNSF 2.75 AB1591 175K MAX 09-15-42 0,16 -3,66 0,0014 -0,0000
US3140N16Z19 / FNCL UMBS 4.0 BW8987 10-01-52 0,16 -3,11 0,0014 0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,16 0,0014 0,0014
US3140N2GQ84 / FNCL UMBS 5.5 BW9206 08-01-52 0,15 -1,29 0,0014 0,0000
US3132XXJ347 / FGLMC 3.5 Q54781 03-01-48 0,15 -3,16 0,0014 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,15 -2,60 0,0013 0,0000
US31418ESR26 / FNMA 30YR 4% 05/01/2053# 0,15 -3,85 0,0013 -0,0000
US3140XGCB37 / Fannie Mae Pool 0,15 -5,77 0,0013 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,14 -3,38 0,0013 -0,0000
US3138WVJB85 / FNCI UMBS 3.025 AT7457 04-01-43 0,14 -2,72 0,0013 0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,14 -4,05 0,0013 -0,0000
US3138ATCK40 / FNCL UMBS 4.0 AJ1873 10-01-41 0,14 -3,42 0,0012 -0,0000
US3140N5UN29 / FNCL UMBS 5.5 BX1488 10-01-52 0,14 -63,66 0,0012 -0,0021
US36179CFM91 / G2SF 4.0 AC2872 06-20-42 0,14 -10,46 0,0012 -0,0001
US36177U4P67 / GNSF 2.75 799829 110K MAX 02-15-42 0,14 -3,57 0,0012 -0,0000
US3133B6YR53 / Freddie Mac Pool 0,13 -5,67 0,0012 -0,0000
US36177LQ643 / GNSF 792276 06-15-42 0,13 -4,41 0,0012 -0,0000
US3138WZVU33 / FNCL UMBS 2.275 AU0626 06-01-43 0,13 -3,10 0,0011 0,0000
US3133BNWV19 / FHLG 30YR 4% 10/01/2052#QF1560 0,12 -2,36 0,0011 0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,12 -5,38 0,0011 -0,0000
US36176REW88 / G2SF 6.5 773549 175K MAX 12-20-38 0,12 -1,63 0,0011 0,0000
US3132Y0KD14 / FGLMC 3.5 Q56591 06-01-48 0,12 -3,20 0,0011 -0,0000
US3132DWJF14 / Freddie Mac Pool 0,12 -4,00 0,0011 -0,0000
US3132XXLM99 / FGLMC 3.5 Q54831 03-01-48 0,12 -3,25 0,0011 -0,0000
US3132JASX45 / FGLMC 3.5 Q19133 06-01-43 0,12 -9,23 0,0010 -0,0001
US3132J87J35 / FGLMC 3.5 Q17696 04-01-43 0,12 -2,52 0,0010 0,0000
US74969TAA88 / RMF Buyout Issuance Trust 2021-HB1 0,11 -59,29 0,0010 -0,0014
US3132DWA522 / UMBS Freddie Mac Pool 0,11 -3,42 0,0010 -0,0000
US3138NXVE44 / FNCL UMBS 3.5 AR1512 01-01-43 0,11 -3,48 0,0010 0,0000
US31419BL604 / FNCL UMBS 5.0 AE1248 06-01-41 0,11 -2,63 0,0010 0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,11 -3,51 0,0010 -0,0000
SOFR 90DAY FUT SFRM5 09-16-25 / DIR (N/A) 0,11 0,0009 0,0009
FMCC / Federal Home Loan Mortgage Corporation 0,10 0,0009 0,0009
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,10 0,0009 0,0009
US3132XXGH69 / FGLMC 3.5 Q54699 03-01-48 0,10 -5,00 0,0008 -0,0000
US36178QAW24 / G2SF AB3621 09-20-41 0,09 -3,12 0,0008 -0,0000
SOFR 90DAY FUT OPT SFRU5C C @ 97 09-12-25 / DIR (N/A) 0,09 0,0008 0,0008
US3140M5SA46 / FNCL UMBS 5.0 BU4112 07-01-53 0,09 -2,17 0,0008 0,0000
SOFR 90DAY FUT OPT SFRU5C C @ 98 09-12-25 / DIR (N/A) 0,09 0,0008 0,0008
US3140NEBK07 / Fannie Mae Pool 0,09 -4,49 0,0008 -0,0000
US3140XLJV13 / FNCL UMBS 6.0 FS4775 06-01-53 0,08 -8,70 0,0007 -0,0000
US3132Y1BL14 / FGLMC 4.5 Q57242 07-01-48 0,08 -3,57 0,0007 -0,0000
G2SF 4.0 MB0023 11-20-54 / ABS-MBS (US3618N5AZ24) 0,08 -3,66 0,0007 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,08 -61,27 0,0007 -0,0010
US3138WVJQ54 / FNCL UMBS 2.275 AT7470 05-01-43 0,08 -3,66 0,0007 -0,0000
US36179CF492 / G2SF 5.0 AC2887 07-20-35 0,08 -3,75 0,0007 -0,0000
US3140HPZ345 / FNCL UMBS 4.5 BK9761 08-01-48 0,08 -2,56 0,0007 0,0000
US3140H6ME62 / FNCI UMBS 3.0 BJ4856 02-01-33 0,08 -1,32 0,0007 0,0000
US3140XH5W35 / Fannie Mae Pool 0,08 -3,85 0,0007 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,07 0,0007 0,0007
US3140HBAA68 / FNCI UMBS 3.5 BJ9000 11-01-33 0,07 -3,95 0,0007 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,07 -1,37 0,0006 0,0000
US3140XJTN31 / FNCL UMBS 6.0 FS3256 11-01-52 0,07 -7,79 0,0006 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,07 0,0006 0,0006
US3138YAPF60 / FNCL UMBS 3.5 AX8521 12-01-44 0,07 -4,17 0,0006 0,0000
US3138X8AX96 / FNCL UMBS 2.275 AU8121 08-01-43 0,07 -1,43 0,0006 0,0000
US31417J3C20 / FNCL UMBS 5.0 AC0794 10-01-39 0,07 -2,90 0,0006 0,0000
US3132Y0KB57 / FGLMC 3.5 Q56589 06-01-48 0,07 -9,59 0,0006 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,07 0,00 0,0006 0,0000
US3140FUWC85 / FNCL UMBS 3.5 BE8742 05-01-47 0,07 -2,99 0,0006 -0,0000
US3140MSNL56 / FANNIE MAE POOL FN BW1294 0,06 -4,48 0,0006 -0,0000
US3140MW2L90 / FNCL UMBS 6.0 BW5278 04-01-53 0,06 -20,25 0,0006 -0,0001
US3132DWJY03 / Freddie Mac Pool 0,06 -4,62 0,0005 -0,0000
US3140QQSJ53 / Fannie Mae Pool 0,06 -4,62 0,0005 -0,0000
US31419BNG67 / FNCL UMBS 5.0 AE1290 02-01-42 0,06 -3,23 0,0005 0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,06 -3,33 0,0005 -0,0000
US3132XXTS87 / FGLMC 3.5 Q55060 04-01-48 0,06 -3,45 0,0005 -0,0000
US3132XXGG86 / FGLMC 3.5 Q54698 03-01-48 0,06 -3,45 0,0005 -0,0000
US3138X8AW14 / FNCL UMBS 2.275 AU8120 07-01-43 0,06 -1,79 0,0005 0,0000
US3138WMN648 / FNCL UMBS 3.5 AT0412 03-01-43 0,05 -1,92 0,0005 0,0000
US3140KTMN23 / Fannie Mae Pool 0,05 -2,00 0,0004 -0,0000
US3138YFA793 / FNCL UMBS 3.5 AY1829 12-01-44 0,05 -2,04 0,0004 0,0000
US31419BM362 / FNCL UMBS 5.0 AE1277 11-01-41 0,05 -2,17 0,0004 0,0000
US3128M5NQ97 / FGLMC 6.0 G03699 01-01-38 0,04 -2,22 0,0004 0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,04 0,0004 0,0004
US3138WRMC10 / FNCL UMBS 3.5 AT3954 04-01-43 0,04 -2,38 0,0004 0,0000
US36202FW284 / G2FS 6.5 5165 H4H 08-20-41 0,04 0,00 0,0004 0,0000
US3138YRTL28 / FNCI UMBS 3.5 AZ0554 10-01-30 0,04 -2,38 0,0004 -0,0000
US31418EP387 / UMBS 0,04 -4,88 0,0004 -0,0000
US042859AA69 / Arroyo Mortgage Trust 2019-1 0,04 0,00 0,0003 0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,04 -60,61 0,0003 -0,0005
US89171UAG40 / Towd Point Mortgage Trust 2015-4 0,04 -94,19 0,0003 -0,0054
US36179VN223 / Ginnie Mae II Pool 0,04 -5,00 0,0003 -0,0000
US3128P74D26 / FGTW 2.5 C91720 08-01-33 0,04 -2,56 0,0003 0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,04 -5,13 0,0003 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,04 -75,17 0,0003 -0,0009
US31322Y7A37 / FGLMC 3.5 T65389 09-01-46 0,04 -2,70 0,0003 0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,04 -2,70 0,0003 -0,0000
US3140GRPG35 / FNCL UMBS 4.0 BH3122 06-01-47 0,03 -2,86 0,0003 0,0000
US38376RUW41 / GNR 16-H13 IO FRN 05-20-66 0,03 0,00 0,0003 0,0000
US3140GREU48 / FNCL UMBS 3.5 BH2846 05-01-47 0,03 -3,03 0,0003 -0,0000
US31418DYB27 / FN MA4305 0,03 -5,88 0,0003 -0,0000
US3140QSSB83 / FNMA 30YR 4% 02/01/2053#CB6813 0,03 -3,12 0,0003 0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,03 0,0003 0,0003
US3140GREW04 / FNCL UMBS 3.5 BH2848 05-01-47 0,03 -3,23 0,0003 -0,0000
US3138YFEW00 / FNCI UMBS 3.5 AY1948 01-01-30 0,03 -6,45 0,0003 -0,0000
US3140NG5K24 / FNMA POOL BY0849 FN 05/53 FIXED 5.5 0,03 -9,37 0,0003 -0,0000
US3138WMKN06 / FNCL UMBS AT0300 03-01-43 0,03 -3,33 0,0003 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,03 0,0003 0,0003
US36177WSP67 / GNSF 2.75 AA0526 06-15-42 0,03 -3,45 0,0003 -0,0000
US31419BM933 / FNCL UMBS AE1283 12-01-41 0,03 -3,45 0,0002 -0,0000
US31412RDK05 / FNCL UMBS 932606 02-01-40 0,02 -4,17 0,0002 0,0000
FMCC / Federal Home Loan Mortgage Corporation 0,02 0,0002 0,0002
US3140QPDF14 / Fannie Mae Pool 0,02 0,0002 0,0002
US3132J66L36 / FGLMC 4.0 Q15874 02-01-43 0,02 0,00 0,0002 0,0000
US31418EPA28 / FNCL UMBS 4.0 MA4916 02-01-53 0,02 0,00 0,0002 -0,0000
US3128P7XW80 / FGTW 2.5 C91593 12-01-32 0,02 -5,00 0,0002 0,0000
US3140KYEH32 / Fannie Mae Pool 0,02 -5,00 0,0002 -0,0000
US3140QDFR04 / Fannie Mae Pool 0,02 0,0002 0,0002
US3133BQFB78 / FNCL UMBS 6.5 QF2862 11-01-52 0,02 0,00 0,0002 0,0000
US31412QFH74 / FNCL UMBS 5.0 931768 08-01-39 0,02 0,00 0,0001 0,0000
US3132A86Y02 / Freddie Mac Pool 0,01 -6,67 0,0001 -0,0000
US31403CU250 / FNCL UMBS 6.5 745001 09-01-35 0,01 -7,14 0,0001 -0,0000
US3140J6GQ47 / FNMA POOL BM2006 FN 01/48 FIXED VAR 0,01 -7,69 0,0001 -0,0000
OIS PAYFIX USD 3.8215% 04-23-25/04-23-35 LCH / DIR (N/A) 0,01 0,0001 0,0001
US31418Q6C20 / FNCL UMBS 5.0 AD3566 10-01-35 0,01 -10,00 0,0001 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,01 0,00 0,0001 -0,0000
US3140GREV21 / FNCL UMBS 3.5 BH2847 05-01-47 0,01 -52,94 0,0001 -0,0001
US3140Q9KU62 / FNCI UMBS 3.5 CA2106 07-01-33 0,01 0,00 0,0001 -0,0000
US31329KJK16 / FNCT UMBS 6.5 ZA2066 03-01-28 0,01 0,00 0,0001 -0,0000
US36179UWB42 / G2SF 5.0 MA6042 07-20-49 0,01 0,00 0,0001 -0,0000
US36190VF754 / G2RF 4.904 AQ8290 02-20-66 0,01 0,00 0,0001 0,0000
US3140J8K932 / FNCI UMBS 3.0 BM3919 02-01-33 0,01 0,00 0,0000 -0,0000
US3132A9T807 / FHLG 15YR 2.5% 11/01/2032#ZS8675 0,00 0,00 0,0000 -0,0000
US31405WXL44 / FNCL UMBS 6.5 801783 02-01-37 0,00 0,00 0,0000 0,0000
US3132A04Y92 / FNCL UMBS 6.5 ZS0839 12-01-32 0,00 0,00 0,0000 -0,0000
US31388SA210 / FNCL UMBS 6.5 613025 07-01-31 0,00 0,00 0,0000 -0,0000
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0,00 0,00 0,0000 -0,0000
US31329KHW71 / FNCT UMBS 6.5 ZA2045 01-01-28 0,00 -33,33 0,0000 -0,0000
US31412LXS41 / FNCT UMBS 6.5 928689 09-01-27 0,00 0,00 0,0000 -0,0000
US31412MB235 / FNCT UMBS 6.5 928957 12-01-27 0,00 0,00 0,0000 -0,0000
US31400RR946 / FNCL UMBS 5.0 695412 06-01-33 0,00 0,00 0,0000 0,0000
US3138ERYW48 / FNCT UMBS 6.5 AL9724 02-01-28 0,00 0,00 0,0000 -0,0000
US3140KEN950 / Fannie Mae Pool 0,00 0,00 0,0000 -0,0000
US31418M4Y58 / FNCT UMBS 6.5 AD0838 10-01-27 0,00 -100,00 0,0000 -0,0000
US31329KER14 / FNCT UMBS 6.5 ZA1944 06-01-26 0,00 -100,00 0,0000 -0,0000
US3132A9VB06 / FNCI UMBS 3.0 ZS8710 08-01-33 0,00 0,0000 -0,0000
US31403DAR08 / FNCT UMBS 6.5 745316 02-01-26 0,00 -100,00 0,0000 -0,0000
US36190VF911 / G2RF 5.102 AQ8292 02-20-66 0,00 0,0000 -0,0000
US3132A4UN65 / FNCL UMBS 6.5 ZS4189 06-01-35 0,00 0,0000 0,0000
US36182DEG60 / G2RF 5.338 AG8235 12-20-64 0,00 0,0000 0,0000
US31329KKH67 / FNCT UMBS 6.5 ZA2096 11-01-28 0,00 0,0000 -0,0000
US36176RBJ05 / G2RF 4.958 773441 04-20-62 0,00 0,0000 0,0000
US3132D55A61 / FR SB8041 3 4/1/35 0,00 0,0000 -0,0000
US3131X1GT23 / FNCT UMBS 6.5 ZJ9210 11-01-27 0,00 0,0000 -0,0000
US31371MVB08 / FNMA 6.50% 7/26 #256310 0,00 0,0000 -0,0000
UST 30YR FUT ULTRA WNU5 09-19-25 / DIR (N/A) -1,13 -0,0099 -0,0099