01NET OTHER ASSETS——-21.84%
0221HGNII II 5.5% 09/56 #TBA21H05269421H0526944.44%
0321HGNII II 5% 09/56 #TBA21H05069821H0506982.93%
0421HGNII II 2% 09/56 #TBA21H02069121H0206912.60%
0501FUMBS 30YR 2% 09/56 #TBA01F02069501F0206952.26%
06316CASH CF31635A10531635A1052.23%
0721HGNII II 2.5% 09/56 #TBA21H02269721H0226971.89%
0821HGNII II 6% 09/56 #TBA21H06069721H0606971.76%
09313FHLG 30YR 2.5% 11/51#SD75483132DVL523132DVL521.42%
10313FNR 2021-13 BE 1.25% 02/503136BFPS63136BFPS61.19%
1121HGNII II 5.5% 10/56 #TBA21H0526A121H0526A11.19%
1201FUMBS 30YR 2% 10/56 #TBA01F0206A201F0206A21.17%
13314FNMA 30YR 5.5% 04/55#CC02413140Y6HT03140Y6HT01.15%
14314FHLG 30YR 2.5% 04/52#SL195831427PE8331427PE831.08%
1501FUMBS 30YR 5% 10/56 #TBA01F0506A901F0506A91.03%
