American Funds Mortgage Fund

Fund Profile

Fund profile

Tickers

MFAAX, CMFFX, RMAAX, RMABX, RMACX, RMAEX, RMAFX, RMAGX, MFACX, MFAEX, MFAFX, CMFAX, CMFCX, CMFEX, RMBEX, RMAHX, AFFMX, TMFMX, TFMFX, FFMFX, FMMFX

Fund manager

American Funds Mortgage Fund Class F-1

Total assets

$13.40 bn

Liabilities

$2.18 bn

Net assets

$11.23 bn

Number of holdings

925.00

Top 200 of 925 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
CAPITAL GROUP CENTRAL CASH FUND	535.51 mm	5.35 mm shares	4.77	Short-term investment vehicle	Long	USA
UNITED STATES TREASURY NOTE 4.5% 05-31-29	341.57 mm	336.00 mm principal	3.04	Debt	Long	USA
FNCL UMBS 5.0 SD4977 11-01-53	334.15 mm	340.19 mm principal	2.98	ABS-mortgage backed security	Long	USA
FED HM LN BK BD 12/30/2024	274.05 mm	275.00 mm principal	2.44	Debt	Long	USA
UMBS 30YR TBA(REG A) 4.0 UMBS TBA 12-01-54	253.21 mm	270.72 mm principal	2.26	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.0 MA5009 05-01-53	245.08 mm	249.36 mm principal	2.18	ABS-mortgage backed security	Long	USA
GNMA2 30YR TBA(REG C) 4.5 TBA 12-01-54	191.74 mm	198.69 mm principal	1.71	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 SD8290 01-01-53	185.99 mm	183.73 mm principal	1.66	ABS-mortgage backed security	Long	USA
FNCL 3.5 UMBS TBA 12-01-54	156.34 mm	172.46 mm principal	1.39	ABS-mortgage backed security	Long	USA
FNCL 6.5 UMBS TBA 12-01-54	150.09 mm	146.59 mm principal	1.34	ABS-mortgage backed security	Long	USA
FED HM LN BK BD 12/20/2024	149.66 mm	150.00 mm principal	1.33	Debt	Long	USA
FED HM LN BK BD 12/26/2024	149.56 mm	150.00 mm principal	1.33	Debt	Long	USA
FED HM LN BK BD 1/15/2025	149.19 mm	150.00 mm principal	1.33	Debt	Long	USA
FED HM LN BK BD 1/31/2025	148.89 mm	150.00 mm principal	1.33	Debt	Long	USA
FNCL UMBS 5.0 SD8329 06-01-53	148.68 mm	151.32 mm principal	1.32	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.5 SD8342 07-01-53	139.66 mm	139.56 mm principal	1.24	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.0 SD8323 05-01-53	139.16 mm	141.63 mm principal	1.24	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.25% 01-31-26	134.89 mm	135.00 mm principal	1.20	Debt	Long	USA
FNCL 7.0 UMBS TBA 12-01-54	127.39 mm	122.96 mm principal	1.13	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.125% 07-31-28	118.02 mm	118.00 mm principal	1.05	Debt	Long	USA
FNCL UMBS 3.0 SD8213 05-01-52	112.78 mm	129.21 mm principal	1.00	ABS-mortgage backed security	Long	USA
FNCL UMBS 4.5 CB6303 05-01-53	109.28 mm	113.63 mm principal	0.97	ABS-mortgage backed security	Long	USA
FNMDI4 3.5 BF0765 09-01-63	107.27 mm	120.29 mm principal	0.96	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.25% 06-30-31	100.69 mm	100.00 mm principal	0.90	Debt	Long	USA
FHLB DFRN 01-09-25	100.00 mm	100.00 mm principal	0.89	Debt	Long	USA
FHLB DFRN 05-02-25	100.00 mm	100.00 mm principal	0.89	Debt	Long	USA
FHLB DFRN 01-23-25	100.00 mm	100.00 mm principal	0.89	Debt	Long	USA
FED HM LN BK BD 12/27/2024	99.69 mm	100.00 mm principal	0.89	Debt	Long	USA
FED HM LN BK BD 1/8/2025	99.54 mm	100.00 mm principal	0.89	Debt	Long	USA
FNCT UMBS 1.5 RB5113 06-01-41	99.36 mm	120.92 mm principal	0.89	ABS-mortgage backed security	Long	USA
UMBS 30YR TBA(REG A) 4.5 UMBS TBA 12-01-54	95.85 mm	99.81 mm principal	0.85	ABS-mortgage backed security	Long	USA
FNCL 3.5 UMBS TBA 01-01-55	80.52 mm	88.79 mm principal	0.72	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.0 SD8276 12-01-52	77.18 mm	78.39 mm principal	0.69	ABS-mortgage backed security	Long	USA
FNCL UMBS 4.0 CB4119 07-01-52	75.97 mm	81.05 mm principal	0.68	ABS-mortgage backed security	Long	USA
FNCL 5.0 UMBS TBA 12-01-54	75.83 mm	77.27 mm principal	0.68	ABS-mortgage backed security	Long	USA
FNCT UMBS 2.0 RB5148 03-01-42	72.54 mm	85.61 mm principal	0.65	ABS-mortgage backed security	Long	USA
G2SF 2.5 785792 12-20-51	67.38 mm	80.47 mm principal	0.60	ABS-mortgage backed security	Long	USA
FNCL UMBS 4.5 SD6736 11-01-53	66.75 mm	69.46 mm principal	0.59	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 SD8373 11-01-53	66.30 mm	65.49 mm principal	0.59	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 MA5040 06-01-53	65.65 mm	64.73 mm principal	0.58	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.5 SD8367 10-01-53	62.47 mm	62.48 mm principal	0.56	ABS-mortgage backed security	Long	USA
FNCL UMBS 3.0 SD8225 07-01-52	60.42 mm	69.21 mm principal	0.54	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.5 MA5446 08-01-54	59.90 mm	58.46 mm principal	0.53	ABS-mortgage backed security	Long	USA
FNCL UMBS 3.0 SD8220 06-01-52	57.35 mm	65.65 mm principal	0.51	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.5 SD5706 06-01-54	57.06 mm	55.37 mm principal	0.51	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.5 SD6911 10-01-54	56.60 mm	54.92 mm principal	0.50	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 CB7932 02-01-54	55.58 mm	54.85 mm principal	0.50	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.5 SD4966 02-01-54	54.83 mm	53.26 mm principal	0.49	ABS-mortgage backed security	Long	USA
FED HM LN BK BD 2/19/2025	53.48 mm	54.00 mm principal	0.48	Debt	Long	USA
SCRT 24-2 MT 144A 3.5% 05-25-64	52.38 mm	59.11 mm principal	0.47	ABS-collateralized bond/debt obligation	Long	USA
FNCL UMBS 4.5 MA5070 07-01-53	52.03 mm	54.13 mm principal	0.46	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.5 SD5404 05-01-54	51.18 mm	49.71 mm principal	0.46	ABS-mortgage backed security	Long	USA
G2SF 2.5 785575 08-20-51	50.08 mm	59.75 mm principal	0.45	ABS-mortgage backed security	Long	USA
FED HM LN BK BD 1/10/2025	49.76 mm	50.00 mm principal	0.44	Debt	Long	USA
FED HM LN BK BD 2/14/2025	49.55 mm	50.00 mm principal	0.44	Debt	Long	USA
FNCL UMBS 6.0 MA4894 01-01-53	49.33 mm	48.70 mm principal	0.44	ABS-mortgage backed security	Long	USA
FNCL UMBS 4.5 MA5136 09-01-53	47.85 mm	49.80 mm principal	0.43	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.5 SD8455 08-01-54	46.42 mm	45.31 mm principal	0.41	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.5 CB8872 07-01-54	45.87 mm	44.39 mm principal	0.41	ABS-mortgage backed security	Long	USA
FNCL 5.5 UMBS TBA 12-01-54	45.13 mm	45.17 mm principal	0.40	ABS-mortgage backed security	Long	USA
FNMDI4 3.5 BM6693 08-01-59	44.86 mm	49.80 mm principal	0.40	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.0 MA5038 06-01-53	44.55 mm	45.33 mm principal	0.40	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 FS5343 07-01-53	44.28 mm	43.62 mm principal	0.39	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.5 MA5039 06-01-53	43.72 mm	43.73 mm principal	0.39	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 SD8332 06-01-53	43.50 mm	42.97 mm principal	0.39	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 3.5% 09-30-26	43.46 mm	44.00 mm principal	0.39	Debt	Long	USA
FNCL UMBS 4.5 DB2354 11-01-54	41.50 mm	43.20 mm principal	0.37	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.5 MA5072 07-01-53	39.67 mm	39.66 mm principal	0.35	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 SD5790 07-01-54	39.58 mm	38.88 mm principal	0.35	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 RA9857 09-01-53	39.37 mm	38.79 mm principal	0.35	ABS-mortgage backed security	Long	USA
FNCL UMBS 2.0 SI2080 10-01-50	39.00 mm	47.92 mm principal	0.35	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.5 SD8331 06-01-53	38.85 mm	38.83 mm principal	0.35	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 3.62% 09-30-31	38.81 mm	40.00 mm principal	0.35	Debt	Long	USA
FNCL UMBS 6.0 FS8400 07-01-54	37.74 mm	37.02 mm principal	0.34	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.0 QG4719 06-01-53	37.74 mm	38.39 mm principal	0.34	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 SD8368 10-01-53	37.42 mm	36.96 mm principal	0.33	ABS-mortgage backed security	Long	USA
FNCL UMBS 2.0 SI2062 09-01-50	37.37 mm	46.02 mm principal	0.33	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.375% 07-31-26	37.08 mm	37.00 mm principal	0.33	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.625% 06-30-25	36.91 mm	36.86 mm principal	0.33	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.625% 02-28-25	36.87 mm	36.86 mm principal	0.33	Debt	Long	USA
FNCL UMBS 6.5 SD6288 09-01-54	36.85 mm	35.74 mm principal	0.33	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 2.75% 02-28-25	36.71 mm	36.86 mm principal	0.33	Debt	Long	USA
FNCL UMBS 4.5 QF2363 11-01-52	36.66 mm	38.14 mm principal	0.33	ABS-mortgage backed security	Long	USA
FNCL UMBS 4.5 SD1895 11-01-52	36.44 mm	37.13 mm principal	0.32	ABS-mortgage backed security	Long	USA
FNCL UMBS 4.5 SD4116 12-01-52	34.74 mm	36.11 mm principal	0.31	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.5 QI8876 07-01-54	34.68 mm	33.68 mm principal	0.31	ABS-mortgage backed security	Long	USA
FNCL UMBS 4.0 SD8428 05-01-54	34.38 mm	36.75 mm principal	0.31	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.5 SD8408 03-01-54	34.24 mm	34.26 mm principal	0.30	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 RJ2409 09-01-54	33.52 mm	32.94 mm principal	0.30	ABS-mortgage backed security	Long	USA
FNCL UMBS 2.5 CA7737 11-01-50	33.50 mm	39.41 mm principal	0.30	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 MA5011 05-01-53	33.37 mm	32.96 mm principal	0.30	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.5 CB7510 11-01-53	32.56 mm	31.55 mm principal	0.29	ABS-mortgage backed security	Long	USA
CGCMT 23-SMRT A 144A FRN 10-12-40	32.50 mm	31.78 mm principal	0.29	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 CB7617 12-01-53	32.48 mm	32.05 mm principal	0.29	ABS-mortgage backed security	Long	USA
FNCL UMBS 4.5 QF3907 11-01-52	32.30 mm	33.58 mm principal	0.29	ABS-mortgage backed security	Long	USA
FNCL UMBS 2.5 CB1527 09-01-51	30.46 mm	35.99 mm principal	0.27	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.5 CB8337 04-01-54	30.39 mm	30.35 mm principal	0.27	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 SD4053 10-01-53	30.13 mm	29.75 mm principal	0.27	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.5 CB8725 06-01-54	30.08 mm	29.11 mm principal	0.27	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.5 FS6873 01-01-54	29.60 mm	28.82 mm principal	0.26	ABS-mortgage backed security	Long	USA
FNCL UMBS 2.0 SD8106 11-01-50	29.52 mm	36.50 mm principal	0.26	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.0 RJ3012 12-01-54	28.76 mm	29.25 mm principal	0.26	ABS-mortgage backed security	Long	USA
FNCL UMBS 4.5 FS9507 02-01-54	27.68 mm	28.80 mm principal	0.25	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.5 CB8143 03-01-54	27.34 mm	27.22 mm principal	0.24	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 3.875% 03-31-25	27.28 mm	27.33 mm principal	0.24	Debt	Long	USA
FNCL UMBS 3.5 SD0873 02-01-52	27.20 mm	29.49 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNCL UMBS 2.5 CA8862 01-01-51	27.19 mm	31.84 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 RJ1859 06-01-54	27.14 mm	26.65 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.0 MA4978 04-01-53	26.90 mm	27.34 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNCL UMBS 3.0 FM9330 07-01-51	26.88 mm	30.46 mm principal	0.24	ABS-mortgage backed security	Long	USA
BX 21-VOLT A 144A FRN (TSFR1M+81.45) 09-15-36/23	26.87 mm	26.90 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	USA
FNCL UMBS 6.0 RJ2210 08-01-54	26.73 mm	26.39 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNCL UMBS 2.5 FS0433 12-01-51	26.71 mm	31.02 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.5 RJ2222 08-01-54	26.60 mm	25.74 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNCL UMBS 2.0 BV3080 02-01-52	26.55 mm	33.05 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNCL UMBS 4.0 MA4626 06-01-52	26.27 mm	28.04 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNCL UMBS 3.0 FM8981 10-01-51	25.74 mm	29.20 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.5 FS8619 07-01-54	25.64 mm	24.84 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.5 CB8328 04-01-54	25.63 mm	25.52 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 FS8153 06-01-54	25.47 mm	24.93 mm principal	0.23	ABS-mortgage backed security	Long	USA
SLST 20-2 AC 2.0% 09-27-60	25.42 mm	28.58 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	USA
FNCL UMBS 6.5 CB7933 02-01-54	25.12 mm	24.46 mm principal	0.22	ABS-mortgage backed security	Long	USA
SLST 21-1 AC 2.25% 05-26-31	25.03 mm	27.88 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
FNCL UMBS 2.5 FM6112 02-01-51	24.97 mm	29.48 mm principal	0.22	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.5 SD8464 09-01-54	24.68 mm	24.09 mm principal	0.22	ABS-mortgage backed security	Long	USA
MSRM 24-INV2 A1 144A FRN 02-25-54/08-25-45	24.34 mm	23.96 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
FNCL UMBS 2.5 CA8044 12-01-50	23.97 mm	28.30 mm principal	0.21	ABS-mortgage backed security	Long	USA
SLST 20-3 AC 2.0% 11-25-30	23.94 mm	27.05 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	USA
FHMS K751 A2 (MF) 4.412% 03-25-30	23.93 mm	24.00 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	USA
FNCL UMBS 6.5 RJ2474 09-01-54	23.73 mm	23.11 mm principal	0.21	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.5 RJ2917 11-01-54	23.67 mm	23.67 mm principal	0.21	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 MA5166 10-01-53	23.64 mm	23.35 mm principal	0.21	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 SD8325 05-01-53	23.56 mm	23.27 mm principal	0.21	ABS-mortgage backed security	Long	USA
FNCL UMBS 3.5 SD7503 08-01-49	23.53 mm	25.52 mm principal	0.21	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.5 CB8147 03-01-54	23.52 mm	23.44 mm principal	0.21	ABS-mortgage backed security	Long	USA
SLST 22-1 A1 3.5% 05-25-32	23.50 mm	24.67 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	USA
G2SF 5.5 TBA 12-01-54	23.47 mm	23.45 mm principal	0.21	ABS-mortgage backed security	Long	USA
FNCL UMBS 2.5 CA8828 02-01-51	23.06 mm	27.05 mm principal	0.21	ABS-mortgage backed security	Long	USA
FORDR 23-2 A 144A 5.28% 02-15-36/8-15-28	23.00 mm	22.41 mm principal	0.20	ABS-other	Long	USA
FNCL UMBS 2.0 CA8820 02-01-51	22.99 mm	28.31 mm principal	0.20	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.0 SD8258 10-01-52	22.29 mm	22.63 mm principal	0.20	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 MA4980 04-01-53	22.10 mm	21.83 mm principal	0.20	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.5 RJ1986 07-01-54	21.66 mm	21.11 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.5 RJ1726 06-01-54	21.51 mm	20.89 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNCT UMBS 2.5 RB5115 06-01-41	21.42 mm	24.40 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNCT UMBS 2.0 RB5138 12-01-41	21.23 mm	25.03 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNCL UMBS 2.0 RA5288 05-01-51	20.86 mm	25.64 mm principal	0.19	ABS-mortgage backed security	Long	USA
FNCL UMBS 2.0 FS3744 07-01-51	20.85 mm	25.78 mm principal	0.19	ABS-mortgage backed security	Long	USA
SLST 21-2 AD 2.0% 07-25-31	20.84 mm	23.61 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
FNCL UMBS 2.0 RA4352 01-01-51	20.74 mm	25.56 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.5 RJ2625 10-01-54	20.61 mm	20.52 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNCT UMBS 1.5 BR0986 05-01-41	20.55 mm	24.97 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNCL UMBS 4.5 CB4852 10-01-52	20.47 mm	21.28 mm principal	0.18	ABS-mortgage backed security	Long	USA
G2SF 3.5 MA8266 09-20-52	20.46 mm	22.36 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 RJ1429 05-01-54	20.31 mm	20.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 CB9432 11-01-54	20.29 mm	19.90 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 RJ1975 07-01-54	20.15 mm	19.79 mm principal	0.18	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.5% 03-31-26	20.05 mm	20.00 mm principal	0.18	Debt	Long	USA
FNCL UMBS 2.0 MA4577 04-01-52	19.86 mm	24.72 mm principal	0.18	ABS-mortgage backed security	Long	USA
BX 21-ARIA A 144A FRN (TSFR1M+101.36) 10-15-36/26	19.83 mm	19.92 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
FNMDI4 2.5 BF0546 07-01-61	19.79 mm	24.13 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNCL UMBS 4.5 SD8322 05-01-53	19.60 mm	20.40 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.5 SD8324 05-01-53	19.10 mm	19.09 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.5 CB6131 04-01-53	18.99 mm	18.30 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNCL UMBS 3.0 SD7544 07-01-51	18.82 mm	21.23 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 RJ1964 07-01-54	18.68 mm	18.21 mm principal	0.17	ABS-mortgage backed security	Long	USA
FARM 24-1 A 144A FRN 10-01-53	18.49 mm	19.23 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	USA
UMBS 30YR TBA(REG A) 2.0 UMBS TBA 12-01-54	18.41 mm	22.98 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.5 MA5190 11-01-53	18.40 mm	18.41 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 SD4964 02-01-54	18.03 mm	17.72 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.5 CB9071 08-01-54	17.80 mm	17.27 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 RJ2211 08-01-54	17.66 mm	17.32 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.5 MA4979 04-01-53	17.61 mm	17.61 mm principal	0.16	ABS-mortgage backed security	Long	USA
G2SF 4.5 MA9015 07-20-53	17.41 mm	18.02 mm principal	0.16	ABS-mortgage backed security	Long	USA
SREIT 21-MFP A 144A FRN (TSFR1M+84.53) 11-15-38/11-16-26	17.25 mm	17.25 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
UNITED STATES TREASURY NOTE 1.25% 06-30-28	17.20 mm	19.00 mm principal	0.15	Debt	Long	USA
FNCL UMBS 6.0 MA5421 07-01-54	17.16 mm	16.95 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMDI4 4.0 BF0133 08-01-56	16.94 mm	18.04 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNCL UMBS 4.0 MA5320 03-01-54	16.81 mm	17.96 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNCL UMBS 4.0 SD8357 08-01-53	16.74 mm	17.88 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNCT UMBS 2.5 MA4521 01-01-42	16.60 mm	19.01 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMDI4 3.0 BF0762 09-01-63	16.27 mm	18.99 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.5 SD6702 09-01-54	16.24 mm	15.74 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 FS5769 09-01-53	16.08 mm	15.89 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.5 RJ2411 09-01-54	15.61 mm	15.19 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNCT UMBS 1.5 BQ7816 04-01-41	15.54 mm	18.92 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNCL UMBS 4.5 FS5520 01-01-53	15.41 mm	16.03 mm principal	0.14	ABS-mortgage backed security	Long	USA
NSLT 21-B AFX 144A 1.42% 04-20-62	15.39 mm	16.61 mm principal	0.14	ABS-other	Long	USA
FNCL UMBS 6.5 RJ2223 08-01-54	15.35 mm	14.85 mm principal	0.14	ABS-mortgage backed security	Long	USA
BX 21-SOAR A 144A FRN (TSFR1M+78.45) 06-15-38/23	15.23 mm	15.25 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	USA
FNCL UMBS 6.0 RJ2216 08-01-54	15.04 mm	14.82 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 CB8163 03-01-54	14.94 mm	14.65 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.0 RJ2860 11-01-54	14.69 mm	14.97 mm principal	0.13	ABS-mortgage backed security	Long	USA
UST 10YR FUT ULTRA UXYH5 03-20-25	14.67 mm	7.80 k contracts	0.13	Interest rate derivative	N/A	USA
FNCL UMBS 5.5 MA5296 03-01-54	14.59 mm	14.60 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 SD8447 07-01-54	14.50 mm	14.32 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNCL UMBS 3.0 CB2544 01-01-52	14.26 mm	16.17 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNCL UMBS 6.0 QG7363 07-01-53	14.08 mm	13.87 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNCL UMBS 5.5 SD2948 11-01-52	14.00 mm	13.99 mm principal	0.12	ABS-mortgage backed security	Long	USA
FNCL UMBS 2.5 FS0834 02-01-52	13.93 mm	16.63 mm principal	0.12	ABS-mortgage backed security	Long	USA