0001145549-24-043152.txt : 20240708
0001145549-24-043152.hdr.sgml : 20240708
20240708164455
ACCESSION NUMBER: 0001145549-24-043152
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240531
FILED AS OF DATE: 20240708
DATE AS OF CHANGE: 20240708
PERIOD START: 20240831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AMERICAN FUNDS MORTGAGE FUND
CENTRAL INDEX KEY: 0001496998
ORGANIZATION NAME:
IRS NUMBER: 273101898
FISCAL YEAR END: 0831
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22449
FILM NUMBER: 241105438
BUSINESS ADDRESS:
STREET 1: 6455 IRVINE CENTER DRIVE
CITY: IRVINE
STATE: CA
ZIP: 92618
BUSINESS PHONE: 213-486-9501
MAIL ADDRESS:
STREET 1: 333 S HOPE ST - 55TH FLOOR
CITY: LOS ANGELES
STATE: CA
ZIP: 90071
0001496998
S000030190
AMERICAN FUNDS MORTGAGE FUND
C000092896
Class A
MFAAX
C000092897
Class 529-F-1
CMFFX
C000092898
Class R-1
RMAAX
C000092899
Class R-2
RMABX
C000092900
Class R-3
RMACX
C000092901
Class R-4
RMAEX
C000092902
Class R-5
RMAFX
C000092903
Class R-6
RMAGX
C000092905
Class C
MFACX
C000092906
Class F-1
MFAEX
C000092907
Class F-2
MFAFX
C000092908
Class 529-A
CMFAX
C000092910
Class 529-C
CMFCX
C000092911
Class 529-E
CMFEX
C000148445
Class R-2E
RMBEX
C000164806
Class R-5E
RMAHX
C000180009
Class F-3
AFFMX
C000189492
Class 529-T
TMFMX
C000189493
Class T
TFMFX
C000224553
Class 529-F-2
FFMFX
C000224554
Class 529-F-3
FMMFX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001496998
XXXXXXXX
S000030190
C000092908
C000092910
C000092911
C000092897
C000224553
C000224554
C000189492
C000092896
C000092905
C000092906
C000092907
C000180009
C000092898
C000092899
C000148445
C000092900
C000092901
C000092902
C000164806
C000092903
C000189493
American Funds Mortgage Fund
811-22449
0001496998
C5033DWGZLEAE8CW5708
6455 Irvine Center Drive
Irvine
92618-4518
9499755000
American Funds Mortgage Fund
S000030190
C5033DWGZLEAE8CW5708
2024-08-31
2024-05-31
N
18438834704.270000000000
8072780071.140000000000
10366054633.130000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
8630218.110000000000
USD
N
Bloomberg U.S. Mortgage Backed Securities Index
LUMSTRUU
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-2
N/A
GNMA 21-2 AH 1.5% 06-16-63
38380RNG1
7939022.630000000000
PA
USD
5868978.050000000000
0.0566172788
Long
ABS-CBDO
USGA
US
N
2
2063-06-16
Fixed
1.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 2.5 786647 03-20-52
3622ACHY9
8850769.100000000000
PA
USD
7361529.840000000000
0.0710157345
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
2.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 2.5 BZ3978 11-20-50
3617QYM36
5630494.770000000000
PA
USD
4669301.750000000000
0.0450441553
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 3.5 T65389 09-01-46
31322Y7A3
44625.440000000000
PA
USD
39035.030000000000
0.0003765659
Long
ABS-MBS
USGA
US
N
2
2046-09-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGTW 4.0 C91899 09-01-36
3128P8DC2
463115.700000000000
PA
USD
445306.590000000000
0.0042958156
Long
ABS-MBS
USGA
US
N
2
2036-09-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCT UMBS 4.0 MA2819 11-01-36
31418CDZ4
981379.330000000000
PA
USD
940994.590000000000
0.0090776542
Long
ABS-MBS
USGA
US
N
2
2036-11-01
Fixed
4.000000000000
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K052
N/A
FHMS K052 A2 (MF) 3.151% 11-25-25
3137BMTX4
2500000.000000000000
PA
USD
2428170.000000000000
0.0234242447
Long
ABS-CBDO
USGA
US
N
2
2025-11-25
Fixed
3.151000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGTW 2.5 C91720 08-01-33
3128P74D2
47479.080000000000
PA
USD
43359.840000000000
0.0004182868
Long
ABS-MBS
USGA
US
N
2
2033-08-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGTW 2.5 C91593 12-01-32
3128P7XW8
25577.400000000000
PA
USD
23509.290000000000
0.0002267911
Long
ABS-MBS
USGA
US
N
2
2032-12-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FHARM FRN 760014 08-01-45
31342WAP6
876903.960000000000
PA
USD
841825.170000000000
0.0081209795
Long
ABS-MBS
USGA
US
N
2
2045-08-01
Variable
2.7510000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 4.0 T65448 09-01-47
31323ABR2
712029.640000000000
PA
USD
637490.110000000000
0.0061497854
Long
ABS-MBS
USGA
US
N
2
2047-09-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCK 4.5 MA3002 04-01-47
31418CKQ6
625302.250000000000
PA
USD
576374.850000000000
0.0055602143
Long
ABS-MBS
USGA
US
N
2
2047-04-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCT UMBS 4.0 MA3186 11-01-37
31418CRG1
3044793.060000000000
PA
USD
2897336.780000000000
0.0279502364
Long
ABS-MBS
USGA
US
N
2
2037-11-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCT UMBS 6.5 928689 09-01-27
31412LXS4
4402.120000000000
PA
USD
4475.810000000000
0.0000431776
Long
ABS-MBS
USGA
US
N
2
2027-09-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 BD2440 01-01-47
3140F9WA9
324853.620000000000
PA
USD
291512.920000000000
0.0028121878
Long
ABS-MBS
USGA
US
N
2
2047-01-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS BM2006 01-01-48
3140J6GQ4
15092.010000000000
PA
USD
13958.600000000000
0.0001346568
Long
ABS-MBS
USGA
US
N
2
2048-01-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 3.0 BJ4876 02-01-33
3140H6M22
270094.040000000000
PA
USD
251181.520000000000
0.0024231159
Long
ABS-MBS
USGA
US
N
2
2033-02-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 3.5 CA2106 07-01-33
3140Q9KU6
8970.270000000000
PA
USD
8550.380000000000
0.0000824844
Long
ABS-MBS
USGA
US
N
2
2033-07-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 3.5 BJ9000 11-01-33
3140HBAA6
84783.040000000000
PA
USD
80292.420000000000
0.0007745707
Long
ABS-MBS
USGA
US
N
2
2033-11-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCT UMBS 6.5 ZA2045 01-01-28
31329KHW7
4347.340000000000
PA
USD
4420.170000000000
0.0000426408
Long
ABS-MBS
USGA
US
N
2
2028-01-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 3.0 BJ4856 02-01-33
3140H6ME6
87033.730000000000
PA
USD
80941.020000000000
0.0007808276
Long
ABS-MBS
USGA
US
N
2
2033-02-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 3.0 BM3919 02-01-33
3140J8K93
7148.980000000000
PA
USD
6718.800000000000
0.0000648154
Long
ABS-MBS
USGA
US
N
2
2033-02-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCI UMBS 3.0 ZS8710 08-01-33
3132A9VB0
978.580000000000
PA
USD
910.070000000000
0.0000087793
Long
ABS-MBS
USGA
US
N
2
2033-08-01
Fixed
3.000000000000
N
N
N
N
N
N
SEASONED CREDIT RISK TRANSFER SCRT_18-3
N/A
SCRT 18-3 MA 3.5% 08-25-57
35563PGG8
950560.850000000000
PA
USD
892329.490000000000
0.0086081882
Long
ABS-CBDO
USGA
US
N
2
2057-08-25
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 3.5 SD7503 08-01-49
3132DVKQ7
26978594.860000000000
PA
USD
24114574.210000000000
0.2326302056
Long
ABS-MBS
USGA
US
N
2
2049-08-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 2.5 BO6247 12-01-34
3140K15H5
4047062.850000000000
PA
USD
3672652.880000000000
0.0354296115
Long
ABS-MBS
USGA
US
N
2
2034-12-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 3.5 QA2748 09-01-49
31339SBR5
488125.150000000000
PA
USD
437296.190000000000
0.0042185403
Long
ABS-MBS
USGA
US
N
2
2049-09-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 3.5 Q28558 09-01-44
3132M9E75
1356960.050000000000
PA
USD
1225900.780000000000
0.0118261077
Long
ABS-MBS
USGA
US
N
2
2044-09-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 4.0 Q55971 05-01-48
3132XYT56
503228.780000000000
PA
USD
467899.600000000000
0.0045137675
Long
ABS-MBS
USGA
US
N
2
2048-05-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 AR1512 01-01-43
3138NXVE4
128824.680000000000
PA
USD
117437.350000000000
0.0011329031
Long
ABS-MBS
USGA
US
N
2
2043-01-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 3.5 Q54709 03-01-48
3132XXGT0
525576.060000000000
PA
USD
472023.010000000000
0.0045535455
Long
ABS-MBS
USGA
US
N
2
2048-03-01
Fixed
3.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 4.5 783687 12-20-41
3622A2CY6
505997.830000000000
PA
USD
486265.940000000000
0.0046909452
Long
ABS-MBS
USGA
US
N
2
2041-12-20
Fixed
4.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 4.5 AB3621 09-20-41
36178QAW2
101439.390000000000
PA
USD
97234.420000000000
0.0009380080
Long
ABS-MBS
USGA
US
N
2
2041-09-20
Fixed
4.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 4.0 AC2872 06-20-42
36179CFM9
174107.300000000000
PA
USD
161887.060000000000
0.0015617037
Long
ABS-MBS
USGA
US
N
2
2042-06-20
Fixed
4.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 5.0 AC2887 07-20-35
36179CF49
86492.320000000000
PA
USD
85158.090000000000
0.0008215092
Long
ABS-MBS
USGA
US
N
2
2035-07-20
Fixed
5.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 4.5 AC2904 05-20-41
36179CGM8
344775.830000000000
PA
USD
330494.180000000000
0.0031882350
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Fixed
4.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 4.5 AB2159 03-20-42
36178MMG3
503841.040000000000
PA
USD
484076.360000000000
0.0046698226
Long
ABS-MBS
USGA
US
N
2
2042-03-20
Fixed
4.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 2.0 MA7051 12-20-50
36179VZQ6
10401753.460000000000
PA
USD
8347313.540000000000
0.0805254635
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
2.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 3.5 AG5105 09-20-43
36181YU65
263145.700000000000
PA
USD
237369.530000000000
0.0022898734
Long
ABS-MBS
USGA
US
N
2
2043-09-20
Fixed
3.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 4.0 AG5106 09-20-43
36181YU73
363042.620000000000
PA
USD
339009.200000000000
0.0032703783
Long
ABS-MBS
USGA
US
N
2
2043-09-20
Fixed
4.000000000000
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GNSF 2.75 793043 150K MAX 01-15-42
36177MLZ3
280299.490000000000
PA
USD
241181.730000000000
0.0023266492
Long
ABS-MBS
USGA
US
N
2
2042-01-15
Fixed
2.750000000000
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GNSF 2.75 799829 110K MAX 02-15-42
36177U4P6
162708.670000000000
PA
USD
139769.350000000000
0.0013483370
Long
ABS-MBS
USGA
US
N
2
2042-02-15
Fixed
2.750000000000
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GNSF 2.75 AA0526 06-15-42
36177WSP6
66817.090000000000
PA
USD
57510.000000000000
0.0005547916
Long
ABS-MBS
USGA
US
N
2
2042-06-15
Fixed
2.750000000000
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GNSF 2.75 AB1330 175K MAX 08-15-42
36178LPP2
219674.360000000000
PA
USD
188737.620000000000
0.0018207276
Long
ABS-MBS
USGA
US
N
2
2042-08-15
Fixed
2.750000000000
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GNSF 2.75 AB1591 175K MAX 09-15-42
36178LXU2
193539.970000000000
PA
USD
166197.030000000000
0.0016032814
Long
ABS-MBS
USGA
US
N
2
2042-09-15
Fixed
2.750000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 3.5 AA7306 11-20-43
36178FDK9
655063.710000000000
PA
USD
587208.940000000000
0.0056647294
Long
ABS-MBS
USGA
US
N
2
2043-11-20
Fixed
3.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 2.5 MA7827 01-20-52
36179WVU9
2967529.650000000000
PA
USD
2475563.680000000000
0.0238814454
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
2.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 2.5 MA6709 06-20-50
36179VN22
50644.920000000000
PA
USD
42417.150000000000
0.0004091928
Long
ABS-MBS
USGA
US
N
2
2050-06-20
Fixed
2.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 2.5 MA7987 04-20-52
36179W2U1
2901262.640000000000
PA
USD
2420207.180000000000
0.0233474284
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Fixed
2.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 4.0 MA8346 10-20-52
36179XHX7
5962178.130000000000
PA
USD
5483295.980000000000
0.0528966533
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.5 RA9291 06-01-53
3133KRKC7
366374.590000000000
PA
USD
373375.640000000000
0.0036019069
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.5 RA9292 06-01-53
3133KRKD5
1025315.040000000000
PA
USD
1046369.880000000000
0.0100941961
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
6.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 4.0 MA8426 11-20-52
36179XLF1
7336869.160000000000
PA
USD
6747579.170000000000
0.0650930311
Long
ABS-MBS
USGA
US
N
2
2052-11-20
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.0 RA9283 06-01-53
3133KRJ47
5142798.800000000000
PA
USD
5176026.420000000000
0.0499324632
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 MA5271 02-01-54
31418E2D1
6815688.910000000000
PA
USD
6707101.350000000000
0.0647025468
Long
ABS-MBS
USGA
US
N
2
2054-02-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.5 SD8420 04-01-54
3132DWK93
25746922.210000000000
PA
USD
25340481.300000000000
0.2444563742
Long
ABS-MBS
USGA
US
N
2
2054-04-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 CB8147 03-01-54
3140QUBR6
24584522.800000000000
PA
USD
24258138.680000000000
0.2340151537
Long
ABS-MBS
USGA
US
N
2
2054-03-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 CB8153 03-01-54
3140QUBX3
3886717.470000000000
PA
USD
3907033.340000000000
0.0376906497
Long
ABS-MBS
USGA
US
N
2
2054-03-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 CB8143 03-01-54
3140QUBM7
28334659.880000000000
PA
USD
27971636.220000000000
0.2698387883
Long
ABS-MBS
USGA
US
N
2
2054-03-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 CB8148 03-01-54
3140QUBS4
12467860.160000000000
PA
USD
12315827.070000000000
0.1188092047
Long
ABS-MBS
USGA
US
N
2
2054-03-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 CB8168 03-01-54
3140QUCE4
11120076.080000000000
PA
USD
11155493.520000000000
0.1076156157
Long
ABS-MBS
USGA
US
N
2
2054-03-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 FS4191 03-01-53
3140XKUR9
1958912.000000000000
PA
USD
1931687.040000000000
0.0186347372
Long
ABS-MBS
USGA
US
N
2
2053-03-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.0 SD3553 07-01-53
3132DQ5N2
5368632.020000000000
PA
USD
5388839.550000000000
0.0519854442
Long
ABS-MBS
USGA
US
N
2
2053-07-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.0 RA9854 09-01-53
3133KR5P5
11930504.070000000000
PA
USD
12021784.360000000000
0.1159726124
Long
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.0 SD2861 05-01-53
3132DQFA9
5816873.170000000000
PA
USD
5854438.540000000000
0.0564770180
Long
ABS-MBS
USGA
US
N
2
2053-05-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.5 RJ1216 04-01-54
3142GRK66
6339519.030000000000
PA
USD
6258297.110000000000
0.0603729898
Long
ABS-MBS
USGA
US
N
2
2054-04-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.5 RJ1215 04-01-54
3142GRK58
1276163.150000000000
PA
USD
1256756.540000000000
0.0121237692
Long
ABS-MBS
USGA
US
N
2
2054-04-01
Fixed
5.500000000000
N
N
N
N
N
N
FARM 2024-1
N/A
FARM 24-1 A 144A FRN 10-01-53
30335JAC5
19835000.000000000000
PA
USD
18691313.900000000000
0.1803127088
Long
ABS-CBDO
USGA
US
Y
2
2053-10-01
Variable
4.7210000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 FS6668 12-01-53
3140XNMS0
246124.480000000000
PA
USD
242385.600000000000
0.0023382628
Long
ABS-MBS
USGA
US
N
2
2053-12-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 FS5343 07-01-53
3140XL5D6
48709740.890000000000
PA
USD
48908086.950000000000
0.4718100442
Long
ABS-MBS
USGA
US
N
2
2053-07-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 FS6809 02-01-54
3140XNR71
233924.640000000000
PA
USD
230236.580000000000
0.0022210628
Long
ABS-MBS
USGA
US
N
2
2054-02-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 MA5215 12-01-53
31418EYM6
6532677.830000000000
PA
USD
6429592.170000000000
0.0620254513
Long
ABS-MBS
USGA
US
N
2
2053-12-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.0 SD4842 12-01-53
3132DSLX8
3419188.390000000000
PA
USD
3430611.900000000000
0.0330946732
Long
ABS-MBS
USGA
US
N
2
2053-12-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 FS5769 09-01-53
3140XMMT0
16665484.410000000000
PA
USD
16735396.120000000000
0.1614442207
Long
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 CB8328 04-01-54
3140QUHE9
26074575.720000000000
PA
USD
25740482.180000000000
0.2483151314
Long
ABS-MBS
USGA
US
N
2
2054-04-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 CB8337 04-01-54
3140QUHP4
32046347.090000000000
PA
USD
31565203.230000000000
0.3045054685
Long
ABS-MBS
USGA
US
N
2
2054-04-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.0 RJ1348 04-01-54
3142GRQA1
1998258.320000000000
PA
USD
2008009.820000000000
0.0193710133
Long
ABS-MBS
USGA
US
N
2
2054-04-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.5 SD4966 02-01-54
3132DSQT2
59164734.640000000000
PA
USD
60457424.930000000000
0.5832250270
Long
ABS-MBS
USGA
US
N
2
2054-02-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMDI4 3.5 BF0765 09-01-63
3140FXZ70
125573113.920000000000
PA
USD
108399483.710000000000
1.0457159213
Long
ABS-MBS
USGA
US
N
2
2063-09-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 3.0 SD2602 12-01-52
3132DP3K2
2804644.570000000000
PA
USD
2361308.790000000000
0.0227792432
Long
ABS-MBS
USGA
US
N
2
2052-12-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.0 FS7823 07-01-53
3140XPVR7
4479451.880000000000
PA
USD
3465872.860000000000
0.0334348311
Long
ABS-MBS
USGA
US
N
2
2053-07-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 2.0 SD5343 03-01-52
3132DS5C2
1993996.460000000000
PA
USD
1542316.380000000000
0.0148785284
Long
ABS-MBS
USGA
US
N
2
2052-03-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.0 FS1742 03-01-52
3140XG5C9
885471.140000000000
PA
USD
685377.680000000000
0.0066117506
Long
ABS-MBS
USGA
US
N
2
2052-03-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCR 4.0 MA1583 09-01-43
31418AXM5
1905518.600000000000
PA
USD
1775848.060000000000
0.0171313786
Long
ABS-MBS
USGA
US
N
2
2043-09-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCK 5.0 AD1823 02-01-40
31418PAZ8
402406.490000000000
PA
USD
387401.150000000000
0.0037372092
Long
ABS-MBS
USGA
US
N
2
2040-02-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.275 AT7470 05-01-43
3138WVJQ5
101860.790000000000
PA
USD
83426.330000000000
0.0008048031
Long
ABS-MBS
USGA
US
N
2
2043-05-01
Fixed
2.275000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.275 AU0626 06-01-43
3138WZVU3
156979.160000000000
PA
USD
128570.010000000000
0.0012402984
Long
ABS-MBS
USGA
US
N
2
2043-06-01
Fixed
2.275000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.275 AU8120 07-01-43
3138X8AW1
68962.890000000000
PA
USD
56457.500000000000
0.0005446383
Long
ABS-MBS
USGA
US
N
2
2043-07-01
Fixed
2.275000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.275 AU8121 08-01-43
3138X8AX9
86375.800000000000
PA
USD
70825.480000000000
0.0006832443
Long
ABS-MBS
USGA
US
N
2
2043-08-01
Fixed
2.275000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 3.025 AT7457 04-01-43
3138WVJB8
168329.710000000000
PA
USD
148125.430000000000
0.0014289470
Long
ABS-MBS
USGA
US
N
2
2043-04-01
Fixed
3.025000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCT UMBS 2.5 MA1640 09-01-33
31418AZE1
641966.630000000000
PA
USD
586048.130000000000
0.0056535312
Long
ABS-MBS
USGA
US
N
2
2033-09-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCZ AS0745 08-01-53
3138W9ZK9
801749.920000000000
PA
USD
699089.850000000000
0.0067440302
Long
ABS-MBS
USGA
US
N
2
2053-08-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCK 3.0 AU7556 09-01-33
3138X7ME0
286597.210000000000
PA
USD
262944.920000000000
0.0025365959
Long
ABS-MBS
USGA
US
N
2
2033-09-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.0 AT5898 06-01-43
3138WTRU2
2960051.380000000000
PA
USD
2594526.480000000000
0.0250290643
Long
ABS-MBS
USGA
US
N
2
2043-06-01
Fixed
3.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2MHD 3.25 AH5911 85K MAX 08-20-35
36182NR88
1620121.140000000000
PA
USD
1509382.620000000000
0.0145608206
Long
ABS-MBS
USGA
US
N
2
2035-08-20
Fixed
3.250000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2MHD 3.25 AH5912 110K MAX 08-20-40
36182NR96
487627.360000000000
PA
USD
432660.050000000000
0.0041738160
Long
ABS-MBS
USGA
US
N
2
2040-08-20
Fixed
3.250000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2RF 4.894 AQ8290 02-20-66
36190VF75
5855.460000000000
PA
USD
5728.640000000000
0.0000552635
Long
ABS-MBS
USGA
US
N
2
2066-02-20
Fixed
4.894000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2RF 5.172 AQ8292 02-20-66
36190VF91
831.720000000000
PA
USD
814.980000000000
0.0000078620
Long
ABS-MBS
USGA
US
N
2
2066-02-20
Fixed
5.172000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2RF 5.2 773441 04-20-62
36176RBJ0
603.420000000000
PA
USD
591.910000000000
0.0000057101
Long
ABS-MBS
USGA
US
N
2
2062-04-20
Fixed
5.200000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2RF 5.2 AG8235 12-20-64
36182DEG6
555.630000000000
PA
USD
538.940000000000
0.0000051991
Long
ABS-MBS
USGA
US
N
2
2064-12-20
Fixed
5.200000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCT UMBS 2.0 QK1181 11-01-41
3133D4J20
1944659.110000000000
PA
USD
1608287.530000000000
0.0155149436
Long
ABS-MBS
USGA
US
N
2
2041-11-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.0 MA4547 02-01-52
31418EBR0
2222277.720000000000
PA
USD
1719980.730000000000
0.0165924336
Long
ABS-MBS
USGA
US
N
2
2052-02-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.0 MA4305 04-01-51
31418DYB2
44524.950000000000
PA
USD
34586.310000000000
0.0003336497
Long
ABS-MBS
USGA
US
N
2
2051-04-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.0 MA4465 11-01-51
31418D6B3
3020435.080000000000
PA
USD
2340598.570000000000
0.0225794543
Long
ABS-MBS
USGA
US
N
2
2051-11-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 2.0 RA4352 01-01-51
3133KKZR3
26345072.830000000000
PA
USD
20600714.110000000000
0.1987324478
Long
ABS-MBS
USGA
US
N
2
2051-01-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 4.0 QF7852 02-01-53
3133BVWM3
6886213.340000000000
PA
USD
6259347.570000000000
0.0603831235
Long
ABS-MBS
USGA
US
N
2
2053-02-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 MA4942 03-01-53
31418EP46
903628.140000000000
PA
USD
906338.120000000000
0.0087433276
Long
ABS-MBS
USGA
US
N
2
2053-03-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 MA4993 04-01-53
31418ERP7
624998.390000000000
PA
USD
567559.790000000000
0.0054751765
Long
ABS-MBS
USGA
US
N
2
2053-04-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 4.5 QF3907 11-01-52
3133BRKU7
34479199.850000000000
PA
USD
32302976.190000000000
0.3116226697
Long
ABS-MBS
USGA
US
N
2
2052-11-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 BX5662 01-01-53
3140NAJG9
729884.310000000000
PA
USD
663158.290000000000
0.0063974030
Long
ABS-MBS
USGA
US
N
2
2053-01-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.5 CB6106 04-01-53
3140QRYC1
5977997.690000000000
PA
USD
6137592.290000000000
0.0592085659
Long
ABS-MBS
USGA
US
N
2
2053-04-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.5 MA5008 05-01-53
31418ER69
4068149.770000000000
PA
USD
3811510.540000000000
0.0367691535
Long
ABS-MBS
USGA
US
N
2
2053-05-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 4.5 SD8322 05-01-53
3132DWG72
21198816.350000000000
PA
USD
19860789.460000000000
0.1915944895
Long
ABS-MBS
USGA
US
N
2
2053-05-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.5 SD8324 05-01-53
3132DWG98
23243498.950000000000
PA
USD
22885456.090000000000
0.2207730607
Long
ABS-MBS
USGA
US
N
2
2053-05-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.0 MA5009 05-01-53
31418ER77
229038431.410000000000
PA
USD
220544999.260000000000
2.1275693315
Long
ABS-MBS
USGA
US
N
2
2053-05-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 MA5010 05-01-53
31418ER85
6377124.670000000000
PA
USD
6277622.390000000000
0.0605594183
Long
ABS-MBS
USGA
US
N
2
2053-05-01
Fixed
5.500000000000
N
N
N
N
N
N
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K751
N/A
FHMS K751 A2 (MF) 4.412% 03-25-30
3137HA4B9
24000000.000000000000
PA
USD
23399040.000000000000
0.2257275389
Long
ABS-CBDO
USGA
US
N
2
2030-03-25
Fixed
4.412000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCT UMBS 1.5 BQ7816 04-01-41
3140KTVJ1
19958193.860000000000
PA
USD
16118716.360000000000
0.1554951901
Long
ABS-MBS
USGA
US
N
2
2041-04-01
Fixed
1.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCT UMBS 2.5 MA4388 07-01-41
31418D2W1
6775166.550000000000
PA
USD
5783349.920000000000
0.0557912352
Long
ABS-MBS
USGA
US
N
2
2041-07-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCT UMBS 2.5 MA4447 10-01-41
31418D5H1
14094709.670000000000
PA
USD
12062224.350000000000
0.1163627318
Long
ABS-MBS
USGA
US
N
2
2041-10-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCT UMBS 2.5 MA4502 12-01-41
31418EAC4
15840081.430000000000
PA
USD
13568930.550000000000
0.1308977333
Long
ABS-MBS
USGA
US
N
2
2041-12-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCT UMBS 1.5 BR0986 05-01-41
3140KYCY8
26581968.250000000000
PA
USD
21468076.030000000000
0.2070997770
Long
ABS-MBS
USGA
US
N
2
2041-05-01
Fixed
1.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCT UMBS 2.5 FM9117 10-01-41
3140XDDX1
7345122.630000000000
PA
USD
6304149.820000000000
0.0608153251
Long
ABS-MBS
USGA
US
N
2
2041-10-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 3.0 QC7626 09-01-51
3133ASPK3
11716585.740000000000
PA
USD
9960913.950000000000
0.0960916598
Long
ABS-MBS
USGA
US
N
2
2051-09-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.5 CA8044 12-01-50
3140QF5E5
29608266.430000000000
PA
USD
24203247.780000000000
0.2334856282
Long
ABS-MBS
USGA
US
N
2
2050-12-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 3.0 SD2880 10-01-51
3132DQFV3
15981737.560000000000
PA
USD
13579490.620000000000
0.1309996050
Long
ABS-MBS
USGA
US
N
2
2051-10-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.0 FS4628 10-01-51
3140XLEA2
7766747.420000000000
PA
USD
6603156.620000000000
0.0636998053
Long
ABS-MBS
USGA
US
N
2
2051-10-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 MA4980 04-01-53
31418ERA0
24013954.680000000000
PA
USD
24086716.960000000000
0.2323614703
Long
ABS-MBS
USGA
US
N
2
2053-04-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.0 FM8981 10-01-51
3140XC6T0
30651040.940000000000
PA
USD
25992726.390000000000
0.2507484989
Long
ABS-MBS
USGA
US
N
2
2051-10-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.0 FM9330 07-01-51
3140XDLL8
32002230.080000000000
PA
USD
27164196.940000000000
0.2620495251
Long
ABS-MBS
USGA
US
N
2
2051-07-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.0 CB0737 06-01-51
3140QKZB7
7899204.810000000000
PA
USD
6698746.860000000000
0.0646219521
Long
ABS-MBS
USGA
US
N
2
2051-06-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.0 FS3767 04-01-47
3140XKFH8
7131998.000000000000
PA
USD
5623937.020000000000
0.0542533994
Long
ABS-MBS
USGA
US
N
2
2047-04-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 2.0 SI2080 10-01-50
3133USJZ5
49512863.790000000000
PA
USD
38732130.880000000000
0.3736439007
Long
ABS-MBS
USGA
US
N
2
2050-10-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 2.0 SI2062 09-01-50
3133USJF9
47760649.340000000000
PA
USD
37272936.110000000000
0.3595672358
Long
ABS-MBS
USGA
US
N
2
2050-09-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.0 FS3744 07-01-51
3140XKES5
26707549.420000000000
PA
USD
20864818.960000000000
0.2012802334
Long
ABS-MBS
USGA
US
N
2
2051-07-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.0 FS3745 08-01-50
3140XKET3
9044505.470000000000
PA
USD
7073354.990000000000
0.0682357487
Long
ABS-MBS
USGA
US
N
2
2050-08-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.5 MA5136 09-01-53
31418EV64
50838277.520000000000
PA
USD
47631043.110000000000
0.4594905660
Long
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 MA5135 09-01-53
31418EV56
262424.530000000000
PA
USD
238332.380000000000
0.0022991619
Long
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.5 CB6853 08-01-53
3140QSTK7
10686875.580000000000
PA
USD
10012683.350000000000
0.0965910725
Long
ABS-MBS
USGA
US
N
2
2053-08-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.5 CB6719 07-01-53
3140QSPD7
6968654.260000000000
PA
USD
6529029.740000000000
0.0629847128
Long
ABS-MBS
USGA
US
N
2
2053-07-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.0 QG4719 06-01-53
3133C5G47
40005413.640000000000
PA
USD
38530214.010000000000
0.3716960345
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.0 QG8909 08-01-53
3133C93S0
635744.940000000000
PA
USD
612203.300000000000
0.0059058467
Long
ABS-MBS
USGA
US
N
2
2053-08-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.0 BY6763 07-01-53
3140NPQR4
580994.810000000000
PA
USD
559570.050000000000
0.0053981005
Long
ABS-MBS
USGA
US
N
2
2053-07-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.0 BX9041 04-01-53
3140NEBK0
94989.890000000000
PA
USD
91493.690000000000
0.0008826279
Long
ABS-MBS
USGA
US
N
2
2053-04-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.0 BU4112 07-01-53
3140M5SA4
95418.360000000000
PA
USD
91924.900000000000
0.0008867877
Long
ABS-MBS
USGA
US
N
2
2053-07-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 MA5177 10-01-53
31418EXF2
1992119.210000000000
PA
USD
1809435.900000000000
0.0174553961
Long
ABS-MBS
USGA
US
N
2
2053-10-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 4.0 SD8375 09-01-53
3132DWJU8
401115.960000000000
PA
USD
364237.360000000000
0.0035137511
Long
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 MA5127 08-01-53
31418EVV9
321140.880000000000
PA
USD
291658.540000000000
0.0028135925
Long
ABS-MBS
USGA
US
N
2
2053-08-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 4.0 SD8357 08-01-53
3132DWJA2
18342921.440000000000
PA
USD
16656454.900000000000
0.1606826849
Long
ABS-MBS
USGA
US
N
2
2053-08-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 MA5027 05-01-53
31418ESR2
172724.290000000000
PA
USD
156868.030000000000
0.0015132858
Long
ABS-MBS
USGA
US
N
2
2053-05-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 BX4568 08-01-53
3140N9CE4
863761.560000000000
PA
USD
784641.000000000000
0.0075693311
Long
ABS-MBS
USGA
US
N
2
2053-08-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.5 SD3620 08-01-53
3132E0AV4
14279374.950000000000
PA
USD
14139751.220000000000
0.1364043671
Long
ABS-MBS
USGA
US
N
2
2053-08-01
Fixed
5.500000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 2.0 UMBS TBA 06-01-54
01F020661
16287000.000000000000
PA
USD
12567488.950000000000
0.1212369546
Long
ABS-MBS
USGA
US
N
2
2054-06-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.5 SD8362 09-01-53
3132DWJF1
18813461.870000000000
PA
USD
18516529.000000000000
0.1786265812
Long
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 CB7438 11-01-53
3140QTHQ5
5093017.530000000000
PA
USD
5116114.360000000000
0.0493544993
Long
ABS-MBS
USGA
US
N
2
2053-11-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 MA5207 11-01-53
31418EYD6
544988.190000000000
PA
USD
494813.310000000000
0.0047734006
Long
ABS-MBS
USGA
US
N
2
2053-11-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 4.0 SD8435 06-01-54
3132DWLQ4
750000.000000000000
PA
USD
680922.000000000000
0.0065687672
Long
ABS-MBS
USGA
US
N
2
2054-06-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 MA5378 05-01-54
31418E6Q8
3109235.620000000000
PA
USD
2822968.300000000000
0.0272328133
Long
ABS-MBS
USGA
US
N
2
2054-05-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 4.0 SD8390 11-01-53
3132DWKB8
19355431.440000000000
PA
USD
17577867.330000000000
0.1695714325
Long
ABS-MBS
USGA
US
N
2
2053-11-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 MA5320 03-01-54
31418E4E7
18361463.330000000000
PA
USD
16670960.120000000000
0.1608226149
Long
ABS-MBS
USGA
US
N
2
2054-03-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 4.0 QI0001 02-01-54
3133W6AA5
5497450.050000000000
PA
USD
4991184.380000000000
0.0481493158
Long
ABS-MBS
USGA
US
N
2
2054-02-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 DB3607 05-01-54
3140ADAH4
306645.000000000000
PA
USD
278402.380000000000
0.0026857121
Long
ABS-MBS
USGA
US
N
2
2054-05-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 4.0 QI1357 03-01-54
3133W7QJ7
79761.390000000000
PA
USD
72415.130000000000
0.0006985795
Long
ABS-MBS
USGA
US
N
2
2054-03-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 BY2249 04-01-53
3140NJQB3
810411.650000000000
PA
USD
736523.990000000000
0.0071051525
Long
ABS-MBS
USGA
US
N
2
2053-04-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 4.0 QG1084 03-01-53
3133C1FZ8
167121.920000000000
PA
USD
151860.680000000000
0.0014649805
Long
ABS-MBS
USGA
US
N
2
2053-03-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 4.0 QH5655 12-01-53
3133CJH87
304165.400000000000
PA
USD
276151.770000000000
0.0026640007
Long
ABS-MBS
USGA
US
N
2
2053-12-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 4.0 QI0100 02-01-54
3133W6DD6
278965.030000000000
PA
USD
253271.510000000000
0.0024432778
Long
ABS-MBS
USGA
US
N
2
2054-02-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 4.0 QI1723 03-01-54
3133W74G7
799920.330000000000
PA
USD
726254.870000000000
0.0070060876
Long
ABS-MBS
USGA
US
N
2
2054-03-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 CB6713 07-01-53
3140QSN72
619219.200000000000
PA
USD
562308.620000000000
0.0054245192
Long
ABS-MBS
USGA
US
N
2
2053-07-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 4.0 QI3594 04-01-54
3133W97F2
1204184.430000000000
PA
USD
1093288.680000000000
0.0105468157
Long
ABS-MBS
USGA
US
N
2
2054-04-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 BX9358 04-01-53
3140NEMG7
185918.280000000000
PA
USD
168985.030000000000
0.0016301769
Long
ABS-MBS
USGA
US
N
2
2053-04-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 FS5335 05-01-53
3140XL4V7
315955.050000000000
PA
USD
287266.650000000000
0.0027712245
Long
ABS-MBS
USGA
US
N
2
2053-05-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.5 SD5404 05-01-54
3132DTAD2
52027158.000000000000
PA
USD
53147146.630000000000
0.5127037095
Long
ABS-MBS
USGA
US
N
2
2054-05-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.5 RJ1726 06-01-54
3142GR4L1
21029000.000000000000
PA
USD
21481712.310000000000
0.2072313245
Long
ABS-MBS
USGA
US
N
2
2054-06-01
Fixed
6.500000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
GNR 16-H13 IO FRN 05-20-66
38376RUW4
7557316.720000000000
PA
USD
69678.460000000000
0.0006721792
Long
ABS-CBDO
USGA
US
N
2
2066-05-20
Variable
0.4814600000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2JM 4.0 MA3727 06-20-46
36179SD87
926166.610000000000
PA
USD
843361.760000000000
0.0081358028
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
4.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 4.0 MA4511 06-20-47
36179TAL9
3190287.290000000000
PA
USD
2965764.440000000000
0.0286103493
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Fixed
4.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 4.5 MA6041 07-20-49
36179UWA6
262425.400000000000
PA
USD
251119.060000000000
0.0024225134
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
4.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 5.0 MA6042 07-20-49
36179UWB4
7482.680000000000
PA
USD
7376.000000000000
0.0000711553
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
5.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 6.5 773549 12-20-38
36176REW8
126343.470000000000
PA
USD
127505.070000000000
0.0012300251
Long
ABS-MBS
USGA
US
N
2
2038-12-20
Fixed
6.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2 5.0 005158 08-20-41
36202FWT9
489587.260000000000
PA
USD
482806.480000000000
0.0046575722
Long
ABS-MBS
USGA
US
N
2
2041-08-20
Fixed
5.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2 6.5 005165 08-20-41
36202FW28
42590.730000000000
PA
USD
42405.630000000000
0.0004090817
Long
ABS-MBS
USGA
US
N
2
2041-08-20
Fixed
6.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2MHD 4.0 778205 03-20-32
36176WKS9
260311.360000000000
PA
USD
250552.550000000000
0.0024170483
Long
ABS-MBS
USGA
US
N
2
2032-03-20
Fixed
4.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 6.5 AA4803 10-20-38
36178CKQ5
46445.760000000000
PA
USD
47185.130000000000
0.0004551889
Long
ABS-MBS
USGA
US
N
2
2038-10-20
Fixed
6.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2 4.0 MA0273 09-20-41
36179MJS0
423149.870000000000
PA
USD
387442.370000000000
0.0037376069
Long
ABS-MBS
USGA
US
N
2
2041-09-20
Fixed
4.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 4.0 770241 05-20-42
36176MP23
287240.050000000000
PA
USD
271291.050000000000
0.0026171100
Long
ABS-MBS
USGA
US
N
2
2042-05-20
Fixed
4.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 3.75 AH5880 05-20-44
36182NQ97
1026462.070000000000
PA
USD
938322.850000000000
0.0090518802
Long
ABS-MBS
USGA
US
N
2
2044-05-20
Fixed
3.750000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2MHD 3.75 AH5896 85K MAX 07-20-34
36182NRR6
561340.150000000000
PA
USD
531740.120000000000
0.0051296288
Long
ABS-MBS
USGA
US
N
2
2034-07-20
Fixed
3.750000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 5.0 AE5743 09-20-41
36180YLY5
1057846.560000000000
PA
USD
1032355.630000000000
0.0099590024
Long
ABS-MBS
USGA
US
N
2
2041-09-20
Fixed
5.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 3.25 AH5905 01-20-40
36182NR21
632409.320000000000
PA
USD
561139.320000000000
0.0054132391
Long
ABS-MBS
USGA
US
N
2
2040-01-20
Fixed
3.250000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 3.25 AH5904 02-20-35
36182NRZ8
917332.540000000000
PA
USD
853291.720000000000
0.0082315958
Long
ABS-MBS
USGA
US
N
2
2035-02-20
Fixed
3.250000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2MHD 3.25 AH5907 85K MAX 04-20-35
36182NR47
748682.940000000000
PA
USD
695745.070000000000
0.0067117635
Long
ABS-MBS
USGA
US
N
2
2035-04-20
Fixed
3.250000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2MHD 3.25 AH5909 150K MAX 05-20-40
36182NR62
396240.030000000000
PA
USD
351585.760000000000
0.0033917027
Long
ABS-MBS
USGA
US
N
2
2040-05-20
Fixed
3.250000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2MHD 3.25 AH5908 110K MAX 05-20-35
36182NR54
1149975.370000000000
PA
USD
1074144.840000000000
0.0103621376
Long
ABS-MBS
USGA
US
N
2
2035-05-20
Fixed
3.250000000000
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2
N/A
LMAT 21-GS2 A1 144A FRN 04-25-61
52476DAA5
3592934.270000000000
PA
USD
3506021.190000000000
0.0338221369
Long
ABS-CBDO
CORP
US
Y
2
2061-04-25
Variable
4.7500000000000000
N
N
N
N
N
N
RMF BUYOUT ISSUANCE TRUST RBIT_21-HB1
N/A
RBIT 21-HB1 A 144A FRN 11-25-31
74969TAA8
1399299.060000000000
PA
USD
1367171.150000000000
0.0131889248
Long
ABS-CBDO
CORP
US
Y
2
2031-11-25
Variable
1.2586000000000000
N
N
N
N
N
N
SEASONED CREDIT RISK TRANSFER SCRT_17-1
N/A
SCRT 17-1 HA FRN 01-25-56
35563PAP4
2386894.610000000000
PA
USD
2181423.560000000000
0.0210439134
Long
ABS-CBDO
USGA
US
N
2
2056-01-25
Variable
3.0000000000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 4.5 UMBS TBA 06-01-54
01F042665
170310255.000000000000
PA
USD
159495213.190000000000
1.5386298725
Long
ABS-MBS
USGA
US
N
2
2054-06-01
Fixed
4.500000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 3.0 UMBS TBA 06-01-54
01F030660
16384590.000000000000
PA
USD
13779538.500000000000
0.1329294412
Long
ABS-MBS
USGA
US
N
2
2054-06-01
Fixed
3.000000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 3.5 UMBS TBA 06-01-54
01F032666
6122000.000000000000
PA
USD
5368112.430000000000
0.0517854924
Long
ABS-MBS
USGA
US
N
2
2054-06-01
Fixed
3.500000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCI 2.5 UMBS TBA 06-01-39
01F022469
26000000.000000000000
PA
USD
23360688.000000000000
0.2253575620
Long
ABS-MBS
USGA
US
N
2
2039-06-01
Fixed
2.500000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCI 4.0 UMBS TBA 06-01-39
01F040461
11000000.000000000000
PA
USD
10547922.000000000000
0.1017544512
Long
ABS-MBS
USGA
US
N
2
2039-06-01
Fixed
4.000000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 3.5 UMBS TBA 07-01-54
01F032674
64524756.000000000000
PA
USD
56601567.640000000000
0.5460280661
Long
ABS-MBS
USGA
US
N
2
2054-07-01
Fixed
3.500000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 2.5 UMBS TBA 07-01-54
01F022675
26859344.000000000000
PA
USD
21711079.240000000000
0.2094439978
Long
ABS-MBS
USGA
US
N
2
2054-07-01
Fixed
2.500000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 6.0 UMBS TBA 07-01-54
01F060675
644406382.000000000000
PA
USD
645090097.170000000000
6.2231014595
Long
ABS-MBS
USGA
US
N
2
2054-07-01
Fixed
6.000000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 6.5 UMBS TBA 07-01-54
01F062671
857289915.000000000000
PA
USD
870856527.900000000000
8.4010412710
Long
ABS-MBS
USGA
US
N
2
2054-07-01
Fixed
6.500000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 3.0 UMBS TBA 07-01-54
01F030678
319413410.000000000000
PA
USD
268828227.670000000000
2.5933514455
Long
ABS-MBS
USGA
US
N
2
2054-07-01
Fixed
3.000000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 4.0 UMBS TBA 07-01-54
01F040677
83376242.000000000000
PA
USD
75702292.690000000000
0.7302903117
Long
ABS-MBS
USGA
US
N
2
2054-07-01
Fixed
4.000000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 7.0 UMBS TBA 07-01-54
01F070674
17476624.000000000000
PA
USD
17940977.900000000000
0.1730743136
Long
ABS-MBS
USGA
US
N
2
2054-07-01
Fixed
7.000000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 2.0 UMBS TBA 07-01-54
01F020679
52453000.000000000000
PA
USD
40517214.940000000000
0.3908643778
Long
ABS-MBS
USGA
US
N
2
2054-07-01
Fixed
2.000000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 4.5 UMBS TBA 07-01-54
01F042673
487907858.000000000000
PA
USD
456943761.610000000000
4.4080778829
Long
ABS-MBS
USGA
US
N
2
2054-07-01
Fixed
4.500000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 5.0 UMBS TBA 07-01-54
01F050676
368373188.000000000000
PA
USD
354509463.070000000000
3.4199073381
Long
ABS-MBS
USGA
US
N
2
2054-07-01
Fixed
5.000000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 5.5 UMBS TBA 07-01-54
01F052672
4000000.000000000000
PA
USD
3934804.000000000000
0.0379585497
Long
ABS-MBS
USGA
US
N
2
2054-07-01
Fixed
5.500000000000
N
N
N
N
N
N
CAPITAL GROUP CENTRAL CASH FUND
549300YD0SRETB6WWP29
CAPITAL GROUP CENTRAL CASH FUND
14020B102
28935040.480000000000
NS
USD
2894082748.810000000000
27.9188452235
Long
STIV
RF
US
N
1
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 5.5 UMBS TBA 06-01-54
01F052664
42962130.000000000000
PA
USD
42271943.380000000000
0.4077920180
Long
ABS-MBS
USGA
US
N
2
2054-06-01
Fixed
5.500000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 5.0 UMBS TBA 06-01-54
01F050668
153986812.000000000000
PA
USD
148215540.270000000000
1.4298163141
Long
ABS-MBS
USGA
US
N
2
2054-06-01
Fixed
5.000000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 4.0 UMBS TBA 06-01-54
01F040669
11936758.000000000000
PA
USD
10833908.990000000000
0.1045133310
Long
ABS-MBS
USGA
US
N
2
2054-06-01
Fixed
4.000000000000
N
N
N
N
N
N
RISKLESS ISSUER
N/A
OIS PAYFIX USD 3.486% 01-17-24/01-17-54 LCH
N/A
1.000000000000
NC
USD
550474.330000000000
0.0053103553
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
INVALID ISSUER
N/A
Y
2054-01-17
0.000000000000
USD
0.000000000000
USD
7843537.000000000000
USD
550474.330000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
FED FUND 30DAY FUT FFQ4 08-30-24
N/A
1283.000000000000
NC
USD
-248098.520000000000
-0.0023933746
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
FED FUND 30DAY FUT FFQ4 08-30-24
2024-09-03
506317648.010000000000
USD
-248098.520000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
SOFR 90DAY FUT SFRZ4 03-18-25
N/A
647.000000000000
NC
USD
-62387.840000000000
-0.0006018475
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
SOFR 90DAY FUT SFRZ4 03-18-25
2025-03-19
153711025.000000000000
USD
-62387.840000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 10YR FUT TYU4 09-19-24
N/A
3359.000000000000
NC
USD
-403335.460000000000
-0.0038909255
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
UST 10YR FUT TYU4 09-19-24
2024-09-30
365448719.920000000000
USD
-403335.460000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 30YR FUT ULTRA WNU4 09-19-24
N/A
1327.000000000000
NC
USD
-2273197.150000000000
-0.0219292415
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
UST 30YR FUT ULTRA WNU4 09-19-24
2024-09-30
162474562.500000000000
USD
-2273197.150000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 20YR FUT USU4 09-19-24
N/A
5369.000000000000
NC
USD
5497741.760000000000
0.0530360099
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Short
CME CHICAGO MERCANTILE EXCHANGE
UST 20YR FUT USU4 09-19-24
2024-09-30
-623139562.500000000000
USD
5497741.760000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 10YR FUT ULTRA UXYU4 09-19-24
N/A
6363.000000000000
NC
USD
-2804492.970000000000
-0.0270545841
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
UST 10YR FUT ULTRA UXYU4 09-19-24
2024-09-30
712854843.750000000000
USD
-2804492.970000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 5YR FUT FVU4 09-30-24
N/A
18052.000000000000
NC
USD
-2597757.940000000000
-0.0250602378
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
UST 5YR FUT FVU4 09-30-24
2024-10-03
1909845277.760000000000
USD
-2597757.940000000000
N
N
N
CME CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
UST 2YR FUT TUU4 09-30-24
N/A
23119.000000000000
NC
USD
-1805903.070000000000
-0.0174213154
N/A
DIR
CORP
US
N
1
CME Clearing
SNZ2OJLFK8MNNCLQOF39
Long
CME CHICAGO MERCANTILE EXCHANGE
UST 2YR FUT TUU4 09-30-24
2024-10-03
4709412662.470000000000
USD
-1805903.070000000000
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 BH2847 05-01-47
3140GREV2
18879.200000000000
PA
USD
16970.510000000000
0.0001637123
Long
ABS-MBS
USGA
US
N
2
2047-05-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.0 AD3566 10-01-35
31418Q6C2
11226.750000000000
PA
USD
11087.900000000000
0.0001069635
Long
ABS-MBS
USGA
US
N
2
2035-10-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 BH2846 05-01-47
3140GREU4
42219.390000000000
PA
USD
38199.770000000000
0.0003685083
Long
ABS-MBS
USGA
US
N
2
2047-05-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 3.5 Q56591 06-01-48
3132Y0KD1
145446.050000000000
PA
USD
130511.800000000000
0.0012590306
Long
ABS-MBS
USGA
US
N
2
2048-06-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 BX8781 03-01-53
3140NDXK8
378280.150000000000
PA
USD
380286.930000000000
0.0036685793
Long
ABS-MBS
USGA
US
N
2
2053-03-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.0 QG3376 05-01-53
3133C3XD3
197383.590000000000
PA
USD
198354.720000000000
0.0019135026
Long
ABS-MBS
USGA
US
N
2
2053-05-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.0 695412 06-01-33
31400RR94
1759.060000000000
PA
USD
1737.330000000000
0.0000167598
Long
ABS-MBS
USGA
US
N
2
2033-06-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 3.5 Q54700 03-01-48
3132XXGJ2
402528.800000000000
PA
USD
362564.530000000000
0.0034976135
Long
ABS-MBS
USGA
US
N
2
2048-03-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 3.5 Q19133 06-01-43
3132JASX4
161869.300000000000
PA
USD
146698.910000000000
0.0014151856
Long
ABS-MBS
USGA
US
N
2
2043-06-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 BK5232 05-01-48
3140HJY62
536027.890000000000
PA
USD
498288.850000000000
0.0048069286
Long
ABS-MBS
USGA
US
N
2
2048-05-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 4.0 Q56175 05-01-48
3132XY2H9
452822.330000000000
PA
USD
421516.010000000000
0.0040663109
Long
ABS-MBS
USGA
US
N
2
2048-05-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 AT7161 06-01-43
3138WU5X7
385509.780000000000
PA
USD
350182.820000000000
0.0033781688
Long
ABS-MBS
USGA
US
N
2
2043-06-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 3.5 Q55056 03-01-48
3132XXTN9
544553.410000000000
PA
USD
488985.000000000000
0.0047171756
Long
ABS-MBS
USGA
US
N
2
2048-03-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 3.5 RA1463 10-01-49
3133KGTU2
3883097.140000000000
PA
USD
3494523.380000000000
0.0337112190
Long
ABS-MBS
USGA
US
N
2
2049-10-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 3.5 Q54781 03-01-48
3132XXJ34
192954.070000000000
PA
USD
173532.090000000000
0.0016740418
Long
ABS-MBS
USGA
US
N
2
2048-03-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 3.5 Q54699 03-01-48
3132XXGH6
111410.160000000000
PA
USD
100909.640000000000
0.0009734624
Long
ABS-MBS
USGA
US
N
2
2048-03-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 BX8415 04-01-53
3140NDK55
196129.610000000000
PA
USD
196958.060000000000
0.0019000292
Long
ABS-MBS
USGA
US
N
2
2053-04-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.5 QF0924 09-01-52
3133BNAZ6
454316.180000000000
PA
USD
447765.400000000000
0.0043195354
Long
ABS-MBS
USGA
US
N
2
2052-09-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 3.5 Q54831 03-01-48
3132XXLM9
136865.540000000000
PA
USD
123840.460000000000
0.0011946730
Long
ABS-MBS
USGA
US
N
2
2048-03-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 BK6840 06-01-48
3140HLS64
726657.710000000000
PA
USD
675495.920000000000
0.0065164225
Long
ABS-MBS
USGA
US
N
2
2048-06-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.5 QF8462 03-01-53
3133BWMK6
3995660.890000000000
PA
USD
3939901.440000000000
0.0380077241
Long
ABS-MBS
USGA
US
N
2
2053-03-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.5 QG1875 05-01-53
3133C2CL0
573042.530000000000
PA
USD
564225.120000000000
0.0054430074
Long
ABS-MBS
USGA
US
N
2
2053-05-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 BX8514 03-01-53
3140NDN86
760922.320000000000
PA
USD
750941.300000000000
0.0072442344
Long
ABS-MBS
USGA
US
N
2
2053-03-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.5 QF8554 03-01-53
3133BWQF3
625589.000000000000
PA
USD
616504.820000000000
0.0059473430
Long
ABS-MBS
USGA
US
N
2
2053-03-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.0 AC0794 10-01-39
31417J3C2
70607.200000000000
PA
USD
69557.620000000000
0.0006710134
Long
ABS-MBS
USGA
US
N
2
2039-10-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 AX8521 12-01-44
3138YAPF6
84357.270000000000
PA
USD
76630.820000000000
0.0007392477
Long
ABS-MBS
USGA
US
N
2
2044-12-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.5 QG1023 04-01-53
3133C1D49
888777.710000000000
PA
USD
876740.990000000000
0.0084578079
Long
ABS-MBS
USGA
US
N
2
2053-04-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.5 QF7144 02-01-53
3133BU5D5
969011.430000000000
PA
USD
956236.950000000000
0.0092246953
Long
ABS-MBS
USGA
US
N
2
2053-02-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 BX7779 03-01-53
3140NCUD9
856286.610000000000
PA
USD
844921.120000000000
0.0081508457
Long
ABS-MBS
USGA
US
N
2
2053-03-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.5 QG3365 05-01-53
3133C3W28
925969.370000000000
PA
USD
912177.060000000000
0.0087996551
Long
ABS-MBS
USGA
US
N
2
2053-05-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 BY0849 05-01-53
3140NG5K2
39363.360000000000
PA
USD
38857.620000000000
0.0003748545
Long
ABS-MBS
USGA
US
N
2
2053-05-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 BX4108 02-01-53
3140N8R67
747782.050000000000
PA
USD
737015.480000000000
0.0071098938
Long
ABS-MBS
USGA
US
N
2
2053-02-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.5 QF8686 02-01-53
3133BWUK7
492483.910000000000
PA
USD
485725.550000000000
0.0046857321
Long
ABS-MBS
USGA
US
N
2
2053-02-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 BY2795 04-01-53
3140NKC90
567778.370000000000
PA
USD
560103.140000000000
0.0054032432
Long
ABS-MBS
USGA
US
N
2
2053-04-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.5 QF5680 01-01-53
3133BTJZ4
751845.990000000000
PA
USD
742068.980000000000
0.0071586443
Long
ABS-MBS
USGA
US
N
2
2053-01-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 BX5097 02-01-53
3140N9UX2
672361.070000000000
PA
USD
662379.200000000000
0.0063898872
Long
ABS-MBS
USGA
US
N
2
2053-02-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 BX8835 03-01-53
3140NDY92
887006.120000000000
PA
USD
874156.950000000000
0.0084328800
Long
ABS-MBS
USGA
US
N
2
2053-03-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 BX8389 03-01-53
3140NDKB2
727676.230000000000
PA
USD
717165.670000000000
0.0069184053
Long
ABS-MBS
USGA
US
N
2
2053-03-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 BX9427 03-01-53
3140NEPM1
273753.560000000000
PA
USD
269718.430000000000
0.0026019391
Long
ABS-MBS
USGA
US
N
2
2053-03-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 BY3521 06-01-53
3140NK4F5
929023.040000000000
PA
USD
914748.600000000000
0.0088244625
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 FS3256 11-01-52
3140XJTN3
83407.470000000000
PA
USD
83559.190000000000
0.0008060848
Long
ABS-MBS
USGA
US
N
2
2052-11-01
Fixed
6.000000000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDR_23-2
N/A
FORDR 23-2 A 144A 5.28% 02-15-36/8-15-28
34535CAA4
22413000.000000000000
PA
USD
22514934.320000000000
0.2171986847
Long
ABS-O
CORP
US
Y
2
2036-02-15
Fixed
5.280000000000
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST NSLT_21-A
N/A
NSLT 21-A APT1 144A 1.36% 04-20-62
64035DAB2
6863752.440000000000
PA
USD
6197577.220000000000
0.0597872328
Long
ABS-O
CORP
US
Y
2
2062-04-20
Fixed
1.360000000000
N
N
N
N
N
N
NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C
N/A
NAVSL 21-C A 144A 1.06% 10-15-69/09-15-28
63942JAA5
3798694.350000000000
PA
USD
3332267.870000000000
0.0321459609
Long
ABS-O
CORP
US
Y
2
2069-10-15
Fixed
1.060000000000
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST NSLT_21-B
N/A
NSLT 21-B AFX 144A 1.42% 04-20-62
64034QAB4
18928639.200000000000
PA
USD
17228658.110000000000
0.1662026559
Long
ABS-O
CORP
US
Y
2
2062-04-20
Fixed
1.420000000000
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST NSLT_21-C
N/A
NSLT 21-CA AFX 144A 1.32% 04-20-62
64035GAB5
5338827.340000000000
PA
USD
4827506.490000000000
0.0465703362
Long
ABS-O
CORP
US
Y
2
2062-04-20
Fixed
1.320000000000
N
N
N
N
N
N
NELNET STUDENT LOAN TRUST NSLT_21-C
N/A
NSLT 21-CA AFL 144A FRN (TSFR1M+85.45) 04-20-62
64035GAA7
9706958.800000000000
PA
USD
9636175.660000000000
0.0929589511
Long
ABS-O
CORP
US
Y
2
2062-04-20
Variable
6.1745600000000000
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST NAVSL_21-A
N/A
NAVSL 21-A A 144A 0.84% 05-15-69/03-15-29
63942BAA2
2151538.860000000000
PA
USD
1896058.680000000000
0.0182910350
Long
ABS-O
CORP
US
Y
2
2069-05-15
Fixed
0.840000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE 1.875% 02-15-32
91282CDY4
10000000.000000000000
PA
USD
8305469.000000000000
0.0801217946
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.875000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE 4.125% 07-31-28
91282CHQ7
118000000.000000000000
PA
USD
116068670.400000000000
1.1196995820
Long
DBT
UST
US
N
2
2028-07-31
Fixed
4.125000000000
N
N
N
N
N
N
SYNCHRONY CARD ISSUANCE TRUST SYNIT_23-A1
N/A
SYNIT 23-A A 5.54% 07-15-29/26
87166PAK7
7488000.000000000000
PA
USD
7515016.700000000000
0.0724964026
Long
ABS-O
CORP
US
N
2
2029-07-15
Fixed
5.540000000000
N
N
N
N
N
N
CF HIPPOLYTA ISSUER LLC SORT_20-1
N/A
SORT 20-1 A1 144A 1.69% 07-15-60/25
12530MAA3
5027936.660000000000
PA
USD
4745592.880000000000
0.0457801261
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
1.690000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE 4.25% 01-31-26
91282CJV4
135000000.000000000000
PA
USD
133469019.000000000000
1.2875585141
Long
DBT
UST
US
N
2
2026-01-31
Fixed
4.250000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE 4.5% 03-31-26
91282CKH3
20000000.000000000000
PA
USD
19857146.000000000000
0.1915593416
Long
DBT
UST
US
N
2
2026-03-31
Fixed
4.500000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE 1.625% 05-15-31
91282CCB5
6000000.000000000000
PA
USD
4981875.000000000000
0.0480595094
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.625000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE 1.25% 05-31-28
91282CCE9
3800000.000000000000
PA
USD
3344266.000000000000
0.0322617053
Long
DBT
UST
US
N
2
2028-05-31
Fixed
1.250000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE 1.25% 06-30-28
91282CCH2
19000000.000000000000
PA
USD
16677690.800000000000
0.1608875449
Long
DBT
UST
US
N
2
2028-06-30
Fixed
1.250000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE 2.0% 08-15-51
912810SZ2
11000000.000000000000
PA
USD
6492578.400000000000
0.0626330714
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.000000000000
N
N
N
N
N
N
CF HIPPOLYTA ISSUER LLC SORT_20-1
N/A
SORT 20-1 A2 144A 1.99% 07-15-60/27
12530MAB1
2236207.800000000000
PA
USD
1930802.190000000000
0.0186262012
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
1.990000000000
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A
N/A
SMB 21-A APT2 144A 1.07% 01-15-53
78448YAJ0
1386233.320000000000
PA
USD
1218750.000000000000
0.0117571250
Long
ABS-O
CORP
US
Y
2
2053-01-15
Fixed
1.070000000000
N
N
N
N
N
N
CF HIPPOLYTA ISSUER LLC SORT_21-1
N/A
SORT 21-1 A1 144A 1.53% 03-15-61/03-16-26
12530MAE5
9504583.690000000000
PA
USD
8663950.790000000000
0.0835800225
Long
ABS-O
CORP
US
Y
2
2061-03-15
Fixed
1.530000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST TPMT_15-4
N/A
TPMT 15-4 M2 144A FRN 04-25-55/01-25-27
89171UAG4
2771221.330000000000
PA
USD
2737695.090000000000
0.0264101935
Long
ABS-CBDO
CORP
US
Y
2
2055-04-25
Variable
3.7500000000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE 1.25% 08-15-31
91282CCS8
6000000.000000000000
PA
USD
4813593.600000000000
0.0464361203
Long
DBT
UST
US
N
2
2031-08-15
Fixed
1.250000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE 2.875% 05-15-32
91282CEP2
5822000.000000000000
PA
USD
5192950.950000000000
0.0500957320
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.875000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST TPMT_15-3
549300ZHISOOIT5VZP03
TPMT 15-3 M2 144A FRN 03-25-54/09-27-27
89172HAD9
3889894.540000000000
PA
USD
3826073.040000000000
0.0369096361
Long
ABS-CBDO
CORP
US
Y
2
2054-03-25
Variable
4.0000000000000000
N
N
N
N
N
N
NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1
N/A
USRE 21-1 A1 144A 1.91% 10-20-61/26
643821AA9
12130000.000000000000
PA
USD
10752226.080000000000
0.1037253464
Long
ABS-O
CORP
US
Y
2
2061-10-20
Fixed
1.910000000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANKS
2549001DPIFGXC1TOL40
FED HM LN BK BD 6/21/2024
313384YK9
344000000.000000000000
PA
USD
343100405.600000000000
3.3098456235
Long
DBT
USGA
US
N
2
2024-06-21
Fixed
0.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANKS
2549001DPIFGXC1TOL40
FED HM LN BK BD 6/7/2024
313384XV6
100000000.000000000000
PA
USD
99941890.000000000000
0.9641265991
Long
DBT
USGA
US
N
2
2024-06-07
Fixed
0.000000000000
N
N
N
N
N
N
ARROYO MORTGAGE TRUST ARRW_19-1
N/A
ARRW 19-1 A1 144A FRN 01-25-49
042859AA6
49514.980000000000
PA
USD
46850.730000000000
0.0004519630
Long
ABS-CBDO
CORP
US
Y
2
2049-01-25
Variable
3.8050000000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR
N/A
BX 21-SOAR A 144A FRN (TSFR1M+78.45) 06-15-38/23
05608WAA2
15249977.470000000000
PA
USD
15153689.110000000000
0.1461856960
Long
ABS-CBDO
CORP
US
Y
2
2038-06-15
Variable
6.1012500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANKS
2549001DPIFGXC1TOL40
FED HM LN BK BD 7/10/2024
313384ZE2
70200000.000000000000
PA
USD
69821193.780000000000
0.6735561045
Long
DBT
USGA
US
N
2
2024-07-10
Fixed
0.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANKS
2549001DPIFGXC1TOL40
FED HM LN BK BD 7/17/2024
313384ZM4
150000000.000000000000
PA
USD
149037435.000000000000
1.4377450272
Long
DBT
USGA
US
N
2
2024-07-17
Fixed
0.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANKS
2549001DPIFGXC1TOL40
FED HM LN BK BD 7/19/2024
313384ZP7
50000000.000000000000
PA
USD
49664565.000000000000
0.4791076910
Long
DBT
USGA
US
N
2
2024-07-19
Fixed
0.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANKS
2549001DPIFGXC1TOL40
FED HM LN BK BD 7/24/2024
313384ZU6
100000000.000000000000
PA
USD
99256200.000000000000
0.9575118356
Long
DBT
USGA
US
N
2
2024-07-24
Fixed
0.000000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT
N/A
BX 21-VOLT A 144A FRN (TSFR1M+81.45) 09-15-36/23
05609VAA3
26900000.000000000000
PA
USD
26732036.400000000000
0.2578805278
Long
ABS-CBDO
CORP
US
Y
2
2036-09-15
Variable
6.1312500000000000
N
N
N
N
N
N
BX TRUST BX_21-ARIA
N/A
BX 21-ARIA A 144A FRN (TSFR1M+101.36) 10-15-36/26
05608RAA3
19921000.000000000000
PA
USD
19761950.740000000000
0.1906410051
Long
ABS-CBDO
CORP
US
Y
2
2036-10-15
Variable
6.3303500000000000
N
N
N
N
N
N
BPR TRUST BPR_22-OANA
N/A
BPR 22-OANA A 144A FRN (TSFR1M+189.8) 04-15-37/24
05592DAA2
6000000.000000000000
PA
USD
6042600.000000000000
0.0582921875
Long
ABS-CBDO
CORP
US
Y
2
2037-04-15
Variable
7.2147700000000000
N
N
N
N
N
N
BOCA COMMERCIAL MORTGAGE TRUST 22-BOCA
N/A
BOCA 22-BOCA A 144A FRN (TSFR1M+176.96) 05-15-39/05-17-27
05592LAA4
6857000.000000000000
PA
USD
6869219.170000000000
0.0662664766
Long
ABS-CBDO
CORP
US
Y
2
2039-05-15
Variable
7.0863700000000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANKS
2549001DPIFGXC1TOL40
FED HM LN BK BD 7/3/2024
313384YX1
100000000.000000000000
PA
USD
99562490.000000000000
0.9604665760
Long
DBT
USGA
US
N
2
2024-07-03
Fixed
0.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANKS
2549001DPIFGXC1TOL40
FHLB DFRN 01-23-25
3130B12H9
100000000.000000000000
PA
USD
100367400.000000000000
0.9682314396
Long
DBT
USGA
US
N
2
2025-01-23
Variable
5.3500000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANKS
2549001DPIFGXC1TOL40
FED HM LN BK BD 6/6/2024
313384XU8
150000000.000000000000
PA
USD
149934615.000000000000
1.4464000076
Long
DBT
USGA
US
N
2
2024-06-06
Fixed
0.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANKS
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANKS 7/29/2024
3130B14V6
150000000.000000000000
PA
USD
149994720.000000000000
1.4469798328
Long
DBT
USGA
US
N
2
2024-07-29
Variable
5.3300000000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE 1.375% 11-15-40
912810ST6
3168400.000000000000
PA
USD
1973071.670000000000
0.0190339694
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.375000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE 1.875% 02-15-51
912810SU3
11600000.000000000000
PA
USD
6654604.480000000000
0.0641961162
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.875000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE 1.875% 02-15-41
912810SW9
27871100.000000000000
PA
USD
18828235.200000000000
0.1816335710
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.875000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE 0.875% 09-30-26
91282CCZ2
400000.000000000000
PA
USD
366087.680000000000
0.0035316009
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.875000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2022-CSMO
N/A
BX 22-CSMO A 144A FRN (TSFR1M+211.48) 06-15-27
05610MAA0
7875000.000000000000
PA
USD
7924730.630000000000
0.0764488603
Long
ABS-CBDO
CORP
US
Y
2
2027-06-15
Variable
7.4315700000000000
N
N
N
N
N
N
CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB7
N/A
CFMT 21-HB7 A 144A FRN 10-27-31/06-25-24
12530BAA7
4123039.690000000000
PA
USD
4039849.120000000000
0.0389719065
Long
ABS-CBDO
CORP
US
Y
2
2031-10-27
Variable
1.1512000000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE 1.75% 01-31-29
91282CDW8
10000000.000000000000
PA
USD
8846202.000000000000
0.0853381765
Long
DBT
UST
US
N
2
2029-01-31
Fixed
1.750000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 MA4919 02-01-53
31418EPD6
10068281.800000000000
PA
USD
9922513.220000000000
0.0957212129
Long
ABS-MBS
USGA
US
N
2
2053-02-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 BU8882 03-01-52
3140MA2Q6
5898020.210000000000
PA
USD
5363624.190000000000
0.0517421949
Long
ABS-MBS
USGA
US
N
2
2052-03-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 4.0 QD2929 12-01-51
3133B0HE6
961176.890000000000
PA
USD
873977.960000000000
0.0084311533
Long
ABS-MBS
USGA
US
N
2
2051-12-01
Fixed
4.000000000000
N
N
N
N
N
N
COLT MORTGAGE LOAN TRUST COLT_21-5
N/A
COLT 21-5 A1 144A FRN 11-26-66
12598RAA1
971836.620000000000
PA
USD
829631.650000000000
0.0080033502
Long
ABS-CBDO
CORP
US
Y
2
2066-11-26
Variable
1.7260000000000000
N
N
N
N
N
N
CIM TRUST CIM_22-R2
N/A
CIM 22-R2 A1 144A FRN 12-25-61
12567NAA7
15442553.400000000000
PA
USD
14173901.310000000000
0.1367338087
Long
ABS-CBDO
CORP
US
Y
2
2061-12-25
Variable
3.7500000000000000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT
N/A
CGCMT 23-SMRT A 144A FRN 10-12-40
17291NAA9
31782000.000000000000
PA
USD
31982194.820000000000
0.3085281329
Long
ABS-MBS
CORP
US
Y
2
2040-10-12
Variable
5.8196100000000000
N
N
N
N
N
N
EXTENDED STAY AMERICA TRUST ESA_21-ESH
N/A
ESA 21-ESH A 144A FRN (TSFR1M+119.45) 07-15-38/26
30227FAA8
5749153.950000000000
PA
USD
5748469.800000000000
0.0554547511
Long
ABS-CBDO
CORP
US
Y
2
2038-07-15
Variable
6.5112500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS AT0300 03-01-43
3138WMKN0
34038.420000000000
PA
USD
31085.660000000000
0.0002998794
Long
ABS-MBS
USGA
US
N
2
2043-03-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 3.5 Q56590 06-01-48
3132Y0KC3
271225.170000000000
PA
USD
243727.820000000000
0.0023512110
Long
ABS-MBS
USGA
US
N
2
2048-06-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.0 AE1248 06-01-41
31419BL60
116391.620000000000
PA
USD
114517.130000000000
0.0011047321
Long
ABS-MBS
USGA
US
N
2
2041-06-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 3.5 Q56589 06-01-48
3132Y0KB5
81987.660000000000
PA
USD
73895.070000000000
0.0007128563
Long
ABS-MBS
USGA
US
N
2
2048-06-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 CA4151 09-01-49
3140QBTH1
5592799.150000000000
PA
USD
5034100.890000000000
0.0485633259
Long
ABS-MBS
USGA
US
N
2
2049-09-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 4.0 Q15874 02-01-43
3132J66L3
24217.710000000000
PA
USD
22537.100000000000
0.0002174125
Long
ABS-MBS
USGA
US
N
2
2043-02-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 BE5017 02-01-45
3140FQSF5
655294.590000000000
PA
USD
588836.580000000000
0.0056804310
Long
ABS-MBS
USGA
US
N
2
2045-02-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 4.5 Q58378 09-01-48
3132Y2JY3
394355.600000000000
PA
USD
375333.860000000000
0.0036207976
Long
ABS-MBS
USGA
US
N
2
2048-09-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 AY1829 12-01-44
3138YFA79
54879.330000000000
PA
USD
49892.560000000000
0.0004813071
Long
ABS-MBS
USGA
US
N
2
2044-12-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 AT0412 03-01-43
3138WMN64
64222.120000000000
PA
USD
58216.710000000000
0.0005616091
Long
ABS-MBS
USGA
US
N
2
2043-03-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 3.5 Q51622 10-01-47
3132XTYU6
610212.410000000000
PA
USD
542411.710000000000
0.0052325762
Long
ABS-MBS
USGA
US
N
2
2047-10-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 3.5 Q47615 04-01-47
3132WMN91
485760.440000000000
PA
USD
431786.140000000000
0.0041653855
Long
ABS-MBS
USGA
US
N
2
2047-04-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 AT3954 04-01-43
3138WRMC1
47378.140000000000
PA
USD
43188.680000000000
0.0004166357
Long
ABS-MBS
USGA
US
N
2
2043-04-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 4.0 Q56599 06-01-48
3132Y0KM1
727378.220000000000
PA
USD
676312.630000000000
0.0065243012
Long
ABS-MBS
USGA
US
N
2
2048-06-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 3.5 Q18236 05-01-43
3132J9S25
385663.400000000000
PA
USD
352035.480000000000
0.0033960411
Long
ABS-MBS
USGA
US
N
2
2043-05-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 BE8740 05-01-47
3140FUWA2
539620.750000000000
PA
USD
484401.360000000000
0.0046729578
Long
ABS-MBS
USGA
US
N
2
2047-05-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 3.5 Q54782 03-01-48
3132XXJ42
295619.920000000000
PA
USD
265120.220000000000
0.0025575808
Long
ABS-MBS
USGA
US
N
2
2048-03-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 4.5 Q57242 07-01-48
3132Y1BL1
88381.180000000000
PA
USD
84189.970000000000
0.0008121698
Long
ABS-MBS
USGA
US
N
2
2048-07-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 4.5 Q58411 09-01-48
3132Y2KZ8
1066316.440000000000
PA
USD
1018069.890000000000
0.0098211897
Long
ABS-MBS
USGA
US
N
2
2048-09-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 4.0 Q55970 05-01-48
3132XYT49
222381.050000000000
PA
USD
208140.660000000000
0.0020079063
Long
ABS-MBS
USGA
US
N
2
2048-05-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 3.5 Q17696 04-01-43
3132J87J3
133493.200000000000
PA
USD
121854.460000000000
0.0011755144
Long
ABS-MBS
USGA
US
N
2
2043-04-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 AJ1873 10-01-41
3138ATCK4
171746.730000000000
PA
USD
160869.320000000000
0.0015518857
Long
ABS-MBS
USGA
US
N
2
2041-10-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 3.5 Q55060 04-01-48
3132XXTS8
73451.300000000000
PA
USD
65787.910000000000
0.0006346475
Long
ABS-MBS
USGA
US
N
2
2048-04-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 3.5 Q54698 03-01-48
3132XXGG8
71771.510000000000
PA
USD
64886.900000000000
0.0006259556
Long
ABS-MBS
USGA
US
N
2
2048-03-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMDI4 3.5 BM6693 08-01-59
3140JBNK8
52454095.560000000000
PA
USD
45684789.620000000000
0.4407153082
Long
ABS-MBS
USGA
US
N
2
2059-08-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 2.5 SD7545 09-01-51
3132DVL29
4473200.920000000000
PA
USD
3686320.150000000000
0.0355614579
Long
ABS-MBS
USGA
US
N
2
2051-09-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.5 FM9492 11-01-51
3140XDRN8
11469969.110000000000
PA
USD
9445404.860000000000
0.0911186097
Long
ABS-MBS
USGA
US
N
2
2051-11-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 2.0 SD8182 12-01-51
3132DWCT8
870002.880000000000
PA
USD
672321.700000000000
0.0064858012
Long
ABS-MBS
USGA
US
N
2
2051-12-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 2.0 SD8128 02-01-51
3132DWA52
154358.600000000000
PA
USD
119886.470000000000
0.0011565294
Long
ABS-MBS
USGA
US
N
2
2051-02-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 2.0 SD8134 03-01-51
3132DWBB8
257151.510000000000
PA
USD
199722.380000000000
0.0019266962
Long
ABS-MBS
USGA
US
N
2
2051-03-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 2.0 SD8106 11-01-50
3132DWAF0
37823866.530000000000
PA
USD
29456092.540000000000
0.2841591481
Long
ABS-MBS
USGA
US
N
2
2050-11-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 3.0 SD7544 07-01-51
3132DVLZ6
22323900.300000000000
PA
USD
19156339.760000000000
0.1847987536
Long
ABS-MBS
USGA
US
N
2
2051-07-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 4.0 Q05343 11-01-41
3132GLS88
248529.800000000000
PA
USD
233099.830000000000
0.0022486842
Long
ABS-MBS
USGA
US
N
2
2041-11-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCT UMBS 1.5 RB5113 06-01-41
3133KYVE6
125984768.350000000000
PA
USD
101738243.770000000000
0.9814557937
Long
ABS-MBS
USGA
US
N
2
2041-06-01
Fixed
1.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCT UMBS 2.5 RB5115 06-01-41
3133KYVG1
25521515.700000000000
PA
USD
21967823.290000000000
0.2119207748
Long
ABS-MBS
USGA
US
N
2
2041-06-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.5 CB0457 05-01-51
3140QKQK7
4993536.060000000000
PA
USD
4081941.080000000000
0.0393779622
Long
ABS-MBS
USGA
US
N
2
2051-05-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 2.5 RA5259 05-01-51
3133KLZY6
4849679.600000000000
PA
USD
3964297.840000000000
0.0382430730
Long
ABS-MBS
USGA
US
N
2
2051-05-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.5 CA8828 02-01-51
3140QGY27
28592200.070000000000
PA
USD
23536956.140000000000
0.2270579982
Long
ABS-MBS
USGA
US
N
2
2051-02-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.0 FS0647 02-01-52
3140XFWH0
1467615.220000000000
PA
USD
1258465.370000000000
0.0121402541
Long
ABS-MBS
USGA
US
N
2
2052-02-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.5 FM7900 07-01-51
3140XBX62
2178910.000000000000
PA
USD
1791033.520000000000
0.0172778707
Long
ABS-MBS
USGA
US
N
2
2051-07-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMDI4 4.5 BF0585 12-01-61
3140FXUK6
4270485.240000000000
PA
USD
4004434.010000000000
0.0386302615
Long
ABS-MBS
USGA
US
N
2
2061-12-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.5 CB2286 12-01-51
3140QMRG1
5813826.500000000000
PA
USD
4762465.740000000000
0.0459428964
Long
ABS-MBS
USGA
US
N
2
2051-12-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.5 CA6593 08-01-50
3140QEKF8
4206809.060000000000
PA
USD
3465666.060000000000
0.0334328361
Long
ABS-MBS
USGA
US
N
2
2050-08-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.0 FS0965 11-01-51
3140XGCB3
205146.680000000000
PA
USD
160744.530000000000
0.0015506819
Long
ABS-MBS
USGA
US
N
2
2051-11-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.0 BR1035 05-01-51
3140KYEH3
26400.910000000000
PA
USD
20482.990000000000
0.0001975968
Long
ABS-MBS
USGA
US
N
2
2051-05-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.0 BP6715 09-01-50
3140KEN95
1451.410000000000
PA
USD
1133.280000000000
0.0000109326
Long
ABS-MBS
USGA
US
N
2
2050-09-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.0 SD8276 12-01-52
3132DWFR9
81496232.220000000000
PA
USD
78555114.700000000000
0.7578111199
Long
ABS-MBS
USGA
US
N
2
2052-12-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.0 SD8288 01-01-53
3132DWF57
3727053.040000000000
PA
USD
3592115.080000000000
0.0346526736
Long
ABS-MBS
USGA
US
N
2
2053-01-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 4.5 SD1895 11-01-52
3132DPC89
39425917.360000000000
PA
USD
37837289.450000000000
0.3650114802
Long
ABS-MBS
USGA
US
N
2
2052-11-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.5 CB2870 02-01-52
3140QNFL1
469977.070000000000
PA
USD
380794.220000000000
0.0036734730
Long
ABS-MBS
USGA
US
N
2
2052-02-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCT UMBS 6.5 AL9724 02-01-28
3138ERYW4
2820.610000000000
PA
USD
2867.750000000000
0.0000276648
Long
ABS-MBS
USGA
US
N
2
2028-02-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCT UMBS 6.5 745316 02-01-26
31403DAR0
2657.390000000000
PA
USD
2701.570000000000
0.0000260617
Long
ABS-MBS
USGA
US
N
2
2026-02-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.0 SD8258 10-01-52
3132DWE74
23684841.070000000000
PA
USD
22829794.620000000000
0.2202361017
Long
ABS-MBS
USGA
US
N
2
2052-10-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 3.0 SD8242 09-01-52
3132DWEP4
11171046.870000000000
PA
USD
9410054.210000000000
0.0907775865
Long
ABS-MBS
USGA
US
N
2
2052-09-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 BW9206 08-01-52
3140N2GQ8
217678.160000000000
PA
USD
219786.370000000000
0.0021202509
Long
ABS-MBS
USGA
US
N
2
2052-08-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 CB5020 10-01-52
3140QQSJ5
69867.280000000000
PA
USD
68981.430000000000
0.0006654550
Long
ABS-MBS
USGA
US
N
2
2052-10-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 BX1488 10-01-52
3140N5UN2
434348.540000000000
PA
USD
433931.570000000000
0.0041860822
Long
ABS-MBS
USGA
US
N
2
2052-10-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCT UMBS 6.5 ZA1944 06-01-26
31329KER1
2106.950000000000
PA
USD
2142.060000000000
0.0000206642
Long
ABS-MBS
USGA
US
N
2
2026-06-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCT UMBS 6.5 256310 07-01-26
31371MVB0
880.210000000000
PA
USD
894.880000000000
0.0000086328
Long
ABS-MBS
USGA
US
N
2
2026-07-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 FS3759 02-01-53
3140XKE97
10480682.330000000000
PA
USD
10656107.990000000000
0.1027981075
Long
ABS-MBS
USGA
US
N
2
2053-02-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.0 BV3080 02-01-52
3140MGM65
34181853.780000000000
PA
USD
26479417.390000000000
0.2554435446
Long
ABS-MBS
USGA
US
N
2
2052-02-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.0 BV3076 02-01-52
3140MGM24
10265739.010000000000
PA
USD
7950609.550000000000
0.0766985110
Long
ABS-MBS
USGA
US
N
2
2052-02-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 4.0 SD8305 03-01-53
3132DWGN7
10054537.160000000000
PA
USD
9130173.290000000000
0.0880776111
Long
ABS-MBS
USGA
US
N
2
2053-03-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 4.0 QF5422 01-01-53
3133BTAX8
739179.090000000000
PA
USD
671731.950000000000
0.0064801120
Long
ABS-MBS
USGA
US
N
2
2053-01-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 MA4941 03-01-53
31418EP38
44928.410000000000
PA
USD
44248.240000000000
0.0004268571
Long
ABS-MBS
USGA
US
N
2
2053-03-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 MA5166 10-01-53
31418EW48
44790306.570000000000
PA
USD
44871780.140000000000
0.4328723099
Long
ABS-MBS
USGA
US
N
2
2053-10-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 MA5190 11-01-53
31418EXU9
32908980.500000000000
PA
USD
32389578.060000000000
0.3124581068
Long
ABS-MBS
USGA
US
N
2
2053-11-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.0 SD4053 10-01-53
3132E0QE5
63424730.240000000000
PA
USD
63584116.590000000000
0.6133878205
Long
ABS-MBS
USGA
US
N
2
2053-10-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 4.0 QG7153 07-01-53
3133C75N3
1160895.270000000000
PA
USD
1054522.440000000000
0.0101728428
Long
ABS-MBS
USGA
US
N
2
2053-07-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 4.0 QG0719 04-01-53
3133C0YQ9
528203.650000000000
PA
USD
479804.350000000000
0.0046286110
Long
ABS-MBS
USGA
US
N
2
2053-04-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 4.0 SD8379 10-01-53
3132DWJY0
1425394.630000000000
PA
USD
1294487.810000000000
0.0124877579
Long
ABS-MBS
USGA
US
N
2
2053-10-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 4.0 QG7958 07-01-53
3133C8ZX6
930681.630000000000
PA
USD
844966.780000000000
0.0081512862
Long
ABS-MBS
USGA
US
N
2
2053-07-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 MA5191 11-01-53
31418EXV7
18518019.020000000000
PA
USD
18553481.030000000000
0.1789830527
Long
ABS-MBS
USGA
US
N
2
2053-11-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.0 RA9857 09-01-53
3133KR5S9
41600961.780000000000
PA
USD
41723892.620000000000
0.4025050426
Long
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.0 RA9636 08-01-53
3133KRV50
6266319.600000000000
PA
USD
6286045.970000000000
0.0606406795
Long
ABS-MBS
USGA
US
N
2
2053-08-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.0 SD8373 11-01-53
3132DWJS3
88618181.700000000000
PA
USD
88787353.810000000000
0.8565202187
Long
ABS-MBS
USGA
US
N
2
2053-11-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.0 QG7363 07-01-53
3133C8FC4
16559893.640000000000
PA
USD
16604754.390000000000
0.1601839367
Long
ABS-MBS
USGA
US
N
2
2053-07-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 BY8293 08-01-53
3140NRGB6
3678088.810000000000
PA
USD
3687342.880000000000
0.0355713240
Long
ABS-MBS
USGA
US
N
2
2053-08-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.5 SD8367 10-01-53
3132DWJL8
72257429.780000000000
PA
USD
71116990.770000000000
0.6860564920
Long
ABS-MBS
USGA
US
N
2
2053-10-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.5 CB4852 10-01-52
3140QQMA0
22094177.080000000000
PA
USD
20700476.390000000000
0.1996948417
Long
ABS-MBS
USGA
US
N
2
2052-10-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.0 BV3101 03-01-52
3140MGNT4
1807531.780000000000
PA
USD
1399297.110000000000
0.0134988398
Long
ABS-MBS
USGA
US
N
2
2052-03-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 FS4932 06-01-53
3140XLPS1
9958690.430000000000
PA
USD
10022645.140000000000
0.0966871726
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 MA5107 08-01-53
31418EU99
57702544.700000000000
PA
USD
56802211.900000000000
0.5479636555
Long
ABS-MBS
USGA
US
N
2
2053-08-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.0 SD8368 10-01-53
3132DWJM6
45001225.570000000000
PA
USD
45087402.920000000000
0.4349523953
Long
ABS-MBS
USGA
US
N
2
2053-10-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.5 SD8369 10-01-53
3132DWJN4
12543615.030000000000
PA
USD
12756806.310000000000
0.1230632749
Long
ABS-MBS
USGA
US
N
2
2053-10-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.5 CB6303 05-01-53
3140QSAD3
117188241.420000000000
PA
USD
109818038.540000000000
1.0594005379
Long
ABS-MBS
USGA
US
N
2
2053-05-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 CB4119 07-01-52
3140QPSH1
85331977.280000000000
PA
USD
77604654.750000000000
0.7486421546
Long
ABS-MBS
USGA
US
N
2
2052-07-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 MA5216 12-01-53
31418EYN4
9526257.800000000000
PA
USD
9543586.060000000000
0.0920657511
Long
ABS-MBS
USGA
US
N
2
2053-12-01
Fixed
6.000000000000
N
N
N
N
N
N
ACHV ABS TRUST ACHV_23-3PL
N/A
ACHV 23-3PL B 144A 7.17% 08-19-30
000876AB8
573159.810000000000
PA
USD
575361.890000000000
0.0055504424
Long
ABS-O
CORP
US
Y
2
2030-08-19
Fixed
7.170000000000
N
N
N
N
N
N
CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_21-3
N/A
CAALT 21-3A A 144A 1.0% 05-15-30/07-15-24
22535GAA0
566969.060000000000
PA
USD
565266.450000000000
0.0054530530
Long
ABS-O
CORP
US
Y
2
2030-05-15
Fixed
1.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 4.5 Q40896 04-01-46
3132WD7J7
441721.910000000000
PA
USD
423888.710000000000
0.0040892000
Long
ABS-MBS
USGA
US
N
2
2046-04-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCT UMBS 4.0 AS7224 05-01-36
3138WHA28
1297941.950000000000
PA
USD
1244492.700000000000
0.0120054615
Long
ABS-MBS
USGA
US
N
2
2036-05-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 4.0 MA2630 05-01-36
31418B4Q6
237458.490000000000
PA
USD
227702.510000000000
0.0021966169
Long
ABS-MBS
USGA
US
N
2
2036-05-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGTW 4.0 C91877 05-01-36
3128P8CN9
269948.540000000000
PA
USD
259222.400000000000
0.0025006853
Long
ABS-MBS
USGA
US
N
2
2036-05-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGTW 4.0 K93558 05-01-36
3132LPZX0
468410.510000000000
PA
USD
445638.730000000000
0.0042990197
Long
ABS-MBS
USGA
US
N
2
2036-05-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 4.0 MA2717 08-01-36
31418CAT1
1106524.860000000000
PA
USD
1060975.870000000000
0.0102350982
Long
ABS-MBS
USGA
US
N
2
2036-08-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 4.0 MA2746 09-01-36
31418CBQ6
2092066.080000000000
PA
USD
2005632.370000000000
0.0193480783
Long
ABS-MBS
USGA
US
N
2
2036-09-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCT UMBS 4.0 MA2787 10-01-36
31418CCZ5
517736.400000000000
PA
USD
496379.260000000000
0.0047885071
Long
ABS-MBS
USGA
US
N
2
2036-10-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCI UMBS 2.5 ZS8087 04-01-33
3132A86Y0
18423.390000000000
PA
USD
16963.700000000000
0.0001636466
Long
ABS-MBS
USGA
US
N
2
2033-04-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCI UMBS 2.5 ZS8675 11-01-32
3132A9T80
6106.980000000000
PA
USD
5637.900000000000
0.0000543881
Long
ABS-MBS
USGA
US
N
2
2032-11-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCI UMBS 3.0 SB8041 04-01-35
3132D55A6
532.080000000000
PA
USD
491.010000000000
0.0000047367
Long
ABS-MBS
USGA
US
N
2
2035-04-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 4.0 G67711 03-01-48
3132XCR80
12461109.990000000000
PA
USD
11599685.920000000000
0.1119006829
Long
ABS-MBS
USGA
US
N
2
2048-03-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 3.5 RA1580 10-01-49
3133KGXH6
3980616.350000000000
PA
USD
3582295.970000000000
0.0345579499
Long
ABS-MBS
USGA
US
N
2
2049-10-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 3.5 QA0284 06-01-49
31334WJ51
1776455.760000000000
PA
USD
1593397.320000000000
0.0153712997
Long
ABS-MBS
USGA
US
N
2
2049-06-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 932606 02-01-40
31412RDK0
29160.610000000000
PA
USD
28805.430000000000
0.0002778823
Long
ABS-MBS
USGA
US
N
2
2040-02-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 BE5009 01-01-45
3140FQR74
343174.430000000000
PA
USD
309120.890000000000
0.0029820496
Long
ABS-MBS
USGA
US
N
2
2045-01-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 AL3829 06-01-43
3138ELHF3
1169702.920000000000
PA
USD
1067405.380000000000
0.0102971228
Long
ABS-MBS
USGA
US
N
2
2043-06-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 4.5 Q58436 09-01-48
3132Y2LS3
554306.340000000000
PA
USD
531424.570000000000
0.0051265847
Long
ABS-MBS
USGA
US
N
2
2048-09-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC - SCRT SCRT_17-3
N/A
SCRT 17-3 HT 3.25% 07-25-56
35563PBX6
606729.030000000000
PA
USD
527828.170000000000
0.0050918907
Long
ABS-CBDO
USGA
US
N
2
2056-07-25
Fixed
3.250000000000
N
N
N
N
N
N
FREDDIE MAC - SCRT SCRT_17-3
N/A
SCRT 17-3 MT 3.0% 07-25-56
35563PBS7
4007191.910000000000
PA
USD
3412035.750000000000
0.0329154714
Long
ABS-CBDO
USGA
US
N
2
2056-07-25
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC FHLMC_18-1SC
N/A
SCRT 18-1 HT 3.0% 05-25-57
35563PDT3
3786103.340000000000
PA
USD
3155402.890000000000
0.0304397671
Long
ABS-CBDO
USGA
US
N
2
2057-05-25
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 BN6708 06-01-49
3140JPN27
1152541.230000000000
PA
USD
1031140.600000000000
0.0099472812
Long
ABS-MBS
USGA
US
N
2
2049-06-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 3.5 AY1948 01-01-30
3138YFEW0
37407.540000000000
PA
USD
35883.000000000000
0.0003461587
Long
ABS-MBS
USGA
US
N
2
2030-01-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCI UMBS 3.5 AZ0554 10-01-30
3138YRTL2
49146.570000000000
PA
USD
46971.690000000000
0.0004531299
Long
ABS-MBS
USGA
US
N
2
2030-10-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 2.0 RA6406 11-01-51
3133KNDK6
6548116.310000000000
PA
USD
5084206.330000000000
0.0490466866
Long
ABS-MBS
USGA
US
N
2
2051-11-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.0 RA7938 09-01-52
3133KPZB7
2952208.260000000000
PA
USD
2845291.090000000000
0.0274481583
Long
ABS-MBS
USGA
US
N
2
2052-09-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 FM9416 07-01-45
3140XDPA8
1595705.410000000000
PA
USD
1434065.240000000000
0.0138342435
Long
ABS-MBS
USGA
US
N
2
2045-07-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 FM3280 05-01-49
3140X6UE9
420772.020000000000
PA
USD
378118.780000000000
0.0036476634
Long
ABS-MBS
USGA
US
N
2
2049-05-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.5 CA5968 06-01-50
3140QDT20
1389391.730000000000
PA
USD
1145918.890000000000
0.0110545326
Long
ABS-MBS
USGA
US
N
2
2050-06-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.0 CB2765 02-01-52
3140QNCB6
8520232.800000000000
PA
USD
6632898.990000000000
0.0639867261
Long
ABS-MBS
USGA
US
N
2
2052-02-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 BH3122 06-01-47
3140GRPG3
38068.650000000000
PA
USD
35388.660000000000
0.0003413899
Long
ABS-MBS
USGA
US
N
2
2047-06-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS AE1283 12-01-41
31419BM93
31393.130000000000
PA
USD
30942.860000000000
0.0002985018
Long
ABS-MBS
USGA
US
N
2
2041-12-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.5 BK9761 08-01-48
3140HPZ34
89901.750000000000
PA
USD
86347.840000000000
0.0008329865
Long
ABS-MBS
USGA
US
N
2
2048-08-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 3.5 Q54701 03-01-48
3132XXGK9
507683.550000000000
PA
USD
456085.640000000000
0.0043997997
Long
ABS-MBS
USGA
US
N
2
2048-03-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.0 MA4562 03-01-52
31418EB82
894128.760000000000
PA
USD
692485.740000000000
0.0066803211
Long
ABS-MBS
USGA
US
N
2
2052-03-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 2.0 SD8204 04-01-52
3132DWDH3
1802647.880000000000
PA
USD
1394701.450000000000
0.0134545061
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 3.5 Q52069 11-01-47
3132XUJP1
727333.060000000000
PA
USD
653809.870000000000
0.0063072200
Long
ABS-MBS
USGA
US
N
2
2047-11-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 BJ8411 08-01-49
3140HAKZ2
1081849.370000000000
PA
USD
970836.480000000000
0.0093655351
Long
ABS-MBS
USGA
US
N
2
2049-08-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.0 AE1277 11-01-41
31419BM36
48871.440000000000
PA
USD
48094.580000000000
0.0004639622
Long
ABS-MBS
USGA
US
N
2
2041-11-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 BJ5015 12-01-47
3140H6SD2
900396.180000000000
PA
USD
837009.190000000000
0.0080745203
Long
ABS-MBS
USGA
US
N
2
2047-12-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 4.5 RA7556 06-01-52
3133KPMD7
13257885.300000000000
PA
USD
12421087.350000000000
0.1198246371
Long
ABS-MBS
USGA
US
N
2
2052-06-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCT UMBS 2.5 MA4521 01-01-42
31418EAX8
20050378.390000000000
PA
USD
17142391.810000000000
0.1653704559
Long
ABS-MBS
USGA
US
N
2
2042-01-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 BJ4901 03-01-48
3140H6NT2
406235.450000000000
PA
USD
365193.080000000000
0.0035229708
Long
ABS-MBS
USGA
US
N
2
2048-03-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 BK9743 08-01-48
3140HPZH3
192075.240000000000
PA
USD
178344.740000000000
0.0017204688
Long
ABS-MBS
USGA
US
N
2
2048-08-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 2.0 RA5288 05-01-51
3133KL2V8
26688313.110000000000
PA
USD
20925212.090000000000
0.2018628382
Long
ABS-MBS
USGA
US
N
2
2051-05-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.0 CB0290 04-01-51
3140QKKC1
6336459.740000000000
PA
USD
4941088.930000000000
0.0476660514
Long
ABS-MBS
USGA
US
N
2
2051-04-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 3.5 QD7089 02-01-52
3133B42W4
538541.350000000000
PA
USD
476018.850000000000
0.0045920928
Long
ABS-MBS
USGA
US
N
2
2052-02-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 2.5 SD1385 11-01-51
3132DNRE5
5836000.320000000000
PA
USD
4793480.570000000000
0.0462420925
Long
ABS-MBS
USGA
US
N
2
2051-11-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.5 CB1527 09-01-51
3140QLVV5
37569068.900000000000
PA
USD
30654406.630000000000
0.2957191305
Long
ABS-MBS
USGA
US
N
2
2051-09-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.0 AE1290 02-01-42
31419BNG6
63449.730000000000
PA
USD
62408.960000000000
0.0006020512
Long
ABS-MBS
USGA
US
N
2
2042-02-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 BH2848 05-01-47
3140GREW0
35853.950000000000
PA
USD
32227.110000000000
0.0003108908
Long
ABS-MBS
USGA
US
N
2
2047-05-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 CA2850 12-01-48
3140QAEY2
1262086.710000000000
PA
USD
1183885.290000000000
0.0114207896
Long
ABS-MBS
USGA
US
N
2
2048-12-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 BE8742 05-01-47
3140FUWC8
83311.650000000000
PA
USD
75440.620000000000
0.0007277660
Long
ABS-MBS
USGA
US
N
2
2047-05-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 FM1443 09-01-49
3140X4S98
3129417.100000000000
PA
USD
2806214.030000000000
0.0270711870
Long
ABS-MBS
USGA
US
N
2
2049-09-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.5 FM9804 12-01-51
3140XD3N4
5907944.690000000000
PA
USD
4879212.000000000000
0.0470691326
Long
ABS-MBS
USGA
US
N
2
2051-12-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.5 FM9694 11-01-51
3140XDXY7
5392188.410000000000
PA
USD
4462461.890000000000
0.0430487977
Long
ABS-MBS
USGA
US
N
2
2051-11-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.0 BM1179 04-01-47
3140J5JZ3
873682.110000000000
PA
USD
759790.660000000000
0.0073296031
Long
ABS-MBS
USGA
US
N
2
2047-04-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.0 AS8310 11-01-46
3138WJGU6
739405.150000000000
PA
USD
646750.290000000000
0.0062391171
Long
ABS-MBS
USGA
US
N
2
2046-11-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.0 CB2544 01-01-52
3140QMZJ6
17017746.540000000000
PA
USD
14495478.250000000000
0.1398360202
Long
ABS-MBS
USGA
US
N
2
2052-01-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCT UMBS 2.0 RB5145 02-01-42
3133KYWE5
7974874.370000000000
PA
USD
6584486.920000000000
0.0635197011
Long
ABS-MBS
USGA
US
N
2
2042-02-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCT UMBS 2.0 RB5148 03-01-42
3133KYWH8
89393292.540000000000
PA
USD
73733643.730000000000
0.7112990076
Long
ABS-MBS
USGA
US
N
2
2042-03-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCT UMBS 2.0 MA4540 02-01-42
31418EBJ8
7208044.610000000000
PA
USD
5952828.510000000000
0.0574261734
Long
ABS-MBS
USGA
US
N
2
2042-02-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCT UMBS 2.0 MA4570 03-01-42
31418ECG3
9071894.500000000000
PA
USD
7488322.740000000000
0.0722388894
Long
ABS-MBS
USGA
US
N
2
2042-03-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCT UMBS 2.0 RB5153 04-01-42
3133KYWN5
2423424.290000000000
PA
USD
1996017.070000000000
0.0192553208
Long
ABS-MBS
USGA
US
N
2
2042-04-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCT UMBS 2.0 MA4586 04-01-42
31418ECY4
2497554.540000000000
PA
USD
2058337.100000000000
0.0198565141
Long
ABS-MBS
USGA
US
N
2
2042-04-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 2.5 SD7548 11-01-51
3132DVL52
8908453.970000000000
PA
USD
7340655.160000000000
0.0708143592
Long
ABS-MBS
USGA
US
N
2
2051-11-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.5 FS0433 12-01-51
3140XFPT2
32847559.480000000000
PA
USD
27342045.730000000000
0.2637652096
Long
ABS-MBS
USGA
US
N
2
2051-12-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.0 FM9976 12-01-51
3140XECN2
8104029.530000000000
PA
USD
6974886.990000000000
0.0672858405
Long
ABS-MBS
USGA
US
N
2
2051-12-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 3.5 SD0873 02-01-52
3132DM6J9
30928143.670000000000
PA
USD
27726555.020000000000
0.2674745214
Long
ABS-MBS
USGA
US
N
2
2052-02-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 3.0 SD7553 03-01-52
3132DVMA0
7067946.900000000000
PA
USD
6049526.430000000000
0.0583590059
Long
ABS-MBS
USGA
US
N
2
2052-03-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 3.5 SD8214 05-01-52
3132DWDT7
30896372.560000000000
PA
USD
27122782.300000000000
0.2616500034
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCT UMBS 2.0 RB5138 12-01-41
3133KYV71
26231997.330000000000
PA
USD
21672771.270000000000
0.2090744457
Long
ABS-MBS
USGA
US
N
2
2041-12-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 MA4842 12-01-52
31418ELY4
4785643.980000000000
PA
USD
4711629.210000000000
0.0454524829
Long
ABS-MBS
USGA
US
N
2
2052-12-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 MA4711 07-01-52
31418EGV6
433515.990000000000
PA
USD
427792.280000000000
0.0041268573
Long
ABS-MBS
USGA
US
N
2
2052-07-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 CB4418 08-01-52
3140QP4C8
468917.920000000000
PA
USD
461718.620000000000
0.0044541403
Long
ABS-MBS
USGA
US
N
2
2052-08-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.5 QF2862 11-01-52
3133BQFB7
16896.180000000000
PA
USD
17215.010000000000
0.0001660710
Long
ABS-MBS
USGA
US
N
2
2052-11-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 BX1223 10-01-52
3140N5LD4
452363.930000000000
PA
USD
446486.370000000000
0.0043071968
Long
ABS-MBS
USGA
US
N
2
2052-10-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 4.5 QF1236 10-01-52
3133BNLR2
8889119.150000000000
PA
USD
8328064.620000000000
0.0803397716
Long
ABS-MBS
USGA
US
N
2
2052-10-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 MA4894 01-01-53
31418ENL0
53233801.240000000000
PA
USD
53399677.760000000000
0.5151398449
Long
ABS-MBS
USGA
US
N
2
2053-01-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 3.0 SD7556 08-01-52
3132DVMD4
221528.350000000000
PA
USD
189000.010000000000
0.0018232589
Long
ABS-MBS
USGA
US
N
2
2052-08-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.0 SD8301 02-01-53
3132DWGJ6
5937218.080000000000
PA
USD
5952945.770000000000
0.0574273046
Long
ABS-MBS
USGA
US
N
2
2053-02-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.0 SD8290 01-01-53
3132DWF73
223462796.160000000000
PA
USD
224206033.420000000000
2.1628868586
Long
ABS-MBS
USGA
US
N
2
2053-01-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.5 613025 07-01-31
31388SA21
5390.120000000000
PA
USD
5481.010000000000
0.0000528746
Long
ABS-MBS
USGA
US
N
2
2031-07-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCT UMBS 6.5 AD0838 10-01-27
31418M4Y5
1789.290000000000
PA
USD
1819.170000000000
0.0000175493
Long
ABS-MBS
USGA
US
N
2
2027-10-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCT UMBS 6.5 928957 12-01-27
31412MB23
2385.550000000000
PA
USD
2425.590000000000
0.0000233994
Long
ABS-MBS
USGA
US
N
2
2027-12-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.5 801783 02-01-37
31405WXL4
4770.850000000000
PA
USD
4892.280000000000
0.0000471952
Long
ABS-MBS
USGA
US
N
2
2037-02-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.5 ZS0839 12-01-32
3132A04Y9
5341.200000000000
PA
USD
5485.850000000000
0.0000529213
Long
ABS-MBS
USGA
US
N
2
2032-12-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.5 745001 09-01-35
31403CU25
16433.410000000000
PA
USD
16835.520000000000
0.0001624101
Long
ABS-MBS
USGA
US
N
2
2035-09-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 2.0 QD8820 03-01-52
3133B6YR5
179793.750000000000
PA
USD
139138.610000000000
0.0013422523
Long
ABS-MBS
USGA
US
N
2
2052-03-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 MA4920 02-01-53
31418EPE4
1800031.840000000000
PA
USD
1803615.700000000000
0.0173992494
Long
ABS-MBS
USGA
US
N
2
2053-02-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.5 ZS4189 06-01-35
3132A4UN6
639.780000000000
PA
USD
662.870000000000
0.0000063946
Long
ABS-MBS
USGA
US
N
2
2035-06-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 2.0 QD6836 02-01-52
3133B4SZ9
898595.360000000000
PA
USD
695868.650000000000
0.0067129556
Long
ABS-MBS
USGA
US
N
2
2052-02-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCT UMBS 6.5 ZJ9210 11-01-27
3131X1GT2
940.390000000000
PA
USD
940.640000000000
0.0000090742
Long
ABS-MBS
USGA
US
N
2
2027-11-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCT UMBS 6.5 ZA2066 03-01-28
31329KJK1
9255.440000000000
PA
USD
9323.360000000000
0.0000899413
Long
ABS-MBS
USGA
US
N
2
2028-03-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCT UMBS 6.5 ZA2096 11-01-28
31329KKH6
1434.110000000000
PA
USD
1444.180000000000
0.0000139318
Long
ABS-MBS
USGA
US
N
2
2028-11-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.5 RA9290 06-01-53
3133KRKB9
487957.480000000000
PA
USD
500127.140000000000
0.0048246624
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.0 RA9281 06-01-53
3133KRJ21
3475717.930000000000
PA
USD
3492818.460000000000
0.0336947719
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.5 RA9294 06-01-53
3133KRKF0
1173421.070000000000
PA
USD
1202720.220000000000
0.0116024878
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.0 RA9284 06-01-53
3133KRJ54
2386119.250000000000
PA
USD
2419830.340000000000
0.0233437930
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.5 RA9295 06-01-53
3133KRKG8
256476.430000000000
PA
USD
265467.980000000000
0.0025609356
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.5 SD8342 07-01-53
3132DWHT3
146201392.340000000000
PA
USD
143920212.020000000000
1.3883798332
Long
ABS-MBS
USGA
US
N
2
2053-07-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.5 SD8331 06-01-53
3132DWHG1
40945655.890000000000
PA
USD
40299451.550000000000
0.3887636423
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 MA5072 07-01-53
31418ET67
47828516.720000000000
PA
USD
47073639.240000000000
0.4541133624
Long
ABS-MBS
USGA
US
N
2
2053-07-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.5 SD8316 04-01-53
3132DWGZ0
8103644.460000000000
PA
USD
7981084.940000000000
0.0769925032
Long
ABS-MBS
USGA
US
N
2
2053-04-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 4.5 QF2363 11-01-52
3133BPTU2
39544203.100000000000
PA
USD
37048291.630000000000
0.3574001193
Long
ABS-MBS
USGA
US
N
2
2052-11-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 MA4979 04-01-53
31418EQ94
18654859.160000000000
PA
USD
18371864.950000000000
0.1772310257
Long
ABS-MBS
USGA
US
N
2
2053-04-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 4.5 QE7537 08-01-52
3133BHLS3
9451946.920000000000
PA
USD
8857069.740000000000
0.0854430162
Long
ABS-MBS
USGA
US
N
2
2052-08-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.5 SD2948 11-01-52
3132DQHZ2
14803974.990000000000
PA
USD
14603884.460000000000
0.1408818010
Long
ABS-MBS
USGA
US
N
2
2052-11-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.0 SD8341 07-01-53
3132DWHS5
593366.740000000000
PA
USD
571494.650000000000
0.0055131356
Long
ABS-MBS
USGA
US
N
2
2053-07-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 3.0 RA3384 08-01-50
3133KJXM9
583449.630000000000
PA
USD
497301.540000000000
0.0047974042
Long
ABS-MBS
USGA
US
N
2
2050-08-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.0 CA7052 09-01-50
3140QEZS4
553951.130000000000
PA
USD
472457.160000000000
0.0045577336
Long
ABS-MBS
USGA
US
N
2
2050-09-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 BW1243 10-01-52
3140MSLZ6
3190515.450000000000
PA
USD
3149555.610000000000
0.0303833592
Long
ABS-MBS
USGA
US
N
2
2052-10-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.0 FS4563 05-01-53
3140XLB98
4433112.760000000000
PA
USD
4273046.360000000000
0.0412215304
Long
ABS-MBS
USGA
US
N
2
2053-05-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.0 SD8315 04-01-53
3132DWGY3
10461402.680000000000
PA
USD
10079341.790000000000
0.0972341180
Long
ABS-MBS
USGA
US
N
2
2053-04-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.0 SD2716 04-01-53
3132DQAR7
7261939.650000000000
PA
USD
6998846.840000000000
0.0675169781
Long
ABS-MBS
USGA
US
N
2
2053-04-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.0 SD8329 06-01-53
3132DWHE6
2336458.100000000000
PA
USD
2250906.350000000000
0.0217142050
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 BW1289 10-01-52
3140MSNF8
3527374.040000000000
PA
USD
3481726.290000000000
0.0335877671
Long
ABS-MBS
USGA
US
N
2
2052-10-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 BX5931 01-01-53
3140NASV6
4042320.420000000000
PA
USD
4057022.340000000000
0.0391375744
Long
ABS-MBS
USGA
US
N
2
2053-01-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 BW5278 04-01-53
3140MW2L9
143095.830000000000
PA
USD
143475.750000000000
0.0013840922
Long
ABS-MBS
USGA
US
N
2
2053-04-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 MA5073 07-01-53
31418ET75
197804.910000000000
PA
USD
198254.320000000000
0.0019125340
Long
ABS-MBS
USGA
US
N
2
2053-07-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 FS4775 06-01-53
3140XLJV1
105544.230000000000
PA
USD
105938.440000000000
0.0010219745
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.0 SD3240 06-01-53
3132DQS56
2650013.670000000000
PA
USD
2658962.770000000000
0.0256506729
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.0 SD3356 07-01-53
3132DQWR3
2291223.230000000000
PA
USD
2296405.980000000000
0.0221531341
Long
ABS-MBS
USGA
US
N
2
2053-07-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.0 CA8820 02-01-51
3140QGYS0
29310879.610000000000
PA
USD
22940453.040000000000
0.2213036093
Long
ABS-MBS
USGA
US
N
2
2051-02-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.0 CA8108 12-01-50
3140QGAJ6
14383919.240000000000
PA
USD
11257790.150000000000
0.1086024582
Long
ABS-MBS
USGA
US
N
2
2050-12-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.5 CB7917 02-01-54
3140QTYP8
13660378.490000000000
PA
USD
13922056.700000000000
0.1343042960
Long
ABS-MBS
USGA
US
N
2
2054-02-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 CB7122 09-01-53
3140QS4G3
4615097.260000000000
PA
USD
4623492.120000000000
0.0446022357
Long
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 CB7480 11-01-53
3140QTJ26
3553034.510000000000
PA
USD
3569694.690000000000
0.0344363870
Long
ABS-MBS
USGA
US
N
2
2053-11-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 CB7862 01-01-54
3140QTWY1
4795316.210000000000
PA
USD
4815576.420000000000
0.0464552483
Long
ABS-MBS
USGA
US
N
2
2054-01-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.5 RJ0856 02-01-54
3142GQ5S7
10843335.330000000000
PA
USD
11049955.080000000000
0.1065974999
Long
ABS-MBS
USGA
US
N
2
2054-02-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 CB7932 02-01-54
3140QTY60
57783074.570000000000
PA
USD
58013860.170000000000
0.5596522710
Long
ABS-MBS
USGA
US
N
2
2054-02-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.5 CB7933 02-01-54
3140QTY78
27759484.010000000000
PA
USD
28288440.980000000000
0.2728949632
Long
ABS-MBS
USGA
US
N
2
2054-02-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 CB7617 12-01-53
3140QTPB9
34190899.480000000000
PA
USD
34345955.210000000000
0.3313310264
Long
ABS-MBS
USGA
US
N
2
2053-12-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.0 SD4977 11-01-53
3132DSQ62
266282720.040000000000
PA
USD
256463811.020000000000
2.4740735033
Long
ABS-MBS
USGA
US
N
2
2053-11-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.5 FS6873 01-01-54
3140XNT79
32259974.770000000000
PA
USD
32833621.640000000000
0.3167417383
Long
ABS-MBS
USGA
US
N
2
2054-01-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.5 RJ1066 03-01-54
3142GRFG0
12001665.100000000000
PA
USD
11827040.870000000000
0.1140939469
Long
ABS-MBS
USGA
US
N
2
2054-03-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 FS6880 01-01-54
3140XNUE2
12810384.210000000000
PA
USD
12853170.890000000000
0.1239928917
Long
ABS-MBS
USGA
US
N
2
2054-01-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.0 RJ1076 03-01-54
3142GRFS4
2310363.730000000000
PA
USD
2314878.180000000000
0.0223313330
Long
ABS-MBS
USGA
US
N
2
2054-03-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.0 SD4964 02-01-54
3132DSQR6
18627658.070000000000
PA
USD
18697027.470000000000
0.1803678268
Long
ABS-MBS
USGA
US
N
2
2054-02-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 MA5296 03-01-54
31418E3E8
21672956.720000000000
PA
USD
21329722.100000000000
0.2057650944
Long
ABS-MBS
USGA
US
N
2
2054-03-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.5 SD8408 03-01-54
3132DWKV4
78504358.780000000000
PA
USD
77252999.300000000000
0.7452497795
Long
ABS-MBS
USGA
US
N
2
2054-03-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 FM1062 06-01-49
3140X4FC5
4348978.630000000000
PA
USD
3922313.380000000000
0.0378380543
Long
ABS-MBS
USGA
US
N
2
2049-06-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.0 931768 08-01-39
31412QFH7
16060.610000000000
PA
USD
15821.920000000000
0.0001526320
Long
ABS-MBS
USGA
US
N
2
2039-08-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 3.0 SD0187 01-01-50
3132DMF42
2856297.260000000000
PA
USD
2457738.110000000000
0.0237094844
Long
ABS-MBS
USGA
US
N
2
2050-01-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS SD7512 02-01-50
3132DVKZ7
11382550.940000000000
PA
USD
9780479.660000000000
0.0943510333
Long
ABS-MBS
USGA
US
N
2
2050-02-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 3.5 RA1996 01-01-50
3133KHGD2
10269571.430000000000
PA
USD
9157181.720000000000
0.0883381580
Long
ABS-MBS
USGA
US
N
2
2050-01-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCT UMBS 4.0 MA3099 08-01-37
31418CNR1
1513319.870000000000
PA
USD
1448530.110000000000
0.0139737843
Long
ABS-MBS
USGA
US
N
2
2037-08-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 CB8163 03-01-54
3140QUB96
15165109.370000000000
PA
USD
15260149.110000000000
0.1472127019
Long
ABS-MBS
USGA
US
N
2
2054-03-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 MA5331 04-01-54
31418E4R8
11614351.980000000000
PA
USD
11429219.210000000000
0.1102562124
Long
ABS-MBS
USGA
US
N
2
2054-04-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.0 MA4237 01-01-51
31418DV74
833805.660000000000
PA
USD
649489.580000000000
0.0062655427
Long
ABS-MBS
USGA
US
N
2
2051-01-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 6.0 G03699 01-01-38
3128M5NQ9
47205.660000000000
PA
USD
48280.630000000000
0.0004657570
Long
ABS-MBS
USGA
US
N
2
2038-01-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMDI6 3.0 BF0497 07-01-60
3140FXRT1
1563874.140000000000
PA
USD
1278817.420000000000
0.0123365877
Long
ABS-MBS
USGA
US
N
2
2060-07-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMDI4 3.5 BF0481 06-01-60
3140FXRB0
2081124.590000000000
PA
USD
1812524.240000000000
0.0174851890
Long
ABS-MBS
USGA
US
N
2
2060-06-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMDI4 3.5 BF0379 04-01-59
3140FXM58
3175542.180000000000
PA
USD
2773086.670000000000
0.0267516116
Long
ABS-MBS
USGA
US
N
2
2059-04-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.0 CB0041 04-01-51
3140QKBK3
5545179.120000000000
PA
USD
4760125.930000000000
0.0459203245
Long
ABS-MBS
USGA
US
N
2
2051-04-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMDI4 3.5 BF0480 06-01-60
3140FXRA2
1332635.660000000000
PA
USD
1166416.010000000000
0.0112522657
Long
ABS-MBS
USGA
US
N
2
2060-06-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.0 MA4208 12-01-50
31418DVA7
946444.040000000000
PA
USD
737237.320000000000
0.0071120339
Long
ABS-MBS
USGA
US
N
2
2050-12-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCT UMBS 2.0 MA4387 07-01-41
31418D2V3
331533.850000000000
PA
USD
276198.860000000000
0.0026644550
Long
ABS-MBS
USGA
US
N
2
2041-07-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.5 BH4101 10-01-47
3140GSRX2
13380446.780000000000
PA
USD
11968394.850000000000
0.1154575706
Long
ABS-MBS
USGA
US
N
2
2047-10-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.5 CB8387 04-01-54
3140QUJ98
1687552.130000000000
PA
USD
1723097.040000000000
0.0166224962
Long
ABS-MBS
USGA
US
N
2
2054-04-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.5 SD3386 07-01-53
3132DQXP6
4481709.540000000000
PA
USD
4420319.080000000000
0.0426422514
Long
ABS-MBS
USGA
US
N
2
2053-07-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 3.5 Q45650 01-01-47
3132WKH43
6555344.640000000000
PA
USD
5944760.170000000000
0.0573483392
Long
ABS-MBS
USGA
US
N
2
2047-01-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMDI3 5.5 BF0320 01-01-49
3140FXLA8
1873410.330000000000
PA
USD
1894656.680000000000
0.0182775101
Long
ABS-MBS
USGA
US
N
2
2049-01-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.0 QI0006 02-01-54
3133W6AF4
5396349.600000000000
PA
USD
5405323.730000000000
0.0521444650
Long
ABS-MBS
USGA
US
N
2
2054-02-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 4.5 SD4116 12-01-52
3132E0SD5
37739506.360000000000
PA
USD
35357766.110000000000
0.3410918364
Long
ABS-MBS
USGA
US
N
2
2052-12-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 3.5 G67700 08-01-46
3132XCRV9
1639871.050000000000
PA
USD
1478565.130000000000
0.0142635282
Long
ABS-MBS
USGA
US
N
2
2046-08-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP - GOLD
N/A
FGLMC 3.5 G60238 10-01-45
31335AHP6
4440500.810000000000
PA
USD
4006561.750000000000
0.0386507875
Long
ABS-MBS
USGA
US
N
2
2045-10-01
Fixed
3.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.5 RJ1441 05-01-54
3142GRS76
4154863.670000000000
PA
USD
4242082.570000000000
0.0409228267
Long
ABS-MBS
USGA
US
N
2
2054-05-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.0 RJ1429 05-01-54
3142GRST8
20705411.050000000000
PA
USD
20752205.280000000000
0.2001938637
Long
ABS-MBS
USGA
US
N
2
2054-05-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.5 RJ1419 05-01-54
3142GRSH4
5914877.420000000000
PA
USD
5832104.630000000000
0.0562615656
Long
ABS-MBS
USGA
US
N
2
2054-05-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 7.0 MA5274 02-01-54
31418E2G4
42422897.540000000000
PA
USD
43593175.590000000000
0.4205377758
Long
ABS-MBS
USGA
US
N
2
2054-02-01
Fixed
7.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 MA5263 01-01-54
31418EZ52
717928.340000000000
PA
USD
651831.550000000000
0.0062881354
Long
ABS-MBS
USGA
US
N
2
2054-01-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 4.0 MA5341 04-01-54
31418E5B2
126735.890000000000
PA
USD
115067.320000000000
0.0011100397
Long
ABS-MBS
USGA
US
N
2
2054-04-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 4.0 SD8406 01-01-54
3132DWKT9
1036914.020000000000
PA
USD
941415.280000000000
0.0090817125
Long
ABS-MBS
USGA
US
N
2
2054-01-01
Fixed
4.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2MHD 4.0 778208 05-20-32
36176WKV2
352011.240000000000
PA
USD
338006.470000000000
0.0032607051
Long
ABS-MBS
USGA
US
N
2
2032-05-20
Fixed
4.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2 4.5 MA0274 07-20-41
36179MJT8
193864.840000000000
PA
USD
184704.730000000000
0.0017818228
Long
ABS-MBS
USGA
US
N
2
2041-07-20
Fixed
4.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 4.0 770242 06-20-42
36176MP31
444328.920000000000
PA
USD
419658.450000000000
0.0040483913
Long
ABS-MBS
USGA
US
N
2
2042-06-20
Fixed
4.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2MHD 3.75 AA7288 06-20-37
36178FCZ7
281825.150000000000
PA
USD
262126.980000000000
0.0025287054
Long
ABS-MBS
USGA
US
N
2
2037-06-20
Fixed
3.750000000000
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GNSF 792276 06-15-42
36177LQ64
149858.710000000000
PA
USD
137059.880000000000
0.0013221991
Long
ABS-MBS
USGA
US
N
2
2042-06-15
Fixed
3.500000000000
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GNSF 3.5 799343 85K MAX 07-15-42
36177ULZ5
318404.430000000000
PA
USD
292300.680000000000
0.0028197872
Long
ABS-MBS
USGA
US
N
2
2042-07-15
Fixed
3.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 2.0 MA6994 11-20-50
36179VXX3
8202742.100000000000
PA
USD
6591813.780000000000
0.0635903824
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 6.5 796771 10-20-32
36177RQZ7
262170.010000000000
PA
USD
264190.290000000000
0.0025486099
Long
ABS-MBS
USGA
US
N
2
2032-10-20
Fixed
6.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2 4.5 MA0310 10-20-41
36179MKX7
418148.070000000000
PA
USD
398420.260000000000
0.0038435092
Long
ABS-MBS
USGA
US
N
2
2041-10-20
Fixed
4.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 5.5 783689 02-20-40
3622A2C26
914086.550000000000
PA
USD
929519.070000000000
0.0089669513
Long
ABS-MBS
USGA
US
N
2
2040-02-20
Fixed
5.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 6.0 783690 09-20-39
3622A2C34
858822.380000000000
PA
USD
894484.120000000000
0.0086289736
Long
ABS-MBS
USGA
US
N
2
2039-09-20
Fixed
6.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 5.0 783688 06-20-41
3622A2CZ3
683954.340000000000
PA
USD
688023.180000000000
0.0066372714
Long
ABS-MBS
USGA
US
N
2
2041-06-20
Fixed
5.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 2.5 786706 12-20-51
3622ACKT6
6417123.790000000000
PA
USD
5397648.170000000000
0.0520704199
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
2.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 2.5 786701 03-20-52
3622ACKN9
5990742.970000000000
PA
USD
4977582.530000000000
0.0480181005
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
2.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 2.5 785575 08-20-51
3622ABCL4
62932765.250000000000
PA
USD
51739354.820000000000
0.4991229224
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 2.5 785659 10-20-51
3622ABE81
7085656.620000000000
PA
USD
5840657.150000000000
0.0563440707
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 2.5 785792 12-20-51
3622ABKD3
84641235.630000000000
PA
USD
69506959.490000000000
0.6705247266
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
2.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 2.5 785847 01-20-52
3622ABL42
2260749.890000000000
PA
USD
1863570.050000000000
0.0179776213
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
2.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 2.5 MA7936 03-20-52
36179WY93
490697.060000000000
PA
USD
409336.540000000000
0.0039488171
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
2.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 4.0 MA8567 01-20-53
36179XQU3
6492726.520000000000
PA
USD
5971230.730000000000
0.0576036973
Long
ABS-MBS
USGA
US
N
2
2053-01-20
Fixed
4.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 3.5 MA8266 09-20-52
36179XFF8
23504305.180000000000
PA
USD
20985959.910000000000
0.2024488646
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
3.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 4.5 MA9015 07-20-53
36179YAQ7
18651478.850000000000
PA
USD
17642321.940000000000
0.1701932178
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
4.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2MHD 4.25 AD0867 85K MAX 04-20-34
36180B6C0
523105.140000000000
PA
USD
504132.640000000000
0.0048633029
Long
ABS-MBS
USGA
US
N
2
2034-04-20
Fixed
4.250000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 4.0 TBA 06-01-54
21H040665
4827100.000000000000
PA
USD
4437688.190000000000
0.0428098090
Long
ABS-MBS
USGA
US
N
2
2054-06-01
Fixed
4.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 2.5 TBA 06-01-54
21H022663
23900000.000000000000
PA
USD
19924880.300000000000
0.1922127657
Long
ABS-MBS
USGA
US
N
2
2054-06-01
Fixed
2.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 5.5 TBA 06-01-54
21H052660
23449357.000000000000
PA
USD
23263684.990000000000
0.2244217864
Long
ABS-MBS
USGA
US
N
2
2054-06-01
Fixed
5.500000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 3.0 TBA 06-01-54
21H030666
8808220.000000000000
PA
USD
7610081.870000000000
0.0734134841
Long
ABS-MBS
USGA
US
N
2
2054-06-01
Fixed
3.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 4.0 MA8723 03-20-53
36179XVQ6
4198332.510000000000
PA
USD
3861139.240000000000
0.0372479152
Long
ABS-MBS
USGA
US
N
2
2053-03-20
Fixed
4.000000000000
N
N
N
N
N
N
GINNIE MAE II POOL
549300M8ZYFG0OCMTT87
G2SF 4.25 AH5881 05-20-44
36182NRA3
428480.330000000000
PA
USD
402359.310000000000
0.0038815087
Long
ABS-MBS
USGA
US
N
2
2044-05-20
Fixed
4.250000000000
N
N
N
N
N
N
SEASONED CREDIT RISK TRANSFER SCRT_17-2
N/A
SCRT 17-2 HA FRN 08-25-56
35563PBF5
2757368.460000000000
PA
USD
2516630.890000000000
0.0242776155
Long
ABS-CBDO
USGA
US
N
2
2056-08-25
Variable
3.0000000000000000
N
N
N
N
N
N
SEASONED CREDIT RISK TRANSFER SCRT_17-2
N/A
SCRT 17-2 MA 3.0% 08-25-56
35563PBC2
2826723.690000000000
PA
USD
2568836.030000000000
0.0247812318
Long
ABS-CBDO
USGA
US
N
2
2056-08-25
Fixed
3.000000000000
N
N
N
N
N
N
FREDDIE MAC - SCRT SCRT_17-3
N/A
SCRT 17-3 HA FRN 07-25-56
35563PBY4
9056902.110000000000
PA
USD
8330266.850000000000
0.0803610163
Long
ABS-CBDO
USGA
US
N
2
2056-07-25
Variable
3.2500000000000000
N
N
N
N
N
N
SEASONED LOAN STRUCTURED TRANSACTION SLST_18-1
N/A
SLST 18-1 A1 3.5% 06-25-28
35564CAA5
4343723.920000000000
PA
USD
4072666.860000000000
0.0392884950
Long
ABS-CBDO
USGA
US
N
2
2028-06-25
Fixed
3.500000000000
N
N
N
N
N
N
SEASONED CREDIT RISK TRANSFER SCRT_19-1
N/A
SCRT 19-1 MA 3.5% 07-25-58
35563PJF7
523056.610000000000
PA
USD
487026.900000000000
0.0046982861
Long
ABS-CBDO
USGA
US
N
2
2058-07-25
Fixed
3.500000000000
N
N
N
N
N
N
SEASONED CREDIT RISK TRANSFER SCRT_19-3
N/A
SCRT 19-3 MT 3.5% 10-25-58
35563PLG2
671684.740000000000
PA
USD
586167.850000000000
0.0056546861
Long
ABS-CBDO
USGA
US
N
2
2058-10-25
Fixed
3.500000000000
N
N
N
N
N
N
SEASONED CREDIT RISK TRANSFER SCRT_19-2
N/A
SCRT 19-2 MT 3.5% 08-25-58
35563PKF5
1093195.100000000000
PA
USD
952816.820000000000
0.0091917017
Long
ABS-CBDO
USGA
US
N
2
2058-08-26
Fixed
3.500000000000
N
N
N
N
N
N
SEASONED CREDIT RISK TRANSFER SCRT_19-1
N/A
SCRT 19-1 MT 3.5% 07-25-58
35563PJE0
1293080.470000000000
PA
USD
1126831.700000000000
0.0108704009
Long
ABS-CBDO
USGA
US
N
2
2058-07-25
Fixed
3.500000000000
N
N
N
N
N
N
SREIT TRUST SREIT_21-MFP
N/A
SREIT 21-MFP A 144A FRN (TSFR1M+84.53) 11-15-38/11-16-26
78472UAA6
17252237.910000000000
PA
USD
17197962.370000000000
0.1659065380
Long
ABS-CBDO
CORP
US
Y
2
2038-11-15
Variable
6.1620500000000000
N
N
N
N
N
N
SEASONED LOANS STRUCTURED TRANSACTION TRUST SLST_22-1
N/A
SLST 22-1 A1 3.5% 05-25-32
35564CLZ8
26477978.510000000000
PA
USD
24790987.070000000000
0.2391554738
Long
ABS-CBDO
USGA
US
N
2
2032-05-25
Fixed
3.500000000000
N
N
N
N
N
N
FREDDIE MAC SLST_20-3
N/A
SLST 20-3 AC 2.0% 11-25-30
35564CJD0
28169239.390000000000
PA
USD
24275771.630000000000
0.2341852565
Long
ABS-CBDO
USGA
US
N
2
2030-11-25
Fixed
2.000000000000
N
N
N
N
N
N
SEASONED LOANS STRUCTURED TRANSACTION TRUST SLST_21-1
N/A
SLST 21-1 AC 2.25% 05-26-31
35564CKH9
29457873.130000000000
PA
USD
25768127.230000000000
0.2485818196
Long
ABS-CBDO
USGA
US
N
2
2031-05-26
Fixed
2.250000000000
N
N
N
N
N
N
FREDDIE MAC SLST_20-2
N/A
SLST 20-2 AC 2.0% 09-27-60
35564CGW1
29690749.940000000000
PA
USD
25629411.640000000000
0.2472436481
Long
ABS-CBDO
USGA
US
N
2
2060-09-27
Fixed
2.000000000000
N
N
N
N
N
N
FREDDIE MAC - SLST SLST_21-2
N/A
SLST 21-2 AD 2.0% 07-25-31
35564CLN5
24613219.870000000000
PA
USD
21188881.040000000000
0.2044064187
Long
ABS-CBDO
USGA
US
N
2
2031-07-25
Fixed
2.000000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST TPMT_17-5
N/A
TPMT 17-5 A1 144A 2.55969% 02-25-57
89169EAA7
53541.710000000000
PA
USD
54653.180000000000
0.0005272322
Long
ABS-CBDO
CORP
US
Y
2
2057-02-25
Variable
6.0393600000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST TPMT_16-2
N/A
TPMT 16-2 M1 144A FRN 08-25-55/02-25-28
89172PAC3
5730663.610000000000
PA
USD
5543780.940000000000
0.0534801440
Long
ABS-CBDO
CORP
US
Y
2
2055-08-25
Variable
3.0000000000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 6.0 UMBS TBA 06-01-54
01F060667
180453312.000000000000
PA
USD
180729405.570000000000
1.7434734040
Long
ABS-MBS
USGA
US
N
2
2054-06-01
Fixed
6.000000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 2.5 UMBS TBA 06-01-54
01F022667
5928883.000000000000
PA
USD
4788065.120000000000
0.0461898503
Long
ABS-MBS
USGA
US
N
2
2054-06-01
Fixed
2.500000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 7.0 UMBS TBA 06-01-54
01F070666
72584895.000000000000
PA
USD
74572995.270000000000
0.7193961243
Long
ABS-MBS
USGA
US
N
2
2054-06-01
Fixed
7.000000000000
N
N
N
N
N
N
UNIFORM MBS
B1V7KEBTPIMZEU4LTD58
FNCL 6.5 UMBS TBA 06-01-54
01F062663
276832963.000000000000
PA
USD
281408458.210000000000
2.7147113166
Long
ABS-MBS
USGA
US
N
2
2054-06-01
Fixed
6.500000000000
N
N
N
N
N
N
RISKLESS ISSUER
N/A
OIS RECFIX USD 3.52647% 06-16-22/06-16-24 LCH
N/A
1.000000000000
NC
USD
-142989.870000000000
-0.0013794049
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
INVALID ISSUER
N/A
Y
2024-06-16
0.000000000000
USD
0.000000000000
USD
153802158.000000000000
USD
-142989.870000000000
N
N
N
RISKLESS ISSUER
N/A
OIS RECFIX USD 3.5291% 06-16-22/06-16-24 LCH
N/A
1.000000000000
NC
USD
-154331.320000000000
-0.0014888145
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
INVALID ISSUER
N/A
Y
2024-06-16
0.000000000000
USD
0.000000000000
USD
166197842.000000000000
USD
-154331.320000000000
N
N
N
RISKLESS ISSUER
N/A
OIS PAYFIX USD 3.41% 03-09-23/07-28-45 LCH
N/A
1.000000000000
NC
USD
10438849.000000000000
0.1007022379
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
INVALID ISSUER
N/A
Y
2045-07-28
0.000000000000
USD
0.000000000000
USD
115000000.000000000000
USD
10438849.000000000000
N
N
N
RISKLESS ISSUER
N/A
OIS PAYFIX USD 3.6038% 01-08-24/01-08-34 LCH
N/A
1.000000000000
NC
USD
1892178.370000000000
0.0182536021
N/A
DIR
CORP
US
N
2
LCH.CLEARNET (US) LLC
WAM6YERMS7OXFZUOY219
INVALID ISSUER
N/A
Y
2034-01-08
0.000000000000
USD
0.000000000000
USD
46550000.000000000000
USD
1892178.370000000000
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 MA5011 05-01-53
31418ER93
35514927.140000000000
PA
USD
35594516.090000000000
0.3433757331
Long
ABS-MBS
USGA
US
N
2
2053-05-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.0 SD8325 05-01-53
3132DWHA4
25138456.750000000000
PA
USD
25194666.340000000000
0.2430497159
Long
ABS-MBS
USGA
US
N
2
2053-05-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 MA5040 06-01-53
31418ES68
71642516.630000000000
PA
USD
71806219.780000000000
0.6927053958
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.0 MA5038 06-01-53
31418ES43
25696666.070000000000
PA
USD
24756425.060000000000
0.2388220585
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.0 SD8332 06-01-53
3132DWHH9
46226139.650000000000
PA
USD
46343045.560000000000
0.4470654188
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 MA5039 06-01-53
31418ES50
46097702.670000000000
PA
USD
45383879.740000000000
0.4378124691
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.5 CA7737 11-01-50
3140QFS34
41574112.000000000000
PA
USD
34113596.030000000000
0.3290894872
Long
ABS-MBS
USGA
US
N
2
2050-11-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.5 CA8862 01-01-51
3140QGZ42
33292893.300000000000
PA
USD
27329803.180000000000
0.2636471073
Long
ABS-MBS
USGA
US
N
2
2051-01-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.5 CB6491 06-01-53
3140QSF97
5957202.270000000000
PA
USD
6115050.260000000000
0.0589911058
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.5 CB6468 06-01-53
3140QSFJ5
1545651.490000000000
PA
USD
1577389.900000000000
0.0152168781
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.5 CB6490 06-01-53
3140QSF89
2042661.390000000000
PA
USD
2082734.320000000000
0.0200918710
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 CB6486 06-01-53
3140QSF48
8971857.130000000000
PA
USD
9015998.670000000000
0.0869761832
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 CB6465 06-01-53
3140QSFF3
6592434.600000000000
PA
USD
6634771.220000000000
0.0640047873
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 6.0 CB6485 06-01-53
3140QSF30
14634187.180000000000
PA
USD
14703553.230000000000
0.1418432928
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.5 RA9287 06-01-53
3133KRJ88
657902.200000000000
PA
USD
678191.250000000000
0.0065424240
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.0 RA9279 06-01-53
3133KRJY1
5555399.850000000000
PA
USD
5588632.250000000000
0.0539128188
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
6.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.5 RA9288 06-01-53
3133KRJ96
906683.490000000000
PA
USD
932643.650000000000
0.0089970937
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 6.5 RA9289 06-01-53
3133KRKA1
949036.730000000000
PA
USD
974152.990000000000
0.0093975290
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
6.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 5.5 FS5192 06-01-53
3140XLXW3
5641675.840000000000
PA
USD
5566365.110000000000
0.0536980105
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.5 RA8059 10-01-52
3133KP5U8
10517181.290000000000
PA
USD
10378533.290000000000
0.1001203800
Long
ABS-MBS
USGA
US
N
2
2052-10-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP
S6XOOCT0IEG5ABCC6L87
FNCL UMBS 5.5 SD3369 05-01-53
3132DQW69
1575346.040000000000
PA
USD
1553749.620000000000
0.0149888234
Long
ABS-MBS
USGA
US
N
2
2053-05-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 2.5 FM6112 02-01-51
3140X9YJ8
30409074.380000000000
PA
USD
24857928.260000000000
0.2398012469
Long
ABS-MBS
USGA
US
N
2
2051-02-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNCL UMBS 3.0 CB0850 06-01-51
3140QK5L8
5106189.400000000000
PA
USD
4341220.950000000000
0.0418792019
Long
ABS-MBS
USGA
US
N
2
2051-06-01
Fixed
3.000000000000
N
N
N
N
N
N
2024-07-08
American Funds Mortgage Fund
Scott Lewis
Scott Lewis
Lead Analyst