Basic Stats
| Portfolio Value | $ 111,819,223 |
| Current Positions | 222 |
Latest Holdings, Performance, AUM (from 13F, 13D)
CMMRX - Calvert Mortgage Access Fund Class R6 has disclosed 222 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 111,819,223 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). CMMRX - Calvert Mortgage Access Fund Class R6’s top holdings are Ginnie Mae (US:US21H0526788) , Ginnie Mae (US:US21H0606713) , Uniform Mortgage-Backed Security, TBA (US:US01F0606750) , Uniform Mortgage-Backed Security, TBA (US:US01F0526727) , and Fannie Mae or Freddie Mac (US:US01F0306948) . CMMRX - Calvert Mortgage Access Fund Class R6’s new positions include Ginnie Mae (US:US21H0526788) , Ginnie Mae (US:US21H0606713) , Uniform Mortgage-Backed Security, TBA (US:US01F0606750) , Uniform Mortgage-Backed Security, TBA (US:US01F0526727) , and Fannie Mae or Freddie Mac (US:US01F0306948) .
Top Increases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 5.08 | 5.5103 | 5.5103 | ||
| 5.00 | 5.4207 | 5.4207 | ||
| 2.79 | 3.0303 | 3.0303 | ||
| 1.05 | 1.1439 | 1.1439 | ||
| 1.04 | 1.1254 | 1.1254 | ||
| 1.02 | 1.1090 | 1.1090 | ||
| 1.02 | 1.1088 | 1.1088 | ||
| 1.02 | 1.1010 | 1.1010 | ||
| 1.01 | 1.0971 | 1.0971 | ||
| 1.01 | 1.0954 | 1.0954 |
Top Decreases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 5.38 | 5.8287 | -7.2129 | ||
| 5.61 | 6.0796 | -6.1079 | ||
| -2.94 | -3.1923 | -3.1923 | ||
| -1.98 | -2.1510 | -2.1510 | ||
| -1.96 | -2.1276 | -2.1276 | ||
| -1.46 | -1.5886 | -1.5886 | ||
| -1.43 | -1.5531 | -1.5531 | ||
| -1.20 | -1.3020 | -1.3020 | ||
| -1.19 | -1.2882 | -1.2882 | ||
| -1.01 | -1.0988 | -1.0988 |
13F and Fund Filings
This form was filed on 2025-08-27 for the reporting period 2025-06-30. Click the link icon to see the full transaction history.
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2022-07-28: Important Note - We have changed the treatment of the Δ Portfolio % column in this table. Previously, we were reporting it as the percent change in the portfolio allocation. We are now reporting it as the raw change in the portfolio allocation (still reported as a percent). In formula terms, we were previously reporting it as 100 * (current allocation - prior allocation ) / prior allocation. We are now reporting it as (current allocation - prior allocation).
| Security | Type | Avg Share Price | Shares (MM) |
ΔShares (%) |
ΔShares (%) |
Value ($MM) |
Portfolio (%) |
ΔPortfolio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US21H0526788 / Ginnie Mae | 5.61 | -19.29 | 6.0796 | -6.1079 | |||||
| US21H0606713 / Ginnie Mae | 5.38 | -27.68 | 5.8287 | -7.2129 | |||||
| US01F0606750 / Uniform Mortgage-Backed Security, TBA | 5.08 | 5.5103 | 5.5103 | ||||||
| US01F0526727 / Uniform Mortgage-Backed Security, TBA | 5.00 | 5.4207 | 5.4207 | ||||||
| US01F0306948 / Fannie Mae or Freddie Mac | 2.79 | 3.0303 | 3.0303 | ||||||
| US35564KCP21 / STACR 2021-HQA1 B2 | 2.60 | 3.67 | 2.8178 | -0.3382 | |||||
| NOMURA CORPORATE FDG AMERS LLC / DBT (US65538RAJ32) | 2.53 | 0.52 | 2.7438 | -0.4259 | |||||
| US38384B4A64 / Government National Mortgage Association | 2.07 | -0.19 | 2.2450 | -0.3667 | |||||
| Government National Mortgage Association / ABS-MBS (US38384MG683) | 2.07 | 0.58 | 2.2422 | -0.3467 | |||||
| Government National Mortgage Association / ABS-MBS (US38384WJ710) | 2.06 | 0.44 | 2.2355 | -0.3488 | |||||
| Champs Trust 2025-1 / ABS-MBS (US158926AA39) | 1.99 | -3.59 | 2.1581 | -0.4419 | |||||
| CHAMPS TRUST 2024-3 / ABS-MBS (US15878CAA80) | 1.83 | -7.15 | 1.9847 | -0.4973 | |||||
| Government National Mortgage Association / ABS-MBS (US38384XWU35) | 1.59 | -0.19 | 1.7250 | -0.2810 | |||||
| PRPM 2023-NQM2 Trust / ABS-MBS (US74390KAD00) | 1.58 | 1.02 | 1.7162 | -0.2567 | |||||
| Champs Trust 2024-2 / ABS-MBS (US15878BAA08) | 1.58 | -11.94 | 1.7131 | -0.5449 | |||||
| US38384D3W57 / Government National Mortgage Association | 1.55 | -0.39 | 1.6800 | -0.2787 | |||||
| US38384GBJ85 / Government National Mortgage Association | 1.55 | -0.51 | 1.6784 | -0.2804 | |||||
| US35564KGS24 / FHLMC Structured Agency Credit Risk Debt Notes, Series 2021-HQA2, Class B2 | 1.53 | 2.13 | 1.6609 | -0.2269 | |||||
| Government National Mortgage Association / ABS-MBS (US38385EJ210) | 1.53 | -0.13 | 1.6598 | -0.2703 | |||||
| Champs Trust 2024-1 / ABS-MBS (US15878AAA25) | 1.42 | -14.25 | 1.5406 | -0.5452 | |||||
| US61747C7074 / Morgan Stanley Institutional Liquidity Funds Government Portfolio, Institutional Class | 1.42 | 211.61 | 1.42 | 211.67 | 1.5353 | 0.9632 | |||
| US3617FYPC50 / Ginnie Mae II Pool | 1.34 | -0.59 | 1.4515 | -0.2440 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1.24 | 0.41 | 1.3420 | -0.2099 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1.23 | -2.07 | 1.3320 | -0.2479 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.22 | -0.57 | 1.3253 | -0.2235 | |||||
| US30768WAC29 / Farmer Mac Agricultural Real Estate Trust, Series 2021-1, Class B | 1.17 | -2.09 | 1.2728 | -0.2364 | |||||
| FARM 2025-1 Mortgage Trust / ABS-MBS (US30768CAE21) | 1.05 | 1.1439 | 1.1439 | ||||||
| Government National Mortgage Association / ABS-MBS (US38384D7E14) | 1.05 | -0.28 | 1.1410 | -0.1874 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1.05 | -2.05 | 1.1402 | -0.2110 | |||||
| NRM FNT1 Excess LLC / ABS-O (US62956YAA73) | 1.05 | -5.25 | 1.1343 | -0.2564 | |||||
| Ginnie Mae II Pool / ABS-MBS (US3618GRZZ58) | 1.05 | -0.38 | 1.1339 | -0.1873 | |||||
| Government National Mortgage Association / ABS-MBS (US38381NAG34) | 1.04 | 1.1254 | 1.1254 | ||||||
| US38384BS699 / Government National Mortgage Association | 1.04 | -0.67 | 1.1224 | -0.1909 | |||||
| Government National Mortgage Association / ABS-MBS (US38384KQ959) | 1.03 | 0.58 | 1.1221 | -0.1735 | |||||
| Government National Mortgage Association / ABS-MBS (US38384D7J01) | 1.03 | -0.48 | 1.1186 | -0.1864 | |||||
| Government National Mortgage Association / ABS-MBS (US38385F3W91) | 1.02 | 1.1090 | 1.1090 | ||||||
| Mello Warehouse Securitization Trust 2025-1 / ABS-MBS (US58550CAF23) | 1.02 | 1.1088 | 1.1088 | ||||||
| PRPM 2025-NQM2 Trust / ABS-MBS (US693983AE80) | 1.02 | 1.1010 | 1.1010 | ||||||
| Government National Mortgage Association / ABS-MBS (US38385GYJ20) | 1.01 | 1.0971 | 1.0971 | ||||||
| Government National Mortgage Association / ABS-MBS (US38385GQB85) | 1.01 | 1.0954 | 1.0954 | ||||||
| Ginnie Mae II Pool / ABS-MBS (US3618J8GT96) | 1.01 | -0.40 | 1.0918 | -0.1800 | |||||
| US3617FXLR82 / Ginnie Mae II Pool | 0.89 | -10.06 | 0.9603 | -0.2789 | |||||
| US14732KAA97 / Cascade MH Asset Trust, Series 2022-MH1, Class A | 0.81 | -0.98 | 0.8790 | -0.1519 | |||||
| Government National Mortgage Association / ABS-MBS (US38383U7L86) | 0.80 | 0.8680 | 0.8680 | ||||||
| FARM 2024-1 Mortgage Trust / ABS-MBS (US30335JAE10) | 0.79 | -2.36 | 0.8519 | -0.1614 | |||||
| US35564K2G38 / Freddie Mac Structured Agency Credit Risk Debt Notes | 0.78 | -0.64 | 0.8490 | -0.1422 | |||||
| Ginnie Mae II Pool / ABS-MBS (US3618GRYQ68) | 0.78 | -20.85 | 0.8442 | -0.3948 | |||||
| US38384B2C49 / Government National Mortgage Association | 0.78 | -0.77 | 0.8418 | -0.1432 | |||||
| Government National Mortgage Association / ABS-MBS (US38385CDE57) | 0.77 | 0.26 | 0.8380 | -0.1322 | |||||
| Government National Mortgage Association / ABS-MBS (US38385FCX78) | 0.77 | 0.8361 | 0.8361 | ||||||
| Government National Mortgage Association / ABS-MBS (US38385EP241) | 0.76 | 0.8295 | 0.8295 | ||||||
| Government National Mortgage Association / ABS-MBS (US38385FNY33) | 0.76 | 0.8293 | 0.8293 | ||||||
| Government National Mortgage Association / ABS-MBS (US38385E2E30) | 0.76 | 0.8222 | 0.8222 | ||||||
| Government National Mortgage Association / ABS-MBS (US38385EPG34) | 0.76 | -0.40 | 0.8189 | -0.1358 | |||||
| Government National Mortgage Association / ABS-MBS (US38385EQE76) | 0.76 | -0.26 | 0.8189 | -0.1354 | |||||
| Government National Mortgage Association / ABS-MBS (US38385ENX84) | 0.73 | -3.45 | 0.7903 | -0.1603 | |||||
| US30767YAC93 / FARM 2023-1 Mortgage Trust | 0.68 | -0.58 | 0.7385 | -0.1246 | |||||
| US38384BY622 / Government National Mortgage Association | 0.67 | 0.60 | 0.7297 | -0.1120 | |||||
| US3618BKMQ98 / Ginnie Mae II Pool | 0.66 | -11.01 | 0.7190 | -0.2192 | |||||
| Government National Mortgage Association / ABS-MBS (US38385BEX47) | 0.62 | 0.33 | 0.6676 | -0.1048 | |||||
| JP Morgan Mortgage Trust Series 2025-NQM2 / ABS-MBS (US46590SAG21) | 0.59 | 0.6421 | 0.6421 | ||||||
| US3617XR6C18 / Ginnie Mae II Pool | 0.58 | -2.67 | 0.6339 | -0.1226 | |||||
| US3617YTXT97 / Ginnie Mae II Pool | 0.57 | -0.35 | 0.6160 | -0.1028 | |||||
| US3618F3TL76 / Ginnie Mae II Pool | 0.56 | -0.36 | 0.6089 | -0.1005 | |||||
| US12551SAA42 / CHNGE Mortgage Trust 2022-4 | 0.55 | -6.61 | 0.5982 | -0.1451 | |||||
| Government National Mortgage Association / ABS-MBS (US38384UBB44) | 0.54 | 0.00 | 0.5875 | -0.0947 | |||||
| US20753AAA25 / Connecticut Avenue Securities Trust 2023-R03 | 0.53 | 0.19 | 0.5780 | -0.0913 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.53 | 0.00 | 0.5737 | -0.0934 | |||||
| US35564KB324 / Freddie Mac Structured Agency Credit Risk Debt Notes | 0.53 | 0.00 | 0.5731 | -0.0917 | |||||
| US38384B4Q17 / Government National Mortgage Association | 0.52 | 0.58 | 0.5613 | -0.0862 | |||||
| Government National Mortgage Association / ABS-MBS (US38384H5M66) | 0.52 | -0.19 | 0.5612 | -0.0922 | |||||
| Ginnie Mae II Pool / ABS-MBS (US3618FGD431) | 0.52 | -0.19 | 0.5605 | -0.0915 | |||||
| Ginnie Mae II Pool / ABS-MBS (US3618H9TG32) | 0.52 | 0.19 | 0.5604 | -0.0890 | |||||
| Government National Mortgage Association / ABS-MBS (US38384GQP80) | 0.52 | -0.58 | 0.5600 | -0.0938 | |||||
| US3136BPM815 / Fannie Mae REMICS | 0.52 | 0.59 | 0.5589 | -0.0858 | |||||
| Ginnie Mae II Pool / ABS-MBS (US3618J8GU69) | 0.51 | -0.58 | 0.5582 | -0.0929 | |||||
| US3617FMCA93 / Ginnie Mae II Pool | 0.51 | -0.39 | 0.5572 | -0.0918 | |||||
| US3140NQVE56 / Fannie Mae Pool | 0.51 | -0.59 | 0.5523 | -0.0931 | |||||
| US12569QAC42 / CHNGE Mortgage Trust 2023-4 | 0.51 | -11.63 | 0.5521 | -0.1742 | |||||
| US3617FYPB77 / Ginnie Mae II Pool | 0.51 | -0.59 | 0.5508 | -0.0917 | |||||
| Ginnie Mae II Pool / ABS-MBS (US3618H9TF58) | 0.51 | -0.20 | 0.5501 | -0.0903 | |||||
| US12569CAD39 / CHNGE Mortgage Trust 2022-NQM1 | 0.51 | 0.80 | 0.5500 | -0.0843 | |||||
| US3618BVGM14 / Ginnie Mae II Pool | 0.51 | -0.59 | 0.5497 | -0.0919 | |||||
| US38384ELZ69 / Government National Mortgage Association | 0.51 | -5.07 | 0.5489 | -0.1232 | |||||
| US3618AWZW76 / Ginnie Mae II Pool | 0.50 | -0.20 | 0.5459 | -0.0896 | |||||
| US3618F6XF83 / Ginnie Mae II Pool | 0.50 | -0.79 | 0.5458 | -0.0930 | |||||
| US3618BDJW60 / Ginnie Mae II Pool | 0.50 | -1.19 | 0.5419 | -0.0943 | |||||
| US3618BCZC40 / Ginnie Mae II Pool | 0.50 | -0.60 | 0.5416 | -0.0906 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.50 | -0.40 | 0.5396 | -0.0888 | |||||
| US3617FYPE17 / Ginnie Mae II Pool | 0.49 | -0.40 | 0.5350 | -0.0888 | |||||
| US3617FLP338 / Ginnie Mae II Pool | 0.49 | -0.41 | 0.5295 | -0.0880 | |||||
| US3617F2VE41 / Ginnie Mae I Pool | 0.49 | -0.20 | 0.5290 | -0.0862 | |||||
| Cross 2024-H2 Mortgage Trust / ABS-MBS (US22757BAF13) | 0.47 | 0.5146 | 0.5146 | ||||||
| US3617YXQV39 / Ginnie Mae II Pool | 0.47 | -0.63 | 0.5134 | -0.0861 | |||||
| US 5YR NOTE (CBT) SEP25 / DIR (000000000) | 0.47 | 0.5121 | 0.5121 | ||||||
| US3618BKMN67 / Ginnie Mae II Pool | 0.47 | -3.10 | 0.5087 | -0.1007 | |||||
| US3618BVQF52 / Ginnie Mae II Pool | 0.47 | -0.21 | 0.5047 | -0.0830 | |||||
| US3618BVGL31 / Ginnie Mae II Pool | 0.46 | -8.12 | 0.5033 | -0.1337 | |||||
| US3617FYPD34 / Ginnie Mae II Pool | 0.46 | -5.75 | 0.4981 | -0.1154 | |||||
| US38384AGR86 / Government National Mortgage Association | 0.46 | 1.79 | 0.4953 | -0.0692 | |||||
| US3618BWMD24 / Ginnie Mae II Pool | 0.45 | -2.99 | 0.4925 | -0.0970 | |||||
| US3617FEEQ02 / Ginnie Mae II Pool | 0.45 | -0.66 | 0.4898 | -0.0822 | |||||
| US3618A85F09 / Ginnie Mae II Pool | 0.44 | -1.12 | 0.4801 | -0.0830 | |||||
| US3618BCJT58 / Ginnie Mae II Pool | 0.44 | -14.65 | 0.4749 | -0.1703 | |||||
| US3618F22X24 / Ginnie Mae II Pool | 0.43 | -15.19 | 0.4670 | -0.1721 | |||||
| US3618F5VL96 / Ginnie Mae II Pool | 0.42 | -16.04 | 0.4607 | -0.1759 | |||||
| Ginnie Mae II Pool / ABS-MBS (US3618FGD357) | 0.42 | -10.21 | 0.4584 | -0.1342 | |||||
| US3617FMCQ46 / Ginnie Mae II Pool | 0.41 | -0.24 | 0.4499 | -0.0738 | |||||
| US3617F2PK74 / Ginnie Mae II Pool | 0.41 | -0.49 | 0.4404 | -0.0738 | |||||
| US3617YWB666 / Ginnie Mae II Pool | 0.41 | -1.22 | 0.4403 | -0.0773 | |||||
| US3140NMHR12 / Fannie Mae Pool | 0.40 | 0.00 | 0.4360 | -0.0708 | |||||
| US3140NQQX92 / Fannie Mae Pool | 0.39 | -22.75 | 0.4275 | -0.2150 | |||||
| US3617XR5T51 / Ginnie Mae II Pool | 0.39 | -1.78 | 0.4193 | -0.0758 | |||||
| US3618BDJX44 / Ginnie Mae II Pool | 0.37 | -0.54 | 0.3989 | -0.0668 | |||||
| US38384DFS18 / Government National Mortgage Association | 0.35 | -7.85 | 0.3828 | -0.0991 | |||||
| US36169DAB82 / GCAT 2023-NQM2 Trust | 0.35 | -3.85 | 0.3796 | -0.0788 | |||||
| US3617FMCF80 / Ginnie Mae II Pool | 0.33 | -0.30 | 0.3600 | -0.0598 | |||||
| US3618AGCT45 / Ginnie Mae II Pool | 0.32 | 0.00 | 0.3416 | -0.0552 | |||||
| US36170HAD26 / GCAT 2022-NQM4 Trust | 0.30 | 0.00 | 0.3304 | -0.0530 | |||||
| US3618ATRV56 / Ginnie Mae II Pool | 0.29 | -0.69 | 0.3115 | -0.0527 | |||||
| US35564XBE04 / Freddie Mac STACR 2019-HQA3 | 0.29 | 0.00 | 0.3113 | -0.0509 | |||||
| Ginnie Mae II Pool / ABS-MBS (US3618J8GV43) | 0.26 | 0.00 | 0.2821 | -0.0460 | |||||
| US38384BXQ93 / Government National Mortgage Association | 0.26 | -0.77 | 0.2806 | -0.0477 | |||||
| Ginnie Mae II Pool / ABS-MBS (US3618FGDS08) | 0.26 | -0.39 | 0.2796 | -0.0463 | |||||
| US30328CAC91 / FARM 2022-1 Mortgage Trust | 0.26 | -3.04 | 0.2776 | -0.0537 | |||||
| US3618BDKD60 / Ginnie Mae II Pool | 0.26 | -0.39 | 0.2772 | -0.0456 | |||||
| US38384BY390 / Government National Mortgage Association | 0.25 | -1.17 | 0.2755 | -0.0493 | |||||
| Ginnie Mae II Pool / ABS-MBS (US3618FGDR25) | 0.25 | 0.40 | 0.2755 | -0.0438 | |||||
| US3618AGXT16 / Ginnie Mae II Pool | 0.25 | -0.39 | 0.2747 | -0.0458 | |||||
| Ginnie Mae II Pool / ABS-MBS (US3618HS5R37) | 0.25 | -38.78 | 0.2728 | -0.2445 | |||||
| US3618BWMF71 / Ginnie Mae II Pool | 0.25 | -0.40 | 0.2727 | -0.0458 | |||||
| US3618BDKA22 / Ginnie Mae II Pool | 0.25 | -1.19 | 0.2716 | -0.0473 | |||||
| US3140NAP981 / Fannie Mae Pool | 0.25 | 0.00 | 0.2702 | -0.0441 | |||||
| US3140NNS970 / Fannie Mae Pool | 0.25 | -28.70 | 0.2670 | -0.1682 | |||||
| US3618AECE28 / Ginnie Mae II Pool | 0.25 | -0.81 | 0.2664 | -0.0446 | |||||
| US3617FYN948 / Ginnie Mae II Pool | 0.24 | -0.41 | 0.2656 | -0.0441 | |||||
| US3617YTXU60 / Ginnie Mae II Pool | 0.24 | -0.41 | 0.2650 | -0.0444 | |||||
| US38384E8K47 / Government National Mortgage Association | 0.24 | -11.81 | 0.2600 | -0.0824 | |||||
| US3617FGQJ88 / Ginnie Mae II Pool | 0.24 | -0.42 | 0.2572 | -0.0432 | |||||
| US3618AVMP89 / Ginnie Mae II Pool | 0.24 | -0.42 | 0.2566 | -0.0427 | |||||
| US38383LBU35 / Government National Mortgage Association | 0.24 | -1.26 | 0.2559 | -0.0445 | |||||
| Ginnie Mae II Pool / ABS-MBS (US3618F2J975) | 0.24 | -8.20 | 0.2551 | -0.0679 | |||||
| US3133BW5R08 / Freddie Mac Pool | 0.23 | -0.43 | 0.2523 | -0.0415 | |||||
| US3617W1W632 / Ginnie Mae II Pool | 0.23 | -0.87 | 0.2491 | -0.0418 | |||||
| US3618BDKC87 / Ginnie Mae II Pool | 0.22 | -0.89 | 0.2417 | -0.0405 | |||||
| US3618AGXU88 / Ginnie Mae II Pool | 0.22 | -0.45 | 0.2417 | -0.0398 | |||||
| US3617FUXT71 / Ginnie Mae II Pool | 0.22 | -0.45 | 0.2411 | -0.0400 | |||||
| US3618AE3R34 / Ginnie Mae II Pool | 0.22 | 0.00 | 0.2360 | -0.0382 | |||||
| US3618BDJ970 / Ginnie Mae II Pool | 0.21 | -0.93 | 0.2304 | -0.0402 | |||||
| US3617W1W715 / Ginnie Mae II Pool | 0.21 | -5.41 | 0.2283 | -0.0518 | |||||
| US3617YWCC21 / Ginnie Mae II Pool | 0.21 | -1.42 | 0.2266 | -0.0408 | |||||
| US3617FMVY68 / Ginnie Mae II Pool | 0.21 | -0.48 | 0.2234 | -0.0375 | |||||
| US3617FQTK07 / Ginnie Mae II Pool | 0.21 | -13.50 | 0.2230 | -0.0764 | |||||
| US3618B3DN48 / Ginnie Mae II Pool | 0.21 | -18.97 | 0.2228 | -0.0969 | |||||
| US3618A9EW18 / Ginnie Mae II Pool | 0.20 | -0.97 | 0.2221 | -0.0373 | |||||
| US20754JAC80 / CORP CMO | 0.20 | -2.99 | 0.2118 | -0.0421 | |||||
| US38383U4S66 / Government National Mortgage Association | 0.19 | -2.53 | 0.2102 | -0.0394 | |||||
| US3617FTMJ46 / Ginnie Mae II Pool | 0.19 | -0.52 | 0.2082 | -0.0349 | |||||
| US3618AVMN32 / Ginnie Mae II Pool | 0.19 | -8.74 | 0.2049 | -0.0552 | |||||
| US3617UBU320 / Ginnie Mae II Pool | 0.19 | -0.53 | 0.2037 | -0.0342 | |||||
| US12547QAA58 / CHNGE Mortgage Trust 2023-1 | 0.18 | -16.74 | 0.1946 | -0.0769 | |||||
| US3617FMCE16 / Ginnie Mae II Pool | 0.18 | -3.24 | 0.1941 | -0.0390 | |||||
| US3617Y6B898 / Ginnie Mae II Pool | 0.18 | -0.56 | 0.1938 | -0.0324 | |||||
| US07876GAA85 / Bellemeade Re 2022-2 Ltd | 0.17 | -28.93 | 0.1868 | -0.1192 | |||||
| US3618A84C86 / Ginnie Mae II Pool | 0.17 | -13.64 | 0.1862 | -0.0632 | |||||
| US3618AFV576 / Ginnie Mae II Pool | 0.16 | 0.00 | 0.1779 | -0.0288 | |||||
| US38383LGB09 / Government National Mortgage Association | 0.16 | -4.91 | 0.1691 | -0.0362 | |||||
| US3618AEBD53 / Ginnie Mae II Pool | 0.15 | 0.00 | 0.1650 | -0.0272 | |||||
| US3618AFWU15 / Ginnie Mae II Pool | 0.15 | -12.05 | 0.1584 | -0.0515 | |||||
| US3617YWB906 / Ginnie Mae II Pool | 0.14 | -0.69 | 0.1563 | -0.0273 | |||||
| Government National Mortgage Association / ABS-MBS (US38384MLP04) | 0.13 | -21.25 | 0.1374 | -0.0642 | |||||
| US3617XRDC36 / Ginnie Mae II Pool | 0.13 | -0.79 | 0.1369 | -0.0233 | |||||
| US64831EAD22 / NEW RESIDENTIAL MORTGAGE LOAN NRZT 2021 NQ2R M1 144A | 0.12 | 1.72 | 0.1283 | -0.0190 | |||||
| US38384BLX72 / Government National Mortgage Association | 0.12 | 0.00 | 0.1256 | -0.0196 | |||||
| US3618AFV402 / Ginnie Mae II Pool | 0.11 | -9.17 | 0.1187 | -0.0330 | |||||
| US3618B3DQ78 / Ginnie Mae II Pool | 0.10 | 0.00 | 0.1109 | -0.0184 | |||||
| US3618AV6U55 / Ginnie Mae II Pool | 0.10 | 0.00 | 0.1099 | -0.0177 | |||||
| US3618B7SX78 / Ginnie Mae II Pool | 0.10 | 0.00 | 0.1098 | -0.0177 | |||||
| US3617XRGF30 / Ginnie Mae II Pool | 0.09 | -1.05 | 0.1028 | -0.0172 | |||||
| US3617F9V331 / Ginnie Mae II Pool | 0.09 | -1.05 | 0.1026 | -0.0172 | |||||
| US38383AVL50 / Government National Mortgage Association | 0.09 | -3.16 | 0.1008 | -0.0191 | |||||
| US3618BKME68 / Ginnie Mae II Pool | 0.09 | -15.69 | 0.0933 | -0.0363 | |||||
| US3617F9V414 / Ginnie Mae II Pool | 0.09 | -9.57 | 0.0924 | -0.0270 | |||||
| US3140N7KF60 / Fannie Mae Pool | 0.08 | 0.00 | 0.0908 | -0.0149 | |||||
| US3617F0X484 / Ginnie Mae II Pool | 0.08 | 0.00 | 0.0859 | -0.0144 | |||||
| US36170HAC43 / GCAT 2022-NQM4 Trust | 0.08 | -2.60 | 0.0824 | -0.0156 | |||||
| US105690AC57 / BRAVO Residential Funding Trust 2021-NQM3 | 0.08 | -5.06 | 0.0819 | -0.0181 | |||||
| US12569CAC55 / CHNGE Mortgage Trust 2022-NQM1 | 0.07 | -6.94 | 0.0733 | -0.0181 | |||||
| US3618B7SY51 / Ginnie Mae II Pool | 0.06 | 0.00 | 0.0702 | -0.0115 | |||||
| US3617FV5C34 / Ginnie Mae II Pool | 0.06 | 0.00 | 0.0699 | -0.0115 | |||||
| US38383WCX20 / Government National Mortgage Association | 0.05 | 6.00 | 0.0582 | -0.0055 | |||||
| US3618AP6M65 / Ginnie Mae II Pool | 0.05 | 0.00 | 0.0571 | -0.0094 | |||||
| US3618AUEZ70 / Ginnie Mae II Pool | 0.05 | 0.00 | 0.0519 | -0.0084 | |||||
| US10569TAC27 / BRAVO_21-NQM1 | 0.05 | -6.00 | 0.0511 | -0.0125 | |||||
| US3618AP6P96 / Ginnie Mae II Pool | 0.05 | 0.00 | 0.0509 | -0.0082 | |||||
| US03465HAB06 / CORP CMO | 0.05 | -2.17 | 0.0494 | -0.0094 | |||||
| US38383HMV86 / Government National Mortgage Association | 0.04 | 4.88 | 0.0475 | -0.0043 | |||||
| US38383V2Z00 / Government National Mortgage Association | 0.04 | 0.00 | 0.0459 | -0.0073 | |||||
| US38383VVC98 / Government National Mortgage Association | 0.04 | 0.00 | 0.0453 | -0.0074 | |||||
| US38383WAQ96 / Government National Mortgage Association | 0.04 | 0.00 | 0.0453 | -0.0074 | |||||
| US38383WHX74 / Government National Mortgage Association | 0.04 | 0.00 | 0.0447 | -0.0078 | |||||
| US38383WK546 / Government National Mortgage Association | 0.02 | 0.00 | 0.0220 | -0.0039 | |||||
| US38383WN938 / Government National Mortgage Association | 0.01 | 0.00 | 0.0157 | -0.0027 | |||||
| US38383TP566 / Government National Mortgage Association | 0.01 | 0.00 | 0.0118 | -0.0018 | |||||
| US78432BAA70 / SG Residential Mortgage Trust 2019-3 | 0.00 | 0.00 | 0.0011 | -0.0011 | |||||
| US 10YR NOTE (CBT)SEP25 / DIR (000000000) | -0.02 | -0.0224 | -0.0224 | ||||||
| Long: BMIES7ZG3 IRS USD R V 12MSOFR BMIES7ZJ7 CCPOIS / Short: BMIES7ZG3 IRS USD P F 3.98000 BMIES7ZH1 CCPOIS / DIR (000000000) | -0.04 | -0.0453 | -0.0453 | ||||||
| US ULTRA BOND CBT SEP25 / DIR (000000000) | -0.14 | -0.1470 | -0.1470 | ||||||
| RRP GNMA2 30 YR REPO / RA (000000000) | -0.62 | -0.6720 | -0.6720 | ||||||
| RRP GNMA2 30YR CASH/RRP REPO / RA (000000000) | -0.72 | -0.7802 | -0.7802 | ||||||
| US3618GRYQ68 REPO / RA (000000000) | -0.76 | -0.8252 | -0.8252 | ||||||
| CALMACCESS REV REPO / RA (000000000) | -0.97 | -1.0484 | -1.0484 | ||||||
| RRP GNMA2 30YR REPO / RA (000000000) | -0.98 | -1.0657 | -1.0657 | ||||||
| RRP GNR 24 44 REPO / RA (000000000) | -0.99 | -1.0775 | -1.0775 | ||||||
| RRP GNR 23 165 REPO / RA (000000000) | -1.01 | -1.0988 | -1.0988 | ||||||
| FED HM LN PC POOL REPO / RA (000000000) | -1.19 | -1.2882 | -1.2882 | ||||||
| RRP GNMA 23 164 REPO / RA (000000000) | -1.20 | -1.3020 | -1.3020 | ||||||
| RRP GNR 24 148 REPO / RA (000000000) | -1.43 | -1.5531 | -1.5531 | ||||||
| RRP GNMA2 30YR REPO / RA (000000000) | -1.46 | -1.5886 | -1.5886 | ||||||
| RRP GNR CASH/RRP REPO / RA (000000000) | -1.96 | -2.1276 | -2.1276 | ||||||
| RRP GNR 24 59 REPO / RA (000000000) | -1.98 | -2.1510 | -2.1510 | ||||||
| US21H0306900 / Ginnie Mae | -2.94 | -3.1923 | -3.1923 |
