Grundläggande statistik
| Portföljvärde | $ 666 561 301 |
| Aktuella positioner | 240 |
Senaste innehav, resultat, förvaltat kapital (från 13F, 13D)
VPVLTDV - PIMCO Long-Term U.S. Government Portfolio Administrative har redovisat 240 totala innehav i sina senaste SEC-arkiveringar. Det senaste portföljvärdet beräknas vara $ 666 561 301 USD. Faktiskt förvaltade tillgångar (AUM) är detta värde plus likvida medel (som inte redovisas). VPVLTDV - PIMCO Long-Term U.S. Government Portfolio Administratives största innehav är TREASURY BOND (US:US912810TL26) , United States Treasury Note/Bond (US:US912810SQ22) , Us Treasury Bond (US:US912810SF66) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , and United States Treasury Note/Bond (US:US912810TW80) . VPVLTDV - PIMCO Long-Term U.S. Government Portfolio Administratives nya positioner inkluderar TREASURY BOND (US:US912810TL26) , United States Treasury Note/Bond (US:US912810SQ22) , Us Treasury Bond (US:US912810SF66) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , and United States Treasury Note/Bond (US:US912810TW80) .
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$) |
Portfölj % av | ΔPortfölj % av |
|---|---|---|---|---|
| 33,50 | 7,7568 | 4,4898 | ||
| 13,14 | 3,0413 | 1,9193 | ||
| 14,02 | 3,2463 | 1,6268 | ||
| 3,98 | 0,9217 | 0,9217 | ||
| 2,51 | 0,5812 | 0,5812 | ||
| 4,28 | 0,9905 | 0,5291 | ||
| 2,23 | 0,5166 | 0,4313 | ||
| 1,63 | 0,3768 | 0,3768 | ||
| 1,31 | 0,3023 | 0,3023 | ||
| 1,22 | 0,2824 | 0,2824 |
Största minskningarna detta kvartal
Vi använder förändringen i portföljallokeringen eftersom det är det mest meningsfulla måttet. Förändringar kan bero på transaktioner eller förändringar i aktiepriser.
| Värdepapper | Aktier (MM) |
Värde (MM$) |
Portfölj % av | ΔPortfölj % av |
|---|---|---|---|---|
| −1,35 | −0,3117 | −0,3117 | ||
| 0,06 | 0,0141 | −0,2948 | ||
| 8,61 | 1,9923 | −0,2602 | ||
| 6,07 | 1,4060 | −0,2335 | ||
| −0,85 | −0,1979 | −0,1979 | ||
| 63,90 | 14,7940 | −0,1331 | ||
| −0,22 | −0,0499 | −0,0499 | ||
| 47,96 | 11,1042 | −0,0471 | ||
| 17,38 | 4,0236 | −0,0425 | ||
| 5,39 | 1,2483 | −0,0418 |
13F- och fond arkiveringar
Denna blankett lämnades in den 2025-08-29 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
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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 (%) |
|
|---|---|---|---|---|---|---|
| US912810TL26 / TREASURY BOND | 63,90 | −3,02 | 14,7940 | −0,1331 | ||
| US912810SQ22 / United States Treasury Note/Bond | 63,32 | −1,84 | 14,6602 | 0,0451 | ||
| US912810SF66 / Us Treasury Bond | 47,96 | −2,56 | 11,1042 | −0,0471 | ||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 33,50 | 128,93 | 7,7568 | 4,4898 | ||
| US912810TW80 / United States Treasury Note/Bond | 22,69 | −2,21 | 5,2538 | −0,0038 | ||
| US912810SL35 / United States Treasury Note/Bond | 21,69 | −2,94 | 5,0207 | −0,0412 | ||
| US912810QT88 / United States Treas Bds Bond | 21,01 | −1,89 | 4,8644 | 0,0126 | ||
| US912810TR95 / United States Treasury Note/Bond | 17,38 | −3,17 | 4,0236 | −0,0425 | ||
| US9128335A44 / United States Treasury Strip Coupon | 16,19 | 0,82 | 3,7472 | 0,1105 | ||
| US91282CFL00 / Treasury, United States Department of | 15,98 | 0,76 | 3,6989 | 0,1065 | ||
| US912810TM09 / United States Treasury Note/Bond | 15,88 | −2,20 | 3,6763 | −0,0023 | ||
| US TREASURY N/B 02/55 4.625 / DBT (US912810UG12) | 14,02 | 96,17 | 3,2463 | 1,6268 | ||
| US912810TS78 / United States Treasury Note/Bond | 13,94 | −2,15 | 3,2270 | 0,0000 | ||
| US912810ST60 / TREASURY BOND | 13,53 | −1,99 | 3,1313 | 0,0050 | ||
| US912810SE91 / United States Treas Bds Bond | 13,14 | 165,27 | 3,0413 | 1,9193 | ||
| US9128337E48 / United States Treasury Strip Coupon | 10,93 | 0,48 | 2,5305 | 0,0660 | ||
| US912810SY55 / United States Treasury Note/Bond | 10,32 | −2,02 | 2,3886 | 0,0030 | ||
| US912810SD19 / United States Treas Bds Bond | 10,27 | −2,60 | 2,3775 | −0,0111 | ||
| US912810TJ79 / United States Treasury Note/Bond | 10,04 | −3,06 | 2,3239 | −0,0218 | ||
| US TREASURY N/B 11/44 4.625 / DBT (US912810UF39) | 9,89 | −2,22 | 2,2897 | −0,0020 | ||
| US912810QQ40 / United States Treas Bds Bond | 9,62 | −1,71 | 2,2264 | 0,0099 | ||
| TSY INFL IX N/B 01/34 1.75 / DBT (US91282CJY84) | 9,52 | 0,31 | 2,2043 | 0,0538 | ||
| US912810TK43 / U.S. Treasury Bonds | 9,49 | −2,09 | 2,1966 | 0,0010 | ||
| US01F0426811 / UMBS TBA | 8,61 | −14,73 | 1,9923 | −0,2602 | ||
| US912810TU25 / United States Treasury Note/Bond | 8,39 | −2,19 | 1,9426 | −0,0009 | ||
| US91282CGK18 / U.S. Treasury Inflation Linked Notes | 8,01 | 0,74 | 1,8542 | 0,0531 | ||
| US912810SR05 / United States Treasury Note/Bond - When Issued | 7,97 | −1,76 | 1,8462 | 0,0071 | ||
| US912810RP57 / United States Treas Bds Bond | 7,70 | −2,41 | 1,7821 | −0,0047 | ||
| US TREASURY N/B 05/44 4.625 / DBT (US912810UB25) | 7,36 | −2,25 | 1,7033 | −0,0018 | ||
| US TREASURY N/B 08/44 4.125 / DBT (US912810UD80) | 7,33 | −2,21 | 1,6974 | −0,0012 | ||
| US91282CEE75 / United States Treasury Note/Bond | 6,96 | 1,05 | 1,6107 | 0,0508 | ||
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | 6,90 | 0,92 | 1,5980 | 0,0484 | ||
| US21H0406734 / Ginnie Mae | 6,79 | 0,62 | 1,5716 | 0,0656 | ||
| US91282CEV90 / United States Treasury Note/Bond | 6,19 | 0,86 | 1,4322 | 0,0427 | ||
| US01F0506844 / UMBS TBA | 6,07 | −17,32 | 1,4060 | −0,2335 | ||
| US912810TC27 / United States Treasury Note/Bond | 5,44 | −2,11 | 1,2584 | 0,0005 | ||
| US91282CDL28 / UNITED STATES TREASURY NOTE 1.50000000 | 5,39 | −5,32 | 1,2483 | −0,0418 | ||
| US912810TF57 / TREASURY BOND | 4,73 | −1,99 | 1,0952 | 0,0018 | ||
| US TREASURY N/B 02/45 4.75 / DBT (US912810UJ50) | 4,28 | 110,12 | 0,9905 | 0,5291 | ||
| US912810QY73 / United States Treas Bds Bond | 4,27 | −2,07 | 0,9880 | 0,0008 | ||
| US01F0306781 / UMBS TBA | 3,98 | 0,9217 | 0,9217 | |||
| US3137BDY343 / FREDDIE MAC FHR 4387 AZ | 3,89 | −2,07 | 0,8995 | 0,0006 | ||
| US91282CDX65 / United States Treasury Inflation Indexed Bonds | 3,04 | 1,13 | 0,7044 | 0,0229 | ||
| US TREASURY N/B 11/54 4.5 / DBT (US912810UE63) | 2,86 | −3,28 | 0,6621 | −0,0078 | ||
| US912810SC36 / United States Treas Bds Bond | 2,83 | −2,51 | 0,6554 | −0,0026 | ||
| US912810QN19 / United Sates Treasury Bond Bond | 2,73 | −1,77 | 0,6311 | 0,0026 | ||
| US912810RQ31 / United States Treas Bds Bond | 2,55 | −2,56 | 0,5907 | −0,0025 | ||
| US912810SJ88 / United States Treas Bds Bond | 2,51 | 0,5812 | 0,5812 | |||
| US08160JAE73 / Benchmark 2019-B9 Mortgage Trust | 2,24 | 0,99 | 0,5188 | 0,0162 | ||
| US01F0406854 / UMBS TBA | 2,23 | 494,93 | 0,5166 | 0,4313 | ||
| US912810TA60 / U.S. Treasury Bonds | 2,19 | −2,06 | 0,5075 | 0,0005 | ||
| US43300LAA89 / Hilton USA Trust 2016-HHV | 2,07 | 0,34 | 0,4782 | 0,0118 | ||
| US912810RC45 / United States Treas Bds Bond | 2,07 | −2,13 | 0,4782 | 0,0001 | ||
| US23307CAA36 / DBWF 2016-85T Mortgage Trust | 2,04 | −0,05 | 0,4733 | 0,0099 | ||
| US91831UAA51 / VNDO TRUST 2016-350P VNDO 2016-350P A | 1,87 | 0,48 | 0,4330 | 0,0114 | ||
| OIS USD SOFR/1.75000 10/23/23-30Y CME / DIR (EZYB2MXL5F96) | 1,77 | 6,43 | 0,4098 | 0,0329 | ||
| US3136ATQP25 / FANNIE MAE FNR 2016 61 DL | 1,71 | −0,93 | 0,3957 | 0,0048 | ||
| US3138LAPR46 / FNMA POOL AM9431 FN 08/30 FIXED 3.58 | 1,63 | −0,06 | 0,3775 | 0,0079 | ||
| US21H0426799 / Ginnie Mae | 1,63 | 0,3768 | 0,3768 | |||
| US912833Y388 / STRIPS 11/36 0.00000 | 1,62 | 0,37 | 0,3745 | 0,0094 | ||
| US12636GAA94 / COMM 2016-667M Mortgage Trust | 1,58 | 6,11 | 0,3660 | 0,0284 | ||
| US912810SU34 / United States Treasury Note/Bond | 1,49 | −3,12 | 0,3448 | −0,0034 | ||
| US TREASURY N/B 05/54 4.625 / DBT (US912810UA42) | 1,46 | −3,19 | 0,3374 | −0,0036 | ||
| RFRF USD SOFR/2.33000 10/25/23-30Y CME / DIR (EZF048P6G9L5) | 1,31 | 7,73 | 0,3033 | 0,0278 | ||
| DELL EQUIPMENT FINANCE TRUST DEFT 2025 1 A2 144A / ABS-O (US24703UAC71) | 1,31 | 0,3023 | 0,3023 | |||
| US9128334V99 / U.S. Treasury STRIPS Bonds | 1,24 | 1,64 | 0,2869 | 0,0106 | ||
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (US3137HLY301) | 1,22 | 0,2824 | 0,2824 | |||
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | 1,13 | 1,43 | 0,2626 | 0,0128 | ||
| US30227FAA84 / Extended Stay America Trust | 1,12 | −0,80 | 0,2584 | 0,0034 | ||
| US912810SH23 / United States Treas Bds Bond | 1,11 | −2,54 | 0,2577 | −0,0012 | ||
| US3138L8YJ75 / FNMA POOL AM7912 FN 02/40 FIXED 3.6 | 1,09 | −0,91 | 0,2513 | 0,0032 | ||
| US3137BD4R42 / FREDDIE MAC FHR 4380 ZG | 1,01 | −0,10 | 0,2347 | 0,0049 | ||
| US78432WAA18 / SFO Commercial Mortgage Trust 2021-555 | 1,00 | 1,01 | 0,2306 | 0,0072 | ||
| US9128334Y39 / U.S. Treasury STRIPS Bonds | 0,86 | 1,06 | 0,1983 | 0,0063 | ||
| BENCHMARK MORTGAGE TRUST BMARK 2024 V6 A3 / ABS-MBS (US081927AB15) | 0,84 | 0,60 | 0,1934 | 0,0052 | ||
| US912810TH14 / United States Treasury Note/Bond | 0,83 | −2,13 | 0,1916 | 0,0001 | ||
| US12660WAA36 / Credit Suisse Mortgage Capital Certificates | 0,78 | −0,13 | 0,1807 | 0,0037 | ||
| US3137F5BX63 / Freddie Mac REMICS | 0,70 | −3,30 | 0,1628 | −0,0021 | ||
| US42806MAN92 / Hertz Vehicle Financing LLC | 0,67 | 0,60 | 0,1558 | 0,0044 | ||
| US88059FBG54 / Tennessee Valley Authority Principal Strip | 0,66 | 2,47 | 0,1537 | 0,0069 | ||
| RFRF USD SF+26.161/1.4* 07/21/21-10Y LCH / DIR (EZZMCMLRYMY7) | 0,65 | −12,82 | 0,1514 | −0,0183 | ||
| US38378YS263 / GOVERNMENT NATIONAL MORTGAGE A GNR 2014 2 NG | 0,60 | 1,01 | 0,1387 | 0,0043 | ||
| US3137FDBN18 / Freddie Mac REMICS | 0,59 | 0,69 | 0,1361 | 0,0039 | ||
| US89178WBB37 / Towd Point Mortgage Trust 2020-1 | 0,55 | 1,11 | 0,1269 | 0,0042 | ||
| US76116EHL74 / Resol Fnd Ser B 2030 Bonds Int Comp 10/15/28 | 0,53 | 1,34 | 0,1222 | 0,0041 | ||
| US91282CJM47 / United States Treasury Note/Bond | 0,51 | 0,79 | 0,1188 | 0,0034 | ||
| US06540TAD28 / BANK 2018-BNK11 | 0,49 | 1,02 | 0,1145 | 0,0035 | ||
| US63874TAA51 / Natixis Commercial Mortgage Securities Trust 2019-LVL | 0,48 | 0,42 | 0,1115 | 0,0029 | ||
| US912810RJ97 / United States Treas Bds Bond | 0,42 | −2,35 | 0,0963 | −0,0001 | ||
| US91282CHJ36 / United States Treasury Note/Bond | 0,40 | 1,01 | 0,0924 | 0,0028 | ||
| US912810RM27 / United States Treas Bds Bond | 0,36 | −2,17 | 0,0834 | −0,0002 | ||
| US912810RH32 / United States Treas Bds Bond | 0,35 | −2,25 | 0,0804 | −0,0001 | ||
| US04965JAA16 / Atrium Hotel Portfolio Trust 2017-ATRM | 0,34 | −0,58 | 0,0798 | 0,0013 | ||
| US9128337V62 / U.S. Treasury STRIPS Bonds | 0,34 | 1,19 | 0,0791 | 0,0026 | ||
| CROWL / VESSEL MANAGEMENT SERVIC US GOVT GUAR 08/36 3.432 | 0,33 | 0,93 | 0,0758 | 0,0024 | ||
| US912810RK60 / United States Treas Bds Bond | 0,32 | −2,47 | 0,0734 | −0,0002 | ||
| US91282CJG78 / U.S. Treasury Notes | 0,31 | 0,64 | 0,0729 | 0,0020 | ||
| US91282CHZ77 / United States Treasury Note/Bond | 0,31 | 0,65 | 0,0721 | 0,0020 | ||
| US57643LFN10 / MASTR ASSET BACKED SECURITIES MABS 2004 WMC3 M1 | 0,31 | −2,54 | 0,0711 | −0,0003 | ||
| US59020UMF92 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 WMC5 M1 | 0,30 | −2,57 | 0,0703 | −0,0002 | ||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | 0,29 | 0,0678 | 0,0678 | |||
| US912810TG31 / U.S. Treasury Bonds | 0,28 | −3,10 | 0,0652 | −0,0006 | ||
| US64828XAA19 / NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1 SER 2020-RPL1 CL A1 V/R REGD 144A P/P 2.75000000 | 0,26 | −4,14 | 0,0592 | −0,0012 | ||
| US912810TD00 / United States Treasury Note/Bond | 0,24 | −3,17 | 0,0566 | −0,0006 | ||
| US38374BRG04 / GOVERNMENT NATIONAL MORTGAGE A GNR 2003 65 ZA | 0,22 | −5,56 | 0,0512 | −0,0020 | ||
| US46651QAA58 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-FL12 | 0,22 | −1,79 | 0,0508 | 0,0002 | ||
| US98162JAA43 / Worldwide Plaza Trust 2017-WWP | 0,21 | 2,90 | 0,0494 | 0,0024 | ||
| US3137BXHP02 / FREDDIE MAC FHR 4677 KT | 0,21 | 1,94 | 0,0488 | 0,0019 | ||
| RFR USD SOFR/3.50000 12/18/24-30Y LCH / DIR (EZ4089K4KC85) | 0,21 | 39,33 | 0,0485 | 0,0145 | ||
| US31395HHV50 / Freddie Mac Structured Pass-Through Certificates | 0,21 | −2,82 | 0,0480 | −0,0004 | ||
| US91282CJA09 / United States Treasury Note/Bond | 0,21 | 0,49 | 0,0476 | 0,0012 | ||
| US91282CHW47 / US TREASURY N/B 4.125000% 08/31/2030 | 0,20 | 0,50 | 0,0470 | 0,0014 | ||
| US TREASURY N/B 10/31 4.125 / DBT (US91282CLU35) | 0,20 | 1,00 | 0,0468 | 0,0013 | ||
| US91282CGQ87 / United States Treasury Note/Bond | 0,20 | 0,50 | 0,0468 | 0,0013 | ||
| US91282CHF14 / United States Treasury Note/Bond | 0,20 | 1,02 | 0,0462 | 0,0014 | ||
| US91282CGS44 / United States Treasury Note/Bond | 0,20 | 1,02 | 0,0460 | 0,0014 | ||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0,17 | 0,0402 | 0,0402 | |||
| US912834LK27 / United States Treasury Strip Coupon | 0,14 | −1,42 | 0,0322 | 0,0001 | ||
| US31394XVC72 / FREDDIE MAC FHR 2797 ZA | 0,14 | −5,56 | 0,0316 | −0,0011 | ||
| US31396HZN24 / FHLMC STRUCTURED PASS THROUGH SECURITIES | 0,13 | −2,99 | 0,0303 | −0,0001 | ||
| US912834KV90 / United States Treasury Strip Coupon | 0,12 | −1,69 | 0,0270 | 0,0002 | ||
| US26828HAA59 / ECMC Group Student Loan Trust 2018-1 | 0,11 | −0,88 | 0,0262 | 0,0002 | ||
| US31396FQ224 / FHLMC STRUCTURED PASS THROUGH FSPC T 66 2A1 | 0,11 | −2,68 | 0,0253 | −0,0000 | ||
| US TREASURY N/B 10/29 4.125 / DBT (US91282CLR06) | 0,10 | 1,00 | 0,0235 | 0,0007 | ||
| US31396VST60 / FANNIE MAE FNR 2007 39 ZB | 0,10 | 1,04 | 0,0227 | 0,0009 | ||
| US9128284V99 / U.S. Treasury Notes 2.875%, due 08/15/2028 | 0,10 | 1,04 | 0,0226 | 0,0007 | ||
| US3138WJFL75 / Fannie Mae Pool | 0,09 | −1,12 | 0,0206 | 0,0003 | ||
| US31393D6J59 / Fannie Mae REMICS | 0,09 | −3,41 | 0,0199 | −0,0002 | ||
| US31394RLM96 / FHLMC_2752 | 0,08 | −2,50 | 0,0181 | −0,0001 | ||
| US04410RAA41 / Ashford Hospitality Trust 2018-ASHF | 0,07 | 0,00 | 0,0172 | 0,0003 | ||
| US45254NJF50 / Impac CMB Trust Series 2004-4 | 0,07 | −1,49 | 0,0154 | 0,0001 | ||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 0,06 | −95,60 | 0,0141 | −0,2948 | ||
| US64830NAA90 / New Residential Mortgage Loan Trust 2019-RPL3 | 0,06 | −6,35 | 0,0138 | −0,0005 | ||
| RFR USD SOFR/3.30000 12/02/24-29Y* CME / DIR (EZ4L37MKCDC8) | 0,06 | 23,91 | 0,0134 | 0,0028 | ||
| US93363DAA54 / WaMu Mortgage Pass-Through Certificates Series 2006-AR9 Trust | 0,04 | −2,27 | 0,0100 | −0,0001 | ||
| RFR USD SOFR/3.46382 09/03/24-25Y* CME / DIR (EZKW32HGZY54) | 0,04 | 68,00 | 0,0099 | 0,0042 | ||
| US912834LR79 / United States Treasury Strip Coupon | 0,03 | 0,00 | 0,0079 | 0,0000 | ||
| US31394US604 / FNMA, REMIC, Series 2005-110, Class GL | 0,03 | −5,88 | 0,0075 | −0,0002 | ||
| RFR USD SOFR/3.36832 09/03/24-25Y* CME / DIR (EZKW32HGZY54) | 0,03 | 20,00 | 0,0070 | 0,0014 | ||
| RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (EZ7VRSSQ00Z9) | 0,03 | −11,76 | 0,0070 | −0,0008 | ||
| US86363LAB99 / Structured Adjustable Rate Mortgage Loan Trust Series 2007-4 | 0,03 | −3,70 | 0,0062 | 0,0000 | ||
| RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0,02 | −14,81 | 0,0054 | −0,0007 | ||
| RFR USD SOFR/3.30000 12/02/24-7Y* CME / DIR (EZKHRJGZF457) | 0,02 | −61,02 | 0,0054 | −0,0082 | ||
| US12669GPN50 / CHL Mortgage Pass-Through Trust 2005-2 | 0,02 | 0,00 | 0,0050 | 0,0001 | ||
| US93363RAB24 / WaMu Mortgage Pass-Through Certificates Series 2006-AR13 Trust | 0,02 | 0,00 | 0,0040 | 0,0001 | ||
| US31392JUW79 / FANNIE MAE FNR 2003 18 TB | 0,02 | −5,88 | 0,0038 | −0,0001 | ||
| RFR USD SOFR/3.8724* 03/20/25-30Y* LCH / DIR (EZGJ99MVMFL2) | 0,02 | −165,22 | 0,0037 | 0,0090 | ||
| US12667GCB77 / Alternative Loan Trust 2005-14 | 0,01 | 0,00 | 0,0032 | 0,0000 | ||
| US46651BAL45 / JP Morgan Mortgage Trust | 0,01 | −7,69 | 0,0029 | −0,0002 | ||
| US748940AA13 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS7 A1 | 0,01 | 0,00 | 0,0028 | −0,0000 | ||
| US313920DM96 / FANNIE MAE FNR 2001 28 PZ | 0,01 | −7,69 | 0,0028 | −0,0003 | ||
| US46630GAV77 / JP Morgan Mortgage Trust, Series 2007-A1, Class 5A5 | 0,01 | −8,33 | 0,0027 | −0,0001 | ||
| US41161PLR28 / HARBORVIEW MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL 2A1A V/R REGD 2.17325000 | 0,01 | −9,09 | 0,0025 | −0,0001 | ||
| US83162CRL99 / United States Small Business Administration | 0,01 | −16,67 | 0,0024 | −0,0005 | ||
| US07384YGX85 / BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A1 | 0,01 | 0,00 | 0,0021 | −0,0001 | ||
| RFR USD SOFR/3.53200 08/20/24-10Y LCH / DIR (EZ4ZGS2N23W5) | 0,01 | −25,00 | 0,0021 | −0,0007 | ||
| RFR USD SOFR/3.47000 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) | 0,01 | −18,18 | 0,0021 | −0,0005 | ||
| US912834KP23 / United States Treasury Strip Coupon | 0,01 | 0,00 | 0,0021 | 0,0000 | ||
| US81743PBW59 / Sequoia Mortgage Trust 2003-4 | 0,01 | 0,00 | 0,0020 | −0,0000 | ||
| US912834LX48 / United States Treasury Strip Coupon | 0,01 | 0,00 | 0,0020 | 0,0000 | ||
| RFR USD SOFR/3.84598 03/20/25-30Y* LCH / DIR (EZGJ99MVMFL2) | 0,01 | −134,78 | 0,0019 | 0,0073 | ||
| RFR USD SOFR/3.55500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0,01 | 600,00 | 0,0018 | 0,0014 | ||
| RFR USD SOFR/3.55500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0,01 | 600,00 | 0,0018 | 0,0014 | ||
| RFR USD SOFR/3.52738 09/03/24-25Y* CME / DIR (EZKW32HGZY54) | 0,01 | −72,00 | 0,0017 | −0,0039 | ||
| RFR USD SOFR/3.32826 09/03/24-7Y* CME / DIR (EZPDSL9DRNN3) | 0,01 | −70,83 | 0,0017 | −0,0038 | ||
| US86358HRX97 / STRUCTURED ASSET MORTGAGE INVE SAMI 2003 AR1 A3 | 0,01 | 0,00 | 0,0015 | −0,0000 | ||
| US912834KH07 / United States Treasury Strip Coupon | 0,00 | 0,00 | 0,0011 | 0,0000 | ||
| US07384MTN29 / Bear Stearns ARM Trust 2003-1 | 0,00 | 0,00 | 0,0011 | −0,0000 | ||
| US3140HNYR75 / FNCL UMBS 4.0 BK8819 08-01-48 | 0,00 | 0,00 | 0,0010 | 0,0000 | ||
| US86358HNX34 / Structured Asset Mortgage Investments Trust 2002-AR3 | 0,00 | 0,00 | 0,0009 | −0,0000 | ||
| RFR USD SOFR/3.43091 09/03/24-7Y* LCH / DIR (EZPDSL9DRNN3) | 0,00 | −87,50 | 0,0009 | −0,0046 | ||
| US939336D591 / WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR2 1A2 | 0,00 | 0,00 | 0,0009 | 0,0000 | ||
| US31393EJK64 / FANNIE MAE FNR 2003 71 AC | 0,00 | 0,00 | 0,0009 | −0,0000 | ||
| RFR USD SOFR/3.67900 08/13/24-10Y LCH / DIR (EZCBVMK12M33) | 0,00 | −57,14 | 0,0008 | −0,0009 | ||
| RFR USD SOFR/3.64300 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0,00 | 200,00 | 0,0008 | 0,0004 | ||
| US31396V4Q81 / Fannie Mae REMICS | 0,00 | 0,00 | 0,0005 | 0,0000 | ||
| US31391UVX08 / FANNIE MAE 3.458% 01/01/2033 FAR FNARM | 0,00 | 0,00 | 0,0005 | −0,0000 | ||
| RFR USD SOFR/3.60000 01/17/24-10Y LCH / DIR (EZ3PH80XK7T0) | 0,00 | −75,00 | 0,0004 | −0,0007 | ||
| US759950AW86 / Renaissance Home Equity Loan Trust 2003-2 | 0,00 | 0,00 | 0,0004 | −0,0000 | ||
| US31287LU837 / FED HM LN PC POOL C61507 FG 12/31 FIXED 7 | 0,00 | 0,00 | 0,0004 | −0,0000 | ||
| US31393JAZ12 / Freddie Mac REMICS | 0,00 | 0,00 | 0,0003 | −0,0000 | ||
| US22541NNN56 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 AR28 1A2 | 0,00 | 0,00 | 0,0003 | −0,0000 | ||
| RFR USD SOFR/3.60500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0,00 | 0,00 | 0,0003 | −0,0001 | ||
| RFR USD SOFR/3.61000 12/12/22-10Y LCH / DIR (EZ9QNGWF95R1) | 0,00 | −100,00 | 0,0002 | −0,0021 | ||
| RFR USD SOFR/3.64750 01/08/24-10Y LCH / DIR (EZG7FCZ335H8) | 0,00 | −100,00 | 0,0001 | −0,0008 | ||
| US36225CP674 / Ginnie Mae II Pool | 0,00 | 0,0001 | −0,0000 | |||
| US31392CRD82 / FANNIE MAE FNR 2002 21 FD | 0,00 | 0,0000 | −0,0000 | |||
| US3133T8Z671 / FREDDIE MAC FHR 1935 FJ | 0,00 | 0,0000 | −0,0000 | |||
| US939335N840 / Washington Mutual Mortgage Securities Corp. | 0,00 | 0,0000 | −0,0000 | |||
| US939336PL10 / Washington Mutual MSC Mortgage Pass-Through Certificates Series 2003-AR1 Trust | 0,00 | 0,0000 | 0,0000 | |||
| 317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070 / DIR (EZ78N9X8M3Y4) | 0,00 | −0,0000 | −0,0000 | |||
| 317U9FTA7 PIMCO SWAPTION 4.05 PUT USD 20250630 / DIR (EZXJWB9HGZH3) | 0,00 | 0,0000 | 0,0000 | |||
| 317U9EGA4 PIMCO SWAPTION 4.135 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | 0,00 | 0,0000 | 0,0000 | |||
| 317U9IZA4 PIMCO SWAPTION 4.125 PUT USD 2025070 / DIR (EZY1VWC6W1B5) | 0,00 | −0,0000 | −0,0000 | |||
| 317U9IZA4 PIMCO SWAPTION 4.125 PUT USD 2025070 / DIR (EZY1VWC6W1B5) | 0,00 | −0,0000 | −0,0000 | |||
| 317U9JSA0 PIMCO SWAPTION 4.122 PUT USD 2025071 / DIR (EZMLYZSNFH30) | −0,00 | −0,0000 | −0,0000 | |||
| 317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071 / DIR (EZHBWHSTV570) | −0,00 | −0,0000 | −0,0000 | |||
| 317U9M3A0 PIMCO SWAPTION 4.037 PUT USD 2025071 / DIR (EZ1JLHJ8JY10) | −0,00 | −0,0001 | −0,0001 | |||
| US 10YR FUT OPTN AUG25P 108.5 EXP 07/25/2025 / DIR (000000000) | −0,00 | −0,0001 | −0,0001 | |||
| US 10YR FUT OPTN AUG25P 109.5 EXP 07/25/2025 / DIR (000000000) | −0,00 | −0,0001 | −0,0001 | |||
| US 10YR FUT OPTN AUG25P 109 EXP 07/25/2025 / DIR (000000000) | −0,00 | −0,0001 | −0,0001 | |||
| 317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (EZTRLD6PX319) | −0,00 | −0,0002 | −0,0002 | |||
| 317U9FUA5 PIMCO SWAPTION 3.7 CALL USD 20250630 / DIR (EZY1GXGHBZM5) | −0,00 | −0,0003 | −0,0003 | |||
| 317U9FUA5 PIMCO SWAPTION 3.7 CALL USD 20250630 / DIR (EZY1GXGHBZM5) | −0,00 | −0,0003 | −0,0003 | |||
| 317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (EZ78XR7L6YX2) | −0,00 | −0,0004 | −0,0004 | |||
| 317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072 / DIR (EZBGX0TQ91B3) | −0,00 | −0,0004 | −0,0004 | |||
| 317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507 / DIR (EZCLF3R2NG23) | −0,00 | −0,0005 | −0,0005 | |||
| RFR USD SOFR/4.03000 12/15/23-10Y LCH / DIR (EZN4W4SQMWC7) | −0,00 | 0,00 | −0,0007 | −0,0002 | ||
| 317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (EZ7SJVNDKPC9) | −0,00 | −0,0007 | −0,0007 | |||
| 317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507 / DIR (EZMYNDCY8F38) | −0,00 | −0,0008 | −0,0008 | |||
| 317U9J0A0 PIMCO SWAPTION 3.775 CALL USD 202507 / DIR (EZJFGPMJB918) | −0,00 | −0,0008 | −0,0008 | |||
| 317U9J0A0 PIMCO SWAPTION 3.775 CALL USD 202507 / DIR (EZJFGPMJB918) | −0,00 | −0,0008 | −0,0008 | |||
| RFR USD SOFR/3.75000 01/02/24-10Y LCH / DIR (EZ29NPCQVYW2) | −0,00 | 100,00 | −0,0010 | −0,0004 | ||
| RFR USD SOFR/3.85000 08/05/24-10Y LCH / DIR (EZKZ3H4L0SC3) | −0,00 | −0,0010 | −0,0008 | |||
| RFR USD SOFR/3.95561 02/11/25-30Y* LCH / DIR (EZNV8KC0QQ05) | −0,01 | −93,06 | −0,0012 | 0,0152 | ||
| 317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (EZ1ZLHZPLNC3) | −0,01 | −0,0012 | −0,0012 | |||
| RFR USD SOFR/3.84200 12/26/23-10Y LCH / DIR (EZXF72WB6QT0) | −0,01 | 150,00 | −0,0013 | −0,0007 | ||
| RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (EZ6496BPGLD0) | −0,01 | 66,67 | −0,0013 | −0,0005 | ||
| RFR USD SOFR/3.63761 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) | −0,01 | −145,45 | −0,0014 | −0,0039 | ||
| RFR USD SOFR/3.85400 12/29/23-10Y LCH / DIR (EZ691JFCS359) | −0,01 | 200,00 | −0,0014 | −0,0007 | ||
| RFR USD SOFR/3.81000 01/02/24-10Y LCH / DIR (EZ29NPCQVYW2) | −0,01 | 250,00 | −0,0016 | −0,0011 | ||
| RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | −0,01 | 75,00 | −0,0017 | −0,0007 | ||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (EZP5RC766JJ0) | −0,01 | 60,00 | −0,0021 | −0,0007 | ||
| 317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (EZTK0K9DDPF2) | −0,01 | −0,0022 | −0,0022 | |||
| RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) | −0,01 | 150,00 | −0,0023 | −0,0012 | ||
| US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025 / DIR (000000000) | −0,01 | −0,0024 | −0,0024 | |||
| RFR USD SOFR/3.88400 03/25/25-10Y LCH / DIR (EZH2QB9TLWH9) | −0,01 | 83,33 | −0,0026 | −0,0010 | ||
| RFR USD SOFR/3.65543 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) | −0,01 | −218,18 | −0,0031 | −0,0057 | ||
| RFR USD SOFR/3.65543 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) | −0,01 | −218,18 | −0,0031 | −0,0057 | ||
| RFR USD SOFR/3.65543 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) | −0,01 | −218,18 | −0,0031 | −0,0057 | ||
| US 10YR FUT OPTN AUG25C 112.5 EXP 07/25/2025 / DIR (000000000) | −0,02 | −0,0036 | −0,0036 | |||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | −0,03 | −0,0064 | −0,0064 | |||
| RFR USD SOFR/4.10000 09/02/25-27Y* CME / DIR (000000000) | −0,03 | −0,0071 | −0,0071 | |||
| RFR USD SOFR/3.83400 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | −0,06 | 115,38 | −0,0130 | −0,0069 | ||
| RFR USD SOFR/3.80000 06/03/24-7Y* LCH / DIR (EZRYBJZD4558) | −0,06 | 152,17 | −0,0134 | −0,0081 | ||
| RFR USD SOFR/3.75000 12/18/24-5Y LCH / DIR (EZ2V74HC3Q62) | −0,06 | 326,67 | −0,0149 | −0,0115 | ||
| RFR USD SOFR/3.75000 06/20/24-7Y LCH / DIR (EZCCSW1V4GN3) | −0,07 | −400,00 | −0,0155 | −0,0205 | ||
| RFR USD SOFR/3.69116 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) | −0,07 | −763,64 | −0,0169 | −0,0195 | ||
| RFR USD SOFR/3.69387 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) | −0,07 | −763,64 | −0,0171 | −0,0197 | ||
| RFR USD SOFR/3.82054 03/01/24-7Y* LCH / DIR (EZBKXTPHC9Q8) | −0,08 | 188,46 | −0,0174 | −0,0113 | ||
| US01F0226831 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA AUG | −0,08 | 1,23 | −0,0192 | −0,0010 | ||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | −0,10 | −0,0229 | −0,0229 | |||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | −0,22 | −0,0499 | −0,0499 | |||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | −0,85 | −0,1979 | −0,1979 | |||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | −1,35 | −0,3117 | −0,3117 |
