Mortgage Portfolio Characteristics
CUSIP	Current Face	Factor	Duration	Security Type	Coupon	Stated Maturity	Issuer	Convexity	LTV			Directions: Tableau report
3128MFDP0	250,000	0.36	2.97	MBS 15yr	3.50	6/1/2032	Freddie Mac	0.16	68.00			1. Use Tableau, present this mortgage portfolio's characteristics. Choose what portfolio characteristics are most important in your view. Also, think about how you would articulate/interpret the positioning of this portfolio. What is the return profile of this portfolio? How is this portfolio likely to act in different environments? Are there any glaring risks or holes in positioning in your view?
3128MJPA2	1,000,000	0.05	4.17	MBS 30yr	4.50	8/1/2040	Freddie Mac	0.32	75.00
3128MJZZ6	1,250,000	0.16	3.94	MBS 30yr	4.50	4/1/2047	Freddie Mac	0.31	79.00
3128P76P3	1,350,000	0.16	3.74	MBS 20yr	3.50	8/1/2034	Freddie Mac	0.24	72.00
3132A9S65	750,000	0.36	3.15	MBS 15yr	2.50	2/1/2032	Freddie Mac	0.17	63.00
3132D57A4	250,000	0.81	4.46	MBS 15yr	2.00	2/1/2036	Freddie Mac	0.33	61.00			4) Create two visualizations analyzing any area of the data set you find interesting
3132GK7H3	250,000	0.06	4.20	MBS 30yr	4.00	11/1/2041	Freddie Mac	0.33	76.00
3133KHSE7	325,000	0.39	5.64	MBS 30yr	3.00	3/1/2050	Freddie Mac	0.60	95.00
3136AMCA5	250,000	0.20	2.52	Agncy CMO Other	2.50	2/25/2036	Fannie Mae	0.11	78.00
3137B0H49	250,000	0.09	2.41	Agncy CMO Other	2.50	7/15/2042	Freddie Mac	0.10	76.00
3138A4E76	875,000	0.02	1.46	MBS 15yr	3.50	1/1/2026	Fannie Mae	0.04	69.00
3138AFC24	250,000	0.06	4.29	MBS 30yr	4.50	5/1/2041	Fannie Mae	0.34	71.00
3138AW3M3	1,750,000	0.08	4.46	MBS 30yr	4.00	11/1/2041	Fannie Mae	0.37	69.00
3138EEQK8	915,000	0.14	3.27	MBS 20yr	3.50	3/1/2032	Fannie Mae	0.18	68.00
3138EJK72	1,500,000	0.09	4.42	MBS 30yr	4.00	3/1/2042	Fannie Mae	0.36	70.00
3138ELQN6	250,000	0.26	5.48	MBS 30yr	3.00	9/1/2043	Fannie Mae	0.54	68.00
3138EPTK0	100,000	0.12	2.41	MBS 15yr	3.50	11/1/2029	Fannie Mae	0.10	70.00
3138ERXM7	365,000	0.13	0.81	MBS ARM	2.08	3/1/2042	Fannie Mae	0.01	61.00
3138MEAF7	200,000	0.17	4.89	MBS 30yr	3.50	10/1/2042	Fannie Mae	0.43	103.00
3138WDHX2	75,000	0.14	2.55	MBS 15yr	3.00	11/1/2029	Fannie Mae	0.11	68.00