Grundläggande statistik
Portföljvärde $ 1 170 876 416
Aktuella positioner 251
Senaste innehav, resultat, förvaltat kapital (från 13F, 13D)

PIMCO FUNDS - PIMCO U.S. Government and Short-Term Investments Portfolio har redovisat 251 totala innehav i sina senaste SEC-arkiveringar. Det senaste portföljvärdet beräknas vara $ 1 170 876 416 USD. Faktiskt förvaltade tillgångar (AUM) är detta värde plus likvida medel (som inte redovisas). PIMCO FUNDS - PIMCO U.S. Government and Short-Term Investments Portfolios största innehav är United States Treas Bds Bond (US:US912810RJ97) , T 1 5/8 11/15/50 (US:US912810SS87) , Us Treasury Bond (US:US912810PW27) , United States Treasury Note/Bond (US:US912810SW99) , and United States Treasury Note/Bond (US:US912810SP49) . PIMCO FUNDS - PIMCO U.S. Government and Short-Term Investments Portfolios nya positioner inkluderar United States Treas Bds Bond (US:US912810RJ97) , T 1 5/8 11/15/50 (US:US912810SS87) , Us Treasury Bond (US:US912810PW27) , United States Treasury Note/Bond (US:US912810SW99) , and United States Treasury Note/Bond (US:US912810SP49) .

PIMCO FUNDS - PIMCO U.S. Government and Short-Term Investments Portfolio - Portföljvärde
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Största ökningarna detta kvartal

Vi använder förändringen i portföljallokeringen eftersom det är det mest meningsfulla måttet. Förändringar kan bero på transaktioner eller förändringar i aktiekurser.

Värdepapper Aktier
(MM)		 Värde
(MM$)		 Portfölj % av ΔPortfölj % av
46,68 4,1181 4,1181
44,21 3,8999 3,8999
13,29 1,1725 1,1725
11,76 1,0374 1,0374
3,91 0,3450 0,3450
2,54 0,2237 0,2184
2,13 0,1880 0,1594
20,33 1,7935 0,1515
5,10 0,4498 0,1417
78,47 6,9222 0,1296
Största minskningarna detta kvartal

Vi använder förändringen i portföljallokeringen eftersom det är det mest meningsfulla måttet. Förändringar kan bero på transaktioner eller förändringar i aktiepriser.

Värdepapper Aktier
(MM)		 Värde
(MM$)		 Portfölj % av ΔPortfölj % av
−44,30 −3,9079 −3,9079
−15,84 −1,3974 −1,3974
−10,53 −0,9289 −0,9289
−15,81 −1,3944 −0,4224
15,24 1,3449 −0,3655
−3,45 −0,3043 −0,3043
−3,31 −0,2919 −0,2919
−3,20 −0,2826 −0,2826
21,68 1,9127 −0,1516
0,28 0,0250 −0,1345
13F- och fond arkiveringar

Denna blankett lämnades in den 2025-08-28 för rapporteringsperioden 2025-06-30. Denna investerare har inte offentliggjort värdepapper som räknas i aktier, så de aktierelaterade kolumnerna i tabellen nedan har utelämnats. Klicka på länksymbolen för att se hela transaktionshistoriken.

Uppgradera för att låsa upp premiumdata och exportera till Excel.

022-07-28: Viktig notering - Vi har ändrat behandlingen av Δ Portfolio % kolumnen i denna tabell. Tidigare rapporterade vi den som den procentuella förändringen i portföljallokeringen. Vi rapporterar den nu som den råa förändringen i portföljallokeringen (fortfarande rapporterad som en procent). I formeltermer rapporterade vi det tidigare som 100 * (nuvarande allokering - tidigare allokering) / tidigare allokering. Nu rapporterar vi det som (aktuell allokering - tidigare allokering).
Värdepapper Typ ΔAktier
(%)		 Värde
($MM)		 Portfölj
(%)		 ΔPortfölj
(%)
US912810RJ97 / United States Treas Bds Bond 164,16 −2,27 14,4822 0,0591
US912810SS87 / T 1 5/8 11/15/50 113,18 −3,21 9,9845 −0,0559
US912810PW27 / Us Treasury Bond 78,47 −0,81 6,9222 0,1296
US912810SW99 / United States Treasury Note/Bond 76,04 −1,98 6,7080 0,0471
US912810SP49 / United States Treasury Note/Bond 74,28 −3,24 6,5525 −0,0390
US912810QY73 / United States Treas Bds Bond 63,56 −2,07 5,6069 0,0341
US TREASURY N/B 03/27 3.875 / DBT (US91282CMV09) 46,68 4,1181 4,1181
US912810RC45 / United States Treas Bds Bond 45,61 −2,13 4,0240 0,0219
US TREASURY N/B 05/27 3.875 / DBT (US91282CNE74) 44,21 3,8999 3,8999
US912810SH23 / United States Treas Bds Bond 40,91 −2,60 3,6094 0,0023
US912810QW18 / United States Treas Bds Bond 40,74 −1,96 3,5941 0,0258
US912810TM09 / United States Treasury Note/Bond 34,77 −2,21 3,0674 0,0144
US912810QZ49 / United States Treas Bds Bond 33,19 −2,02 2,9276 0,0191
US912810PX00 / United States Treasury Note/Bond 31,84 −0,76 2,8092 0,0538
US912810SJ88 / United States Treas Bds Bond 31,58 −2,74 2,7861 −0,0022
US912810SF66 / Us Treasury Bond 28,11 −2,56 2,4801 0,0027
US912810RE01 / United States Treas Bds Bond 27,66 −2,15 2,4404 0,0127
US912810ST60 / TREASURY BOND 23,60 −1,99 2,0822 0,0144
US912810TU25 / United States Treasury Note/Bond 22,22 −2,19 1,9599 0,0095
US91282CAB72 / United States Treasury Note/Bond 21,68 −9,82 1,9127 −0,1516
RFR USD SOFR/1.75000 12/21/22-30Y CME / DIR (EZ000VCFPMC7) 20,33 6,32 1,7935 0,1515
RFR USD SOFR/3.14947 12/02/24-9Y* CME / DIR (EZT9832SS278) 15,24 −23,47 1,3449 −0,3655
US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) 13,29 1,1725 1,1725
US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) 11,76 1,0374 1,0374
RFRF USD SF+26.161/2.6* 12/21/17-30Y LCH / DIR (EZRJG9PGRHM8) 9,84 7,21 0,8679 0,0799
US9128284N73 / United States Treasury Note/Bond 9,47 0,79 0,8350 0,0286
US912810RB61 / United States Treas Bds Bond 8,45 −2,14 0,7455 0,0040
US912810TA60 / U.S. Treasury Bonds 8,24 −2,05 0,7266 0,0046
US TREASURY N/B 08/44 4.125 / DBT (US912810UD80) 6,87 −2,21 0,6064 0,0028
US912810SD19 / United States Treas Bds Bond 6,14 −2,60 0,5418 0,0003
US073868BE01 / BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1 5,54 −1,76 0,4889 0,0045
US93363DAB38 / WaMu Mortgage Pass-Through Certificates Series 2006-AR9 Trust 5,47 −0,58 0,4829 0,0101
RFR USD SOFR/3.50000 12/18/24-30Y CME / DIR (EZ4089K4KC85) 5,10 42,11 0,4498 0,1417
US86360KAE82 / Structured Asset Mortgage Investments II Trust 2006-AR3 4,97 −1,89 0,4386 0,0035
US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) 3,91 0,3450 0,3450
US98625UBC53 / GENERATE CLO 3 LTD SER 3A CL A2R V/R REGD 144A P/P 0.00000000 3,55 1,20 0,3134 0,0120
ARES CLO LTD ARES 2015 2A AR3 144A / ABS-CBDO (US04015GAX79) 3,39 0,15 0,2991 0,0085
US83611VAS79 / SOUND POINT CLO XXVII LTD SER 2020-2A CL AR V/R REGD 144A P/P 0.00000000 3,00 0,07 0,2651 0,0072
US073868AV35 / Bear Stearns ALT-A Trust 2006-6 2,98 −1,59 0,2626 0,0030
DIAMETER CAPITAL CLO DCLO 2022 4A A1R 144A / ABS-CBDO (US25255NAQ16) 2,71 0,07 0,2393 0,0065
RFR USD SOFR/3.85700 09/01/23-7Y* LCH / DIR (EZTF9FP1D8D9) 2,54 4 055,74 0,2237 0,2184
ANCHORAGE CAPITAL CLO LTD ANCHC 2024 28A A 144A / ABS-CBDO (US03330RAA32) 2,51 −0,04 0,2210 0,0058
DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A / ABS-CBDO (US25255UAA07) 2,41 0,17 0,2124 0,0060
US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND 2,39 46,00 0,2112 0,0704
CAPITAL FOUR US CLO C4US 2022 1A AR 144A / ABS-CBDO (US14016CAN65) 2,21 −0,05 0,1948 0,0051
CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) 2,13 541,57 0,1880 0,1594
VENTURE CDO LTD VENTR 2018 35A ALR 144A / ABS-CBDO (US92331XAW48) 2,02 −15,83 0,1778 −0,0278
US14311AAS15 / Carlyle Global Market Strategies CLO 2014-5 Ltd 3.44 1,98 −10,99 0,1751 −0,0164
US93363CAC38 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR7 3A 1,96 0,05 0,1733 0,0046
SYCAMORE TREE CLO LTD STCP 2023 2A AR 144A / ABS-CBDO (US87122CAJ27) 1,82 0,94 0,1606 0,0058
BENEFIT STREET PARTNERS CLO LT BSP 2014 IVA AR4 144A / ABS-CBDO (US08180FBU49) 1,80 0,17 0,1590 0,0045
TRINITAS CLO LTD TRNTS 2020 12A A1R 144A / ABS-CBDO (US89641GAN25) 1,75 0,06 0,1546 0,0042
US12668RAA68 / CORP CMO 1,71 −2,34 0,1508 0,0005
KKR FINANCIAL CLO LTD KKR 28A AR 144A / ABS-CBDO (US48253WAL63) 1,70 0,12 0,1501 0,0042
US04942UAC09 / Atlas Senior Loan Fund XII Ltd 1,52 −32,40 0,1342 −0,0590
US26249MAN74 / Dryden 37 Senior Loan Fund 1,49 −29,72 0,1317 −0,0507
US126694A329 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1 1,43 4,23 0,1262 0,0084
US170256AD31 / COUNTRYWIDE HOME LOANS CWHL 2006 HYB5 2A1 1,36 −0,66 0,1198 0,0025
US542514HN71 / Long Beach Mortgage Loan Trust 2004-4 1,35 −2,10 0,1191 0,0007
APEX CREDIT CLO LLC APEXC 2024 1A A1 144A / ABS-CBDO (US03753AAA88) 1,30 −0,61 0,1150 0,0024
RAD CLO LTD RAD 2019 4A AR 144A / ABS-CBDO (US749984AA83) 1,28 −16,30 0,1133 −0,0184
US92330EAP25 / Venture XIX CLO Ltd 1,22 −21,72 0,1075 −0,0261
US03765LAP76 / APID_15-20A 1,19 −4,88 0,1050 −0,0024
US126680AA57 / Alternative Loan Trust 2007-OA7 1,14 −0,52 0,1008 0,0021
RFR USD SOFR/3.50000 06/20/24-30Y CME / DIR (EZV8ZC6L7CY8) 1,05 15,27 0,0926 0,0144
US69689QAA31 / Palmer Square CLO 2022-1 Ltd 1,00 0,00 0,0884 0,0024
TCW LTD TCW 2024 1A A1 144A / ABS-CBDO (US87252MAC73) 1,00 0,00 0,0884 0,0024
US83614BAQ23 / Sound Point CLO XXIII 1,00 0,10 0,0883 0,0024
US14919GAA31 / Cathedral Lake Ltd., Series 2021-8A, Class A1 1,00 0,10 0,0883 0,0025
US14311DBN57 / Carlyle Global Market Strategies CLO 2015-1 Ltd 0,95 −22,85 0,0840 −0,0220
US65023PAN06 / NBCLO 2017-1A A1R 144A FRN (L+97) 07-25-30 0,88 −15,26 0,0780 −0,0115
US31394NGR35 / FREDDIE MAC FHR 2739 PG 0,88 −3,73 0,0775 −0,0008
US93362YAB83 / WAMU_06-AR5 0,88 −1,13 0,0773 0,0012
US36297TAB89 / GSR_06-AR2 0,86 −15,63 0,0757 −0,0116
US93363TAB89 / WaMu Mortgage Pass-Through Certificates Series 2006-AR11 Trust 0,85 −1,39 0,0754 0,0010
BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A / ABS-CBDO (US09630AAN63) 0,85 −12,29 0,0749 −0,0082
JP MORGAN MORTGAGE TRUST JPMMT 2024 VIS1 A1 144A / ABS-MBS (US465970AA90) 0,84 −4,98 0,0741 −0,0018
US55820TAJ79 / Madison Park Funding XXIII Ltd 0,82 −13,46 0,0727 −0,0091
RFR USD SOFR/3.30000 12/02/24-4Y* CME / DIR (EZ2F419XN3M4) 0,81 −49,56 0,0710 −0,0661
SYMPHONY CLO LTD SYMP 2020 24A AR 144A / ABS-CBDO (US87167QAL23) 0,80 −3,16 0,0704 −0,0003
US25211AAE91 / Dewolf Park CLO Ltd 0,76 −14,30 0,0672 −0,0091
DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A / ABS-CBDO (US26244RAF82) 0,75 −26,54 0,0662 −0,0215
US08763QAA04 / BTNY2_18-1A 0,73 −28,79 0,0646 −0,0237
US92925CDA71 / WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust 0,65 −2,99 0,0573 −0,0002
US55955GAA13 / Magnetite XXV Ltd 0,64 −6,58 0,0564 −0,0024
US92925DAB64 / WaMu Mortgage Pass-Through Certificates Series 2006-AR17 Trust 0,57 −3,22 0,0505 −0,0003
US45660LCL18 / IndyMac INDX Mortgage Loan Trust 2005-AR2 0,54 0,00 0,0480 0,0013
US41164MAC10 / HARBORVIEW MORTGAGE LOAN TRUST 2007-1 SER 2007-1 CL 2A1A V/R REGD 1.86325000 0,52 −1,15 0,0456 0,0007
US31395HHV50 / Freddie Mac Structured Pass-Through Certificates 0,49 −2,96 0,0434 −0,0001
US41161PLR28 / HARBORVIEW MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL 2A1A V/R REGD 2.17325000 0,46 −4,73 0,0409 −0,0009
US77587AAC09 / Romark WM-R Ltd 0,45 −14,56 0,0400 −0,0055
US3138AV7G44 / Fannie Mae Pool 0,43 −1,14 0,0382 0,0007
US92925DAD21 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 2A 0,43 0,00 0,0380 0,0010
US3134A4NU46 / Freddie Mac Coupon Strips 0,43 2,15 0,0378 0,0017
US92922F5T14 / WaMu Mortgage Pass-Through Certificates Series 2005-AR15 Trust 0,41 −1,92 0,0362 0,0003
MARBLE POINT CLO LTD. MP14 2018 2A A12R 144A / ABS-CBDO (US56608KAW36) 0,41 −5,12 0,0360 −0,0010
US83609TAA51 / SOUND POINT CLO LTD SNDPT 2017 4A A1 144A 0,40 −33,00 0,0353 −0,0160
RFR USD SOFR/3.30000 12/02/24-7Y* CME / DIR (EZKHRJGZF457) 0,38 −61,34 0,0331 −0,0502
US912810TD00 / United States Treasury Note/Bond 0,37 −3,17 0,0323 −0,0002
US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) 0,35 0,0309 0,0309
US07387QAX88 / Bear Stearns ALT-A Trust, Series 2006-8, Class 3A1 0,35 −3,32 0,0308 −0,0003
US12669GZQ71 / CHL MORTGAGE PASS-THROUGH TRUST 2005-9 SER 2005-9 CL 1A3 V/R REGD 2.16800000 0,34 −2,01 0,0303 0,0002
US48252KAA79 / KKR CLO 21 Ltd 0,34 −26,19 0,0302 −0,0095
US12668BLY73 / COUNTRYWIDE ALTERNATIVE LOAN TRUST 0,33 −4,58 0,0294 −0,0006
US3128JRGY60 / Freddie Mac Non Gold Pool 0,33 −4,11 0,0289 −0,0005
US93363RAB24 / WaMu Mortgage Pass-Through Certificates Series 2006-AR13 Trust 0,31 0,00 0,0270 0,0007
US31395A3J20 / Freddie Mac Structured Pass-Through Certificates 0,30 −2,88 0,0269 −0,0001
US81377JAB98 / Securitized Asset Backed Receivables LLC Trust 2007-HE1 0,30 −0,66 0,0265 0,0006
CDX IG43 5Y ICE / DCR (EZ10N17RBN04) 0,28 −84,76 0,0250 −0,1345
US933638AB41 / WaMu Mortgage Pass-Through Certificates Series 2006-AR19 Trust 0,28 −5,08 0,0248 −0,0007
US761118EN47 / RALI Series 2005-QO1 Trust 0,28 −5,14 0,0245 −0,0007
US31394PPQ09 / FHLMC STRUCTURED PASS THROUGH FSPC T 59 1A1 0,27 −2,88 0,0239 −0,0000
US04541GBN16 / ASSET BACKED SECURITIES CORP H ABSHE 2001 HE2 A1 0,26 0,00 0,0233 0,0006
US31395V2K40 / FREDDIE MAC FHR 2990 EZ 0,24 −1,22 0,0215 0,0004
EZY2QJ3Z39M5 / CDX IG40 5Y ICE 0,24 9,55 0,0213 0,0023
US12669GJY89 / COUNTRYWIDE HOME LOANS CWHL 2004 25 1A1 0,24 −4,00 0,0212 −0,0003
US1248MGAJ39 / C-BASS 2007-CB1 TRUST 0,24 −1,26 0,0208 0,0002
US52521MAB81 / LEHMAN ABS MORTGAGE LOAN TRUST LABSM 2007 1 2A1 144A 0,22 −0,45 0,0195 0,0004
US12667GCB77 / Alternative Loan Trust 2005-14 0,22 −0,91 0,0193 0,0003
US31404Q5M78 / Fannie Mae Pool 0,22 −4,41 0,0192 −0,0004
US31406DAF33 / Fannie Mae Pool 0,20 −2,44 0,0177 0,0001
US23245PAA93 / ALTERNATIVE LOAN TRUST 2006-OA22 0,18 −1,61 0,0162 0,0002
US3622MAAB76 / GSAMP Trust 2007-FM1 0,18 −0,55 0,0161 0,0003
US466247E748 / J.P. Morgan Mortgage Trust 0,17 −7,03 0,0152 −0,0007
US07384MZ961 / Bear Stearns ARM Trust, Series 2004-8, Class 11A2 0,17 −2,33 0,0149 0,0001
US93934FPT39 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR4 2A1A 0,17 −21,86 0,0149 −0,0036
US31395M2F53 / Freddie Mac Structured Pass-Through Certificates 0,17 −4,07 0,0146 −0,0001
US3133985T26 / FHLMC STRUCTURED PASS THROUGH FSPC T 34 A1V 0,16 −6,43 0,0141 −0,0006
US31405YPX30 / Fannie Mae Pool 0,16 −6,02 0,0138 −0,0005
US81743PBW59 / Sequoia Mortgage Trust 2003-4 0,14 −2,72 0,0127 0,0000
US31402LPB26 / FANNIE MAE 2.757% 06/01/2043 FAR FNARM 0,14 −4,05 0,0126 −0,0001
US23332UEM27 / DSLA Mortgage Loan Trust, Series 2005-AR4, Class 2A1A 0,14 0,00 0,0123 0,0003
US92925CBA99 / WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust 0,14 −4,17 0,0122 −0,0003
US863579JG47 / Structured Adjustable Rate Mortgage Loan Trust 0,13 −2,90 0,0119 0,0000
US12669GKF71 / CHL Mortgage Pass-Through Trust, Series 2004-25, Class 2A1 0,13 −0,75 0,0117 0,0002
US12669GUM13 / CHL MORTGAGE PASS-THROUGH TRUST 2005-11 SER 2005-11 CL 3A1 V/R REGD 2.91195200 0,13 −2,22 0,0116 −0,0000
US46630GAJ40 / JP Morgan Mortgage Trust 2007-A1 0,12 −9,49 0,0110 −0,0009
US81377XAB82 / Securitized Asset Backed Receivables LLC Trust 2006-WM4 0,12 −1,63 0,0107 0,0002
US83162CPU17 / United States Small Business Administration, Series 2005-20I, Class 1 0,12 0,00 0,0107 0,0003
US3128JM7F87 / FED HM LN PC POOL 1B2793 FH 02/35 FLOATING VAR 0,12 −1,65 0,0106 0,0001
US83611DAA63 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A 0,12 −1,67 0,0104 0,0001
US761118HU52 / RALI SERIES 2005-QO2 TRUST RALI 2005-QO2 A1 0,12 −0,85 0,0103 0,0002
US7609856D82 / RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 SL2 A4 0,12 −10,77 0,0103 −0,0009
US12668AVP73 / Alternative Loan Trust 2005-61 0,12 −7,20 0,0103 −0,0005
US83612TAB89 / Soundview Home Loan Trust, Series 2007-OPT1, Class 2A1 0,11 −0,87 0,0101 0,0002
US3138AWVJ94 / FNMA POOL AJ5116 FN 12/41 FIXED 4 0,11 −0,88 0,0100 0,0002
US12668BDE02 / Alternative Loan Trust, Series 2005-76, Class 2A1 0,11 −4,27 0,0100 −0,0001
US36208ALN99 / GNMA II POOL 873877 G2 02/30 FLOATING VAR 0,11 −7,44 0,0099 −0,0005
US61755CAA09 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1 0,11 −1,79 0,0098 0,0001
US31392A5E46 / FANNIEMAE GRANTOR TRUST FNGT 2001 T13 A1 0,11 −4,39 0,0097 −0,0001
US64352VQR59 / New Century Home Equity Loan Trust 2006-1 0,11 −8,55 0,0095 −0,0006
US39538RAB50 / GreenPoint MTA Trust 2005-AR1 0,11 −5,36 0,0094 −0,0002
RFR USD SOFR/3.32826 09/03/24-7Y* CME / DIR (EZPDSL9DRNN3) 0,11 −65,47 0,0094 −0,0170
US31419FQA74 / FNMA POOL AE4948 FN 09/40 FIXED 4 0,10 −0,96 0,0092 0,0002
US31402Q5X53 / Fannie Mae Pool 0,10 −2,88 0,0090 0,0000
US81743PBX33 / SEQUOIA MORTGAGE TRUST SEMT 2003 4 2M1 0,10 −2,04 0,0085 0,0001
US87272HAA86 / Tiaa Clo III Ltd 0,10 −24,41 0,0085 −0,0024
US929227XB72 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR17 SER 2002-AR17 CL 1A V/R REGD 3.52644500 0,08 −2,44 0,0071 0,0000
US31396L4T48 / FNMA, REMIC, Series 2006-118, Class A2 0,08 −7,14 0,0070 −0,0003
US07384MZV70 / BEAR STEARNS ARM TRUST 2003-8 BSARM 2003-8 4A1 0,07 −1,33 0,0065 0,0001
US16678RBU05 / Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2004-3 0,07 −1,35 0,0065 0,0001
US59024LAB71 / MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2007-HE2 0,07 0,00 0,0062 0,0001
US31393CX406 / FNMA, Series 2003-W8, Class 3F2 0,06 −6,56 0,0051 −0,0001
US31396AAZ75 / FREDDIE MAC FHR 3031 LZ 0,06 −3,39 0,0051 −0,0000
US81743WAA99 / Sequoia Mortgage Trust 5 0,06 −5,17 0,0049 −0,0001
US86359LAQ23 / STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR1 1A2 0,05 −5,26 0,0048 −0,0001
US31393B6U41 / FANNIEMAE WHOLE LOAN FNW 2003 W9 A 0,05 −3,92 0,0044 −0,0000
US31407YHH53 / FNMA POOL 844532 FN 11/35 FLOATING VAR 0,05 −2,08 0,0042 0,0000
US31419KWJ05 / FNMA POOL AE8748 FN 12/40 FIXED 4 0,05 −4,17 0,0041 −0,0001
US3138A74K14 / FNMA POOL AH6225 FN 03/41 FIXED 4 0,05 −2,13 0,0041 0,0001
US31407X3X76 / FNMA POOL 844214 FN 11/35 FLOATING VAR 0,05 −2,17 0,0041 0,0000
US17307GW530 / Citigroup Mortgage Loan Trust 2005-11 0,04 0,00 0,0039 0,0001
US31392DQH88 / Fannie Mae Grantor Trust 2002-T7 0,04 −29,31 0,0036 −0,0014
US31405PRS10 / Fannie Mae Pool 0,04 −2,44 0,0036 −0,0000
US576433ME30 / MARM 2004-4 4A1 0,04 −2,44 0,0036 0,0000
US31395BVE00 / FANNIE MAE FNR 2006 15 FC 0,04 −2,56 0,0034 0,0000
US31409CCZ68 / FNMA 0,04 −2,63 0,0033 0,0000
US939336D591 / WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR2 1A2 0,03 0,00 0,0027 0,0001
US44328AAB61 / HSI Asset Securitization Corp Trust 2006-HE1 0,03 0,00 0,0026 0,0000
US31417YHJ91 / FNMA POOL MA0232 FN 11/29 FIXED 4.5 0,03 −13,33 0,0024 −0,0003
EZG1MXP5KL27 / CDX IG41 5Y ICE 0,03 13,04 0,0023 0,0003
US79549AKF56 / SALOMON BROTHERS MORTGAGE SECU SBM7 2002 WMC1 M1 0,02 −7,69 0,0022 −0,0001
US31393T7H31 / Fannie Mae REMICS 0,02 −21,43 0,0020 −0,0004
US92922FLD86 / WaMu Mortgage Pass-Through Certificates Series 2004-AR1 Trust 0,02 0,00 0,0019 0,0000
US12668BB444 / Alternative Loan Trust, Series 2006-OA3, Class 1A1 0,02 0,00 0,0019 0,0000
US576449AA06 / Mastr Asset Backed Securities Trust 2006-HE4 0,02 0,00 0,0019 0,0000
US86359LBY48 / STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2 0,02 −4,76 0,0018 −0,0000
US22540A7A01 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1 0,02 −5,26 0,0017 −0,0000
US12669GTV31 / CWHL 2005-3 2A1 V/R 4/25/35 2.28800000 0,02 −5,26 0,0016 −0,0000
US312936RN93 / FED HM LN PC POOL A89493 FG 10/39 FIXED 5.5 0,02 0,00 0,0015 0,0000
US36829JAA97 / GE WMC MORTGAGE SECURITIES LLC GEWMC 2006 1 A2A 0,02 0,00 0,0014 0,0000
US36225CN364 / Ginnie Mae II Pool 0,01 −6,67 0,0013 −0,0001
US589929F377 / Merrill Lynch Mortgage Investors Trust MLMI, Series 2003-A1, Class 3A 0,01 0,00 0,0011 0,0000
US04544TAB70 / Asset Backed Securities Corp Home Equity Loan Trust Series AMQ 2007-HE2 0,01 0,00 0,0010 0,0000
US46629NAC74 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 RM1 A2 0,01 0,00 0,0010 0,0000
US31412NZG41 / FNMA POOL 930543 FN 02/29 FIXED 4.5 0,01 −9,09 0,0009 −0,0001
US07384MTN29 / Bear Stearns ARM Trust 2003-1 0,01 0,00 0,0009 0,0000
US3623413A52 / GSAMP TRUST GSAMP 2006 S1 A2A 0,01 0,00 0,0009 0,0000
US617463AA25 / Morgan Stanley IXIS Real Estate Capital Trust 2006-2 0,01 0,00 0,0008 0,0000
US312936CW57 / FED HM LN PC POOL A89085 FG 10/39 FIXED 5.5 0,01 0,00 0,0008 0,0000
US31393MH614 / FREDDIE MAC REMICS SER 2585 CL FD V/R 2.52750000 0,01 0,00 0,0007 −0,0000
US31417YPM39 / Fannie Mae Pool 0,01 −12,50 0,0007 −0,0000
US76111JZ721 / RESIDENTIAL FUNDING MTG SEC I RFMSI 2003 S9 A1 0,01 0,00 0,0006 −0,0000
US312929GY27 / FED HM LN PC POOL A82915 FG 11/38 FIXED 5.5 0,01 0,00 0,0006 0,0000
US31417YGJ01 / Fannie Mae Pool 0,01 0,00 0,0006 −0,0000
US31392CRD82 / FANNIE MAE FNR 2002 21 FD 0,01 −25,00 0,0006 −0,0001
US31392RDQ11 / FREDDIE MAC FHR 2469 FV 0,01 −16,67 0,0005 −0,0000
US07384MTK89 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 3A1 0,01 0,00 0,0005 0,0000
US31392PU943 / FHLMC, REMIC, Series 2477, Class FZ 0,01 0,00 0,0005 −0,0000
US31412PCF62 / FNMA POOL 930770 FN 03/29 FIXED 4.5 0,00 −20,00 0,0004 −0,0000
US31295NPS17 / FED HM LN PC POOL 789433 FH 05/32 FLOATING VAR 0,00 0,00 0,0003 0,0000
US31383YDE41 / FNMA POOL 516801 FN 12/29 FLOATING VAR 0,00 −33,33 0,0003 −0,0000
US31417YDA29 / Fannie Mae Pool 0,00 0,00 0,0002 −0,0000
US36225CUS33 / GNMA II POOL 080592 G2 04/32 FLOATING VAR 0,00 0,00 0,0002 −0,0000
US31391EUJ80 / Fannie Mae Pool 0,00 0,00 0,0002 −0,0000
US759950AG37 / RENAISSANCE HOME EQUITY LOAN T RAMC 2002 2 A 0,00 0,00 0,0002 0,0000
US3128HD2H18 / FED HM LN PC POOL 847076 FH 01/32 FLOATING VAR 0,00 0,00 0,0001 −0,0000
US31391SSV33 / FANNIE MAE 3.332% 12/01/2032 FAR FNARM 0,00 0,00 0,0001 0,0000
US31295KQ723 / FED HM LN PC POOL 786778 FH 07/29 FLOATING VAR 0,00 0,00 0,0001 −0,0000
US22541NHE22 / HOME EQUITY ASSET TRUST HEAT 2002 3 A4 0,00 0,0001 0,0000
US36202K5E17 / GNMA II POOL 008945 G2 08/26 FLOATING VAR 0,00 −100,00 0,0001 −0,0000
US22540V4R01 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 AR21 1A1 0,00 0,0001 0,0000
US36225CB476 / Ginnie Mae II Pool 0,00 0,0001 −0,0000
US31295NCV82 / FED HM LN PC POOL 789084 FH 02/32 FLOATING VAR 0,00 0,0000 0,0000
US31384VSR41 / FNMA POOL 535228 FN 12/29 FLOATING VAR 0,00 0,0000 −0,0000
US36202KYK59 / GNMA II POOL 008814 G2 02/26 FLOATING VAR 0,00 0,0000 −0,0000
US36225CCG96 / GNMA II POOL 080070 G2 05/27 FLOATING VAR 0,00 0,0000 −0,0000
US3133T8Z671 / FREDDIE MAC FHR 1935 FJ 0,00 0,0000 −0,0000
US36202KTG03 / Ginnie Mae II Pool 0,00 −100,00 0,0000 −0,0002
US31392EW638 / Fannie Mae REMIC Trust 2002-W11 0,00 0,0000 −0,0000
US31392CEQ33 / FANNIEMAE WHOLE LOAN FNW 2002 W2 AV1 0,00 0,0000 −0,0000
US31386G6Q16 / FNMA POOL 563479 FN 11/30 FLOATING VAR 0,00 0,0000 −0,0000
US31386XY917 / FANNIE MAE 2.757% 02/01/2041 FAR FNARM 0,00 0,0000 −0,0000
US31389TRU87 / FNMA POOL 635099 FN 06/32 FLOATING VAR 0,00 0,0000 0,0000
US31371NU371 / Fannie Mae Pool 0,00 0,0000 −0,0000
US31385XP842 / FANNIE MAE 3.101% 09/01/2033 FNMA ARM 0,00 0,0000 −0,0000
US36202KT884 / GNMA II POOL 008675 G2 08/25 FLOATING VAR 0,00 0,0000 −0,0000
US939336PL10 / Washington Mutual MSC Mortgage Pass-Through Certificates Series 2003-AR1 Trust 0,00 0,0000 0,0000
US36202KUF01 / GNMA II POOL 008682 G2 08/25 FLOATING VAR 0,00 0,0000 −0,0000
US36202KUH66 / Ginnie Mae II Pool 0,00 0,0000 −0,0000
RFR USD SOFR/3.75000 12/18/24-10Y CME / DIR (EZ7K2W20N534) −0,09 −194,79 −0,0081 −0,0163
RFR USD SOFR/3.62000 09/02/25-4Y* LCH / DIR (EZNQ4Z4QT3L7) −0,13 −0,0117 −0,0117
US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) −1,29 −0,1135 −0,1135
US01F0426811 / UMBS TBA −2,87 1,38 −0,2531 −0,0764
RFR USD SOFR/4.10000 09/02/25-27Y* LCH / DIR (000000000) −3,20 −0,2826 −0,2826
RFR USD SOFR/3.58672 09/02/25-4Y* LCH / DIR (EZNQ4Z4QT3L7) −3,31 −0,2919 −0,2919
RFR USD SOFR/3.58060 09/02/25-4Y* LCH / DIR (EZNQ4Z4QT3L7) −3,45 −0,3043 −0,3043
US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) −10,53 −0,9289 −0,9289
US01F0406854 / UMBS TBA −15,81 1,55 −1,3944 −0,4224
REVERSE REPO MORGAN STANLEY / RA (000000000) −15,84 −1,3974 −1,3974
REVERSE REPO DEUTSCHE REVERSE REPO / RA (000000000) −44,30 −3,9079 −3,9079