Portfolio moves
Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.
Dec 31, 2025 → Mar 31, 2026
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 0 | 90,200,000 | 90,200,000 | 5.08% | $88.85M |
| FNCL 3 6/24 | 0 | 76,200,000 | 76,200,000 | 3.82% | $66.83M |
| FNCL 6 6/24 | 0 | 65,100,000 | 65,100,000 | 3.79% | $66.26M |
| GNMA II TBA 30 YR 3.5 JUMBOS | 0 | 63,000,000 | 63,000,000 | 3.30% | $57.81M |
| FNCL 4.5 4/26 | 0 | 43,500,000 | 43,500,000 | 2.40% | $41.99M |
| Government National Mortgage Association, TBA | 0 | 48,100,000 | 48,100,000 | 2.36% | $41.36M |
| FNCL 6 7/25 | 0 | 38,000,000 | 38,000,000 | 2.21% | $38.66M |
| FNCL 2 5/26 | 0 | 46,300,000 | 46,300,000 | 2.13% | $37.28M |
| Uniform Mortgage-Backed Security, TBA | 0 | 35,000,000 | 35,000,000 | 1.68% | $29.42M |
| Government National Mortgage Association, TBA | 0 | 34,800,000 | 34,800,000 | 1.64% | $28.74M |
| Government National Mortgage Association, TBA | 0 | 30,500,000 | 30,500,000 | 1.63% | $28.56M |
| FNCL 5 4/26 | 0 | 28,000,000 | 28,000,000 | 1.58% | $27.62M |
| FREDDIE MAC FHR 5648 CF | 0 | 27,400,000 | 27,400,000 | 1.56% | $27.26M |
| FNCL 3 4/26 | 0 | 25,000,000 | 25,000,000 | 1.25% | $21.96M |
| G2SF 5 5/26 | 0 | 21,400,000 | 21,400,000 | 1.21% | $21.15M |
| Uniform Mortgage-Backed Security, TBA | 0 | 19,500,000 | 19,500,000 | 1.15% | $20.16M |
| Uniform Mortgage-Backed Security, TBA | 0 | 20,750,000 | 20,750,000 | 1.08% | $18.98M |
| G2 MA7937 | 0 | 19,710,228 | 19,710,228 | 1.01% | $17.62M |
| Government National Mortgage Association, TBA | 0 | 16,000,000 | 16,000,000 | 0.95% | $16.58M |
| FNCL 4 6/24 | 0 | 16,000,000 | 16,000,000 | 0.86% | $15.07M |
| FNCI 3 4/24 | 0 | 15,600,000 | 15,600,000 | 0.85% | $14.90M |
| FNCL 5.5 4/26 | 0 | 14,400,000 | 14,400,000 | 0.83% | $14.47M |
| G2SF 4.5 4/26 | 0 | 13,500,000 | 13,500,000 | 0.75% | $13.04M |
| FNCL 4 4/26 | 0 | 11,800,000 | 11,800,000 | 0.64% | $11.14M |
| Uniform Mortgage-Backed Security, TBA | 0 | 11,500,000 | 11,500,000 | 0.63% | $11.09M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2026-H01 CL FL V/R 4.42294000 | 0 | 10,592,538 | 10,592,538 | 0.61% | $10.68M |
| FANNIE MAE POOL UMBS P#DF9742 5.00000000 | 0 | 9,977,167 | 9,977,167 | 0.56% | $9.87M |
| FANNIE MAE POOL UMBS P#FA3564 5.50000000 | 0 | 9,020,863 | 9,020,863 | 0.53% | $9.20M |
| U.S. Treasury Bills | 0 | 9,201,000 | 9,201,000 | 0.52% | $9.12M |
| FANNIE MAE FNR 2026 21 YF | 0 | 9,000,000 | 9,000,000 | 0.51% | $8.97M |
| FANNIE MAE FNR 2026 21 DF | 0 | 9,000,000 | 9,000,000 | 0.51% | $8.97M |
| FNMA POOL BZ5703 FN 11/30 FIXED 4.68 | 0 | 8,313,752 | 8,313,752 | 0.48% | $8.42M |
| Government National Mortgage Association, TBA | 0 | 8,100,000 | 8,100,000 | 0.47% | $8.23M |
| Government National Mortgage Association, TBA | 0 | 7,700,000 | 7,700,000 | 0.44% | $7.73M |
| Freddie Mac REMICS | 0 | 7,606,214 | 7,606,214 | 0.44% | $7.66M |
| FNMA POOL FA2562 FN 08/55 FIXED VAR | 0 | 6,880,116 | 6,880,116 | 0.41% | $7.13M |
| FNMA POOL FA4650 FN 02/56 FIXED VAR | 0 | 6,416,131 | 6,416,131 | 0.37% | $6.40M |
| FHR 5609 FC | 0 | 6,334,195 | 6,334,195 | 0.36% | $6.33M |
| FNMA POOL CC1712 FN 12/55 FIXED 6 | 0 | 5,997,398 | 5,997,398 | 0.36% | $6.22M |
| FANNIE MAE POOL UMBS P#FA3860 5.50000000 | 0 | 5,331,944 | 5,331,944 | 0.31% | $5.44M |
| FNMA POOL CC1866 FN 01/56 FIXED 6 | 0 | 5,200,987 | 5,200,987 | 0.31% | $5.41M |
| FED HM LN PC POOL SL3937 FR 01/56 FIXED 5.5 | 0 | 5,125,549 | 5,125,549 | 0.30% | $5.25M |
| FNCI 5 4/21 | 0 | 5,200,000 | 5,200,000 | 0.30% | $5.24M |
| FNCL 3.5 4/26 | 0 | 5,100,000 | 5,100,000 | 0.27% | $4.68M |
| GNMA II POOL DN9259 G2 12/55 FIXED 6 | 0 | 4,556,842 | 4,556,842 | 0.26% | $4.62M |
| FNMA-15YR | 0 | 5,000,000 | 5,000,000 | 0.26% | $4.60M |
| G2 MB0022 | 0 | 4,999,999 | 4,999,999 | 0.26% | $4.59M |
| FREDDIE MAC FHR 5575 FC | 0 | 4,248,258 | 4,248,258 | 0.24% | $4.28M |
| FNCI 4.5 4/25 | 0 | 4,200,000 | 4,200,000 | 0.24% | $4.17M |
| FANNIE MAE POOL UMBS P#FA3583 6.00000000 | 0 | 3,899,875 | 3,899,875 | 0.23% | $4.06M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2026-H02 CL FA V/R 4.42294000 | 0 | 4,020,110 | 4,020,110 | 0.23% | $4.05M |
| FED HM LN PC POOL SL1583 FR 06/55 FIXED 5.5 | 0 | 3,976,987 | 3,976,987 | 0.23% | $4.05M |
| FREDDIE MAC POOL UMBS P#SL3298 5.50000000 | 0 | 3,840,705 | 3,840,705 | 0.22% | $3.92M |
| GNMA II POOL DP3164 G2 01/56 FIXED 6 | 0 | 3,779,668 | 3,779,668 | 0.22% | $3.84M |
| Government National Mortgage Association | 0 | 3,577,327 | 3,577,327 | 0.19% | $3.28M |
| FANNIE MAE POOL UMBS P#CC2221 5.00000000 | 0 | 3,227,879 | 3,227,879 | 0.18% | $3.22M |
| FNMA, Series 2025-92, Class FA | 0 | 3,033,100 | 3,033,100 | 0.17% | $3.06M |
| FED HM LN PC POOL SL4308 FR 02/56 FIXED 5 | 0 | 3,067,926 | 3,067,926 | 0.17% | $3.06M |
| FANNIE MAE POOL UMBS P#CC1216 5.50000000 | 0 | 2,986,800 | 2,986,800 | 0.17% | $3.04M |
| FED HM LN PC POOL TA2342 FR 12/55 FIXED 5 | 0 | 3,003,638 | 3,003,638 | 0.17% | $2.99M |
| FNMA POOL BZ6278 FN 08/30 FIXED 4.45 | 0 | 2,861,000 | 2,861,000 | 0.16% | $2.88M |
| FANNIE MAE POOL UMBS P#CC0117 6.00000000 | 0 | 2,705,322 | 2,705,322 | 0.16% | $2.81M |
| G2 MA8425 | 0 | 2,999,702 | 2,999,702 | 0.16% | $2.78M |
| FANNIE MAE POOL UMBS P#FA3584 6.00000000 | 0 | 2,610,506 | 2,610,506 | 0.16% | $2.71M |
| FNMA POOL BZ6217 FN 01/31 FIXED 4.28 | 0 | 2,641,000 | 2,641,000 | 0.15% | $2.65M |
| FANNIE MAE POOL UMBS P#FA4659 5.00000000 | 0 | 2,597,792 | 2,597,792 | 0.15% | $2.59M |
| FED HM LN PC POOL SL3873 FR 12/55 FIXED 5 | 0 | 2,574,438 | 2,574,438 | 0.15% | $2.56M |
| FANNIE MAE POOL UMBS P#CB9007 6.00000000 | 0 | 2,419,019 | 2,419,019 | 0.14% | $2.50M |
| FREDDIE MAC POOL UMBS P#SL2834 5.50000000 | 0 | 2,103,758 | 2,103,758 | 0.12% | $2.14M |
| FREDDIE MAC POOL UMBS P#SL2049 5.50000000 | 0 | 2,010,200 | 2,010,200 | 0.12% | $2.05M |
| FANNIE MAE POOL UMBS P#FA3799 6.00000000 | 0 | 1,957,165 | 1,957,165 | 0.12% | $2.04M |
| FREDDIE MAC POOL UMBS P#SL3299 5.50000000 | 0 | 1,973,256 | 1,973,256 | 0.12% | $2.02M |
| FN CB9152 | 0 | 1,929,755 | 1,929,755 | 0.11% | $1.99M |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2026 CINV1 A11 144A | 0 | 1,971,825 | 1,971,825 | 0.11% | $1.97M |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+115 08/25/2055 | 0 | 1,922,539 | 1,922,539 | 0.11% | $1.94M |
| Government National Mortgage Association, TBA | 0 | 2,000,000 | 2,000,000 | 0.11% | $1.93M |
| FED HM LN PC POOL SL2247 FR 01/55 FIXED 5.5 | 0 | 1,876,932 | 1,876,932 | 0.11% | $1.92M |
| FREDDIE MAC POOL UMBS P#SL2838 5.50000000 | 0 | 1,819,993 | 1,819,993 | 0.11% | $1.86M |
| G2SF 3.5 4/24 | 0 | 2,000,000 | 2,000,000 | 0.10% | $1.83M |
| Fannie Mae Pool | 0 | 1,807,985 | 1,807,985 | 0.10% | $1.70M |
| Ginnie Mae II Pool | 0 | 1,769,156 | 1,769,156 | 0.10% | $1.67M |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2025 H09 FA | 0 | 1,642,582 | 1,642,582 | 0.09% | $1.66M |
| FREDDIE MAC POOL UMBS P#SL4307 5.00000000 | 0 | 1,551,996 | 1,551,996 | 0.09% | $1.55M |
| FNMA POOL BZ6107 FN 03/31 FIXED 4.59 | 0 | 1,497,172 | 1,497,172 | 0.09% | $1.51M |
| FNMA POOL BZ6016 FN 01/33 FIXED 4.99 | 0 | 1,455,000 | 1,455,000 | 0.09% | $1.49M |
| Ginnie Mae II Pool | 0 | 1,456,099 | 1,456,099 | 0.08% | $1.47M |
| FREDDIE MAC POOL UMBS P#SL2994 6.00000000 | 0 | 1,339,285 | 1,339,285 | 0.08% | $1.39M |
| FANNIE MAE POOL UMBS P#FA1361 5.50000000 | 0 | 1,358,173 | 1,358,173 | 0.08% | $1.39M |
| FREDDIE MAC POOL UMBS P#RJ3965 5.50000000 | 0 | 1,315,033 | 1,315,033 | 0.08% | $1.34M |
| FREDDIE MAC POOL UMBS P#RJ5158 5.50000000 | 0 | 1,238,530 | 1,238,530 | 0.07% | $1.26M |
| FREDDIE MAC POOL UMBS P#SL2503 6.50000000 | 0 | 1,179,505 | 1,179,505 | 0.07% | $1.24M |
| Freddie Mac REMICS | 0 | 1,171,219 | 1,171,219 | 0.07% | $1.18M |
| FNMA POOL FA3387 FN 11/55 FIXED VAR | 0 | 1,111,283 | 1,111,283 | 0.06% | $1.13M |
| FANNIE MAE POOL UMBS P#FA3798 6.00000000 | 0 | 1,063,441 | 1,063,441 | 0.06% | $1.11M |
| GNMA II POOL DO7178 G2 01/56 FIXED 6 | 0 | 1,080,922 | 1,080,922 | 0.06% | $1.10M |
| FREDDIE MAC POOL UMBS P#SL4236 5.00000000 | 0 | 1,090,539 | 1,090,539 | 0.06% | $1.09M |
| Freddie Mac REMICS | 0 | 1,083,621 | 1,083,621 | 0.06% | $1.09M |
| FNMA POOL BV6439 FN 11/55 FIXED 5.5 | 0 | 1,051,731 | 1,051,731 | 0.06% | $1.08M |
| FANNIE MAE FNR 2024 98 FH | 0 | 1,069,720 | 1,069,720 | 0.06% | $1.07M |
| FNCI 3.5 4/25 | 0 | 1,100,000 | 1,100,000 | 0.06% | $1.06M |
| FNMA POOL BW2501 FN 02/56 FIXED 5 | 0 | 1,054,245 | 1,054,245 | 0.06% | $1.05M |
| Uniform Mortgage-Backed Security, TBA | 0 | 1,100,000 | 1,100,000 | 0.06% | $1.04M |
| U.S. Treasury Bill | 0 | 1,051,000 | 1,051,000 | 0.06% | $1.04M |
| FNMA POOL DD5928 FN 04/55 FIXED 5.5 | 0 | 1,007,386 | 1,007,386 | 0.06% | $1.01M |
| FNCI 4 4/26 | 0 | 1,000,000 | 1,000,000 | 0.06% | $976.77K |
| FREDDIE MAC POOL UMBS P#SL3905 5.50000000 | 0 | 942,972 | 942,972 | 0.06% | $965.78K |
| FANNIE MAE POOL UMBS P#FA3797 6.00000000 | 0 | 905,256 | 905,256 | 0.05% | $940.58K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H14 FG | 0 | 923,556 | 923,556 | 0.05% | $932.90K |
| FANNIE MAE POOL UMBS P#FA4530 5.00000000 | 0 | 893,815 | 893,815 | 0.05% | $891.22K |
| FANNIE MAE POOL UMBS P#CC0277 6.50000000 | 0 | 845,260 | 845,260 | 0.05% | $891.10K |
| FREDDIE MAC POOL UMBS P#RJ3975 6.50000000 | 0 | 803,820 | 803,820 | 0.05% | $845.81K |
| FREDDIE MAC POOL UMBS P#SL0788 6.00000000 | 0 | 806,133 | 806,133 | 0.05% | $832.59K |
| GNMA II POOL DP1074 G2 01/56 FIXED 6 | 0 | 806,781 | 806,781 | 0.05% | $819.62K |
| FREDDIE MAC POOL UMBS P#RJ5228 5.50000000 | 0 | 778,184 | 778,184 | 0.05% | $796.07K |
| FREDDIE MAC POOL UMBS P#SL3380 5.50000000 | 0 | 744,795 | 744,795 | 0.04% | $758.25K |
| FNMA POOL BZ6259 FN 01/31 FIXED 4.38 | 0 | 714,000 | 714,000 | 0.04% | $713.04K |
| FANNIE MAE POOL UMBS P#BZ2708 4.40000000 | 0 | 630,000 | 630,000 | 0.04% | $631.09K |
| FNMA POOL FA2921 FN 09/55 FIXED VAR | 0 | 600,438 | 600,438 | 0.03% | $611.78K |
| SEQUOIA MORTGAGE TRUST SEMT 2026 INV2 A26F 144A | 0 | 600,000 | 600,000 | 0.03% | $601.48K |
| FREDDIE MAC POOL UMBS P#SL2984 5.50000000 | 0 | 572,044 | 572,044 | 0.03% | $583.92K |
| FED HM LN PC POOL TA5545 FR 01/56 FIXED 5 | 0 | 562,719 | 562,719 | 0.03% | $561.09K |
| Government National Mortgage Association | 0 | 589,999 | 589,999 | 0.03% | $541.80K |
| FANNIE MAE POOL UMBS P#FA3207 5.50000000 | 0 | 525,080 | 525,080 | 0.03% | $535.49K |
| GINNIE MAE II POOL P#CF0243 4.00000000 | 0 | 500,484 | 500,484 | 0.03% | $471.88K |
| FANNIE MAE POOL UMBS P#FA3012 5.50000000 | 0 | 459,722 | 459,722 | 0.03% | $470.40K |
| FREDDIE MAC POOL UMBS P#RJ4830 5.50000000 | 0 | 450,576 | 450,576 | 0.03% | $460.91K |
| FREDDIE MAC POOL UMBS P#SL3519 5.50000000 | 0 | 403,327 | 403,327 | 0.02% | $411.43K |
| GNMA II POOL DP0990 G2 12/55 FIXED 6 | 0 | 396,020 | 396,020 | 0.02% | $402.32K |
| FNMA, Other | 0 | 387,853 | 387,853 | 0.02% | $391.48K |
| FNMA POOL FA3385 FN 07/55 FIXED VAR | 0 | 371,200 | 371,200 | 0.02% | $380.03K |
| GINNIE MAE II POOL P#CD6804 4.00000000 | 0 | 399,500 | 399,500 | 0.02% | $376.67K |
| G2 MB0143 | 0 | 398,727 | 398,727 | 0.02% | $366.09K |
| GNMA II POOL DP1011 G2 12/55 FIXED 6 | 0 | 333,578 | 333,578 | 0.02% | $338.95K |
| UMBS Pool, 30 Year | 0 | 311,277 | 311,277 | 0.02% | $317.39K |
| FREDDIE MAC POOL UMBS P#SL2432 5.50000000 | 0 | 297,604 | 297,604 | 0.02% | $304.26K |
| GNMA II POOL DN9574 G2 12/55 FIXED 6 | 0 | 299,198 | 299,198 | 0.02% | $304.01K |
| GINNIE MAE II POOL P#CF0240 4.00000000 | 0 | 299,897 | 299,897 | 0.02% | $283.26K |
| FREDDIE MAC POOL UMBS P#SL1190 5.50000000 | 0 | 235,640 | 235,640 | 0.01% | $240.97K |
| FREDDIE MAC POOL UMBS P#SL2806 5.50000000 | 0 | 233,830 | 233,830 | 0.01% | $239.27K |
| GINNIE MAE II POOL P#CF6244 4.00000000 | 0 | 234,496 | 234,496 | 0.01% | $223.32K |
| FREDDIE MAC POOL UMBS P#SD7204 5.50000000 | 0 | 209,392 | 209,392 | 0.01% | $214.28K |
| FNCL 2.5 4/26 | 0 | 200,000 | 200,000 | 0.01% | $168.19K |
| United States Treasury Bill | 0 | 144,000 | 144,000 | 0.01% | $143.01K |
| 317UBKWA9 PIMCO SWAPTION 3.48 CALL USD 2026071 | 0 | 22,300,000 | 22,300,000 | 0.01% | $140.38K |
| FANNIE MAE POOL UMBS P#DF1941 5.50000000 | 0 | 136,766 | 136,766 | 0.01% | $140.04K |
| FREDDIE MAC POOL UMBS P#SL0324 5.50000000 | 0 | 126,586 | 126,586 | 0.01% | $129.20K |
| FNCI 2 5/26 | 0 | 135,000 | 135,000 | 0.01% | $124.23K |
| U.S. Treasury Bills | 0 | 94,000 | 94,000 | 0.01% | $93.48K |
| UMBS | 0 | 84,169 | 84,169 | 0.01% | $88.78K |
| 317UC1RA6 PIMCO SWAPTION 4.75 PUT USD 20260904 | 0 | 26,500,000 | 26,500,000 | 0.00% | $63.20K |
| 317UC23A0 PIMCO SWAPTION 4.75 PUT USD 20261207 | 0 | 12,800,000 | 12,800,000 | 0.00% | $60.17K |
| RFR USD SOFR/3.75000 06/17/26-10Y LCH | 0 | 1 | 1 | 0.00% | $39.21K |
| 31750SIS6 PIMCO CDSOPT PUT USD 96.58984375 202 | 0 | 4,500,000 | 4,500,000 | 0.00% | $37.74K |
| G2 MB0933 | 0 | 23,944 | 23,944 | 0.00% | $21.98K |
| 317UC3WA6 PIMCO SWAPTION 4.75 PUT USD 20260611 | 0 | 37,300,000 | 37,300,000 | 0.00% | $21.76K |
| U.S. Treasury Bills | 0 | 14,000 | 14,000 | 0.00% | $13.93K |
| RFR USD SOFR/2.50000 06/02/26-7Y LCH | 0 | 2,600,000 | 2,600,000 | 0.00% | $13.47K |
| 317UCA3A2 PIMCO SWAPTION 4.75 PUT USD 20260630 | 0 | 10,000,000 | 10,000,000 | 0.00% | $8.98K |
| 31750SKZ7 PIMCO CDSOPT PUT USD 99.09765625 202 | 0 | 7,500,000 | 7,500,000 | 0.00% | $6.50K |
| 317UCAEA0 PIMCO SWAPTION 4.219 PUT USD 2026060 | 0 | 1,000,000 | 1,000,000 | 0.00% | $3.46K |
| 317UC77A5 PIMCO SWAPTION 4.055 PUT USD 2026040 | 0 | 6,000,000 | 6,000,000 | 0.00% | $2.80K |
| 317UBRWA4 PIMCO SWAPTION 2.75 CALL USD 2026050 | 0 | 2,500,000 | 2,500,000 | 0.00% | $265 |
| 317UC9LA5 PIMCO SWAPTION 4.095 PUT USD 2026040 | 0 | 1,500,000 | 1,500,000 | 0.00% | $245 |
| Uniform Mortgage-Backed Security, TBA | 0 | 0 | 0 | 0.00% | $0 |
| 31750SLD5 PIMCO CDSOPT CALL USD 99.89062500 20 | 0 | -5,000,000 | -5,000,000 | 0.00% | -$90 |
| 31750SL11 PIMCO CDSOPT CALL USD 103.68750000 2 | 0 | -17,000,000 | -17,000,000 | 0.00% | -$840 |
| RFR USD SOFR/3.75000 03/18/26-7Y LCH | 0 | 1 | 1 | 0.00% | -$6.03K |
| 317UC24A9 PIMCO SWAPTION 3.45 CALL USD 2026060 | 0 | -6,800,000 | -6,800,000 | 0.00% | -$17.00K |
| 317UBYBA2 PIMCO SWAPTION 3.967 PUT USD 2026050 | 0 | -4,350,000 | -4,350,000 | 0.00% | -$20.23K |
| 31750SOX8 PIMCO CDSOPT PUT USD 96.10156250 202 | 0 | -17,500,000 | -17,500,000 | 0.00% | -$27.80K |
| 31750SNE1 PIMCO CDSOPT CALL USD 94.81250000 20 | 0 | -23,000,000 | -23,000,000 | 0.00% | -$55.14K |
| 31750SKH7 PIMCO CDSOPT CALL USD 102.31250000 2 | 0 | -37,000,000 | -37,000,000 | 0.00% | -$61.38K |
| 31750SC52 PIMCO CDSOPT PUT USD 102.32812500 20 | 0 | -16,000,000 | -16,000,000 | 0.00% | -$66.35K |
| 31750SOZ3 PIMCO CDSOPT CALL USD 97.37500000 20 | 0 | -16,000,000 | -16,000,000 | 0.00% | -$71.40K |
| RFR USD SOFR/4.00000 03/18/26-10Y LCH | 0 | 1 | 1 | 0.00% | -$80.15K |
| 31750SNB7 PIMCO CDSOPT PUT USD 101.37500000 20 | 0 | -39,500,000 | -39,500,000 | -0.01% | -$153.31K |
| 317UBKVA0 PIMCO SWAPTION 3.78 PUT USD 20260714 | 0 | -23,800,000 | -23,800,000 | -0.01% | -$260.97K |
| G2SF 3 4/26 | 0 | -1,500,000 | -1,500,000 | -0.08% | -$1.34M |
| Government National Mortgage Association, TBA | 0 | -2,000,000 | -2,000,000 | -0.10% | -$1.78M |
| Uniform Mortgage-Backed Security, TBA | 0 | -12,700,000 | -12,700,000 | -0.70% | -$12.24M |
| Uniform Mortgage-Backed Security, TBA | 0 | -16,000,000 | -16,000,000 | -0.86% | -$15.09M |
| Uniform Mortgage-Backed Security, TBA | 0 | -30,500,000 | -30,500,000 | -1.78% | -$31.07M |
| Uniform Mortgage-Backed Security, TBA | 0 | -103,500,000 | -103,500,000 | -5.93% | -$103.84M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 6 3/24 | 99,000,000 | 0 | -99,000,000 | 0.00% | -$101.61M |
| Uniform Mortgage-Backed Security, TBA | 77,900,000 | 0 | -77,900,000 | 0.00% | -$77.62M |
| Government National Mortgage Association, TBA | 58,590,000 | 0 | -58,590,000 | 0.00% | -$53.32M |
| G2SF 3 1/26 | 57,000,000 | 0 | -57,000,000 | 0.00% | -$51.23M |
| FNCL 3 2/26 | 53,900,000 | 0 | -53,900,000 | 0.00% | -$47.64M |
| Government National Mortgage Association | 46,100,000 | 0 | -46,100,000 | 0.00% | -$39.76M |
| Uniform Mortgage-Backed Security, TBA | 44,800,000 | 0 | -44,800,000 | 0.00% | -$36.22M |
| Government National Mortgage Association, TBA | 37,500,000 | 0 | -37,500,000 | 0.00% | -$35.42M |
| Uniform Mortgage-Backed Security, TBA | 38,200,000 | 0 | -38,200,000 | 0.00% | -$32.29M |
| FNCL 4.5 1/26 | 30,300,000 | 0 | -30,300,000 | 0.00% | -$29.58M |
| Uniform Mortgage-Backed Security, TBA | 27,900,000 | 0 | -27,900,000 | 0.00% | -$28.63M |
| G2SF 2 1/26 | 33,800,000 | 0 | -33,800,000 | 0.00% | -$28.00M |
| FNCL 5 1/26 | 27,700,000 | 0 | -27,700,000 | 0.00% | -$27.63M |
| Uniform Mortgage-Backed Security, TBA | 27,850,000 | 0 | -27,850,000 | 0.00% | -$27.17M |
| G2SF 5 1/26 | 21,400,000 | 0 | -21,400,000 | 0.00% | -$21.35M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 16,000,000 | 0 | -16,000,000 | 0.00% | -$16.52M |
| FNCI 3 1/25 | 15,600,000 | 0 | -15,600,000 | 0.00% | -$15.01M |
| Government National Mortgage Association, TBA | 14,500,000 | 0 | -14,500,000 | 0.00% | -$14.12M |
| FNMA POOL BZ4061 FN 06/30 FIXED 4.005 | 10,105,000 | 0 | -10,105,000 | 0.00% | -$10.08M |
| Uniform Mortgage-Backed Security, TBA | 8,900,000 | 0 | -8,900,000 | 0.00% | -$9.37M |
| 3138FJ9X7 FN DUS POOL PROMENADE AT NEWNA | 8,330,000 | 0 | -8,330,000 | 0.00% | -$8.49M |
| Government National Mortgage Association, TBA | 8,100,000 | 0 | -8,100,000 | 0.00% | -$8.25M |
| FNMA POOL MA5648 FN 03/55 FIXED 6.5 | 7,795,682 | 0 | -7,795,682 | 0.00% | -$8.10M |
| G2SF 5.5 1/25 | 7,700,000 | 0 | -7,700,000 | 0.00% | -$7.78M |
| FNCL 3.5 2/26 | 8,300,000 | 0 | -8,300,000 | 0.00% | -$7.65M |
| FNMA POOL MA5631 FN 02/55 FIXED 6.5 | 7,120,536 | 0 | -7,120,536 | 0.00% | -$7.40M |
| Uniform Mortgage-Backed Security, TBA | 5,200,000 | 0 | -5,200,000 | 0.00% | -$5.27M |
| FED HM LN PC POOL QO3793 FR 06/40 FIXED 5.5 | 4,997,314 | 0 | -4,997,314 | 0.00% | -$5.13M |
| FNCI 2 1/26 | 5,135,000 | 0 | -5,135,000 | 0.00% | -$4.76M |
| FNCI 4.5 1/25 | 4,200,000 | 0 | -4,200,000 | 0.00% | -$4.20M |
| Uniform Mortgage-Backed Security, TBA | 3,900,000 | 0 | -3,900,000 | 0.00% | -$4.06M |
| FNCL 6 1/26 | 3,000,000 | 0 | -3,000,000 | 0.00% | -$3.08M |
| FR SD8526 | 2,610,111 | 0 | -2,610,111 | 0.00% | -$2.71M |
| 3138FJ9J8 | 2,641,000 | 0 | -2,641,000 | 0.00% | -$2.65M |
| FN MA5861 | 2,353,226 | 0 | -2,353,226 | 0.00% | -$2.41M |
| FR RR0026 | 1,903,515 | 0 | -1,903,515 | 0.00% | -$1.95M |
| 3138FJ9E9 FN DUSPOOL KING WESTONE2ND | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.52M |
| 3138FT9A5 | 1,455,000 | 0 | -1,455,000 | 0.00% | -$1.50M |
| PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2021-1 PAIA 2021-1A A1AR | 1,400,000 | 0 | -1,400,000 | 0.00% | -$1.40M |
| U.S. Treasury Bills | 1,402,000 | 0 | -1,402,000 | 0.00% | -$1.39M |
| FREDDIE MAC POOL UMBS P#RR0033 5.50000000 | 1,144,337 | 0 | -1,144,337 | 0.00% | -$1.17M |
| FNCI 3.5 1/25 | 1,100,000 | 0 | -1,100,000 | 0.00% | -$1.07M |
| FNCI 2.5 1/24 | 1,100,000 | 0 | -1,100,000 | 0.00% | -$1.04M |
| Uniform Mortgage-Backed Security, TBA | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.04M |
| FNCL 5.5 1/26 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.01M |
| U.S. Treasury Bills | 1,000,000 | 0 | -1,000,000 | 0.00% | -$988.68K |
| G2SF 4.5 1/26 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$974.22K |
| G2SF 4 1/26 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$944.80K |
| FNMA POOL MA5588 FN 01/40 FIXED 4 | 885,273 | 0 | -885,273 | 0.00% | -$874.56K |
| Government National Mortgage Association | 1,000,000 | 0 | -1,000,000 | 0.00% | -$828.24K |
| TCW GEM LTD TCW 2024 1A A1 144A | 500,000 | 0 | -500,000 | 0.00% | -$502.46K |
| FNMA POOL BL1296 FN 02/26 FIXED 3.575 | 500,000 | 0 | -500,000 | 0.00% | -$498.59K |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2024 28A A 144A | 400,000 | 0 | -400,000 | 0.00% | -$402.31K |
| FNMA POOL BS8227 FN 06/33 FIXED 4.59 | 335,000 | 0 | -335,000 | 0.00% | -$338.77K |
| SYCAMORE TREE CLO LTD STCP 2023 2A AR 144A | 300,000 | 0 | -300,000 | 0.00% | -$301.58K |
| U.S. Treasury Bills | 299,000 | 0 | -299,000 | 0.00% | -$297.45K |
| U.S. Treasury Bills | 300,000 | 0 | -300,000 | 0.00% | -$297.01K |
| U.S. Treasury Bills | 264,000 | 0 | -264,000 | 0.00% | -$263.18K |
| XIB 0 03/03/26 | 121,000 | 0 | -121,000 | 0.00% | -$120.29K |
| FNCI 4 1/25 | 100,000 | 0 | -100,000 | 0.00% | -$98.71K |
| 317UABBA3 PIMCO SWAPTION 3.9055 PUT USD 202603 | 17,600,000 | 0 | -17,600,000 | 0.00% | -$96.06K |
| PRETSL FLOAT 07/03/33 | 82,337 | 0 | -82,337 | 0.00% | -$82.34K |
| U.S. Treasury Bills | 61,000 | 0 | -61,000 | 0.00% | -$60.77K |
| AEGIS ASSET BACKED SECURITIES AABST 2005 1 M4 | 36,168 | 0 | -36,168 | 0.00% | -$35.91K |
| U.S. Treasury Bills | 1,000 | 0 | -1,000 | 0.00% | -$998 |
| 317U8BDA4 PIMCO SWAPTION 2.75 CALL USD 2026020 | 2,500,000 | 0 | -2,500,000 | 0.00% | -$50 |
| GNMA POOL 425968 GN 03/26 FIXED 6.5 | 4 | 0 | -4 | 0.00% | -$4 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION | 2 | 0 | -2 | 0.00% | -$2 |
| RFR USD SOFR/4.44000 06/21/35-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/5.00000 04/01/26-7Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.52000 05/31/35-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.63500 09/16/26-7Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.28500 05/09/35-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.19400 03/06/26-7Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.48500 08/09/35-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.65600 08/22/35-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.18600 02/09/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.90550 03/06/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.64000 07/25/35-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.31000 04/26/35-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/2.75000 02/11/26-7Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/2.75000 02/09/26-7Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.43000 05/18/35-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.63000 05/24/35-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.46000 08/08/35-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/4.69300 08/29/35-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| 317UB80A1 PIMCO SWAPTION 4.066 PUT USD 2026020 | -2,900,000 | 0 | 2,900,000 | 0.00% | $1.43K |
| Uniform Mortgage-Backed Security, TBA | -6,000,000 | 0 | 6,000,000 | 0.00% | $6.15M |
| Uniform Mortgage-Backed Security, TBA | -45,000,000 | 0 | 45,000,000 | 0.00% | $46.13M |
| Uniform Mortgage-Backed Security, TBA | -60,750,000 | 0 | 60,750,000 | 0.00% | $57.59M |
| Uniform Mortgage-Backed Security, TBA | -90,000,000 | 0 | 90,000,000 | 0.00% | $91.18M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FREDDIE MAC POOL UMBS P#SL2468 5.50000000 | 5,657,203 | 5,802,174 | 144,971 | 0.34% | $112.44K |
| Freddie Mac Strips | 704,108 | 2,588,605 | 1,884,497 | 0.15% | $1.90M |
| FREDDIE MAC POOL UMBS P#SL2469 5.50000000 | 975,540 | 1,165,524 | 189,984 | 0.07% | $185.22K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H02 CL FL V/R 4.81765000 | 474,735 | 475,731 | 997 | 0.03% | $2.92K |
| RFR USD SOFR/4.40000 06/27/35-10Y LCH | 0 | 9,000,000 | 9,000,000 | 0.03% | $477.18K |
| RFR USD SOFR/4.55875 07/11/35-10Y LCH | 0 | 8,400,000 | 8,400,000 | 0.03% | $460.78K |
| FREDDIE MAC FHR 4020 ZE | 487,492 | 492,384 | 4,891 | 0.02% | $493 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR6 A4 | 338,730 | 338,803 | 73 | 0.02% | $4.14K |
| FANNIE MAE FNR 2015 81 MZ | 337,677 | 341,065 | 3,388 | 0.01% | $105 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 77 EZ | 241,843 | 243,661 | 1,818 | 0.01% | -$858 |
| RFR USD SOFR/4.47000 06/06/35-10Y LCH | 0 | 2,800,000 | 2,800,000 | 0.01% | $154.66K |
| FREDDIE MAC FHR 3031 BZ | 136,711 | 138,599 | 1,888 | 0.01% | $380 |
| FREDDIE MAC FHR 4534 PZ | 185,682 | 187,078 | 1,396 | 0.01% | -$35 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2013 88 PZ | 89,051 | 90,056 | 1,006 | 0.00% | -$230 |
| FANNIE MAE FNR 2015 81 NZ | 101,708 | 102,473 | 765 | 0.00% | $130 |
| FANNIE MAE FNR 2009 88 WZ | 51,677 | 52,261 | 584 | 0.00% | -$88 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2005 58 MZ | 33,266 | 33,725 | 460 | 0.00% | $267 |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FED HM LN PC POOL SD6477 FR 09/54 FIXED 5.5 | 28,217,456 | 27,213,626 | -1,003,830 | 1.58% | -$1.15M |
| FED HM LN PC POOL QJ8794 FR 11/54 FIXED 5 | 19,493,242 | 19,389,960 | -103,282 | 1.10% | -$313.31K |
| Government National Mortgage Association | 19,625,127 | 18,685,715 | -939,412 | 1.08% | -$974.58K |
| FREDDIE MAC REMICS SER 5565 CL FB V/R 5.02180000 | 18,706,672 | 18,551,928 | -154,744 | 1.06% | -$277.83K |
| FED HM LN PC POOL QX7601 FR 02/55 FIXED 5 | 18,096,625 | 18,015,430 | -81,195 | 1.02% | -$275.83K |
| FNMA POOL FA0503 FN 10/54 FIXED VAR | 17,966,691 | 16,111,498 | -1,855,194 | 0.94% | -$2.03M |
| FNMA POOL FA1073 FN 11/39 FIXED VAR | 18,028,979 | 15,974,555 | -2,054,424 | 0.93% | -$2.20M |
| FANNIE MAE REMICS SER 2025-6 CL GF V/R 5.47180000 | 16,278,405 | 14,135,317 | -2,143,088 | 0.81% | -$2.21M |
| FR SB1457 | 13,941,032 | 12,443,966 | -1,497,066 | 0.73% | -$1.61M |
| FREDDIE MAC FHR 5571 FB | 11,467,834 | 11,020,153 | -447,681 | 0.64% | -$390.96K |
| FR SB8309 | 11,762,038 | 10,665,520 | -1,096,518 | 0.62% | -$1.19M |
| FNR 2024-88 FC | 11,931,595 | 10,625,094 | -1,306,500 | 0.61% | -$1.31M |
| FED HM LN PC POOL QX7108 FR 03/55 FIXED 5.5 | 10,105,907 | 10,067,378 | -38,528 | 0.59% | -$90.82K |
| FNMA POOL FA3594 FN 09/55 FIXED VAR | 9,849,023 | 9,374,115 | -474,908 | 0.57% | -$529.38K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-H18 CL FL V/R 4.61765000 | 9,888,462 | 9,787,775 | -100,687 | 0.56% | -$201.19K |
| FED HM LN PC POOL SL2535 FR 03/55 FIXED 5.5 | 9,875,038 | 9,578,166 | -296,872 | 0.56% | -$344.72K |
| FED HM LN PC POOL QJ5532 FR 09/54 FIXED 5.5 | 9,566,471 | 9,529,157 | -37,314 | 0.55% | -$111.74K |
| FED HM LN PC POOL SL0248 FR 01/54 FIXED 5 | 9,076,312 | 8,952,003 | -124,309 | 0.51% | -$218.74K |
| FED HM LN PC POOL QJ8954 FR 11/54 FIXED 6 | 9,797,477 | 8,368,754 | -1,428,724 | 0.50% | -$1.55M |
| FED HM LN PC POOL SD7444 FR 12/54 FIXED 5 | 8,646,532 | 8,560,535 | -85,997 | 0.49% | -$178.78K |
| UMBS, 30 Year | 9,136,993 | 8,378,240 | -758,753 | 0.48% | -$819.85K |
| UMBS | 8,419,759 | 8,094,895 | -324,865 | 0.48% | -$392.81K |
| FNMA POOL FS9900 FN 06/48 FIXED VAR | 8,967,636 | 8,750,721 | -216,915 | 0.48% | -$264.96K |
| FREDDIE MAC FHR 5468 FC | 8,731,150 | 8,245,041 | -486,110 | 0.47% | -$482.43K |
| FANNIE MAE FNR 2024 26 FD | 8,443,527 | 8,047,655 | -395,872 | 0.46% | -$391.45K |
| FR SD8420 | 8,264,967 | 7,722,586 | -542,381 | 0.44% | -$622.26K |
| FNMA POOL DD0825 FN 01/55 FIXED 6 | 8,693,241 | 7,302,056 | -1,391,184 | 0.43% | -$1.50M |
| FNMA POOL FA0516 FN 02/55 FIXED VAR | 7,656,285 | 7,540,334 | -115,951 | 0.43% | -$197.44K |
| FREDDIE MAC FHR 5565 FC | 7,604,541 | 7,343,720 | -260,821 | 0.42% | -$222.88K |
| FNMA POOL FA2807 FN 01/49 FIXED VAR | 7,879,131 | 7,676,458 | -202,673 | 0.42% | -$261.82K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-H24 CL FA V/R 4.71385000 | 7,267,340 | 7,242,992 | -24,348 | 0.41% | -$5.12K |
| Freddie Mac REMICS | 8,105,575 | 7,170,554 | -935,020 | 0.41% | -$899.79K |
| FNMA POOL BM5355 FN 09/45 FIXED VAR | 7,524,547 | 7,303,159 | -221,388 | 0.41% | -$334.18K |
| FNMA POOL DB7379 FN 07/54 FIXED 5.5 | 7,395,569 | 7,028,940 | -366,629 | 0.40% | -$435.82K |
| UMBS | 7,878,465 | 6,700,466 | -1,177,999 | 0.40% | -$1.26M |
| FANNIE MAE FNR 2024 93 FB | 7,920,595 | 6,838,364 | -1,082,230 | 0.39% | -$1.10M |
| Freddie Mac REMICS | 7,601,099 | 6,813,030 | -788,069 | 0.39% | -$773.68K |
| FNMA POOL DC9705 FN 01/55 FIXED 6 | 6,937,749 | 6,701,672 | -236,077 | 0.39% | -$293.35K |
| FNMA POOL FS7006 FN 02/52 FIXED VAR | 7,523,445 | 7,325,981 | -197,464 | 0.38% | -$250.26K |
| FREDDIE MAC REMICS SER 5593 CL FB V/R 4.97180000 | 6,860,658 | 6,618,429 | -242,228 | 0.38% | -$236.06K |
| FNMA POOL FP0132 FN 02/55 FIXED VAR | 7,023,026 | 6,025,720 | -997,307 | 0.36% | -$1.07M |
| FREDDIE MAC REMICS SER 5573 CL FB V/R 4.77419000 | 6,583,404 | 5,947,560 | -635,843 | 0.34% | -$631.81K |
| FR SD8455 | 6,873,928 | 5,778,141 | -1,095,787 | 0.34% | -$1.17M |
| FNMA POOL DB8778 FN 08/54 FIXED 5.5 | 6,513,086 | 5,686,544 | -826,542 | 0.33% | -$891.14K |
| FED HM LN PC POOL QX2595 FR 12/54 FIXED 6 | 5,578,173 | 5,557,378 | -20,796 | 0.33% | -$63.76K |
| FED HM LN PC POOL QX5505 FR 02/55 FIXED 5.5 | 6,129,497 | 5,642,162 | -487,336 | 0.32% | -$546.01K |
| FANNIE MAE FNR 2024 59 FC | 6,008,113 | 5,629,324 | -378,790 | 0.32% | -$377.77K |
| FED HM LN PC POOL QJ5549 FR 09/54 FIXED 6 | 6,226,299 | 5,394,818 | -831,481 | 0.32% | -$977.66K |
| Freddie Mac Pool | 5,902,897 | 5,809,665 | -93,232 | 0.32% | -$139.91K |
| FR SD8515 | 5,631,059 | 5,283,861 | -347,198 | 0.30% | -$400.75K |
| FEDERAL NAT MTG ASN GTD REM PA 25-99 KF SOFR30A+100 11/25/2055 | 4,978,808 | 4,926,341 | -52,467 | 0.28% | -$54.94K |
| FNMA POOL BZ3795 FN 05/35 FIXED 4.97 | 4,786,075 | 4,778,591 | -7,483 | 0.28% | -$24.14K |
| FED HM LN PC POOL RA9853 FR 09/53 FIXED 6 | 4,802,062 | 4,602,039 | -200,023 | 0.27% | -$230.85K |
| FNMA POOL FS4805 FN 05/53 FIXED VAR | 4,701,198 | 4,671,087 | -30,111 | 0.27% | -$51.45K |
| FNMA POOL BZ5743 FN 11/30 FIXED 4.62 | 4,646,051 | 4,634,086 | -11,965 | 0.27% | -$43.80K |
| FREDDIE MAC POOL FR 01/55 FIXED 5.5 | 4,603,804 | 4,513,564 | -90,240 | 0.26% | -$146.57K |
| FED HM LN PC POOL QJ9389 FR 11/54 FIXED 5 | 4,601,140 | 4,470,988 | -130,152 | 0.25% | -$179.44K |
| FNMA POOL DB6850 FN 07/54 FIXED 5.5 | 4,195,049 | 4,179,106 | -15,942 | 0.24% | -$53.79K |
| FNMA GTD MTG PASS THRU CTF SOFR30A+ 08/25/2054 | 4,553,407 | 3,988,894 | -564,513 | 0.23% | -$567.74K |
| FED HM LN PC POOL SL2526 FR 09/55 FIXED 6 | 3,923,588 | 3,776,880 | -146,708 | 0.23% | -$186.54K |
| FED HM LN PC POOL SL0421 FR 02/55 FIXED 6 | 3,974,864 | 3,759,304 | -215,560 | 0.22% | -$258.07K |
| FNMA POOL MA5847 FN 09/55 FIXED 6.5 | 3,840,493 | 3,830,148 | -10,346 | 0.22% | -$22.98K |
| Freddie Mac REMICS | 4,337,098 | 3,795,741 | -541,357 | 0.22% | -$545.46K |
| Freddie Mac Pool | 3,908,593 | 3,840,286 | -68,306 | 0.22% | -$110.34K |
| FNMA POOL FM5684 FN 09/49 FIXED VAR | 3,796,284 | 3,760,234 | -36,050 | 0.22% | -$78.49K |
| Uniform Mortgage-Backed Securities | 4,053,011 | 3,794,966 | -258,045 | 0.22% | -$296.30K |
| FED HM LN PC POOL QJ9268 FR 11/54 FIXED 5.5 | 3,657,761 | 3,280,817 | -376,944 | 0.19% | -$401.18K |
| FREDDIE MAC REMICS SER 5607 CL FA V/R 5.09515000 | 3,613,682 | 3,281,122 | -332,560 | 0.19% | -$327.12K |
| FHLG 30YR 5.5% 01/01/2055#SL0307 | 3,298,598 | 3,208,357 | -90,241 | 0.19% | -$123.42K |
| FED HM LN PC POOL QJ0893 FR 07/54 FIXED 5 | 3,199,716 | 3,182,675 | -17,040 | 0.18% | -$51.51K |
| FNMA POOL DD0855 FN 01/55 FIXED 6.5 | 3,375,063 | 2,861,863 | -513,200 | 0.17% | -$553.36K |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER Q034 CL APT2 V/R 2.90299700 | 3,227,319 | 3,075,450 | -151,869 | 0.17% | -$153.70K |
| FNMA POOL CB9627 FN 12/54 FIXED 4.5 | 3,057,152 | 2,992,838 | -64,314 | 0.17% | -$98.99K |
| FNMA POOL CB7098 FN 09/53 FIXED 5 | 2,939,212 | 2,863,534 | -75,678 | 0.16% | -$106.97K |
| FNMA POOL FM9966 FN 08/43 FIXED VAR | 3,037,326 | 2,963,792 | -73,534 | 0.16% | -$106.66K |
| FREDDIE MAC POOL UMBS P#SD7570 6.00000000 | 2,741,054 | 2,640,476 | -100,578 | 0.16% | -$121.70K |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM17 A1 144A | 3,008,111 | 2,669,311 | -338,800 | 0.15% | -$354.06K |
| FREDDIE MAC POOL UMBS P#RJ4594 6.50000000 | 2,654,163 | 2,499,930 | -154,233 | 0.15% | -$166.45K |
| FED HM LN PC POOL SL0897 FR 03/55 FIXED 5 | 2,633,967 | 2,606,537 | -27,430 | 0.15% | -$55.66K |
| FED HM LN PC POOL QZ2653 FR 09/55 FIXED 6 | 2,626,721 | 2,402,693 | -224,029 | 0.14% | -$240.00K |
| FNMA POOL DE8260 FN 09/55 FIXED 6 | 2,566,919 | 2,402,432 | -164,487 | 0.14% | -$177.84K |
| FREDDIE MAC REMICS SER 5538 CL AF V/R 5.17419000 | 2,731,788 | 2,358,304 | -373,483 | 0.14% | -$374.53K |
| FNMA POOL BZ5543 FN 07/30 FIXED 4.385 | 2,348,868 | 2,342,412 | -6,456 | 0.13% | -$23.70K |
| FANNIE MAE REMICS SER 2025-79 CL FA V/R 5.12419000 | 2,518,393 | 2,287,916 | -230,477 | 0.13% | -$230.90K |
| FREDDIE MAC POOL UMBS P#SD4259 6.50000000 | 2,289,163 | 2,113,894 | -175,269 | 0.13% | -$187.46K |
| FED HM LN PC POOL RE6161 FR 07/55 FIXED 6.5 | 2,382,809 | 2,136,611 | -246,197 | 0.12% | -$258.91K |
| FNMA POOL BZ4933 FN 09/30 FIXED 4.75 | 2,146,702 | 2,139,967 | -6,736 | 0.12% | -$20.47K |
| FNMA POOL CB9790 FN 01/55 FIXED 5.5 | 2,170,249 | 2,112,989 | -57,260 | 0.12% | -$75.37K |
| FNMA POOL BZ5308 FN 11/31 FIXED 4.86 | 2,120,247 | 2,114,934 | -5,313 | 0.12% | -$17.96K |
| FANNIE MAE REMICS SER 2025-93 CL FA V/R 4.97419000 | 2,358,562 | 2,142,713 | -215,850 | 0.12% | -$214.89K |
| FNMA POOL MA5425 FN 07/39 FIXED 5.5 | 2,358,042 | 2,088,066 | -269,976 | 0.12% | -$289.04K |
| FNMA POOL CB9448 FN 11/54 FIXED 4.5 | 2,178,571 | 2,139,256 | -39,315 | 0.12% | -$66.08K |
| FREDDIE MAC POOL UMBS P#RR0039 5.50000000 | 2,134,322 | 2,038,628 | -95,694 | 0.12% | -$109.97K |
| FNMA POOL BZ3816 FN 05/35 FIXED 5.18 | 1,982,639 | 1,976,624 | -6,015 | 0.12% | -$10.20K |
| FED HM LN PC POOL QZ2724 FR 09/55 FIXED 6 | 2,060,083 | 1,930,435 | -129,648 | 0.11% | -$139.50K |
| FNMA POOL FA0822 FN 02/55 FIXED VAR | 1,962,784 | 1,885,783 | -77,000 | 0.11% | -$92.99K |
| FNMA POOL CB9976 FN 02/55 FIXED 5.5 | 2,082,518 | 1,932,920 | -149,598 | 0.11% | -$168.94K |
| FNMA POOL CB9449 FN 11/54 FIXED 4.5 | 2,020,817 | 1,980,313 | -40,504 | 0.11% | -$64.27K |
| FED HM LN PC POOL QZ2966 FR 09/55 FIXED 6 | 1,884,797 | 1,876,869 | -7,928 | 0.11% | -$14.30K |
| FNMA POOL CB9656 FN 12/54 FIXED 5.5 | 1,933,766 | 1,860,610 | -73,156 | 0.11% | -$89.67K |
| FNMA POOL CB9624 FN 12/54 FIXED 4.5 | 1,976,665 | 1,920,312 | -56,353 | 0.11% | -$81.32K |
| FNMA POOL BZ5689 FN 11/30 FIXED 5.11 | 1,818,603 | 1,814,367 | -4,236 | 0.11% | -$15.31K |
| GNMA II POOL CN5904 G2 10/50 FIXED 4 | 1,901,967 | 1,889,566 | -12,401 | 0.10% | -$26.52K |
| FREDDIE MAC POOL UMBS P#RJ4826 5.50000000 | 1,769,036 | 1,733,500 | -35,536 | 0.10% | -$51.30K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H14 FE | 1,692,540 | 1,691,042 | -1,498 | 0.10% | -$121 |
| FED HM LN PC POOL QU8229 FR 11/54 FIXED 6 | 1,678,728 | 1,674,250 | -4,479 | 0.10% | -$14.00K |
| GNMA II POOL CK9490 G2 01/50 FIXED 4 | 1,809,092 | 1,796,219 | -12,873 | 0.10% | -$22.85K |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 4 A11 144A | 1,771,412 | 1,751,745 | -19,666 | 0.09% | -$19.56K |
| FNMA POOL FA1296 FN 08/51 FIXED VAR | 1,708,852 | 1,660,807 | -48,045 | 0.09% | -$68.16K |
| GNMA II POOL CO2590 G2 07/52 FIXED 4.5 | 1,658,787 | 1,651,051 | -7,737 | 0.09% | -$20.27K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 126 CF | 1,491,186 | 1,487,850 | -3,336 | 0.09% | -$831 |
| FREDDIE MAC REMICS SER 5493 CL FK V/R 5.02419000 | 1,629,218 | 1,452,130 | -177,087 | 0.08% | -$171.61K |
| FNMA POOL CB9318 FN 10/54 FIXED 5.5 | 1,460,678 | 1,427,099 | -33,579 | 0.08% | -$45.53K |
| FNMA POOL MA5097 FN 07/43 FIXED 4.5 | 1,535,347 | 1,450,128 | -85,219 | 0.08% | -$97.22K |
| FNMA POOL CA2477 FN 10/48 FIXED 4.5 | 1,485,355 | 1,462,451 | -22,905 | 0.08% | -$39.49K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H02 CL FJ V/R 4.91765000 | 1,428,322 | 1,418,475 | -9,846 | 0.08% | -$6.77K |
| FNMA POOL BZ4803 FN 09/32 FIXED 4.96 | 1,368,568 | 1,364,833 | -3,736 | 0.08% | -$8.33K |
| FNMA POOL FS4384 FN 03/53 FIXED VAR | 1,446,526 | 1,395,741 | -50,785 | 0.08% | -$67.74K |
| FNMA POOL DE9499 FN 09/55 FIXED 6 | 1,351,269 | 1,344,211 | -7,059 | 0.08% | -$10.72K |
| FANNIEMAE STRIP FNS 435 C24 | 10,841,393 | 10,653,125 | -188,268 | 0.08% | -$31.09K |
| Freddie Mac REMICS Floating Rate, Due 02/25/2055 | 1,601,638 | 1,339,800 | -261,838 | 0.08% | -$265.25K |
| FED HM LN PC POOL SL0793 FR 02/55 FIXED 5 | 1,405,100 | 1,358,684 | -46,416 | 0.08% | -$60.99K |
| FNMA POOL FS2937 FN 04/43 FIXED VAR | 1,419,159 | 1,376,391 | -42,768 | 0.08% | -$59.10K |
| FN MA5353 | 1,388,730 | 1,308,189 | -80,541 | 0.08% | -$93.83K |
| FNMA POOL FS6841 FN 01/54 FIXED VAR | 1,330,199 | 1,257,950 | -72,249 | 0.07% | -$83.71K |
| FNMA POOL CA2444 FN 10/48 FIXED 4.5 | 1,300,495 | 1,278,782 | -21,714 | 0.07% | -$36.19K |
| FNMA POOL CA2730 FN 11/48 FIXED 4.5 | 1,294,918 | 1,276,100 | -18,818 | 0.07% | -$33.29K |
| FNMA POOL BK7606 FN 09/48 FIXED 4.5 | 1,276,720 | 1,252,290 | -24,431 | 0.07% | -$38.63K |
| FNMA POOL CA2095 FN 07/48 FIXED 4.5 | 1,285,839 | 1,252,272 | -33,567 | 0.07% | -$47.57K |
| GNMA POOL 784369 GN 08/45 FIXED 4 | 1,306,422 | 1,266,054 | -40,368 | 0.07% | -$48.17K |
| FED HM LN PC POOL RE6164 FR 09/55 FIXED 6.5 | 1,391,388 | 1,166,674 | -224,714 | 0.07% | -$235.49K |
| GNMA POOL 785747 GN 07/49 FIXED 4.5 | 1,252,380 | 1,197,847 | -54,533 | 0.07% | -$62.83K |
| FNMA POOL FA1193 FN 03/55 FIXED VAR | 1,161,662 | 1,121,919 | -39,743 | 0.07% | -$48.92K |
| FNMA POOL BZ3794 FN 05/35 FIXED 5.23 | 1,093,355 | 1,090,107 | -3,248 | 0.06% | -$5.57K |
| FNMA POOL BZ3791 FN 05/35 FIXED 5.21 | 1,093,324 | 1,090,064 | -3,261 | 0.06% | -$5.55K |
| FNMA POOL CB8157 FN 03/54 FIXED 6 | 1,104,469 | 1,078,147 | -26,322 | 0.06% | -$34.57K |
| FNMA POOL FA0032 FN 12/54 FIXED VAR | 1,135,128 | 1,116,472 | -18,655 | 0.06% | -$30.85K |
| FNMA POOL FS0900 FN 07/43 FIXED VAR | 1,192,868 | 1,157,524 | -35,344 | 0.06% | -$50.27K |
| FNMA POOL CB8298 FN 04/54 FIXED 6 | 1,109,620 | 1,052,307 | -57,313 | 0.06% | -$66.76K |
| FED HM LN PC POOL QJ5541 FR 09/54 FIXED 6.5 | 1,515,542 | 1,029,693 | -485,849 | 0.06% | -$518.13K |
| FREDDIE MAC REMICS SER 5534 CL FD V/R 5.12419000 | 1,226,450 | 1,065,040 | -161,410 | 0.06% | -$165.46K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-H13 FJ | 1,021,727 | 1,014,656 | -7,071 | 0.06% | -$5.82K |
| FNMA POOL CB9151 FN 09/54 FIXED 6 | 987,932 | 959,327 | -28,605 | 0.06% | -$35.72K |
| GNMA POOL AJ5422 GN 01/50 FIXED 4.07 | 1,089,500 | 1,083,030 | -6,470 | 0.06% | $963 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-H09 CL FA V/R 4.58765000 | 975,250 | 974,089 | -1,160 | 0.06% | $1.09K |
| FNMA POOL CC0257 FN 04/55 FIXED 6 | 961,636 | 933,205 | -28,430 | 0.06% | -$35.84K |
| FREDDIE MAC POOL UMBS P#SD6727 6.50000000 | 999,520 | 917,872 | -81,648 | 0.06% | -$87.38K |
| FNMA POOL FA0938 FN 03/55 FIXED VAR | 940,945 | 915,212 | -25,734 | 0.05% | -$32.43K |
| FED HM LN PC POOL QO2738 FR 11/39 FIXED 5.5 | 1,068,895 | 923,616 | -145,278 | 0.05% | -$155.20K |
| FANNIE MAE FNR 2024 100 FB | 1,042,114 | 930,076 | -112,037 | 0.05% | -$112.18K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-H01 CL FA V/R 5.09943000 | 1,041,739 | 932,721 | -109,018 | 0.05% | -$107.75K |
| FREDDIE MAC POOL UMBS P#SD7122 6.50000000 | 956,835 | 861,156 | -95,678 | 0.05% | -$102.03K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H02 CL FH V/R 4.84765000 | 899,536 | 888,569 | -10,967 | 0.05% | -$6.76K |
| FNMA POOL DE8304 FN 09/55 FIXED 6 | 868,931 | 865,419 | -3,512 | 0.05% | -$6.44K |
| FREDDIE MAC POOL FR 01/55 FIXED 5 | 882,853 | 876,097 | -6,756 | 0.05% | -$16.26K |
| FREDDIE MAC POOL UMBS P#RJ4828 5.50000000 | 855,206 | 841,099 | -14,107 | 0.05% | -$21.24K |
| Fortress Credit Bsl X Ltd | 1,200,000 | 853,427 | -346,573 | 0.05% | -$347.46K |
| FREDDIE MAC POOL UMBS P#SD4642 6.50000000 | 884,888 | 812,040 | -72,848 | 0.05% | -$77.83K |
| FREDDIE MAC FHR 5415 FB | 958,161 | 845,248 | -112,913 | 0.05% | -$112.76K |
| FNMA POOL AL8166 FN 02/46 FIXED VAR | 879,290 | 866,552 | -12,738 | 0.05% | -$19.60K |
| FREDDIE MAC REMICS SER 5508 CL DF V/R 4.87419000 | 863,117 | 805,133 | -57,983 | 0.05% | -$55.78K |
| FNMA POOL FA2558 FN 08/55 FIXED VAR | 780,515 | 771,591 | -8,924 | 0.05% | -$14.30K |
| FNMA POOL BZ3339 FN 11/30 FIXED 5.2 | 756,427 | 754,689 | -1,738 | 0.04% | -$4.85K |
| Freddie Mac Pool | 842,357 | 819,757 | -22,600 | 0.04% | -$26.69K |
| FNMA POOL FS8573 FN 06/54 FIXED VAR | 758,233 | 719,103 | -39,130 | 0.04% | -$42.28K |
| GNMA POOL AA6089 GN 02/43 FIXED 3 | 833,672 | 813,342 | -20,329 | 0.04% | -$23.34K |
| G2 MA1089 | 823,767 | 802,900 | -20,867 | 0.04% | -$25.96K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H15 FD | 717,710 | 714,195 | -3,515 | 0.04% | -$2.94K |
| Fannie Mae REMICS | 815,201 | 703,816 | -111,385 | 0.04% | -$112.35K |
| FNMA POOL FS8455 FN 08/53 FIXED VAR | 708,554 | 695,299 | -13,255 | 0.04% | -$19.96K |
| FNMA POOL BS7576 FN 12/27 FIXED 4.86 | 705,502 | 703,478 | -2,023 | 0.04% | -$6.31K |
| FNMA POOL FS8627 FN 07/54 FIXED VAR | 731,292 | 669,351 | -61,941 | 0.04% | -$66.17K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H20 BF | 775,310 | 692,288 | -83,022 | 0.04% | -$82.81K |
| Fannie Mae REMICS | 796,023 | 687,178 | -108,845 | 0.04% | -$109.83K |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021 INV2 | 708,414 | 694,236 | -14,178 | 0.04% | -$11.28K |
| FNMA POOL BZ4802 FN 02/31 FIXED 5.25 | 625,651 | 624,152 | -1,498 | 0.04% | -$3.97K |
| FNMA POOL BM5963 FN 01/38 FIXED VAR | 676,986 | 646,582 | -30,404 | 0.04% | -$35.46K |
| FNMA POOL FS9993 FN 03/54 FIXED VAR | 662,808 | 597,932 | -64,877 | 0.04% | -$69.10K |
| FNMA POOL FA2301 FN 05/45 FIXED VAR | 651,110 | 606,495 | -44,615 | 0.04% | -$50.51K |
| FNMA POOL CB6891 FN 08/53 FIXED 4.5 | 654,289 | 627,809 | -26,481 | 0.04% | -$34.11K |
| FED HM LN PC POOL RE6158 FR 02/55 FIXED 6.5 | 663,705 | 603,368 | -60,336 | 0.03% | -$63.40K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H17 HF | 595,603 | 582,446 | -13,157 | 0.03% | -$12.81K |
| FNMA POOL CA2633 FN 11/48 FIXED 4.5 | 612,444 | 597,680 | -14,764 | 0.03% | -$21.51K |
| LA HIPOTECARIA SA LHIPO 2019 1A AAA 144A | 658,932 | 638,015 | -20,916 | 0.03% | -$19.16K |
| FNMA POOL CB7445 FN 11/53 FIXED 6.5 | 608,894 | 552,370 | -56,524 | 0.03% | -$60.27K |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV6 A2 144A | 676,944 | 665,579 | -11,366 | 0.03% | -$16.08K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H11 CL FD V/R 4.81765000 | 575,821 | 569,037 | -6,784 | 0.03% | -$3.95K |
| FNR 2025-11 FB | 597,193 | 569,143 | -28,050 | 0.03% | -$27.98K |
| FNMA POOL FM3229 FN 02/47 FIXED VAR | 620,308 | 602,531 | -17,777 | 0.03% | -$24.08K |
| FNMA POOL MA5059 FN 06/43 FIXED 4.5 | 588,673 | 565,670 | -23,002 | 0.03% | -$27.94K |
| FED HM LN PC POOL SL1540 FR 02/55 FIXED 5.5 | 577,343 | 545,089 | -32,254 | 0.03% | -$36.49K |
| FNMA POOL FS2338 FN 11/46 FIXED VAR | 619,457 | 599,822 | -19,635 | 0.03% | -$23.42K |
| FED HM LN PC POOL RB5248 FR 05/43 FIXED 4 | 557,437 | 548,242 | -9,195 | 0.03% | -$12.58K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H07 CL FC V/R 4.56765000 | 595,143 | 527,505 | -67,638 | 0.03% | -$67.00K |
| GNMA II POOL BS2616 G2 01/50 FIXED 3.5 | 589,155 | 585,489 | -3,666 | 0.03% | $942 |
| FNMA POOL FA2870 FN 08/55 FIXED VAR | 538,179 | 498,623 | -39,557 | 0.03% | -$42.50K |
| FNMA POOL BF0383 FN 04/59 FIXED 4.5 | 560,816 | 543,225 | -17,591 | 0.03% | -$23.15K |
| UMBS | 582,627 | 543,637 | -38,990 | 0.03% | -$44.68K |
| FREDDIE MAC POOL UMBS P#SL0874 6.00000000 | 503,556 | 488,613 | -14,944 | 0.03% | -$18.58K |
| GNMA POOL BQ7186 GN 10/49 FIXED 3.5 | 554,368 | 550,195 | -4,172 | 0.03% | -$280 |
| FREDDIE MAC POOL UMBS P#SD6621 6.00000000 | 488,941 | 473,740 | -15,201 | 0.03% | -$18.71K |
| FREDDIE MAC FHR 5472 FA | 537,668 | 487,891 | -49,777 | 0.03% | -$49.33K |
| Freddie Mac REMICS | 513,659 | 480,790 | -32,868 | 0.03% | -$32.93K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H03 CL FA V/R 4.78765000 | 482,289 | 476,315 | -5,974 | 0.03% | -$3.96K |
| FED HM LN PC POOL QO2929 FR 01/40 FIXED 5.5 | 588,712 | 472,369 | -116,343 | 0.03% | -$124.12K |
| GNMA II POOL CW6992 G2 09/53 FIXED 6 | 486,203 | 464,509 | -21,694 | 0.03% | -$22.51K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H07 CL JF V/R 4.88888000 | 471,423 | 464,991 | -6,432 | 0.03% | -$4.32K |
| Government National Mortgage Association | 456,620 | 451,301 | -5,319 | 0.03% | -$3.73K |
| IMS Ecuadorian Mortgage Trust, Series 2021-1, Class GA | 504,880 | 465,200 | -39,680 | 0.03% | -$41.89K |
| FNMA POOL BF0201 FN 08/51 FIXED 4 | 483,000 | 473,507 | -9,493 | 0.03% | -$11.34K |
| Freddie Mac Strips | 3,002,552 | 2,947,424 | -55,128 | 0.03% | -$18.35K |
| FR ZT1857 | 458,811 | 446,496 | -12,315 | 0.03% | -$17.31K |
| FNMA POOL AB9962 FN 07/43 FIXED 4 | 473,366 | 452,055 | -21,310 | 0.03% | -$24.84K |
| FREDDIE MAC POOL UMBS P#SL2644 6.50000000 | 428,436 | 415,442 | -12,994 | 0.03% | -$14.33K |
| FREDDIE MAC POOL UMBS P#SL2645 6.50000000 | 437,167 | 411,527 | -25,640 | 0.02% | -$27.89K |
| GNMA II POOL 784601 G2 03/48 FIXED 3.5 | 469,766 | 461,280 | -8,486 | 0.02% | -$4.53K |
| Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class A | 612,646 | 427,246 | -185,400 | 0.02% | -$188.39K |
| FNMA POOL BF0496 FN 07/60 FIXED 3 | 485,824 | 476,790 | -9,034 | 0.02% | -$10.85K |
| FNMA POOL BU4013 FN 05/43 FIXED 4.5 | 426,142 | 422,088 | -4,054 | 0.02% | -$7.39K |
| FED HM LN PC POOL QU8224 FR 09/54 FIXED 6.5 | 413,137 | 412,109 | -1,028 | 0.02% | -$1.01K |
| FANNIE MAE FNR 2013 5 EZ | 491,325 | 481,768 | -9,557 | 0.02% | -$11.67K |
| Government National Mortgage Association | 401,511 | 395,091 | -6,420 | 0.02% | -$4.98K |
| FED HM LN PC POOL RE6160 FR 05/55 FIXED 6.5 | 456,125 | 394,816 | -61,309 | 0.02% | -$63.94K |
| FNMA POOL DE9154 FN 09/55 FIXED 6 | 466,334 | 388,831 | -77,503 | 0.02% | -$81.38K |
| Freddie Mac REMICS | 630,101 | 619,240 | -10,861 | 0.02% | -$11.41K |
| GNMA POOL BT0861 GN 03/50 FIXED 3 | 448,299 | 439,382 | -8,918 | 0.02% | -$10.53K |
| FED HM LN PC POOL SC0050 FR 02/40 FIXED 3 | 424,619 | 413,912 | -10,707 | 0.02% | -$12.28K |
| GNMA II POOL 784295 G2 03/47 FIXED 3.5 | 420,144 | 408,055 | -12,090 | 0.02% | -$8.23K |
| GNMA POOL 783007 GN 06/40 FIXED 4.5 | 386,231 | 379,226 | -7,005 | 0.02% | -$9.95K |
| LA HIPOTECARIA SA LHIPO 2014 1A A1 144A | 390,780 | 379,140 | -11,641 | 0.02% | -$9.66K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 128 FK | 381,695 | 362,505 | -19,190 | 0.02% | -$18.59K |
| FNMA POOL FA2871 FN 09/55 FIXED VAR | 368,945 | 338,078 | -30,867 | 0.02% | -$33.25K |
| FR ZT1858 | 371,636 | 360,475 | -11,161 | 0.02% | -$14.56K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1C | 405,993 | 405,941 | -52 | 0.02% | $2.00K |
| FED HM LN PC POOL U90111 FG 09/42 FIXED 4 | 378,913 | 346,993 | -31,919 | 0.02% | -$32.39K |
| AOMT 2024-2 A1 144A 5.985% 01-25-69 | 353,563 | 335,713 | -17,850 | 0.02% | -$19.53K |
| FNMA POOL CA6424 FN 07/50 FIXED 3 | 394,105 | 381,684 | -12,421 | 0.02% | -$13.31K |
| FREDDIE MAC FHR 3325 ZM | 323,143 | 312,983 | -10,160 | 0.02% | -$14.67K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H11 FM | 373,421 | 324,286 | -49,135 | 0.02% | -$49.31K |
| G2 MA0782 | 355,353 | 346,049 | -9,304 | 0.02% | -$11.85K |
| Government National Mortgage Association | 364,027 | 317,731 | -46,296 | 0.02% | -$46.31K |
| LA HIPOTECARIA SA LHIPO 2016 1A A 144A | 355,610 | 341,814 | -13,796 | 0.02% | -$12.15K |
| U.S. Treasury Bills | 393,000 | 317,000 | -76,000 | 0.02% | -$72.55K |
| GNMA POOL 784208 GN 07/46 FIXED 4 | 323,905 | 318,370 | -5,535 | 0.02% | -$1.34K |
| FED HM LN PC POOL U90133 FG 08/42 FIXED 4 | 311,439 | 301,100 | -10,339 | 0.02% | -$11.15K |
| FREDDIE MAC POOL UMBS P#RJ2269 5.50000000 | 306,074 | 289,340 | -16,734 | 0.02% | -$19.66K |
| FREDDIE MAC POOL UMBS P#RJ1373 5.50000000 | 312,294 | 286,742 | -25,552 | 0.02% | -$28.60K |
| FED HM LN PC POOL G67722 FG 03/49 FIXED 5 | 293,158 | 285,080 | -8,078 | 0.02% | -$11.34K |
| Citigroup Mortgage Loan Trust, Series 2007-AMC1, Class A1 | 511,935 | 504,677 | -7,258 | 0.02% | -$6.00K |
| FED HM LN PC POOL U90075 FG 07/42 FIXED 4 | 297,117 | 291,424 | -5,694 | 0.02% | -$7.13K |
| FREDDIE MAC POOL UMBS P#SL0873 6.00000000 | 275,454 | 265,053 | -10,401 | 0.02% | -$12.62K |
| FNMA POOL MA3703 FN 05/49 FIXED 3 | 313,743 | 310,948 | -2,795 | 0.02% | -$3.56K |
| Government National Mortgage Association | 320,715 | 270,767 | -49,948 | 0.02% | -$50.20K |
| FREDDIE MAC POOL UMBS P#SL2643 6.50000000 | 272,045 | 256,633 | -15,412 | 0.02% | -$16.66K |
| ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A | 315,732 | 310,570 | -5,162 | 0.02% | -$6.99K |
| NRZT 2020-RPL1 A1 144A FRN 11-25-59 | 292,934 | 276,932 | -16,002 | 0.02% | -$17.07K |
| FHLG 15YR 2.5% 12/01/2032#ZS8678 | 291,734 | 275,944 | -15,790 | 0.02% | -$16.73K |
| FNMA POOL AL8092 FN 07/42 FIXED VAR | 282,947 | 272,383 | -10,564 | 0.02% | -$13.98K |
| Federal National Mortgage Association, Inc. | 272,743 | 262,084 | -10,659 | 0.01% | -$10.72K |
| FNMA POOL AE0715 FN 12/40 FIXED VAR | 279,817 | 266,460 | -13,357 | 0.01% | -$16.77K |
| FNMA POOL BN8898 FN 05/34 FIXED 3.5 | 286,875 | 256,334 | -30,542 | 0.01% | -$31.89K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H10 FS | 252,027 | 246,315 | -5,712 | 0.01% | -$6.01K |
| FANNIE MAE FNR 2014 11 PL | 258,504 | 253,665 | -4,839 | 0.01% | -$7.18K |
| FNMA POOL MA4660 FN 07/42 FIXED 3 | 267,842 | 261,218 | -6,624 | 0.01% | -$7.77K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H14 FA | 241,211 | 240,505 | -706 | 0.01% | -$609 |
| FNMA POOL DE6513 FN 09/55 FIXED 6 | 232,361 | 231,269 | -1,092 | 0.01% | -$1.88K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-H15 CL FG V/R 4.92655000 | 240,534 | 235,829 | -4,706 | 0.01% | -$4.51K |
| FREDDIE MAC POOL UMBS P#ZA5434 3.50000000 | 262,167 | 254,384 | -7,783 | 0.01% | -$9.39K |
| Government National Mortgage Association | 317,825 | 232,660 | -85,165 | 0.01% | -$85.64K |
| FNMA, Series 2006-118, Class A2 | 249,233 | 237,052 | -12,181 | 0.01% | -$11.98K |
| FNMA POOL AL6924 FN 01/45 FIXED VAR | 250,710 | 243,011 | -7,699 | 0.01% | -$9.82K |
| FNMA POOL AL7079 FN 07/35 FIXED VAR | 245,141 | 231,951 | -13,191 | 0.01% | -$14.57K |
| FNMA POOL 931155 FN 05/39 FIXED 4 | 235,710 | 231,961 | -3,749 | 0.01% | -$7.82K |
| FNMA POOL 831599 FN 07/36 FIXED 6 | 219,252 | 214,485 | -4,766 | 0.01% | -$6.83K |
| GNMA II POOL 786108 G2 03/52 FIXED 3.5 | 250,976 | 247,576 | -3,400 | 0.01% | -$1.26K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H10 FM | 270,563 | 223,541 | -47,022 | 0.01% | -$47.11K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 B1 | 244,609 | 241,952 | -2,657 | 0.01% | -$1.36K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H04 FD | 217,228 | 212,238 | -4,990 | 0.01% | -$4.65K |
| FED HM LN PC POOL RB5243 FR 06/43 FIXED 4.5 | 218,327 | 214,942 | -3,385 | 0.01% | -$5.16K |
| FREDDIE MAC POOL UMBS P#SL2641 6.50000000 | 216,796 | 202,508 | -14,288 | 0.01% | -$15.71K |
| GNMA POOL 784041 GN 08/45 FIXED 4 | 223,290 | 219,421 | -3,869 | 0.01% | -$976 |
| Freddie Mac Gold Pool | 213,528 | 208,023 | -5,505 | 0.01% | -$9.33K |
| FNMA POOL MA5694 FN 03/55 FIXED 6.5 | 424,052 | 203,375 | -220,677 | 0.01% | -$225.28K |
| FNMDI4 3.0 BF0167 02-01-57 | 241,275 | 238,673 | -2,602 | 0.01% | -$3.72K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H15 JF | 209,202 | 208,064 | -1,138 | 0.01% | -$1.15K |
| FNMA POOL BD6374 FN 09/46 FIXED 3.5 | 222,728 | 217,099 | -5,629 | 0.01% | -$7.09K |
| FNMA POOL DE8092 FN 08/55 FIXED 5.5 | 199,136 | 198,495 | -641 | 0.01% | -$2.48K |
| FED HM LN PC POOL QO3621 FR 05/40 FIXED 5.5 | 199,315 | 196,661 | -2,654 | 0.01% | -$3.88K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA16 A4C | 234,679 | 231,061 | -3,618 | 0.01% | $22.19K |
| FANNIEMAE STRIP FNS 406 18 | 1,089,221 | 1,039,159 | -50,061 | 0.01% | -$13.42K |
| FNMA POOL CB9626 FN 12/54 FIXED 4.5 | 213,604 | 204,982 | -8,623 | 0.01% | -$11.13K |
| FNMA POOL BZ3873 FN 05/35 FIXED 4.7 | 198,668 | 198,028 | -640 | 0.01% | -$641 |
| FNMA POOL BK0935 FN 07/33 FIXED 4 | 208,037 | 194,717 | -13,320 | 0.01% | -$14.61K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2FP | 371,480 | 368,891 | -2,589 | 0.01% | -$2.71K |
| FREDDIE MAC POOL UMBS P#SL2639 6.50000000 | 194,566 | 181,565 | -13,001 | 0.01% | -$14.43K |
| GSAMP TRUST GSAMP 2007 NC1 A1 | 367,425 | 363,555 | -3,869 | 0.01% | -$4.17K |
| FN FM3340 | 208,560 | 196,109 | -12,451 | 0.01% | -$13.54K |
| HSI ASSET SECURITIZ TR 07 HE1 TSFR1M+25.448 01/25/2037 | 251,403 | 248,722 | -2,681 | 0.01% | -$3.76K |
| Freddie Mac Whole Loan Securities Trust | 213,627 | 211,754 | -1,873 | 0.01% | -$3.55K |
| FREDDIE MAC POOL UMBS P#SD5455 6.50000000 | 181,298 | 175,458 | -5,840 | 0.01% | -$6.41K |
Top 300 of 871, by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNMA POOL BZ5550 FN 12/32 FIXED 4.3 | 17,000,000 | 17,000,000 | 0 | 0.96% | -$93.73K |
| FNMA POOL BZ3141 FN 03/30 FIXED 5.05 | 14,677,000 | 14,677,000 | 0 | 0.86% | -$89.71K |
| FNMA POOL BZ3250 FN 03/30 FIXED 5.16 | 10,377,000 | 10,377,000 | 0 | 0.61% | -$48.02K |
| FNMA POOL BZ5570 FN 11/32 FIXED 4.51 | 7,725,000 | 7,725,000 | 0 | 0.44% | -$22.21K |
| FNMA POOL BZ3392 FN 03/30 FIXED 4.72 | 4,707,000 | 4,707,000 | 0 | 0.27% | -$31.45K |
| Birch Grove CLO Ltd., Series 19A, Class A1RR | 4,700,000 | 4,700,000 | 0 | 0.27% | -$7.62K |
| FNMA POOL BZ4876 FN 09/32 FIXED 4.8 | 4,542,000 | 4,542,000 | 0 | 0.26% | -$13.09K |
| FNMA POOL BZ4451 FN 07/32 FIXED 4.5 | 4,500,000 | 4,500,000 | 0 | 0.26% | -$13.47K |
| FNMA POOL BZ4084 FN 05/35 FIXED 4.98 | 3,900,000 | 3,900,000 | 0 | 0.23% | -$12.52K |
| FNMA POOL BZ5717 FN 07/30 FIXED 4.7 | 3,584,000 | 3,584,000 | 0 | 0.21% | -$18.15K |
| FNMA POOL BZ3092 FN 02/35 FIXED 5.14 | 3,500,000 | 3,500,000 | 0 | 0.21% | -$5.79K |
| FNMA POOL BZ5660 FN 11/32 FIXED 4.37 | 3,229,000 | 3,229,000 | 0 | 0.18% | -$3.12K |
| 317UA49A2 PIMCO FPPSWAPTION 4.628 PUT USD | 55,000,000 | 55,000,000 | 0 | 0.18% | $1.82K |
| FNMA POOL BZ5557 FN 11/32 FIXED 4.43 | 3,000,000 | 3,000,000 | 0 | 0.17% | -$7.95K |
| FNMA POOL BZ5588 FN 12/32 FIXED 4.35 | 3,000,000 | 3,000,000 | 0 | 0.17% | -$1.12K |
| FNMA POOL BZ6041 FN 01/33 FIXED 4.41 | 2,894,000 | 2,894,000 | 0 | 0.16% | -$10.59K |
| 317UA48A3 PIMCO FPPSWAPTION 4.628 CALL USD | 50,500,000 | 50,500,000 | 0 | 0.16% | $295.90K |
| KKR FINANCIAL CLO LTD KKR 42A AR 144A | 2,800,000 | 2,800,000 | 0 | 0.16% | $1.32K |
| Symphony CLO XXXII Ltd., Series 2022-32A, Class AR | 2,800,000 | 2,800,000 | 0 | 0.16% | $313 |
| FNMA POOL BZ5944 FN 12/35 FIXED 4.95 | 2,731,000 | 2,731,000 | 0 | 0.16% | -$5.71K |
| WIND RIVER CLO LTD WINDR 2021 2A A1R 144A | 2,700,000 | 2,700,000 | 0 | 0.15% | $1.03K |
| MARBLE POINT CLO XXII LTD AR TSFR3M+ 07/25/2034 144A | 2,700,000 | 2,700,000 | 0 | 0.15% | -$4.23K |
| FNMA POOL BZ4969 FN 09/30 FIXED 4.9 | 2,535,000 | 2,535,000 | 0 | 0.15% | -$17.18K |
| FNMA POOL BZ3793 FN 05/35 FIXED 5.2 | 2,450,000 | 2,450,000 | 0 | 0.15% | -$3.15K |
| TRINITAS CLO VI LTD / TRINITAS CLO VI LLC 2017-6A AR4 TSFR3M+111 01/25/2034 144A | 2,400,000 | 2,400,000 | 0 | 0.14% | $753 |
| Vibrant CLO XII Ltd | 2,300,000 | 2,300,000 | 0 | 0.13% | $2.33K |
| FNMA POOL BZ5713 FN 11/30 FIXED 4.66 | 2,260,000 | 2,260,000 | 0 | 0.13% | -$11.53K |
| Cedar Funding VI CLO Ltd., Series 2016-6A, Class AR3 | 2,200,000 | 2,200,000 | 0 | 0.13% | $931 |
| SYMPHONY CLO XXIX LTD SER 2021-29A CL AR V/R REGD 144A P/P 5.43307000 | 2,200,000 | 2,200,000 | 0 | 0.13% | -$2.81K |
| FNMA POOL BZ4737 FN 08/30 FIXED 5.04 | 2,087,000 | 2,087,000 | 0 | 0.12% | -$13.17K |
| GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2020 50A A1R2 144A | 2,100,000 | 2,100,000 | 0 | 0.12% | $705 |
| BENEFIT STREET PARTNERS CLO XXII LTD AR2 TSFR3M+115 04/20/2035 144A | 2,100,000 | 2,100,000 | 0 | 0.12% | $161 |
| Bain Capital Credit CLO Ltd., Series 2022-3A, Class A1R | 2,000,000 | 2,000,000 | 0 | 0.11% | -$379 |
| FNMA POOL BZ4260 FN 07/30 FIXED 4.19 | 1,920,000 | 1,920,000 | 0 | 0.11% | -$5.76K |
| FNMA POOL BZ3504 FN 05/33 FIXED 5.23 | 1,716,000 | 1,716,000 | 0 | 0.10% | -$11.09K |
| FNMA POOL BZ1178 FN 06/31 FIXED 5.81 | 1,700,000 | 1,700,000 | 0 | 0.10% | -$38.98K |
| FNMA POOL BZ4701 FN 08/30 FIXED 4.73 | 1,700,000 | 1,700,000 | 0 | 0.10% | -$13.20K |
| Ares LXV CLO Ltd., Series 2022-65A, Class A1R | 1,700,000 | 1,700,000 | 0 | 0.10% | $719 |
| FNMA POOL BZ4934 FN 09/30 FIXED 4.93 | 1,545,000 | 1,545,000 | 0 | 0.09% | -$10.46K |
| FNMA POOL BZ5444 FN 11/30 FIXED 4.62 | 1,500,000 | 1,500,000 | 0 | 0.09% | -$10.48K |
| FNMA POOL BS8743 FN 06/30 FIXED 4.68 | 1,479,733 | 1,479,733 | 0 | 0.09% | -$6.86K |
| Symphony CLO XXIV, Ltd., Series 2020-24A, Class A1R | 1,500,000 | 1,500,000 | 0 | 0.09% | -$1.65K |
| COMM MORTGAGE TRUST COMM 2021 2400 A 144A | 1,438,636 | 1,438,636 | 0 | 0.08% | $3.87K |
| Canyon CLO Ltd., Series 2021-4A, Class AR | 1,400,000 | 1,400,000 | 0 | 0.08% | -$384 |
| FNMA POOL BZ3278 FN 04/30 FIXED 4.74 | 1,200,000 | 1,200,000 | 0 | 0.07% | -$9.69K |
| FNMA POOL BZ4478 FN 07/30 FIXED 5.28 | 937,000 | 937,000 | 0 | 0.06% | -$4.36K |
| GS MORTGAGE SECURITIES TRUST GSMS 2018 TWR A 144A | 1,100,000 | 1,100,000 | 0 | 0.05% | -$2.63K |
| RFR USD SOFR/3.25000 06/18/25-10Y LCH | 1 | 1 | 0 | 0.05% | $87.15K |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER KJ50 CL A2 V/R 4.22800000 | 800,000 | 800,000 | 0 | 0.05% | -$7.86K |
| FNMA POOL BZ2018 FN 10/29 FIXED 3.8 | 735,000 | 735,000 | 0 | 0.04% | -$4.22K |
| FNMA POOL BZ2726 FN 12/29 FIXED 4.35 | 705,000 | 705,000 | 0 | 0.04% | -$3.11K |
| FNMA POOL BS6358 FN 10/32 FIXED 4.16 | 610,000 | 610,000 | 0 | 0.03% | -$17 |
| FNMA POOL BZ2794 FN 02/30 FIXED 4.28 | 555,000 | 555,000 | 0 | 0.03% | -$3.57K |
| RFR USD SOFR/3.25000 03/19/25-10Y LCH | 1 | 1 | 0 | 0.03% | -$46.73K |
| DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A | 500,000 | 500,000 | 0 | 0.03% | -$1.08K |
| Apex Credit CLO Ltd., Series 2024-1A, Class A1 | 500,000 | 500,000 | 0 | 0.03% | -$1.92K |
| RFR USD SOFR/3.00000 03/19/25-5Y LCH | 1 | 1 | 0 | 0.03% | -$98.00K |
| 317U9ZDA0 PIMCO FPPSWAPTION 4.427 PUT USD | 7,000,000 | 7,000,000 | 0 | 0.02% | -$258 |
| FNMA POOL BZ3872 FN 05/35 FIXED 4.86 | 400,000 | 400,000 | 0 | 0.02% | $207 |
| 317U9ZEA9 PIMCO FPPSWAPTION 4.427 CALL USD | 7,000,000 | 7,000,000 | 0 | 0.02% | $39.95K |
| 317U9V6A7 PIMCO FPPSWAPTION 4.64 CALL USD | 6,000,000 | 6,000,000 | 0 | 0.02% | $35.24K |
| 317UA83A9 PIMCO FPPSWAPTION 4.693 CALL USD | 5,000,000 | 5,000,000 | 0 | 0.02% | $29.58K |
| 317UA82A0 PIMCO FPPSWAPTION 4.693 PUT USD | 5,000,000 | 5,000,000 | 0 | 0.02% | $282 |
| FANNIE MAE FNR 2015 1 SJ | 328,291 | 328,291 | 0 | 0.01% | -$4.14K |
| FREDDIE MAC POOL UMBS P#WN2175 3.05000000 | 221,351 | 221,351 | 0 | 0.01% | $697 |
| FNMA POOL BZ3871 FN 05/35 FIXED 4.87 | 200,000 | 200,000 | 0 | 0.01% | $104 |
| FNMA POOL BS8216 FN 04/33 FIXED 4.49 | 200,000 | 200,000 | 0 | 0.01% | -$284 |
| RFR USD SOFR/3.25000 03/19/25-7Y LCH | 1 | 1 | 0 | 0.01% | -$20.25K |
| RFR USD SOFR/3.75000 09/17/25-10Y LCH | 1 | 1 | 0 | 0.01% | $113.19K |
| FNMA POOL BS8096 FN 04/33 FIXED 4.7 | 188,000 | 188,000 | 0 | 0.01% | -$43 |
| FANNIE MAE FNR 2013 54 SK | 248,781 | 248,781 | 0 | 0.01% | -$1.01K |
| 317U9V5A8 PIMCO FPPSWAPTION 4.64 PUT USD | 3,000,000 | 3,000,000 | 0 | 0.01% | $0 |
| FNMA POOL BS8176 FN 04/33 FIXED 4.385 | 166,000 | 166,000 | 0 | 0.01% | -$911 |
| 317UA0VA5 PIMCO FPPSWAPTION 4.485 PUT USD | 2,600,000 | 2,600,000 | 0 | 0.01% | -$59 |
| 317UA0WA4 PIMCO FPPSWAPTION 4.485 CALL USD | 2,600,000 | 2,600,000 | 0 | 0.01% | $14.93K |
| 317U9M7A6 PIMCO FPPSWAPTION 4.44 PUT USD | 2,200,000 | 2,200,000 | 0 | 0.01% | -$224 |
| FNMA POOL BS8097 FN 04/33 FIXED 4.7 | 113,963 | 113,963 | 0 | 0.01% | -$26 |
| 317U9M8A5 PIMCO FPPSWAPTION 4.44 CALL USD | 2,200,000 | 2,200,000 | 0 | 0.01% | $12.54K |
| 317UAFAA5 PIMCO SWAPTION 3.635 PUT USD 2026091 | 5,800,000 | 5,800,000 | 0 | 0.01% | $14.60K |
| 317U98VA0 PIMCO FPPSWAPTION 4.285 PUT USD | 1,600,000 | 1,600,000 | 0 | 0.01% | -$350 |
| 317U93RA6 PIMCO FPPSWAPTION 4.31 PUT USD | 1,500,000 | 1,500,000 | 0 | 0.01% | -$338 |
| RFR USD SOFR/3.41000 10/16/25-7Y LCH | 1 | 1 | 0 | 0.01% | $35.14K |
| 317U9EEA6 PIMCO FPPSWAPTION 4.52 PUT USD | 1,600,000 | 1,600,000 | 0 | 0.01% | -$162 |
| FNMA POOL BS7386 FN 12/29 FIXED 4.77 | 89,867 | 89,867 | 0 | 0.01% | -$447 |
| 317U9B7A0 PIMCO FPPSWAPTION 4.43 PUT USD | 1,500,000 | 1,500,000 | 0 | 0.01% | -$221 |
| Government National Mortgage Association | 138,451 | 138,451 | 0 | 0.01% | -$3.00K |
| 317U9CWA0 PIMCO FPPSWAPTION 4.63 CALL USD | 1,600,000 | 1,600,000 | 0 | 0.01% | $9.39K |
| 317U9CVA1 PIMCO FPPSWAPTION 4.63 PUT USD | 1,600,000 | 1,600,000 | 0 | 0.01% | -$124 |
| 317U9EFA5 PIMCO FPPSWAPTION 4.52 CALL USD | 1,600,000 | 1,600,000 | 0 | 0.00% | $9.23K |
| 317U9B8A9 PIMCO FPPSWAPTION 4.43 CALL USD | 1,500,000 | 1,500,000 | 0 | 0.00% | $8.54K |
| 317U98WA9 PIMCO FPPSWAPTION 4.285 CALL USD | 1,600,000 | 1,600,000 | 0 | 0.00% | $8.88K |
| 317U93SA5 PIMCO FPPSWAPTION 4.31 CALL USD | 1,500,000 | 1,500,000 | 0 | 0.00% | $8.36K |
| Fannie Mae REMICS | 73,407 | 73,407 | 0 | 0.00% | -$1.10K |
| RFR USD SOFR/3.75000 12/17/25-10Y LCH | 1 | 1 | 0 | 0.00% | $23.83K |
| GSR MORTGAGE LOAN TRUST GSR 2006 OA1 2A2 | 172,903 | 172,903 | 0 | 0.00% | -$1.20K |
| EMC MORTGAGE LOAN TRUST EMCM 2003 A A2 144A | 27,114 | 27,114 | 0 | 0.00% | -$67 |
| 317UAFBA4 PIMCO SWAPTION 3.135 CALL USD 202609 | 5,800,000 | 5,800,000 | 0 | 0.00% | -$6.30K |
| RFR USD SOFR/3.75000 12/18/24-10Y LCH | 1 | 1 | 0 | 0.00% | $13.29K |
| HOME EQUITY ASSET TRUST HEAT 2002 1 A4 | 2,566 | 2,566 | 0 | 0.00% | $6 |
| RFR USD SOFR/3.75000 12/18/24-5Y LCH | 1 | 1 | 0 | 0.00% | $16.49K |
| RFR USD SOFR/3.75000 12/18/24-7Y LCH | 1 | 1 | 0 | 0.00% | $38.82K |
| RFR USD SOFR/3.75000 09/17/25-7Y LCH | 1 | 1 | 0 | 0.00% | $102.81K |
| RFR USD SOFR/3.75000 12/17/25-7Y LCH | 1 | 1 | 0 | 0.00% | $125.32K |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.