Mga Batayang Estadistika
| Nilai Portofolio | $ 666,561,301 |
| Posisi Saat Ini | 240 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
VPVLTDV - PIMCO Long-Term U.S. Government Portfolio Administrative telah mengungkapkan total kepemilikan 240 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 666,561,301 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama VPVLTDV - PIMCO Long-Term U.S. Government Portfolio Administrative adalah 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) . Posisi baru VPVLTDV - PIMCO Long-Term U.S. Government Portfolio Administrative meliputi: 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) .
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 |
|---|---|---|---|---|
| 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 |
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 |
|---|---|---|---|---|
| -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 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-08-29 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. 
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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 (%) |
|
|---|---|---|---|---|---|---|
| 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 | ||
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| 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 | ||
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| 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 | ||
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| 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 | ||
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| 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 | |||
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| 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 | |||
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| 317U9M4A9 PIMCO SWAPTION 3.637 CALL USD 202507 / DIR (EZ7SJVNDKPC9) | -0.00 | -0.0007 | -0.0007 | |||
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| 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 | |||
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| 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 |
