+108
New
108
Positions
| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | United States Treasury Note/Bond | T | Aug 2023 | 34,150,000 | $34.1M | 17.90% | DBT |
| 2 | United States Treasury Note/Bond | T | Aug 2023 | 32,000,000 | $31.8M | 16.70% | DBT |
| 3 | United States Treasury Note/Bond | T | Aug 2023 | 19,150,000 | $18.9M | 9.93% | DBT |
| 4 | United States Treasury Note/Bond | T | Aug 2023 | 16,550,000 | $16.5M | 8.66% | DBT |
| 5 | United States Treasury Note/Bond | T | Aug 2023 | 16,500,000 | $16.5M | 8.64% | DBT |
| 6 | United States Treasury Note/Bond | T | Aug 2023 | 10,405,000 | $8.3M | 4.35% | DBT |
| 7 | United States Treasury Note/Bond | T | Aug 2023 | 5,844,000 | $5.3M | 2.77% | DBT |
| 8 | United States Treasury Note/Bond | T | Aug 2023 | 3,339,000 | $3.3M | 1.72% | DBT |
| 9 | Federal Home Loan Banks | FHLB | Aug 2023 | 2,500,000 | $2.5M | 1.30% | DBT |
| 10 | Fannie Mae Pool | FN | Aug 2023 | 2,432,601 | $2.0M | 1.07% | ABS-MBS |
| 11 | Fannie Mae Pool | FN | Aug 2023 | 2,260,673 | $2.0M | 1.07% | ABS-MBS |
| 12 | Fannie Mae Pool | FN | Aug 2023 | 2,072,057 | $1.9M | 1.02% | ABS-MBS |
| 13 | Fannie Mae Pool | FN | Aug 2023 | 2,256,145 | $1.9M | 1.00% | ABS-MBS |
| 14 | Fannie Mae Pool | FN | Aug 2023 | 1,860,933 | $1.7M | 0.90% | ABS-MBS |
| 15 | United States Treasury Note/Bond | T | Aug 2023 | 1,900,000 | $1.6M | 0.85% | DBT |
| 16 | JH COLLATERAL | N/A | Aug 2023 | 158,206 | $1.6M | 0.83% | STIV |
| 17 | Federal Home Loan Mortgage Corporation | FHLMC | Aug 2023 | 1,500,000 | $1.5M | 0.79% | DBT |
| 18 | Fannie Mae Pool | FN | Aug 2023 | 1,481,804 | $1.5M | 0.77% | ABS-MBS |
| 19 | Fannie Mae Pool | FN | Aug 2023 | 1,530,056 | $1.4M | 0.73% | ABS-MBS |
| 20 | FREDDIE MAC GOLD POOL FG 12/44 FIXED 3.5 | FG | Aug 2023 | 1,471,167 | $1.3M | 0.71% | ABS-MBS |
| 21 | Fannie Mae Pool | FN | Aug 2023 | 1,355,852 | $1.3M | 0.67% | ABS-MBS |
| 22 | Fannie Mae Pool | FN | Aug 2023 | 1,329,207 | $1.3M | 0.66% | ABS-MBS |
| 23 | FREDDIE MAC POOL FR 09/52 FIXED 5.5 | FR | Aug 2023 | 1,127,742 | $1.1M | 0.59% | ABS-MBS |
| 24 | United States Treasury Note/Bond | T | Aug 2023 | 1,050,000 | $1.0M | 0.54% | DBT |
| 25 | Fannie Mae Pool | FN | Aug 2023 | 1,065,009 | $1.0M | 0.54% | ABS-MBS |
| 26 | Fannie Mae Pool | FN | Aug 2023 | 1,136,829 | $993K | 0.52% | ABS-MBS |
| 27 | FREDDIE MAC POOL FR 01/38 FIXED 4.5 | FR | Aug 2023 | 1,010,162 | $984K | 0.52% | ABS-MBS |
| 28 | Fannie Mae Pool | FN | Aug 2023 | 986,844 | $959K | 0.50% | ABS-MBS |
| 29 | Fannie Mae Pool | FN | Aug 2023 | 1,088,411 | $881K | 0.46% | ABS-MBS |
| 30 | Fannie Mae Pool | FN | Aug 2023 | 941,915 | $864K | 0.45% | ABS-MBS |
| 31 | SEASONED CREDIT RISK TRANSFER SCRT 2018 3 MA | SCRT | Aug 2023 | 893,413 | $835K | 0.44% | ABS-MBS |
| 32 | Fannie Mae Pool | FN | Aug 2023 | 954,746 | $834K | 0.44% | ABS-MBS |
| 33 | Fannie Mae Pool | FN | Aug 2023 | 839,044 | $794K | 0.42% | ABS-MBS |
| 34 | Fannie Mae Pool | FN | Aug 2023 | 939,340 | $790K | 0.41% | ABS-MBS |
| 35 | Fannie Mae Pool | FN | Aug 2023 | 784,022 | $764K | 0.40% | ABS-MBS |
| 36 | Fannie Mae Pool | FN | Aug 2023 | 874,700 | $738K | 0.39% | ABS-MBS |
| 37 | Fannie Mae Pool | FN | Aug 2023 | 736,981 | $699K | 0.37% | ABS-MBS |
| 38 | FREDDIE MAC POOL FR 06/53 FIXED 5.5 | FR | Aug 2023 | 692,105 | $687K | 0.36% | ABS-MBS |
| 39 | Fannie Mae Pool | FN | Aug 2023 | 685,628 | $682K | 0.36% | ABS-MBS |
| 40 | FREDDIE MAC POOL FR 10/52 FIXED 5 | FR | Aug 2023 | 664,943 | $648K | 0.34% | ABS-MBS |
| 41 | SEASONED CREDIT RISK TRANSFER SCRT 2019 1 MA | SCRT | Aug 2023 | 688,598 | $641K | 0.34% | ABS-MBS |
| 42 | Fannie Mae Pool | FN | Aug 2023 | 654,853 | $639K | 0.34% | ABS-MBS |
| 43 | Fannie Mae Pool | FN | Aug 2023 | 651,204 | $635K | 0.33% | ABS-MBS |
| 44 | Fannie Mae Pool | FN | Aug 2023 | 610,114 | $578K | 0.30% | ABS-MBS |
| 45 | Fannie Mae Pool | FN | Aug 2023 | 639,475 | $577K | 0.30% | ABS-MBS |
| 46 | FANNIE MAE REMICS FNR 2014 44 DA | FNR | Aug 2023 | 598,456 | $558K | 0.29% | ABS-MBS |
| 47 | FREDDIE MAC GOLD POOL FG 11/43 FIXED 4 | FG | Aug 2023 | 585,598 | $555K | 0.29% | ABS-MBS |
| 48 | Fannie Mae Pool | FN | Aug 2023 | 569,157 | $540K | 0.28% | ABS-MBS |
| 49 | Fannie Mae Pool | FN | Aug 2023 | 562,083 | $532K | 0.28% | ABS-MBS |
| 50 | Fannie Mae Pool | FN | Aug 2023 | 525,724 | $511K | 0.27% | ABS-MBS |
| 51 | Fannie Mae Pool | FN | Aug 2023 | 510,006 | $496K | 0.26% | ABS-MBS |
| 52 | Fannie Mae Pool | FN | Aug 2023 | 509,318 | $491K | 0.26% | ABS-MBS |
| 53 | Fannie Mae Pool | FN | Aug 2023 | 533,068 | $484K | 0.25% | ABS-MBS |
| 54 | FREDDIE MAC REMICS FHR 4083 PB | FHR | Aug 2023 | 496,282 | $478K | 0.25% | ABS-MBS |
| 55 | Fannie Mae Pool | FN | Aug 2023 | 501,904 | $476K | 0.25% | ABS-MBS |
| 56 | FREDDIE MAC GOLD POOL FG 04/43 FIXED 3 | FG | Aug 2023 | 532,703 | $476K | 0.25% | ABS-MBS |
| 57 | FREDDIE MAC MULTIFAMILY STRUCT FHMS K054 X1 | FHMS | Aug 2023 | 20,412,111 | $451K | 0.24% | ABS-MBS |
| 58 | FREDDIE MAC MULTIFAMILY STRUCT FHMS K053 X1 | FHMS | Aug 2023 | 26,479,413 | $436K | 0.23% | ABS-MBS |
| 59 | CITIGROUP MORTGAGE LOAN TRUST INC. | CMLTI | Aug 2023 | 445,520 | $423K | 0.22% | ABS-MBS |
| 60 | Fannie Mae Pool | FN | Aug 2023 | 501,605 | $423K | 0.22% | ABS-MBS |
| 61 | FREDDIE MAC GOLD POOL FG 12/46 FIXED 4 | FG | Aug 2023 | 426,200 | $402K | 0.21% | ABS-MBS |
| 62 | FREDDIE MAC GOLD POOL FG 06/47 FIXED 4 | FG | Aug 2023 | 422,674 | $399K | 0.21% | ABS-MBS |
| 63 | FREDDIE MAC GOLD POOL FG 02/47 FIXED 3.5 | FG | Aug 2023 | 429,633 | $393K | 0.21% | ABS-MBS |
| 64 | FREDDIE MAC POOL FR 06/49 FIXED 3.5 | FR | Aug 2023 | 428,618 | $388K | 0.20% | ABS-MBS |
| 65 | Pennsylvania Higher Education Assistance Agency | PHEAA | Aug 2023 | 382,934 | $381K | 0.20% | DBT |
| 66 | Fannie Mae Pool | FN | Aug 2023 | 405,004 | $372K | 0.20% | ABS-MBS |
| 67 | Fannie Mae Pool | FN | Aug 2023 | 374,916 | $359K | 0.19% | ABS-MBS |
| 68 | FREDDIE MAC MULTIFAMILY STRUCT FHMS K050 X1 | FHMS | Aug 2023 | 68,237,662 | $330K | 0.17% | ABS-MBS |
| 69 | FANNIE MAE REMICS FNR 2014 49 CA | FNR | Aug 2023 | 349,889 | $327K | 0.17% | ABS-MBS |
| 70 | FREDDIE MAC GOLD POOL FG 01/41 FIXED 4 | FG | Aug 2023 | 341,215 | $324K | 0.17% | ABS-MBS |
| 71 | Fannie Mae Pool | FN | Aug 2023 | 311,923 | $296K | 0.16% | ABS-MBS |
| 72 | FREDDIE MAC GOLD POOL FG 01/41 FIXED 4 | FG | Aug 2023 | 285,697 | $271K | 0.14% | ABS-MBS |
| 73 | Fannie Mae Pool | FN | Aug 2023 | 255,921 | $254K | 0.13% | ABS-MBS |
| 74 | FREDDIE MAC GOLD POOL FG 12/40 FIXED 4 | FG | Aug 2023 | 265,471 | $252K | 0.13% | ABS-MBS |
| 75 | Fannie Mae Pool | FN | Aug 2023 | 251,855 | $245K | 0.13% | ABS-MBS |
| 76 | FREDDIE MAC POOL FR 03/52 FIXED 3.5 | FR | Aug 2023 | 251,484 | $226K | 0.12% | ABS-MBS |
| 77 | Government National Mortgage Association | GNR | Aug 2023 | 3,270,620 | $185K | 0.10% | ABS-MBS |
| 78 | Government National Mortgage Association | GNR | Aug 2023 | 2,779,952 | $172K | 0.09% | ABS-MBS |
| 79 | Fannie Mae Pool | FN | Aug 2023 | 174,556 | $170K | 0.09% | ABS-MBS |
| 80 | TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 3 A1 144A | TPMT | Aug 2023 | 163,989 | $160K | 0.08% | ABS-MBS |
| 81 | Government National Mortgage Association | GNR | Aug 2023 | 164,936 | $157K | 0.08% | ABS-MBS |
| 82 | FREDDIE MAC POOL FR 12/37 FIXED 4.5 | FR | Aug 2023 | 150,505 | $147K | 0.08% | ABS-MBS |
| 83 | Government National Mortgage Association | GNR | Aug 2023 | 2,413,259 | $143K | 0.07% | ABS-MBS |
| 84 | Government National Mortgage Association | GNR | Aug 2023 | 4,012,917 | $141K | 0.07% | ABS-MBS |
| 85 | Government National Mortgage Association | GNR | Aug 2023 | 2,264,612 | $125K | 0.07% | ABS-MBS |
| 86 | Government National Mortgage Association | GNR | Aug 2023 | 2,405,815 | $124K | 0.06% | ABS-MBS |
| 87 | TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 5 A1 144A | TPMT | Aug 2023 | 109,415 | $110K | 0.06% | ABS-MBS |
| 88 | Government National Mortgage Association | GNR | Aug 2023 | 4,487,073 | $93K | 0.05% | ABS-MBS |
| 89 | Government National Mortgage Association | GNR | Aug 2023 | 1,255,165 | $60K | 0.03% | ABS-MBS |
| 90 | Government National Mortgage Association | GNR | Aug 2023 | 754,927 | $46K | 0.02% | ABS-MBS |
| 91 | Government National Mortgage Association | GNR | Aug 2023 | 1,031,468 | $36K | 0.02% | ABS-MBS |
| 92 | Government National Mortgage Association | GNR | Aug 2023 | 1,170,569 | $34K | 0.02% | ABS-MBS |
| 93 | Government National Mortgage Association | GNR | Aug 2023 | 1,366,432 | $33K | 0.02% | ABS-MBS |
| 94 | Government National Mortgage Association | GNR | Aug 2023 | 766,933 | $31K | 0.02% | ABS-MBS |
| 95 | Government National Mortgage Association | GNR | Aug 2023 | 1,019,447 | $30K | 0.02% | ABS-MBS |
| 96 | FREDDIE MAC REMICS FHR 4459 CA | FHR | Aug 2023 | 27,553 | $27K | 0.01% | ABS-MBS |
| 97 | Government National Mortgage Association | GNR | Aug 2023 | 1,203,233 | $25K | 0.01% | ABS-MBS |
| 98 | Government National Mortgage Association | GNR | Aug 2023 | 668,055 | $25K | 0.01% | ABS-MBS |
| 99 | Government National Mortgage Association | GNR | Aug 2023 | 763,826 | $23K | 0.01% | ABS-MBS |
| 100 | Government National Mortgage Association | GNR | Aug 2023 | 753,030 | $22K | 0.01% | ABS-MBS |
| 101 | FREDDIE MAC MULTIFAMILY STRUCT FHMS K038 X1 | FHMS | Aug 2023 | 6,078,893 | $21K | 0.01% | ABS-MBS |
| 102 | Government National Mortgage Association | GNR | Aug 2023 | 594,290 | $19K | 0.01% | ABS-MBS |
| 103 | FREDDIE MAC MULTIFAMILY STRUCT FHMS K048 X1 | FHMS | Aug 2023 | 4,710,441 | $15K | 0.01% | ABS-MBS |
| 104 | Government National Mortgage Association | GNR | Aug 2023 | 804,991 | $13K | 0.01% | ABS-MBS |
| 105 | Government National Mortgage Association | GNR | Aug 2023 | 595,794 | $9K | 0.00% | ABS-MBS |
| 106 | TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 1 A1 144A | TPMT | Aug 2023 | 6,229 | $6K | 0.00% | ABS-MBS |
| 107 | US 5YR NOTE CBT 1223 | FVZ3 | Aug 2023 | 18 | $4K | 0.00% | DIR |
| 108 | US 2YR NOTE CBT 1223 | TUZ3 | Aug 2023 | 28 | $1K | 0.00% | DIR |