AI · MACRO BRIEF
Daily Intelligence — —
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Fed Funds
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30Y PMMS
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CPI YoY
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Unemployment
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Portfolio DV01
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per $1M
Unrealized P&L
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Total book
Rate Environment — Historical
Fed Funds
PMMS 30Y
CPI
Unemployment
Portfolio Composition
Top Positions by Risk
| Instrument | Type | UPB / Notional | Coupon | WAL | OAS | DV01 | Signal |
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Active Alerts
Live Market Signals — Z-Score Heatmap
MBS Market Conditions
MBS Spread Environment
Key Mortgage Metrics
House Price Index — State Level YoY Change
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Primary Capital Markets & MBS
MBS
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AI in Mortgage Capital Markets
AI
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US & Geo-Politics
GEO
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Latest AI Developments
TECH
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Full Portfolio — 0 positions
Total book DV01: —
| Instrument | Type | UPB / Notional | Coupon | WAL | OAS (bps) | CPR | DV01 | Unreal P&L | Signal | Action |
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Portfolio Analyzer — Supply Chain & Pair Intelligence
Configure Analysis
Preset Supply Chains
MU → NVDA
WD → NVDA
MP → NVDA
MP → TSLA
AMAT → TSM
TSM → NVDA
LRCX → INTC
Custom Pair
→
Lag Range (weeks)
8 wks
Analysis Window
3M
6M
12M
2Y
⬡
Select a preset pair or enter two tickers
and click Run Analysis
and click Run Analysis
Trade Blotter — All Transactions
Trade History
Hedge Book — Rate Risk Management
Hedge Overlay Analysis
Net Risk Position
Hedge Instruments
| Instrument | Type | Notional | Strike / Rate | Maturity | DV01 Offset | P&L |
|---|
Rate Shock Scenario Analysis
Scenario Controls
ESTIMATED PORTFOLIO P&L
$0
Preset Scenarios
Active Alerts & Triggers
Claude AI — Mortgage Market Intelligence
Custom Analysis Prompt
AI · ANALYSIS
Daily Macro Brief
Set your Claude API key and click "Run Analysis" to get started.