Grundlæggende statistik
| Porteføljeværdi | $ 748.205.630 |
| Nuværende stillinger | 919 |
Seneste beholdninger, ydeevne, AUM (fra 13F, 13D)
PIMCO ETF Trust - PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund har afsløret 919 samlede besiddelser i deres seneste SEC-arkivering. Den seneste porteføljeværdi er beregnet til at være $ 748.205.630 USD. Faktiske aktiver under forvaltning (AUM) er denne værdi plus kontanter (som ikke er oplyst). PIMCO ETF Trust - PIMCO Mortgage-Backed Securities Active Exchange-Traded Funds største beholdninger er Ginnie Mae (US:US21H0306827) , FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA AUG (XX:US01F0226831) , UMBS, 30 Year, Single Family (US:US01F0206791) , Ginnie Mae (US:US21H0226892) , and GINNIE MAE II POOL 30YR TBA (JULY) (US:US21H0206753) . PIMCO ETF Trust - PIMCO Mortgage-Backed Securities Active Exchange-Traded Funds nye stillinger omfatter Ginnie Mae (US:US21H0306827) , FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA AUG (XX:US01F0226831) , UMBS, 30 Year, Single Family (US:US01F0206791) , Ginnie Mae (US:US21H0226892) , and GINNIE MAE II POOL 30YR TBA (JULY) (US:US21H0206753) .
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$) |
Portefølje % | ΔPortefølje % |
|---|---|---|---|---|
| 39,36 | 7,3729 | 7,3729 | ||
| 26,54 | 4,9722 | 4,9722 | ||
| 25,58 | 4,7914 | 4,7914 | ||
| 24,73 | 4,6323 | 4,6323 | ||
| 22,65 | 4,2427 | 4,2427 | ||
| 22,54 | 4,2224 | 4,2224 | ||
| 22,04 | 4,1287 | 4,1287 | ||
| 21,38 | 4,0046 | 4,0046 | ||
| 19,54 | 3,6605 | 3,6605 | ||
| 21,24 | 3,9785 | 3,6074 |
Top falder i dette kvartal
Vi bruger ændringen i porteføljeallokeringen, fordi dette er den mest meningsfulde metrik. Ændringer kan skyldes handler eller ændringer i aktiekurser.
| Sikkerhed | Aktier (MM) |
Værdi (MM$) |
Portefølje % | ΔPortefølje % |
|---|---|---|---|---|
| -100,06 | -18,7446 | -18,7446 | ||
| -91,66 | -17,1716 | -17,1716 | ||
| -25,39 | -4,7555 | -5,2782 | ||
| -1,39 | -0,2613 | -4,2398 | ||
| -14,80 | -2,7718 | -2,7718 | ||
| -8,27 | -1,5502 | -1,5502 | ||
| 22,36 | 4,1886 | -0,6716 | ||
| 20,40 | 3,8209 | -0,5542 | ||
| 10,10 | 1,8914 | -0,4810 | ||
| 30,73 | 5,7573 | -0,3940 |
13F og Fondsarkivering
Denne formular blev indsendt den 2025-08-29 for rapporteringsperioden 2025-06-30. Denne investor har ikke oplyst værdipapirer, der tælles i aktier, så de aktierelaterede kolonner i nedenstående tabel er udeladt. 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 | Δ Aktier (%) |
Værdi ($MM) |
Portefølje (%) |
ΔPortefølje (%) |
|
|---|---|---|---|---|---|---|
| US21H0306827 / Ginnie Mae | 39,36 | 7,3729 | 7,3729 | |||
| FED HM LN PC POOL SD6477 FR 09/54 FIXED 5.5 / ABS-MBS (US3132DUFS15) | 30,73 | -0,40 | 5,7573 | -0,3940 | ||
| US01F0226831 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA AUG | 26,54 | 4,9722 | 4,9722 | |||
| US01F0206791 / UMBS, 30 Year, Single Family | 25,58 | 4,7914 | 4,7914 | |||
| US21H0226892 / Ginnie Mae | 24,73 | 4,6323 | 4,6323 | |||
| US21H0206753 / GINNIE MAE II POOL 30YR TBA (JULY) | 22,65 | 4,2427 | 4,2427 | |||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 22,54 | 4,2224 | 4,2224 | |||
| FNMA POOL FA0503 FN 10/54 FIXED VAR / ABS-MBS (US3140W0RZ00) | 22,36 | -8,29 | 4,1886 | -0,6716 | ||
| US21H0406734 / Ginnie Mae | 22,04 | 4,1287 | 4,1287 | |||
| US01F0306781 / UMBS TBA | 21,38 | 4,0046 | 4,0046 | |||
| EW / Edwards Lifesciences Corporation | 21,24 | 972,58 | 3,9785 | 3,6074 | ||
| FED HM LN PC POOL QJ8794 FR 11/54 FIXED 5 / ABS-MBS (US3133D0XX41) | 20,75 | -2,65 | 3,8862 | -0,3617 | ||
| FANNIE MAE FNR 2025 6 GF / ABS-MBS (US3136BUVB38) | 20,40 | -7,07 | 3,8209 | -0,5542 | ||
| US21H0326700 / GNMA2 30YR TBA(REG C) 3.5 TBA 07-01-50 | 19,54 | 3,6605 | 3,6605 | |||
| FNMA POOL BZ3141 FN 03/30 FIXED 5.05 / ABS-MBS (US3140NXP314) | 15,12 | 0,15 | 2,8330 | -0,1771 | ||
| US01F0426811 / UMBS TBA | 14,25 | 2,6690 | 2,6690 | |||
| FANNIE MAE FNR 2024 88 FC / ABS-MBS (US3136BT7D92) | 14,21 | -6,10 | 2,6627 | -0,3550 | ||
| US01F0304703 / UMBS 15YR TBA(REG B) 3.0 UMBS TBA 07-01-35 | 13,92 | 2,6083 | 2,6083 | |||
| US21H0506806 / GNMA | 12,18 | 2,2808 | 2,2808 | |||
| US21H0426799 / Ginnie Mae | 11,97 | 2,2418 | 2,2418 | |||
| FNMA POOL BZ3250 FN 03/30 FIXED 5.16 / ABS-MBS (US3140NXTG83) | 10,71 | 0,14 | 2,0070 | -0,1257 | ||
| FED HM LN PC POOL QX7108 FR 03/55 FIXED 5.5 / ABS-MBS (US31426C3S10) | 10,23 | -0,24 | 1,9171 | -0,1279 | ||
| FED HM LN PC POOL QJ8954 FR 11/54 FIXED 6 / ABS-MBS (US3133D05P23) | 10,18 | -0,10 | 1,9068 | -0,1241 | ||
| FNMA POOL DD0825 FN 01/55 FIXED 6 / ABS-MBS (US3140B04K14) | 10,12 | -0,39 | 1,8954 | -0,1294 | ||
| FREDDIE MAC FHR 5430 FD / ABS-MBS (US3137HDSC51) | 10,10 | -15,16 | 1,8914 | -0,4810 | ||
| FANNIE MAE FNR 2024 93 FB / ABS-MBS (US3136BTK365) | 10,06 | -10,03 | 1,8845 | -0,3442 | ||
| FNMA POOL BZ4061 FN 06/30 FIXED 4.005 / ABS-MBS (US3140NYQP92) | 10,00 | 1,8730 | 1,8730 | |||
| FNMA POOL FA0517 FN 02/55 FIXED VAR / ABS-MBS (US3140W0SF37) | 9,70 | -1,86 | 1,8176 | -0,1533 | ||
| FED HM LN PC POOL QJ5532 FR 09/54 FIXED 5.5 / ABS-MBS (US3133CWED03) | 9,69 | -0,42 | 1,8148 | -0,1244 | ||
| FANNIE MAE FNR 2024 26 FD / ABS-MBS (US3136BRWH69) | 9,57 | -4,47 | 1,7934 | -0,2042 | ||
| FED HM LN PC POOL SL0248 FR 01/54 FIXED 5 / ABS-MBS (US31427MH206) | 9,50 | -1,82 | 1,7801 | -0,1493 | ||
| FREDDIE MAC FHR 5468 FC / ABS-MBS (US3137HHAZ43) | 9,50 | -2,27 | 1,7797 | -0,1583 | ||
| FREDDIE MAC FHR 5500 FW / ABS-MBS (US3137HJAV94) | 9,38 | -4,51 | 1,7567 | -0,2010 | ||
| FED HM LN PC POOL SD8455 FR 08/54 FIXED 6.5 / ABS-MBS (US3132DWMC46) | 9,30 | 1,7424 | 1,7424 | |||
| FED HM LN PC POOL SD8464 FR 09/54 FIXED 6.5 / ABS-MBS (US3132DWMM28) | 9,30 | 1,7424 | 1,7424 | |||
| FED HM LN PC POOL SD8517 FR 03/55 FIXED 6.5 / ABS-MBS (US3132DWPA52) | 9,30 | 1,7421 | 1,7421 | |||
| FED HM LN PC POOL SD7578 FR 04/55 FIXED 6 / ABS-MBS (US3132DVM362) | 9,26 | 1,7344 | 1,7344 | |||
| FED HM LN PC POOL QJ5549 FR 09/54 FIXED 6 / ABS-MBS (US3133CWEW83) | 9,04 | -0,26 | 1,6933 | -0,1135 | ||
| DEUTSCHE BANK REPO REPO / RA (000000000) | 8,70 | 1,6298 | 1,6298 | |||
| FED HM LN PC POOL SD7444 FR 12/54 FIXED 5 / ABS-MBS (US3132DVHV09) | 8,70 | 1,6296 | 1,6296 | |||
| FED HM LN PC POOL SD8448 FR 07/54 FIXED 6.5 / ABS-MBS (US3132DWL503) | 8,27 | 1,5488 | 1,5488 | |||
| FED HM LN PC POOL SD8526 FR 04/55 FIXED 6.5 / ABS-MBS (US3132DWPK35) | 8,27 | 1,5486 | 1,5486 | |||
| US21H0626851 / Ginnie Mae | 8,20 | 1,5357 | 1,5357 | |||
| FNMA POOL DC9705 FN 01/55 FIXED 6 / ABS-MBS (US3140AXYB78) | 7,91 | -2,48 | 1,4812 | -0,1352 | ||
| FNMA POOL FA0516 FN 02/55 FIXED VAR / ABS-MBS (US3140W0SE61) | 7,80 | -0,55 | 1,4612 | -0,1022 | ||
| FNMA POOL DB7379 FN 07/54 FIXED 5.5 / ABS-MBS (US3140AHFV93) | 7,76 | -6,12 | 1,4537 | -0,1943 | ||
| GNMA II POOL MB0088 G2 12/54 FIXED 3.5 / ABS-MBS (US3618N5C239) | 7,29 | 1,3653 | 1,3653 | |||
| FNMA POOL MA5648 FN 03/55 FIXED 6.5 / ABS-MBS (US31418FH266) | 7,23 | 1,3550 | 1,3550 | |||
| FED HM LN PC POOL QX5505 FR 02/55 FIXED 5.5 / ABS-MBS (US31426BDK98) | 7,03 | -4,70 | 1,3172 | -0,1537 | ||
| FNMA POOL DB8778 FN 08/54 FIXED 5.5 / ABS-MBS (US3140AJXG80) | 6,98 | -5,88 | 1,3069 | -0,1707 | ||
| US21H0526788 / Ginnie Mae | 6,71 | 1,2572 | 1,2572 | |||
| FANNIE MAE FNR 2024 59 FC / ABS-MBS (US3136BSE352) | 6,67 | -2,54 | 1,2504 | -0,1149 | ||
| FED HM LN PC POOL QX2595 FR 12/54 FIXED 6 / ABS-MBS (US31425W3D17) | 6,22 | -0,26 | 1,1651 | -0,0780 | ||
| US21H0626935 / Ginnie Mae | 6,14 | 1,1498 | 1,1498 | |||
| US3140XLKT48 / Fannie Mae Pool | 5,54 | -2,99 | 1,0384 | -0,1006 | ||
| US01F0524748 / Uniform Mortgage-Backed Security, TBA | 5,30 | 0,9919 | 0,9919 | |||
| US01F0504781 / Fannie Mae or Freddie Mac | 5,24 | 0,9813 | 0,9813 | |||
| FNMA POOL BZ3795 FN 05/35 FIXED 4.97 / ABS-MBS (US3140NYGD72) | 4,90 | 0,9172 | 0,9172 | |||
| FNMA POOL BZ3392 FN 03/30 FIXED 4.72 / ABS-MBS (US3140NXXW87) | 4,78 | 0,34 | 0,8957 | -0,0543 | ||
| BIRCH GROVE CLO LTD. BGCLO 19A A1RR 144A / ABS-CBDO (US09075JAU34) | 4,72 | 0,32 | 0,8840 | -0,0536 | ||
| FED HM LN PC POOL SD7408 FR 01/55 FIXED 5.5 / ABS-MBS (US3132DVGR06) | 4,70 | -1,82 | 0,8810 | -0,0738 | ||
| US01F0204713 / UMBS 15YR TBA(REG B) 2.0 UMBS TBA 07-01-35 | 4,69 | 0,8792 | 0,8792 | |||
| FED HM LN PC POOL QJ9389 FR 11/54 FIXED 5 / ABS-MBS (US3133D1NE52) | 4,59 | -0,56 | 0,8602 | -0,0603 | ||
| 3138GI9B6 Y / ABS-MBS (957HHCII4) | 4,46 | 0,8360 | 0,8360 | |||
| FNMA POOL MA5296 FN 03/54 FIXED 5.5 / ABS-MBS (US31418E3E84) | 4,42 | 0,8284 | 0,8284 | |||
| FNMA POOL DB6850 FN 07/54 FIXED 5.5 / ABS-MBS (US3140AGTG97) | 4,24 | -0,40 | 0,7941 | -0,0543 | ||
| FNMA POOL DD0855 FN 01/55 FIXED 6.5 / ABS-MBS (US3140B05R57) | 4,19 | 1,38 | 0,7855 | -0,0390 | ||
| FNMA POOL FM5684 FN 09/49 FIXED VAR / ABS-MBS (US3140X9J637) | 4,03 | -0,81 | 0,7546 | -0,0550 | ||
| FNMA POOL BZ4084 FN 05/35 FIXED 4.98 / ABS-MBS (US3140NYRE37) | 3,99 | 0,7473 | 0,7473 | |||
| FED HM LN PC POOL QJ9268 FR 11/54 FIXED 5.5 / ABS-MBS (US3133D1JM25) | 3,95 | -1,25 | 0,7408 | -0,0576 | ||
| FNMA POOL BZ3092 FN 02/35 FIXED 5.14 / ABS-MBS (US3140NXNJ86) | 3,61 | -0,30 | 0,6764 | -0,0454 | ||
| FED HM LN PC POOL QJ0893 FR 07/54 FIXED 5 / ABS-MBS (US3133CQ7E92) | 3,19 | -0,69 | 0,5968 | -0,0426 | ||
| US01F0424758 / Fannie Mae or Freddie Mac | 3,18 | 0,5957 | 0,5957 | |||
| US01F0326821 / Fannie Mae or Freddie Mac | 3,15 | 0,5902 | 0,5902 | |||
| FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE / ABS-MBS (US01F0706824) | 3,15 | 0,5896 | 0,5896 | |||
| US21H0606895 / Ginnie Mae | 3,14 | 0,5886 | 0,5886 | |||
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (US3137HLY301) | 3,10 | 0,5800 | 0,5800 | |||
| FNMA POOL CB9627 FN 12/54 FIXED 4.5 / ABS-MBS (US3140QVVV30) | 3,08 | -1,25 | 0,5768 | -0,0448 | ||
| FED HM LN PC POOL SD7570 FR 05/54 FIXED 6 / ABS-MBS (US3132DVMT97) | 3,04 | 0,5691 | 0,5691 | |||
| US3140XECC61 / FNMA POOL FM9966 FN 08/43 FIXED VAR | 3,01 | -1,92 | 0,5635 | -0,0480 | ||
| FNMA POOL CB7098 FN 09/53 FIXED 5 / ABS-MBS (US3140QS3G46) | 3,00 | -2,60 | 0,5622 | -0,0521 | ||
| EW / Edwards Lifesciences Corporation | 2,79 | -300,07 | 0,5226 | 0,7840 | ||
| FED HM LN PC POOL SL0897 FR 03/55 FIXED 5 / ABS-MBS (US31427M7K11) | 2,64 | 0,4942 | 0,4942 | |||
| FNMA POOL BZ3793 FN 05/35 FIXED 5.2 / ABS-MBS (US3140NYGB17) | 2,54 | 0,4757 | 0,4757 | |||
| FNMA POOL CB9976 FN 02/55 FIXED 5.5 / ABS-MBS (US3140QWCN08) | 2,26 | -0,26 | 0,4233 | -0,0284 | ||
| FNMA POOL FA0822 FN 02/55 FIXED VAR / ABS-MBS (US3140W04G72) | 2,20 | 0,4117 | 0,4117 | |||
| FNMA POOL CB9448 FN 11/54 FIXED 4.5 / ABS-MBS (US3140QVQA57) | 2,18 | -1,04 | 0,4087 | -0,0308 | ||
| FREDDIE MAC FHR 5499 FX / ABS-MBS (US3137HJZJ91) | 2,08 | 5,75 | 0,3893 | -0,0025 | ||
| FNMA POOL BZ3816 FN 05/35 FIXED 5.18 / ABS-MBS (US3140NYG212) | 2,06 | 0,3865 | 0,3865 | |||
| FNMA POOL CB9449 FN 11/54 FIXED 4.5 / ABS-MBS (US3140QVQB31) | 2,03 | -1,31 | 0,3806 | -0,0298 | ||
| FNMA POOL CB9624 FN 12/54 FIXED 4.5 / ABS-MBS (US3140QVVS01) | 2,01 | -1,57 | 0,3770 | -0,0306 | ||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 3A A1R 144A / ABS-CBDO (US05684NAL55) | 2,00 | 0,3749 | 0,3749 | |||
| EW / Edwards Lifesciences Corporation | 1,98 | 0,3711 | 0,3711 | |||
| GNMA II POOL CN5904 G2 10/50 FIXED 4 / ABS-MBS (US3617F5RZ56) | 1,91 | -4,94 | 0,3571 | -0,0425 | ||
| FN DUS POOL SHERIDAN PLAZA 3138F7913 / ABS-MBS (957HCZII8) | 1,82 | 0,3415 | 0,3415 | |||
| GNMA II POOL CK9490 G2 01/50 FIXED 4 / ABS-MBS (US3617Y5RK70) | 1,79 | -1,32 | 0,3350 | -0,0262 | ||
| FNMA POOL BZ3504 FN 05/33 FIXED 5.23 / ABS-MBS (US3140NX3N10) | 1,78 | 0,3343 | 0,3343 | |||
| FNMA POOL BZ1178 FN 06/31 FIXED 5.81 / ABS-MBS (US3140NVJY44) | 1,76 | -1,12 | 0,3305 | -0,0252 | ||
| FNMA POOL FA1296 FN 08/51 FIXED VAR / ABS-MBS (US3140W1NN98) | 1,74 | 0,3256 | 0,3256 | |||
| US38380QFT40 / GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H14 FE | 1,71 | -0,29 | 0,3211 | -0,0217 | ||
| US46652VBD64 / JP Morgan Mortgage Trust 2021-4 | 1,71 | -2,06 | 0,3205 | -0,0279 | ||
| FED HM LN PC POOL QU8229 FR 11/54 FIXED 6 / ABS-MBS (US3133JMEA19) | 1,70 | -0,18 | 0,3182 | -0,0210 | ||
| US31418EUX65 / FANNIE MAE POOL UMBS P#MA5097 4.50000000 | 1,63 | -2,68 | 0,3056 | -0,0286 | ||
| FED HM LN PC POOL QJ5541 FR 09/54 FIXED 6.5 / ABS-MBS (US3133CWEN84) | 1,59 | -0,31 | 0,2981 | -0,0201 | ||
| US3140LKWD13 / FNMA POOL BS8743 FN 06/30 FIXED 4.68 | 1,50 | 0,47 | 0,2806 | -0,0166 | ||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 126 CF / ABS-MBS (US38384UVT32) | 1,50 | -0,40 | 0,2805 | -0,0191 | ||
| US3140XK2S87 / UMBS, 30 Year | 1,48 | 0,2776 | 0,2776 | |||
| FNMA POOL FS6841 FN 01/54 FIXED VAR / ABS-MBS (US3140XNS706) | 1,48 | 0,2766 | 0,2766 | |||
| FANNIEMAE STRIP FNS 435 C24 / ABS-MBS (US31424UAZ93) | 1,46 | 0,2729 | 0,2729 | |||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H02 FJ / ABS-MBS (US38383KMM17) | 1,45 | -1,43 | 0,2708 | -0,0216 | ||
| FNMA POOL FS2937 FN 04/43 FIXED VAR / ABS-MBS (US3140XJHP17) | 1,44 | 0,2693 | 0,2693 | |||
| US20048FAA66 / COMM MORTGAGE TRUST COMM 2021 2400 A 144A | 1,42 | -0,21 | 0,2662 | -0,0177 | ||
| FED HM LN PC POOL SL0793 FR 02/55 FIXED 5 / ABS-MBS (US31427M3B57) | 1,39 | 0,2612 | 0,2612 | |||
| GNMA POOL 785747 GN 07/49 FIXED 4.5 / ABS-MBS (US3622ABHY18) | 1,31 | -1,36 | 0,2447 | -0,0194 | ||
| FNMA POOL FA1193 FN 03/55 FIXED VAR / ABS-MBS (US3140W1KF91) | 1,27 | 0,2371 | 0,2371 | |||
| FNMA POOL CB8298 FN 04/54 FIXED 6 / ABS-MBS (US3140QUGG54) | 1,24 | 0,2330 | 0,2330 | |||
| FNMA POOL CB8157 FN 03/54 FIXED 6 / ABS-MBS (US3140QUB396) | 1,22 | 0,2290 | 0,2290 | |||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H01 FA / ABS-MBS (US38375U3L29) | 1,22 | -6,54 | 0,2277 | -0,0316 | ||
| FNMA POOL BZ3278 FN 04/30 FIXED 4.74 / ABS-MBS (US3140NXUC50) | 1,21 | 0,2268 | 0,2268 | |||
| FANNIE MAE FNR 2024 100 FB / ABS-MBS (US3136BUGF17) | 1,21 | -5,03 | 0,2263 | -0,0273 | ||
| US3140XGAA71 / FNMA POOL FS0900 FN 07/43 FIXED VAR | 1,18 | -1,99 | 0,2219 | -0,0191 | ||
| FNMA POOL BZ3794 FN 05/35 FIXED 5.23 / ABS-MBS (US3140NYGC99) | 1,14 | 0,2136 | 0,2136 | |||
| FNMA POOL BZ3791 FN 05/35 FIXED 5.21 / ABS-MBS (US3140NYF974) | 1,14 | 0,2133 | 0,2133 | |||
| FNMA POOL CB9151 FN 09/54 FIXED 6 / ABS-MBS (US3140QVEZ37) | 1,09 | 0,2040 | 0,2040 | |||
| US01F0324768 / Uniform Mortgage-Backed Security, TBA | 1,06 | 0,1989 | 0,1989 | |||
| US38382Y7H03 / Ginnie Mae 6.48629 02/20/2073 | 1,06 | -1,30 | 0,1985 | -0,0154 | ||
| FNMA POOL CC0257 FN 04/55 FIXED 6 / ABS-MBS (US3140Y6JB73) | 1,04 | 0,1957 | 0,1957 | |||
| FNMA POOL FA0938 FN 03/55 FIXED VAR / ABS-MBS (US3140W1BG75) | 1,04 | 0,1952 | 0,1952 | |||
| FANNIE MAE FNR 2024 100 FD / ABS-MBS (US3136BUGR54) | 1,04 | -9,98 | 0,1943 | -0,0355 | ||
| US38375UP875 / Ginnie Mae 3.07 10/20/2067 | 1,03 | -9,26 | 0,1928 | -0,0333 | ||
| US01F0224778 / UMBS TBA | 1,03 | 0,1925 | 0,1925 | |||
| US36183BAX64 / GNMA POOL AJ5422 GN 01/50 FIXED 4.07 | 0,98 | -2,00 | 0,1833 | -0,0159 | ||
| FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE / ABS-MBS (US01F0706907) | 0,94 | 0,1767 | 0,1767 | |||
| FREDDIE MAC FHR 5508 DF / ABS-MBS (US3137HJG849) | 0,94 | -2,90 | 0,1756 | -0,0169 | ||
| FNMA POOL MA5588 FN 01/40 FIXED 4 / ABS-MBS (US31418FF690) | 0,92 | -2,34 | 0,1724 | -0,0154 | ||
| US3138ETCC87 / FNMA POOL AL8166 FN 02/46 FIXED VAR | 0,89 | -0,89 | 0,1668 | -0,0123 | ||
| TREASURY BILL 09/25 0.00000 / DBT (US912797QU41) | 0,87 | 0,1637 | 0,1637 | |||
| US03880RAA77 / Arbor Realty Collateralized Loan Obligation Ltd | 0,87 | -15,83 | 0,1635 | -0,0431 | ||
| TREASURY BILL 08/25 0.00000 / DBT (US912797PP64) | 0,87 | 0,1631 | 0,1631 | |||
| US36251SAA69 / GS MORTGAGE SECURITIES CORP TRUST 2018-TWR SER 2018-TWR CL A V/R REGD 144A P/P 2.66538000 | 0,86 | 0,00 | 0,1608 | -0,0102 | ||
| US36178DXS51 / Ginnie Mae I Pool | 0,81 | -3,23 | 0,1516 | -0,0152 | ||
| US3133KYWX39 / Freddie Mac Pool | 0,81 | -1,82 | 0,1513 | -0,0126 | ||
| US36179NF606 / Ginnie Mae II Pool | 0,79 | -1,98 | 0,1482 | -0,0127 | ||
| FHLMC MULTIFAMILY STRUCTURED P FHMS KJ50 A2 / ABS-MBS (US3137HDV312) | 0,79 | 0,77 | 0,1475 | -0,0083 | ||
| FNMA POOL BZ3339 FN 11/30 FIXED 5.2 / ABS-MBS (US3140NXV916) | 0,78 | 0,26 | 0,1465 | -0,0091 | ||
| US3140QSUR08 / FNMA POOL CB6891 FN 08/53 FIXED 4.5 | 0,74 | -0,93 | 0,1392 | -0,0103 | ||
| US69363JAA25 / PRET 2022-RN1 LLC | 0,74 | -2,51 | 0,1381 | -0,0127 | ||
| US38380QHX34 / GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H15 FD | 0,73 | 0,28 | 0,1367 | -0,0083 | ||
| FNMA POOL BZ2018 FN 10/29 FIXED 3.8 / ABS-MBS (US3140NWG414) | 0,73 | 0,1358 | 0,1358 | |||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 FC / ABS-MBS (US38383KVE99) | 0,72 | -9,17 | 0,1355 | -0,0233 | ||
| US3140LJM298 / FNMA, Other | 0,72 | -0,14 | 0,1348 | -0,0087 | ||
| FNMA POOL BZ2726 FN 12/29 FIXED 4.35 / ABS-MBS (US3140NXA456) | 0,71 | 0,1334 | 0,1334 | |||
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2021 INV2 A11 144A / ABS-MBS (US64831GAL95) | 0,69 | -1,85 | 0,1293 | -0,0109 | ||
| US38382YQX49 / Ginnie Mae 0.72 04/20/2072 | 0,67 | 0,45 | 0,1254 | -0,0074 | ||
| US50346WAA53 / LA HIPOTECARIA SA LHIPO 2019 1A AAA 144A | 0,64 | -7,93 | 0,1199 | -0,0186 | ||
| US38380QMV13 / GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H17 HF | 0,64 | -2,45 | 0,1197 | -0,0108 | ||
| FREDDIE MAC FHR 5482 FC / ABS-MBS (US3137HHLW92) | 0,63 | -2,94 | 0,1177 | -0,0114 | ||
| US3140X6ST90 / Fannie Mae Pool | 0,62 | -2,05 | 0,1164 | -0,0100 | ||
| US46654FAD06 / JP Morgan Mortgage Trust | 0,61 | -2,40 | 0,1143 | -0,0103 | ||
| US31418ETR17 / FNMA POOL MA5059 FN 06/43 FIXED 4.5 | 0,60 | -3,67 | 0,1132 | -0,0118 | ||
| RFR USD SOFR/3.25000 06/18/25-10Y CME / DIR (EZXZ4DC8KGZ4) | 0,59 | 126,44 | 0,1109 | 0,0588 | ||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H11 FD / ABS-MBS (US38383KZS40) | 0,59 | -2,32 | 0,1106 | -0,0100 | ||
| US3140XHS401 / FNMA POOL FS2338 FN 11/46 FIXED VAR | 0,59 | -2,17 | 0,1097 | -0,0097 | ||
| US3138ASW329 / FNMA POOL AJ1565 FN 10/41 FIXED 4 | 0,58 | -1,03 | 0,1083 | -0,0080 | ||
| US44970EAA10 / IMS ECUADORIAN MORTAGAGE TRUST IMSVA 2021 1 GA 144A | 0,57 | -6,37 | 0,1074 | -0,0147 | ||
| US3140FXM903 / Fannie Mae Pool | 0,57 | -3,42 | 0,1059 | -0,0109 | ||
| TREASURY BILL 08/25 0.00000 / DBT (US912797MG92) | 0,56 | 0,1058 | 0,1058 | |||
| FNMA POOL BZ2794 FN 02/30 FIXED 4.28 / ABS-MBS (US3140NXC841) | 0,56 | 0,1044 | 0,1044 | |||
| US3133KYZM47 / FED HM LN PC POOL RB5248 FR 05/43 FIXED 4 | 0,55 | -0,72 | 0,1038 | -0,0075 | ||
| FED HM LN PC POOL SL0874 FR 03/55 FIXED 6 / ABS-MBS (US31427M6L03) | 0,55 | 0,1031 | 0,1031 | |||
| US3617LR6X83 / GNMA POOL BQ7186 GN 10/49 FIXED 3.5 | 0,51 | -1,34 | 0,0963 | -0,0076 | ||
| US98625UBC53 / GENERATE CLO 3 LTD SER 3A CL A2R V/R REGD 144A P/P 0.00000000 | 0,51 | 1,20 | 0,0951 | -0,0049 | ||
| ARES CLO LTD ARES 2015 2A AR3 144A / ABS-CBDO (US04015GAX79) | 0,50 | 0,20 | 0,0940 | -0,0059 | ||
| DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A / ABS-CBDO (US25255UAA07) | 0,50 | 0,20 | 0,0940 | -0,0059 | ||
| APEX CREDIT CLO LLC APEXC 2024 1A A1 144A / ABS-CBDO (US03753AAA88) | 0,50 | -0,60 | 0,0940 | -0,0066 | ||
| TCW LTD TCW 2024 1A A1 144A / ABS-CBDO (US87252MAC73) | 0,50 | 0,00 | 0,0938 | -0,0060 | ||
| TRINITAS CLO LTD TRNTS 2020 12A A1R 144A / ABS-CBDO (US89641GAN25) | 0,50 | 0,00 | 0,0938 | -0,0059 | ||
| KKR FINANCIAL CLO LTD KKR 28A AR 144A / ABS-CBDO (US48253WAL63) | 0,50 | 0,20 | 0,0937 | -0,0059 | ||
| US31417HB861 / Fannie Mae Pool | 0,50 | -1,98 | 0,0931 | -0,0079 | ||
| US3140HSNN77 / Fannie Mae Pool | 0,50 | 0,00 | 0,0929 | -0,0058 | ||
| RFR USD SOFR/3.25000 03/19/25-10Y CME / DIR (EZG5Z5S944W5) | 0,49 | -11,48 | 0,0910 | -0,0184 | ||
| US31325YRU46 / FREDDIEMAC STRIP FHS 389 C40 | 0,49 | -1,82 | 0,0910 | -0,0076 | ||
| US38380LCX91 / Government National Mortgage Association | 0,48 | -13,88 | 0,0907 | -0,0214 | ||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 JF / ABS-MBS (US38383KVX70) | 0,48 | -1,83 | 0,0904 | -0,0077 | ||
| US38376RPV23 / Government National Mortgage Association | 0,48 | -13,79 | 0,0891 | -0,0208 | ||
| RFR USD SOFR/3.00000 03/19/25-5Y CME / DIR (EZ9JNZJCQVZ3) | 0,46 | -27,03 | 0,0860 | -0,0394 | ||
| US3622AAAA22 / Ginnie Mae II Pool | 0,46 | -3,38 | 0,0858 | -0,0086 | ||
| US38376RHR03 / GNMA, Series 2015-H27, Class FA | 0,46 | -19,54 | 0,0856 | -0,0278 | ||
| US3136ABJ466 / Fannie Mae REMICS | 0,44 | -1,12 | 0,0828 | -0,0063 | ||
| US3617MN5W90 / Ginnie Mae I Pool | 0,43 | -3,15 | 0,0809 | -0,0080 | ||
| TREASURY BILL 09/25 0.00000 / DBT (US912797MH75) | 0,43 | 0,0809 | 0,0809 | |||
| US3137FJK811 / FREDDIE MAC FHR 4839 WO | 0,43 | -1,37 | 0,0808 | -0,0064 | ||
| US3140M5N762 / FNMA POOL BU4013 FN 05/43 FIXED 4.5 | 0,43 | -9,57 | 0,0798 | -0,0141 | ||
| US3132D9BT04 / Freddie Mac Pool | 0,42 | -2,31 | 0,0791 | -0,0071 | ||
| US3137AMMG91 / FREDDIE MAC FHR 4020 ZE | 0,42 | -1,87 | 0,0787 | -0,0066 | ||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 128 FK / ABS-MBS (US38384CMF31) | 0,42 | -3,91 | 0,0785 | -0,0083 | ||
| US38382YJ207 / Government National Mortgage Association | 0,41 | -0,24 | 0,0767 | -0,0050 | ||
| US36241LKU97 / Ginnie Mae I Pool | 0,41 | -3,55 | 0,0765 | -0,0079 | ||
| US50346EAA55 / LA HIPOTECARIA SA LHIPO 2014 1A A1 144A | 0,41 | -4,24 | 0,0764 | -0,0084 | ||
| US3622A2XY38 / Ginnie Mae II Pool | 0,41 | -2,63 | 0,0763 | -0,0071 | ||
| FNMA POOL BZ3872 FN 05/35 FIXED 4.86 / ABS-MBS (US3140NYJS15) | 0,41 | 0,0760 | 0,0760 | |||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2024 28A A 144A / ABS-CBDO (US03330RAA32) | 0,40 | -0,25 | 0,0751 | -0,0049 | ||
| ANGEL OAK MORTGAGE TRUST AOMT 2024 2 A1 144A / ABS-MBS (US034942AA08) | 0,39 | -3,93 | 0,0734 | -0,0078 | ||
| US3132AEB391 / UMBS Pool | 0,38 | -2,55 | 0,0716 | -0,0066 | ||
| US31397JEY64 / FREDDIE MAC FHR 3325 ZM | 0,38 | -3,57 | 0,0709 | -0,0074 | ||
| US3132H3DQ36 / FED HM LN PC POOL U90111 FG 09/42 FIXED 4 | 0,37 | -0,53 | 0,0701 | -0,0050 | ||
| US3140QED669 / Fannie Mae Pool | 0,36 | -1,92 | 0,0671 | -0,0058 | ||
| US50346VAA70 / La Hipotecaria El Salvadorian Mortgage Trust 2016-1 | 0,35 | -5,72 | 0,0648 | -0,0084 | ||
| US36179M2P47 / Ginnie Mae II Pool | 0,34 | -2,01 | 0,0642 | -0,0056 | ||
| US3140LKD915 / FANNIE MAE POOL UMBS P#BS8227 4.59000000 | 0,34 | 0,00 | 0,0631 | -0,0039 | ||
| US02147DAC56 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1C | 0,33 | 0,61 | 0,0617 | -0,0035 | ||
| US3132H3EE96 / FED HM LN PC POOL U90133 FG 08/42 FIXED 4 | 0,32 | -3,88 | 0,0605 | -0,0064 | ||
| US64828XAA19 / NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1 SER 2020-RPL1 CL A1 V/R REGD 144A P/P 2.75000000 | 0,32 | -4,20 | 0,0598 | -0,0066 | ||
| US3622A2U914 / GNMA I, 30 Year | 0,32 | -2,16 | 0,0595 | -0,0052 | ||
| US3132XCSK24 / Freddie Mac Gold Pool | 0,31 | -3,38 | 0,0588 | -0,0060 | ||
| US3132A9UB15 / FHLG 15YR 2.5% 12/01/2032#ZS8678 | 0,31 | -4,59 | 0,0586 | -0,0067 | ||
| US38375BU834 / GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H10 FS | 0,31 | -8,80 | 0,0583 | -0,0098 | ||
| US3140JR3G43 / FNMA POOL BN8898 FN 05/34 FIXED 3.5 | 0,30 | -8,18 | 0,0569 | -0,0090 | ||
| SYCAMORE TREE CLO LTD STCP 2023 2A AR 144A / ABS-CBDO (US87122CAJ27) | 0,30 | 1,00 | 0,0568 | -0,0031 | ||
| FED HM LN PC POOL SL0873 FR 04/55 FIXED 6 / ABS-MBS (US31427M6K20) | 0,30 | 0,0559 | 0,0559 | |||
| US31419AYM34 / Fannie Mae Pool | 0,29 | -3,29 | 0,0552 | -0,0056 | ||
| US3138EQ7E63 / Fannie Mae Pool | 0,29 | -3,61 | 0,0552 | -0,0057 | ||
| US3136B3QC72 / Fannie Mae REMICS | 0,29 | -3,67 | 0,0543 | -0,0057 | ||
| US3136AJGR19 / FANNIE MAE FNR 2014 11 PL | 0,29 | -8,57 | 0,0541 | -0,0087 | ||
| US17311BAS25 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A | 0,29 | -1,03 | 0,0541 | -0,0040 | ||
| US67114WAA99 / ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A | 0,28 | -1,75 | 0,0527 | -0,0045 | ||
| US31418DDH26 / Federal National Mortgage Association (FNMA) | 0,27 | -0,72 | 0,0515 | -0,0038 | ||
| US3138EP2M52 / Fannie Mae Pool | 0,27 | -3,57 | 0,0506 | -0,0052 | ||
| US39538BAG95 / GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR6 A4 | 0,26 | -0,38 | 0,0491 | -0,0034 | ||
| US31396L4T48 / FNMA, REMIC, Series 2006-118, Class A2 | 0,26 | -6,86 | 0,0485 | -0,0068 | ||
| FNMA POOL AL6924 FN 01/45 FIXED VAR / ABS-MBS (US3138EPVS07) | 0,26 | 0,0484 | 0,0484 | |||
| US31329PBB85 / FED HM LN PC POOL ZA5434 FR 05/48 FIXED 3.5 | 0,25 | -2,31 | 0,0477 | -0,0042 | ||
| US31418EFA38 / FNMA POOL MA4660 FN 07/42 FIXED 3 | 0,25 | -1,56 | 0,0474 | -0,0039 | ||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H04 F / ABS-MBS (US38382YMN03) | 0,25 | -7,06 | 0,0469 | -0,0067 | ||
| US3136AQPQ77 / FANNIE MAE FNR 2015 81 MZ | 0,25 | -0,80 | 0,0464 | -0,0033 | ||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H14 FA / ABS-MBS (US38380QFB32) | 0,24 | 0,00 | 0,0455 | -0,0029 | ||
| US38376RLR56 / Government National Mortgage Association | 0,24 | -14,34 | 0,0449 | -0,0108 | ||
| US31407H3G96 / FNMA POOL 831599 FN 07/36 FIXED 6 | 0,24 | -1,65 | 0,0449 | -0,0036 | ||
| US31412PQG99 / FNMA POOL 931155 FN 05/39 FIXED 4 | 0,24 | -1,26 | 0,0441 | -0,0033 | ||
| US3140X6WA53 / Fannie Mae Pool | 0,24 | -6,37 | 0,0441 | -0,0061 | ||
| US3140HEBD38 / FNMA POOL BK0935 FN 07/33 FIXED 4 | 0,23 | -4,12 | 0,0438 | -0,0047 | ||
| US3128M8CC69 / FGOLD 30YR GIANT | 0,23 | -2,13 | 0,0431 | -0,0038 | ||
| US3622ABU918 / GINNIE MAE II POOL P#786108 3.50000000 | 0,23 | -2,16 | 0,0426 | -0,0038 | ||
| US3133KYZG78 / FED HM LN PC POOL RB5243 FR 06/43 FIXED 4.5 | 0,22 | -0,89 | 0,0418 | -0,0032 | ||
| US38380QYA48 / Government National Mortgage Association | 0,22 | 0,00 | 0,0417 | -0,0026 | ||
| US3128MMWB59 / Freddie Mac Gold Pool | 0,22 | -5,53 | 0,0417 | -0,0052 | ||
| US3622A2P229 / GNMA I, 30 Year | 0,22 | -1,77 | 0,0416 | -0,0036 | ||
| US3140FECL62 / FNMA 30YR | 0,22 | -1,35 | 0,0414 | -0,0031 | ||
| FNMA POOL CB9626 FN 12/54 FIXED 4.5 / ABS-MBS (US3140QVVU56) | 0,22 | 0,00 | 0,0410 | -0,0028 | ||
| US3140FXFH05 / FNMA POOL BF0167 FN 02/57 FIXED 3 | 0,22 | -2,68 | 0,0409 | -0,0038 | ||
| US92925CBL54 / WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 B1 | 0,22 | -0,46 | 0,0408 | -0,0028 | ||
| US38380LE829 / Ginnie Mae 2.70 09/20/2069 | 0,22 | -0,92 | 0,0406 | -0,0030 | ||
| US3136AMLP27 / FANNIE MAE FNR 2015 1 SJ | 0,21 | 0,00 | 0,0397 | -0,0026 | ||
| US3138EP2Y90 / Fannie Mae Pool | 0,21 | -4,52 | 0,0396 | -0,0045 | ||
| US31418CJJ45 / Fannie Mae Pool | 0,20 | -5,12 | 0,0382 | -0,0048 | ||
| US3132XGMZ60 / FREDDIE MAC POOL UMBS P#WN2175 3.05000000 | 0,20 | 1,00 | 0,0380 | -0,0021 | ||
| FNMA POOL BZ3871 FN 05/35 FIXED 4.87 / ABS-MBS (US3140NYJR32) | 0,20 | 0,0380 | 0,0380 | |||
| FNMA POOL BZ3873 FN 05/35 FIXED 4.7 / ABS-MBS (US3140NYJT97) | 0,20 | 0,0376 | 0,0376 | |||
| US3140LKDW05 / Federal National Mortgage Association | 0,20 | 0,00 | 0,0374 | -0,0023 | ||
| US3622MGAA63 / GSAMP Trust | 0,20 | 4,21 | 0,0372 | -0,0009 | ||
| US3137G1BL02 / FEDERAL HOME LOAN MORTGAGE CORP. | 0,20 | -1,01 | 0,0367 | -0,0029 | ||
| US61749BAB99 / MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2FP | 0,20 | -2,50 | 0,0367 | -0,0033 | ||
| US40430FAA03 / HSI ASSET SECURITIZATION CORPO HASC 2007 HE1 1A1 | 0,20 | -1,02 | 0,0367 | -0,0026 | ||
| US3138ERM647 / Fannie Mae Pool | 0,19 | -7,66 | 0,0363 | -0,0054 | ||
| US3136B3M727 / Fannie Mae REMICS | 0,19 | -5,88 | 0,0361 | -0,0046 | ||
| RFR USD SOFR/3.25000 03/19/25-7Y CME / DIR (EZXW94GLV2L5) | 0,19 | -20,08 | 0,0360 | -0,0119 | ||
| US3137B4UN47 / FREDDIE MAC FHR 4248 ES | 0,19 | 2,15 | 0,0356 | -0,0016 | ||
| US3140LJ7J98 / Federal National Mortgage Association | 0,19 | 0,53 | 0,0352 | -0,0022 | ||
| US3138WUAD59 / Fannie Mae Pool | 0,19 | -2,11 | 0,0349 | -0,0030 | ||
| US31396VGE20 / FANNIE MAE FNR 2007 33 MF | 0,19 | -7,96 | 0,0347 | -0,0055 | ||
| 317U97VA2 PIMCO FPPSWAPTION 4.3075 PUT USD / DIR (000000000) | 0,19 | 0,0347 | 0,0347 | |||
| US3140NLRQ46 / FNMA POOL BY4094 FN 06/53 FIXED 6 | 0,18 | -7,58 | 0,0344 | -0,0051 | ||
| TREASURY BILL 07/25 0.00000 / DBT (US912797PE18) | 0,18 | 0,0342 | 0,0342 | |||
| US36180MYW18 / Ginnie Mae II Pool | 0,18 | -2,67 | 0,0342 | -0,0033 | ||
| US23242GAZ72 / Alternative Loan Trust 2006-OA16 | 0,18 | -2,72 | 0,0336 | -0,0031 | ||
| US3138X5VY02 / FNMA POOL AU6030 FN 09/33 FIXED 4.5 | 0,18 | -1,67 | 0,0333 | -0,0028 | ||
| US3137FHRY13 / Freddie Mac REMICS | 0,18 | -5,88 | 0,0331 | -0,0042 | ||
| US36179RS915 / Ginnie Mae II Pool | 0,18 | -2,22 | 0,0331 | -0,0029 | ||
| US3138EBWT84 / FNMA POOL AK6957 FN 03/37 FIXED 4 | 0,17 | -0,57 | 0,0326 | -0,0024 | ||
| US31412P5L17 / FNMA POOL 931551 FN 07/39 FIXED 4.5 | 0,17 | -2,26 | 0,0326 | -0,0029 | ||
| US31418CYK43 / Fannie Mae Pool | 0,17 | -2,26 | 0,0325 | -0,0029 | ||
| FWLS / Freddie Mac Whole Loan Securities Trust 2015-SC02 | 0,17 | -1,70 | 0,0324 | -0,0028 | ||
| 317U97WA1 PIMCO FPPSWAPTION 4.3075 CALL USD / DIR (000000000) | 0,17 | 0,0322 | 0,0322 | |||
| US3136AEUE52 / FANNIE MAE FNR 2013 54 SK | 0,17 | 2,40 | 0,0321 | -0,0012 | ||
| US31394AAX46 / FANNIE MAE FNR 2004 53 ZQ | 0,17 | -5,00 | 0,0320 | -0,0039 | ||
| US36179RVB22 / Ginnie Mae II Pool | 0,17 | -2,31 | 0,0317 | -0,0029 | ||
| US36296QLD96 / Government National Mortgage Association | 0,17 | -2,91 | 0,0314 | -0,0030 | ||
| US3128LXAV26 / Freddie Mac Gold Pool | 0,17 | -4,07 | 0,0311 | -0,0032 | ||
| US3140LKCN15 / FANNIE MAE POOL UMBS P#BS8176 4.38500000 | 0,16 | 0,00 | 0,0309 | -0,0019 | ||
| US12669GUM13 / CHL MORTGAGE PASS-THROUGH TRUST 2005-11 SER 2005-11 CL 3A1 V/R REGD 2.91195200 | 0,16 | -2,38 | 0,0308 | -0,0029 | ||
| US38376UTT69 / GOVERNMENT NATIONAL MORTGAGE A GNR 2017 77 EZ | 0,16 | 0,00 | 0,0299 | -0,0018 | ||
| 317U9H6A8 PIMCO SWAPTION 3.3675 CALL USD 20250 / DIR (000000000) | 0,16 | 0,0297 | 0,0297 | |||
| US38375US275 / GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H23 MA | 0,16 | -8,19 | 0,0294 | -0,0048 | ||
| US3140LKDG54 / FANNIE MAE POOL UMBS P#BS8202 4.14000000 | 0,16 | 0,65 | 0,0293 | -0,0018 | ||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 INV2 A3B 144A / ABS-MBS (US17331WBB81) | 0,15 | -8,38 | 0,0288 | -0,0046 | ||
| US31418MRT17 / Fannie Mae Pool | 0,15 | -2,55 | 0,0288 | -0,0027 | ||
| US31417C5E13 / Fannie Mae Pool | 0,15 | -3,16 | 0,0287 | -0,0029 | ||
| US3128MMW419 / Freddie Mac Gold Pool | 0,15 | -4,43 | 0,0284 | -0,0032 | ||
| US3128MMWE98 / Freddie Mac Gold Pool | 0,15 | -5,62 | 0,0284 | -0,0035 | ||
| US3133C9NH20 / FED HM LN PC POOL QG8492 FR 08/53 FIXED 5 | 0,15 | -0,66 | 0,0282 | -0,0021 | ||
| US69689QAA31 / Palmer Square CLO 2022-1 Ltd | 0,15 | 0,00 | 0,0281 | -0,0018 | ||
| US31398C7C64 / FREDDIE MAC FHR 3514 ZQ | 0,15 | 1,40 | 0,0272 | -0,0014 | ||
| US3138ENEW53 / Fannie Mae Pool | 0,14 | -5,26 | 0,0271 | -0,0033 | ||
| US3617B5DZ44 / GNMA II POOL BC1920 G2 09/47 FIXED 3.5 | 0,14 | -4,00 | 0,0271 | -0,0029 | ||
| US3137ARPN03 / FHR 4068 UF 6/42 | 0,14 | -2,72 | 0,0270 | -0,0024 | ||
| US3140FVCM60 / FNMA POOL BE9075 FN 05/37 FIXED 4 | 0,14 | -2,05 | 0,0270 | -0,0023 | ||
| US31395NQL46 / Fannie Mae REMICS | 0,14 | -5,30 | 0,0269 | -0,0033 | ||
| US3140X6JR36 / Fannie Mae Pool | 0,14 | 0,0269 | 0,0269 | |||
| US31418EER71 / FANNIE MAE POOL UMBS P#MA4643 3.00000000 | 0,14 | -1,39 | 0,0267 | -0,0022 | ||
| US31300LYH22 / Freddie Mac Non Gold Pool | 0,14 | -8,97 | 0,0266 | -0,0046 | ||
| US39538CAF95 / GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR7 1A32 | 0,14 | -3,45 | 0,0264 | -0,0027 | ||
| 317U9M8A5 PIMCO FPPSWAPTION 4.44 CALL USD / DIR (EZZJTHD603Y4) | 0,14 | 0,0262 | 0,0262 | |||
| US3140X63B58 / FNMA UMBS, 15 Year | 0,14 | -5,44 | 0,0262 | -0,0033 | ||
| US3133KYW392 / FED HM LN PC POOL RB5166 FR 07/42 FIXED 3 | 0,14 | -2,11 | 0,0261 | -0,0023 | ||
| US31417AQB88 / Fannie Mae Pool | 0,14 | -3,47 | 0,0261 | -0,0026 | ||
| US3133C8TD78 / FED HM LN PC POOL QG7748 FR 08/53 FIXED 5 | 0,14 | -0,72 | 0,0260 | -0,0019 | ||
| US3617G0JC56 / Ginnie Mae II Pool | 0,14 | -4,17 | 0,0260 | -0,0028 | ||
| US38376RRL23 / Government National Mortgage Association | 0,14 | -15,43 | 0,0257 | -0,0068 | ||
| US36192YDV65 / GNMA POOL AR3716 GN 12/45 FIXED 3.5 | 0,14 | -15,00 | 0,0255 | -0,0064 | ||
| US31418EEE68 / FANNIE MAE POOL UMBS P#MA4632 3.00000000 | 0,14 | -0,74 | 0,0253 | -0,0019 | ||
| US3140Q9F659 / Fannie Mae Pool | 0,14 | -2,17 | 0,0253 | -0,0023 | ||
| 317U9M7A6 PIMCO FPPSWAPTION 4.44 PUT USD / DIR (EZ731RMXTRL9) | 0,13 | 0,0250 | 0,0250 | |||
| US80557CAB81 / SAXON ASSET SECURITIES TRUST SAST 2007 4 A2 144A | 0,13 | -1,50 | 0,0246 | -0,0019 | ||
| US3128S3JM21 / FED HM LN PC POOL T62068 FG 09/46 FIXED 2.5 | 0,13 | -0,76 | 0,0246 | -0,0019 | ||
| US31396AAQ76 / FREDDIE MAC FHR 3031 BZ | 0,13 | 2,36 | 0,0244 | -0,0011 | ||
| US12667GCB77 / Alternative Loan Trust 2005-14 | 0,13 | -0,77 | 0,0243 | -0,0018 | ||
| US3137FJE210 / Freddie Mac REMICS | 0,13 | -3,76 | 0,0240 | -0,0027 | ||
| US3617ACHV58 / Ginnie Mae I Pool | 0,13 | -1,55 | 0,0240 | -0,0018 | ||
| US3140HGRA72 / FNMA POOL BK3180 FN 03/48 FIXED 3.5 | 0,13 | 0,00 | 0,0234 | -0,0016 | ||
| US3140LJ7K61 / Federal National Mortgage Association | 0,13 | 0,81 | 0,0234 | -0,0015 | ||
| US61754HAD44 / MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3 | 0,12 | -3,12 | 0,0233 | -0,0023 | ||
| US3137BMGC43 / FREDDIE MAC FHR 4534 PZ | 0,12 | -0,81 | 0,0231 | -0,0016 | ||
| US36192S2Y53 / Ginnie Mae II Pool | 0,12 | -0,81 | 0,0231 | -0,0018 | ||
| US31418CMJ08 / Fannie Mae Pool | 0,12 | -4,69 | 0,0230 | -0,0027 | ||
| US31410LFB36 / Fannie Mae Pool | 0,12 | -2,40 | 0,0230 | -0,0021 | ||
| US3140GRAU83 / Fannie Mae Pool | 0,12 | 0,00 | 0,0227 | -0,0016 | ||
| US3617YM4D18 / GNMA II POOL CM2620 G2 06/47 FIXED 3 | 0,12 | -4,00 | 0,0226 | -0,0025 | ||
| US3622A2N323 / GNMA I, 30 Year | 0,12 | -1,64 | 0,0225 | -0,0019 | ||
| US3138WHN408 / FNMA POOL AS7610 FN 07/46 FIXED 2.5 | 0,12 | -0,83 | 0,0225 | -0,0015 | ||
| US36178DZN47 / Ginnie Mae II Pool | 0,12 | -4,03 | 0,0224 | -0,0024 | ||
| US89177HAA05 / Towd Point Mortgage Trust, Series 2019-HY2, Class A1 | 0,12 | -7,09 | 0,0221 | -0,0032 | ||
| US3140GNKM44 / Fannie Mae Pool | 0,12 | -4,96 | 0,0217 | -0,0026 | ||
| US12661XAC65 / CSMC 2021-INV1TRUST SER 2021-INV1 CL A3 V/R REGD 144A P/P 2.50000000 | 0,12 | -2,54 | 0,0216 | -0,0021 | ||
| US3140XFNY38 / Fannie Mae Pool | 0,11 | -1,74 | 0,0212 | -0,0018 | ||
| US3128S3JQ35 / Freddie Mac Gold Pool | 0,11 | -0,88 | 0,0211 | -0,0016 | ||
| 317U9CWA0 PIMCO FPPSWAPTION 4.63 CALL USD / DIR (EZX1SPPZ69G4) | 0,11 | 0,0210 | 0,0210 | |||
| US3137BHJA64 / FREDDIE MAC FHR 4462 KG | 0,11 | -2,63 | 0,0209 | -0,0019 | ||
| US3138XZFG14 / Fannie Mae Pool | 0,11 | -3,48 | 0,0209 | -0,0020 | ||
| US36295SH332 / GNMA POOL 678950 GN 10/37 FIXED 6.5 | 0,11 | -0,89 | 0,0208 | -0,0016 | ||
| US36179TSF39 / Ginnie Mae II Pool | 0,11 | -2,73 | 0,0202 | -0,0018 | ||
| US3140H5JG74 / Fannie Mae Pool | 0,11 | 0,00 | 0,0201 | -0,0014 | ||
| US31418CRJ52 / Fannie Mae Pool | 0,11 | -4,46 | 0,0201 | -0,0024 | ||
| US38376RYX87 / GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H21 AF | 0,11 | -15,87 | 0,0199 | -0,0053 | ||
| 317U9EFA5 PIMCO FPPSWAPTION 4.52 CALL USD / DIR (EZK5GGZQ2595) | 0,11 | 0,0198 | 0,0198 | |||
| US36179UH623 / Ginnie Mae II Pool | 0,11 | -2,78 | 0,0198 | -0,0019 | ||
| US3136AT5G51 / Fannie Mae - ACES | 0,11 | -3,67 | 0,0198 | -0,0020 | ||
| US3617YMXG24 / GNMA II POOL CM2479 G2 08/47 FIXED 3 | 0,11 | -0,94 | 0,0197 | -0,0016 | ||
| US36179UMM17 / Ginnie Mae II Pool | 0,10 | -1,89 | 0,0196 | -0,0017 | ||
| 317U98VA0 PIMCO FPPSWAPTION 4.285 PUT USD / DIR (EZZ1W7HSWB61) | 0,10 | 0,0193 | 0,0193 | |||
| US39538AAJ51 / GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR5 A3A2 | 0,10 | -1,92 | 0,0192 | -0,0016 | ||
| GNMA II POOL MB0310 G2 04/55 FIXED 6.5 / ABS-MBS (US3618N5KY49) | 0,10 | 0,0192 | 0,0192 | |||
| US3137AYAM36 / FREDDIE MAC FHR 4150 SB | 0,10 | 1,00 | 0,0189 | -0,0012 | ||
| US3136BBGN69 / Fannie Mae REMICS | 0,10 | -6,60 | 0,0186 | -0,0026 | ||
| US3140N8TD05 / FNMA POOL BX4147 FN 12/52 FIXED 6 | 0,10 | 0,00 | 0,0186 | -0,0013 | ||
| US3136BBAR38 / Fannie Mae-Aces | 0,10 | -7,55 | 0,0185 | -0,0027 | ||
| US3140JAUP17 / FNMA POOL BM5989 FN 11/48 FLOATING VAR | 0,10 | -9,26 | 0,0184 | -0,0033 | ||
| US01F0404792 / UMBS TBA | 0,10 | 0,0183 | 0,0183 | |||
| US3137G1AK38 / Freddie Mac Whole Loan Securities Trust | 0,10 | -2,04 | 0,0180 | -0,0017 | ||
| US45668GAD43 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR14 1A3A | 0,10 | -4,00 | 0,0180 | -0,0021 | ||
| US3137B5HZ98 / Freddie Mac REMICS | 0,10 | -2,06 | 0,0180 | -0,0015 | ||
| 317U93RA6 PIMCO FPPSWAPTION 4.31 PUT USD / DIR (EZVMHQXXYP04) | 0,10 | 0,0179 | 0,0179 | |||
| 317U9B8A9 PIMCO FPPSWAPTION 4.43 CALL USD / DIR (000000000) | 0,09 | 0,0178 | 0,0178 | |||
| US31397QF941 / FNMA_11-18 | 0,09 | -3,09 | 0,0177 | -0,0017 | ||
| 317U9EEA6 PIMCO FPPSWAPTION 4.52 PUT USD / DIR (EZM0N8LD8K20) | 0,09 | 0,0176 | 0,0176 | |||
| US36202FZ253 / GNMA II POOL 005261 G2 12/41 FIXED 5 | 0,09 | -2,11 | 0,0175 | -0,0015 | ||
| 317U98WA9 PIMCO FPPSWAPTION 4.285 CALL USD / DIR (EZ8KRVXQV334) | 0,09 | 0,0175 | 0,0175 | |||
| US3136BDR422 / FNMA_21-3 | 0,09 | 1,09 | 0,0174 | -0,0011 | ||
| US3617YURY20 / GNMA II POOL CM8603 G2 04/47 FIXED 3 | 0,09 | -1,08 | 0,0174 | -0,0013 | ||
| US3138WCVS91 / FNMA POOL AS3324 FN 08/34 FIXED 4 | 0,09 | -2,13 | 0,0174 | -0,0014 | ||
| US3138E6VD55 / FNMA POOL AK2411 FN 02/42 FIXED 4 | 0,09 | -3,19 | 0,0172 | -0,0017 | ||
| 317U9B7A0 PIMCO FPPSWAPTION 4.43 PUT USD / DIR (000000000) | 0,09 | 0,0171 | 0,0171 | |||
| US3140LJF433 / FNMA POOL BS7386 FN 12/29 FIXED 4.77 | 0,09 | 1,11 | 0,0171 | -0,0010 | ||
| US3138WDN316 / FNMA POOL AS4009 FN 12/39 FIXED 3.5 | 0,09 | 0,00 | 0,0171 | -0,0012 | ||
| US3133C9HP10 / FED HM LN PC POOL QG8338 FR 08/53 FIXED 5 | 0,09 | -1,10 | 0,0170 | -0,0012 | ||
| 317U96ZA0 PIMCO FPPSWAPTION 4.265 PUT USD / DIR (000000000) | 0,09 | 0,0170 | 0,0170 | |||
| GNMA II POOL MA9961 G2 10/54 FIXED 3.5 / ABS-MBS (US36180AB691) | 0,09 | 0,0170 | 0,0170 | |||
| US3131Y8WT81 / FED HM LN PC POOL ZN2458 FR 12/33 FIXED 3.5 | 0,09 | -3,23 | 0,0169 | -0,0017 | ||
| 317U9CVA1 PIMCO FPPSWAPTION 4.63 PUT USD / DIR (EZZ1HLX7M2B1) | 0,09 | 0,0169 | 0,0169 | |||
| 317U9HKA2 PIMCO FPPSWAPTION 4.47 CALL USD / DIR (000000000) | 0,09 | 0,0169 | 0,0169 | |||
| US552751AA74 / MFA 2020-NQM2 TRUST SER 2020-NQM2 CL A1 V/R REGD 144A P/P 1.38100000 | 0,09 | -21,24 | 0,0169 | -0,0058 | ||
| US5764342H69 / MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A1 | 0,09 | -3,26 | 0,0168 | -0,0016 | ||
| US31417N2X85 / FNMA POOL AC4389 FN 07/39 FIXED 4 | 0,09 | -1,11 | 0,0167 | -0,0014 | ||
| US38379QFL41 / Government National Mortgage Association | 0,09 | 1,14 | 0,0167 | -0,0010 | ||
| 317U93SA5 PIMCO FPPSWAPTION 4.31 CALL USD / DIR (EZ0FC4D3KKG3) | 0,09 | 0,0167 | 0,0167 | |||
| US3128M5VC10 / FED HM LN PC POOL G03911 FG 02/38 FIXED 6 | 0,09 | -1,12 | 0,0166 | -0,0013 | ||
| US31408DB455 / Fannie Mae Pool | 0,09 | -1,12 | 0,0165 | -0,0013 | ||
| US3132XWE647 / Freddie Mac Gold Pool | 0,09 | -1,14 | 0,0165 | -0,0012 | ||
| US3137ATGL04 / FREDDIE MAC FHR 4091 VS | 0,09 | 0,00 | 0,0164 | -0,0011 | ||
| US36197DZB71 / Ginnie Mae I Pool | 0,09 | -4,40 | 0,0164 | -0,0019 | ||
| US3140GS2M32 / Fannie Mae Pool | 0,09 | -7,53 | 0,0162 | -0,0023 | ||
| US36179UGE64 / Ginnie Mae II Pool | 0,09 | -3,37 | 0,0162 | -0,0016 | ||
| US312932CF11 / FED HM LN PC POOL A85470 FG 04/39 FIXED 4.5 | 0,09 | 0,00 | 0,0162 | -0,0011 | ||
| US3128M7AX42 / Freddie Mac Gold Pool | 0,09 | -2,27 | 0,0162 | -0,0014 | ||
| US3136A3S691 / FANNIE MAE FNR 2012 3 PE | 0,09 | -3,41 | 0,0161 | -0,0016 | ||
| US3128MMWZ28 / Freddie Mac Gold Pool | 0,09 | -5,56 | 0,0161 | -0,0019 | ||
| 317U9HJA4 PIMCO FPPSWAPTION 4.47 PUT USD / DIR (000000000) | 0,08 | 0,0157 | 0,0157 | |||
| US3137BQEL73 / FREDDIE MAC FHR 4588 PI | 0,08 | -4,60 | 0,0156 | -0,0018 | ||
| US3617B1XT59 / GNMA II POOL BB9690 G2 09/47 FIXED 3.5 | 0,08 | -3,53 | 0,0155 | -0,0016 | ||
| US38378TJ841 / GOVERNMENT NATIONAL MORTGAGE A GNR 2013 88 PZ | 0,08 | 1,23 | 0,0155 | -0,0007 | ||
| US74040YAB83 / PREFERRED TERM SECS X SR SECURED 144A 07/33 VAR | 0,08 | 0,00 | 0,0154 | -0,0010 | ||
| US00764MEN39 / AEGIS ASSET BACKED SECURITIES AABST 2005 1 M4 | 0,08 | -24,77 | 0,0154 | -0,0065 | ||
| US3132XGUJ37 / FED HM LN PC POOL WN2384 FR 06/30 FIXED 4.4 | 0,08 | 1,23 | 0,0154 | -0,0009 | ||
| US3140J9ET43 / FNMA POOL BM4645 FN 10/38 FIXED VAR | 0,08 | -1,20 | 0,0154 | -0,0013 | ||
| US3128MMWN97 / Federal Home Loan Mortgage Corporation | 0,08 | -4,65 | 0,0154 | -0,0019 | ||
| US3140NRGK64 / FNMA POOL BY8301 FN 08/53 FIXED 5 | 0,08 | -1,22 | 0,0153 | -0,0011 | ||
| US3140FTWA56 / Fannie Mae Pool | 0,08 | 0,00 | 0,0152 | -0,0011 | ||
| 317U97AA5 PIMCO FPPSWAPTION 4.265 CALL USD / DIR (000000000) | 0,08 | 0,0152 | 0,0152 | |||
| FNMA POOL AX2488 FN 10/44 FIXED 4 / ABS-MBS (US3138Y3XS57) | 0,08 | 0,0151 | 0,0151 | |||
| US3138ELXR91 / Fannie Mae Pool | 0,08 | -3,66 | 0,0149 | -0,0016 | ||
| US31419EZQ50 / FNMA POOL AE4350 FN 10/40 FIXED 4 | 0,08 | -4,82 | 0,0149 | -0,0018 | ||
| US93935NAB01 / Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2007-OA1, Class 2A | 0,08 | -2,47 | 0,0148 | -0,0014 | ||
| US3138WB2N46 / FNMA POOL AS2580 FN 06/29 FIXED 3 | 0,08 | -7,06 | 0,0148 | -0,0021 | ||
| US3622A24S85 / Ginnie Mae II Pool | 0,08 | -2,53 | 0,0145 | -0,0014 | ||
| US3136AQPM63 / FANNIE MAE FNR 2015 81 NZ | 0,08 | 1,32 | 0,0145 | -0,0008 | ||
| US36179NLG15 / Ginnie Mae II Pool | 0,08 | -2,53 | 0,0145 | -0,0013 | ||
| US3140J8BG75 / Fannie Mae Pool | 0,08 | -3,80 | 0,0143 | -0,0014 | ||
| US3128M86H21 / Freddie Mac Gold Pool | 0,08 | -1,30 | 0,0143 | -0,0012 | ||
| US3128MJSP62 / FHLG 30YR 3.0% 05/01/2043#G08525 | 0,07 | -1,33 | 0,0139 | -0,0012 | ||
| US3133C2NK06 / FED HM LN PC POOL QG2194 FR 04/53 FIXED 6 | 0,07 | -22,34 | 0,0138 | -0,0050 | ||
| US3140H6DW61 / Fannie Mae Pool | 0,07 | 0,00 | 0,0137 | -0,0009 | ||
| US31391KDP93 / FNMA POOL 668910 FN 10/32 FLOATING VAR | 0,07 | -2,67 | 0,0137 | -0,0013 | ||
| US38379FWQ89 / GOVERNMENT NATIONAL MORTGAGE A GNR 2015 159 TE | 0,07 | 2,86 | 0,0137 | -0,0005 | ||
| US3622A25E80 / Ginnie Mae II Pool | 0,07 | -2,70 | 0,0136 | -0,0013 | ||
| US05951EAM93 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1 | 0,07 | -4,00 | 0,0135 | -0,0014 | ||
| US75114PAC32 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO9 1A3A | 0,07 | 2,90 | 0,0135 | -0,0004 | ||
| US36179NTC29 / Ginnie Mae II Pool | 0,07 | -1,39 | 0,0134 | -0,0010 | ||
| US36197MRM28 / Ginnie Mae I Pool | 0,07 | -1,39 | 0,0134 | -0,0010 | ||
| US3617B4HP50 / Ginnie Mae I Pool | 0,07 | -1,43 | 0,0131 | -0,0010 | ||
| US3136AEBH94 / FANNIE MAE FNR 2013 47 MS | 0,07 | -2,82 | 0,0130 | -0,0013 | ||
| US31402RHU68 / Fannie Mae Pool | 0,07 | -2,86 | 0,0129 | -0,0012 | ||
| US31402RHT95 / Fannie Mae Pool | 0,07 | -5,56 | 0,0127 | -0,0018 | ||
| US36241L6Q42 / GNMA POOL 783579 GN 05/42 FIXED 3.5 | 0,07 | -4,29 | 0,0127 | -0,0013 | ||
| US3622EBAC25 / GSAA HOME EQUITY TRUST GSAA 2007 4 A3A | 0,07 | -2,90 | 0,0126 | -0,0012 | ||
| US38375JBL89 / GOVERNMENT NATIONAL MORTGAGE A GNR 2006 69 PO | 0,07 | -18,52 | 0,0125 | -0,0038 | ||
| US3132HBXZ39 / Freddie Mac Gold Pool | 0,07 | -1,49 | 0,0125 | -0,0009 | ||
| US3138XWM969 / FNMA POOL AW6683 FN 06/44 FIXED 4 | 0,07 | 0,00 | 0,0124 | -0,0009 | ||
| US36291FPX05 / GNMA I, 30 Year | 0,06 | -3,08 | 0,0120 | -0,0011 | ||
| US31349TD404 / Freddie Mac Non Gold Pool | 0,06 | -8,82 | 0,0118 | -0,0020 | ||
| US31418CKK98 / FNMA 15YR 3% 04/01/2032#MA2997 | 0,06 | -4,69 | 0,0115 | -0,0013 | ||
| US3132M6E223 / Freddie Mac Gold Pool | 0,06 | 0,00 | 0,0115 | -0,0008 | ||
| US31404Q5M78 / Fannie Mae Pool | 0,06 | -4,76 | 0,0114 | -0,0013 | ||
| US36211SCZ83 / Ginnie Mae I Pool | 0,06 | -1,64 | 0,0113 | -0,0010 | ||
| US36179UKY72 / Ginnie Mae II Pool | 0,06 | -1,64 | 0,0113 | -0,0009 | ||
| US12667HAA95 / Countrywide Asset-Backed Certificates | 0,06 | -1,67 | 0,0112 | -0,0010 | ||
| US3617YQG980 / GNMA II POOL CM4724 G2 01/48 FIXED 3 | 0,06 | -6,35 | 0,0112 | -0,0014 | ||
| US3128S4FZ52 / Freddie Mac Non Gold Pool | 0,06 | -1,69 | 0,0110 | -0,0008 | ||
| US31395M2F53 / Freddie Mac Structured Pass-Through Certificates | 0,06 | -3,33 | 0,0109 | -0,0011 | ||
| US36179QL821 / Ginnie Mae II Pool | 0,06 | -3,39 | 0,0109 | -0,0010 | ||
| US3128M7A977 / Federal Home Loan Mortgage Corporation | 0,06 | -3,45 | 0,0107 | -0,0010 | ||
| US312944DE82 / FED HM LN PC POOL A95501 FG 12/40 FIXED 5 | 0,06 | -1,75 | 0,0106 | -0,0008 | ||
| US31417HA954 / Fannie Mae Pool | 0,06 | -9,68 | 0,0106 | -0,0019 | ||
| US31418CZ729 / Fannie Mae Pool | 0,06 | -3,51 | 0,0105 | -0,0011 | ||
| US38379PP356 / GOVERNMENT NATIONAL MORTGAGE A GNR 2015 84 IB | 0,06 | -5,17 | 0,0104 | -0,0012 | ||
| US31418CH495 / FNMA POOL MA2950 FN 12/46 FIXED 2.5 | 0,06 | -1,79 | 0,0104 | -0,0009 | ||
| US3138Y9ZE14 / FNMA POOL AX7940 FN 01/45 FIXED 4 | 0,06 | 0,00 | 0,0104 | -0,0007 | ||
| US3140GYK572 / FNMA 30YR | 0,05 | 0,00 | 0,0102 | -0,0008 | ||
| US3138EJJD16 / UMBS, 30 Year | 0,05 | -3,64 | 0,0101 | -0,0010 | ||
| US31418CNG59 / Fannie Mae Pool | 0,05 | -5,36 | 0,0100 | -0,0012 | ||
| US31418EJL56 / Fannie Mae Pool | 0,05 | -3,64 | 0,0100 | -0,0010 | ||
| US3140J9AX90 / Fannie Mae Pool | 0,05 | -3,70 | 0,0099 | -0,0009 | ||
| US3137F6K554 / Federal Home Loan Mortgage Corp. REMICS | 0,05 | 4,00 | 0,0099 | -0,0002 | ||
| US3132XVLQ48 / FHLG 30YR 3.5% 12/01/2047#Q53034 | 0,05 | -1,92 | 0,0097 | -0,0008 | ||
| US3140JHH635 / Fannie Mae Pool | 0,05 | -7,27 | 0,0097 | -0,0014 | ||
| US761118FJ26 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA9 NB21 | 0,05 | -8,93 | 0,0096 | -0,0016 | ||
| US75114HAK32 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO5 3A4 | 0,05 | 0,00 | 0,0096 | -0,0006 | ||
| TREASURY BILL 07/25 0.00000 / DBT (US912797NX17) | 0,05 | 0,0096 | 0,0096 | |||
| US3128L8NM33 / FED HM LN PC POOL A74896 FG 03/38 FIXED 5 | 0,05 | -1,96 | 0,0095 | -0,0007 | ||
| US3132M6EZ98 / Freddie Mac Gold Pool | 0,05 | -1,96 | 0,0095 | -0,0007 | ||
| US31418MUL44 / Fannie Mae Pool | 0,05 | -1,96 | 0,0095 | -0,0009 | ||
| US3128LXAT79 / Freddie Mac Gold Pool | 0,05 | -3,85 | 0,0095 | -0,0010 | ||
| US3138EP6V16 / Fannie Mae Pool | 0,05 | -5,66 | 0,0095 | -0,0011 | ||
| US17307GY692 / Citigroup Mortgage Loan Trust, Series 2005-12, Class 2A1 | 0,05 | -15,25 | 0,0095 | -0,0024 | ||
| US38376RRG38 / GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H07 FE | 0,05 | -10,91 | 0,0092 | -0,0018 | ||
| US3132QQNZ17 / FED HM LN PC POOL Q34007 FG 06/45 FIXED 3 | 0,05 | -2,04 | 0,0091 | -0,0007 | ||
| US36295XFV29 / Ginnie Mae I Pool | 0,05 | -2,04 | 0,0091 | -0,0007 | ||
| 317U9BRA8 PIMCO SWAPTION 4.116 PUT USD 2025111 / DIR (000000000) | 0,05 | 0,0091 | 0,0091 | |||
| US3128MJBD16 / Freddie Mac Gold Pool | 0,05 | -4,00 | 0,0090 | -0,0010 | ||
| US3133KYXA27 / FED HM LN PC POOL RB5173 FR 08/42 FIXED 3 | 0,05 | -2,08 | 0,0089 | -0,0008 | ||
| US36295NV201 / GNMA II POOL 675733 G2 07/47 FIXED 3.5 | 0,05 | -6,00 | 0,0089 | -0,0011 | ||
| US36179TXW07 / Ginnie Mae II Pool | 0,05 | -2,08 | 0,0089 | -0,0008 | ||
| US3617ALXP06 / Ginnie Mae I Pool | 0,05 | 0,00 | 0,0089 | -0,0007 | ||
| US36179NQZ41 / GNMA II POOL MA1372 G2 03/43 FIXED 2 | 0,05 | 0,00 | 0,0089 | -0,0007 | ||
| US3136AP7M83 / Fannie Mae REMICS | 0,05 | 0,00 | 0,0088 | -0,0004 | ||
| US3128MJ2X72 / Freddie Mac Gold Pool | 0,05 | -2,13 | 0,0087 | -0,0008 | ||
| US31398F3H25 / FANNIE MAE FNR 2009 88 WZ | 0,05 | 2,27 | 0,0085 | -0,0003 | ||
| US31351DDT54 / Freddie Mac Strips | 0,05 | -4,26 | 0,0084 | -0,0011 | ||
| US38375B6F40 / GNMA, Series 2013-H20, Class FB | 0,04 | -12,24 | 0,0082 | -0,0018 | ||
| US3132HPYF51 / FED HM LN PC POOL Q13410 FG 12/42 FIXED 3 | 0,04 | 0,00 | 0,0081 | -0,0006 | ||
| US3128MMV262 / FHLMC Gold Pools, 15 Year | 0,04 | -4,44 | 0,0081 | -0,0010 | ||
| US31418CGM01 / Fannie Mae Pool | 0,04 | -4,55 | 0,0079 | -0,0010 | ||
| US3617B4GK72 / Ginnie Mae I Pool | 0,04 | 0,00 | 0,0079 | -0,0006 | ||
| US31418CHH07 / Fannie Mae Pool | 0,04 | -4,65 | 0,0078 | -0,0009 | ||
| US3128M6KQ08 / FED HM LN PC POOL G04503 FG 11/35 FIXED 5.5 | 0,04 | -4,65 | 0,0077 | -0,0011 | ||
| US31419LH551 / FNMA POOL AE9251 FN 11/40 FIXED 4 | 0,04 | 0,00 | 0,0077 | -0,0006 | ||
| US31335BMB98 / Freddie Mac Gold Pool | 0,04 | -2,44 | 0,0077 | -0,0006 | ||
| US3128M9A858 / Freddie Mac Gold Pool | 0,04 | -2,44 | 0,0076 | -0,0006 | ||
| US3138WEB244 / FNMA POOL AS4556 FN 03/40 FIXED 3.5 | 0,04 | -2,44 | 0,0075 | -0,0008 | ||
| US3140GT6E51 / Fannie Mae Pool | 0,04 | 0,00 | 0,0075 | -0,0006 | ||
| US46591FAL85 / JP Morgan Mortgage Trust 2019-5 | 0,04 | -9,30 | 0,0075 | -0,0013 | ||
| US3138X2F824 / FNMA POOL AU2890 FN 08/28 FIXED 2.5 | 0,04 | -11,36 | 0,0073 | -0,0014 | ||
| US3128KU4Z79 / Freddie Mac Gold Pool | 0,04 | -2,56 | 0,0073 | -0,0005 | ||
| US38376RRA67 / GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H04 FB | 0,04 | -13,64 | 0,0073 | -0,0015 | ||
| US456612AC42 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR6 2A1A | 0,04 | -2,56 | 0,0073 | -0,0006 | ||
| US3128M9KQ47 / FED HM LN PC POOL G07203 FG 06/41 FIXED 4.5 | 0,04 | 0,00 | 0,0072 | -0,0005 | ||
| US31294MKQ32 / FG E03003 | 0,04 | -19,15 | 0,0072 | -0,0023 | ||
| US362631AC72 / GSR MORTGAGE LOAN TRUST GSR 2006 OA1 2A2 | 0,04 | 0,00 | 0,0072 | -0,0005 | ||
| US31409VD345 / FNMA POOL 879522 FN 03/36 FIXED 6 | 0,04 | 0,00 | 0,0070 | -0,0006 | ||
| US3140HNV661 / Fannie Mae Pool | 0,04 | -5,26 | 0,0069 | -0,0009 | ||
| US3128JMSW89 / FED HM LN PC POOL 1B2432 FH 09/35 FLOATING VAR | 0,04 | 0,00 | 0,0068 | -0,0006 | ||
| US3617B0YH20 / GNMA II POOL BB8812 G2 04/48 FIXED 4 | 0,04 | 0,00 | 0,0068 | -0,0005 | ||
| US36207ENF78 / GNMA POOL 429790 GN 12/33 FIXED 6.5 | 0,04 | 0,00 | 0,0068 | -0,0006 | ||
| US3138ANCZ49 / FNMA POOL AI8187 FN 08/41 FIXED 4.5 | 0,04 | -2,78 | 0,0067 | -0,0006 | ||
| US12667CAD48 / Countrywide Asset-Backed Certificates, Series 2006-19, Class 2A3 | 0,04 | -2,78 | 0,0067 | -0,0007 | ||
| US38375B8J44 / Government National Mortgage Association | 0,04 | -5,41 | 0,0066 | -0,0009 | ||
| US38374LM577 / GOVERNMENT NATIONAL MORTGAGE A GNR 2005 58 MZ | 0,03 | 3,13 | 0,0062 | -0,0003 | ||
| US3140XHDQ79 / FNMA POOL FS1910 FN 01/44 FIXED VAR | 0,03 | -3,03 | 0,0062 | -0,0006 | ||
| US39538WHG69 / GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR3 4A2 | 0,03 | 18,52 | 0,0062 | 0,0007 | ||
| TREASURY BILL 08/25 0.00000 / DBT (US912797PN17) | 0,03 | 0,0061 | 0,0061 | |||
| US31418EGD67 / FNMA POOL MA4695 FN 07/42 FIXED 3 | 0,03 | 0,00 | 0,0061 | -0,0005 | ||
| US31413VSA60 / FNMA POOL 956913 FN 11/37 FIXED 6.5 | 0,03 | 0,00 | 0,0059 | -0,0004 | ||
| US3128M46D08 / FED HM LN PC POOL G03268 FG 09/37 FIXED 6 | 0,03 | -3,12 | 0,0059 | -0,0005 | ||
| US3138ENS346 / FNMA POOL AL5937 FN 10/29 FIXED VAR | 0,03 | -8,82 | 0,0059 | -0,0010 | ||
| US31416J5B39 / FNMA POOL AA1741 FN 01/39 FIXED 5.5 | 0,03 | 0,00 | 0,0059 | -0,0004 | ||
| US36295QA422 / GNMA POOL 676927 GN 04/38 FIXED 5.5 | 0,03 | 0,00 | 0,0058 | -0,0004 | ||
| US3138YKH483 / FNMA POOL AY5650 FN 06/30 FIXED 3 | 0,03 | -8,82 | 0,0058 | -0,0011 | ||
| US12669FY312 / COUNTRYWIDE HOME LOANS CWHL 2004 16 1A4B | 0,03 | 0,00 | 0,0058 | -0,0005 | ||
| US36179NVR69 / GNMA | 0,03 | -3,12 | 0,0058 | -0,0007 | ||
| US31325VRC09 / Freddie Mac Strips | 0,03 | -3,23 | 0,0058 | -0,0006 | ||
| US31292L5D38 / Freddie Mac Gold Pool | 0,03 | -3,23 | 0,0057 | -0,0005 | ||
| US31371NFL47 / FNMA POOL 256771 FN 06/37 FIXED 6.5 | 0,03 | -3,23 | 0,0057 | -0,0005 | ||
| US31417AKM08 / FNMA 15YR 3.00% 11/26 #AB3899 | 0,03 | -21,05 | 0,0056 | -0,0020 | ||
| US31417AXE45 / Federal National Mortgage Association | 0,03 | -18,92 | 0,0056 | -0,0018 | ||
| US31392BD527 / Fannie Mae REMICS | 0,03 | -9,37 | 0,0056 | -0,0009 | ||
| US3128L2BN73 / FED HM LN PC POOL A69945 FG 12/37 FIXED 5.5 | 0,03 | -3,33 | 0,0056 | -0,0004 | ||
| US3128MJLX69 / Freddie Mac Gold Pool | 0,03 | -3,33 | 0,0056 | -0,0005 | ||
| US3140Q8N846 / Fannie Mae Pool | 0,03 | 0,00 | 0,0054 | -0,0005 | ||
| US31417AXD61 / Federal National Mortgage Association | 0,03 | -17,65 | 0,0053 | -0,0017 | ||
| US3138YFS704 / FNMA POOL AY2341 FN 06/45 FIXED 4 | 0,03 | -3,57 | 0,0052 | -0,0004 | ||
| US268668BU33 / EMC Mortgage Loan Trust 2003-A | 0,03 | 0,00 | 0,0051 | -0,0003 | ||
| US3140Q9PU18 / Fannie Mae Pool | 0,03 | -3,57 | 0,0051 | -0,0007 | ||
| US36296Q2T53 / Ginnie Mae I Pool | 0,03 | -3,70 | 0,0050 | -0,0005 | ||
| US31417AXJ32 / Federal National Mortgage Association | 0,03 | -18,75 | 0,0050 | -0,0016 | ||
| US31413HQS03 / FNMA POOL 946065 FN 09/37 FIXED 6.5 | 0,03 | -3,70 | 0,0050 | -0,0004 | ||
| US92922FWV65 / WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR10 A1C | 0,03 | -3,70 | 0,0049 | -0,0006 | ||
| US88522RAA23 / Thornburg Mortgage Securities Trust 2006-5 | 0,03 | -3,85 | 0,0049 | -0,0005 | ||
| US36241LF277 / GNMA | 0,03 | -3,85 | 0,0048 | -0,0005 | ||
| US02146YAD85 / Alternative Loan Trust 2006-OA9 | 0,03 | 0,00 | 0,0048 | -0,0004 | ||
| US3128M9B765 / FED HM LN PC POOL G06962 FG 05/40 FIXED 6 | 0,03 | -3,85 | 0,0048 | -0,0005 | ||
| US38375B8G05 / GNMA, Series 2013-H23, Class FA | 0,03 | -7,41 | 0,0047 | -0,0008 | ||
| US31325UEH59 / Freddie Mac Strips | 0,03 | -3,85 | 0,0047 | -0,0005 | ||
| US3140HFFC83 / Fannie Mae Pool | 0,02 | -4,00 | 0,0047 | -0,0003 | ||
| US31412LUP39 / FNMA POOL 928590 FN 07/37 FIXED 6.5 | 0,02 | -4,00 | 0,0047 | -0,0003 | ||
| US3140J9CV17 / Fannie Mae Pool | 0,02 | -4,00 | 0,0047 | -0,0004 | ||
| US3137BNY730 / FREDDIE MAC FHR 4572 NI | 0,02 | -4,00 | 0,0046 | -0,0005 | ||
| US3138WWL989 / Fannie Mae Pool | 0,02 | -14,29 | 0,0046 | -0,0010 | ||
| US31392CEQ33 / FANNIEMAE WHOLE LOAN FNW 2002 W2 AV1 | 0,02 | -4,00 | 0,0046 | -0,0005 | ||
| US23242GAF19 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA16 A3 | 0,02 | 0,00 | 0,0045 | -0,0004 | ||
| US36188KDV26 / Ginnie Mae I Pool | 0,02 | -4,17 | 0,0045 | -0,0003 | ||
| US31417AKL25 / Federal National Mortgage Association, Inc. | 0,02 | -20,69 | 0,0045 | -0,0014 | ||
| US3138EQCH36 / Fannie Mae Pool | 0,02 | -14,81 | 0,0044 | -0,0010 | ||
| US31405NM283 / FNMA POOL 794277 FN 09/34 FIXED 5.5 | 0,02 | -4,17 | 0,0043 | -0,0005 | ||
| US3128M5ZQ69 / Freddie Mac Gold Pool | 0,02 | 0,00 | 0,0042 | -0,0003 | ||
| US36179TZ650 / Ginnie Mae II Pool | 0,02 | 0,00 | 0,0042 | -0,0004 | ||
| US3128PXVT05 / Federal Home Loan Mortgage Corp. | 0,02 | -15,38 | 0,0042 | -0,0012 | ||
| US31413GCN88 / FNMA POOL 944777 FN 09/37 FIXED 6.5 | 0,02 | 0,00 | 0,0042 | -0,0003 | ||
| US3138EKDV41 / Fannie Mae Pool | 0,02 | -4,55 | 0,0041 | -0,0004 | ||
| US31417A6Z78 / Federal National Mortgage Association | 0,02 | -19,23 | 0,0040 | -0,0012 | ||
| US3128MJJT85 / Freddie Mac Gold Pool | 0,02 | 0,00 | 0,0040 | -0,0003 | ||
| US3133TEMJ00 / FREDDIE MAC FHR 2064 ZA | 0,02 | -8,70 | 0,0040 | -0,0008 | ||
| US31407DUG86 / FNMA POOL 827783 FN 05/35 FLOATING VAR | 0,02 | -8,70 | 0,0040 | -0,0007 | ||
| US36179MC654 / GNMA II POOL MA0093 G2 05/42 FIXED 6 | 0,02 | 0,00 | 0,0039 | -0,0004 | ||
| US3140FXDG40 / Fannie Mae Pool | 0,02 | 0,00 | 0,0039 | -0,0004 | ||
| US38378MAC91 / Government National Mortgage Association | 0,02 | -13,04 | 0,0039 | -0,0007 | ||
| US31394VL730 / Fannie Mae REMICS | 0,02 | -4,76 | 0,0038 | -0,0004 | ||
| US38375UTT78 / GNMA, Series 2015-H03, Class FD | 0,02 | -9,09 | 0,0038 | -0,0007 | ||
| US3140FXFK34 / Fannie Mae Pool | 0,02 | 0,00 | 0,0038 | -0,0003 | ||
| US3128LD2Z67 / FED HM LN PC POOL A79792 FG 07/38 FIXED 5 | 0,02 | 0,00 | 0,0038 | -0,0003 | ||
| US31406H3D75 / FNMA | 0,02 | -9,52 | 0,0036 | -0,0007 | ||
| US36179TG338 / Ginnie Mae II Pool | 0,02 | 0,00 | 0,0036 | -0,0003 | ||
| US31405XYK35 / FNMA POOL 802714 FN 09/34 FLOATING VAR | 0,02 | 0,00 | 0,0036 | -0,0003 | ||
| US31394UHW53 / FANNIE MAE FNR 2005 102 AS | 0,02 | -5,00 | 0,0036 | -0,0004 | ||
| US12669GTV31 / CWHL 2005-3 2A1 V/R 4/25/35 2.28800000 | 0,02 | 0,00 | 0,0036 | -0,0004 | ||
| US3128PXA977 / Freddie Mac Gold Pool | 0,02 | -21,74 | 0,0035 | -0,0012 | ||
| US3138WCUK74 / FNMA POOL AS3285 FN 09/39 FIXED 3.5 | 0,02 | 0,00 | 0,0035 | -0,0003 | ||
| US31392C6T69 / FANNIE MAE FNR 2002 25 FX | 0,02 | -5,26 | 0,0035 | -0,0004 | ||
| US3617ALZA19 / Ginnie Mae I Pool | 0,02 | 0,00 | 0,0035 | -0,0003 | ||
| US31418CWV26 / Fannie Mae Pool | 0,02 | 0,00 | 0,0034 | -0,0003 | ||
| US3136ALF489 / FANNIE MAE FNR 2014 79 PS | 0,02 | 0,00 | 0,0034 | -0,0003 | ||
| US3128M5RA00 / Freddie Mac Gold Pool | 0,02 | -5,56 | 0,0033 | -0,0003 | ||
| US31393T7H31 / Fannie Mae REMICS | 0,02 | -19,05 | 0,0033 | -0,0011 | ||
| US3128PXS805 / Federal Home Loan Mortgage Corp. | 0,02 | -19,05 | 0,0033 | -0,0010 | ||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | 0,02 | 0,0033 | 0,0033 | |||
| US3617G8N412 / Ginnie Mae II Pool | 0,02 | -5,56 | 0,0032 | -0,0005 | ||
| US31339LMA51 / Freddie Mac REMICS | 0,02 | 0,00 | 0,0032 | -0,0003 | ||
| US36196YDX85 / Ginnie Mae I Pool | 0,02 | -20,00 | 0,0032 | -0,0008 | ||
| US3128M5DD94 / Freddie Mac Gold Pool | 0,02 | -5,88 | 0,0032 | -0,0003 | ||
| US3128PXVE36 / Federal Home Loan Mortgage Corp. | 0,02 | -23,81 | 0,0032 | -0,0012 | ||
| US36179TV774 / Ginnie Mae II Pool | 0,02 | -5,88 | 0,0031 | -0,0003 | ||
| US05946XXH15 / BANC OF AMERICA FUNDING CORPOR BAFC 2005 E 1A1 | 0,02 | -5,88 | 0,0031 | -0,0003 | ||
| US3128M4UX90 / Freddie Mac Gold Pool | 0,02 | 0,00 | 0,0031 | -0,0003 | ||
| US3617AT4T72 / Ginnie Mae II Pool | 0,02 | -6,25 | 0,0030 | -0,0003 | ||
| US312927EU66 / FED HM LN PC POOL A81047 FG 08/38 FIXED 6 | 0,02 | 0,00 | 0,0030 | -0,0002 | ||
| US3128M6NG98 / Freddie Mac Gold Pool | 0,02 | -6,25 | 0,0029 | -0,0003 | ||
| US41161PA868 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 1 2A1A | 0,02 | -6,25 | 0,0029 | -0,0003 | ||
| US31417AXF10 / UMBS | 0,02 | -21,05 | 0,0029 | -0,0010 | ||
| US31400MAD48 / FNMA POOL 691304 FN 11/37 FIXED 6.5 | 0,02 | -6,25 | 0,0029 | -0,0004 | ||
| US312928N831 / FED HM LN PC POOL A82215 FG 09/38 FIXED 6 | 0,02 | 0,00 | 0,0029 | -0,0002 | ||
| US3138E4Y477 / Fannie Mae Pool | 0,01 | -6,67 | 0,0028 | -0,0002 | ||
| US3617AUKA72 / Ginnie Mae II Pool | 0,01 | -6,67 | 0,0028 | -0,0002 | ||
| US31405KNA50 / Fannie Mae Pool | 0,01 | -6,67 | 0,0028 | -0,0003 | ||
| US3128MJ5M80 / FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2048 G30 | 0,01 | -6,67 | 0,0028 | -0,0003 | ||
| US312938NJ83 / FED HM LN PC POOL A90393 FG 12/39 FIXED 5 | 0,01 | 0,00 | 0,0027 | -0,0002 | ||
| US3138WBQQ18 / FNMA POOL AS2262 FN 04/44 FIXED 4 | 0,01 | -6,67 | 0,0027 | -0,0005 | ||
| US312944DD00 / FED HM LN PC POOL A95500 FG 12/40 FIXED 5 | 0,01 | 0,00 | 0,0027 | -0,0002 | ||
| US31415AZH75 / FNMA POOL 981444 FN 09/38 FIXED 6 | 0,01 | 0,00 | 0,0027 | -0,0002 | ||
| US74922TAB26 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH4 A2 | 0,01 | 7,69 | 0,0026 | -0,0001 | ||
| US31297QGM50 / FED HM LN PC POOL A34704 FG 05/35 FIXED 5.5 | 0,01 | 0,00 | 0,0026 | -0,0002 | ||
| US36296B6N73 / GNMA POOL 686777 GN 06/38 FIXED 6.5 | 0,01 | 0,00 | 0,0025 | -0,0002 | ||
| US31407VHN82 / FNMA POOL 841837 FN 07/35 FLOATING VAR | 0,01 | 0,00 | 0,0025 | -0,0002 | ||
| US31410FVG70 / FNMA POOL 888115 FN 05/35 FLOATING VAR | 0,01 | 0,00 | 0,0025 | -0,0002 | ||
| US3617G02L30 / Ginnie Mae I Pool | 0,01 | 0,00 | 0,0025 | -0,0002 | ||
| US31395TXG48 / FREDDIE MAC FHR 2974 PF | 0,01 | -7,69 | 0,0024 | -0,0003 | ||
| US12669B2X97 / COUNTRYWIDE HOME LOANS CWHL 2001 HYB1 2A1 | 0,01 | -7,69 | 0,0023 | -0,0003 | ||
| US3140HCAX45 / Fannie Mae Pool | 0,01 | 0,00 | 0,0023 | -0,0002 | ||
| US31406NYS79 / FNMA POOL 815321 FN 01/35 FLOATING VAR | 0,01 | 0,00 | 0,0023 | -0,0002 | ||
| US3136B17E88 / FANNIE MAE FNR 2018 37 BC | 0,01 | 0,00 | 0,0023 | -0,0002 | ||
| US3138WTST47 / Fannie Mae Pool | 0,01 | -8,33 | 0,0022 | -0,0003 | ||
| US3617BKKP50 / Ginnie Mae II Pool | 0,01 | 0,00 | 0,0022 | -0,0002 | ||
| US31406NL937 / FNMA POOL 814952 FN 04/35 FLOATING VAR | 0,01 | 0,00 | 0,0022 | -0,0002 | ||
| US3617AQU569 / Ginnie Mae II Pool | 0,01 | 0,00 | 0,0022 | -0,0002 | ||
| US36196JFE10 / Ginnie Mae II Pool | 0,01 | -8,33 | 0,0022 | -0,0003 | ||
| US31412SFA87 / FNMA POOL 933161 FN 11/37 FIXED 6.5 | 0,01 | 0,00 | 0,0021 | -0,0002 | ||
| 317U8BDA4 PIMCO SWAPTION 2.75 CALL USD 2026020 / DIR (EZ75KFDQ68Z6) | 0,01 | -21,43 | 0,0021 | -0,0009 | ||
| US31297SBN45 / FED HM LN PC POOL A36345 FG 08/35 FIXED 5 | 0,01 | -9,09 | 0,0021 | -0,0002 | ||
| 317U89MA9 PIMCO SWAPTION 2.75 CALL USD 2026020 / DIR (000000000) | 0,01 | 0,0020 | 0,0020 | |||
| US31410TAD72 / FNMA POOL 896504 FN 08/36 FIXED 6.5 | 0,01 | 0,00 | 0,0020 | -0,0001 | ||
| US3140H8ZE81 / Fannie Mae Pool | 0,01 | -9,09 | 0,0020 | -0,0003 | ||
| US3136AS6D30 / Fannie Mae REMICS | 0,01 | -9,09 | 0,0020 | -0,0002 | ||
| US312940AM14 / Freddie Mac Gold Pool | 0,01 | -9,09 | 0,0020 | -0,0004 | ||
| US31407HN859 / Fannie Mae Pool | 0,01 | -9,09 | 0,0020 | -0,0002 | ||
| US31406UMD71 / FNMA POOL 820356 FN 02/35 FLOATING VAR | 0,01 | -9,09 | 0,0020 | -0,0003 | ||
| US3617AN3Q79 / Ginnie Mae II Pool | 0,01 | 0,00 | 0,0020 | -0,0002 | ||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0,01 | 0,0020 | 0,0020 | |||
| US3617B0TG02 / Ginnie Mae II Pool | 0,01 | -9,09 | 0,0020 | -0,0002 | ||
| US3617AQHV45 / Ginnie Mae II Pool | 0,01 | -9,09 | 0,0020 | -0,0002 | ||
| US3129344N91 / Freddie Mac Gold Pool | 0,01 | 0,00 | 0,0020 | -0,0001 | ||
| US31410DXX38 / FNMA POOL 886394 FN 08/36 FIXED 6 | 0,01 | 0,00 | 0,0020 | -0,0002 | ||
| US3132XXXT15 / Freddie Mac Gold Pool | 0,01 | 0,00 | 0,0020 | -0,0001 | ||
| US36296Q2K45 / GNMA POOL 698378 GN 07/39 FIXED 4.5 | 0,01 | 0,00 | 0,0019 | -0,0002 | ||
| US3617BTBB74 / Ginnie Mae II Pool | 0,01 | 0,00 | 0,0019 | -0,0002 | ||
| US3140H6LZ01 / Fannie Mae Pool | 0,01 | 0,00 | 0,0019 | -0,0002 | ||
| US31410MRD47 / FNMA POOL 891584 FN 07/36 FIXED 6.5 | 0,01 | 0,00 | 0,0019 | -0,0002 | ||
| US31407X3X76 / FNMA POOL 844214 FN 11/35 FLOATING VAR | 0,01 | 0,00 | 0,0019 | -0,0002 | ||
| US3138AWCL51 / Federal National Mortgage Association | 0,01 | -16,67 | 0,0019 | -0,0006 | ||
| US3617B8LV86 / Ginnie Mae II Pool | 0,01 | 0,00 | 0,0019 | -0,0001 | ||
| US31407R2A19 / FNMA POOL 838769 FN 09/35 FLOATING VAR | 0,01 | -10,00 | 0,0019 | -0,0002 | ||
| US3617AQUG21 / Ginnie Mae II Pool | 0,01 | -10,00 | 0,0019 | -0,0001 | ||
| US3617B4JZ15 / Ginnie Mae I Pool | 0,01 | 0,00 | 0,0018 | -0,0001 | ||
| US31392BQR05 / FNMA, REMIC, Series 2001-81, Class HE | 0,01 | -10,00 | 0,0018 | -0,0002 | ||
| US3617G1A737 / Ginnie Mae II Pool | 0,01 | 0,00 | 0,0018 | -0,0002 | ||
| US3138AXWQ02 / Federal National Mortgage Association | 0,01 | -18,18 | 0,0017 | -0,0006 | ||
| US3617ATYC10 / Ginnie Mae II Pool | 0,01 | 0,00 | 0,0017 | -0,0001 | ||
| US3128PXWH57 / Federal Home Loan Mortgage Corp. | 0,01 | -27,27 | 0,0017 | -0,0007 | ||
| US3136B62S11 / Fannie Mae REMICS | 0,01 | 0,00 | 0,0017 | -0,0001 | ||
| US31349UNV60 / FED HM LN PC POOL 783104 FH 04/35 FLOATING VAR | 0,01 | 0,00 | 0,0017 | -0,0001 | ||
| US3140H4UM49 / Fannie Mae Pool | 0,01 | -11,11 | 0,0016 | -0,0002 | ||
| US36296XXQ23 / GNMA POOL 704587 GN 06/39 FIXED 5 | 0,01 | -11,11 | 0,0016 | -0,0002 | ||
| US3136APNG31 / Fannie Mae REMICS | 0,01 | 0,00 | 0,0016 | -0,0002 | ||
| US3129325Q59 / FHLMC | 0,01 | 0,00 | 0,0016 | -0,0002 | ||
| US3617G1HC57 / Ginnie Mae II Pool | 0,01 | 0,00 | 0,0015 | -0,0001 | ||
| US31402RH695 / Fannie Mae Pool | 0,01 | 0,00 | 0,0015 | -0,0001 | ||
| US585525FC72 / Mellon Residential Funding Corp Mor Pas Thr Cer Ser 01 Tbc1 | 0,01 | -12,50 | 0,0015 | -0,0002 | ||
| US3617BMC549 / Ginnie Mae II Pool | 0,01 | -12,50 | 0,0015 | -0,0002 | ||
| US31406GCG29 / FNMA POOL 809271 FN 01/35 FLOATING VAR | 0,01 | 0,00 | 0,0014 | -0,0001 | ||
| US36178NB656 / Government National Mortgage Association | 0,01 | 0,00 | 0,0014 | -0,0002 | ||
| US3128Q2DA83 / FED HM LN PC POOL 1L0097 FH 06/35 FLOATING VAR | 0,01 | 0,00 | 0,0014 | -0,0001 | ||
| US31392EW638 / Fannie Mae REMIC Trust 2002-W11 | 0,01 | 0,00 | 0,0014 | -0,0002 | ||
| US3138LS6H88 / FNMA POOL AO2671 FN 07/42 FIXED 4 | 0,01 | 0,00 | 0,0014 | -0,0001 | ||
| US81743WAA99 / Sequoia Mortgage Trust 5 | 0,01 | 0,00 | 0,0013 | -0,0002 | ||
| US36197K5G33 / Ginnie Mae II Pool | 0,01 | 0,00 | 0,0013 | -0,0001 | ||
| US3132XW4M00 / Freddie Mac Gold Pool | 0,01 | 0,00 | 0,0013 | -0,0001 | ||
| US31393B6U41 / FANNIEMAE WHOLE LOAN FNW 2003 W9 A | 0,01 | 0,00 | 0,0012 | -0,0001 | ||
| US3128LXMR85 / Freddie Mac Gold Pool | 0,01 | 0,00 | 0,0012 | -0,0001 | ||
| US312941NS20 / Freddie Mac Gold Pool | 0,01 | 0,00 | 0,0012 | -0,0001 | ||
| US3140MUM566 / FNMA POOL BW3079 FN 06/42 FIXED 3 | 0,01 | 0,00 | 0,0012 | -0,0001 | ||
| US31410F6T70 / FNMA POOL 888382 FN 07/35 FLOATING VAR | 0,01 | 0,00 | 0,0012 | -0,0001 | ||
| US31400JMH94 / FANNIE MAE 3.974% 04/01/2033 FNMA ARM | 0,01 | 0,00 | 0,0012 | -0,0002 | ||
| US3132FCAD74 / FED HM LN PC POOL Z40004 FG 08/36 FIXED 6 | 0,01 | 0,00 | 0,0011 | -0,0001 | ||
| US31416WHQ87 / FNMA POOL AB1138 FN 06/40 FIXED 4 | 0,01 | 0,00 | 0,0011 | -0,0001 | ||
| US3138AWBD45 / FN AJ4535 | 0,01 | -28,57 | 0,0011 | -0,0004 | ||
| US3128M6RM21 / Federal Home Loan Mortgage Corp. | 0,01 | -16,67 | 0,0011 | -0,0001 | ||
| US38375BLC45 / Government National Mortgage Association | 0,01 | -28,57 | 0,0011 | -0,0003 | ||
| US31412LG871 / FNMA POOL 928223 FN 04/37 FIXED 6.5 | 0,01 | 0,00 | 0,0011 | -0,0001 | ||
| US36176FAN87 / GNMA 30YR | 0,01 | 0,00 | 0,0011 | -0,0001 | ||
| US31404NBP06 / FANNIE MAE 3.471% 02/01/2035 FNMA ARM | 0,01 | -16,67 | 0,0010 | -0,0002 | ||
| US31406MER34 / FANNIE MAE 3.661% 01/01/2035 FNMA ARM | 0,01 | 0,00 | 0,0010 | -0,0001 | ||
| US3137BC5J35 / FREDDIE MAC FHR 4361 PI | 0,01 | 0,00 | 0,0010 | -0,0002 | ||
| US3620C4B332 / GNMA POOL 748058 GN 04/41 FIXED 5 | 0,01 | 0,00 | 0,0010 | -0,0001 | ||
| US3129393G41 / FED HM LN PC POOL A91699 FG 04/40 FIXED 5 | 0,01 | 0,00 | 0,0010 | -0,0001 | ||
| US3138AWAY90 / Federal National Mortgage Association | 0,00 | -33,33 | 0,0009 | -0,0003 | ||
| US3140H6HW26 / Fannie Mae Pool | 0,00 | -20,00 | 0,0009 | -0,0003 | ||
| US31391VGP22 / FNMA POOL 678006 FN 10/32 FIXED 6 | 0,00 | 0,00 | 0,0009 | -0,0001 | ||
| US31406GHE26 / FNMA POOL 809429 FN 02/35 FLOATING VAR | 0,00 | 0,00 | 0,0009 | -0,0001 | ||
| US3136AMZT92 / Fannie Mae REMICS | 0,00 | 0,00 | 0,0009 | -0,0001 | ||
| US3128LDHK34 / FED HM LN PC POOL A79234 FG 05/36 FIXED 5 | 0,00 | 0,00 | 0,0009 | -0,0001 | ||
| US36295QGB05 / GNMA POOL 677094 GN 07/38 FIXED 6.5 | 0,00 | 0,00 | 0,0009 | -0,0001 | ||
| US152314EQ97 / CENTEX HOME EQUITY CXHE 2002 A AV | 0,00 | 0,00 | 0,0008 | -0,0001 | ||
| US3140FM7B68 / Fannie Mae Pool | 0,00 | 0,00 | 0,0008 | -0,0001 | ||
| US38380LCU52 / GNMA, Series 2018-H07, Class FE | 0,00 | -20,00 | 0,0008 | -0,0003 | ||
| US31349UNM61 / FED HM LN PC POOL 783096 FH 04/35 FLOATING VAR | 0,00 | 0,00 | 0,0008 | -0,0001 | ||
| US3620A2JM91 / GNMA POOL 716768 GN 04/39 FIXED 5 | 0,00 | 0,00 | 0,0008 | -0,0001 | ||
| 317U8WUA9 PIMCO SWAPTION 5.0 PUT USD 20251008 / DIR (000000000) | 0,00 | 0,0008 | 0,0008 | |||
| US31406GNJ49 / FNMA POOL 809593 FN 02/35 FLOATING VAR | 0,00 | 0,00 | 0,0008 | -0,0001 | ||
| US31295MZJ25 / Freddie Mac Non Gold Pool | 0,00 | 0,00 | 0,0008 | -0,0001 | ||
| 317U9FXA2 PIMCO SWAPTION 5.0 PUT USD 20250930 / DIR (EZ7BJ3VHRC01) | 0,00 | 0,0008 | 0,0008 | |||
| US3128QPNH16 / FED HM LN PC POOL 1B7241 FH 08/36 FLOATING VAR | 0,00 | 0,00 | 0,0007 | -0,0001 | ||
| US31406NYU26 / FNMA | 0,00 | -25,00 | 0,0007 | -0,0001 | ||
| US31391FFF09 / FANNIE MAE 3.071% 08/01/2027 FAR FNARM | 0,00 | -25,00 | 0,0007 | -0,0001 | ||
| US3132XXE470 / Freddie Mac Gold Pool | 0,00 | -25,00 | 0,0007 | -0,0001 | ||
| US31405WXA88 / FNMA POOL 801773 FN 12/36 FIXED 6 | 0,00 | 0,00 | 0,0007 | -0,0001 | ||
| US31402RTT67 / FNMA POOL 735962 FN 10/35 FLOATING VAR | 0,00 | 0,00 | 0,0007 | -0,0001 | ||
| US31408DC933 / FNMA POOL 847996 FN 11/35 FLOATING VAR | 0,00 | 0,00 | 0,0007 | -0,0001 | ||
| US38376RCF10 / GNMA, Series 2015-H14, Class FB | 0,00 | -25,00 | 0,0007 | -0,0001 | ||
| US31292LDN29 / FED HM LN PC POOL C03709 FG 07/41 FIXED 5 | 0,00 | 0,00 | 0,0007 | -0,0001 | ||
| US31294MKJ98 / Federal Home Loan Mortgage Corp. | 0,00 | -25,00 | 0,0007 | -0,0003 | ||
| US31402RS759 / FNMA POOL 735942 FN 07/35 FLOATING VAR | 0,00 | 0,00 | 0,0007 | -0,0001 | ||
| US3128JM5H61 / FED HM LN PC POOL 1B2747 FH 02/35 FLOATING VAR | 0,00 | 0,00 | 0,0006 | -0,0001 | ||
| US36295QGH74 / Government National Mortgage Association | 0,00 | 0,00 | 0,0006 | -0,0001 | ||
| US3128P7GZ05 / Freddie Mac Gold Pool | 0,00 | 0,00 | 0,0006 | -0,0001 | ||
| US3136ANJM07 / Fannie Mae REMICS | 0,00 | 0,00 | 0,0006 | -0,0001 | ||
| US31406QGA94 / FNMA POOL 816593 FN 02/35 FLOATING VAR | 0,00 | 0,00 | 0,0006 | -0,0001 | ||
| US3138EQNF50 / Fannie Mae Pool | 0,00 | 0,00 | 0,0006 | -0,0001 | ||
| US3140FT5R83 / Fannie Mae Pool | 0,00 | 0,00 | 0,0006 | -0,0000 | ||
| US3136AKTL74 / FANNIE MAE FNR 2014 47 BI | 0,00 | 0,00 | 0,0006 | -0,0001 | ||
| US3128JM4F15 / FED HM LN PC POOL 1B2721 FH 01/35 FLOATING VAR | 0,00 | -33,33 | 0,0005 | -0,0001 | ||
| 31750R3C9 OTC EPUT FN 5.5 SEP25 96.7382812 PUT / DIR (000000000) | 0,00 | 0,0005 | 0,0005 | |||
| US3128M5NP15 / Freddie Mac Gold Pool | 0,00 | 0,00 | 0,0005 | -0,0000 | ||
| US31406BJJ08 / FANNIE MAE 3.353% 12/01/2034 FAR FNARM | 0,00 | 0,00 | 0,0005 | -0,0000 | ||
| US31406GYW31 / FNMA POOL 809925 FN 03/35 FLOATING VAR | 0,00 | 0,00 | 0,0005 | -0,0000 | ||
| US3128PXV379 / FG J17834 | 0,00 | -33,33 | 0,0005 | -0,0002 | ||
| US3128M43N17 / Freddie Mac Gold Pool | 0,00 | 0,00 | 0,0005 | -0,0001 | ||
| US38376T6N73 / Government National Mortgage Association | 0,00 | 0,00 | 0,0005 | 0,0000 | ||
| US86358RMY08 / AMORTIZING RESIDENTIAL COLLATE ARC 2001 BC6 A | 0,00 | 0,00 | 0,0005 | -0,0001 | ||
| US31408DC859 / Fannie Mae Pool | 0,00 | 0,00 | 0,0005 | -0,0000 | ||
| US3128KWDX80 / FHLMC | 0,00 | 0,00 | 0,0005 | -0,0000 | ||
| US31402Q5Q03 / FANNIE MAE 3.743% 02/01/2035 FAR FNARM | 0,00 | 0,00 | 0,0005 | -0,0000 | ||
| US38379TGM53 / Government National Mortgage Association | 0,00 | 0,00 | 0,0005 | 0,0000 | ||
| US3128KF4X56 / FED HM LN PC POOL A53538 FG 10/36 FIXED 6 | 0,00 | 0,00 | 0,0005 | -0,0000 | ||
| US36241L4R43 / GNMA POOL 783532 GN 02/42 FIXED 3.5 | 0,00 | 0,00 | 0,0005 | -0,0000 | ||
| US86358HNX34 / Structured Asset Mortgage Investments Trust 2002-AR3 | 0,00 | 0,00 | 0,0005 | -0,0001 | ||
| US36297FV740 / GNMA POOL 710838 GN 09/39 FIXED 4.5 | 0,00 | 0,00 | 0,0005 | -0,0000 | ||
| US38380CSQ77 / Government National Mortgage Association | 0,00 | 0,00 | 0,0004 | -0,0000 | ||
| US22541NAD12 / Home Equity Asset Trust | 0,00 | 0,00 | 0,0004 | -0,0000 | ||
| US3136FFSR14 / Fannie Mae Interest Strip | 0,00 | 0,00 | 0,0004 | -0,0000 | ||
| US3136APU752 / Fannie Mae REMICS | 0,00 | 0,00 | 0,0004 | -0,0001 | ||
| US31406G5W56 / FNMA POOL 810061 FN 03/35 FLOATING VAR | 0,00 | 0,00 | 0,0004 | -0,0002 | ||
| US31405UR923 / FNMA POOL 799812 FN 11/34 FLOATING VAR | 0,00 | 0,00 | 0,0004 | -0,0000 | ||
| US38379MX902 / Government National Mortgage Association | 0,00 | 0,00 | 0,0004 | 0,0000 | ||
| US16678RAS67 / Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2004-1 | 0,00 | 0,00 | 0,0004 | -0,0000 | ||
| US38380B7Q20 / Government National Mortgage Association | 0,00 | 100,00 | 0,0004 | 0,0000 | ||
| US3136ATXU37 / Fannie Mae REMICS | 0,00 | 0,00 | 0,0004 | -0,0000 | ||
| US38379FDK21 / Government National Mortgage Association | 0,00 | 0,00 | 0,0004 | -0,0000 | ||
| US3136AKKU64 / Fannie Mae REMICS | 0,00 | 0,00 | 0,0004 | -0,0000 | ||
| US36295QKP45 / GNMA POOL 677202 GN 08/38 FIXED 6.5 | 0,00 | 0,00 | 0,0004 | -0,0000 | ||
| US31336CLR24 / Freddie Mac Non Gold Pool | 0,00 | 0,00 | 0,0004 | -0,0000 | ||
| US36290VD351 / GNMA POOL 618522 GN 09/33 FIXED 5.5 | 0,00 | 0,00 | 0,0004 | -0,0000 | ||
| US3136A6H986 / Fannie Mae REMICS | 0,00 | -50,00 | 0,0004 | -0,0000 | ||
| US3140GQNB82 / Fannie Mae Pool | 0,00 | 0,00 | 0,0004 | -0,0000 | ||
| US31418CU852 / FNMA POOL MA3306 FN 03/48 FIXED 4 | 0,00 | 0,00 | 0,0004 | -0,0000 | ||
| 31750R5M5 OTC EPUT FN 6.0 SEP25 99.15625 PUT / DIR (000000000) | 0,00 | 0,0003 | 0,0003 | |||
| US31412PGX33 / FNMA POOL 930914 FN 04/39 FIXED 4 | 0,00 | 0,00 | 0,0003 | -0,0001 | ||
| US3620ARP967 / GNMA POOL 737648 GN 11/40 FIXED 4.5 | 0,00 | 0,00 | 0,0003 | -0,0000 | ||
| 31750R5A1 OTC EPUT FN 6.0 SEP25 99.140625 PUT / DIR (000000000) | 0,00 | 0,0003 | 0,0003 | |||
| US3137A06E08 / Freddie Mac REMICS | 0,00 | 0,00 | 0,0003 | -0,0000 | ||
| US3136AKUC56 / Fannie Mae REMICS | 0,00 | 0,00 | 0,0003 | -0,0000 | ||
| 31750QRQ4 OTC ECAL FN 5.0 JUL25 98.43359375 CALL / DIR (000000000) | 0,00 | 0,0003 | 0,0003 | |||
| US3137BGLL19 / Freddie Mac REMICS | 0,00 | 0,00 | 0,0003 | -0,0000 | ||
| 31750QRR2 OTC ECAL FN 5.0 JUL25 98.4375 CALL / DIR (000000000) | 0,00 | 0,0003 | 0,0003 | |||
| US36296UYA23 / GNMA POOL 701905 GN 05/39 FIXED 5.5 | 0,00 | 0,00 | 0,0003 | -0,0000 | ||
| US3128CUQP46 / FED HM LN PC POOL G30462 FG 08/26 FIXED 6 | 0,00 | -50,00 | 0,0003 | -0,0002 | ||
| US3133KYXH79 / FED HM LN PC POOL RB5180 FR 08/42 FIXED 3 | 0,00 | 0,00 | 0,0003 | -0,0000 | ||
| US3136AKPR80 / Fannie Mae REMICS | 0,00 | 0,00 | 0,0003 | -0,0000 | ||
| US3137AJKA11 / Freddie Mac REMICS | 0,00 | 0,00 | 0,0003 | -0,0000 | ||
| US3128KT4S62 / FED HM LN PC POOL A63533 FG 07/37 FIXED 5.5 | 0,00 | 0,00 | 0,0003 | -0,0000 | ||
| US3128M4J207 / FED HM LN PC POOL G02681 FG 02/37 FIXED 6 | 0,00 | 0,00 | 0,0003 | -0,0000 | ||
| US3137BB7D64 / Freddie Mac REMICS | 0,00 | 0,00 | 0,0003 | -0,0000 | ||
| FNMA POOL 995175 FN 06/35 FIXED VAR / ABS-MBS (US31416BQ435) | 0,00 | 0,00 | 0,0003 | -0,0000 | ||
| US3138AYC642 / FNMA 15YR 3.00% 11/26 #AJ6392 | 0,00 | 0,00 | 0,0003 | -0,0001 | ||
| US3136AMEE52 / Fannie Mae REMICS | 0,00 | 0,00 | 0,0002 | -0,0000 | ||
| US31410QK751 / Fannie Mae Pool | 0,00 | 0,00 | 0,0002 | -0,0000 | ||
| US3128KC2C01 / FED HM LN PC POOL A50771 FG 07/36 FIXED 6 | 0,00 | 0,00 | 0,0002 | -0,0000 | ||
| US3620AGN437 / GNMA POOL 729511 GN 04/40 FIXED 4.5 | 0,00 | 0,00 | 0,0002 | -0,0000 | ||
| US31394ANT96 / Fannie Mae REMICS | 0,00 | 0,00 | 0,0002 | -0,0000 | ||
| 317U9ENA6 PIMCO SWAPTION 5.0 PUT USD 20250829 / DIR (000000000) | 0,00 | 0,0002 | 0,0002 | |||
| US3128M56F29 / Freddie Mac Gold Pool | 0,00 | 0,00 | 0,0002 | -0,0000 | ||
| US3128NCDG66 / FED HM LN PC POOL 1G0103 FH 02/35 FLOATING VAR | 0,00 | 0,00 | 0,0002 | -0,0000 | ||
| US36208PX528 / GNMA POOL 457100 GN 11/28 FIXED 6.5 | 0,00 | 0,00 | 0,0002 | -0,0000 | ||
| US31403CWV98 / FNMA POOL 745060 FN 10/35 FLOATING VAR | 0,00 | 0,00 | 0,0002 | -0,0000 | ||
| US3136AP3C48 / Fannie Mae REMICS | 0,00 | 0,00 | 0,0002 | -0,0000 | ||
| US3133TPV484 / FHLMC, Series 2248, Class FB | 0,00 | 0,00 | 0,0002 | -0,0000 | ||
| US3137BHGF88 / Freddie Mac REMICS | 0,00 | -100,00 | 0,0002 | -0,0000 | ||
| US3137BAGM86 / FREDDIE MAC FHR 4324 IO | 0,00 | -100,00 | 0,0002 | -0,0000 | ||
| US31380KLD09 / FNMA POOL 442324 FN 10/28 FLOATING VAR | 0,00 | -100,00 | 0,0002 | -0,0000 | ||
| US3128LECB62 / FED HM LN PC POOL A79966 FG 08/38 FIXED 5.5 | 0,00 | 0,0002 | -0,0000 | |||
| US3128JNAM72 / FED HM LN PC POOL 1B2811 FH 03/35 FLOATING VAR | 0,00 | 0,0002 | -0,0000 | |||
| US3128M5ED85 / Freddie Mac Gold Pool | 0,00 | 0,0002 | -0,0000 | |||
| US3140FUKX50 / Fannie Mae Pool | 0,00 | -100,00 | 0,0002 | -0,0001 | ||
| 31750R3W5 OTC EPUT FN 6.0 SEP25 98.71875 PUT / DIR (000000000) | 0,00 | 0,0002 | 0,0002 | |||
| US31349ULH94 / Freddie Mac Non Gold Pool | 0,00 | 0,0002 | -0,0000 | |||
| US31407WSB09 / FNMA ARM 5.280% 3/35 #843014 | 0,00 | 0,0002 | -0,0000 | |||
| US3128M5H455 / Freddie Mac Gold Pool | 0,00 | 0,0001 | -0,0000 | |||
| US31417GQT66 / FNMA 30YR | 0,00 | 0,0001 | -0,0000 | |||
| US81743VAB99 / Sequoia Mortgage Trust 10 | 0,00 | 0,0001 | -0,0000 | |||
| US3128KWBR31 / Freddie Mac Gold Pool | 0,00 | 0,0001 | -0,0000 | |||
| US3136AL2X84 / Fannie Mae REMICS | 0,00 | 0,0001 | -0,0000 | |||
| US31407DUJ26 / FNMA POOL 827785 FN 05/35 FLOATING VAR | 0,00 | 0,0001 | -0,0000 | |||
| US06050HKR83 / Bank of America Mortgage 2002-G Trust | 0,00 | 0,0001 | -0,0000 | |||
| US3137BCL557 / Freddie Mac REMICS | 0,00 | 0,0001 | -0,0000 | |||
| US3137BEV438 / Freddie Mac REMICS | 0,00 | 0,0001 | -0,0000 | |||
| US3136ATY814 / Fannie Mae REMICS | 0,00 | 0,0001 | -0,0000 | |||
| US31398WJ212 / Freddie Mac REMICS | 0,00 | 0,0001 | -0,0000 | |||
| US31398W2S28 / Freddie Mac REMICS | 0,00 | 0,0001 | -0,0000 | |||
| 31750QVS5 OTC EPUT FN 5.5 AUG25 96.6953125 PUT / DIR (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| US31292HYT57 / FHLG 5.00% 9/33 #C01622 | 0,00 | 0,0001 | -0,0000 | |||
| US36202EBD04 / GNMA II POOL 003636 G2 11/34 FIXED 5 | 0,00 | 0,0001 | -0,0000 | |||
| US31405VEG86 / FNMA POOL 800335 FN 12/34 FLOATING VAR | 0,00 | 0,0001 | -0,0000 | |||
| US3132A4FG89 / FED HM LN PC POOL ZS3767 FR 07/43 FIXED 3.5 | 0,00 | 0,0001 | -0,0000 | |||
| US126694YR39 / COUNTRYWIDE HOME LOANS CWHL 2006 3 3A2 | 0,00 | 0,0001 | -0,0000 | |||
| US36200QJC96 / GNMA POOL 569159 GN 03/32 FIXED 6.5 | 0,00 | 0,0001 | -0,0000 | |||
| 317U7A1A0 PIMCO SWAPTION 5.0 PUT USD 20250926 / DIR (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| US3128M5C571 / Freddie Mac Gold Pool | 0,00 | 0,0001 | -0,0000 | |||
| US31371PA832 / FNMA POOL 257531 FN 11/28 FIXED 6.5 | 0,00 | 0,0000 | -0,0000 | |||
| US3131XJCU40 / FED HM LN PC POOL ZL2783 FR 03/42 FIXED 3.5 | 0,00 | 0,0000 | -0,0000 | |||
| US3128M5W553 / FED HM LN PC POOL G03968 FG 12/36 FIXED 5.5 | 0,00 | 0,0000 | -0,0000 | |||
| US31398KZ940 / Freddie Mac REMICS | 0,00 | 0,0000 | -0,0000 | |||
| US3128LXFG04 / FED HM LN PC POOL G01967 FG 11/30 FIXED 5.5 | 0,00 | 0,0000 | -0,0000 | |||
| US3128M4NG41 / FHLMC | 0,00 | 0,0000 | -0,0000 | |||
| US36225BND63 / GINNIE MAE I POOL GN 781288 | 0,00 | 0,0000 | -0,0000 | |||
| US3128M4S463 / FED HM LN PC POOL G02939 FG 05/37 FIXED 5.5 | 0,00 | 0,0000 | -0,0000 | |||
| US36209VPM09 / GNMA POOL 482928 GN 01/29 FIXED 6.5 | 0,00 | 0,0000 | -0,0000 | |||
| US31402RRR20 / Fannie Mae Pool | 0,00 | 0,0000 | -0,0000 | |||
| US31385XHR17 / Fannie Mae Pool | 0,00 | 0,0000 | -0,0000 | |||
| 31750R123 OTC EPUT FN 6.0 AUG25 98.62890625 PUT / DIR (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| US36200RA776 / GNMA POOL 569830 GN 06/32 FIXED 6.5 | 0,00 | 0,0000 | -0,0000 | |||
| 31750R1S6 OTC EPUT FN 6.0 AUG25 98.5585938 PUT / DIR (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| US36202K5E17 / GNMA II POOL 008945 G2 08/26 FLOATING VAR | 0,00 | 0,0000 | -0,0000 | |||
| 31750QXL8 OTC EPUT FN 6.0 AUG25 98.5078125 PUT / DIR (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| US126694YN25 / COUNTRYWIDE HOME LOANS CWHL 2006 3 2A2 | 0,00 | 0,0000 | -0,0000 | |||
| US36206JAA25 / GNMA POOL 412301 GN 08/27 FIXED 7.5 | 0,00 | 0,0000 | -0,0000 | |||
| US31400JFJ34 / FNMA POOL 688769 FN 03/33 FIXED 6 | 0,00 | 0,0000 | -0,0000 | |||
| 31750QWZ8 OTC EPUT FN 6.0 AUG25 98.27734375 PUT / DIR (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| 317U79LA1 PIMCO SWAPTION 4.7 PUT USD 20250925 / DIR (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| US36201DA857 / GNMA POOL 579731 GN 08/32 FIXED 6.5 | 0,00 | 0,0000 | -0,0000 | |||
| US36209YRB64 / GNMA POOL 485682 GN 08/31 FIXED 6.5 | 0,00 | 0,0000 | -0,0000 | |||
| US31410SPR21 / FNMA POOL 896032 FN 08/36 FIXED 6 | 0,00 | 0,0000 | -0,0000 | |||
| US3133T7BC25 / FREDDIE MAC FHR 1856 ZG | 0,00 | 0,0000 | -0,0000 | |||
| US31359RY635 / Fannie Mae REMICS | 0,00 | 0,0000 | -0,0000 | |||
| US36207AFH05 / Ginnie Mae I Pool | 0,00 | 0,0000 | -0,0000 | |||
| US36225CBY12 / GNMA II POOL 080054 G2 03/27 FLOATING VAR | 0,00 | 0,0000 | -0,0000 | |||
| US36225AR690 / GINNIE MAE I POOL GN 780509 | 0,00 | 0,0000 | -0,0000 | |||
| 31750QV97 OTC EPUT FN 5.0 JUL25 95.359375 PUT / DIR (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| 31750QVA4 OTC EPUT FN 5.0 JUL25 95.2890625 PUT / DIR (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| 317U8YJA8 PIMCO SWAPTION 5.0 PUT USD 20250711 / DIR (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| 31750QU49 OTC EPUT FN 5.0 JUL25 94.84375 PUT / DIR (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| 31750QVC0 OTC EPUT FN 5.5 JUL25 97.28125 PUT / DIR (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| 317U97ZA8 PIMCO SWAPTION 4.053 PUT USD 2025070 / DIR (000000000) | 0,00 | -0,0000 | -0,0000 | |||
| 31750QVD8 OTC EPUT FN 5.5 JUL25 97.3515625 PUT / DIR (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| 317U99KA0 PIMCO SWAPTION 3.993 PUT USD 2025070 / DIR (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| 31750QSL4 OTC EPUT FN 4.5 JUL25 92.46875 PUT / DIR (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| 31750QSD2 OTC EPUT FN 5.0 JUL25 94.8125 PUT / DIR (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| 317U99LA9 PIMCO SWAPTION 3.984 PUT USD 2025070 / DIR (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| 317U98XA8 PIMCO SWAPTION 3.967 PUT USD 2025070 / DIR (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| 317U98UA1 PIMCO SWAPTION 3.943 PUT USD 2025070 / DIR (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| 317U9AOA3 PIMCO SWAPTION 4.3675 PUT USD 202508 / DIR (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| 317U92CA4 PIMCO SWAPTION 3.395 CALL USD 202507 / DIR (EZJFGPMJB918) | -0,00 | -0,0000 | -0,0000 | |||
| 317U92BA5 PIMCO SWAPTION 3.245 CALL USD 202507 / DIR (EZGV6FQ1N4N4) | -0,00 | -0,0000 | -0,0000 | |||
| 317U9B0A7 PIMCO SWAPTION 4.287 PUT USD 2025080 / DIR (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| 317U9GLA3 PIMCO SWAPTION 4.27 PUT USD 20250806 / DIR (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| 317U9G1A5 PIMCO SWAPTION 4.236 PUT USD 2025080 / DIR (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| 317U99WA7 PIMCO SWAPTION 4.215 PUT USD 2025080 / DIR (000000000) | -0,00 | -0,0000 | -0,0000 | |||
| 31750R263 OTC EPUT FN 4.0 JUL25 91.4375 PUT / DIR (000000000) | -0,00 | -0,0001 | -0,0001 | |||
| 31750QSK6 OTC ECAL FN 4.5 JUL25 96.46875 CALL / DIR (000000000) | -0,00 | -0,0001 | -0,0001 | |||
| 317U9L9A6 PIMCO SWAPTION 4.257 PUT USD 2025090 / DIR (000000000) | -0,00 | -0,0001 | -0,0001 | |||
| 31750R255 OTC EPUT FN 4.0 JUL25 91.4375 PUT / DIR (000000000) | -0,00 | -0,0002 | -0,0002 | |||
| 31750QSC4 OTC ECAL FN 5.0 JUL25 98.8125 CALL / DIR (000000000) | -0,00 | -0,0003 | -0,0003 | |||
| 317U9MYA6 PIMCO SWAPTION 4.096 PUT USD 2025090 / DIR (000000000) | -0,00 | -0,0004 | -0,0004 | |||
| 317U9NFA5 PIMCO SWAPTION 4.106 PUT USD 2025090 / DIR (000000000) | -0,00 | -0,0004 | -0,0004 | |||
| 317U9KGA0 PIMCO SWAPTION 4.3165 PUT USD 202509 / DIR (EZ7XDDFMXLR7) | -0,00 | -0,0005 | -0,0005 | |||
| 31750R1T4 OTC ECAL FN 4.0 JUL25 93.609375 CALL / DIR (000000000) | -0,00 | -0,0008 | -0,0008 | |||
| RFR USD SOFR/3.75000 12/18/24-10Y CME / DIR (EZ7K2W20N534) | -0,01 | -185,71 | -0,0013 | -0,0027 | ||
| 31750R3Q8 OTC ECAL FN 4.5 SEP25 96.71875 CALL / DIR (000000000) | -0,02 | -0,0039 | -0,0039 | |||
| 31750QWQ8 OTC ECAL FN 5.0 AUG25 98.265625 CALL / DIR (000000000) | -0,02 | -0,0041 | -0,0041 | |||
| RFR USD SOFR/3.75000 12/18/24-5Y CME / DIR (EZ2V74HC3Q62) | -0,02 | 380,00 | -0,0046 | -0,0035 | ||
| 317U8YKA6 PIMCO SWAPTION 3.55 CALL USD 2025071 / DIR (000000000) | -0,02 | -0,0046 | -0,0046 | |||
| 317U9H5A9 PIMCO SWAPTION 3.9675 PUT USD 202509 / DIR (EZKF0M5KHL94) | -0,03 | -0,0063 | -0,0063 | |||
| 31750R3G0 OTC ECAL FN 5.0 SEP25 99 CALL / DIR (000000000) | -0,03 | -0,0065 | -0,0065 | |||
| RFR USD SOFR/3.75000 12/18/24-7Y CME / DIR (EZQ9TQ7T4F86) | -0,04 | -4.100,00 | -0,0075 | -0,0077 | ||
| 31750R3D7 OTC ECAL FN 5.0 SEP25 98.75 CALL / DIR (000000000) | -0,04 | -0,0081 | -0,0081 | |||
| 31750QVZ9 OTC ECAL FN 4.0 AUG25 93.46875 CALL / DIR (000000000) | -0,05 | -0,0085 | -0,0085 | |||
| 31750R5L7 OTC ECAL FN 4.0 SEP25 94.3203125 CALL / DIR (000000000) | -0,05 | -0,0086 | -0,0086 | |||
| 31750QVY2 OTC ECAL FN 4.0 AUG25 93.484375 CALL / DIR (000000000) | -0,05 | -0,0093 | -0,0093 | |||
| 317U9FWA3 PIMCO SWAPTION 3.4525 CALL USD 20250 / DIR (EZ0T11W8ZX53) | -0,05 | -0,0097 | -0,0097 | |||
| 31750R545 OTC ECAL FN 4.0 SEP25 94.09375 CALL / DIR (000000000) | -0,05 | -0,0099 | -0,0099 | |||
| 317U9EMA7 PIMCO SWAPTION 3.67 CALL USD 2025082 / DIR (EZY3ZXNW3FW3) | -0,06 | -0,0112 | -0,0112 | |||
| 31750R3Z8 OTC ECAL FN 4.0 SEP25 93.828125 CALL / DIR (000000000) | -0,06 | -0,0116 | -0,0116 | |||
| US01F0506844 / UMBS TBA | -0,98 | -0,1835 | -0,1835 | |||
| EW / Edwards Lifesciences Corporation | -1,39 | -106,56 | -0,2613 | -4,2398 | ||
| US01F0406854 / UMBS TBA | -8,27 | -1,5502 | -1,5502 | |||
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | -14,80 | -2,7718 | -2,7718 | |||
| EW / Edwards Lifesciences Corporation | -25,39 | -1.010,18 | -4,7555 | -5,2782 | ||
| REVERSE REPO CREDIT AGRICOLE 03/14 VAR / RA (000000000) | -91,66 | -17,1716 | -17,1716 | |||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | -100,06 | -18,7446 | -18,7446 |
