Estatísticas Básicas
Valor do Portfólio $ 235,005,002
Posições Atuais 343
Últimas Participações, Desempenho, AUM (de 13F, 13D)

FTSD - Franklin Liberty Short Duration U.S. Government ETF divulgou 343 participações totais em seus últimos arquivamentos da SEC. O valor mais recente da carteira é calculado como $ 235,005,002 USD. O Ativo Total Sob Gestão (AUM) é esse valor mais o caixa (que não é divulgado). As principais posições de FTSD - Franklin Liberty Short Duration U.S. Government ETF são United States Treasury Note/Bond (US:US91282CFW64) , United States Treasury Note/Bond (US:US91282CFE66) , United States Treasury Note/Bond (US:US91282CHN48) , Fannie Mae Pool (US:US31418EV989) , and UMBS (US:US31418EP387) . As novas posições de FTSD - Franklin Liberty Short Duration U.S. Government ETF incluem United States Treasury Note/Bond (US:US91282CFW64) , United States Treasury Note/Bond (US:US91282CFE66) , United States Treasury Note/Bond (US:US91282CHN48) , Fannie Mae Pool (US:US31418EV989) , and UMBS (US:US31418EP387) .

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Maiores Aumentos Este Trimestre

Usamos a mudança na alocação do portfólio porque esta é a métrica mais significativa. As mudanças podem ser devido a operações ou mudanças nos preços das ações.

Ativo Ações
(MM)		 Valor
(MM$)		 % do Portfólio Δ% do Portfólio
23.74 23.74 10.2403 10.2403
6.09 2.6266 2.6266
4.36 1.8807 1.8807
4.27 1.8429 1.8429
2.35 1.0133 1.0133
2.16 0.9297 0.9297
1.20 0.5170 0.5170
0.48 0.2054 0.2054
0.20 0.0878 0.0878
Maiores Diminuições Este Trimestre

Usamos a mudança na alocação do portfólio porque esta é a métrica mais significativa. As mudanças podem ser devido a operações ou mudanças nos preços das ações.

Ativo Ações
(MM)		 Valor
(MM$)		 % do Portfólio Δ% do Portfólio
12.68 5.4692 -2.9792
5.00 2.1567 -1.8342
14.01 6.0429 -0.3220
7.02 3.0304 -0.2777
12.00 5.1780 -0.2745
10.05 4.3369 -0.2177
6.05 2.6113 -0.2150
4.72 2.0363 -0.2025
6.75 2.9130 -0.1862
7.75 3.3427 -0.1811
Arquivamentos 13F e Fundo

Este formulário foi arquivado em 2025-08-27 para o período de relatório 2025-06-30. Clique no ícone de link para ver o histórico completo da transação.

Atualize para desbloquear dados premium e exportar para Excel .

2022-07-28: Nota Importante - Mudamos o tratamento da coluna Δ % do Portfólio nesta tabela. Anteriormente, estávamos relatando como a mudança percentual na alocação do portfólio. Agora estamos relatando como a mudança bruta na alocação do portfólio (ainda relatada como um percentual). Em termos de fórmula, antes relatávamos como 100 * (alocação atual - alocação anterior) / alocação anterior. Agora estamos relatando como (alocação atual - alocação anterior).
Ativo Tipo Preço Médio por Ação Ações
(MM)		 ΔAções
(%)		 Valor
($MM)		 ΔAções
(%)		 Portfólio
(%)		 ΔPortfólio
(%)
FRANKLIN TEMPLETON SWEEP / STIV (000000000) 23.74 23.74 10.2403 10.2403
US91282CFW64 / United States Treasury Note/Bond 14.01 -0.14 6.0429 -0.3220
US91282CFE66 / United States Treasury Note/Bond 12.68 -31.91 5.4692 -2.9792
US91282CHN48 / United States Treasury Note/Bond 12.00 -0.12 5.1780 -0.2745
United States Treasury Note/Bond / DBT (US91282CMP31) 10.05 0.15 4.3369 -0.2177
United States Treasury Note/Bond / DBT (US91282CKK61) 7.75 -0.23 3.3427 -0.1811
US31418EV989 / Fannie Mae Pool 7.02 -3.66 3.0304 -0.2777
Ginnie Mae II Pool / ABS-MBS (US3618N5A332) 6.75 -1.16 2.9130 -0.1862
Ginnie Mae II Pool / ABS-MBS (US3618N5C726) 6.11 -1.31 2.6341 -0.1730
Ginnie Mae II Pool / ABS-MBS (US3618N5PL72) 6.09 2.6266 2.6266
United States Treasury Note/Bond / DBT (US91282CKJ98) 6.08 0.10 2.6209 -0.1330
US31418EP387 / UMBS 6.05 -2.83 2.6113 -0.2150
United States Treasury Note/Bond / DBT (US91282CLY56) 5.03 0.04 2.1684 -0.1114
US01F0526727 / Uniform Mortgage-Backed Security, TBA 5.00 -15.76 2.1567 -1.8342
US01F0226344 / Uniform Mortgage-Backed Security, TBA 4.73 -1.68 2.0395 -0.1423
FMCC / Federal Home Loan Mortgage Corporation 4.72 -4.34 2.0363 -0.2025
US01F0226344 / Uniform Mortgage-Backed Security, TBA 4.36 1.8807 1.8807
US01F0226344 / Uniform Mortgage-Backed Security, TBA 4.27 1.8429 1.8429
FMCC / Federal Home Loan Mortgage Corporation 2.47 -2.41 1.0637 -0.0824
US3137H7KA06 / FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF135 AS 2.39 -1.81 1.0300 -0.0731
US01F0226344 / Uniform Mortgage-Backed Security, TBA 2.35 1.0133 1.0133
US3137H5Y357 / Freddie Mac Multifamily Structured Pass Through Certificates 2.35 -0.17 1.0125 -0.0546
US3137H7Z897 / Freddie Mac Multifamily Structured Pass Through Certificates 2.34 -6.29 1.0095 -0.1235
US3137H8AR24 / Freddie Mac Multifamily Structured Pass Through Certificates 2.22 -1.90 0.9588 -0.0693
Ginnie Mae II Pool / ABS-MBS (US3618N5KV00) 2.16 0.9297 0.9297
FMCC / Federal Home Loan Mortgage Corporation 1.95 -2.65 0.8404 -0.0679
US3137H7MK69 / Freddie Mac Multifamily Structured Pass Through Certificates 1.91 -0.10 0.8219 -0.0435
US3136BBG304 / Fannie Mae-Aces 1.61 -6.17 0.6959 -0.0842
US31418ET751 / Fannie Mae Pool 1.52 -4.28 0.6563 -0.0650
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1.51 -2.59 0.6498 -0.0517
US3137FLYN86 / Freddie Mac Multifamily Structured Pass Through Certificates 1.45 -0.27 0.6267 -0.0341
US31418EVA53 / Fannie Mae Pool 1.39 -3.87 0.5998 -0.0565
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1.38 -5.21 0.5967 -0.0656
US38376LRG67 / Government National Mortgage Association 1.35 -3.22 0.5840 -0.0507
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1.33 -7.63 0.5743 -0.0797
US3137FREN76 / FHMS KF75 AL 1.33 -0.08 0.5730 -0.0304
US3136B5EY78 / Fannie Mae REMICS 1.33 -2.86 0.5724 -0.0473
US3137BN6G42 / Freddie Mac Multifamily Structured Pass Through Certificates 1.32 -6.79 0.5682 -0.0730
US3137H6LW34 / Freddie Mac Multifamily Structured Pass Through Certificates 1.30 -0.08 0.5593 -0.0295
FMCC / Federal Home Loan Mortgage Corporation 1.29 -0.23 0.5552 -0.0301
US3137F62K22 / Freddie Mac Multifamily Structured Pass Through Certificates 1.23 -0.08 0.5304 -0.0279
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1.20 0.5170 0.5170
US01F0226344 / Uniform Mortgage-Backed Security, TBA 1.17 -12.44 0.5042 -0.1012
US3137FWGC88 / FHMS KF84 AL 1.17 -0.09 0.5039 -0.0267
US3137FWB904 / Freddie Mac REMICS 1.08 -2.26 0.4655 -0.0357
US3136B3BB54 / Federal National Mortgage Association, Inc. 1.08 -2.80 0.4648 -0.0382
US3137FTZZ34 / FHMS KF79 AL 1.04 -0.29 0.4501 -0.0248
FMCC / Federal Home Loan Mortgage Corporation 1.03 -1.15 0.4457 -0.0288
US3137F8MQ33 / Freddie Mac Multifamily Structured Pass Through Certificates 1.03 -0.19 0.4442 -0.0238
US3136A1NS06 / Fannie Mae REMICS 1.02 -5.74 0.4399 -0.0510
US3137FMCW07 / FHMS KF63 A 5/29 1.02 -1.07 0.4387 -0.0276
US3137FRZ614 / FHMS KF78 AL 0.99 -8.39 0.4284 -0.0635
US38375JZS76 / Government National Mortgage Association 0.99 -3.90 0.4253 -0.0400
US3137F9Z465 / Freddie Mac Multifamily Structured Pass Through Certificates 0.98 0.00 0.4211 -0.0221
US3137FNXA31 / FHMS KF67 A 8/29 0.94 -0.32 0.4073 -0.0227
US690353TK30 / OVERSEAS PRIVATE INVESTMENT CORP 4.01% 05/15/2030 0.93 -7.01 0.4010 -0.0523
US3137FX4E53 / Freddie Mac Multifamily Structured Pass Through Certificates 0.91 -0.11 0.3906 -0.0206
US3137FL7L23 / FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF60 A 0.87 -0.34 0.3769 -0.0209
US3137GAK552 / Freddie Mac REMICS 0.87 -3.33 0.3759 -0.0332
US3137FUN598 / Freddie Mac Multifamily Structured Pass Through Certificates 0.87 -0.23 0.3736 -0.0202
US3140JA5H79 / Fannie Mae Pool 0.85 -4.59 0.3678 -0.0376
US3137FV2F82 / Freddie Mac Multifamily Structured Pass Through Certificates 0.79 -0.25 0.3423 -0.0184
US38376TAF93 / Government National Mortgage Association 0.79 -3.77 0.3415 -0.0315
FMCC / Federal Home Loan Mortgage Corporation 0.79 -12.56 0.3395 -0.0690
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0.74 -15.93 0.3189 -0.0804
US3136ABXB48 / Fannie Mae REMICS 0.72 -1.91 0.3106 -0.0228
US3137FKWZ51 / Freddie Mac Multifamily Structured Pass Through Certificates 0.72 -23.80 0.3094 -0.1177
US3137FLYR90 / Freddie Mac Multifamily Structured Pass Through Ctfs. 0.70 -0.14 0.3018 -0.0162
US3140JA4Y12 / Fannie Mae Pool 0.70 -5.04 0.3011 -0.0323
US3137F62A40 / Freddie Mac Multifamily Structured Pass Through Certificates 0.69 -0.29 0.2978 -0.0163
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0.67 -6.21 0.2872 -0.0345
US3137FR4D07 / Freddie Mac REMICS 0.65 -0.91 0.2814 -0.0171
US3137H5XZ53 / FHLMC MULTIFAMILY STRUCTURED P FHMS KF129 AS 0.64 -6.48 0.2741 -0.0343
US3136AV6K01 / Fannie Mae REMICS 0.63 -7.48 0.2725 -0.0374
US3137FXLS58 / Freddie Mac Multifamily Structured Pass Through Certificates 0.63 -0.32 0.2709 -0.0149
US3132DMBL81 / Freddie Mac Pool 0.62 -2.66 0.2685 -0.0215
US31288QBT67 / Freddie Mac Non Gold Pool 0.61 -5.73 0.2628 -0.0304
US3137F9CM12 / Freddie Mac Multifamily Structured Pass Through Certificates 0.61 0.16 0.2626 -0.0130
US3137FNAS95 / Freddie Mac Multifamily Structured Pass Through Ctfs. 0.60 -0.33 0.2602 -0.0146
US3137H0H924 / FEDERAL HOME LN MTG MLT CTF GT SOFR30A+25 04/25/2031 0.59 -0.17 0.2553 -0.0135
US3137FRYZ86 / FHMS KF77 AL 0.59 -0.34 0.2543 -0.0139
US3136ATVV38 / Fannie Mae REMICS 0.59 -4.39 0.2538 -0.0254
US31300MSE48 / Freddie Mac Non Gold Pool 0.56 -5.57 0.2412 -0.0278
US3137FPHF59 / Freddie Mac Multifamily Structured Pass Through Certificates 0.55 -17.12 0.2383 -0.0641
US3136AT2C74 / Fannie Mae REMICS 0.51 -5.19 0.2211 -0.0240
US3137F84A85 / Freddie Mac Multifamily Structured Pass Through Certificates 0.50 0.00 0.2171 -0.0115
US3137FL6K58 / Freddie Mac Multifamily Structured Pass Through Certificates 0.50 -0.20 0.2159 -0.0118
US3128S56S85 / Freddie Mac Non Gold Pool 0.50 -4.43 0.2141 -0.0215
US3137FMUT75 / Freddie Mac Multifamily Structured Pass Through Certificates 0.49 -0.40 0.2125 -0.0118
US3137FKQL30 / Freddie Mac Multifamily Structured Pass Through Certificates 0.49 -0.20 0.2116 -0.0114
US01F0226344 / Uniform Mortgage-Backed Security, TBA 0.48 0.2054 0.2054
US3138ENEW53 / Fannie Mae Pool 0.47 -5.05 0.2031 -0.0219
US3137FL2Q64 / Freddie Mac Multifamily Structured Pass Through Certificates 0.45 -0.44 0.1940 -0.0110
US302155BA34 / Export-Import Bank of the United States 0.42 -13.58 0.1813 -0.0397
US3137FVNB40 / Freddie Mac Multifamily Structured Pass Through Certificates 0.41 -12.07 0.1764 -0.0343
US3137FEJN19 / Freddie Mac Multifamily Structured Pass Through Certificates 0.38 0.00 0.1648 -0.0087
US3140J57M51 / FANNIE MAE 4.115% 09/01/2042 FAR 0.37 -4.69 0.1583 -0.0160
US3136B5RR80 / Fannie Mae REMICS 0.32 -2.78 0.1362 -0.0111
US3138EMU906 / Fannie Mae Pool 0.32 -7.35 0.1360 -0.0187
US3137FGRL19 / Freddie Mac Multifamily Structured Pass Through Certificates 0.27 0.00 0.1169 -0.0064
US31347A2S21 / Freddie Mac Non Gold Pool 0.26 -4.01 0.1138 -0.0107
US3137FWHP82 / FHMS KF85 AL 0.26 0.00 0.1100 -0.0061
US3128S5ZW76 / FEDERAL HOME LOAN MORTGAGE CORP 3.681% 09/01/2037 FHA FHARM 0.25 -3.79 0.1099 -0.0103
US759470AU14 / Reliance Industries Ltd 0.25 0.41 0.1069 -0.0050
US3137FUZR80 / Freddie Mac Multifamily Structured Pass Through Certificates 0.25 0.00 0.1068 -0.0057
US31347ALP74 / Freddie Mac Non Gold Pool 0.23 -8.13 0.0976 -0.0141
US3137FQ2Q55 / FHMS KF70 A 9/29 0.22 -21.55 0.0959 -0.0328
US3138EPX747 / FANNIE MAE 3.687% 09/01/2037 FAR FNARM 0.22 -3.95 0.0947 -0.0091
US 2YR NOTE (CBT) / DIR (000000000) 0.20 0.0878 0.0878
US31347A2Z63 / Freddie Mac Non Gold Pool 0.20 -2.00 0.0848 -0.0062
US31409UWM34 / FANNIE MAE 3.54% 11/01/2035 FNMA ARM 0.19 -2.04 0.0832 -0.0059
US31419AUA32 / Fannie Mae Pool 0.19 -7.92 0.0804 -0.0116
US759470AT41 / Reliance Industries Ltd 0.19 1.09 0.0803 -0.0036
US3138EQJL74 / Fannie Mae Pool 0.12 -6.06 0.0537 -0.0065
US3137FCP815 / Freddie Mac Multifamily Structured Pass Through Certificates 0.12 0.00 0.0536 -0.0030
US31300MN740 / Freddie Mac Non Gold Pool 0.12 -6.87 0.0528 -0.0069
US31300LYQ21 / Freddie Mac Non Gold Pool 0.12 -3.23 0.0520 -0.0046
US31407PJH29 / FANNIE MAE 3.525% 10/01/2035 FNMA ARM 0.12 -6.25 0.0519 -0.0065
US31418MVS87 / FANNIE MAE 3.721% 08/01/2038 FAR FNARM 0.12 -9.23 0.0511 -0.0082
US3138EPR632 / FANNIE MAE 3.852% 04/01/2040 FAR FNARM 0.11 -4.35 0.0478 -0.0047
US3138ENE213 / Fannie Mae Pool 0.10 -6.67 0.0425 -0.0051
US31419AZ598 / Fannie Mae Pool 0.10 -2.06 0.0414 -0.0028
US3128Q3RJ20 / Freddie Mac Non Gold Pool 0.09 -10.53 0.0368 -0.0067
US31300LWJ06 / Freddie Mac Non Gold Pool 0.08 -8.79 0.0360 -0.0054
US3137FQ3S03 / Freddie Mac Multifamily Structured Pass Through Certificates 0.08 -70.80 0.0346 -0.0899
US3138ERS685 / FANNIE MAE 3.813% 07/01/2038 FAR FNARM 0.08 -2.60 0.0324 -0.0027
US31409WCB54 / FANNIE MAE 3.695% 02/01/2036 FNMA 0.07 -1.39 0.0306 -0.0022
US31408GXK83 / FANNIE MAE 3.532% 11/01/2035 FNMA ARM 0.07 -1.47 0.0291 -0.0020
US3138EGR300 / Fannie Mae Pool 0.07 -6.94 0.0290 -0.0039
US3138EMFG12 / Fannie Mae Pool 0.06 -3.12 0.0271 -0.0022
US31416CAU09 / FANNIE MAE 3.637% 09/01/2037 FAR FNARM 0.06 -4.69 0.0265 -0.0026
US31416CBG06 / Fannie Mae Pool 0.06 -12.86 0.0263 -0.0056
US3128NCCU69 / FED HM LN PC POOL 1G0083 FH 03/35 FLOATING VAR 0.06 -1.69 0.0251 -0.0018
US31349TAD37 / Freddie Mac Non Gold Pool 0.06 -12.50 0.0246 -0.0049
US3128UHB531 / Freddie Mac Non Gold Pool 0.06 -1.75 0.0244 -0.0019
US3128S44P91 / FEDERAL HOME LOAN MORTGAGE CORP 3.636% 12/01/2035 FHA FHARM 0.06 -3.51 0.0241 -0.0019
US31402QX710 / FANNIE MAE 3.423% 12/01/2034 FNMA ARM 0.05 -1.85 0.0230 -0.0019
US31336CLM37 / FED HM LN PC POOL 972132 FH 11/33 FLOATING VAR 0.05 -5.36 0.0229 -0.0029
US31407PWM66 / FNMA P#836852 V/R 10/1/35 4.14700000 0.05 0.00 0.0220 -0.0015
US3138EKDX07 / Fannie Mae Pool 0.05 -4.00 0.0209 -0.0019
US3128JMFP75 / Freddie Mac Non Gold Pool 0.05 0.00 0.0207 -0.0014
US3128S5JA31 / Freddie Mac Non Gold Pool 0.05 -2.13 0.0199 -0.0016
US3138EQBQ44 / Fannie Mae Pool 0.05 -6.25 0.0198 -0.0021
US31349SA451 / Freddie Mac Non Gold Pool 0.04 -2.22 0.0191 -0.0016
US31410VQH68 / Fannie Mae Pool 0.04 -4.44 0.0189 -0.0019
US3138EJHA94 / Fannie Mae Pool 0.04 -2.27 0.0186 -0.0014
US31404JUQ65 / Fannie Mae Pool 0.04 -2.38 0.0178 -0.0015
US31300MPK35 / Freddie Mac Non Gold Pool 0.04 -9.30 0.0169 -0.0031
US3128JR3F15 / Freddie Mac Non Gold Pool 0.04 -2.63 0.0163 -0.0013
US31406YDW75 / Fannie Mae Pool 0.04 -2.70 0.0159 -0.0011
US31407FK669 / Fannie Mae Pool 0.04 -2.70 0.0158 -0.0012
US31400RDV06 / Fannie Mae Pool 0.04 -2.70 0.0158 -0.0012
US3128QLP390 / Freddie Mac Non Gold Pool 0.04 -2.78 0.0153 -0.0014
US31404AY734 / Fannie Mae Pool 0.03 -10.81 0.0144 -0.0025
US31402RTR02 / FANNIE MAE 3.481% 09/01/2035 FNMA ARM 0.03 -3.03 0.0138 -0.0015
US3138EJ5C88 / Fannie Mae Pool 0.03 -6.06 0.0138 -0.0013
US31402DQR43 / FANNIE MAE 3.618% 10/01/2034 FAR FNARM 0.03 -3.12 0.0137 -0.0011
US31403DQN20 / Fannie Mae Pool 0.03 -6.06 0.0135 -0.0017
US31406WQP22 / FANNIE MAE 3.393% 03/01/2035 FAR FNARM 0.03 0.00 0.0131 -0.0009
US3128NHM426 / Freddie Mac Non Gold Pool 0.03 0.00 0.0130 -0.0010
US31419AL887 / FANNIE MAE 4.033% 09/01/2040 FAR FNARM 0.03 -3.33 0.0128 -0.0009
US31418MN997 / Fannie Mae Pool 0.03 -3.33 0.0126 -0.0011
US31406WRX47 / FANNIE MAE 3.851% 05/01/2035 FAR FNARM 0.03 -6.45 0.0126 -0.0015
US31406WDR25 / Fannie Mae Pool 0.03 -3.57 0.0120 -0.0009
US3128S4YN12 / Freddie Mac Non Gold Pool 0.03 -3.57 0.0120 -0.0011
US31409JBD19 / FNMA POOL 872236 FN 05/36 FLOATING VAR 0.03 -7.14 0.0116 -0.0014
US3138ETEJ13 / Fannie Mae Pool 0.03 -29.73 0.0115 -0.0056
US31405AQ554 / Fannie Mae Pool 0.03 0.00 0.0113 -0.0009
US31406P5X31 / Federal National Mortgage Association, Inc. 0.03 -3.85 0.0111 -0.0008
US31300LRW71 / Freddie Mac Non Gold Pool 0.03 -3.85 0.0110 -0.0009
US31403DQW29 / FNMA 0.02 -4.35 0.0098 -0.0007
US31402Q5W70 / Fannie Mae Pool 0.02 -4.35 0.0098 -0.0008
US3128JRZE95 / Freddie Mac Non Gold Pool 0.02 -8.33 0.0098 -0.0014
US3138XXGE09 / UMBS, 15 Year 0.02 -31.25 0.0097 -0.0051
US3131X6VK36 / Freddie Mac Pool 0.02 -26.67 0.0097 -0.0041
US3128S4DY06 / Freddie Mac Non Gold Pool 0.02 0.00 0.0095 -0.0007
US31349SFL25 / Freddie Mac Non Gold Pool 0.02 0.00 0.0092 -0.0007
US3138ELWL31 / Fannie Mae Pool 0.02 -8.70 0.0092 -0.0013
US3138EJ5B06 / Fannie Mae Pool 0.02 -4.55 0.0091 -0.0012
US3128S4HH37 / Freddie Mac Non Gold Pool 0.02 -5.00 0.0086 -0.0006
US31416BKV98 / Fannie Mae Pool 0.02 -5.00 0.0085 -0.0009
US31407XPG06 / FNMA P#843823 V/R 11/1/35 4.20400000 0.02 -20.83 0.0084 -0.0028
US31402RHW25 / Fannie Mae Pool 0.02 -9.52 0.0084 -0.0012
US31418NBY58 / Fannie Mae Pool 0.02 -5.56 0.0077 -0.0006
US31410FXM21 / FNMA 0.02 0.00 0.0075 -0.0005
US3128JRL615 / Freddie Mac 4.767 03/01/2035 0.02 -5.56 0.0074 -0.0009
US31368HYX50 / Fannie Mae Pool 0.02 0.00 0.0072 -0.0005
US31418MTD47 / Fannie Mae Pool 0.02 -5.88 0.0071 -0.0009
US3128Q3L904 / Freddie Mac Non Gold Pool 0.02 0.00 0.0071 -0.0005
US31300LL944 / Freddie Mac Non Gold Pool 0.02 -5.88 0.0071 -0.0007
US3138A9BT07 / FNMA 15YR 3.5% 03/26#AH7249 0.02 -33.33 0.0069 -0.0040
US3137BXR535 / Freddie Mac Multifamily Structured Pass Through Certificates 0.02 0.00 0.0068 -0.0004
US31401EAM12 / Fannie Mae Pool 0.02 -6.25 0.0068 -0.0009
US31408EJ944 / Fannie Mae Pool 0.02 -6.25 0.0067 -0.0005
US31385WZU60 / FANNIE MAE 3.589% 04/01/2040 FAR FNARM 0.02 -6.25 0.0067 -0.0006
US3128S4GH46 / Freddie Mac Non Gold Pool 0.02 -6.25 0.0066 -0.0010
US31403LLH23 / Fannie Mae Pool 0.02 0.00 0.0066 -0.0005
US3128QSU460 / Freddie Mac Non Gold Pool 0.01 0.00 0.0063 -0.0004
US31410EKC11 / FANNIE MAE 3.84% 09/01/2036 FNMA ARM 0.01 0.00 0.0063 -0.0004
US31385Y2D69 / FANNIE MAE 2.957% 06/01/2040 FNMA ARM 0.01 -6.67 0.0062 -0.0008
US31403DLF41 / FANNIE MAE 3.696% 05/01/2036 FAR FNARM 0.01 0.00 0.0062 -0.0004
US31402RPJ22 / Fannie Mae Pool 0.01 -7.14 0.0060 -0.0004
US31418AEG94 / Fannie Mae Pool 0.01 -23.53 0.0060 -0.0019
US3128QLSL68 / FHLMC 0.01 0.00 0.0059 -0.0004
US31407X3X76 / FNMA POOL 844214 FN 11/35 FLOATING VAR 0.01 0.00 0.0059 -0.0004
US31406DBZ87 / FANNIE MAE 3.864% 02/01/2035 FNMA ARM 0.01 -7.69 0.0056 -0.0004
US3138EHZR61 / Fannie Mae Pool 0.01 0.00 0.0055 -0.0004
US31408DCZ50 / Fannie Mae Pool 0.01 0.00 0.0055 -0.0004
US31349UFS24 / Freddie Mac Non Gold Pool 0.01 0.00 0.0055 -0.0004
US3138EKSY25 / Fannie Mae Pool 0.01 -7.69 0.0054 -0.0005
US31417SA423 / Fannie Mae Pool 0.01 0.00 0.0054 -0.0003
US31407XZM63 / FANNIE MAE 3.524% 11/01/2035 FNMA ARM 0.01 0.00 0.0054 -0.0004
US31336CLE11 / Freddie Mac Non Gold Pool 0.01 -14.29 0.0053 -0.0011
US3128QJ2K11 / Freddie Mac Non Gold Pool 0.01 -40.00 0.0053 -0.0041
US31349UEJ34 / Federal Home Loan Mortgage Corporation 0.01 -20.00 0.0052 -0.0018
US31406BQQ67 / FANNIE MAE 3.568% 01/01/2035 FNMA ARM 0.01 0.00 0.0052 -0.0004
US31405N7F61 / FANNIE MAE 3.118% 10/01/2034 FNMA ARM 0.01 0.00 0.0052 -0.0004
US31406PEL94 / Fannie Mae Pool 0.01 -8.33 0.0051 -0.0004
US31402DHS27 / FANNIE MAE 3.825% 02/01/2037 FAR FNARM 0.01 -8.33 0.0051 -0.0005
US3128JRDN33 / Freddie Mac Non Gold Pool 0.01 0.00 0.0050 -0.0005
US31406VHE92 / FANNIE MAE 3.903% 05/01/2035 FNMA ARM 0.01 0.00 0.0048 -0.0004
US31404YDV11 / Fannie Mae Pool 0.01 -9.09 0.0046 -0.0004
US31416CAF32 / FNMA ARM 11/36 #995606 0.01 -18.18 0.0043 -0.0010
US31349ULB25 / Freddie Mac Non Gold Pool 0.01 -25.00 0.0043 -0.0013
US31371L7F02 / Fannie Mae Pool 0.01 -10.00 0.0042 -0.0004
US3140J8YY35 / Fannie Mae Pool 0.01 -30.77 0.0042 -0.0017
US31349GS672 / Freddie Mac Non Gold Pool 0.01 -10.00 0.0042 -0.0005
US31407YRJ00 / FANNIE MAE 3.434% 11/01/2035 FNMA ARM 0.01 -35.71 0.0040 -0.0024
US31391UD693 / FANNIE MAE 3.473% 01/01/2033 FNMA ARM 0.01 0.00 0.0040 -0.0003
US31410Q2C47 / FNMA 0.01 0.00 0.0039 -0.0003
US31406GW391 / Fannie Mae Pool 0.01 -46.67 0.0039 -0.0032
US31300LVU69 / Freddie Mac Non Gold Pool 0.01 -11.11 0.0038 -0.0005
US31407XUW90 / FNMA P#843997 V/R 11/1/35 4.28800000 0.01 -11.11 0.0038 -0.0003
US3128S4XE22 / Freddie Mac Non Gold Pool 0.01 0.00 0.0037 -0.0002
US31406P3R80 / FANNIE MAE 3.706% 02/01/2035 FAR FNARM 0.01 0.00 0.0035 -0.0001
US3128S4NY95 / Freddie Mac Non Gold Pool 0.01 -22.22 0.0034 -0.0007
US31402RBH12 / FANNIE MAE 3.322% 11/01/2034 FAR FNARM 0.01 0.00 0.0031 -0.0002
US31407X4W84 / FANNIE MAE 3.389% 11/01/2035 FNMA ARM 0.01 -12.50 0.0031 -0.0009
US31409JKP48 / FANNIE MAE 4.337% 06/01/2036 FNMA ARM 0.01 -30.00 0.0031 -0.0016
US31416WX643 / Fannie Mae Pool 0.01 -56.25 0.0031 -0.0043
US31405FUE05 / Fannie Mae Pool 0.01 -14.29 0.0030 -0.0002
US31349SGC17 / Freddie Mac Non Gold Pool 0.01 -14.29 0.0030 -0.0002
US31336CLK70 / SINGLE FAMILY ARM 0.01 0.00 0.0029 -0.0002
US31406BJF85 / FANNIE MAE 3.514% 01/01/2035 FNMA ARM 0.01 0.00 0.0029 -0.0002
US3138ALMB05 / Fannie Mae Pool 0.01 -25.00 0.0028 -0.0012
US31349SEZ20 / FED HM LN PC POOL 781052 FH 11/33 FLOATING VAR 0.01 -25.00 0.0028 -0.0012
US31385WZK88 / FANNIE MAE 3.517% 01/01/2033 FNMA ARM 0.01 0.00 0.0028 -0.0002
US31406L5A29 / FANNIE MAE 4.094% 05/01/2036 FAR FNARM 0.01 0.00 0.0027 -0.0002
US31407XWM90 / FANNIE MAE 3.456% 11/01/2035 FNMA ARM 0.01 0.00 0.0027 -0.0002
US31403DDE67 / Fannie Mae Pool 0.01 -16.67 0.0026 -0.0003
US31403DMZ95 / FANNIE MAE 3.445% 05/01/2036 FNMA ARM 0.01 0.00 0.0025 -0.0002
US31406BEZ94 / FANNIE MAE 3.373% 12/01/2034 FNMA ARM 0.01 0.00 0.0025 -0.0002
US3128S4NP88 / Freddie Mac Non Gold Pool 0.01 -16.67 0.0025 -0.0003
US31362M2N79 / FNMA POOL 065581 FN 08/28 FLOATING VAR 0.01 -16.67 0.0025 -0.0005
US31410QY398 / Fannie Mae Pool 0.01 -28.57 0.0024 -0.0010
US3128QLRA13 / Freddie Mac Non Gold Pool 0.01 0.00 0.0023 -0.0002
US31407GYA02 / FANNIE MAE 4.045% 06/01/2035 FNMA ARM 0.01 0.00 0.0022 -0.0002
US31407EM593 / Fannie Mae Pool 0.00 -20.00 0.0021 -0.0002
US31336CLF85 / FED HM LN PC POOL 972126 FH 08/33 FLOATING VAR 0.00 -20.00 0.0021 -0.0002
US31404NBP06 / FANNIE MAE 3.471% 02/01/2035 FNMA ARM 0.00 -20.00 0.0021 -0.0005
US3128S4CR63 / Freddie Mac Non Gold Pool 0.00 0.00 0.0020 -0.0002
US3128Q2D424 / Freddie Mac Non Gold Pool 0.00 0.00 0.0019 -0.0003
US31400QX813 / FNMA POOL 694703 FN 04/33 FLOATING VAR 0.00 0.00 0.0018 -0.0001
US3128QJT487 / Freddie Mac Non Gold Pool 0.00 0.00 0.0018 -0.0001
US31410GDY61 / FANNIE MAE 3.39% 01/01/2035 FAR FNARM 0.00 0.00 0.0018 -0.0002
US31349TAL52 / Freddie Mac Non Gold Pool 0.00 0.00 0.0017 -0.0001
US31407JNQ12 / FANNIE MAE 4.04% 07/01/2035 FNMA ARM 0.00 0.00 0.0016 -0.0001
US31386G6N84 / FANNIE MAE 2.957% 11/01/2040 FNMA ARM 0.00 0.00 0.0016 -0.0002
US3128QS3L85 / Freddie Mac Non Gold Pool 0.00 0.00 0.0015 -0.0002
US31404XEC48 / FANNIE MAE 3.228% 09/01/2034 FAR FNARM 0.00 0.00 0.0015 -0.0001
US31402RN628 / FANNIE MAE 3.454% 07/01/2035 FNMA ARM 0.00 0.00 0.0015 -0.0001
US31336CMM28 / Freddie Mac Non Gold Pool 0.00 0.00 0.0015 -0.0001
US31419DB593 / Fannie Mae Pool 0.00 -25.00 0.0014 -0.0008
US31407MSU08 / FANNIE MAE 3.687% 07/01/2035 FAR FNARM 0.00 0.00 0.0014 -0.0001
US31406LM962 / Fannie Mae Pool 0.00 0.00 0.0014 -0.0001
US31404XJX30 / FANNIE MAE 3.313% 12/01/2034 FAR FNARM 0.00 -33.33 0.0013 -0.0001
US31409UWN17 / Fannie Mae Pool 0.00 0.00 0.0012 -0.0001
US3128JRNX05 / Freddie Mac Non Gold Pool 0.00 0.00 0.0012 -0.0001
US31410SHK69 / FANNIE MAE 3.447% 04/01/2036 FAR FNARM 0.00 0.00 0.0012 -0.0001
US31408C2U98 / FNMA ARM 4.893% 10/35 #847787 0.00 0.00 0.0012 -0.0001
US3128S4AA56 / FED HM LN PC POOL 1Q0001 FH 01/36 FLOATING VAR 0.00 -33.33 0.0011 -0.0005
US3128JLW391 / FHLMC 0.00 0.00 0.0010 -0.0001
US31402EM396 / FANNIE MAE 4.004% 05/01/2033 FNMA ARM 0.00 -50.00 0.0010 -0.0009
US31385XUH87 / FANNIE MAE 3.857% 03/01/2038 FAR FNARM 0.00 0.00 0.0010 -0.0001
US31402RLV95 / FNMA 0.00 0.00 0.0009 -0.0001
US31404NAJ54 / Fannie Mae Pool 0.00 0.00 0.0009 -0.0001
US31403CYV70 / Fannie Mae Pool 0.00 0.00 0.0009 -0.0001
US3128JPH864 / Freddie Mac Non Gold Pool 0.00 0.00 0.0009 -0.0001
US31404RUM77 / FANNIE MAE 3.478% 03/01/2034 FNMA ARM 0.00 -50.00 0.0008 -0.0002
US3128S4B489 / Freddie Mac Non Gold Pool 0.00 0.00 0.0007 -0.0001
US31402CYR77 / FANNIE MAE 4.215% 08/01/2039 FAR FNARM 0.00 0.00 0.0007 -0.0001
US31385XK637 / FANNIE MAE 3.23% 08/01/2033 FNMA ARM 0.00 0.00 0.0007 -0.0001
US3138ELV591 / UMBS 0.00 -50.00 0.0007 -0.0002
US31349SAC70 / Freddie Mac Non Gold Pool 0.00 0.00 0.0007 -0.0000
US31410MHB90 / FANNIE MAE 3.711% 04/01/2036 FNMA ARM 0.00 0.00 0.0007 -0.0000
US3128HDQL61 / Freddie Mac Non Gold Pool 0.00 0.00 0.0006 -0.0001
US31385HJC79 / Fannie Mae Pool 0.00 0.00 0.0006 -0.0002
US3128NHWA72 / FHLMC 0.00 0.00 0.0006 -0.0000
US31402RBR93 / FNMA POOL 735448 FN 03/35 FLOATING VAR 0.00 0.00 0.0006 -0.0000
US31409XQX02 / Fannie Mae Pool 0.00 0.00 0.0006 -0.0001
US31403DMV81 / FANNIE MAE 3.644% 04/01/2036 FNMA ARM 0.00 0.00 0.0006 -0.0000
US31410GJV68 / FANNIE MAE 3.825% 09/01/2033 FAR FNARM 0.00 0.00 0.0005 -0.0001
US31406H3D75 / FNMA 0.00 0.00 0.0005 -0.0001
US3128NCHJ69 / FED HM LN PC POOL 1G0233 FH 05/35 FLOATING VAR 0.00 0.00 0.0005 -0.0000
US3128QPMB54 / Freddie Mac Non Gold Pool 0.00 0.00 0.0005 -0.0000
US31417ACL17 / FNMA 15YR 0.00 0.00 0.0005 -0.0002
US31410GJK04 / FANNIE MAE 3.789% 01/01/2032 FNMA ARM 0.00 -100.00 0.0004 -0.0001
US3138EHR613 / Fannie Mae Pool 0.00 -100.00 0.0004 -0.0001
US31385XHB64 / FANNIE MAE 3.929% 05/01/2033 FAR FNARM 0.00 -100.00 0.0004 -0.0017
US31391TU558 / Fannie Mae Pool 0.00 0.0004 -0.0000
US31403EDZ79 / FNMA ARM 3.753% 10/33 #746320 0.00 0.0003 -0.0001
US31407DUF04 / FANNIE MAE 3.849% 05/01/2035 FNMA ARM 0.00 0.0003 -0.0000
US31419DMQ15 / Fannie Mae Pool 0.00 -100.00 0.0003 -0.0004
US31404NCS36 / Fannie Mae Pool 0.00 0.0003 -0.0000
US3128S4MN40 / Freddie Mac Non Gold Pool 0.00 0.0002 -0.0000
US3128S4EH63 / Freddie Mac Non Gold Pool 0.00 0.0002 -0.0000
US31385WVC09 / FANNIE MAE 3.181% 09/01/2027 FAR FNARM 0.00 0.0002 -0.0000
US31390S3K53 / FANNIE MAE 3.519% 05/01/2032 FNMA ARM 0.00 0.0002 -0.0000
US31385XPP68 / FANNIE MAE 2.901% 09/01/2033 FAR FNARM 0.00 0.0001 -0.0000
US3138AVRP28 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.00 0.0001 -0.0000
US31402CR530 / Fannie Mae Pool 0.00 0.0001 -0.0002
US31400VP892 / FANNIE MAE 3.38% 03/01/2028 FAR FNARM 0.00 0.0001 -0.0000
US31337A5S11 / Freddie Mac Non Gold Pool 0.00 0.0001 -0.0001
US31410GME07 / FANNIE MAE 3.62% 09/01/2037 FNMA ARM 0.00 0.0001 -0.0000
US31403CNW72 / FANNIE MAE 3.768% 11/01/2033 FAR FNARM 0.00 0.0001 -0.0001
US3138EG5G56 / Fannie Mae Pool 0.00 0.0001 -0.0000
US31385XUU98 / FANNIE MAE 3.362% 11/01/2033 FAR FNARM 0.00 0.0001 -0.0000
US31402CQF22 / FANNIE MAE 3.608% 09/01/2039 FAR FNARM 0.00 0.0001 -0.0000
US31348S6S84 / Freddie Mac Non Gold Pool 0.00 0.0001 -0.0000
US31384VJ602 / FANNIE MAE 3.805% 07/01/2028 FAR FNARM 0.00 0.0001 -0.0000
US3128HDW210 / Freddie Mac Non Gold Pool 0.00 0.0000 -0.0000
US31387UEK34 / FANNIE MAE 4.125% 12/01/2030 FNMA ARM 0.00 0.0000 -0.0000
US31402QWK39 / FANNIE MAE 3.558% 07/01/2033 FNMA ARM 0.00 0.0000 -0.0000
US31391FPC67 / FANNIE MAE 3.451% 08/01/2029 FAR FNARM 0.00 0.0000 -0.0000
US31379MGB90 / FANNIE MAE 3.866% 01/01/2028 FAR FNARM 0.00 0.0000 -0.0000
US31362RD799 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31402CXP21 / FANNIE MAE 0.00 0.0000 -0.0000
US31385XUT26 / FANNIE MAE 3.266% 11/01/2033 FAR FNARM 0.00 0.0000 -0.0000
US31385HSB95 / Fannie Mae Pool 0.00 0.0000 -0.0000
US 5YR NOTE (CBT) / DIR (000000000) -0.01 -0.0031 -0.0031
US 10YR ULTRA / DIR (000000000) -0.01 -0.0048 -0.0048
US 10YR NOTE (CBT) / DIR (000000000) -0.11 -0.0476 -0.0476
US LONG BOND(CBT) / DIR (000000000) -0.19 -0.0806 -0.0806