Grundlæggende statistik
| Porteføljeværdi | $ 346.882.683 |
| Nuværende stillinger | 490 |
Seneste beholdninger, ydeevne, AUM (fra 13F, 13D)
ERGOX - Eaton Vance Government Opportunities Fund Class R har afsløret 490 samlede besiddelser i deres seneste SEC-arkivering. Den seneste porteføljeværdi er beregnet til at være $ 346.882.683 USD. Faktiske aktiver under forvaltning (AUM) er denne værdi plus kontanter (som ikke er oplyst). ERGOX - Eaton Vance Government Opportunities Fund Class Rs største beholdninger er Unison Trust 2021-1 (US:US90919VAA08) , Fannie Mae REMICS (US:US3136BPF306) , Government National Mortgage Association (US:US38384AQ307) , Government National Mortgage Association (US:US38384D3W57) , and Government National Mortgage Association (US:US38384GBJ85) . ERGOX - Eaton Vance Government Opportunities Fund Class Rs nye stillinger omfatter Unison Trust 2021-1 (US:US90919VAA08) , Fannie Mae REMICS (US:US3136BPF306) , Government National Mortgage Association (US:US38384AQ307) , Government National Mortgage Association (US:US38384D3W57) , and Government National Mortgage Association (US:US38384GBJ85) .
Top øger dette kvartal
Vi bruger ændringen i porteføljeallokeringen, fordi dette er den mest meningsfulde metrik. Ændringer kan skyldes handler eller ændringer i aktiekurser.
| Sikkerhed | Aktier (MM) |
Værdi (MM$) |
Portefølje % | ΔPortefølje % |
|---|---|---|---|---|
| 11,46 | 3,1876 | 3,1876 | ||
| 11,10 | 3,0880 | 3,0880 | ||
| 4,14 | 1,1508 | 1,1508 | ||
| 4,10 | 1,1409 | 1,1409 | ||
| 3,82 | 1,0616 | 1,0616 | ||
| 3,35 | 0,9318 | 0,9318 | ||
| 2,96 | 0,8243 | 0,8243 | ||
| 2,91 | 0,8087 | 0,8087 | ||
| 17,63 | 4,9053 | 0,7610 | ||
| 2,06 | 0,5721 | 0,5721 |
Top falder i dette kvartal
Vi bruger ændringen i porteføljeallokeringen, fordi dette er den mest meningsfulde metrik. Ændringer kan skyldes handler eller ændringer i aktiekurser.
| Sikkerhed | Aktier (MM) |
Værdi (MM$) |
Portefølje % | ΔPortefølje % |
|---|---|---|---|---|
| -19,05 | -5,2998 | -5,2998 | ||
| -11,77 | -3,2744 | -3,2744 | ||
| -9,82 | -2,7334 | -2,7334 | ||
| -6,65 | -1,8514 | -1,8514 | ||
| -4,93 | -1,3707 | -1,3707 | ||
| -4,93 | -1,3707 | -1,3707 | ||
| -4,86 | -1,3521 | -1,3521 | ||
| -4,50 | -1,2515 | -1,2515 | ||
| 2,34 | 2,34 | 0,6513 | -1,1893 | |
| -3,97 | -1,1032 | -1,1032 |
13F og Fondsarkivering
Denne formular blev indsendt den 2025-06-23 for rapporteringsperioden 2025-04-30. Klik på linkikonet for at se den fulde transaktionshistorik.
Opgrader for at låse op for premium-data og eksportere til Excel 
.
2022-07-28: Vigtig note - Vi har ændret behandlingen af kolonnen Δ Portefølje % i denne tabel. Tidligere rapporterede vi det som den procentvise ændring i porteføljeallokeringen. Vi rapporterer det nu som den rå ændring i porteføljeallokeringen (stadig rapporteret som en procent). I formeltermer rapporterede vi det tidligere som 100 * (aktuel allokering - forudgående tildeling) / forudgående tildeling. Vi indberetter det nu som (nuværende tildeling - forudgående tildeling).
| Sikkerhed | Type | Gennemsnitlig aktiekurs | Aktier (MM) |
Δ Aktier (%) |
Δ Aktier (%) |
Værdi ($MM) |
Portefølje (%) |
ΔPortefølje (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| Government National Mortgage Association / ABS-MBS (US38384D7E14) | 20,14 | 2,48 | 5,6025 | -0,0658 | |||||
| NOMURA CORPORATE FDG AMERS LLC / DBT (US65538RAF10) | 17,63 | 22,73 | 4,9053 | 0,7610 | |||||
| CALIFORNIA CUSTOM PROCESSION / ABS-MBS (000000000) | 11,46 | 3,1876 | 3,1876 | ||||||
| REAP HIDDEN HOLLOW / ABS-MBS (000000000) | 11,10 | 3,0880 | 3,0880 | ||||||
| Government National Mortgage Association / ABS-MBS (US38384D7J01) | 10,37 | 1,80 | 2,8845 | -0,0534 | |||||
| US90919VAA08 / Unison Trust 2021-1 | 7,89 | 3,24 | 2,1959 | -0,0094 | |||||
| US3136BPF306 / Fannie Mae REMICS | 7,34 | 4,44 | 2,0422 | 0,0147 | |||||
| US38384AQ307 / Government National Mortgage Association | 6,21 | 1,64 | 1,7290 | -0,0350 | |||||
| US38384D3W57 / Government National Mortgage Association | 5,18 | 1,91 | 1,4404 | -0,0253 | |||||
| US38384GBJ85 / Government National Mortgage Association | 5,18 | 1,91 | 1,4404 | -0,0253 | |||||
| Government National Mortgage Association / ABS-MBS (US38384D3E59) | 5,06 | 2,93 | 1,4086 | -0,0102 | |||||
| Ginnie Mae II Pool / ABS-MBS (US3618F2J975) | 4,95 | -2,88 | 1,3769 | -0,0932 | |||||
| US3133JL7G88 / Freddie Mac Pool | 4,63 | 0,81 | 1,2879 | -0,0368 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 4,38 | 3,35 | 1,2184 | -0,0040 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 4,22 | 5,27 | 1,1733 | 0,0174 | |||||
| US38384BS699 / Government National Mortgage Association | 4,15 | 1,72 | 1,1539 | -0,0223 | |||||
| HIDDEN HOLLOW ENERGY / ABS-MBS (000000000) | 4,14 | 1,1508 | 1,1508 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 4,10 | 1,1409 | 1,1409 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 4,09 | 7,48 | 1,1388 | 0,0403 | |||||
| US38383XXF67 / Government National Mortgage Association | 4,06 | 2,32 | 1,1284 | -0,0150 | |||||
| Ginnie Mae II Pool / ABS-MBS (US3618H9TF58) | 4,05 | 0,15 | 1,1254 | -0,0400 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 3,96 | 3,21 | 1,1012 | -0,0051 | |||||
| US3617XR5T51 / Ginnie Mae II Pool | 3,91 | -2,08 | 1,0891 | -0,0640 | |||||
| Long: BEV56DRW0 IRS USD R V 12MSOFR 1 CCPOIS / Short: BEV56DRW0 IRS USD P F 1.92000 2 CCPOIS / DIR (000000000) | 3,82 | 1,0616 | 1,0616 | ||||||
| US3137HABQ81 / Freddie Mac REMICS | 3,80 | 3,76 | 1,0584 | 0,0008 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 3,70 | -1,88 | 1,0296 | -0,0584 | |||||
| US38384AF656 / Government National Mortgage Association | 3,63 | 1,63 | 1,0087 | -0,0204 | |||||
| KKR / ABS-MBS (000000000) | 3,35 | 0,9318 | 0,9318 | ||||||
| US3618BKMK29 / Ginnie Mae II Pool | 3,23 | -6,99 | 0,8999 | -0,1033 | |||||
| US12530QAE61 / CFMT 2023-H12 LLC | 3,21 | 1,68 | 0,8932 | -0,0177 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 3,21 | 0,98 | 0,8920 | -0,0240 | |||||
| US3140N4EY92 / Fannie Mae Pool | 3,20 | 0,13 | 0,8898 | -0,0319 | |||||
| US3617FYPD34 / Ginnie Mae II Pool | 3,19 | -2,56 | 0,8880 | -0,0568 | |||||
| Champs Trust 2024-1 / ABS-MBS (US15878AAA25) | 3,12 | -10,19 | 0,8684 | -0,1341 | |||||
| US38384ABM45 / Government National Mortgage Association | 3,11 | 1,80 | 0,8659 | -0,0162 | |||||
| US38384BXW61 / Government National Mortgage Association | 3,11 | 1,73 | 0,8657 | -0,0165 | |||||
| US38384B3M12 / Government National Mortgage Association | 3,10 | 3,23 | 0,8633 | -0,0038 | |||||
| FMC Issuer Trust-FMSR / ABS-O (US30191JAB08) | 3,04 | 1,57 | 0,8460 | -0,0174 | |||||
| US 5YR NOTE (CBT) JUN25 / DIR (000000000) | 2,96 | 0,8243 | 0,8243 | ||||||
| JPM Lending Facility / ABS-MBS (000000000) | 2,91 | 0,8087 | 0,8087 | ||||||
| US38384BY622 / Government National Mortgage Association | 2,59 | 3,76 | 0,7216 | 0,0004 | |||||
| US38384B2C49 / Government National Mortgage Association | 2,59 | 1,73 | 0,7214 | -0,0137 | |||||
| US3618AWZW76 / Ginnie Mae II Pool | 2,59 | 0,12 | 0,7210 | -0,0256 | |||||
| Government National Mortgage Association / ABS-MBS (US38384GQP80) | 2,59 | 1,89 | 0,7202 | -0,0128 | |||||
| Ginnie Mae II Pool / ABS-MBS (US3618FGDR25) | 2,58 | 0,16 | 0,7183 | -0,0252 | |||||
| Ginnie Mae II Pool / ABS-MBS (US3618J6FA58) | 2,56 | -0,27 | 0,7130 | -0,0282 | |||||
| Champs Trust 2024-2 / ABS-MBS (US15878BAA08) | 2,55 | -10,22 | 0,7087 | -0,1099 | |||||
| US3617XR6C18 / Ginnie Mae II Pool | 2,37 | -5,73 | 0,6588 | -0,0658 | |||||
| US61747C7074 / Morgan Stanley Institutional Liquidity Funds Government Portfolio, Institutional Class | 2,34 | -63,31 | 2,34 | -63,31 | 0,6513 | -1,1893 | |||
| US3617FMCE16 / Ginnie Mae II Pool | 2,21 | -2,60 | 0,6159 | -0,0396 | |||||
| US30767YAC93 / FARM 2023-1 Mortgage Trust | 2,21 | -0,99 | 0,6145 | -0,0289 | |||||
| US38383XYD01 / Government National Mortgage Association | 2,17 | 0,70 | 0,6027 | -0,0181 | |||||
| Government National Mortgage Association / ABS-MBS (US38384WJ710) | 2,07 | 7,42 | 0,5762 | 0,0201 | |||||
| US3137H9W882 / Freddie Mac REMICS | 2,07 | 1,87 | 0,5754 | -0,0105 | |||||
| US3136BPM815 / Fannie Mae REMICS | 2,07 | 1,82 | 0,5751 | -0,0104 | |||||
| US3136BPR376 / Fannie Mae REMICS | 2,07 | 1,87 | 0,5745 | -0,0104 | |||||
| US38384CFJ36 / Government National Mortgage Association | 2,06 | 3,94 | 0,5725 | 0,0014 | |||||
| Government National Mortgage Association / ABS-MBS (US38385FNY33) | 2,06 | 0,5721 | 0,5721 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 2,05 | 5,02 | 0,5711 | 0,0072 | |||||
| Government National Mortgage Association / ABS-MBS (US38385E2E30) | 2,03 | 0,5650 | 0,5650 | ||||||
| NYMT Loan Trust Series 2024-BPL1 / ABS-MBS (US62956MAA36) | 2,01 | -0,54 | 0,5605 | -0,0237 | |||||
| US3617FUYY57 / Ginnie Mae II Pool | 2,01 | -4,28 | 0,5602 | -0,0465 | |||||
| Mello Warehouse Securitization Trust 2025-1 / ABS-MBS (US58550CAF23) | 2,01 | 0,5592 | 0,5592 | ||||||
| US3618ATL412 / Ginnie Mae II Pool | 1,98 | 0,30 | 0,5508 | -0,0187 | |||||
| US3618BKMQ98 / Ginnie Mae II Pool | 1,98 | 0,30 | 0,5505 | -0,0186 | |||||
| US3618AECE28 / Ginnie Mae II Pool | 1,97 | 0,10 | 0,5470 | -0,0197 | |||||
| US3617FMB773 / Ginnie Mae II Pool | 1,91 | 0,00 | 0,5318 | -0,0195 | |||||
| US3140N7CN86 / Fannie Mae Pool | 1,88 | 0,27 | 0,5236 | -0,0179 | |||||
| VINE 2023-SFR1 Trust / ABS-O (US91825KAE73) | 1,88 | 2,23 | 0,5223 | -0,0075 | |||||
| US3618BKMN67 / Ginnie Mae II Pool | 1,87 | -2,60 | 0,5209 | -0,0337 | |||||
| US3140N7CS73 / Fannie Mae Pool | 1,87 | -0,11 | 0,5207 | -0,0198 | |||||
| US3618BKMJ55 / Ginnie Mae II Pool | 1,87 | -2,91 | 0,5201 | -0,0354 | |||||
| US3133KQJL14 / Freddie Mac Pool | 1,86 | 0,22 | 0,5177 | -0,0179 | |||||
| US38384AGR86 / Government National Mortgage Association | 1,84 | 2,34 | 0,5109 | -0,0069 | |||||
| US3618BWMD24 / Ginnie Mae II Pool | 1,82 | -2,21 | 0,5055 | -0,0304 | |||||
| US3618AUDD77 / Ginnie Mae II Pool | 1,80 | 0,39 | 0,5018 | -0,0165 | |||||
| US3618BKL807 / Ginnie Mae II Pool | 1,79 | -2,50 | 0,4986 | -0,0317 | |||||
| US3617FUXT71 / Ginnie Mae II Pool | 1,78 | 0,40 | 0,4949 | -0,0160 | |||||
| US3618BKMD85 / Ginnie Mae II Pool | 1,77 | 0,06 | 0,4935 | -0,0177 | |||||
| US3618AE3R34 / Ginnie Mae II Pool | 1,76 | 0,00 | 0,4889 | -0,0182 | |||||
| US3617FUYW91 / Ginnie Mae II Pool | 1,75 | 0,40 | 0,4859 | -0,0158 | |||||
| US38383DUX47 / Government National Mortgage Association | 1,74 | -2,30 | 0,4838 | -0,0295 | |||||
| US3618F22X24 / Ginnie Mae II Pool | 1,71 | 0,29 | 0,4764 | -0,0161 | |||||
| US3140QRSP96 / Fannie Mae Pool | 1,70 | -2,69 | 0,4725 | -0,0310 | |||||
| US38383LCP31 / Government National Mortgage Association | 1,68 | 3,06 | 0,4685 | -0,0028 | |||||
| US3617FMCC59 / Ginnie Mae II Pool | 1,68 | -2,89 | 0,4680 | -0,0314 | |||||
| US3617FMCQ46 / Ginnie Mae II Pool | 1,66 | -3,50 | 0,4607 | -0,0343 | |||||
| US3618APGM54 / Ginnie Mae II Pool | 1,65 | 0,30 | 0,4604 | -0,0153 | |||||
| US3618A9EW18 / Ginnie Mae II Pool | 1,64 | -6,28 | 0,4566 | -0,0486 | |||||
| US3618AP6M65 / Ginnie Mae II Pool | 1,63 | -5,12 | 0,4541 | -0,0422 | |||||
| US3133KQKD78 / Freddie Mac Pool | 1,62 | -2,05 | 0,4518 | -0,0264 | |||||
| US38384C7X13 / Government National Mortgage Association | 1,61 | -7,25 | 0,4484 | -0,0528 | |||||
| US38384AGA51 / Government National Mortgage Association | 1,61 | -0,56 | 0,4482 | -0,0192 | |||||
| US3618AECC61 / Ginnie Mae II Pool | 1,58 | 0,19 | 0,4385 | -0,0154 | |||||
| US38384BXQ93 / Government National Mortgage Association | 1,56 | 1,70 | 0,4328 | -0,0083 | |||||
| US38382LXQ93 / Government National Mortgage Association | 1,55 | 0,58 | 0,4307 | -0,0133 | |||||
| US3618ASK283 / Ginnie Mae II Pool | 1,53 | 0,46 | 0,4262 | -0,0136 | |||||
| US169926AC67 / CHNGE Mortgage Trust 2023-2 | 1,52 | -19,15 | 0,4229 | -0,1197 | |||||
| US3618BKMG17 / Ginnie Mae II Pool | 1,51 | -12,23 | 0,4194 | -0,0761 | |||||
| US38384AM751 / Government National Mortgage Association | 1,48 | 0,75 | 0,4125 | -0,0121 | |||||
| US38384ACL52 / Government National Mortgage Association | 1,48 | 0,82 | 0,4119 | -0,0116 | |||||
| US38384BLX72 / Government National Mortgage Association | 1,46 | -0,41 | 0,4052 | -0,0166 | |||||
| CHAMPS TRUST 2024-3 / ABS-MBS (US15878CAA80) | 1,46 | -4,84 | 0,4051 | -0,0365 | |||||
| Ginnie Mae II Pool / ABS-MBS (US3618J6FB32) | 1,44 | -0,35 | 0,4017 | -0,0161 | |||||
| US38383U4S66 / Government National Mortgage Association | 1,41 | 2,91 | 0,3933 | -0,0030 | |||||
| US3617FYPC50 / Ginnie Mae II Pool | 1,40 | 0,65 | 0,3885 | -0,0119 | |||||
| US3618AUC559 / Ginnie Mae II Pool | 1,40 | 0,43 | 0,3884 | -0,0128 | |||||
| US3618A5NA74 / Ginnie Mae II Pool | 1,35 | 0,30 | 0,3764 | -0,0126 | |||||
| US38382WWM53 / Government National Mortgage Association | 1,35 | 11,14 | 0,3748 | 0,0252 | |||||
| US3618BCV209 / Ginnie Mae II Pool | 1,35 | -2,82 | 0,3745 | -0,0253 | |||||
| US38382KAF03 / Government National Mortgage Association | 1,34 | 0,45 | 0,3718 | -0,0120 | |||||
| US3618A85F09 / Ginnie Mae II Pool | 1,34 | -1,69 | 0,3715 | -0,0204 | |||||
| US38383LGB09 / Government National Mortgage Association | 1,33 | 1,15 | 0,3689 | -0,0091 | |||||
| US3140QSBK65 / Fannie Mae Pool | 1,32 | -0,08 | 0,3676 | -0,0140 | |||||
| US3618A87D33 / Ginnie Mae II Pool | 1,31 | -10,36 | 0,3638 | -0,0569 | |||||
| US3618AMBB14 / Ginnie Mae II Pool | 1,28 | 0,47 | 0,3549 | -0,0112 | |||||
| US3140NQQX92 / Fannie Mae Pool | 1,27 | 0,32 | 0,3542 | -0,0120 | |||||
| US38383APQ12 / Government National Mortgage Association | 1,27 | 14,72 | 0,3535 | 0,0340 | |||||
| US3618BCV464 / Ginnie Mae II Pool | 1,27 | -3,64 | 0,3533 | -0,0268 | |||||
| US38383X6V14 / Government National Mortgage Association | 1,27 | 1,60 | 0,3528 | -0,0071 | |||||
| Ginnie Mae II Pool / ABS-MBS (US3618FGDS08) | 1,25 | 0,16 | 0,3481 | -0,0123 | |||||
| US3133BW5R08 / Freddie Mac Pool | 1,24 | -0,16 | 0,3436 | -0,0132 | |||||
| US14732KAA97 / Cascade MH Asset Trust, Series 2022-MH1, Class A | 1,23 | -0,49 | 0,3420 | -0,0142 | |||||
| US31385HJT05 / FANNIE MAE 3.714% 07/01/2036 FAR FNARM | 1,21 | -7,66 | 0,3354 | -0,0411 | |||||
| US38382KWY53 / Government National Mortgage Association | 1,17 | -0,42 | 0,3269 | -0,0134 | |||||
| US3617FMB690 / Ginnie Mae II Pool | 1,17 | 0,43 | 0,3250 | -0,0106 | |||||
| US3618B1RS23 / Ginnie Mae II Pool | 1,17 | -2,84 | 0,3242 | -0,0217 | |||||
| US38382W5G83 / Government National Mortgage Association | 1,16 | 1,84 | 0,3238 | -0,0058 | |||||
| US3140NJJQ81 / Fannie Mae Pool | 1,15 | 0,35 | 0,3188 | -0,0105 | |||||
| US35564XBE04 / Freddie Mac STACR 2019-HQA3 | 1,15 | 0,00 | 0,3186 | -0,0118 | |||||
| US3140N7KF60 / Fannie Mae Pool | 1,13 | 0,62 | 0,3151 | -0,0096 | |||||
| US3618BDHZ10 / Ginnie Mae II Pool | 1,13 | -11,19 | 0,3137 | -0,0525 | |||||
| US3618AS3Z42 / Ginnie Mae II Pool | 1,13 | 0,18 | 0,3135 | -0,0109 | |||||
| US3618AEBD53 / Ginnie Mae II Pool | 1,11 | -21,94 | 0,3091 | -0,1012 | |||||
| US3617FFDR68 / Ginnie Mae II Pool | 1,09 | 0,18 | 0,3045 | -0,0106 | |||||
| US3140QSQ208 / Fannie Mae Pool | 1,08 | -11,48 | 0,3003 | -0,0514 | |||||
| US3618ATX896 / Ginnie Mae II Pool | 1,07 | 0,28 | 0,2988 | -0,0101 | |||||
| US3618A8QA86 / Ginnie Mae II Pool | 1,07 | 0,47 | 0,2983 | -0,0095 | |||||
| US50205BAA17 / CORP CMO | 1,06 | -0,19 | 0,2947 | -0,0116 | |||||
| US3140NMHA86 / Fannie Mae Pool | 1,06 | 0,57 | 0,2945 | -0,0092 | |||||
| US3136BDC630 / Fannie Mae REMICS | 1,05 | 0,67 | 0,2930 | -0,0087 | |||||
| US3618BWMF71 / Ginnie Mae II Pool | 1,04 | 0,19 | 0,2907 | -0,0100 | |||||
| US3137F6BM81 / Freddie Mac REMICS | 1,04 | 9,79 | 0,2903 | 0,0162 | |||||
| US3137F9WE75 / Freddie Mac REMICS | 1,03 | 1,08 | 0,2863 | -0,0073 | |||||
| US38382XJH98 / Government National Mortgage Association | 1,02 | 5,81 | 0,2838 | 0,0056 | |||||
| US3618B3DQ78 / Ginnie Mae II Pool | 1,02 | 0,30 | 0,2837 | -0,0097 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1,01 | 0,2823 | 0,2823 | ||||||
| US3618F6XF83 / Ginnie Mae II Pool | 1,01 | 0,20 | 0,2801 | -0,0096 | |||||
| US3618B1RV51 / Ginnie Mae II Pool | 1,00 | -7,93 | 0,2780 | -0,0352 | |||||
| US3618B1P390 / Ginnie Mae II Pool | 1,00 | -14,33 | 0,2777 | -0,0584 | |||||
| US53946TAB89 / LOANDEPOT GMSR Trust | 1,00 | 0,00 | 0,2775 | -0,0103 | |||||
| US3618AQ5X12 / Ginnie Mae II Pool | 0,99 | -4,07 | 0,2754 | -0,0221 | |||||
| US3618AEBF02 / Ginnie Mae II Pool | 0,98 | 0,00 | 0,2726 | -0,0101 | |||||
| US3618AGXC80 / Ginnie Mae II Pool | 0,98 | 0,41 | 0,2724 | -0,0090 | |||||
| US3618B3DM64 / Ginnie Mae II Pool | 0,98 | 0,10 | 0,2721 | -0,0097 | |||||
| US3618BCZC40 / Ginnie Mae II Pool | 0,98 | 0,41 | 0,2721 | -0,0089 | |||||
| US38383LBU35 / Government National Mortgage Association | 0,98 | 3,17 | 0,2713 | -0,0014 | |||||
| U.S. Treasury Bills / STIV (US912797QA86) | 0,97 | 0,2703 | 0,2703 | ||||||
| US3136AAWG60 / Fannie Mae REMICS | 0,96 | 1,92 | 0,2658 | -0,0045 | |||||
| US3136BDQ432 / Fannie Mae REMICS | 0,95 | 0,21 | 0,2650 | -0,0093 | |||||
| US3618AVMP89 / Ginnie Mae II Pool | 0,95 | 0,74 | 0,2641 | -0,0076 | |||||
| US38382LPC99 / Government National Mortgage Association | 0,94 | 0,43 | 0,2627 | -0,0085 | |||||
| US38383DCB29 / Government National Mortgage Association | 0,94 | -1,57 | 0,2614 | -0,0141 | |||||
| US3618F5VL96 / Ginnie Mae II Pool | 0,94 | -6,69 | 0,2602 | -0,0291 | |||||
| US3136BDQ689 / Fannie Mae REMICS | 0,93 | 0,65 | 0,2596 | -0,0076 | |||||
| US3618BVGL31 / Ginnie Mae II Pool | 0,93 | -7,29 | 0,2584 | -0,0306 | |||||
| US3618AA3U45 / Ginnie Mae II Pool | 0,93 | -11,63 | 0,2580 | -0,0446 | |||||
| US65246QAA76 / NZES_21-GNT1 | 0,93 | -4,04 | 0,2577 | -0,0209 | |||||
| US3618AQ2V82 / Ginnie Mae II Pool | 0,92 | 0,55 | 0,2567 | -0,0079 | |||||
| US3617FUZD02 / Ginnie Mae II Pool | 0,90 | -18,72 | 0,2502 | -0,0689 | |||||
| US3618A54C41 / Ginnie Mae II Pool | 0,90 | 0,56 | 0,2501 | -0,0079 | |||||
| US38382NXA08 / Government National Mortgage Association | 0,89 | 0,34 | 0,2486 | -0,0083 | |||||
| US3618ATZM65 / Ginnie Mae II Pool | 0,89 | 0,00 | 0,2467 | -0,0089 | |||||
| US3137FXMN52 / Freddie Mac REMICS | 0,87 | 0,81 | 0,2415 | -0,0070 | |||||
| US3133BQEX08 / Freddie Mac Pool | 0,86 | 0,35 | 0,2385 | -0,0081 | |||||
| US3618AP5K19 / Ginnie Mae II Pool | 0,86 | -48,86 | 0,2379 | -0,2446 | |||||
| US3617LC6W37 / Ginnie Mae II Pool | 0,85 | 0,47 | 0,2360 | -0,0076 | |||||
| US3617FMCF80 / Ginnie Mae II Pool | 0,85 | 0,36 | 0,2352 | -0,0080 | |||||
| US3128HWPJ06 / Freddie Mac Strips | 0,83 | -1,20 | 0,2298 | -0,0115 | |||||
| US69547YAN04 / PAGAYA AI TECHNOLOGY IN HOUSIN | 0,82 | 3,13 | 0,2293 | -0,0013 | |||||
| US3133KQVD59 / Freddie Mac Pool | 0,82 | -12,10 | 0,2286 | -0,0408 | |||||
| US38382LAN10 / Government National Mortgage Association | 0,80 | 0,12 | 0,2232 | -0,0079 | |||||
| US38383FCW14 / Government National Mortgage Association | 0,79 | 14,76 | 0,2207 | 0,0213 | |||||
| US3618AWA385 / Ginnie Mae II Pool | 0,79 | 0,00 | 0,2202 | -0,0081 | |||||
| US3140N5DK72 / Fannie Mae Pool | 0,79 | 0,64 | 0,2202 | -0,0068 | |||||
| US3618A84C86 / Ginnie Mae II Pool | 0,79 | 0,51 | 0,2195 | -0,0069 | |||||
| US31397T3D22 / Freddie Mac REMICS | 0,78 | -2,27 | 0,2158 | -0,0131 | |||||
| US3618B1JT97 / Ginnie Mae II Pool | 0,77 | -14,57 | 0,2139 | -0,0455 | |||||
| US38380GWN05 / Government National Mortgage Association | 0,77 | -1,41 | 0,2135 | -0,0109 | |||||
| US3133KQAK22 / Freddie Mac Pool | 0,76 | -5,50 | 0,2105 | -0,0204 | |||||
| US3618BDJW60 / Ginnie Mae II Pool | 0,76 | 0,67 | 0,2101 | -0,0065 | |||||
| US3618AJWN93 / Ginnie Mae II Pool | 0,75 | 0,53 | 0,2100 | -0,0064 | |||||
| US38382T5V23 / Government National Mortgage Association | 0,74 | -5,23 | 0,2070 | -0,0192 | |||||
| US38384ARX36 / Government National Mortgage Association | 0,74 | 0,68 | 0,2068 | -0,0062 | |||||
| US3618AYUG38 / Ginnie Mae II Pool | 0,74 | 0,14 | 0,2059 | -0,0075 | |||||
| US3618B72W77 / Ginnie Mae II Pool | 0,73 | -10,40 | 0,2037 | -0,0323 | |||||
| US38382UZ797 / Government National Mortgage Association | 0,73 | 2,10 | 0,2027 | -0,0031 | |||||
| US3618AP6N49 / Ginnie Mae II Pool | 0,73 | 0,00 | 0,2024 | -0,0073 | |||||
| US38382URP83 / Government National Mortgage Association | 0,72 | -2,29 | 0,2016 | -0,0125 | |||||
| US3618AE6W91 / Ginnie Mae II Pool | 0,72 | 0,56 | 0,2007 | -0,0063 | |||||
| US3136AJWR35 / Fannie Mae REMICS | 0,69 | -1,00 | 0,1924 | -0,0091 | |||||
| US3136BA2V53 / Fannie Mae REMICS | 0,69 | 0,00 | 0,1911 | -0,0069 | |||||
| US38382XH245 / Government National Mortgage Association | 0,69 | 9,94 | 0,1911 | 0,0111 | |||||
| US3618AWLB85 / Ginnie Mae II Pool | 0,69 | -4,46 | 0,1906 | -0,0163 | |||||
| US3618BA4D01 / Ginnie Mae II Pool | 0,67 | -7,54 | 0,1875 | -0,0230 | |||||
| US3618A5NB57 / Ginnie Mae II Pool | 0,67 | 0,15 | 0,1857 | -0,0067 | |||||
| US3618AFWU15 / Ginnie Mae II Pool | 0,66 | -10,39 | 0,1849 | -0,0292 | |||||
| US3618AFV576 / Ginnie Mae II Pool | 0,65 | 0,00 | 0,1820 | -0,0068 | |||||
| US3133BN4R16 / Freddie Mac Pool | 0,65 | -5,78 | 0,1815 | -0,0182 | |||||
| US38382LAC54 / Government National Mortgage Association | 0,65 | 0,46 | 0,1807 | -0,0058 | |||||
| US3133KRL514 / Freddie Mac Pool | 0,65 | -15,84 | 0,1805 | -0,0418 | |||||
| Ginnie Mae II Pool / ABS-MBS (US36179Y7H13) | 0,64 | -26,60 | 0,1791 | -0,0738 | |||||
| US38383VQL52 / Government National Mortgage Association | 0,63 | 1,28 | 0,1764 | -0,0042 | |||||
| US3618AFJR33 / Ginnie Mae II Pool | 0,62 | 0,00 | 0,1734 | -0,0064 | |||||
| US3137F9NV91 / Freddie Mac REMICS | 0,62 | 8,20 | 0,1726 | 0,0070 | |||||
| US38382KXR93 / Government National Mortgage Association | 0,62 | -0,32 | 0,1725 | -0,0071 | |||||
| US3137FWJW16 / Freddie Mac REMICS | 0,61 | 0,66 | 0,1710 | -0,0050 | |||||
| US3618AMBL95 / Ginnie Mae II Pool | 0,61 | -7,47 | 0,1691 | -0,0203 | |||||
| Government National Mortgage Association / ABS-MBS (US38384MLP04) | 0,60 | -18,03 | 0,1670 | -0,0443 | |||||
| US3618AUEB03 / Ginnie Mae II Pool | 0,60 | -3,54 | 0,1668 | -0,0125 | |||||
| US3617FYN948 / Ginnie Mae II Pool | 0,59 | 0,51 | 0,1652 | -0,0052 | |||||
| US3137FVS603 / Freddie Mac REMICS | 0,56 | 0,71 | 0,1570 | -0,0048 | |||||
| US3137H3V580 / Freddie Mac REMICS | 0,55 | 9,31 | 0,1536 | 0,0079 | |||||
| US3618BDJX44 / Ginnie Mae II Pool | 0,55 | -0,18 | 0,1535 | -0,0057 | |||||
| US3618AJWQ25 / Ginnie Mae II Pool | 0,55 | 0,00 | 0,1535 | -0,0057 | |||||
| US38383ACD46 / Government National Mortgage Association | 0,55 | 2,63 | 0,1524 | -0,0015 | |||||
| Ginnie Mae II Pool / ABS-MBS (US36179YSU90) | 0,54 | -20,15 | 0,1513 | -0,0449 | |||||
| US3136ABV594 / Fannie Mae REMICS | 0,54 | 3,47 | 0,1496 | -0,0003 | |||||
| US3137FVYJ56 / Freddie Mac REMICS | 0,53 | 0,57 | 0,1474 | -0,0045 | |||||
| US3136FENW88 / Fannie Mae Interest Strip | 0,53 | -1,13 | 0,1462 | -0,0072 | |||||
| US3618A5RD77 / Ginnie Mae II Pool | 0,52 | 0,39 | 0,1444 | -0,0049 | |||||
| US38383CV727 / Government National Mortgage Association | 0,52 | -2,82 | 0,1437 | -0,0095 | |||||
| US38382DQJ18 / Government National Mortgage Association | 0,52 | 0,78 | 0,1435 | -0,0040 | |||||
| US38381DP879 / Government National Mortgage Association | 0,51 | 2,40 | 0,1426 | -0,0018 | |||||
| US3617FYPE17 / Ginnie Mae II Pool | 0,51 | 0,00 | 0,1422 | -0,0053 | |||||
| US38382WAY30 / Government National Mortgage Association | 0,51 | -1,17 | 0,1410 | -0,0069 | |||||
| US3618B3DN48 / Ginnie Mae II Pool | 0,51 | 0,20 | 0,1409 | -0,0050 | |||||
| US3618BDH404 / Ginnie Mae II Pool | 0,51 | -0,20 | 0,1407 | -0,0053 | |||||
| US69354WAF32 / PNMAC GMSR Issuer Trust | 0,50 | -0,59 | 0,1404 | -0,0059 | |||||
| SBAIO 2018-4 Trust / ABS-O (US78415CAA62) | 0,50 | -1,75 | 0,1403 | -0,0079 | |||||
| US3618BDH321 / Ginnie Mae II Pool | 0,50 | -0,20 | 0,1401 | -0,0055 | |||||
| US3136BFLT88 / Fannie Mae REMICS | 0,49 | 1,44 | 0,1370 | -0,0031 | |||||
| Ginnie Mae II Pool / ABS-MBS (US3618GKNN04) | 0,49 | -0,41 | 0,1366 | -0,0054 | |||||
| US85521DAQ51 / STAR 2021-SFR1 Trust | 0,48 | 1,26 | 0,1338 | -0,0034 | |||||
| US3618AFV402 / Ginnie Mae II Pool | 0,48 | -12,09 | 0,1336 | -0,0242 | |||||
| US12547QAA58 / CHNGE Mortgage Trust 2023-1 | 0,48 | -8,94 | 0,1334 | -0,0185 | |||||
| US3618AJWP42 / Ginnie Mae II Pool | 0,48 | 0,00 | 0,1328 | -0,0048 | |||||
| US38382K4V23 / Government National Mortgage Association | 0,48 | 0,42 | 0,1326 | -0,0044 | |||||
| US3617FQTK07 / Ginnie Mae II Pool | 0,47 | 0,64 | 0,1317 | -0,0041 | |||||
| US38381ETV01 / Government National Mortgage Association | 0,47 | 1,73 | 0,1311 | -0,0027 | |||||
| US3618B54N96 / Ginnie Mae II Pool | 0,47 | 0,21 | 0,1303 | -0,0046 | |||||
| US3618BVQF52 / Ginnie Mae II Pool | 0,47 | 0,22 | 0,1297 | -0,0044 | |||||
| US38383WCX20 / Government National Mortgage Association | 0,46 | 23,14 | 0,1289 | 0,0202 | |||||
| US38381DZF04 / Government National Mortgage Association | 0,46 | 1,32 | 0,1281 | -0,0031 | |||||
| US3137B1WD08 / Freddie Mac REMICS | 0,46 | -0,65 | 0,1280 | -0,0057 | |||||
| US38381DRX02 / GNMA, Series 2021-101 | 0,45 | 1,12 | 0,1261 | -0,0032 | |||||
| US3128C6R769 / Freddie Mac Gold Pool | 0,44 | -1,34 | 0,1234 | -0,0063 | |||||
| US3136BA3A08 / Fannie Mae REMICS | 0,44 | 0,68 | 0,1232 | -0,0037 | |||||
| US3618BWLT84 / Ginnie Mae II Pool | 0,44 | 0,00 | 0,1222 | -0,0046 | |||||
| US3618AQ4X21 / Ginnie Mae II Pool | 0,44 | 0,69 | 0,1216 | -0,0037 | |||||
| US38383UAY64 / Government National Mortgage Association | 0,42 | 75,00 | 0,1169 | 0,0475 | |||||
| US3618AVMN32 / Ginnie Mae II Pool | 0,41 | -7,85 | 0,1145 | -0,0142 | |||||
| US3618ATRV56 / Ginnie Mae II Pool | 0,41 | 0,24 | 0,1142 | -0,0039 | |||||
| US3617FYPB77 / Ginnie Mae II Pool | 0,41 | 0,50 | 0,1131 | -0,0035 | |||||
| US3137FVPY25 / Freddie Mac REMICS | 0,40 | 1,01 | 0,1117 | -0,0032 | |||||
| US3618BDH578 / Ginnie Mae II Pool | 0,40 | 0,00 | 0,1114 | -0,0041 | |||||
| US3137F6JE83 / Freddie Mac REMICS | 0,40 | 9,02 | 0,1113 | 0,0055 | |||||
| US3617M7BU12 / Ginnie Mae II Pool | 0,40 | 1,02 | 0,1107 | -0,0029 | |||||
| US31325W4K50 / Freddie Mac Strips | 0,39 | -2,50 | 0,1088 | -0,0068 | |||||
| US38382FP575 / Government National Mortgage Association | 0,39 | 9,27 | 0,1085 | 0,0055 | |||||
| US3137FQFS71 / Freddie Mac REMICS | 0,38 | 1,60 | 0,1058 | -0,0022 | |||||
| US3136AJDD59 / Fannie Mae REMICS | 0,38 | 4,74 | 0,1047 | 0,0009 | |||||
| US3618AP4R70 / Ginnie Mae II Pool | 0,37 | 0,00 | 0,1029 | -0,0037 | |||||
| US3618AP6P96 / Ginnie Mae II Pool | 0,37 | 0,00 | 0,1028 | -0,0038 | |||||
| US3618AVMQ62 / Ginnie Mae II Pool | 0,37 | 0,55 | 0,1025 | -0,0033 | |||||
| US3618B6VN76 / Ginnie Mae II Pool | 0,36 | -46,39 | 0,1014 | -0,0946 | |||||
| US3136B1TS32 / Fannie Mae REMICS | 0,36 | 0,28 | 0,0999 | -0,0034 | |||||
| US38383CGN48 / Government National Mortgage Association | 0,36 | 11,21 | 0,0995 | 0,0067 | |||||
| US3618A53X96 / Ginnie Mae II Pool | 0,36 | -23,93 | 0,0992 | -0,0360 | |||||
| US3137AUH690 / Freddie Mac REMICS | 0,35 | 7,32 | 0,0981 | 0,0033 | |||||
| US38381TP412 / Government National Mortgage Association | 0,35 | 15,79 | 0,0979 | 0,0101 | |||||
| US3618AV5W21 / Ginnie Mae II Pool | 0,34 | -11,52 | 0,0941 | -0,0162 | |||||
| US38383VVC98 / Government National Mortgage Association | 0,34 | 1,50 | 0,0941 | -0,0022 | |||||
| US38383WAQ96 / Government National Mortgage Association | 0,34 | 1,50 | 0,0941 | -0,0022 | |||||
| US3137FVR464 / Freddie Mac REMICS | 0,33 | 0,60 | 0,0930 | -0,0029 | |||||
| US3137FVW407 / Freddie Mac REMICS | 0,32 | 0,63 | 0,0897 | -0,0027 | |||||
| US3618B9LK86 / Ginnie Mae II Pool | 0,32 | 0,00 | 0,0886 | -0,0032 | |||||
| US3618AFJQ59 / Ginnie Mae II Pool | 0,32 | 0,00 | 0,0879 | -0,0032 | |||||
| US38382E7X96 / Government National Mortgage Association | 0,31 | -2,50 | 0,0870 | -0,0054 | |||||
| US31300LP903 / Freddie Mac Non Gold Pool | 0,31 | -5,47 | 0,0866 | -0,0084 | |||||
| US38380YYS89 / Government National Mortgage Association | 0,30 | 16,73 | 0,0837 | 0,0094 | |||||
| US3618A9D515 / Ginnie Mae II Pool | 0,30 | -6,92 | 0,0826 | -0,0093 | |||||
| Long: BMIERJVJ6 IRS USD R V 12MSOFR BMIERJVL1 CCPOIS / Short: BMIERJVJ6 IRS USD P F 3.75850 BMIERJVK3 CCPOIS / DIR (000000000) | 0,30 | 0,0825 | 0,0825 | ||||||
| US3137AUH443 / Freddie Mac REMICS | 0,30 | 7,27 | 0,0823 | 0,0028 | |||||
| US31385HJ780 / Fannie Mae Pool | 0,29 | -4,29 | 0,0809 | -0,0066 | |||||
| US3618BDNC50 / Ginnie Mae II Pool | 0,29 | 0,00 | 0,0809 | -0,0029 | |||||
| US3618AFAN10 / Ginnie Mae II Pool | 0,29 | 0,70 | 0,0802 | -0,0025 | |||||
| US3618ANUT93 / Ginnie Mae II Pool | 0,28 | 0,00 | 0,0786 | -0,0029 | |||||
| US3137FVUE06 / Freddie Mac REMICS | 0,28 | 0,36 | 0,0784 | -0,0026 | |||||
| US3137FRWB37 / Freddie Mac REMICS | 0,28 | 19,91 | 0,0772 | 0,0106 | |||||
| US31300MNK52 / Freddie Mac Non Gold Pool | 0,27 | -4,20 | 0,0763 | -0,0063 | |||||
| US3136B9EX18 / Fannie Mae REMICS | 0,27 | 19,74 | 0,0761 | 0,0101 | |||||
| US38381R4M88 / Government National Mortgage Association | 0,27 | 30,14 | 0,0759 | 0,0156 | |||||
| US38382NPV37 / Government National Mortgage Association | 0,26 | 8,75 | 0,0727 | 0,0033 | |||||
| US3618AHYY74 / Ginnie Mae II Pool | 0,26 | 0,00 | 0,0714 | -0,0026 | |||||
| US3136AEJM08 / Fannie Mae REMICS | 0,25 | 9,82 | 0,0685 | 0,0039 | |||||
| US3137FY4G83 / Freddie Mac REMICS | 0,24 | -0,83 | 0,0665 | -0,0029 | |||||
| US38383TP566 / Government National Mortgage Association | 0,24 | 57,72 | 0,0654 | 0,0224 | |||||
| US38382NRE93 / Government National Mortgage Association | 0,23 | 9,71 | 0,0630 | 0,0034 | |||||
| US38383VXN36 / Government National Mortgage Association | 0,22 | 1,36 | 0,0623 | -0,0015 | |||||
| US38382GB359 / Government National Mortgage Association | 0,22 | -0,89 | 0,0619 | -0,0030 | |||||
| US38383UQX18 / Government National Mortgage Association | 0,22 | 66,92 | 0,0605 | 0,0229 | |||||
| US38381RHB87 / Government National Mortgage Association | 0,22 | 17,93 | 0,0604 | 0,0071 | |||||
| US38383V2Z00 / Government National Mortgage Association | 0,21 | 0,95 | 0,0592 | -0,0014 | |||||
| US38382T5C42 / Government National Mortgage Association | 0,21 | 9,84 | 0,0590 | 0,0034 | |||||
| US38383WHX74 / Government National Mortgage Association | 0,21 | 1,93 | 0,0588 | -0,0010 | |||||
| US3137AUH773 / Freddie Mac REMICS | 0,21 | 7,81 | 0,0578 | 0,0024 | |||||
| US3618BJ6V99 / Ginnie Mae II Pool | 0,20 | 0,00 | 0,0563 | -0,0021 | |||||
| US3618AVC953 / Ginnie Mae II Pool | 0,20 | 0,00 | 0,0563 | -0,0020 | |||||
| US3137B55L32 / Freddie Mac REMICS | 0,20 | -2,45 | 0,0556 | -0,0035 | |||||
| US3617L7YU74 / Ginnie Mae II Pool | 0,20 | 0,51 | 0,0550 | -0,0017 | |||||
| US3618AUD540 / Ginnie Mae II Pool | 0,20 | 0,00 | 0,0548 | -0,0020 | |||||
| US3136AAZX66 / Fannie Mae REMICS | 0,20 | 8,94 | 0,0543 | 0,0025 | |||||
| US3617AUBH27 / Ginnie Mae I Pool | 0,19 | 0,52 | 0,0538 | -0,0017 | |||||
| US3618AV6U55 / Ginnie Mae II Pool | 0,19 | 0,00 | 0,0538 | -0,0020 | |||||
| US3137B4AK28 / Freddie Mac REMICS | 0,19 | 11,63 | 0,0536 | 0,0039 | |||||
| US38383HMV86 / Government National Mortgage Association | 0,18 | 26,90 | 0,0513 | 0,0093 | |||||
| US3618APKQ13 / Ginnie Mae II Pool | 0,18 | 0,00 | 0,0492 | -0,0018 | |||||
| US3617FWVH18 / Ginnie Mae II Pool | 0,18 | -57,49 | 0,0490 | -0,0705 | |||||
| US3618BDWK75 / Ginnie Mae II Pool | 0,17 | 0,00 | 0,0478 | -0,0017 | |||||
| US3617FCZX67 / Ginnie Mae II Pool | 0,16 | 0,00 | 0,0457 | -0,0017 | |||||
| US3137F3NP53 / Freddie Mac REMICS | 0,16 | -4,71 | 0,0451 | -0,0040 | |||||
| US3618B5YV82 / Ginnie Mae II Pool | 0,16 | 0,00 | 0,0436 | -0,0016 | |||||
| US3618BDLE35 / Ginnie Mae II Pool | 0,16 | 0,00 | 0,0432 | -0,0015 | |||||
| US3617FRXZ03 / Ginnie Mae II Pool | 0,16 | 0,00 | 0,0431 | -0,0016 | |||||
| US3618B7YD41 / Ginnie Mae II Pool | 0,15 | 0,00 | 0,0428 | -0,0015 | |||||
| US3618B7Y365 / Ginnie Mae II Pool | 0,15 | 0,00 | 0,0419 | -0,0015 | |||||
| US3137BSLH45 / Freddie Mac REMICS | 0,15 | 8,70 | 0,0418 | 0,0018 | |||||
| US3137FDQ621 / Freddie Mac REMICS | 0,15 | -4,49 | 0,0416 | -0,0036 | |||||
| US3137F7ZW80 / Freddie Mac REMICS | 0,15 | 43,27 | 0,0415 | 0,0113 | |||||
| US3618AKMP25 / Ginnie Mae II Pool | 0,15 | 0,00 | 0,0414 | -0,0015 | |||||
| US3618B73P18 / Ginnie Mae II Pool | 0,15 | 0,00 | 0,0414 | -0,0015 | |||||
| US3618AKMR80 / Ginnie Mae II Pool | 0,15 | 0,00 | 0,0412 | -0,0015 | |||||
| US3618BCVZ70 / Ginnie Mae II Pool | 0,15 | -0,68 | 0,0408 | -0,0016 | |||||
| US3618AE4A99 / Ginnie Mae II Pool | 0,15 | 0,00 | 0,0405 | -0,0015 | |||||
| US3618AGHS17 / Ginnie Mae II Pool | 0,14 | 0,00 | 0,0393 | -0,0015 | |||||
| US3618AKMN76 / Ginnie Mae II Pool | 0,14 | 0,00 | 0,0384 | -0,0014 | |||||
| US31370Q6L89 / Fannie Mae Pool | 0,14 | -4,86 | 0,0384 | -0,0034 | |||||
| US3137FCT205 / Freddie Mac REMICS | 0,14 | -4,86 | 0,0383 | -0,0034 | |||||
| US3137FWU656 / Freddie Mac REMICS | 0,14 | 0,74 | 0,0383 | -0,0012 | |||||
| US38383CB331 / Government National Mortgage Association | 0,14 | 60,00 | 0,0379 | 0,0131 | |||||
| US31402RH513 / Fannie Mae Pool | 0,14 | -2,88 | 0,0378 | -0,0025 | |||||
| US3618AE3P77 / Ginnie Mae II Pool | 0,13 | -44,86 | 0,0375 | -0,0327 | |||||
| US36179UKN18 / Ginnie Mae II Pool | 0,13 | 0,75 | 0,0375 | -0,0012 | |||||
| US3618B7SX78 / Ginnie Mae II Pool | 0,13 | 0,00 | 0,0367 | -0,0014 | |||||
| US3137FWT757 / Freddie Mac REMICS | 0,13 | -0,77 | 0,0360 | -0,0017 | |||||
| US31392BQR05 / FNMA, REMIC, Series 2001-81, Class HE | 0,13 | -4,51 | 0,0354 | -0,0031 | |||||
| US38382WGF86 / Government National Mortgage Association | 0,13 | 62,82 | 0,0354 | 0,0127 | |||||
| US3618A53Y79 / Ginnie Mae II Pool | 0,12 | 0,00 | 0,0344 | -0,0012 | |||||
| US31385WZU60 / FANNIE MAE 3.589% 04/01/2040 FAR FNARM | 0,12 | -12,86 | 0,0340 | -0,0066 | |||||
| US31402QZJ39 / Fannie Mae Pool | 0,12 | -3,17 | 0,0340 | -0,0024 | |||||
| US31373HXY79 / Fannie Mae Pool | 0,12 | -2,42 | 0,0337 | -0,0021 | |||||
| US3618BAJJ11 / Ginnie Mae II Pool | 0,12 | 0,00 | 0,0337 | -0,0012 | |||||
| US3617FW2T77 / Ginnie Mae II Pool | 0,12 | -0,83 | 0,0336 | -0,0015 | |||||
| US38382NTK36 / Government National Mortgage Association | 0,12 | 9,17 | 0,0333 | 0,0018 | |||||
| US30322XAE58 / FRESB 2021-SB91 Mortgage Trust | 0,12 | -1,67 | 0,0329 | -0,0019 | |||||
| US3618B96M14 / Ginnie Mae II Pool | 0,12 | 0,85 | 0,0329 | -0,0012 | |||||
| US38382USB88 / Government National Mortgage Association | 0,11 | 7,55 | 0,0317 | 0,0009 | |||||
| US3137AUH518 / Freddie Mac REMICS | 0,11 | -17,52 | 0,0315 | -0,0081 | |||||
| US38383VUX45 / Government National Mortgage Association | 0,11 | 4,67 | 0,0312 | 0,0002 | |||||
| US3618AHWV53 / Ginnie Mae II Pool | 0,11 | 0,00 | 0,0307 | -0,0011 | |||||
| US3137F3E596 / Freddie Mac REMICS | 0,11 | -4,39 | 0,0304 | -0,0027 | |||||
| US38383WK546 / Government National Mortgage Association | 0,10 | 1,98 | 0,0289 | -0,0005 | |||||
| US3137FWR777 / Freddie Mac REMICS | 0,10 | 9,57 | 0,0289 | 0,0016 | |||||
| US3618B5Y971 / Ginnie Mae II Pool | 0,10 | 0,00 | 0,0285 | -0,0010 | |||||
| US56168P1049 / Mana Capital Acquisition Corp. | 0,10 | 0,0277 | 0,0277 | ||||||
| US38383DSE93 / Government National Mortgage Association | 0,10 | 61,02 | 0,0266 | 0,0095 | |||||
| US38382MS344 / Government National Mortgage Association | 0,09 | 9,76 | 0,0252 | 0,0016 | |||||
| US3137H02K31 / Freddie Mac REMICS | 0,09 | 6,02 | 0,0245 | 0,0005 | |||||
| US3136BCEL05 / Fannie Mae REMICS | 0,09 | 0,00 | 0,0241 | -0,0007 | |||||
| US3128SGAA82 / Freddie Mac Non Gold Pool | 0,09 | -19,63 | 0,0241 | -0,0069 | |||||
| US31371Y2S96 / Fannie Mae Pool | 0,08 | -3,57 | 0,0228 | -0,0015 | |||||
| US31385HJG83 / Fannie Mae Pool | 0,08 | -5,88 | 0,0223 | -0,0024 | |||||
| US3618AA4Q24 / Ginnie Mae II Pool | 0,08 | 0,00 | 0,0219 | -0,0008 | |||||
| US3618ANUX06 / Ginnie Mae II Pool | 0,08 | 0,00 | 0,0218 | -0,0008 | |||||
| US3137H1P917 / Freddie Mac REMICS | 0,07 | 10,61 | 0,0205 | 0,0013 | |||||
| US3618BAW987 / Ginnie Mae II Pool | 0,07 | 0,00 | 0,0203 | -0,0007 | |||||
| US38383WN938 / Government National Mortgage Association | 0,07 | 1,47 | 0,0194 | -0,0003 | |||||
| US38383CB745 / Government National Mortgage Association | 0,07 | 58,14 | 0,0190 | 0,0066 | |||||
| US31410F4R33 / Fannie Mae Pool | 0,07 | -4,23 | 0,0189 | -0,0018 | |||||
| US3618BCV878 / Ginnie Mae II Pool | 0,07 | -57,24 | 0,0181 | -0,0259 | |||||
| US3136B3B662 / Fannie Mae REMICS | 0,06 | 30,61 | 0,0179 | 0,0035 | |||||
| US75049XAA00 / Radnor RE 2022-1 Ltd | 0,06 | -89,41 | 0,0176 | -0,1541 | |||||
| US3136BBA448 / Fannie Mae REMICS | 0,06 | 9,43 | 0,0162 | 0,0008 | |||||
| US3137H16E17 / Freddie Mac REMICS | 0,06 | 9,62 | 0,0160 | 0,0010 | |||||
| US3618AE6F68 / Ginnie Mae II Pool | 0,06 | 1,79 | 0,0159 | -0,0005 | |||||
| US38382J4T03 / Government National Mortgage Association | 0,06 | 55,56 | 0,0157 | 0,0052 | |||||
| US3140N3A748 / Fannie Mae Pool | 0,06 | 0,00 | 0,0155 | -0,0005 | |||||
| US3617FCZU29 / Ginnie Mae II Pool | 0,06 | 0,00 | 0,0154 | -0,0006 | |||||
| US3618AV5Z51 / Ginnie Mae II Pool | 0,05 | 0,00 | 0,0138 | -0,0005 | |||||
| US31402DRD48 / Fannie Mae Pool | 0,05 | -5,88 | 0,0135 | -0,0015 | |||||
| US3137F64M69 / Freddie Mac REMICS | 0,05 | 9,30 | 0,0132 | 0,0008 | |||||
| US31346AJT34 / Freddie Mac Non Gold Pool | 0,04 | -4,76 | 0,0113 | -0,0008 | |||||
| US3137H0ZK79 / Freddie Mac REMICS | 0,04 | 12,90 | 0,0099 | 0,0007 | |||||
| US3133THYV31 / Freddie Mac REMICS | 0,04 | -20,45 | 0,0098 | -0,0030 | |||||
| US31387UDJ79 / Fannie Mae Pool | 0,03 | -5,71 | 0,0093 | -0,0008 | |||||
| US3618AVM788 / Ginnie Mae II Pool | 0,03 | 0,00 | 0,0093 | -0,0003 | |||||
| US3618ACVE50 / Ginnie Mae II Pool | 0,03 | 0,00 | 0,0091 | -0,0003 | |||||
| US3140N4TU16 / Fannie Mae Pool | 0,03 | -3,03 | 0,0090 | -0,0006 | |||||
| US3136AYDM26 / Fannie Mae REMICS | 0,03 | 14,29 | 0,0089 | 0,0006 | |||||
| US31296QC652 / Freddie Mac Gold Pool | 0,03 | -3,23 | 0,0086 | -0,0005 | |||||
| US38379CZJ88 / Government National Mortgage Association | 0,03 | 7,14 | 0,0085 | 0,0002 | |||||
| US3133TGU493 / Freddie Mac REMICS | 0,03 | -12,12 | 0,0083 | -0,0012 | |||||
| US31378A5Z57 / Fannie Mae Pool | 0,03 | -17,14 | 0,0082 | -0,0021 | |||||
| US38382QR289 / Government National Mortgage Association | 0,03 | 7,41 | 0,0081 | 0,0003 | |||||
| US3138ET6N18 / Fannie Mae Pool | 0,03 | -9,68 | 0,0081 | -0,0010 | |||||
| US38382XTW55 / Government National Mortgage Association | 0,03 | 66,67 | 0,0070 | 0,0024 | |||||
| US3133TKDP21 / Freddie Mac REMICS | 0,02 | -8,33 | 0,0063 | -0,0007 | |||||
| US36225CEQ50 / Ginnie Mae II Pool | 0,02 | -8,70 | 0,0059 | -0,0008 | |||||
| US31389AZU05 / Fannie Mae Pool | 0,02 | -22,22 | 0,0059 | -0,0021 | |||||
| US38380TSV97 / Government National Mortgage Association | 0,02 | 11,11 | 0,0056 | 0,0002 | |||||
| US38382VNE55 / Government National Mortgage Association | 0,02 | 5,88 | 0,0053 | 0,0003 | |||||
| US3128LXEL08 / Freddie Mac Gold Pool | 0,02 | -14,29 | 0,0053 | -0,0010 | |||||
| US38379GNN33 / Government National Mortgage Association | 0,02 | -5,26 | 0,0052 | -0,0003 | |||||
| US31373HX274 / Fannie Mae Pool | 0,02 | 0,00 | 0,0046 | -0,0003 | |||||
| US38379DKM55 / Government National Mortgage Association | 0,02 | 6,67 | 0,0045 | 0,0001 | |||||
| US31374TZL69 / Fannie Mae Pool | 0,02 | -5,88 | 0,0045 | -0,0006 | |||||
| US31412BLR14 / Fannie Mae Pool | 0,01 | -6,67 | 0,0039 | -0,0005 | |||||
| US3618AV6K73 / Ginnie Mae II Pool | 0,01 | 0,00 | 0,0038 | -0,0002 | |||||
| US3138AFUL27 / Fannie Mae Pool | 0,01 | -13,33 | 0,0038 | -0,0008 | |||||
| US38378MQ650 / Government National Mortgage Association | 0,01 | 9,09 | 0,0036 | 0,0002 | |||||
| US3133TGCG29 / FHLMC, REMIC, Series 2075, Class PH | 0,01 | -9,09 | 0,0029 | -0,0004 | |||||
| US3133T66M81 / Freddie Mac REMICS | 0,01 | -28,57 | 0,0028 | -0,0015 | |||||
| US36225CA221 / Ginnie Mae II Pool | 0,01 | -40,00 | 0,0026 | -0,0019 | |||||
| US3133THHD26 / Freddie Mac REMICS | 0,01 | -12,50 | 0,0022 | -0,0004 | |||||
| US31335PLC76 / Freddie Mac Gold Pool | 0,00 | -25,00 | 0,0011 | -0,0002 | |||||
| US3133T82X47 / Freddie Mac REMICS | 0,00 | -50,00 | 0,0005 | -0,0003 | |||||
| US31358S2U42 / Fannie Mae REMICS | 0,00 | -75,00 | 0,0003 | -0,0009 | |||||
| US38382PY550 / Government National Mortgage Association | 0,00 | 0,00 | 0,0003 | 0,0000 | |||||
| US36241KMJ42 / Ginnie Mae I Pool | 0,00 | -100,00 | 0,0002 | -0,0002 | |||||
| US3137FXFJ24 / Freddie Mac REMICS | 0,00 | 0,0001 | 0,0000 | ||||||
| US31381DZY48 / Fannie Mae Pool | 0,00 | 0,0000 | -0,0000 | ||||||
| US3133T6J364 / FREDDIE MAC FHR 1829 ZB | 0,00 | 0,0000 | -0,0000 | ||||||
| US31283HG585 / Freddie Mac Gold Pool | 0,00 | 0,0000 | -0,0000 | ||||||
| US3137FYLK06 / Freddie Mac REMICS | 0,00 | 0,0000 | 0,0000 | ||||||
| Long: BMIDYNLX1 CDS USD R F 7.85000 / Short: BMIDYNLX1 CDS USD P V 01MEVENT / DCR (000000000) | -0,01 | -0,0020 | -0,0020 | ||||||
| RRP GNMA II MODIFIED REPO / RA (000000000) | -0,76 | -0,2127 | -0,2127 | ||||||
| RRP FHLMC 30 YR UMBS REPO / RA (000000000) | -0,81 | -0,2247 | -0,2247 | ||||||
| RRP FNMA REPO / RA (000000000) | -0,81 | -0,2265 | -0,2265 | ||||||
| RRP GNMA II MODIFIED REPO / RA (000000000) | -1,13 | -0,3131 | -0,3131 | ||||||
| RRP GNMA2 30YR REPO / RA (000000000) | -1,52 | -0,4242 | -0,4242 | ||||||
| RRP FHLMC 30YR REPO / RA (000000000) | -1,57 | -0,4355 | -0,4355 | ||||||
| Ginnie Mae II Pool / RA (000000000) | -1,60 | -0,4453 | -0,4453 | ||||||
| Ginnie Mae II Pool / RA (000000000) | -1,68 | -0,4662 | -0,4662 | ||||||
| RRP GNMA II REPO / RA (000000000) | -1,69 | -0,4696 | -0,4696 | ||||||
| Ginnie Mae II Pool / RA (000000000) | -1,70 | -0,4724 | -0,4724 | ||||||
| RRP GNMA2 30YR REPO / RA (000000000) | -1,71 | -0,4746 | -0,4746 | ||||||
| RRP FNMA 30YR REPO / RA (000000000) | -1,76 | -0,4906 | -0,4906 | ||||||
| Ginnie Mae II Pool / RA (000000000) | -1,83 | -0,5079 | -0,5079 | ||||||
| RRP GNMA2 30YR REPO / RA (000000000) | -1,83 | -0,5104 | -0,5104 | ||||||
| RRP GNMA2 30YR / RA (000000000) | -1,84 | -0,5106 | -0,5106 | ||||||
| RRP GNMA2 30YR REPO / RA (000000000) | -1,90 | -0,5280 | -0,5280 | ||||||
| RRP GNMA II MODIFIED REPO / RA (000000000) | -1,91 | -0,5321 | -0,5321 | ||||||
| RRP GNMA2 30YR CASH/RRP REPO / RA (000000000) | -1,92 | -0,5338 | -0,5338 | ||||||
| RRP FNR 23 12 REPO / RA (000000000) | -1,95 | -0,5420 | -0,5420 | ||||||
| RRP GNMA2 30YR REPO / RA (000000000) | -2,03 | -0,5657 | -0,5657 | ||||||
| RRP GNMA2 REPO / RA (000000000) | -2,28 | -0,6339 | -0,6339 | ||||||
| RRP GNR 23 96 REPO / RA (000000000) | -2,43 | -0,6764 | -0,6764 | ||||||
| RRP GNMA2 30 YR REPO / RA (000000000) | -2,48 | -0,6896 | -0,6896 | ||||||
| RRP GNR 23 96 REPO / RA (000000000) | -2,48 | -0,6899 | -0,6899 | ||||||
| RRP GNMA2 30YR REPO / RA (000000000) | -2,50 | -0,6963 | -0,6963 | ||||||
| Ginnie Mae II Pool / STIV (000000000) | -2,53 | -0,7025 | -0,7025 | ||||||
| RRP GNR 23 63 REPO / RA (000000000) | -2,97 | -0,8276 | -0,8276 | ||||||
| RRP GNMA 23 98 REPO / RA (000000000) | -2,97 | -0,8276 | -0,8276 | ||||||
| RRP FNMA 30 YR UMBS REPO / RA (000000000) | -3,09 | -0,8585 | -0,8585 | ||||||
| RRP GNMA2 30YR REPO / RA (000000000) | -3,18 | -0,8859 | -0,8859 | ||||||
| RRP GNMA2 30YR REPO / RA (000000000) | -3,36 | -0,9349 | -0,9349 | ||||||
| RRP GNMA 23 84 REPO / RA (000000000) | -3,47 | -0,9656 | -0,9656 | ||||||
| RRP GNR 23 53 REPO / RA (000000000) | -3,85 | -1,0712 | -1,0712 | ||||||
| RRP GNMA2 30YR REPO / RA (000000000) | -3,87 | -1,0758 | -1,0758 | ||||||
| Ginnie Mae II Pool / RA (000000000) | -3,94 | -1,0966 | -1,0966 | ||||||
| RRP GNMA 23 99A REPO / RA (000000000) | -3,97 | -1,1032 | -1,1032 | ||||||
| RRP FHLMC MBS REPO / RA (000000000) | -4,50 | -1,2515 | -1,2515 | ||||||
| RRP GNMA2 30YR REPO / RA (000000000) | -4,86 | -1,3521 | -1,3521 | ||||||
| RRP GNMA 23 164 REPO / RA (000000000) | -4,93 | -1,3707 | -1,3707 | ||||||
| RRP GNR 23 173 REPO / RA (000000000) | -4,93 | -1,3707 | -1,3707 | ||||||
| RRP FNR 23 14 REPO / RA (000000000) | -6,65 | -1,8514 | -1,8514 | ||||||
| RRP GNR 23 165 REPO / RA (000000000) | -9,82 | -2,7334 | -2,7334 | ||||||
| US21H0506566 / Ginnie Mae | -11,77 | -3,2744 | -3,2744 | ||||||
| RRP GNR 23 165 REPO / RA (000000000) | -19,05 | -5,2998 | -5,2998 |
