Mga Batayang Estadistika
| Nilai Portofolio | $ 1,181,988,579 |
| Posisi Saat Ini | 286 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
PGOVX - PIMCO Long-Term U.S. Government Fund Institutional telah mengungkapkan total kepemilikan 286 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 1,181,988,579 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama PGOVX - PIMCO Long-Term U.S. Government Fund Institutional adalah United States Treasury Note/Bond (US:US912810TM09) , United States Treasury Note/Bond (US:US912810TU25) , United States Treasury Note/Bond (US:US912810SQ22) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , and United States Treasury Note/Bond (US:US912810TS78) . Posisi baru PGOVX - PIMCO Long-Term U.S. Government Fund Institutional meliputi: United States Treasury Note/Bond (US:US912810TM09) , United States Treasury Note/Bond (US:US912810TU25) , United States Treasury Note/Bond (US:US912810SQ22) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , and United States Treasury Note/Bond (US:US912810TS78) .
Peningkatan Tertinggi Kuartal Ini
Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.
| Keamanan | Saham (MM) |
Nilai (Juta Dolar AS) |
Portfolio % | ΔPorsyento ng Portfolio |
|---|---|---|---|---|
| 60.00 | 8.1066 | 5.9265 | ||
| 34.77 | 4.6980 | 4.0738 | ||
| 23.38 | 3.1590 | 2.4452 | ||
| 21.81 | 2.9468 | 1.1947 | ||
| 53.46 | 7.2221 | 0.8105 | ||
| 65.71 | 8.8772 | 0.7577 | ||
| 51.47 | 6.9541 | 0.7545 | ||
| 61.40 | 8.2956 | 0.7361 | ||
| 53.97 | 7.2911 | 0.6265 | ||
| 47.95 | 6.4777 | 0.5639 |
Penurunan Tertinggi Kuartal Ini
Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.
| Keamanan | Saham (MM) |
Nilai (Juta Dolar AS) |
Portfolio % | ΔPorsyento ng Portfolio |
|---|---|---|---|---|
| -71.65 | -9.6797 | -9.6797 | ||
| -61.35 | -8.2884 | -8.2884 | ||
| 2.75 | 0.3711 | -5.8137 | ||
| -41.56 | -5.6151 | -5.6151 | ||
| -23.60 | -3.1887 | -3.1887 | ||
| 0.70 | 0.0945 | -3.1476 | ||
| 0.76 | 0.1023 | -3.0598 | ||
| -21.87 | -2.9552 | -2.9552 | ||
| 65.22 | 8.8111 | -2.2152 | ||
| 7.08 | 0.9559 | -1.5100 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-08-28 untuk periode pelaporan 2025-06-30. Investor ini belum mengungkapkan sekuritas yang diperhitungkan dalam bentuk saham, sehingga kolom terkait saham dalam tabel di bawah ini dihilangkan. Klik ikon tautan untuk melihat riwayat transaksi selengkapnya.
Tingkatkan ke versi premium untuk membuka data premium dan ekspor ke Excel. 
.
2022-07-28: Catatan Penting - Kami telah mengubah cara perhitungan kolom Δ Portfolio % pada tabel ini. Sebelumnya, kami melaporkannya sebagai persentase perubahan dalam alokasi portofolio. Sekarang kami melaporkannya sebagai perubahan mentah dalam alokasi portofolio (tetap dilaporkan sebagai persentase). Dalam rumus, sebelumnya kami melaporkannya sebagai 100 * (alokasi saat ini - alokasi sebelumnya) / alokasi sebelumnya. Sekarang kami melaporkannya sebagai (alokasi saat ini - alokasi sebelumnya).
| Keamanan | Ketik | ΔSaham (%) |
Nilai ($MM) |
Portpolyo (%) |
ΔPortofolio (%) |
|
|---|---|---|---|---|---|---|
| US912810TM09 / United States Treasury Note/Bond | 65.71 | -2.21 | 8.8772 | 0.7577 | ||
| US912810TU25 / United States Treasury Note/Bond | 65.22 | -28.52 | 8.8111 | -2.2152 | ||
| US912810SQ22 / United States Treasury Note/Bond | 61.40 | -1.84 | 8.2956 | 0.7361 | ||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 60.00 | 178.41 | 8.1066 | 5.9265 | ||
| US912810TS78 / United States Treasury Note/Bond | 53.97 | -2.15 | 7.2911 | 0.6265 | ||
| US91282CFL00 / Treasury, United States Department of | 53.46 | 0.75 | 7.2221 | 0.8105 | ||
| US TREASURY N/B 02/34 4 / DBT (US91282CJZ59) | 51.47 | 0.33 | 6.9541 | 0.7545 | ||
| US912810QZ49 / United States Treas Bds Bond | 47.95 | -2.03 | 6.4777 | 0.5639 | ||
| US912810TJ79 / United States Treasury Note/Bond | 47.88 | -3.06 | 6.4684 | 0.5003 | ||
| US912810SF66 / Us Treasury Bond | 47.28 | -2.56 | 6.3877 | 0.5241 | ||
| US TREASURY N/B 02/44 4.5 / DBT (US912810TZ12) | 46.49 | -25.69 | 6.2810 | -1.2793 | ||
| US912810TL26 / TREASURY BOND | 45.19 | -3.02 | 6.1048 | 0.4743 | ||
| US912810TN81 / United States Treasury Note/Bond | 42.30 | -3.07 | 5.7150 | 0.4411 | ||
| US912810TA60 / U.S. Treasury Bonds | 40.12 | -2.05 | 5.4200 | 0.4705 | ||
| US912810SD19 / United States Treas Bds Bond | 34.77 | 573.26 | 4.6980 | 4.0738 | ||
| US912810SJ88 / United States Treas Bds Bond | 32.69 | -2.74 | 4.4168 | 0.3547 | ||
| US912810TC27 / United States Treasury Note/Bond | 31.10 | -2.11 | 4.2016 | 0.3625 | ||
| US912810TQ13 / United States Treasury Note/Bond | 29.64 | -2.20 | 4.0044 | 0.3420 | ||
| US912810QQ40 / United States Treas Bds Bond | 28.68 | -1.71 | 3.8740 | 0.3487 | ||
| US TREASURY N/B 02/45 4.75 / DBT (US912810UJ50) | 23.38 | 295.90 | 3.1590 | 2.4452 | ||
| US91282CEE75 / United States Treasury Note/Bond | 23.35 | 1.04 | 3.1545 | 0.3620 | ||
| US91282CGK18 / U.S. Treasury Inflation Linked Notes | 21.89 | 0.74 | 2.9569 | 0.3315 | ||
| US TREASURY N/B 02/55 4.625 / DBT (US912810UG12) | 21.81 | 50.44 | 2.9468 | 1.1947 | ||
| US91282CEV90 / United States Treasury Note/Bond | 20.42 | 0.86 | 2.7593 | 0.3123 | ||
| US912810TF57 / TREASURY BOND | 20.38 | -1.99 | 2.7532 | 0.2407 | ||
| US91282CDL28 / UNITED STATES TREASURY NOTE 1.50000000 | 19.24 | 1.21 | 2.5997 | 0.3022 | ||
| US912810TH14 / United States Treasury Note/Bond | 18.87 | -2.10 | 2.5493 | 0.2201 | ||
| TSY INFL IX N/B 01/34 1.75 / DBT (US91282CJY84) | 17.90 | 0.30 | 2.4189 | 0.2618 | ||
| US TREASURY N/B 02/54 4.25 / DBT (US912810TX63) | 16.70 | -22.63 | 2.2560 | -0.3522 | ||
| US912810TR95 / United States Treasury Note/Bond | 15.83 | -3.17 | 2.1385 | 0.1631 | ||
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | 14.63 | 0.92 | 1.9764 | 0.2246 | ||
| US912810TG31 / U.S. Treasury Bonds | 14.36 | -3.07 | 1.9404 | 0.1498 | ||
| US912810RC45 / United States Treas Bds Bond | 13.17 | -2.13 | 1.7789 | 0.1531 | ||
| US912810TT51 / United States Treasury Note/Bond | 11.62 | -3.06 | 1.5694 | 0.1213 | ||
| US912810QN19 / United Sates Treasury Bond Bond | 10.89 | -1.73 | 1.4717 | 0.1320 | ||
| US912810SU34 / United States Treasury Note/Bond | 10.73 | -3.11 | 1.4503 | 0.1114 | ||
| US01F0506844 / UMBS TBA | 10.68 | 11.59 | 1.4424 | 0.4747 | ||
| US91282CDX65 / United States Treasury Inflation Indexed Bonds | 10.60 | 1.15 | 1.4317 | 0.1655 | ||
| US TREASURY N/B 11/44 4.625 / DBT (US912810UF39) | 10.28 | -51.81 | 1.3891 | -1.1889 | ||
| US3137FDBN18 / Freddie Mac REMICS | 9.67 | 0.75 | 1.3062 | 0.1465 | ||
| US912810SE91 / United States Treas Bds Bond | 8.15 | -2.52 | 1.1012 | 0.0906 | ||
| US21H0406734 / Ginnie Mae | 7.44 | 0.62 | 1.0051 | 0.2572 | ||
| US01F0426811 / UMBS TBA | 7.08 | -70.98 | 0.9559 | -1.5100 | ||
| US91282CHJ36 / United States Treasury Note/Bond | 6.58 | 0.86 | 0.8896 | 0.1007 | ||
| US912810SR05 / United States Treasury Note/Bond - When Issued | 6.51 | -1.76 | 0.8799 | 0.0787 | ||
| US31395V3N79 / FREDDIE MAC FHR 2990 LT | 6.28 | 1.72 | 0.8490 | 0.1024 | ||
| US88059FBG54 / Tennessee Valley Authority Principal Strip | 6.14 | 2.44 | 0.8295 | 0.1052 | ||
| US912810ST60 / TREASURY BOND | 5.77 | -1.99 | 0.7802 | 0.0682 | ||
| US76116EHL74 / Resol Fnd Ser B 2030 Bonds Int Comp 10/15/28 | 5.61 | 1.26 | 0.7575 | 0.0884 | ||
| US TREASURY N/B 11/54 4.5 / DBT (US912810UE63) | 5.53 | -3.27 | 0.7470 | 0.0562 | ||
| US91282CJM47 / United States Treasury Note/Bond | 5.44 | 0.76 | 0.7347 | 0.0824 | ||
| US35563CAJ71 / Freddie Mac Military Housing Bonds Resecuritization Trust Certificates | 5.27 | -1.42 | 0.7115 | 0.0658 | ||
| US3137AQRS98 / FREDDIE MAC FHR 4047 KB | 4.87 | 0.14 | 0.6577 | 0.0703 | ||
| US3137BCU483 / FREDDIE MAC FHR 4376 KZ | 4.85 | 0.83 | 0.6554 | 0.0740 | ||
| US TREASURY N/B 05/54 4.625 / DBT (US912810UA42) | 4.47 | -3.18 | 0.6038 | 0.0459 | ||
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | 4.02 | 1.36 | 0.5433 | 0.1420 | ||
| US91282CGQ87 / United States Treasury Note/Bond | 3.94 | 0.74 | 0.5321 | 0.0597 | ||
| US91282CHF14 / United States Treasury Note/Bond | 3.89 | 0.86 | 0.5258 | 0.0594 | ||
| US91282CGS44 / United States Treasury Note/Bond | 3.87 | 0.83 | 0.5232 | 0.0591 | ||
| US01F0406854 / UMBS TBA | 3.81 | 1,938.50 | 0.5150 | 0.4987 | ||
| US08160JAE73 / Benchmark 2019-B9 Mortgage Trust | 3.60 | 1.01 | 0.4870 | 0.0558 | ||
| US38379E2Z46 / GOVERNMENT NATIONAL MORTGAGE A GNR 2014 131 EZ | 3.45 | -0.46 | 0.4656 | 0.0472 | ||
| US3136AKE740 / FANNIE MAE FNR 2014 52 AZ | 3.37 | -3.19 | 0.4558 | 0.0347 | ||
| US3136AKAL75 / FANNIE MAE FNR 2014 33 PZ | 3.21 | 1.68 | 0.4337 | 0.0522 | ||
| US01F0306781 / UMBS TBA | 3.20 | 0.4326 | 0.4326 | |||
| INVITATION HOMES TRUST IHSFR 2024 SFR1 A 144A / ABS-MBS (US46188DAA63) | 3.12 | 1.04 | 0.4209 | 0.0483 | ||
| CROWL / VESSEL MANAGEMENT SERVIC US GOVT GUAR 08/36 3.432 | 2.84 | 0.99 | 0.3842 | 0.0440 | ||
| US91282CJG78 / U.S. Treasury Notes | 2.83 | 0.64 | 0.3830 | 0.0426 | ||
| US91282CHZ77 / United States Treasury Note/Bond | 2.80 | 0.68 | 0.3786 | 0.0422 | ||
| US912810TD00 / United States Treasury Note/Bond | 2.75 | -3.13 | 0.3715 | 0.0284 | ||
| US TREASURY N/B 05/44 4.625 / DBT (US912810UB25) | 2.75 | -94.63 | 0.3711 | -5.8137 | ||
| US91282CHW47 / US TREASURY N/B 4.125000% 08/31/2030 | 2.74 | 0.81 | 0.3701 | 0.0417 | ||
| US12636GAA94 / COMM 2016-667M Mortgage Trust | 2.60 | 6.11 | 0.3518 | 0.0552 | ||
| US91282CAQ42 / USTN TII 0.125% 10/15/2025 | 2.46 | 0.53 | 0.3329 | 0.0368 | ||
| US38379EGM84 / GOVERNMENT NATIONAL MORTGAGE A GNR 2014 118 PZ | 2.40 | -1.20 | 0.3239 | 0.0307 | ||
| US21H0426799 / Ginnie Mae | 2.39 | 0.3234 | 0.3234 | |||
| US3136ALFG19 / FANNIE MAE FNR 2014 66 QZ | 2.35 | -0.51 | 0.3180 | 0.0321 | ||
| OIS USD SOFR/1.75000 10/23/23-30Y CME / DIR (EZYB2MXL5F96) | 2.24 | 6.41 | 0.3029 | 0.0482 | ||
| US91282CET45 / U.S. Treasury Notes | 2.15 | 0.56 | 0.2911 | 0.0323 | ||
| US43300LAA89 / Hilton USA Trust 2016-HHV | 2.10 | 0.34 | 0.2830 | 0.0307 | ||
| BENCHMARK MORTGAGE TRUST BMARK 2024 V6 A3 / ABS-MBS (US081927AB15) | 2.09 | 0.58 | 0.2821 | 0.0312 | ||
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (US3137HLY301) | 2.06 | 0.2789 | 0.2789 | |||
| US05610QAC78 / BMO 2023-5C2 Mortgage Trust | 1.93 | 0.21 | 0.2609 | 0.0279 | ||
| US05377RHM97 / Avis Budget Rental Car Funding AESOP LLC | 1.78 | 0.11 | 0.2405 | 0.0257 | ||
| US912810SX72 / UNITED STATES TREASURY BOND 2.375% 05/15/2051 | 1.52 | -3.06 | 0.2057 | 0.0160 | ||
| RFRF USD SF+26.161/0.7* 03/30/21-10Y LCH / DIR (EZP7M2L0Q084) | 1.47 | -10.54 | 0.1983 | -0.0000 | ||
| US30227FAA84 / Extended Stay America Trust | 1.46 | -0.88 | 0.1972 | 0.0193 | ||
| US3137BXHP02 / FREDDIE MAC FHR 4677 KT | 1.42 | 1.72 | 0.1917 | 0.0232 | ||
| US912810RS96 / United States Treas Bds Bond | 1.40 | -2.51 | 0.1893 | 0.0156 | ||
| US31395UZZ73 / FREDDIE MAC FHR 2990 DZ | 1.36 | -10.01 | 0.1835 | 0.0012 | ||
| US42806MAN92 / Hertz Vehicle Financing LLC | 1.15 | 0.70 | 0.1558 | 0.0174 | ||
| US98162JAA43 / Worldwide Plaza Trust 2017-WWP | 1.14 | 2.80 | 0.1537 | 0.0200 | ||
| US3137F5BX63 / Freddie Mac REMICS | 1.12 | -3.45 | 0.1511 | 0.0112 | ||
| SLAM LLC SLAM 2025 1A A 144A / ABS-O (US78450TAA51) | 1.02 | 0.1377 | 0.1377 | |||
| RFRF USD SF+26.161/1.4* 07/21/21-10Y LCH / DIR (EZZMCMLRYMY7) | 0.87 | -12.73 | 0.1178 | -0.0029 | ||
| US89178WBB37 / Towd Point Mortgage Trust 2020-1 | 0.82 | 1.11 | 0.1110 | 0.0129 | ||
| US06540TAD28 / BANK 2018-BNK11 | 0.79 | 1.02 | 0.1069 | 0.0121 | ||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 0.76 | -97.11 | 0.1023 | -3.0598 | ||
| US31331VEG77 / Federal Farm Credit Banks | 0.70 | 0.14 | 0.0952 | 0.0102 | ||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | 0.70 | -97.82 | 0.0945 | -3.1476 | ||
| US57643LFN10 / MASTR ASSET BACKED SECURITIES MABS 2004 WMC3 M1 | 0.61 | -2.54 | 0.0830 | 0.0068 | ||
| US64828XAA19 / NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1 SER 2020-RPL1 CL A1 V/R REGD 144A P/P 2.75000000 | 0.61 | -4.11 | 0.0820 | 0.0055 | ||
| US04965JAA16 / Atrium Hotel Portfolio Trust 2017-ATRM | 0.60 | -0.50 | 0.0815 | 0.0082 | ||
| US31395HHV50 / Freddie Mac Structured Pass-Through Certificates | 0.60 | -3.07 | 0.0812 | 0.0063 | ||
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 4 A2 / ABS-O (US802919AB63) | 0.57 | -47.26 | 0.0768 | -0.0534 | ||
| US45254NQG50 / Impac CMB Trust, Series 2005-6, Class 1A1 | 0.54 | -3.91 | 0.0732 | 0.0050 | ||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 3 A 144A / ABS-O (US69547XAA00) | 0.54 | -16.54 | 0.0730 | -0.0052 | ||
| US912810RP57 / United States Treas Bds Bond | 0.52 | -2.45 | 0.0700 | 0.0058 | ||
| US TREASURY N/B 10/29 4.125 / DBT (US91282CLR06) | 0.51 | 0.80 | 0.0685 | 0.0077 | ||
| RFR USD SOFR/3.30000 12/02/24-29Y* CME / DIR (EZ4L37MKCDC8) | 0.50 | 24.19 | 0.0673 | 0.0188 | ||
| RFRF USD SF+26.161/0.400 03/30/21-5Y LCH / DIR (EZJHD7L3BS84) | 0.47 | -26.33 | 0.0636 | -0.0136 | ||
| US38374BRG04 / GOVERNMENT NATIONAL MORTGAGE A GNR 2003 65 ZA | 0.45 | -5.72 | 0.0601 | 0.0031 | ||
| US59020UMF92 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 WMC5 M1 | 0.42 | -2.53 | 0.0574 | 0.0048 | ||
| US26828HAA59 / ECMC Group Student Loan Trust 2018-1 | 0.42 | -1.43 | 0.0561 | 0.0052 | ||
| US65535VPU60 / NAA 2005-AR5 2A1 | 0.40 | -1.00 | 0.0536 | 0.0052 | ||
| RFR USD SOFR/3.46382 09/03/24-25Y* CME / DIR (EZKW32HGZY54) | 0.35 | 134.00 | 0.0475 | 0.0293 | ||
| US86363LAB99 / Structured Adjustable Rate Mortgage Loan Trust Series 2007-4 | 0.33 | -1.79 | 0.0445 | 0.0040 | ||
| US31392DJ785 / FANNIEMAE WHOLE LOAN FNW 2002 W5 A11 | 0.30 | -3.28 | 0.0400 | 0.0030 | ||
| US31395MLM90 / FREDDIE MAC FHR 2927 YZ | 0.27 | -0.36 | 0.0371 | 0.0038 | ||
| US92925CDA71 / WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust | 0.26 | -2.63 | 0.0350 | 0.0027 | ||
| US748940AA13 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS7 A1 | 0.21 | -2.74 | 0.0288 | 0.0023 | ||
| US12669GPN50 / CHL Mortgage Pass-Through Trust 2005-2 | 0.21 | -0.48 | 0.0283 | 0.0029 | ||
| US TREASURY N/B 11/27 4.125 / DBT (US91282CLX73) | 0.20 | 0.00 | 0.0273 | 0.0030 | ||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | 0.19 | 0.0257 | 0.0257 | |||
| RFR USD SOFR/3.36832 09/03/24-25Y* CME / DIR (EZKW32HGZY54) | 0.18 | 21.33 | 0.0247 | 0.0065 | ||
| US912810SL35 / United States Treasury Note/Bond | 0.18 | -2.67 | 0.0246 | 0.0019 | ||
| US31395A3J20 / Freddie Mac Structured Pass-Through Certificates | 0.15 | -2.56 | 0.0206 | 0.0016 | ||
| US12667GCB77 / Alternative Loan Trust 2005-14 | 0.14 | -1.40 | 0.0192 | 0.0018 | ||
| US93363DAB38 / WaMu Mortgage Pass-Through Certificates Series 2006-AR9 Trust | 0.14 | -0.72 | 0.0186 | 0.0019 | ||
| US41161PLR28 / HARBORVIEW MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL 2A1A V/R REGD 2.17325000 | 0.11 | -5.00 | 0.0155 | 0.0009 | ||
| US31396VHC54 / FANNIE MAE FNR 2007 30 MZ | 0.11 | -10.32 | 0.0154 | 0.0001 | ||
| US912810SA79 / United States Treas Bds Bond | 0.11 | 0.0151 | 0.0151 | |||
| US912810RY64 / United States Treas Bds Bond | 0.11 | 0.0145 | 0.0145 | |||
| US313920DM96 / FANNIE MAE FNR 2001 28 PZ | 0.11 | -12.50 | 0.0143 | -0.0003 | ||
| US04410RAA41 / Ashford Hospitality Trust 2018-ASHF | 0.10 | 0.00 | 0.0133 | 0.0014 | ||
| US07386HVS74 / BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 | 0.09 | -4.12 | 0.0127 | 0.0009 | ||
| US761118EN47 / RALI Series 2005-QO1 Trust | 0.09 | -5.21 | 0.0123 | 0.0007 | ||
| US64830NAA90 / New Residential Mortgage Loan Trust 2019-RPL3 | 0.09 | -5.32 | 0.0121 | 0.0007 | ||
| US3138WJFL75 / Fannie Mae Pool | 0.09 | -1.12 | 0.0120 | 0.0012 | ||
| US07384YGX85 / BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A1 | 0.08 | -5.75 | 0.0112 | 0.0006 | ||
| RFR USD SOFR/3.52738 09/03/24-25Y* CME / DIR (EZKW32HGZY54) | 0.07 | -55.33 | 0.0092 | -0.0090 | ||
| RFR USD SOFR/3.9914* 06/02/25-28Y* LCH / DIR (EZB5X6DXL3D2) | 0.07 | 0.0091 | 0.0091 | |||
| US31395WBB28 / FREDDIE MAC FHR 3001 YZ | 0.06 | -4.55 | 0.0085 | 0.0005 | ||
| US31395W6J13 / FREDDIE MAC FHR 3001 BZ | 0.06 | -4.55 | 0.0085 | 0.0005 | ||
| RFR USD SOFR/3.23200 09/10/24-10Y LCH / DIR (EZ7VRSSQ00Z9) | 0.06 | -11.76 | 0.0082 | -0.0001 | ||
| RFR USD SOFR/3.28000 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0.05 | -6.12 | 0.0063 | 0.0003 | ||
| US86360KAE82 / Structured Asset Mortgage Investments II Trust 2006-AR3 | 0.04 | -2.22 | 0.0061 | 0.0005 | ||
| US81743PBW59 / Sequoia Mortgage Trust 2003-4 | 0.04 | -2.27 | 0.0059 | 0.0005 | ||
| US31404Q5M78 / Fannie Mae Pool | 0.04 | -4.44 | 0.0059 | 0.0004 | ||
| RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0.04 | -12.24 | 0.0058 | -0.0002 | ||
| US31402LPB26 / FANNIE MAE 2.757% 06/01/2043 FAR FNARM | 0.04 | -4.88 | 0.0054 | 0.0004 | ||
| US83611DAA63 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A | 0.03 | -2.86 | 0.0047 | 0.0004 | ||
| US31396V4Q81 / Fannie Mae REMICS | 0.03 | 0.00 | 0.0045 | 0.0004 | ||
| US57563NAA63 / MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY SER 2008-1 CL A1 V/R 2.88963000 | 0.03 | -2.94 | 0.0045 | 0.0003 | ||
| US86358HRX97 / STRUCTURED ASSET MORTGAGE INVE SAMI 2003 AR1 A3 | 0.03 | -3.23 | 0.0041 | 0.0003 | ||
| US31394PPQ09 / FHLMC STRUCTURED PASS THROUGH FSPC T 59 1A1 | 0.03 | 0.00 | 0.0037 | 0.0003 | ||
| US93934XAB91 / WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE5 2A1 | 0.02 | 0.00 | 0.0033 | 0.0003 | ||
| US36225CN281 / Government National Mortgage Association | 0.02 | -8.33 | 0.0030 | 0.0000 | ||
| US46630GAV77 / JP Morgan Mortgage Trust, Series 2007-A1, Class 5A5 | 0.02 | -4.35 | 0.0030 | 0.0002 | ||
| RFR USD SOFR/3.24000 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0.02 | -57.14 | 0.0029 | -0.0031 | ||
| RFR USD SOFR/3.53200 08/20/24-10Y LCH / DIR (EZ4ZGS2N23W5) | 0.02 | -25.93 | 0.0027 | -0.0006 | ||
| US31405XQU09 / FANNIE MAE 3.516% 11/01/2034 FAR FNARM | 0.02 | 0.00 | 0.0021 | 0.0002 | ||
| RFR USD SOFR/3.59900 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.01 | 180.00 | 0.0020 | 0.0013 | ||
| US12669GTV31 / CWHL 2005-3 2A1 V/R 4/25/35 2.28800000 | 0.01 | 0.00 | 0.0015 | 0.0001 | ||
| US31411AH320 / FNMA POOL 902150 FN 10/36 FIXED 6.5 | 0.01 | 0.00 | 0.0014 | 0.0001 | ||
| US31393JAZ12 / Freddie Mac REMICS | 0.01 | -10.00 | 0.0013 | 0.0001 | ||
| US92922F5T14 / WaMu Mortgage Pass-Through Certificates Series 2005-AR15 Trust | 0.01 | 0.00 | 0.0013 | 0.0001 | ||
| US31407BXK06 / FNMA POOL 826082 FN 07/35 FLOATING VAR | 0.01 | 0.00 | 0.0008 | 0.0001 | ||
| US31414MQZ22 / FNMA POOL 970372 FN 02/38 FIXED 7 | 0.01 | 0.00 | 0.0007 | 0.0001 | ||
| RFR USD SOFR/3.43091 09/03/24-7Y* LCH / DIR (EZPDSL9DRNN3) | 0.01 | -84.37 | 0.0007 | -0.0032 | ||
| US31374GW524 / Fannie Mae Pool | 0.01 | 0.00 | 0.0007 | 0.0000 | ||
| US36225CEF95 / GNMA II POOL 080133 G2 11/27 FLOATING VAR | 0.01 | -16.67 | 0.0007 | -0.0000 | ||
| US3133TDV944 / FREDDIE MAC FHR 2059 C | 0.00 | 0.00 | 0.0006 | 0.0000 | ||
| US31393MH614 / FREDDIE MAC REMICS SER 2585 CL FD V/R 2.52750000 | 0.00 | 0.00 | 0.0006 | 0.0000 | ||
| US12465MAA27 / C-BASS 2006-CB9 TRUST | 0.00 | 0.00 | 0.0006 | 0.0001 | ||
| US31392PU943 / FHLMC, REMIC, Series 2477, Class FZ | 0.00 | 0.00 | 0.0005 | 0.0000 | ||
| RFR USD SOFR/3.60500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.00 | -40.00 | 0.0005 | -0.0002 | ||
| RFR USD SOFR/3.64300 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.00 | -40.00 | 0.0005 | -0.0002 | ||
| US31359PXL56 / FANNIE MAE FNR 1997 38 PH | 0.00 | -50.00 | 0.0004 | -0.0004 | ||
| US929227QB55 / WaMu Mortgage Pass-Through Certificates Series 2002-AR6 Trust | 0.00 | 0.00 | 0.0004 | 0.0000 | ||
| US36290TAZ21 / GNMA II POOL 616624 G2 09/34 FIXED 6.5 | 0.00 | 0.00 | 0.0004 | 0.0000 | ||
| US36225CE280 / GNMA II | 0.00 | 0.00 | 0.0004 | -0.0000 | ||
| US31392RDQ11 / FREDDIE MAC FHR 2469 FV | 0.00 | 0.00 | 0.0004 | 0.0000 | ||
| US31348SW424 / FED HM LN PC POOL 786067 FH 01/28 FLOATING VAR | 0.00 | 0.00 | 0.0004 | 0.0000 | ||
| US31408GUG09 / FNMA POOL 851183 FN 04/36 FIXED 6.5 | 0.00 | 0.00 | 0.0004 | 0.0000 | ||
| US31410YQJ63 / FNMA POOL 901457 FN 10/36 FIXED 6.5 | 0.00 | 0.00 | 0.0004 | 0.0000 | ||
| US07384MTK89 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 3A1 | 0.00 | 0.00 | 0.0003 | 0.0000 | ||
| RFR USD SOFR/3.60000 01/17/24-10Y LCH / DIR (EZ3PH80XK7T0) | 0.00 | -60.00 | 0.0003 | -0.0004 | ||
| US31389FJ604 / FNMA POOL 624085 FN 01/32 FIXED 6.5 | 0.00 | 0.00 | 0.0003 | 0.0000 | ||
| RFR USD SOFR/3.71500 08/07/24-10Y LCH / DIR (EZ2H268MSWS8) | 0.00 | -71.43 | 0.0003 | -0.0006 | ||
| US36202K6D25 / Ginnie Mae II Pool | 0.00 | 0.00 | 0.0003 | -0.0000 | ||
| US31348SWZ37 / Freddie Mac Non Gold Pool | 0.00 | 0.00 | 0.0003 | 0.0000 | ||
| RFR USD SOFR/3.61000 12/12/22-10Y LCH / DIR (EZ9QNGWF95R1) | 0.00 | -95.65 | 0.0003 | -0.0025 | ||
| US36225CBY12 / GNMA II POOL 080054 G2 03/27 FLOATING VAR | 0.00 | -50.00 | 0.0002 | -0.0000 | ||
| US81743WAA99 / Sequoia Mortgage Trust 5 | 0.00 | 0.00 | 0.0002 | 0.0000 | ||
| US31410CVF66 / FNMA POOL 885414 FN 06/36 FIXED 6.5 | 0.00 | 0.00 | 0.0002 | 0.0000 | ||
| US31359QCR39 / FANNIE MAE FNR 1997 55 Z | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US31409TS586 / Fannie Mae Pool | 0.00 | 0.00 | 0.0002 | 0.0000 | ||
| US31383KUW51 / FNMA POOL 505597 FN 04/28 FLOATING VAR | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US31392CRD82 / FANNIE MAE FNR 2002 21 FD | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31297UVE71 / FED HM LN PC POOL A38713 FG 01/35 FIXED 6.5 | 0.00 | 0.0001 | 0.0000 | |||
| US86358HNX34 / Structured Asset Mortgage Investments Trust 2002-AR3 | 0.00 | 0.0001 | 0.0000 | |||
| US36225CBV72 / GNMA II POOL 080051 G2 03/27 FLOATING VAR | 0.00 | 0.0001 | -0.0000 | |||
| US36225CA890 / GNMA II POOL 080030 G2 01/27 FLOATING VAR | 0.00 | 0.0001 | -0.0000 | |||
| US3133TKM237 / FREDDIE MAC FHR 2143 FG | 0.00 | 0.0001 | -0.0000 | |||
| US31358SSV42 / Fannie Mae REMICS | 0.00 | 0.0001 | 0.0000 | |||
| US36225CD522 / GNMA II POOL 080123 G2 10/27 FLOATING VAR | 0.00 | 0.0001 | -0.0000 | |||
| US36225CAA45 / GNMA II POOL 080000 G2 10/26 FLOATING VAR | 0.00 | 0.0001 | -0.0000 | |||
| US36290S6G12 / GNMA II 6.50% 8/34 #616571 | 0.00 | 0.0001 | 0.0000 | |||
| US31413FHC95 / FNMA POOL 944027 FN 08/37 FIXED 6.5 | 0.00 | 0.0001 | 0.0000 | |||
| US36202KZ659 / GNMA II POOL 008865 G2 05/26 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | |||
| US36202K3B95 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | |||
| US31386EBE77 / FNMA POOL 560837 FN 10/30 FIXED 9 | 0.00 | 0.0000 | 0.0000 | |||
| US22541NX200 / CS FIRST BOSTON MORTGAGE SECURITIES CORP. | 0.00 | 0.0000 | 0.0000 | |||
| US36202K5U58 / GNMA II POOL 008959 G2 08/26 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | |||
| US36225CB542 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | |||
| US36202KZP38 / GNMA II POOL 008850 G2 04/26 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | |||
| US36202KXJ95 / GNMA II POOL 008781 G2 01/26 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | |||
| US36202K6Z37 / GNMA II POOL 008988 G2 10/26 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | |||
| US36202K6G55 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | |||
| US36202KY330 / GNMA II POOL 008830 G2 03/26 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | |||
| US36202KUY99 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | |||
| US073914WC36 / BEAR STEARNS MORTGAGE SECURITI BSMSI 1997 6 3A | 0.00 | 0.0000 | -0.0000 | |||
| US36228FNB84 / GSR MORTGAGE LOAN TRUST | 0.00 | 0.0000 | 0.0000 | |||
| US31386H4B47 / FNMA POOL 564318 FN 11/30 FIXED 9 | 0.00 | 0.0000 | 0.0000 | |||
| US36202KWF82 / GNMA II | 0.00 | 0.0000 | -0.0000 | |||
| US36202KVP73 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | |||
| US36202K7A76 / GOVT NATL MORTG ASSN 3.125% 10/20/2026 GN CMT+150 | 0.00 | 0.0000 | -0.0000 | |||
| US36202KUH66 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | |||
| 317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (EZJQZP36X547) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9EGA4 PIMCO SWAPTION 4.135 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070 / DIR (EZ78N9X8M3Y4) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (EZY1VWC6W1B5) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9JKA8 PIMCO SWAPTION 4.14 PUT USD 20250709 / DIR (EZYG54DQ9CL7) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709 / DIR (EZYG54DQ9CL7) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9N3A8 PIMCO SWAPTION 3.905 PUT USD 2025072 / DIR (EZBGX0TQ91B3) | -0.00 | -0.0001 | -0.0001 | |||
| 317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071 / DIR (EZBYVN1N6JS0) | -0.00 | -0.0001 | -0.0001 | |||
| 317U9O2A7 PIMCO SWAPTION 3.895 PUT USD 2025072 / DIR (EZHZLXVZP143) | -0.00 | -0.0001 | -0.0001 | |||
| US 10YR FUT OPTN AUG25P 110.2 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| 317U9EHA3 PIMCO SWAPTION 3.735 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -0.00 | -0.0002 | -0.0002 | |||
| 317U9N4A7 PIMCO SWAPTION 3.555 CALL USD 202507 / DIR (EZMYNDCY8F38) | -0.00 | -0.0002 | -0.0002 | |||
| 317U9O3A6 PIMCO SWAPTION 3.545 CALL USD 202507 / DIR (EZ24N26H1YR9) | -0.00 | -0.0002 | -0.0002 | |||
| 317U9MJA3 PIMCO SWAPTION 4.05 PUT USD 20250721 / DIR (EZPXSH8F93Y9) | -0.00 | -0.0002 | -0.0002 | |||
| 317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -0.00 | -0.0003 | -0.0003 | |||
| RFR USD SOFR/4.00000 02/26/25-10Y LCH / DIR (EZ02007F7Y72) | -0.00 | 100.00 | -0.0003 | -0.0001 | ||
| US 10YR FUT OPTN AUG25C 112.7 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| 317U9O6A3 PIMCO SWAPTION 3.875 PUT USD 2025072 / DIR (EZHZLXVZP143) | -0.00 | -0.0006 | -0.0006 | |||
| 317U9MPA6 PIMCO SWAPTION 3.933 PUT USD 2025072 / DIR (EZTRLD6PX319) | -0.00 | -0.0006 | -0.0006 | |||
| RFR USD SOFR/3.84200 12/26/23-10Y LCH / DIR (EZXF72WB6QT0) | -0.01 | 150.00 | -0.0008 | -0.0005 | ||
| 317U9O7A2 PIMCO SWAPTION 3.525 CALL USD 202507 / DIR (EZ24N26H1YR9) | -0.01 | -0.0008 | -0.0008 | |||
| 317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (EZJFGPMJB918) | -0.01 | -0.0010 | -0.0010 | |||
| 317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (EZL4V0T519J1) | -0.01 | -0.0011 | -0.0011 | |||
| RFR USD SOFR/3.90750 03/04/25-10Y LCH / DIR (EZP5RC766JJ0) | -0.01 | 60.00 | -0.0012 | -0.0005 | ||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | -0.01 | -0.0014 | -0.0014 | |||
| RFR USD SOFR/3.87400 03/05/25-10Y LCH / DIR (EZMZ9H14KX59) | -0.01 | 57.14 | -0.0016 | -0.0008 | ||
| 317U9MQA5 PIMCO SWAPTION 3.583 CALL USD 202507 / DIR (EZCLF3R2NG23) | -0.01 | -0.0019 | -0.0019 | |||
| 317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (EZ78XR7L6YX2) | -0.02 | -0.0021 | -0.0021 | |||
| RFR USD SOFR/3.63761 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) | -0.02 | -105.70 | -0.0023 | -0.0384 | ||
| RFR USD SOFR/3.85400 12/29/23-10Y LCH / DIR (EZ691JFCS359) | -0.02 | 125.00 | -0.0025 | -0.0014 | ||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) | -0.02 | 58.33 | -0.0026 | -0.0011 | ||
| RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (EZ6496BPGLD0) | -0.02 | 58.33 | -0.0026 | -0.0012 | ||
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) | -0.02 | -108.05 | -0.0033 | -0.0394 | ||
| 317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (EZSG2674R1G7) | -0.03 | -0.0038 | -0.0038 | |||
| 317U9MKA1 PIMCO SWAPTION 3.7 CALL USD 20250721 / DIR (EZQRZMCG5093) | -0.03 | -0.0042 | -0.0042 | |||
| RFR USD SOFR/3.84200 03/04/25-5Y LCH / DIR (EZSYJ06JDLK1) | -0.03 | 106.67 | -0.0043 | -0.0024 | ||
| RFR USD SOFR/3.65543 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) | -0.04 | -112.42 | -0.0051 | -0.0412 | ||
| 317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070 / DIR (EZT76LRY6S63) | -0.04 | -0.0056 | -0.0056 | |||
| 317U9JLA7 PIMCO SWAPTION 3.79 CALL USD 2025070 / DIR (EZT76LRY6S63) | -0.05 | -0.0072 | -0.0072 | |||
| US01F0226831 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA AUG | -0.08 | 1.23 | -0.0112 | -0.0029 | ||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | -0.13 | -0.0171 | -0.0171 | |||
| RFR USD SOFR/3.75000 12/18/24-5Y LCH / DIR (EZ2V74HC3Q62) | -0.15 | 329.41 | -0.0198 | -0.0156 | ||
| RFR USD SOFR/3.66213 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) | -0.19 | -163.76 | -0.0258 | -0.0619 | ||
| RFR USD SOFR/3.69116 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) | -0.21 | -171.81 | -0.0290 | -0.0651 | ||
| RFR USD SOFR/3.69387 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) | -0.22 | -172.48 | -0.0293 | -0.0654 | ||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | -0.26 | -0.0347 | -0.0347 | |||
| RFR USD SOFR/4.10000 09/02/25-27Y* CME / DIR (000000000) | -0.26 | -0.0349 | -0.0349 | |||
| RFR USD SOFR/3.80000 06/03/24-7Y* LCH / DIR (EZRYBJZD4558) | -0.35 | 4.48 | -0.0474 | -0.0068 | ||
| RFR USD SOFR/3.67875 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) | -0.38 | -228.86 | -0.0519 | -0.0880 | ||
| RFRF USD SOFR/2.39500 10/25/23-5Y CME / DIR (EZGJVXVG8Q10) | -0.67 | -63.98 | -0.0911 | 0.1350 | ||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | -1.93 | -0.2603 | -0.2603 | |||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | -3.46 | -0.4670 | -0.4670 | |||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | -4.03 | -0.5439 | -0.5439 | |||
| REVERSE REPO WOOD GUNDY REVERSE REPO / RA (000000000) | -10.43 | -1.4090 | -1.4090 | |||
| REVERSE REPO BANK OF AMERICA REVERSE REPO / RA (000000000) | -21.87 | -2.9552 | -2.9552 | |||
| REVERSE REPO DEUTSCHE REVERSE REPO / RA (000000000) | -23.60 | -3.1887 | -3.1887 | |||
| REVERSE REPO THE BANK OF NOVA REVERSE REPO / RA (000000000) | -41.56 | -5.6151 | -5.6151 | |||
| REPU STATE STREET GLOBAL MARKE USD REPU SSB T / RA (000000000) | -61.35 | -8.2884 | -8.2884 | |||
| REVERSE REPO NATEXIS BANQUE REVERSE REPO / RA (000000000) | -71.65 | -9.6797 | -9.6797 |
