Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. The "before sales charge" performance does not reflect the current maximum sales charges, which we explain below. If performance did reflect the charges, it would be lower. The "after sales charge" performance (or returns at public offering price) varies by share class and fund. For class A and class M shares, the current maximum initial sales charges are 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds, respectively (with these exceptions: 2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, Strategic Intermediate Municipal Fund, and Fixed Income Absolute Return Fund). Class B share performance reflects the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declines to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, and Putnam Fixed Income Absolute Return Fund; for these funds, the CDSC is 1% in the first year, declines to 0.5% in the second year, and is eliminated thereafter). Class C share performance reflects a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares by adjusting for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (note, for two funds — Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund performance prior to inception is based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which has been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. The "after sales charge" performance (at public offering price) for class N shares reflects the current maximum initial sales charge of 1.50%. Class R, R3, R4, R5, and R6 shares, which are available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R3 and R4 shares prior to their inception is derived from the historical performance of class Y shares by adjusting for the higher operating expenses for such shares. Performance for class R5 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower expenses; had it been adjusted, performance would be higher (with the exception of the RetirementReady Maturity, 2025, 2030, 2035, and 2040 Funds, for which performance is derived from the historical performance of class R6 shares and has been adjusted for the higher operating expenses for such shares; and the RetirementReady 2045, 2050, 2055, and 2060 Funds, for which performance is derived from the historical performance of class R6 shares and has not been adjusted for the lower expenses; had it been adjusted, performance would be higher). Performance for class R6 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower operating expenses; had it been adjusted, performance would be higher. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses. Had these limits not been in place, performance would be lower.
Active Income
Mortgage Opportunities Fund (Class Y) (PMOYX)
A dynamic approach to securitized investing
Highlights
Objective
The portfolio seeks to maximize total return consistent with what Putnam believes to be prudent risk.
Strategy and process
- Multiple securitized sectorsInvesting in residential and commercial MBS and collateralized mortgage obligations, the portfolio managers can pursue strategies independent of the direction of the U.S. housing market.
- Portfolio diversificationSecuritized sectors offer effective diversification potential to portfolios with equity, corporate credit, and emerging market debt exposures.
- Dynamic risk allocationOur differentiated approach actively allocates to credit, prepayment, and liquidity risks while deemphasizing interest-rate risk.
Fund price and assets
Net asset value (yesterday’s close) |
$8.82 -0.11% | $-0.01 |
52-week high | $9.33 (07/01/21) |
52-week low | $8.73 (12/20/21) |
Net assets and outstanding shares | Download CSV |
Yield
Distribution rate before sales charge as of 07/01/22 |
4.76% |
---|---|
Distribution rate after sales charge as of 07/01/22 |
4.76% |
30-day SEC yield with subsidy as of 06/30/22 |
4.89% |
30-day SEC yield without subsidy as of 06/30/22 |
4.70% |
Consistency of positive performance over five years
Performance shown does not reflect the effects of any sales charges. Click on the dots to see specific returns in each five-year period as of the date revealed. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please click on the performance tab.
4.77%
Best 5-year annualized return
(for period ending 03/31/21)
2.08%
Worst 5-year annualized return
(for period ending 12/31/21)
2.86%
Average 5-year annualized return
Fund facts as of 05/31/22
$269.70M
1,058%
Monthly*
814
May
74676A477 / 1886
07/01/19
Taxable Income
PMOYX
* On June 28, 2019, the Board of Trustees of Putnam Mortgage Opportunities Fund voted to change the frequency of the fund’s distributions from annual to monthly. The first monthly distribution is expected to take place in August 2019.
Management team
Commercial mortgage credit recovering from the pandemic
Portfolio Manager Brett Kozlowski, CFA, describes how Putnam focused its specialized expertise on the CMBS sector during the pandemic and how the team is finding compelling opportunities in that space.
Literature
Fund documents |
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Fact Sheet (YA share) (PDF) |
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Summary Prospectus (PDF) |
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Statutory Prospectus (PDF) |
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Statement of Additional Information (SAI) (PDF) | |
Annual Report (PDF) |
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Semiannual Report (PDF) |
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Putnam active strategies pursue diverse income opportunities for client portfolios (PDF) |
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A look at leveraged loans and CLOs
A recent Active Insights podcast features a discussion of leveraged loans, and collateralized loan obligations (CLOs).U.S. recession ifs and whens
The U.S. will likely avoid a recession in 2022, in our view. That risk rises next year as the Fed raises rates and China decelerates.Munis after Q1 — and April — and 8 reasons why we are still constructive
While munis suffered a bad quarter to start 2022, brighter days may be ahead amid strong fundamentals.Performance
Total return (%) as of 06/30/22
Annual performance as of 06/30/22
Annualized Total return (%) as of 06/30/22
Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | Life (inception: 07/01/19 ) |
---|---|---|---|---|
Before sales charge | 1.37% | 0.14% | 2.09% | 2.42% |
After sales charge | N/A | N/A | N/A | N/A |
ICE BofA U.S. Treasury Bill Index | 0.07% | 0.63% | 1.11% | -- |
Bloomberg U.S. MBS Index | -9.03% | -1.44% | 0.36% | -- |
Performance snapshot
Before sales charge | After sales charge | ||
---|---|---|---|
1 mt. as of 06/30/22 | -0.40% | - | |
YTD as of 07/01/22 | 3.08% | - | |
Yield
Distribution rate before sales charge as of 07/01/22 |
4.76% |
---|---|
Distribution rate after sales charge as of 07/01/22 |
4.76% |
30-day SEC yield with subsidy as of 06/30/22 |
4.89% |
30-day SEC yield without subsidy as of 06/30/22 |
4.70% |
Lipper rankings as of 05/31/22
Time period | Rank/Funds in category | Percentile ranking |
---|---|---|
1 yr. | 32/139 | 23% |
3 yrs. | -- | |
5 yrs. | -- | |
10 yrs. | -- |
Morningstar Ratings™ as of 05/31/22
Time period | Funds in category | Morningstar Rating™ |
---|---|---|
Overall | 300 | |
3 yrs. | 300 | |
5 yrs. | 265 |
Distributions
Record/Ex dividend date | 06/16/22 |
---|---|
Payable date | 06/21/22 |
Income | $0.035 |
Extra income | -- |
Short-term cap. gain | -- |
Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Holdings
Fnma Fn30 Tba Umbs 04.5000 06/01/2052 | 20.75% |
---|---|
Fnma Fn30 Tba Umbs 03.0000 07/01/2052 | 3.18% |
Fnma Fn30 Tba Umbs 04.5000 07/01/2052 | 1.13% |
Stacr 2022-Hqa1 M2 05.8345 03/25/2042 | 0.99% |
Fhr 5034 Ij Io 02.5000 11/25/2050 | 0.89% |
Gnr 2020-173 Mi Io 02.5000 11/20/2050 | 0.76% |
Fnr 2020-76 Gi Io 04.0000 11/25/2050 | 0.76% |
Fnr 2020-99 Ib Io 03.5000 05/25/2050 | 0.75% |
Fhr 5080 Iq Io 03.5000 04/25/2050 | 0.74% |
Fnma Fn30 Tba Umbs 04.0000 06/01/2052 | 0.74% |
Top 10 holdings, percent of portfolio | 30.69% |
Top 10 holdings as of 05/31/22 | |
---|---|
Fnma Fn30 Tba Umbs 04.5000 06/01/2052 | |
Fnma Fn30 Tba Umbs 03.0000 07/01/2052 | |
Fnma Fn30 Tba Umbs 04.5000 07/01/2052 | |
Stacr 2022-Hqa1 M2 05.8345 03/25/2042 | |
Fhr 5034 Ij Io 02.5000 11/25/2050 | |
Gnr 2020-173 Mi Io 02.5000 11/20/2050 | |
Fnr 2020-76 Gi Io 04.0000 11/25/2050 | |
Fnr 2020-99 Ib Io 03.5000 05/25/2050 | |
Fhr 5080 Iq Io 03.5000 04/25/2050 | |
Fnma Fn30 Tba Umbs 04.0000 06/01/2052 | |
Holdings represent 30.69% of portfolio |
Top 10 holdings as of 04/30/22 | |
---|---|
Fnma Fn30 Tba Umbs 04.5000 06/01/2052 | |
Fnma Fn30 Tba Umbs 04.0000 06/01/2052 | |
Gnr 2022-H09 Gi Io 01.9897 04/20/2072 | |
Cas 2016-C06 1b 09.9179 04/25/2029 | |
Gnr 2021-209 Tg Io 04.5000 11/20/2051 | |
Stacr 2015-Dna2 B 08.2179 12/25/2027 | |
Fnr 2020-76 Gi Io 04.0000 11/25/2050 | |
Gnr 2021-97 Qi Io 03.0000 06/20/2051 | |
Stacr 2022-Dna3 M2 04.6007 04/25/2042 | |
Fhr 4839 Ws Io 05.5459 08/15/2056 | |
Holdings represent 9.56% of portfolio |
Top 10 holdings as of 03/31/22 | |
---|---|
Fnma Fn30 Tba Umbs 04.0000 05/01/2052 | |
Stacr 2015-Dna2 B 08.0066 12/25/2027 | |
Gnr 2021-209 Tg Io 04.5000 11/20/2051 | |
Gnr 2021-97 Qi Io 03.0000 06/20/2051 | |
Cas 2019-R03 1b1 04.5566 09/25/2031 | |
Fnr 2020-76 Gi Io 04.0000 11/25/2050 | |
Cas 2017-C07 2m2 02.9566 05/25/2030 | |
Stacr 2022-Hqa1 M2 05.3000 03/25/2042 | |
Cas 2022-R03 1b2 09.9490 03/25/2042 | |
Shrp 2020-1 Note 03.0253 07/25/2024 | |
Holdings represent 19.94% of portfolio |
Top 10 holdings as of 02/28/22 | |
---|---|
Fnma Fn30 Tba Umbs 03.5000 03/01/2052 | |
Fnma Fn30 Tba Umbs 04.0000 03/01/2052 | |
Stacr 2015-Dna2 B 07.7369 12/25/2027 | |
Cas 2019-R03 1b1 04.2869 09/25/2031 | |
Fnr 2020-76 Gi Io 04.0000 11/25/2050 | |
Cas 2017-C07 2m2 02.6869 05/25/2030 | |
Gnr 2021-97 Qi Io 03.0000 06/20/2051 | |
Shrp 2020-1 Note 03.0253 07/25/2024 | |
Fnma Fn30 Tba Umbs 05.0000 03/01/2052 | |
Cas 2017-C04 2b1 05.2369 11/25/2029 | |
Holdings represent 19.11% of portfolio |
FNMA FN30 TBA UMBS 04.5000 06/01/2052 | 20.75% |
---|---|
REPO TRIPA MORTG 0.8 06/01/2022 | 8.89% |
FNMA FN30 TBA UMBS 03.0000 07/01/2052 | 3.18% |
TREASURY BILL 00.0000 06/23/2022 | 1.89% |
TREASURY BILL 00.0000 06/02/2022 | 1.82% |
TREASURY BILL 00.0000 07/12/2022 | 1.44% |
1.80 R ISWP FWD SOFR P 06/15/2024 | 1.20% |
TREASURY BILL 00.0000 06/09/2022 | 1.15% |
FNMA FN30 TBA UMBS 04.5000 07/01/2052 | 1.13% |
FNMA FN30 TBA UMBS 04.0000 06/01/2052 | 1.11% |
TREASURY BILL 00.0000 06/14/2022 | 1.11% |
STACR 2022-HQA1 M2 05.8345 03/25/2042 | 0.99% |
FHR 5034 IJ IO 02.5000 11/25/2050 | 0.88% |
GNR 2020-173 MI IO 02.5000 11/20/2050 | 0.75% |
FNR 2020-76 GI IO 04.0000 11/25/2050 | 0.74% |
FNR 2020-99 IB IO 03.5000 05/25/2050 | 0.74% |
FHR 5080 IQ IO 03.5000 04/25/2050 | 0.73% |
STACR 2022-DNA4 M2 05.6007 05/25/2042 | 0.71% |
STACR 2018-HQA2 B2 12.0057 10/25/2048 | 0.69% |
COMM 2017-COR2 D 144A 03.0000 09/10/2050 | 0.68% |
FNR 2021-3 NI IO 02.5000 02/25/2051 | 0.68% |
STACR 2022-DNA3 M2 04.9345 04/25/2042 | 0.68% |
MSBAM 2015-C23 D 144A 04.1431 07/15/2050 | 0.64% |
GNR 2022-H09 GI IO 02.0455 04/20/2072 | 0.64% |
CGCMT 2013-GC11 D 144A 04.4173 04/10/2046 | 0.63% |
CAS 2016-C06 1B 10.2557 04/25/2029 | 0.60% |
CSAIL 2018-C14 D 144A 04.9232 11/15/2051 | 0.56% |
WFRBS 2014-LC14 D 144A 04.5860 03/15/2047 | 0.56% |
CGCMT 2015-GC31 D 04.0393 06/10/2048 | 0.52% |
STACR 2015-DNA2 B 08.5557 12/25/2027 | 0.52% |
CGCMT 2015-P1 C 04.3687 09/15/2048 | 0.51% |
GNR 2021-209 TG IO 04.5000 11/20/2051 | 0.51% |
GNR 2021-97 QI IO 03.0000 06/20/2051 | 0.50% |
MCAS 2019-01 M10 144A 04.2557 10/15/2049 | 0.50% |
MSBAM 2015-C22 C 04.2074 04/15/2048 | 0.50% |
FHR 5172 KI IO 03.0000 12/25/2051 | 0.49% |
CAS 2019-R03 1B1 05.1057 09/25/2031 | 0.48% |
GNR 2021-155 SE IO 05.3727 09/20/2051 | 0.48% |
FHR 4839 WS IO 05.2253 08/15/2056 | 0.47% |
BANK 2018-BN11 D 144A 03.0000 03/15/2061 | 0.47% |
NEWZ 2021-1 F 06.2557 05/25/2055 | 0.46% |
COMM 2016-COR1 D 144A 03.3314 10/10/2049 | 0.46% |
GNR 2022-H09 IG IO 01.8840 04/20/2072 | 0.46% |
CAS 2017-C07 2M2 03.5057 05/25/2030 | 0.44% |
CAS 2022-R03 1B2 10.4345 03/25/2042 | 0.44% |
FNR 2022-13 IO IO 02.5000 12/25/2051 | 0.42% |
TREASURY BILL 00.0000 06/16/2022 | 0.41% |
TREASURY BILL 00.0000 06/28/2022 | 0.41% |
FNR 2021-25 IJ IO 03.5000 05/25/2051 | 0.41% |
CAS 2022-R05 2B1 05.0845 04/25/2042 | 0.40% |
SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.40% |
GNR 2019-H07 EI IO 01.9599 03/20/2069 | 0.40% |
WFCM 2016-NXS5 D 04.9834 01/15/2059 | 0.38% |
FNMA FN30 TBA UMBS 05.0000 06/01/2052 | 0.38% |
CAS 2017-C04 2B1 06.0557 11/25/2029 | 0.38% |
COMM 2014-CR14 D 144A 04.5983 02/10/2047 | 0.38% |
STACR 2018-HQA2 B1 05.2557 10/25/2048 | 0.38% |
CAS 2017-C05 1M2C 03.2057 01/25/2030 | 0.37% |
GNR 2020-186 DI IO 03.0000 12/20/2050 | 0.36% |
STACR 2019-FTR1 B2 09.3557 01/25/2048 | 0.36% |
STACR 2020-HQA2 M2 04.1057 03/25/2050 | 0.36% |
FNMA FN30 TBA UMBS 03.5000 07/01/2052 | 0.36% |
WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.36% |
STACR 2020-HQA2 B1 05.1057 03/25/2050 | 0.36% |
COMM 2015-LC19 D 144A 02.8670 02/10/2048 | 0.36% |
STACR 2019-HQA3 B2 08.5057 09/25/2049 | 0.36% |
RMIR 2018-1 M2 04.2100 03/25/2028 | 0.35% |
GNR 2021-58 SA IO 05.3727 04/20/2051 | 0.34% |
CAS 2016-C03 2B 13.7557 10/25/2028 | 0.33% |
HMIR 2022-1 B1 09.5845 10/25/2034 | 0.33% |
AHM 2007-1 GA1C 01.1957 05/25/2047 | 0.33% |
BBCMS 2019-C3 D 144A 03.0000 05/15/2052 | 0.33% |
FNR 2021-56 QI IO 04.5000 09/25/2051 | 0.33% |
TMIR 2019-1 B1 144A 05.1557 11/26/2029 | 0.32% |
STACR 2020-DNA3 B2 10.3557 06/25/2050 | 0.32% |
COMM 2012-CR4 B 144A 03.7030 10/15/2045 | 0.32% |
FHR 4937 MS IO 05.0443 12/25/2049 | 0.32% |
CAS 2015-C04 1M2 06.7057 04/25/2028 | 0.32% |
BMARK 2018-B3 D 144A 03.0359 04/10/2051 | 0.32% |
CCMFC 2006-4A A2 01.1857 11/25/2047 | 0.31% |
MSBAM 2014-C14 D 144A 05.0442 02/15/2047 | 0.31% |
GNR 2016-H15 AI IO 01.9426 07/20/2066 | 0.30% |
STACR 2017-DNA1 B1 05.9557 07/25/2029 | 0.30% |
STACR 2018-DNA3 B2 08.7557 09/25/2048 | 0.30% |
STACR 2019-DNA2 B2 11.5057 03/25/2049 | 0.30% |
GNR 2022-45 DS IO 05.2006 11/20/2049 | 0.30% |
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.30% |
TMIR 2019-1 M2 144A 03.9057 11/26/2029 | 0.29% |
WFRBS 2013-C15 D 144A 04.5038 08/15/2046 | 0.29% |
CAS 2017-C06 2B1 05.4557 02/25/2030 | 0.29% |
MRAIT 2020-2 A2 02.0000 08/15/2022 | 0.29% |
COMM 2015-CR26 D 03.4419 10/10/2048 | 0.28% |
MSBAM 2012-C6 G 144A 04.5000 11/15/2045 | 0.28% |
FHR 5065 MI IO 03.5000 01/25/2051 | 0.28% |
GNR 2021-162 IO IO 04.0000 09/20/2051 | 0.28% |
GNR 2022-H01 BI IO 02.0845 12/20/2071 | 0.27% |
FHR 4976 MI IO 04.5000 05/25/2050 | 0.26% |
FHR 5115 IK IO 04.5000 12/25/2050 | 0.26% |
FHR 5119 IB IO 03.0000 06/25/2041 | 0.26% |
GNR 2021-57 SD IO 05.3727 03/20/2051 | 0.26% |
JPMBB 2014-C18 D 144A 04.7879 02/15/2047 | 0.26% |
COMM 2014-CR19 D 144A 04.6969 08/10/2047 | 0.25% |
COMM 2014-CR17 E 144A 04.8472 05/10/2047 | 0.25% |
FNR 2021-67 IG IO 03.0000 10/25/2051 | 0.25% |
GSMS 2014-GC24 D 144A 04.5326 09/10/2047 | 0.25% |
FHR 5023 YI IO 03.0000 10/25/2050 | 0.25% |
GNR 2020-7 SK IO 05.1227 01/20/2050 | 0.25% |
GNR 2019-121 SD IO 05.0727 10/20/2049 | 0.24% |
FNR 2020-93 WI IO 05.0000 06/25/2050 | 0.24% |
BMIR 2017-1 B1 144A 05.7557 10/25/2027 | 0.24% |
GNR 2020-188 QI IO 03.0000 10/20/2050 | 0.24% |
JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.24% |
WFRBS 2014-C21 C 04.2340 08/15/2047 | 0.24% |
FNR 2021-17 KI IO 04.5000 04/25/2051 | 0.23% |
GNR 2018-H01 AI IO 02.2388 01/20/2068 | 0.23% |
GNR 2019-158 AS IO 05.2753 09/16/2043 | 0.23% |
STACR 2019-DNA3 B2 09.1557 07/25/2049 | 0.23% |
FNR 2021-5 PI IO 03.5000 02/25/2051 | 0.23% |
COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.23% |
FNR 2021-15 JI IO 04.5000 04/25/2051 | 0.23% |
GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.23% |
SPST 2021-10 A 01.7236 08/08/2022 | 0.22% |
GNR 2019-137 GI IO 04.0000 11/20/2049 | 0.22% |
FNR 2019-75 KS IO 04.9943 11/25/2049 | 0.22% |
GNR 2019-H12 GI IO 02.1020 07/20/2069 | 0.22% |
GNR 2022-63 SB IO 05.1006 11/20/2046 | 0.22% |
FNR 2020-62 CI IO 04.0000 06/25/2048 | 0.22% |
GNR 2021-155 ID IO 03.0000 09/20/2051 | 0.21% |
JPMCC 2013-LC11 D 04.1639 04/15/2046 | 0.21% |
GNR 2015-182 IC IO 04.5000 12/20/2045 | 0.21% |
GNR 2020-H04 AI IO 02.0943 02/20/2070 | 0.21% |
GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.21% |
GNR 2020-32 IA IO 03.9285 03/16/2047 | 0.21% |
GNR 2021-191 HI IO 03.0000 10/20/2051 | 0.21% |
FNR 2016-54 SD IO 04.9943 08/25/2046 | 0.21% |
GNR 2020-47 SA IO 05.0727 05/20/2044 | 0.21% |
FHR 5082 IQ IO 03.0000 03/25/2051 | 0.20% |
CGCMT 2012-GC8 C 144A 04.7924 09/10/2045 | 0.20% |
FHR 5160 IW IO 03.0000 10/25/2050 | 0.20% |
FNR 2011-126 SJ IO 04.9943 12/25/2041 | 0.20% |
JPMBB 2013-C12 E 144A 04.0915 07/15/2045 | 0.20% |
GNR 2022-23 UI IO 05.0000 02/20/2052 | 0.19% |
MSBAM 2014-C19 D 144A 03.2500 12/15/2047 | 0.19% |
FNR 2020-24 IB IO 03.0000 04/25/2050 | 0.19% |
GNR 2014-131 BS IO 05.3253 09/16/2044 | 0.19% |
1.85 R ISWP FWD SOFR P 06/15/2027 | 0.19% |
FHR 4980 KI IO 04.5000 06/25/2050 | 0.19% |
GNR 2021-49 SB IO 05.3727 03/20/2051 | 0.19% |
SPST 2021-16 A1 01.5936 11/07/2022 | 0.19% |
FHR 5125 MI IO 04.5000 11/25/2048 | 0.19% |
GNR 2020-4 IO IO 05.0000 01/20/2050 | 0.19% |
GNR 2021-176 IK IO 05.5000 10/20/2051 | 0.19% |
TREASURY BILL 00.0000 06/21/2022 | 0.18% |
BMARK 2019-B13 D 144A 02.5000 08/15/2057 | 0.18% |
CAS 2017-C06 2M2 03.8057 02/25/2030 | 0.18% |
FHR 5043 IO IO 05.0000 11/25/2050 | 0.18% |
JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.18% |
UBSBB 2012-C4 D 144A 04.4580 12/10/2045 | 0.18% |
CAS 2022-R04 1B1 05.8345 03/25/2042 | 0.18% |
FNR 2021-17 GI IO 04.0000 02/25/2051 | 0.18% |
GNR 2019-83 JS IO 05.1727 07/20/2049 | 0.18% |
GNR 2022-H01 EI IO 02.0264 01/20/2072 | 0.18% |
STACR 2019-DNA1 B2 11.7557 01/25/2049 | 0.18% |
GNR 2021-96 SQ IO 05.4227 06/20/2051 | 0.17% |
FNR 2021-18 IY IO 04.5000 08/25/2049 | 0.17% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.17% |
FNR 2021-94 AI IO 03.0000 01/25/2052 | 0.17% |
GSMS 2013-GC10 D P/P 144A 04.4007 02/10/2046 | 0.17% |
FHR 4752 PS IO 05.3253 11/15/2047 | 0.16% |
GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.16% |
BWAY 2022-26BW F P/P 144A 04.8664 02/10/2044 | 0.16% |
WFRBS 2012-C9 E 144A 04.8118 11/15/2045 | 0.16% |
ARRW 2020-1 M1 04.2770 03/25/2055 | 0.16% |
GNR 2021-59 SU IO 05.3727 04/20/2051 | 0.16% |
STACR 2019-DNA1 M2 03.6557 01/25/2049 | 0.16% |
GSMS 2019-GC38 D 144A 03.0000 02/10/2052 | 0.16% |
COMM 2014-CR17 D 144A 04.8472 05/10/2047 | 0.16% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.15% |
BBCMS 2019-C4 D 144A 03.2500 08/15/2052 | 0.15% |
FNR 2019-18 SL IO 05.0943 05/25/2049 | 0.15% |
MSC 2011-C3 G 144A 05.0847 07/15/2049 | 0.15% |
GNR 2019-96 SY IO 05.1727 08/20/2049 | 0.15% |
GSAA 2006-1 A1 01.1857 01/25/2036 | 0.15% |
CAS 2017-C03 1M2 04.0057 10/25/2029 | 0.15% |
FNR 2019-66 SC IO 04.9943 11/25/2049 | 0.15% |
FNR 2021-25 HI IO 03.5000 07/25/2050 | 0.15% |
GNR 2021-42 IG IO 03.0000 03/20/2051 | 0.15% |
JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.14% |
JPMBB 2014-C22 B 04.5507 09/15/2047 | 0.14% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.14% |
GNR 2020-98 ES IO 05.2727 07/20/2050 | 0.14% |
SCRT 2017-3 M2 04.7500 07/25/2056 | 0.14% |
CSMC 2020-SPT1 M1 03.3880 04/25/2065 | 0.14% |
EMIR 2020-1 B1 144A 03.8557 01/25/2030 | 0.14% |
STACR 2015-HQA1 B 09.8057 03/25/2028 | 0.14% |
WFCM 2012-LC5 D 144A 04.7182 10/15/2045 | 0.14% |
2.298 R ISWP FWD SOFR P 04/07/2032 | 0.14% |
FHR 5057 SC IO 05.2253 12/15/2048 | 0.14% |
GNR 2017-104 GI IO 04.0000 07/20/2047 | 0.13% |
FNR 2019-18 SH IO 05.1443 05/25/2049 | 0.13% |
GNMA GII30 BP5514 03.5000 09/20/2049 | 0.13% |
FHR 4915 SD IO 05.0443 09/25/2049 | 0.13% |
MWST 2021-2 A 01.7557 04/25/2055 | 0.13% |
GNR 2014-188 IB IO 04.0000 12/20/2044 | 0.13% |
FNR 2016-85 SL IO 05.0943 11/25/2046 | 0.12% |
GNR 2018-H20 BI IO 02.0551 06/20/2068 | 0.12% |
JPMCC 2017-JP7 D 144A 04.3855 09/15/2050 | 0.12% |
SCRT 2019-4 M 04.5000 02/25/2059 | 0.12% |
BBCMS 2019-C4 E 144A 03.2500 08/15/2052 | 0.12% |
JPMCC 2011-C3 D 144A 05.5241 02/15/2046 | 0.12% |
BALTA 2005-8 21A1 02.5536 10/25/2035 | 0.12% |
COMM 2013-CR13 D 144A 04.8789 11/10/2046 | 0.12% |
GNR 2019-78 SM IO 05.1727 06/20/2049 | 0.12% |
JPMBB 2014-C22 C 04.5507 09/15/2047 | 0.12% |
COMM 2014-CR16 C 04.9186 04/10/2047 | 0.12% |
BBCMS 2019-C5 E 144A 02.5000 11/15/2052 | 0.12% |
GSMS 2013-GC13 D 144A 04.0645 07/10/2046 | 0.12% |
WFCM 2015-C30 D 144A 04.4983 09/15/2058 | 0.12% |
CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.12% |
FHR 4933 SA IO 04.9943 12/25/2049 | 0.12% |
GNR 2014-3 SM IO 05.1727 01/20/2044 | 0.12% |
COMM 2014-UBS4 C 04.6494 08/10/2047 | 0.12% |
FNR 2020-56 JI IO 04.0000 08/25/2050 | 0.12% |
CSAIL 2019-C17 D 144A 02.5000 09/15/2052 | 0.11% |
GNR 2018-72 IC IO 04.0000 05/20/2045 | 0.11% |
STACR 2015-DNA3 B 10.3557 04/25/2028 | 0.11% |
GNR 2016-H19 AI IO 02.0264 09/20/2066 | 0.11% |
COMM 2014-UBS3 C 04.7370 06/10/2047 | 0.11% |
GSMS 2010-C1 D 144A 06.3535 08/10/2043 | 0.11% |
GNR 2016-H11 KI IO 02.3874 05/20/2066 | 0.11% |
GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.11% |
GNR 2021-H03 IM IO 00.9142 02/20/2071 | 0.11% |
MSBAM 2013-C10 F 144A 04.0737 07/15/2046 | 0.11% |
WFRBS 2012-C10 D 144A 04.4064 12/15/2045 | 0.11% |
CAS 2017-C07 2B1 05.4557 05/25/2030 | 0.11% |
CD 2019-CD8 D 144A 03.0000 08/15/2057 | 0.11% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.11% |
GNR 2019-H02 DI IO 02.0675 11/20/2068 | 0.11% |
FNR 2019-26 SM IO 05.0443 06/25/2049 | 0.10% |
MSBAM 2013-C12 E 144A 04.7623 10/15/2046 | 0.10% |
STACR 2019-HQA1 B2 13.2557 02/25/2049 | 0.10% |
GNR 2014-27 S IO 05.1727 02/20/2044 | 0.10% |
MLMI 2006-HE3 A4 01.5057 06/25/2037 | 0.10% |
MSC 2012-C4 E 144A 05.1638 03/15/2045 | 0.10% |
FHR 4990 SP IO 05.0943 07/25/2050 | 0.10% |
GNR 2017-156 SL IO 05.2727 10/20/2047 | 0.10% |
GNR 2020-112 MS IO 05.3727 08/20/2050 | 0.10% |
FNR 2016-78 CS IO 05.0943 05/25/2039 | 0.10% |
FNR 2019-17 JS IO 05.0943 04/25/2049 | 0.10% |
GSR 2007-OA1 2A3A 01.3157 05/25/2037 | 0.10% |
LHOME 2021-RTL1 A1 02.0900 09/25/2026 | 0.10% |
WFRBS 2012-C9 D 144A 04.8118 11/15/2045 | 0.10% |
MWST 2021-2 F 05.7557 04/25/2055 | 0.10% |
FHR 4808 SD IO 05.3253 07/15/2048 | 0.10% |
GNR 2017-H05 CI IO 02.1760 02/20/2067 | 0.10% |
STACR 2016-DNA1 B 11.0057 07/25/2028 | 0.10% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.10% |
MSBAM 2013-C9 C 04.0188 05/15/2046 | 0.10% |
UBSCM 2012-C1 E 144A 05.0000 05/10/2045 | 0.10% |
GSMS 2016-GS2 D 144A 02.7530 05/10/2049 | 0.10% |
STACR 2015-HQA2 B 11.5057 05/25/2028 | 0.10% |
GNR 2013-9 S IO 05.8227 01/20/2043 | 0.09% |
STACR 2017-DNA3 B1 05.4557 03/25/2030 | 0.09% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.09% |
WFCM 2019-C50 C 04.3450 05/15/2052 | 0.09% |
CMLTI 2007-AR5 1A1A 02.9590 04/25/2037 | 0.09% |
CF 2019-CF2 D 144A 02.5000 11/15/2052 | 0.09% |
SAMI 2006-AR7 A1BG 01.1257 08/25/2036 | 0.09% |
MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.09% |
SCRT 2019-2 M 04.7500 08/25/2058 | 0.08% |
FNR 2010-99 NI IO 06.0000 09/25/2040 | 0.08% |
GNR 2019-98 SC IO 05.1227 08/20/2049 | 0.08% |
CGCMT 2014-GC25 D 144A 03.5480 10/10/2047 | 0.08% |
WFCM 2013-LC12 D 144A 04.3040 07/15/2046 | 0.08% |
GNR 2015-H16 DI IO 01.8644 07/20/2065 | 0.08% |
GNR 2018-H02 HI IO 02.0931 01/20/2068 | 0.08% |
CWALT 2006-OA10 4A1 01.3857 08/25/2046 | 0.08% |
GNR 2019-143 HS IO 05.1227 09/20/2049 | 0.08% |
CWALT 2006-OA10 3A1 01.3857 08/25/2046 | 0.08% |
CWALT 2006-OA19 A1 01.1073 02/20/2047 | 0.08% |
GNR 2019-35 SE IO 05.2753 01/16/2044 | 0.08% |
MWST 2021-1 A 01.3679 02/25/2055 | 0.08% |
WFCM 2019-C54 D 144A 02.5000 12/15/2052 | 0.08% |
CGCMT 2017-P7 C 04.4102 04/14/2050 | 0.08% |
FHR 3346 SC IO 05.6753 10/15/2033 | 0.08% |
GNR 2019-H15 CI IO 00.8015 07/20/2069 | 0.08% |
JPMCC 2012-C6 E 144A 04.9813 05/15/2045 | 0.08% |
BMARK 2019-B11 D 144A 03.0000 05/15/2052 | 0.08% |
GNR 2017-H04 BI IO 02.3141 02/20/2067 | 0.08% |
2.547 R ISWP SOFR P 05/27/2032 | 0.07% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.07% |
FNR 2018-36 SD IO 05.2443 06/25/2048 | 0.07% |
GNR 2016-150 I IO 05.0000 11/20/2046 | 0.07% |
COMM 2014-UBS6 C 04.4402 12/10/2047 | 0.07% |
OMIR 2019-1A B1B 05.3557 07/25/2029 | 0.07% |
OPTN FN30 3.5 06/06/22 CALL 96.8125 JPMC | 0.07% |
2.242 R ISWP SOFR P 04/07/2032 | 0.07% |
CAS 2018-C04 2B1 05.5057 12/25/2030 | 0.07% |
FHR 4926 SP IO 04.9943 08/25/2049 | 0.07% |
BALTA 2005-10 11A1 01.5057 01/25/2036 | 0.07% |
GNR 2017-H22 DI IO 02.1965 11/20/2067 | 0.07% |
BALTA 2005-7 21A1 02.6936 09/25/2035 | 0.06% |
SPST 2021-14 A1 01.6736 12/08/2022 | 0.06% |
FHR 4789 AS IO 05.3253 05/15/2048 | 0.06% |
GNR 2016-H24 CI IO 01.6812 10/20/2066 | 0.06% |
GNR 2017-H10 MI IO 01.5959 04/20/2067 | 0.06% |
GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.06% |
CAS 2017-C03 1B1 05.8557 10/25/2029 | 0.06% |
CMLTI 2007-AMC3 A2D 01.3557 03/25/2037 | 0.06% |
GNR 2010-125 SD IO 05.8053 01/16/2040 | 0.06% |
GNR 2017-H20 AI IO 02.1869 10/20/2067 | 0.06% |
OMIR 2019-1A B1A 04.5057 07/25/2029 | 0.06% |
FHR 4560 IO IO 05.8397 05/15/2039 | 0.06% |
GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.06% |
GNR 2014-95 JI IO 04.5000 12/16/2039 | 0.06% |
STACR 2019-DNA2 M2 03.4557 03/25/2049 | 0.05% |
FNR 2016-83 BS IO 05.0943 11/25/2046 | 0.05% |
GNR 2015-H01 BI IO 01.5502 01/20/2065 | 0.05% |
SWPTN SOFR 3MX10Y P 2.31 USD 06/29/2022 CI | 0.05% |
OPTN FN30 4.0 06/06/22 CALL 99.15625 JPMC | 0.05% |
GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.05% |
CAS 2022-R02 2B1 05.0845 01/25/2042 | 0.05% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.05% |
GNR 2016-H22 IO IO 01.8517 10/20/2066 | 0.05% |
GNR 2018-H02 IM IO 02.0731 02/20/2068 | 0.05% |
MSBAM 2013-C10 E 144A 04.0737 07/15/2046 | 0.05% |
GNR 2017-H14 JI IO 02.1428 06/20/2067 | 0.05% |
MSBAM 2017-C34 D 144A 02.7000 11/15/2052 | 0.05% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.05% |
CAS 2016-C03 1B 12.7557 10/25/2028 | 0.04% |
FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.04% |
GNR 2016-164 IO IO 06.5000 12/20/2046 | 0.04% |
MSC 2012-C4 D 144A 05.1638 03/15/2045 | 0.04% |
GNR 2017-H03 DI IO 02.2818 12/20/2066 | 0.04% |
CAS 2018-C01 1M2 03.2557 07/25/2030 | 0.04% |
GNR 2016-H21 AI IO 01.9380 09/20/2066 | 0.04% |
GNR 2017-H02 BI IO 02.3581 01/20/2067 | 0.04% |
WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.04% |
FNR 2012-132 PI IO 05.0000 10/25/2042 | 0.04% |
FNR 2017-8 IO IO 06.0000 02/25/2047 | 0.04% |
2.116 R ISWP SOFR P 04/04/2032 | 0.04% |
FHS 324 C21 IO 06.0000 06/15/2039 | 0.04% |
GNR 2013-182 SP IO 05.7727 12/20/2043 | 0.04% |
GNR 2018-H11 JI IO 02.6075 07/20/2068 | 0.04% |
MWST 2020-2 A 01.8057 11/25/2053 | 0.04% |
MWST 2020-2 F 04.2557 11/25/2053 | 0.04% |
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.04% |
OPTN FN30 4.5 06/06/22 CALL 101.109375 JPMC | 0.04% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.04% |
GNR 2014-H06 BI IO 01.4418 02/20/2064 | 0.04% |
GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.04% |
GNR 2017-H08 EI IO 01.8842 02/20/2067 | 0.04% |
CFCRE 2011-C2 F 144A 05.2500 12/15/2047 | 0.04% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.04% |
FNR 2019-60 BS IO 05.0443 10/25/2049 | 0.04% |
GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.04% |
GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.04% |
JPMCC 2012-C6 G 144A 02.9720 05/15/2045 | 0.04% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.03% |
FNR 2016-65 CS IO 05.0943 09/25/2046 | 0.03% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.03% |
GNR 2016-H27 EI IO 01.7673 12/20/2066 | 0.03% |
SWPTN SOFR 3MX10Y R 2.995 USD 08/09/2022 GS | 0.03% |
WFRBS 2012-C7 E 144A 04.6305 06/15/2045 | 0.03% |
GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% |
GNR 2018-H05 BI IO 01.7899 02/20/2068 | 0.03% |
JPMCC 2011-C3 E 144A 05.5241 02/15/2046 | 0.03% |
WAMU 2004-AR12 A2B 01.9257 10/25/2044 | 0.03% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.03% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.03% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.03% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.03% |
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% |
GNR 2015-H04 AI IO 01.4078 12/20/2064 | 0.03% |
GNR 2018-H08 FI IO 01.8682 06/20/2068 | 0.03% |
WFRBS 2012-C7 D 144A 04.6305 06/15/2045 | 0.03% |
GNR 2016-H18 QI IO 01.4491 06/20/2066 | 0.03% |
JPALT 2007-A2 12A1 01.4057 06/25/2037 | 0.03% |
SAMI 2006-AR7 A1A 01.4257 08/25/2036 | 0.03% |
GNMA GII30 BL9363 03.5000 10/20/2049 | 0.03% |
GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.03% |
GNR 2017-179 WI IO 05.0000 12/20/2047 | 0.03% |
GNR 2018-77 IO IO 05.0000 06/20/2048 | 0.03% |
CWALT 2006-OA10 2A1 01.3857 08/25/2046 | 0.03% |
GNR 2017-H20 DI IO 02.1922 10/20/2067 | 0.03% |
GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.03% |
UBSCM 2012-C1 D 144A 06.2233 05/10/2045 | 0.03% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
GNMA GII30 BR2728 04.0000 12/20/2049 | 0.02% |
GNR 2016-H17 DI IO 02.1879 07/20/2066 | 0.02% |
GNR 2017-H14 EI IO 01.6297 06/20/2067 | 0.02% |
GNR 2018-91 SJ IO 05.3227 07/20/2048 | 0.02% |
STACR 2018-HQA2 M2 03.3057 10/25/2048 | 0.02% |
2.26 R ISWP SOFR P 03/30/2032 | 0.02% |
2.2655 R ISWP SOFR P 03/30/2032 | 0.02% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
GNR 2011-135 DI IO 05.0000 04/16/2040 | 0.02% |
MSBAM 2013-C11 D 144A 04.3505 08/15/2046 | 0.02% |
2.3655 R ISWP SOFR P 04/06/2024 | 0.02% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 JP | 0.02% |
GNMA GII30 BP7305 03.5000 10/20/2049 | 0.02% |
GNR 2017-136 IY IO 05.0000 03/20/2045 | 0.02% |
GNR 2017-H06 MI IO 02.0991 02/20/2067 | 0.02% |
GNR 2015-165 IC IO 03.5000 07/16/2041 | 0.02% |
GNR 2017-H09 DI IO 01.8911 03/20/2067 | 0.02% |
BSMF 2006-AR2 2A1 01.4657 09/25/2046 | 0.02% |
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
FHR 4635 PI IO 04.0000 12/15/2046 | 0.02% |
GNMA GII30 BM2417 03.5000 08/20/2049 | 0.02% |
2.326 R ISWP SOFR P 04/06/2027 | 0.02% |
FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.02% |
GNMA GII30 BN1509 05.0000 05/20/2049 | 0.02% |
GNR 2013-6 AI IO 03.5000 08/20/2039 | 0.02% |
JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.02% |
2.247 R ISWP SOFR P 04/01/2027 | 0.02% |
2.84 R ISWP SOFR P 05/06/2027 | 0.02% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.02% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
GNMA GII30 BP7324 03.5000 10/20/2049 | 0.02% |
GNMA GII30 BP7505 03.5000 10/20/2049 | 0.02% |
GNR 2012-98 AI IO 04.5000 04/16/2042 | 0.02% |
GNR 2014-H25 BI IO 01.6649 12/20/2064 | 0.02% |
GNR 2017-H06 BI IO 02.2689 02/20/2067 | 0.02% |
WAMU 2005-AR13 A1C4 01.8657 10/25/2045 | 0.02% |
2.5015 R ISWP SOFR P 05/27/2024 | 0.02% |
FNR 2013-90 SD IO 05.5943 09/25/2043 | 0.02% |
FNR 2018-15 PI IO 04.0000 10/25/2047 | 0.02% |
GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.02% |
GNMA GII30 BR7370 04.0000 01/20/2050 | 0.02% |
GNR 2017-H03 AI IO 02.2694 12/20/2066 | 0.02% |
GNR 2017-H20 HI IO 02.1345 10/20/2067 | 0.02% |
2.307 R ISWP SOFR P 03/31/2024 | 0.02% |
GNR 2017-H19 MI IO 02.0611 04/20/2067 | 0.02% |
JPMBB 2013-C14 F 144A 03.5980 08/15/2046 | 0.02% |
2.469 R ISWP SOFR P 04/14/2032 | 0.02% |
2.513 R ISWP SOFR P 05/27/2024 | 0.02% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
FNS 397 2 IO 05.0000 09/25/2039 | 0.02% |
GNMA GII30 BP7323 03.5000 10/20/2049 | 0.02% |
GNR 2014-H21 AI IO 01.2976 10/20/2064 | 0.02% |
GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.02% |
GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.02% |
CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.01% |
GNMA GII30 BN1507 05.0000 05/20/2049 | 0.01% |
GNR 2020-15 CS IO 05.1227 02/20/2050 | 0.01% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.01% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
FNR 2011-134 SP IO 04.9943 02/25/2041 | 0.01% |
FNR 2012-90 DI IO 04.0000 03/25/2042 | 0.01% |
GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.01% |
GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.01% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
CSMC 2008-C1 AJ 144A 05.8164 02/15/2041 | 0.01% |
FHR 4801 IG IO 03.0000 06/15/2048 | 0.01% |
GNMA GII30 BN1508 05.0000 05/20/2049 | 0.01% |
GNR 2017-H03 EI IO 02.3665 01/20/2067 | 0.01% |
OPTN FN30 4.5 06/06/22 CALL 101.1875 JPMC | 0.01% |
CAS 2016-C01 1B 12.7557 08/25/2028 | 0.01% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
CWHL 2006-OA5 2A1 01.4057 04/25/2046 | 0.01% |
FHR 4193 PI IO 04.0000 03/15/2043 | 0.01% |
FHR 4604 QI IO 03.5000 07/15/2046 | 0.01% |
GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.01% |
GNR 2016-29 IO IO 04.0000 02/16/2046 | 0.01% |
GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.01% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
FNS 404 2 IO 04.5000 05/25/2040 | 0.01% |
GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.01% |
JPMCC 2011-C4 C 144A 05.4188 07/15/2046 | 0.01% |
SAMI 2007-AR1 2A1 01.1857 01/25/2037 | 0.01% |
2.436 R ISWP FWD SOFR P 04/19/2027 | 0.01% |
2.491 R ISWP SOFR P 05/27/2024 | 0.01% |
CAS 2016-C05 2M2 05.4557 01/25/2029 | 0.01% |
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
FHR 4425 IO IO 04.0000 01/15/2045 | 0.01% |
FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
FNR 2011-101 SA IO 04.8943 10/25/2041 | 0.01% |
GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
GNR 2016-H27 BI IO 02.3597 12/20/2066 | 0.01% |
GNR 2017-H06 DI IO 01.7593 02/20/2067 | 0.01% |
GNR 2017-H16 JI IO 02.4405 08/20/2067 | 0.01% |
INDX 2006-AR11 2A1 03.2415 06/25/2036 | 0.01% |
STACR 2020-DNA4 M2 04.7557 08/25/2050 | 0.01% |
2.4665 R ISWP SOFR P 04/11/2027 | 0.01% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
GNR 2019-23 SC IO 05.1227 02/20/2049 | 0.01% |
GSAA 2006-8 2A2 01.3657 05/25/2036 | 0.01% |
MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.01% |
2.3535 R ISWP SOFR P 03/30/2027 | 0.01% |
2.469 R ISWP SOFR P 04/07/2024 | 0.01% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.01% |
GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.01% |
GNR 2016-H24 IO IO 02.1383 09/20/2066 | 0.01% |
GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.01% |
2.3565 R ISWP SOFR P 04/14/2024 | 0.01% |
2.5285 R ISWP SOFR P 04/12/2027 | 0.01% |
2.5445 R ISWP SOFR P 05/23/2027 | 0.01% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
FHR 4403 CI IO 04.0000 10/15/2044 | 0.01% |
GNMA GII30 BP7884 04.5000 01/20/2050 | 0.01% |
GNR 2012-145 IO IO 03.5000 12/20/2042 | 0.01% |
GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.01% |
GNR 2017-H08 NI IO 01.9268 03/20/2067 | 0.01% |
GNR 2017-H09 IO IO 01.7683 04/20/2067 | 0.01% |
2.515 R ISWP SOFR P 06/01/2024 | 0.00% |
2.6675 R ISWP SOFR P 05/02/2027 | 0.00% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
FHR 4024 PI IO 04.5000 12/15/2041 | 0.00% |
FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.00% |
GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.00% |
GNR 2017-H11 DI IO 02.0637 05/20/2067 | 0.00% |
GNR 2019-78 SJ IO 05.1227 06/20/2049 | 0.00% |
GNR 2019-99 KS IO 05.1227 08/20/2049 | 0.00% |
GNR 2019-H14 IB IO 02.0335 08/20/2069 | 0.00% |
2.673 R ISWP SOFR P 04/22/2027 | 0.00% |
BACM 2008-1 AJ 06.5669 02/10/2051 | 0.00% |
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
FHR 4425 WI IO 04.0000 03/15/2043 | 0.00% |
FNR 2010-35 SG IO 05.3943 04/25/2040 | 0.00% |
FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.00% |
GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.00% |
GNR 2012-H29 AI IO 01.3307 10/20/2062 | 0.00% |
GNR 2012-H29 FI IO 01.3307 10/20/2062 | 0.00% |
GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.00% |
GNR 2015-52 IK IO 03.5000 04/20/2045 | 0.00% |
GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.00% |
GNR 2017-H03 HI IO 01.5865 01/20/2067 | 0.00% |
MHL 2005-3 M4 01.9507 08/25/2035 | 0.00% |
2.518 R ISWP SOFR P 04/12/2027 | 0.00% |
2.611 R ISWP SOFR P 04/25/2032 | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
FNR 2011-4 CS 10.8886 05/25/2040 | 0.00% |
GNMA GII30 BO8117 04.0000 08/20/2049 | 0.00% |
GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.00% |
GNR 2012-H06 AI IO 01.3186 01/20/2062 | 0.00% |
GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.00% |
GNR 2015-H03 DI IO 01.5471 01/20/2065 | 0.00% |
GNR 2015-H13 AI IO 01.8464 06/20/2065 | 0.00% |
GNR 2015-H15 JI IO 01.9443 06/20/2065 | 0.00% |
GNR 2015-H20 CI IO 01.6691 08/20/2065 | 0.00% |
GNR 2015-H23 DI IO 01.8440 09/20/2065 | 0.00% |
GNR 2015-H25 AI IO 01.5999 09/20/2065 | 0.00% |
GNR 2016-H23 NI IO 01.9703 10/20/2066 | 0.00% |
2.522 R ISWP SOFR P 05/31/2024 | 0.00% |
2.61725 R ISWP SOFR P 04/20/2032 | 0.00% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
FHR 3852 SC IO 05.7753 04/15/2040 | 0.00% |
FHR 4386 LI IO 04.0000 02/15/2043 | 0.00% |
FHR 4452 QI IO 04.0000 11/15/2044 | 0.00% |
FHR 4694 GI IO 04.0000 02/15/2043 | 0.00% |
FNR 2013-57 IQ IO 03.0000 06/25/2041 | 0.00% |
FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.00% |
GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.00% |
GNR 2010-H19 BI IO 01.4388 08/20/2060 | 0.00% |
GNR 2011-156 SK IO 05.6727 04/20/2038 | 0.00% |
GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.00% |
GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.00% |
GNR 2015-187 JI IO 04.0000 03/20/2045 | 0.00% |
GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.00% |
GNR 2015-H10 CI IO 01.7960 04/20/2065 | 0.00% |
GNR 2015-H10 HI IO 02.1416 04/20/2065 | 0.00% |
GNR 2015-H20 AI IO 01.8112 08/20/2065 | 0.00% |
GNR 2015-H25 EI IO 01.8356 10/20/2065 | 0.00% |
GNR 2015-H26 DI IO 01.5681 10/20/2065 | 0.00% |
GNR 2015-H26 EI IO 01.7123 10/20/2065 | 0.00% |
GNR 2016-149 MI IO 05.5000 05/20/2039 | 0.00% |
GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.00% |
GNR 2016-77 SC IO 05.1727 10/20/2045 | 0.00% |
GNR 2016-77 SL IO 05.2227 03/20/2043 | 0.00% |
GNR 2016-H02 HI IO 01.4534 01/20/2066 | 0.00% |
2.571 R ISWP SOFR P 05/18/2024 | 0.00% |
2.574 R ISWP SOFR P 05/18/2024 | 0.00% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
FHR 4000 LI IO 04.0000 02/15/2042 | 0.00% |
FHR 4015 GI IO 04.0000 03/15/2027 | 0.00% |
FHR 4206 IP IO 03.0000 12/15/2041 | 0.00% |
FHR 4580 ID IO 03.5000 08/15/2045 | 0.00% |
FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.00% |
FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.00% |
GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.00% |
GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.00% |
GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.00% |
GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
GNR 2010-H22 CI IO 02.3542 10/20/2060 | 0.00% |
GNR 2011-H07 FI IO 01.2257 02/20/2061 | 0.00% |
GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
GNR 2013-182 SY IO 05.1727 12/20/2043 | 0.00% |
GNR 2013-H14 XI IO 01.5425 03/20/2063 | 0.00% |
GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.00% |
GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.00% |
GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.00% |
GNR 2015-H09 BI IO 01.6605 03/20/2065 | 0.00% |
GNR 2015-H16 XI IO 01.7703 07/20/2065 | 0.00% |
GNR 2015-H23 BI IO 01.7412 09/20/2065 | 0.00% |
GNR 2015-H25 BI IO 01.5706 10/20/2065 | 0.00% |
GNR 2015-H25 CI IO 01.5848 10/20/2065 | 0.00% |
GNR 2016-H04 KI IO 01.4949 02/20/2066 | 0.00% |
GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.00% |
2.553 R ISWP SOFR P 04/28/2024 | 0.00% |
2.6015 R ISWP SOFR P 05/17/2024 | 0.00% |
2.6055 R ISWP SOFR P 05/17/2024 | 0.00% |
2.6825 R ISWP SOFR P 04/26/2032 | 0.00% |
2.743 R ISWP SOFR P 04/26/2024 | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 BC | 0.00% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
FHR 4076 MS IO 05.8253 07/15/2040 | 0.00% |
FHR 4355 DI IO 04.0000 03/15/2044 | 0.00% |
GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
GNR 2015-H24 HI IO 02.0827 09/20/2065 | 0.00% |
GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.00% |
UBSBB 2012-C2 E 144A 04.8283 05/10/2063 | 0.00% |
UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.00% |
2.243 R ISWP SOFR P 04/04/2024 | -0.00% |
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | -0.00% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
OPTN FN30 3.5 06/06/22 PUT 96.8125 JPMC | -0.00% |
OPTN FN30 4.5 06/06/22 PUT 101.1875 JPMC | -0.00% |
2.547 R ISWP SOFR P 04/28/2032 | -0.00% |
2.6095 R ISWP SOFR P 05/24/2032 | -0.00% |
2.689 R ISWP FWD SOFR P 04/26/2032 | -0.00% |
CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
OPTN FN30 4.0 06/06/22 PUT 99.15625 JPMC | -0.00% |
OPTN FN30 4.5 06/06/22 PUT 101.109375 JPMC | -0.00% |
SWPTN SOFR 3MX10Y R 2.725 USD 07/21/2022 CI | -0.00% |
CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
SWPTN SOFR 3MX10Y P 2.725 USD 07/21/2022 CI | -0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.00% |
CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 MS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.01% |
CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.01% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 JP | -0.01% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.01% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
2.3365 R ISWP SOFR P 03/31/2027 | -0.01% |
2.76 R ISWP SOFR P 05/10/2024 | -0.01% |
CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 CG | -0.01% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | -0.01% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
2.494 R ISWP SOFR P 05/31/2052 | -0.01% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.01% |
CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.01% |
2.477 R ISWP SOFR P 05/31/2052 | -0.01% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.01% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.01% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.01% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.01% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
2.0975 R ISWP SOFR P 04/04/2032 | -0.01% |
2.849 R ISWP SOFR P 05/10/2032 | -0.01% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.02% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
2.7265 R ISWP SOFR P 05/17/2032 | -0.02% |
2.851 R ISWP SOFR P 05/06/2027 | -0.02% |
CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.02% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
2.299 R ISWP SOFR P 04/01/2027 | -0.02% |
2.9045 R ISWP SOFR P 05/11/2032 | -0.02% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.02% |
CMB CMBX.NA.BB.14 2072-12-16 500.0 12/16/2072 GS | -0.02% |
2.4145 R ISWP SOFR P 04/07/2024 | -0.02% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
2.3665 R ISWP SOFR P 04/07/2027 | -0.02% |
CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.02% |
CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.02% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
CMB CMBX.NA.BB.14 2072-12-16 500.0 12/16/2072 CG | -0.03% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.03% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
2.7025 R ISWP SOFR P 05/19/2024 | -0.03% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.03% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.03% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.03% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.03% |
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.03% |
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.04% |
2.464 R ISWP SOFR P 05/27/2052 | -0.04% |
CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.04% |
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.04% |
CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 MS | -0.04% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.04% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.04% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.04% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.04% |
CMB CMBX.NA.BB.14 2072-12-16 500.0 12/16/2072 GS | -0.04% |
SWPTN SOFR 3MX10Y P 2.995 USD 08/09/2022 GS | -0.04% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% |
CMB CMBX.NA.BB.14 2072-12-16 500.0 12/16/2072 MS | -0.06% |
2.288 R ISWP SOFR P 03/31/2027 | -0.06% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.06% |
CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.06% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.06% |
2.94 R ISWP SOFR P 05/11/2032 | -0.07% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.07% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.08% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.08% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.08% |
SWPTN SOFR 3MX10Y R 2.31 USD 06/29/2022 CI | -0.09% |
CMB CMBX.NA.BB.15 2064-11-18 500.0 11/18/2064 MS | -0.10% |
CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.10% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.11% |
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.14% |
CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.14% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.15% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.17% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.21% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.26% |
2.05 R ISWP FWD SOFR P 06/15/2052 | -0.31% |
GNMA GII30 TBA 03.5000 06/01/2052 | -0.37% |
1.95 R ISWP FWD SOFR P 06/15/2032 | -0.63% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.68% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.27% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -2.00% |
FNMA FN30 TBA UMBS 02.5000 06/01/2052 | -4.78% |
FNMA FN30 TBA UMBS 02.0000 06/01/2052 | -5.92% |
REPO TRIPA MORTG 0.29 05/02/2022 | 8.44% |
---|---|
FNMA FN30 TBA UMBS 04.5000 06/01/2052 | 2.78% |
TREASURY BILL 00.0000 06/23/2022 | 2.34% |
TREASURY BILL 00.0000 06/02/2022 | 2.24% |
1.80 R ISWP FWD SOFR P 06/15/2024 | 1.89% |
TREASURY BILL 00.0000 06/09/2022 | 1.42% |
TREASURY BILL 00.0000 06/14/2022 | 1.37% |
FNMA FN30 TBA UMBS 04.0000 05/01/2052 | 0.91% |
GNR 2022-H09 GI IO 01.9897 04/20/2072 | 0.82% |
CAS 2016-C06 1B 09.9179 04/25/2029 | 0.74% |
GNR 2021-209 TG IO 04.5000 11/20/2051 | 0.66% |
STACR 2015-DNA2 B 08.2179 12/25/2027 | 0.65% |
FNR 2020-76 GI IO 04.0000 11/25/2050 | 0.63% |
GNR 2021-97 QI IO 03.0000 06/20/2051 | 0.62% |
STACR 2022-DNA3 M2 04.6007 04/25/2042 | 0.61% |
FHR 4839 WS IO 05.5459 08/15/2056 | 0.60% |
CAS 2019-R03 1B1 04.7679 09/25/2031 | 0.60% |
GNR 2022-H09 IG IO 01.8395 04/20/2072 | 0.59% |
GNR 2021-155 SE IO 05.7056 09/20/2051 | 0.57% |
CAS 2017-C07 2M2 03.1679 05/25/2030 | 0.56% |
CAS 2022-R03 1B2 10.1387 03/25/2042 | 0.55% |
STACR 2022-HQA1 M2 05.5387 03/25/2042 | 0.55% |
TMIR 2019-1 M2 144A 03.5679 11/26/2029 | 0.55% |
FNR 2021-25 IJ IO 03.5000 05/25/2051 | 0.50% |
TREASURY BILL 00.0000 06/16/2022 | 0.50% |
SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.50% |
CAS 2017-C04 2B1 05.7179 11/25/2029 | 0.48% |
WFCM 2016-NXS5 D 05.1497 01/15/2059 | 0.48% |
FNMA FN30 TBA UMBS 05.0000 05/01/2052 | 0.47% |
GNR 2020-186 DI IO 03.0000 12/20/2050 | 0.47% |
STACR 2018-HQA2 B1 04.9179 10/25/2048 | 0.47% |
CAS 2017-C05 1M2C 02.8679 01/25/2030 | 0.46% |
STACR 2020-HQA2 B1 04.7679 03/25/2050 | 0.46% |
FNMA FN30 TBA UMBS 04.0000 06/01/2052 | 0.45% |
AHM 2007-1 GA1C 00.8579 05/25/2047 | 0.45% |
WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.45% |
FNMA FN30 TBA UMBS 03.5000 06/01/2052 | 0.44% |
RMIR 2018-1 M2 04.2100 03/25/2028 | 0.44% |
CAS 2016-C03 2B 13.4179 10/25/2028 | 0.41% |
CAS 2015-C04 1M2 06.3679 04/25/2028 | 0.41% |
HMIR 2022-1 B1 09.2750 10/25/2034 | 0.41% |
CCMFC 2006-4A A2 00.8479 11/25/2047 | 0.41% |
FNR 2021-56 QI IO 04.5000 09/25/2051 | 0.41% |
BMARK 2018-B3 D 144A 03.1872 04/10/2051 | 0.40% |
FHR 4937 MS IO 05.3821 12/25/2049 | 0.40% |
STACR 2020-DNA3 B2 10.0179 06/25/2050 | 0.40% |
TMIR 2019-1 B1 144A 04.8179 11/26/2029 | 0.40% |
COMM 2012-CR4 B 144A 03.7030 10/15/2045 | 0.39% |
GNR 2016-H15 AI IO 02.0377 07/20/2066 | 0.38% |
STACR 2017-DNA1 B1 05.6179 07/25/2029 | 0.38% |
STACR 2018-DNA3 B2 08.4179 09/25/2048 | 0.38% |
STACR 2019-DNA2 B2 11.1679 03/25/2049 | 0.38% |
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.37% |
MSBAM 2015-C23 D 144A 04.2813 07/15/2050 | 0.37% |
GNR 2022-45 DS IO 05.4096 11/20/2049 | 0.37% |
STACR 2018-HQA2 B2 11.6679 10/25/2048 | 0.36% |
CAS 2017-C06 2B1 05.1179 02/25/2030 | 0.36% |
MRAIT 2020-2 A2 01.6551 08/15/2022 | 0.36% |
WFRBS 2013-C15 D 144A 04.6541 08/15/2046 | 0.36% |
MCAS 2019-01 M10 144A 03.9179 10/15/2049 | 0.36% |
COMM 2015-CR26 D 03.6269 10/10/2048 | 0.35% |
GNR 2021-162 IO IO 04.0000 09/20/2051 | 0.35% |
FHR 5172 KI IO 03.0000 12/25/2051 | 0.35% |
FHR 5080 IQ IO 03.5000 04/25/2050 | 0.34% |
MSBAM 2012-C6 G 144A 04.5000 11/15/2045 | 0.34% |
FHR 5119 IB IO 03.0000 06/25/2041 | 0.33% |
FHR 4976 MI IO 04.5000 05/25/2050 | 0.33% |
GNR 2022-H01 BI IO 02.2408 12/20/2071 | 0.33% |
FHR 5115 IK IO 04.5000 12/25/2050 | 0.32% |
CGCMT 2015-P1 C 04.5143 09/15/2048 | 0.31% |
COMM 2014-CR17 E 144A 05.0089 05/10/2047 | 0.31% |
JPMBB 2014-C18 D 144A 04.9475 02/15/2047 | 0.31% |
COMM 2014-CR19 D 144A 04.8536 08/10/2047 | 0.31% |
FNR 2021-67 IG IO 03.0000 10/25/2051 | 0.31% |
GNR 2020-7 SK IO 05.4556 01/20/2050 | 0.31% |
FHR 5023 YI IO 03.0000 10/25/2050 | 0.30% |
GSMS 2014-GC24 D 144A 04.6651 09/10/2047 | 0.30% |
JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.30% |
GNR 2019-121 SD IO 05.4056 10/20/2049 | 0.30% |
1.85 R ISWP FWD SOFR P 06/15/2027 | 0.30% |
GNR 2021-57 SD IO 05.7056 03/20/2051 | 0.30% |
STACR 2019-DNA3 B2 08.8179 07/25/2049 | 0.30% |
BMIR 2017-1 B1 144A 05.4179 10/25/2027 | 0.29% |
FNR 2021-15 JI IO 04.5000 04/25/2051 | 0.29% |
GNR 2018-H01 AI IO 02.2058 01/20/2068 | 0.29% |
WFRBS 2014-C21 C 04.2340 08/15/2047 | 0.29% |
FNR 2021-5 PI IO 03.5000 02/25/2051 | 0.28% |
GNR 2019-158 AS IO 05.5556 09/16/2043 | 0.28% |
GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.28% |
GNR 2019-137 GI IO 04.0000 11/20/2049 | 0.28% |
JPMCC 2013-LC11 D 04.3028 04/15/2046 | 0.28% |
COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.28% |
SPST 2021-10 A 00.0000 08/08/2022 | 0.28% |
FNR 2020-62 CI IO 04.0000 06/25/2048 | 0.27% |
FNR 2019-75 KS IO 05.3321 11/25/2049 | 0.27% |
GNR 2022-63 SB IO 05.3000 11/20/2046 | 0.27% |
GNR 2015-182 IC IO 04.5000 12/20/2045 | 0.26% |
FNR 2016-54 SD IO 05.3321 08/25/2046 | 0.26% |
GNR 2021-155 ID IO 03.0000 09/20/2051 | 0.26% |
GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.26% |
GNR 2020-32 IA IO 03.9218 03/16/2047 | 0.26% |
GNR 2021-191 HI IO 03.0000 10/20/2051 | 0.26% |
GNR 2020-H04 AI IO 02.1475 02/20/2070 | 0.25% |
GNR 2020-47 SA IO 05.4056 05/20/2044 | 0.25% |
FHR 5160 IW IO 03.0000 10/25/2050 | 0.25% |
CGCMT 2012-GC8 C 144A 05.0133 09/10/2045 | 0.25% |
FNR 2011-126 SJ IO 05.3321 12/25/2041 | 0.25% |
GNR 2022-23 UI IO 05.0000 02/20/2052 | 0.25% |
SWPTN SOFR 3MX10Y P 1.769 USD 05/09/2022 GS | 0.24% |
FHR 4980 KI IO 04.5000 06/25/2050 | 0.24% |
CAS 2017-C06 2M2 03.4679 02/25/2030 | 0.24% |
GNR 2021-176 IK IO 05.5000 10/20/2051 | 0.24% |
MSBAM 2014-C19 D 144A 03.2500 12/15/2047 | 0.24% |
FNR 2020-24 IB IO 03.0000 04/25/2050 | 0.24% |
JPMBB 2013-C12 E 144A 04.2280 07/15/2045 | 0.24% |
BMARK 2019-B13 D 144A 02.5000 08/15/2057 | 0.24% |
GNR 2020-4 IO IO 05.0000 01/20/2050 | 0.23% |
GNR 2014-131 BS IO 05.6056 09/16/2044 | 0.23% |
GNR 2021-49 SB IO 05.7056 03/20/2051 | 0.23% |
SPST 2021-16 A1 01.2879 11/07/2022 | 0.23% |
FHR 5125 MI IO 04.5000 11/25/2048 | 0.23% |
BANK 2018-BN11 D 144A 03.0000 03/15/2061 | 0.23% |
CAS 2022-R04 1B1 05.5387 03/25/2042 | 0.23% |
MRAIT 2021-8 A2X 01.3806 05/15/2022 | 0.23% |
TREASURY BILL 00.0000 06/21/2022 | 0.23% |
JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.23% |
FHR 5043 IO IO 05.0000 11/25/2050 | 0.22% |
FNR 2021-17 GI IO 04.0000 02/25/2051 | 0.22% |
STACR 2019-DNA1 B2 11.4179 01/25/2049 | 0.22% |
GNR 2022-H01 EI IO 02.1826 01/20/2072 | 0.22% |
UBSBB 2012-C4 D 144A 04.6070 12/10/2045 | 0.22% |
MSBAM 2014-C14 D 144A 05.2191 02/15/2047 | 0.22% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.21% |
GNR 2021-96 SQ IO 05.7556 06/20/2051 | 0.21% |
BWAY 2022-26BW F P/P 144A 05.0286 02/10/2044 | 0.21% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.20% |
STACR 2019-DNA1 M2 03.3179 01/25/2049 | 0.20% |
GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.20% |
FHR 4752 PS IO 05.6459 11/15/2047 | 0.20% |
GNR 2021-59 SU IO 05.7056 04/20/2051 | 0.20% |
GSMS 2013-GC10 D P/P 144A 04.5474 02/10/2046 | 0.20% |
FNR 2021-18 IY IO 04.5000 08/25/2049 | 0.20% |
FNR 2021-94 AI IO 03.0000 01/25/2052 | 0.20% |
2.298 R ISWP FWD SOFR P 04/07/2032 | 0.20% |
ARRW 2020-1 M1 04.2770 03/25/2055 | 0.20% |
GSMS 2019-GC38 D 144A 03.0000 02/10/2052 | 0.20% |
WFRBS 2012-C9 E 144A 04.9713 11/15/2045 | 0.20% |
COMM 2014-CR17 D 144A 05.0089 05/10/2047 | 0.19% |
BBCMS 2019-C4 D 144A 03.2500 08/15/2052 | 0.19% |
CAS 2017-C03 1M2 03.6679 10/25/2029 | 0.19% |
FNR 2021-25 HI IO 03.5000 07/25/2050 | 0.19% |
GNR 2019-83 JS IO 05.5056 07/20/2049 | 0.18% |
GSAA 2006-1 A1 00.8479 01/25/2036 | 0.18% |
MSC 2011-C3 G 144A 05.2545 07/15/2049 | 0.18% |
GNR 2021-42 IG IO 03.0000 03/20/2051 | 0.18% |
FNR 2019-66 SC IO 05.3321 11/25/2049 | 0.18% |
CSMC 2020-SPT1 M1 03.3880 04/25/2065 | 0.18% |
EMIR 2020-1 B1 144A 03.5179 01/25/2030 | 0.18% |
JPMBB 2014-C22 B 04.7025 09/15/2047 | 0.18% |
GNR 2020-98 ES IO 05.6056 07/20/2050 | 0.18% |
FNR 2019-18 SL IO 05.4321 05/25/2049 | 0.18% |
SCRT 2017-3 M2 04.7500 07/25/2056 | 0.18% |
GNR 2019-96 SY IO 05.5056 08/20/2049 | 0.17% |
STACR 2015-HQA1 B 09.4679 03/25/2028 | 0.17% |
JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.17% |
WFCM 2012-LC5 D 144A 04.9014 10/15/2045 | 0.17% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.17% |
GNR 2017-104 GI IO 04.0000 07/20/2047 | 0.17% |
FNR 2019-18 SH IO 05.4821 05/25/2049 | 0.17% |
FHR 5057 SC IO 05.5459 12/15/2048 | 0.16% |
GNMA GII30 BP5514 03.5000 09/20/2049 | 0.16% |
FHR 4915 SD IO 05.3821 09/25/2049 | 0.16% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.16% |
CSAIL 2018-C14 D 144A 05.0875 11/15/2051 | 0.16% |
GNR 2014-188 IB IO 04.0000 12/20/2044 | 0.16% |
MWST 2021-2 A 01.4179 04/25/2055 | 0.16% |
COMM 2015-LC19 D 144A 02.8670 02/10/2048 | 0.16% |
BBCMS 2019-C4 E 144A 03.2500 08/15/2052 | 0.16% |
JPMCC 2017-JP7 D 144A 04.5320 09/15/2050 | 0.16% |
BALTA 2005-8 21A1 02.5502 10/25/2035 | 0.15% |
BBCMS 2019-C5 E 144A 02.5000 11/15/2052 | 0.15% |
SCRT 2019-4 M 04.5000 02/25/2059 | 0.15% |
COMM 2013-CR13 D 144A 05.0419 11/10/2046 | 0.15% |
JPMCC 2011-C3 D 144A 05.7081 02/15/2046 | 0.15% |
FNR 2016-85 SL IO 05.4321 11/25/2046 | 0.15% |
JPMBB 2014-C22 C 04.7025 09/15/2047 | 0.15% |
COMM 2014-CR16 C 05.0827 04/10/2047 | 0.15% |
GNR 2019-78 SM IO 05.5056 06/20/2049 | 0.15% |
GNR 2018-H20 BI IO 02.0383 06/20/2068 | 0.15% |
FHR 4933 SA IO 05.3321 12/25/2049 | 0.15% |
CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.14% |
GSMS 2013-GC13 D 144A 04.1999 07/10/2046 | 0.14% |
MSBAM 2015-C22 C 04.3478 04/15/2048 | 0.14% |
WFCM 2015-C30 D 144A 04.6482 09/15/2058 | 0.14% |
CSAIL 2019-C17 D 144A 02.5000 09/15/2052 | 0.14% |
FNR 2020-56 JI IO 04.0000 08/25/2050 | 0.14% |
COMM 2014-UBS4 C 04.8064 08/10/2047 | 0.14% |
GNR 2014-3 SM IO 05.5056 01/20/2044 | 0.14% |
GNR 2018-72 IC IO 04.0000 05/20/2045 | 0.14% |
CD 2019-CD8 D 144A 03.0000 08/15/2057 | 0.14% |
GSMS 2010-C1 D 144A 06.5650 08/10/2043 | 0.14% |
STACR 2015-DNA3 B 10.0179 04/25/2028 | 0.14% |
CAS 2017-C07 2B1 05.1179 05/25/2030 | 0.14% |
COMM 2014-UBS3 C 04.8960 06/10/2047 | 0.14% |
MLMI 2006-HE3 A4 01.1679 06/25/2037 | 0.14% |
GNR 2016-H19 AI IO 02.1673 09/20/2066 | 0.13% |
MSBAM 2013-C10 F 144A 04.2097 07/15/2046 | 0.13% |
STACR 2019-HQA1 B2 12.9179 02/25/2049 | 0.13% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.13% |
GNR 2021-H03 IM IO 00.9888 02/20/2071 | 0.13% |
WFRBS 2012-C10 D 144A 04.5577 12/15/2045 | 0.13% |
GNR 2017-156 SL IO 05.6056 10/20/2047 | 0.13% |
UBSCM 2012-C1 D 144A 06.0689 05/10/2045 | 0.13% |
FNR 2019-26 SM IO 05.3821 06/25/2049 | 0.13% |
MSBAM 2013-C12 E 144A 04.9211 10/15/2046 | 0.13% |
GNR 2019-H02 DI IO 02.1140 11/20/2068 | 0.13% |
GSR 2007-OA1 2A3A 00.9779 05/25/2037 | 0.13% |
MSC 2012-C4 E 144A 05.4255 03/15/2045 | 0.13% |
FHR 4990 SP IO 05.4321 07/25/2050 | 0.13% |
GNR 2014-27 S IO 05.5056 02/20/2044 | 0.13% |
GNR 2020-112 MS IO 05.7056 08/20/2050 | 0.12% |
FNR 2019-17 JS IO 05.4321 04/25/2049 | 0.12% |
LHOME 2021-RTL1 A1 02.0900 09/25/2026 | 0.12% |
WFRBS 2012-C9 D 144A 04.9713 11/15/2045 | 0.12% |
FNR 2016-78 CS IO 05.4321 05/25/2039 | 0.12% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.12% |
GNR 2016-H11 KI IO 02.0191 05/20/2066 | 0.12% |
STACR 2016-DNA1 B 10.4566 07/25/2028 | 0.12% |
CMLTI 2007-AR5 1A1A 02.9262 04/25/2037 | 0.12% |
MSBAM 2013-C9 C 04.1560 05/15/2046 | 0.12% |
GNR 2017-H05 CI IO 02.3113 02/20/2067 | 0.12% |
GSMS 2016-GS2 D 144A 02.7530 05/10/2049 | 0.12% |
STACR 2015-HQA2 B 11.1679 05/25/2028 | 0.12% |
STACR 2017-DNA3 B1 05.1179 03/25/2030 | 0.12% |
UBSCM 2012-C1 E 144A 05.0000 05/10/2045 | 0.12% |
FHR 4808 SD IO 05.6459 07/15/2048 | 0.12% |
SWPTN SOFR 3MX10Y P 2.31 USD 06/29/2022 CI | 0.12% |
GNR 2013-9 S IO 06.1556 01/20/2043 | 0.12% |
CF 2019-CF2 D 144A 02.5000 11/15/2052 | 0.11% |
WFCM 2019-C50 C 04.3450 05/15/2052 | 0.11% |
BBCMS 2019-C3 D 144A 03.0000 05/15/2052 | 0.11% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.11% |
SAMI 2006-AR7 A1BG 00.7879 08/25/2036 | 0.11% |
FNR 2010-99 NI IO 06.0000 09/25/2040 | 0.11% |
MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.11% |
SCRT 2019-2 M 04.7500 08/25/2058 | 0.10% |
GNR 2019-H15 CI IO 00.8314 07/20/2069 | 0.10% |
GNR 2018-H02 HI IO 02.0922 01/20/2068 | 0.10% |
CGCMT 2014-GC25 D 144A 03.5480 10/10/2047 | 0.10% |
GNR 2019-98 SC IO 05.4556 08/20/2049 | 0.10% |
CWALT 2006-OA10 4A1 01.0479 08/25/2046 | 0.10% |
CWALT 2006-OA19 A1 00.7744 02/20/2047 | 0.10% |
WFCM 2013-LC12 D 144A 04.4396 07/15/2046 | 0.10% |
GNR 2015-H16 DI IO 01.9897 07/20/2065 | 0.10% |
2.242 R ISWP SOFR P 04/07/2032 | 0.10% |
CGCMT 2017-P7 C 04.5680 04/14/2050 | 0.10% |
CWALT 2006-OA10 3A1 01.0479 08/25/2046 | 0.10% |
MWST 2021-1 A 01.1566 02/25/2055 | 0.10% |
WFRBS 2014-LC14 D 144A 04.5860 03/15/2047 | 0.10% |
BMARK 2019-B11 D 144A 03.0000 05/15/2052 | 0.10% |
GNR 2019-143 HS IO 05.4556 09/20/2049 | 0.10% |
GNR 2019-35 SE IO 05.5556 01/16/2044 | 0.10% |
JPMCC 2012-C6 E 144A 05.3497 05/15/2045 | 0.10% |
WFCM 2019-C54 D 144A 02.5000 12/15/2052 | 0.10% |
FHR 3346 SC IO 05.9959 10/15/2033 | 0.09% |
GNR 2016-150 I IO 05.0000 11/20/2046 | 0.09% |
GNR 2017-H04 BI IO 02.1787 02/20/2067 | 0.09% |
FNR 2018-36 SD IO 05.5821 06/25/2048 | 0.09% |
OMIR 2019-1A B1B 05.0179 07/25/2029 | 0.09% |
BALTA 2005-10 11A1 01.1679 01/25/2036 | 0.09% |
CAS 2018-C04 2B1 05.1679 12/25/2030 | 0.09% |
COMM 2014-UBS6 C 04.5883 12/10/2047 | 0.09% |
BALTA 2005-7 21A1 02.6317 09/25/2035 | 0.08% |
GNR 2017-H22 DI IO 02.1993 11/20/2067 | 0.08% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.08% |
FHR 4926 SP IO 05.3321 08/25/2049 | 0.08% |
SPST 2021-14 A1 01.3679 12/08/2022 | 0.08% |
COMM 2017-COR2 D 144A 03.0000 09/10/2050 | 0.08% |
FHR 4789 AS IO 05.6459 05/15/2048 | 0.08% |
CMLTI 2007-AMC3 A2D 01.0179 03/25/2037 | 0.08% |
GNR 2016-H24 CI IO 01.6939 10/20/2066 | 0.08% |
GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.08% |
CAS 2017-C03 1B1 05.5179 10/25/2029 | 0.07% |
GNR 2017-H20 AI IO 02.1867 10/20/2067 | 0.07% |
GNR 2010-125 SD IO 06.0856 01/16/2040 | 0.07% |
GNR 2017-H10 MI IO 01.9658 04/20/2067 | 0.07% |
FHR 4560 IO IO 05.8319 05/15/2039 | 0.07% |
GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.07% |
STACR 2019-DNA2 M2 03.1179 03/25/2049 | 0.07% |
OMIR 2019-1A B1A 04.1679 07/25/2029 | 0.07% |
GNR 2014-95 JI IO 04.5000 12/16/2039 | 0.07% |
GNR 2015-H01 BI IO 01.5650 01/20/2065 | 0.07% |
FNR 2016-83 BS IO 05.4321 11/25/2046 | 0.06% |
GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.06% |
CAS 2022-R02 2B1 04.7887 01/25/2042 | 0.06% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.06% |
GNR 2016-H22 IO IO 01.8658 10/20/2066 | 0.06% |
GNR 2018-H02 IM IO 02.0319 02/20/2068 | 0.06% |
MSBAM 2017-C34 D 144A 02.7000 11/15/2052 | 0.06% |
GNR 2017-H14 JI IO 02.1508 06/20/2067 | 0.06% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.06% |
MSBAM 2013-C10 E 144A 04.2097 07/15/2046 | 0.06% |
CAS 2016-C03 1B 12.4179 10/25/2028 | 0.06% |
GNR 2016-164 IO IO 06.5000 12/20/2046 | 0.06% |
MSC 2012-C4 D 144A 05.4255 03/15/2045 | 0.06% |
2.116 R ISWP SOFR P 04/04/2032 | 0.06% |
FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.06% |
CAS 2018-C01 1M2 02.9179 07/25/2030 | 0.05% |
GNR 2017-H03 DI IO 02.2737 12/20/2066 | 0.05% |
FNR 2012-132 PI IO 05.0000 10/25/2042 | 0.05% |
FNR 2017-8 IO IO 06.0000 02/25/2047 | 0.05% |
GNR 2016-H21 AI IO 02.0665 09/20/2066 | 0.05% |
OPTN FN30 4.5 06/06/22 CALL 101.109375 JPMC | 0.05% |
WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.05% |
FHS 324 C21 IO 06.0000 06/15/2039 | 0.05% |
GNR 2013-182 SP IO 06.1056 12/20/2043 | 0.05% |
GNR 2017-H02 BI IO 02.1115 01/20/2067 | 0.05% |
GNR 2018-H11 JI IO 02.4290 07/20/2068 | 0.05% |
MWST 2020-2 A 01.4679 11/25/2053 | 0.05% |
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.05% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.05% |
GNR 2014-H06 BI IO 01.4478 02/20/2064 | 0.05% |
GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.05% |
2.3655 R ISWP SOFR P 04/06/2024 | 0.05% |
GNR 2017-H08 EI IO 01.4595 02/20/2067 | 0.05% |
CFCRE 2011-C2 F 144A 05.2500 12/15/2047 | 0.05% |
WFRBS 2012-C7 D 144A 04.7872 06/15/2045 | 0.05% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.04% |
GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.04% |
GNR 2016-H27 EI IO 01.8792 12/20/2066 | 0.04% |
JPMCC 2012-C6 G 144A 02.9720 05/15/2045 | 0.04% |
GNR 2018-H05 BI IO 01.7421 02/20/2068 | 0.04% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.04% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.04% |
FNR 2016-65 CS IO 05.4321 09/25/2046 | 0.04% |
WFRBS 2012-C7 E 144A 04.7872 06/15/2045 | 0.04% |
2.326 R ISWP SOFR P 04/06/2027 | 0.04% |
GNMA GII30 BP7527 03.5000 10/20/2049 | 0.04% |
FNR 2019-60 BS IO 05.3821 10/25/2049 | 0.04% |
JPMCC 2011-C3 E 144A 05.7081 02/15/2046 | 0.04% |
WAMU 2004-AR12 A2B 01.5879 10/25/2044 | 0.04% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.04% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.04% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.04% |
GNR 2018-H08 FI IO 01.5733 06/20/2068 | 0.04% |
JPALT 2007-A2 12A1 01.0679 06/25/2037 | 0.04% |
2.247 R ISWP SOFR P 04/01/2027 | 0.04% |
GNR 2015-H04 AI IO 01.5427 12/20/2064 | 0.04% |
SAMI 2006-AR7 A1A 01.0879 08/25/2036 | 0.04% |
2.26 R ISWP SOFR P 03/30/2032 | 0.03% |
2.2655 R ISWP SOFR P 03/30/2032 | 0.03% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.03% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 JP | 0.03% |
GNR 2018-77 IO IO 05.0000 06/20/2048 | 0.03% |
GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.03% |
GNR 2016-H17 DI IO 02.1443 07/20/2066 | 0.03% |
GNR 2016-H18 QI IO 01.7003 06/20/2066 | 0.03% |
CWALT 2006-OA10 2A1 01.0479 08/25/2046 | 0.03% |
GNMA GII30 BL9363 03.5000 10/20/2049 | 0.03% |
GNR 2017-H20 DI IO 02.1939 10/20/2067 | 0.03% |
GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.03% |
STACR 2018-HQA2 M2 02.9679 10/25/2048 | 0.03% |
2.307 R ISWP SOFR P 03/31/2024 | 0.03% |
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% |
2.5285 R ISWP SOFR P 04/12/2027 | 0.03% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% |
GNMA GII30 BR2728 04.0000 12/20/2049 | 0.03% |
GNR 2011-135 DI IO 05.0000 04/16/2040 | 0.03% |
GNR 2017-136 IY IO 05.0000 03/20/2045 | 0.03% |
GNR 2018-91 SJ IO 05.6556 07/20/2048 | 0.03% |
MSBAM 2013-C11 D 144A 04.4957 08/15/2046 | 0.03% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.03% |
GNR 2017-H14 EI IO 01.5859 06/20/2067 | 0.03% |
GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
GNMA GII30 BP7305 03.5000 10/20/2049 | 0.03% |
GNR 2015-165 IC IO 03.5000 07/16/2041 | 0.03% |
GNR 2017-H06 MI IO 02.0999 02/20/2067 | 0.03% |
GNR 2013-6 AI IO 03.5000 08/20/2039 | 0.03% |
GNR 2017-H09 DI IO 01.9013 03/20/2067 | 0.03% |
BSMF 2006-AR2 2A1 01.1279 09/25/2046 | 0.03% |
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.03% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% |
FHR 4635 PI IO 04.0000 12/15/2046 | 0.03% |
FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.03% |
GNMA GII30 BM2417 03.5000 08/20/2049 | 0.03% |
2.4665 R ISWP SOFR P 04/11/2027 | 0.02% |
2.469 R ISWP SOFR P 04/14/2032 | 0.02% |
GNR 2012-98 AI IO 04.5000 04/16/2042 | 0.02% |
GNR 2014-H25 BI IO 01.6772 12/20/2064 | 0.02% |
JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.02% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
FNR 2018-15 PI IO 04.0000 10/25/2047 | 0.02% |
GNMA GII30 BP7324 03.5000 10/20/2049 | 0.02% |
WAMU 2005-AR13 A1C4 01.5279 10/25/2045 | 0.02% |
2.436 R ISWP FWD SOFR P 04/19/2027 | 0.02% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.02% |
GNMA GII30 BP7505 03.5000 10/20/2049 | 0.02% |
GNR 2017-H06 BI IO 02.2521 02/20/2067 | 0.02% |
GNR 2017-H20 HI IO 02.1353 10/20/2067 | 0.02% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
FNR 2013-90 SD IO 05.9321 09/25/2043 | 0.02% |
GNMA GII30 BP7323 03.5000 10/20/2049 | 0.02% |
GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.02% |
GNMA GII30 BR7370 04.0000 01/20/2050 | 0.02% |
GNR 2017-H03 AI IO 02.2623 12/20/2066 | 0.02% |
GNR 2017-H19 MI IO 02.0598 04/20/2067 | 0.02% |
GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.02% |
JPMBB 2013-C14 F 144A 03.5980 08/15/2046 | 0.02% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
FNS 397 2 IO 05.0000 09/25/2039 | 0.02% |
GNR 2014-H21 AI IO 01.4312 10/20/2064 | 0.02% |
GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.02% |
2.469 R ISWP SOFR P 04/07/2024 | 0.02% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
FNR 2012-90 DI IO 04.0000 03/25/2042 | 0.02% |
GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.02% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.02% |
GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.02% |
GNR 2020-15 CS IO 05.4556 02/20/2050 | 0.02% |
2.3535 R ISWP SOFR P 03/30/2027 | 0.02% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.02% |
FNR 2011-134 SP IO 05.3321 02/25/2041 | 0.02% |
GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.02% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
CWHL 2006-OA5 2A1 01.0679 04/25/2046 | 0.02% |
FHR 4604 QI IO 03.5000 07/15/2046 | 0.02% |
FHR 4801 IG IO 03.0000 06/15/2048 | 0.02% |
GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
STACR 2020-DNA4 M2 04.4179 08/25/2050 | 0.02% |
CAS 2016-C01 1B 12.4179 08/25/2028 | 0.01% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
CSMC 2008-C1 AJ 144A 06.0103 02/15/2041 | 0.01% |
GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.01% |
GNR 2017-H03 EI IO 02.1097 01/20/2067 | 0.01% |
GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.01% |
JPMCC 2011-C4 C 144A 05.5739 07/15/2046 | 0.01% |
2.3565 R ISWP SOFR P 04/14/2024 | 0.01% |
2.518 R ISWP SOFR P 04/12/2027 | 0.01% |
FHR 4193 PI IO 04.0000 03/15/2043 | 0.01% |
FNS 404 2 IO 04.5000 05/25/2040 | 0.01% |
GNR 2016-29 IO IO 04.0000 02/16/2046 | 0.01% |
SAMI 2007-AR1 2A1 00.8479 01/25/2037 | 0.01% |
CAS 2016-C05 2M2 05.1179 01/25/2029 | 0.01% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.01% |
GNR 2016-H27 BI IO 02.3361 12/20/2066 | 0.01% |
GNR 2017-H06 DI IO 01.7713 02/20/2067 | 0.01% |
INDX 2006-AR11 2A1 03.0143 06/25/2036 | 0.01% |
FHR 4425 IO IO 04.0000 01/15/2045 | 0.01% |
FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
GNR 2017-H16 JI IO 02.3477 08/20/2067 | 0.01% |
GSAA 2006-8 2A2 01.0279 05/25/2036 | 0.01% |
2.611 R ISWP SOFR P 04/25/2032 | 0.01% |
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
FNR 2011-101 SA IO 05.2321 10/25/2041 | 0.01% |
GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.01% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.01% |
GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.01% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
FHR 4403 CI IO 04.0000 10/15/2044 | 0.01% |
GNMA GII30 BP7884 04.5000 01/20/2050 | 0.01% |
GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.01% |
GNR 2016-H24 IO IO 02.1423 09/20/2066 | 0.01% |
GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.01% |
GNR 2017-H08 NI IO 01.9084 03/20/2067 | 0.01% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
FHR 4024 PI IO 04.5000 12/15/2041 | 0.01% |
FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
GNR 2017-H09 IO IO 01.9539 04/20/2067 | 0.01% |
GNR 2019-78 SJ IO 05.4556 06/20/2049 | 0.01% |
GNR 2019-99 KS IO 05.4556 08/20/2049 | 0.01% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.01% |
GNR 2017-H11 DI IO 01.8581 05/20/2067 | 0.01% |
GNR 2019-H14 IB IO 02.0883 08/20/2069 | 0.01% |
2.61725 R ISWP SOFR P 04/20/2032 | 0.00% |
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
FHR 4425 WI IO 04.0000 03/15/2043 | 0.00% |
FNR 2010-35 SG IO 05.7321 04/25/2040 | 0.00% |
FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.00% |
GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.00% |
GNR 2012-H29 AI IO 01.3460 10/20/2062 | 0.00% |
GNR 2012-H29 FI IO 01.3460 10/20/2062 | 0.00% |
GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.00% |
GNR 2015-52 IK IO 03.5000 04/20/2045 | 0.00% |
GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.00% |
GNR 2017-H03 HI IO 01.5838 01/20/2067 | 0.00% |
MHL 2005-3 M4 01.6129 08/25/2035 | 0.00% |
BACM 2008-1 AJ 06.7858 02/10/2051 | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
FNR 2011-4 CS 11.5643 05/25/2040 | 0.00% |
GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.00% |
GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
GNR 2012-H06 AI IO 01.3293 01/20/2062 | 0.00% |
GNR 2015-H03 DI IO 01.5949 01/20/2065 | 0.00% |
GNR 2015-H13 AI IO 01.8013 06/20/2065 | 0.00% |
GNR 2015-H25 AI IO 01.6133 09/20/2065 | 0.00% |
GNR 2016-H23 NI IO 02.0941 10/20/2066 | 0.00% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
FHR 4452 QI IO 04.0000 11/15/2044 | 0.00% |
FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.00% |
GNMA GII30 BO8117 04.0000 08/20/2049 | 0.00% |
GNR 2010-H19 BI IO 01.4503 08/20/2060 | 0.00% |
GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.00% |
GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.00% |
GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.00% |
GNR 2015-H10 CI IO 01.8077 04/20/2065 | 0.00% |
GNR 2015-H15 JI IO 01.9547 06/20/2065 | 0.00% |
GNR 2015-H20 CI IO 01.8046 08/20/2065 | 0.00% |
GNR 2015-H23 DI IO 01.8535 09/20/2065 | 0.00% |
GNR 2015-H26 EI IO 01.7247 10/20/2065 | 0.00% |
GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.00% |
2.553 R ISWP SOFR P 04/28/2024 | 0.00% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
FHR 3852 SC IO 06.0959 04/15/2040 | 0.00% |
FHR 4386 LI IO 04.0000 02/15/2043 | 0.00% |
FHR 4580 ID IO 03.5000 08/15/2045 | 0.00% |
FHR 4694 GI IO 04.0000 02/15/2043 | 0.00% |
FNR 2013-57 IQ IO 03.0000 06/25/2041 | 0.00% |
FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.00% |
GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.00% |
GNR 2010-H22 CI IO 02.3672 10/20/2060 | 0.00% |
GNR 2011-156 SK IO 06.0056 04/20/2038 | 0.00% |
GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.00% |
GNR 2015-187 JI IO 04.0000 03/20/2045 | 0.00% |
GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.00% |
GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.00% |
GNR 2015-H10 HI IO 01.9852 04/20/2065 | 0.00% |
GNR 2015-H16 XI IO 01.8780 07/20/2065 | 0.00% |
GNR 2015-H20 AI IO 01.8259 08/20/2065 | 0.00% |
GNR 2015-H23 BI IO 01.7526 09/20/2065 | 0.00% |
GNR 2015-H25 BI IO 01.7060 10/20/2065 | 0.00% |
GNR 2015-H25 CI IO 01.7167 10/20/2065 | 0.00% |
GNR 2015-H25 EI IO 01.8465 10/20/2065 | 0.00% |
GNR 2015-H26 DI IO 01.7009 10/20/2065 | 0.00% |
GNR 2016-149 MI IO 05.5000 05/20/2039 | 0.00% |
GNR 2016-77 SC IO 05.5056 10/20/2045 | 0.00% |
GNR 2016-77 SL IO 05.5556 03/20/2043 | 0.00% |
GNR 2016-H02 HI IO 01.5364 01/20/2066 | 0.00% |
GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.00% |
OPTN FN30 4.0 05/05/22 CALL 100.71875 JPMC | 0.00% |
2.689 R ISWP FWD SOFR P 04/26/2032 | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
FHR 4000 LI IO 04.0000 02/15/2042 | 0.00% |
FHR 4015 GI IO 04.0000 03/15/2027 | 0.00% |
FHR 4076 MS IO 06.1459 07/15/2040 | 0.00% |
FHR 4206 IP IO 03.0000 12/15/2041 | 0.00% |
FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.00% |
GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.00% |
GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.00% |
GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.00% |
GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
GNR 2011-H07 FI IO 01.2380 02/20/2061 | 0.00% |
GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
GNR 2013-182 SY IO 05.5056 12/20/2043 | 0.00% |
GNR 2013-H14 XI IO 01.5571 03/20/2063 | 0.00% |
GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.00% |
GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.00% |
GNR 2015-H09 BI IO 01.6759 03/20/2065 | 0.00% |
GNR 2015-H24 HI IO 02.0851 09/20/2065 | 0.00% |
GNR 2016-H04 KI IO 01.6227 02/20/2066 | 0.00% |
GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.00% |
OPTN FN30 3.5 05/05/22 CALL 98.85546875 JPMC | 0.00% |
OPTN FN30 4.5 05/05/22 CALL 102.5 JPMC | 0.00% |
SWPTN SOFR 3MX10Y P 2.725 USD 07/21/2022 CI | 0.00% |
2.6825 R ISWP SOFR P 04/26/2032 | 0.00% |
2.743 R ISWP SOFR P 04/26/2024 | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 BC | 0.00% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
FHR 4355 DI IO 04.0000 03/15/2044 | 0.00% |
GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
UBSBB 2012-C2 E 144A 05.0593 05/10/2063 | 0.00% |
UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.00% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
SWPTN SOFR 3MX10Y R 2.725 USD 07/21/2022 CI | -0.00% |
2.243 R ISWP SOFR P 04/04/2024 | -0.00% |
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | -0.00% |
CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
2.673 R ISWP SOFR P 04/22/2027 | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
2.547 R ISWP SOFR P 04/28/2032 | -0.00% |
CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.00% |
CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 MS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
2.6675 R ISWP SOFR P 05/02/2027 | -0.01% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.01% |
CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.01% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 JP | -0.01% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.01% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 CG | -0.01% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | -0.01% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.01% |
CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.01% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.01% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.01% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.01% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.01% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.02% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% |
2.0975 R ISWP SOFR P 04/04/2032 | -0.02% |
2.3365 R ISWP SOFR P 03/31/2027 | -0.02% |
CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.02% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
OPTN FN30 4.5 05/05/22 PUT 102.5 JPMC | -0.02% |
CMB CMBX.NA.BB.14 2072-12-16 500.0 12/16/2072 GS | -0.02% |
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.02% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.02% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.02% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.02% |
CMB CMBX.NA.BB.14 2072-12-16 500.0 12/16/2072 CG | -0.03% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.03% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.04% |
2.299 R ISWP SOFR P 04/01/2027 | -0.04% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.04% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.04% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.04% |
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.04% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.04% |
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.04% |
OPTN FN30 4.5 06/06/22 PUT 101.109375 JPMC | -0.04% |
CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 MS | -0.04% |
CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.05% |
2.4145 R ISWP SOFR P 04/07/2024 | -0.05% |
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.05% |
2.3665 R ISWP SOFR P 04/07/2027 | -0.05% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.05% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.05% |
SWPTN SOFR 3MX10Y R 1.769 USD 05/09/2022 GS | -0.05% |
CMB CMBX.NA.BB.14 2072-12-16 500.0 12/16/2072 MS | -0.06% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% |
CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.07% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.07% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.08% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.08% |
OPTN FN30 4.0 05/05/22 PUT 100.71875 JPMC | -0.09% |
SWPTN SOFR 3MX10Y R 2.31 USD 06/29/2022 CI | -0.09% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.10% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.11% |
2.288 R ISWP SOFR P 03/31/2027 | -0.11% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.11% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.11% |
OPTN FN30 3.5 05/05/22 PUT 98.85546875 JPMC | -0.13% |
CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.15% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.15% |
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.17% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.19% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.21% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.26% |
2.05 R ISWP FWD SOFR P 06/15/2052 | -0.32% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.33% |
GNMA GII30 TBA 03.5000 05/01/2052 | -0.45% |
1.95 R ISWP FWD SOFR P 06/15/2032 | -0.85% |
FNMA FN30 TBA UMBS 03.0000 06/01/2052 | -0.86% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.93% |
FNMA FN30 TBA UMBS 02.5000 05/01/2052 | -1.67% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.73% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -2.88% |
FNMA FN30 TBA UMBS 02.5000 06/01/2052 | -4.17% |
FNMA FN30 TBA UMBS 02.0000 05/01/2052 | -7.28% |
FNMA FN30 TBA UMBS 04.0000 05/01/2052 | 10.70% |
---|---|
REPO TRIPA MORTG 0.3 04/01/2022 | 4.81% |
TREASURY BILL 00.0000 04/07/2022 | 2.58% |
TREASURY BILL 00.0000 06/02/2022 | 2.58% |
TREASURY BILL 00.0000 06/09/2022 | 1.63% |
CASH MGMT BILL 00.0000 06/14/2022 | 1.58% |
1.80 R ISWP FWD SOFR P 06/15/2024 | 1.38% |
TREASURY BILL 00.0000 04/21/2022 | 0.89% |
STACR 2015-DNA2 B 08.0066 12/25/2027 | 0.76% |
GNR 2021-209 TG IO 04.5000 11/20/2051 | 0.73% |
CAS 2019-R03 1B1 04.5566 09/25/2031 | 0.68% |
GNR 2021-97 QI IO 03.0000 06/20/2051 | 0.68% |
FNR 2020-76 GI IO 04.0000 11/25/2050 | 0.67% |
CAS 2017-C07 2M2 02.9566 05/25/2030 | 0.64% |
STACR 2022-HQA1 M2 05.3000 03/25/2042 | 0.63% |
CAS 2022-R03 1B2 09.9490 03/25/2042 | 0.62% |
SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.57% |
FNMA FN30 TBA UMBS 05.0000 04/01/2052 | 0.55% |
CAS 2017-C04 2B1 05.5066 11/25/2029 | 0.54% |
FNR 2021-25 IJ IO 03.5000 05/25/2051 | 0.54% |
STACR 2018-HQA2 B1 04.7066 10/25/2048 | 0.53% |
CAS 2017-C05 1M2C 02.6566 01/25/2030 | 0.52% |
STACR 2020-HQA2 B1 04.5566 03/25/2050 | 0.52% |
GNR 2020-186 DI IO 03.0000 12/20/2050 | 0.51% |
AHM 2007-1 GA1C 00.6466 05/25/2047 | 0.50% |
RMIR 2018-1 M2 04.2100 03/25/2028 | 0.50% |
CCMFC 2006-4A A2 00.6366 11/25/2047 | 0.49% |
GNR 2022-45 DS IO 05.6500 11/20/2049 | 0.49% |
CAS 2015-C04 1M2 06.1566 04/25/2028 | 0.49% |
FNR 2021-56 QI IO 04.5000 09/25/2051 | 0.48% |
CAS 2016-C03 2B 13.2066 10/25/2028 | 0.48% |
STACR 2020-DNA3 B2 09.8066 06/25/2050 | 0.46% |
TMIR 2019-1 B1 144A 04.6066 11/26/2029 | 0.46% |
GNR 2016-H15 AI IO 02.0416 07/20/2066 | 0.46% |
WFRBS 2013-C15 D 144A 04.5055 08/15/2046 | 0.45% |
SPST 2021-6 A 01.2549 04/25/2022 | 0.45% |
COMM 2012-CR4 B 144A 03.7030 10/15/2045 | 0.44% |
STACR 2018-DNA3 B2 08.2066 09/25/2048 | 0.44% |
STACR 2017-DNA1 B1 05.4066 07/25/2029 | 0.43% |
MSBAM 2015-C23 D 144A 04.1438 07/15/2050 | 0.43% |
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.43% |
GNR 2022-H01 BI IO 02.2098 12/20/2071 | 0.43% |
STACR 2019-DNA2 B2 10.9566 03/25/2049 | 0.42% |
TREASURY BILL 00.0000 06/16/2022 | 0.42% |
STACR 2018-HQA2 B2 11.4566 10/25/2048 | 0.42% |
CAS 2017-C06 2B1 04.9066 02/25/2030 | 0.42% |
MRAIT 2020-2 A2 01.4306 08/15/2022 | 0.41% |
MCAS 2019-01 M10 144A 03.7066 10/15/2049 | 0.41% |
MSBAM 2012-C6 G 144A 04.5000 11/15/2045 | 0.41% |
GNR 2021-162 IO IO 04.0000 09/20/2051 | 0.40% |
GNR 2020-7 SK IO 05.6014 01/20/2050 | 0.40% |
FHR 5172 KI IO 03.0000 12/25/2051 | 0.39% |
COMM 2015-CR26 D 03.4784 10/10/2048 | 0.39% |
GNR 2021-57 SD IO 05.8514 03/20/2051 | 0.39% |
GNR 2019-121 SD IO 05.5514 10/20/2049 | 0.38% |
FHR 5119 IB IO 03.0000 06/25/2041 | 0.37% |
GNR 2019-158 AS IO 05.7194 09/16/2043 | 0.37% |
GNR 2018-H01 AI IO 02.1996 01/20/2068 | 0.37% |
FHR 5080 IQ IO 03.5000 04/25/2050 | 0.37% |
FHR 4976 MI IO 04.5000 05/25/2050 | 0.36% |
FNR 2016-54 SD IO 05.5434 08/25/2046 | 0.36% |
COMM 2014-CR17 E 144A 04.8480 05/10/2047 | 0.36% |
COMM 2014-CR19 D 144A 04.7046 08/10/2047 | 0.36% |
JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.36% |
GSMS 2014-GC24 D 144A 04.5332 09/10/2047 | 0.35% |
JPMBB 2014-C18 D 144A 04.7937 02/15/2047 | 0.35% |
FNR 2021-67 IG IO 03.0000 10/25/2051 | 0.35% |
FHR 5023 YI IO 03.0000 10/25/2050 | 0.34% |
BMIR 2017-1 B1 144A 05.2066 10/25/2027 | 0.34% |
STACR 2019-DNA3 B2 08.6066 07/25/2049 | 0.34% |
FHR 5115 IK IO 04.5000 12/25/2050 | 0.34% |
FNR 2019-75 KS IO 05.5434 11/25/2049 | 0.33% |
FNR 2011-126 SJ IO 05.5434 12/25/2041 | 0.33% |
GNR 2020-47 SA IO 05.5514 05/20/2044 | 0.33% |
GNR 2020-H04 AI IO 02.1192 02/20/2070 | 0.32% |
FNR 2021-15 JI IO 04.5000 04/25/2051 | 0.32% |
JPMCC 2013-LC11 D 04.1649 04/15/2046 | 0.32% |
WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.32% |
SPST 2021-10 A 00.0000 08/08/2022 | 0.32% |
COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.31% |
FNR 2021-5 PI IO 03.5000 02/25/2051 | 0.31% |
GNR 2014-131 BS IO 05.7694 09/16/2044 | 0.31% |
GNR 2015-182 IC IO 04.5000 12/20/2045 | 0.30% |
GNR 2021-155 ID IO 03.0000 09/20/2051 | 0.30% |
GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.30% |
GNR 2020-32 IA IO 03.9177 03/16/2047 | 0.30% |
GNR 2019-137 GI IO 04.0000 11/20/2049 | 0.30% |
GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.30% |
FNR 2020-62 CI IO 04.0000 06/25/2048 | 0.30% |
GNR 2021-191 HI IO 03.0000 10/20/2051 | 0.29% |
CGCMT 2012-GC8 C 144A 04.8849 09/10/2045 | 0.29% |
GNR 2022-23 UI IO 05.0000 02/20/2052 | 0.28% |
BMARK 2019-B13 D 144A 02.5000 08/15/2057 | 0.28% |
GNR 2022-H01 EI IO 02.1509 01/20/2072 | 0.28% |
MSBAM 2014-C19 D 144A 03.2500 12/15/2047 | 0.28% |
GNR 2021-176 IK IO 05.5000 10/20/2051 | 0.28% |
CAS 2017-C06 2M2 03.2566 02/25/2030 | 0.28% |
GNR 2020-4 IO IO 05.0000 01/20/2050 | 0.27% |
GNR 2021-49 SB IO 05.8514 03/20/2051 | 0.27% |
JPMBB 2013-C12 E 144A 04.0946 07/15/2045 | 0.27% |
FHR 5160 IW IO 03.0000 10/25/2050 | 0.27% |
JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.27% |
SPST 2021-16 A1 00.7293 11/07/2022 | 0.27% |
FHR 4980 KI IO 04.5000 06/25/2050 | 0.26% |
GNR 2021-96 SQ IO 05.9014 06/20/2051 | 0.26% |
MRAIT 2021-8 A2X 01.3806 05/15/2022 | 0.26% |
TREASURY BILL 00.0000 04/26/2022 | 0.26% |
FNR 2020-24 IB IO 03.0000 04/25/2050 | 0.26% |
UBSCM 2012-C1 D 144A 05.8400 05/10/2045 | 0.26% |
MRAIT 2021-EBO1 A2X 01.9806 04/15/2022 | 0.26% |
JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.25% |
UBSBB 2012-C4 D 144A 04.4605 12/10/2045 | 0.25% |
FHR 5043 IO IO 05.0000 11/25/2050 | 0.25% |
MSBAM 2014-C14 D 144A 05.0527 02/15/2047 | 0.25% |
BWAY 2022-26BW F P/P 144A 04.8664 02/10/2044 | 0.25% |
STACR 2019-DNA1 B2 11.2066 01/25/2049 | 0.25% |
STACR 2019-DNA1 M2 03.1066 01/25/2049 | 0.25% |
FHR 4752 PS IO 05.8034 11/15/2047 | 0.25% |
FNR 2021-17 GI IO 04.0000 02/25/2051 | 0.25% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.24% |
FHR 5125 MI IO 04.5000 11/25/2048 | 0.24% |
GNR 2019-83 JS IO 05.6514 07/20/2049 | 0.24% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.24% |
FNR 2019-18 SL IO 05.6434 05/25/2049 | 0.24% |
GSMS 2019-GC38 D 144A 03.0000 02/10/2052 | 0.24% |
GSMS 2013-GC10 D P/P 144A 04.4018 02/10/2046 | 0.23% |
GNR 2021-59 SU IO 05.8514 04/20/2051 | 0.23% |
WFCM 2016-NXS5 D 04.9844 01/15/2059 | 0.23% |
ARRW 2020-1 M1 04.2770 03/25/2055 | 0.23% |
BBCMS 2019-C4 D 144A 03.2500 08/15/2052 | 0.23% |
FNR 2019-18 SH IO 05.6934 05/25/2049 | 0.23% |
CAS 2017-C03 1M2 03.4566 10/25/2029 | 0.23% |
MRAIT 2020-11 A1X 02.0966 04/22/2022 | 0.22% |
FNR 2019-66 SC IO 05.5434 11/25/2049 | 0.22% |
GNR 2020-98 ES IO 05.7514 07/20/2050 | 0.22% |
WFRBS 2012-C9 E 144A 04.8184 11/15/2045 | 0.22% |
COMM 2014-CR17 D 144A 04.8480 05/10/2047 | 0.22% |
FNR 2021-94 AI IO 03.0000 01/25/2052 | 0.22% |
GSAA 2006-1 A1 00.6366 01/25/2036 | 0.22% |
GNR 2019-96 SY IO 05.6514 08/20/2049 | 0.22% |
GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.22% |
FNR 2021-18 IY IO 04.5000 08/25/2049 | 0.21% |
FHR 4915 SD IO 05.5934 09/25/2049 | 0.21% |
MSC 2011-C3 G 144A 05.0861 07/15/2049 | 0.21% |
FNR 2021-25 HI IO 03.5000 07/25/2050 | 0.21% |
CSMC 2020-SPT1 M1 03.3880 04/25/2065 | 0.20% |
FHR 5057 SC IO 05.7034 12/15/2048 | 0.20% |
JPMBB 2014-C22 B 04.5540 09/15/2047 | 0.20% |
SCRT 2017-3 M2 04.7500 07/25/2056 | 0.20% |
EMIR 2020-1 B1 144A 03.3066 01/25/2030 | 0.20% |
FNR 2016-85 SL IO 05.6434 11/25/2046 | 0.20% |
STACR 2015-HQA1 B 09.2566 03/25/2028 | 0.20% |
WFCM 2012-LC5 D 144A 04.7468 10/15/2045 | 0.20% |
GNR 2018-H20 BI IO 01.9928 06/20/2068 | 0.20% |
GNMA GII30 BP5514 03.5000 09/20/2049 | 0.19% |
GNR 2021-42 IG IO 03.0000 03/20/2051 | 0.19% |
CSAIL 2018-C14 D 144A 04.9239 11/15/2051 | 0.19% |
GNR 2017-104 GI IO 04.0000 07/20/2047 | 0.19% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.19% |
GNR 2019-78 SM IO 05.6514 06/20/2049 | 0.19% |
SCRT 2019-4 M 04.5000 02/25/2059 | 0.19% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.19% |
GNR 2014-3 SM IO 05.6514 01/20/2044 | 0.19% |
BALTA 2005-8 21A1 02.5495 10/25/2035 | 0.18% |
BBCMS 2019-C4 E 144A 03.2500 08/15/2052 | 0.18% |
JPMCC 2017-JP7 D 144A 04.3897 09/15/2050 | 0.18% |
COMM 2015-LC19 D 144A 02.8670 02/10/2048 | 0.18% |
MWST 2021-2 A 01.2066 04/25/2055 | 0.18% |
FHR 4933 SA IO 05.5434 12/25/2049 | 0.18% |
GNR 2014-188 IB IO 04.0000 12/20/2044 | 0.18% |
COMM 2013-CR13 D 144A 04.8805 11/10/2046 | 0.18% |
JPMCC 2011-C3 D 144A 05.5249 02/15/2046 | 0.18% |
JPMBB 2014-C22 C 04.5540 09/15/2047 | 0.17% |
COMM 2014-CR16 C 04.9108 04/10/2047 | 0.17% |
CSAIL 2019-C17 D 144A 02.5000 09/15/2052 | 0.17% |
GNR 2016-H19 AI IO 02.1710 09/20/2066 | 0.17% |
GNR 2016-H11 KI IO 01.8797 05/20/2066 | 0.17% |
MSBAM 2015-C22 C 04.2096 04/15/2048 | 0.17% |
GNR 2014-27 S IO 05.6514 02/20/2044 | 0.17% |
WFCM 2015-C30 D 144A 04.4990 09/15/2058 | 0.17% |
GNR 2019-H02 DI IO 02.0916 11/20/2068 | 0.17% |
CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.17% |
COMM 2014-UBS4 C 04.6500 08/10/2047 | 0.17% |
CD 2019-CD8 D 144A 03.0000 08/15/2057 | 0.16% |
GSMS 2013-GC13 D 144A 04.0650 07/10/2046 | 0.16% |
1.85 R ISWP FWD SOFR P 06/15/2027 | 0.16% |
FHR 4990 SP IO 05.6434 07/25/2050 | 0.16% |
FNR 2020-56 JI IO 04.0000 08/25/2050 | 0.16% |
GNR 2017-156 SL IO 05.7514 10/20/2047 | 0.16% |
FNR 2019-17 JS IO 05.6434 04/25/2049 | 0.16% |
GNR 2018-72 IC IO 04.0000 05/20/2045 | 0.16% |
GNR 2021-H03 IM IO 00.9187 02/20/2071 | 0.16% |
FNR 2019-26 SM IO 05.5934 06/25/2049 | 0.16% |
FNR 2016-78 CS IO 05.6434 05/25/2039 | 0.16% |
COMM 2014-UBS3 C 04.7377 06/10/2047 | 0.16% |
GSMS 2010-C1 D 144A 06.5254 08/10/2043 | 0.16% |
STACR 2015-DNA3 B 09.8066 04/25/2028 | 0.16% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.15% |
CAS 2017-C07 2B1 04.9066 05/25/2030 | 0.15% |
GNR 2020-112 MS IO 05.8514 08/20/2050 | 0.15% |
GSR 2007-OA1 2A3A 00.7666 05/25/2037 | 0.15% |
STACR 2019-HQA1 B2 12.7066 02/25/2049 | 0.15% |
GNR 2017-H05 CI IO 02.3148 02/20/2067 | 0.15% |
MLMI 2006-HE3 A4 00.9566 06/25/2037 | 0.15% |
WFRBS 2012-C10 D 144A 04.4119 12/15/2045 | 0.15% |
MSBAM 2013-C10 F 144A 04.0749 07/15/2046 | 0.15% |
MSBAM 2013-C12 E 144A 04.7634 10/15/2046 | 0.15% |
GNR 2013-9 S IO 06.3014 01/20/2043 | 0.15% |
FHR 4808 SD IO 05.8034 07/15/2048 | 0.14% |
MSC 2012-C4 E 144A 05.4667 03/15/2045 | 0.14% |
STACR 2016-DNA1 B 10.4566 07/25/2028 | 0.14% |
WFRBS 2012-C9 D 144A 04.8184 11/15/2045 | 0.14% |
LHOME 2021-RTL1 A1 02.0900 09/25/2026 | 0.14% |
GSMS 2016-GS2 D 144A 02.7530 05/10/2049 | 0.14% |
CMLTI 2007-AR5 1A1A 02.9163 04/25/2037 | 0.14% |
MSBAM 2013-C9 C 04.0203 05/15/2046 | 0.14% |
STACR 2015-HQA2 B 10.9566 05/25/2028 | 0.14% |
BMARK 2018-B3 D 144A 03.0365 04/10/2051 | 0.14% |
CAS 2016-C06 1B 09.7066 04/25/2029 | 0.14% |
STACR 2017-DNA3 B1 04.9066 03/25/2030 | 0.14% |
CF 2019-CF2 D 144A 02.5000 11/15/2052 | 0.14% |
UBSCM 2012-C1 E 144A 05.0000 05/10/2045 | 0.14% |
WFCM 2019-C50 C 04.3450 05/15/2052 | 0.13% |
GNR 2019-98 SC IO 05.6014 08/20/2049 | 0.13% |
BBCMS 2019-C3 D 144A 03.0000 05/15/2052 | 0.13% |
GNR 2019-35 SE IO 05.7194 01/16/2044 | 0.13% |
MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.13% |
SAMI 2006-AR7 A1BG 00.5766 08/25/2036 | 0.13% |
GNR 2015-H16 DI IO 01.9956 07/20/2065 | 0.13% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.12% |
FNR 2010-99 NI IO 06.0000 09/25/2040 | 0.12% |
SCRT 2019-2 M 04.7500 08/25/2058 | 0.12% |
FHR 3346 SC IO 06.1534 10/15/2033 | 0.12% |
GNR 2018-H02 HI IO 02.0871 01/20/2068 | 0.12% |
GNR 2019-143 HS IO 05.6014 09/20/2049 | 0.12% |
FNR 2018-36 SD IO 05.7934 06/25/2048 | 0.12% |
CGCMT 2014-GC25 D 144A 03.5480 10/10/2047 | 0.12% |
CWALT 2006-OA10 4A1 00.8366 08/25/2046 | 0.12% |
GNR 2019-H15 CI IO 00.7240 07/20/2069 | 0.12% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.12% |
CWALT 2006-OA19 A1 00.6286 02/20/2047 | 0.12% |
BMARK 2019-B11 D 144A 03.0000 05/15/2052 | 0.11% |
CGCMT 2017-P7 C 04.4244 04/14/2050 | 0.11% |
CWALT 2006-OA10 3A1 00.8366 08/25/2046 | 0.11% |
WFCM 2013-LC12 D 144A 04.3054 07/15/2046 | 0.11% |
WFCM 2019-C54 D 144A 02.5000 12/15/2052 | 0.11% |
GNR 2017-H04 BI IO 02.1774 02/20/2067 | 0.11% |
WFRBS 2014-LC14 D 144A 04.5860 03/15/2047 | 0.11% |
GNR 2016-150 I IO 05.0000 11/20/2046 | 0.11% |
GNR 2017-H22 DI IO 02.1980 11/20/2067 | 0.10% |
MSC 2012-C4 D 144A 05.4667 03/15/2045 | 0.10% |
FHR 4789 AS IO 05.8034 05/15/2048 | 0.10% |
WFRBS 2014-C21 C 04.2340 08/15/2047 | 0.10% |
BALTA 2005-10 11A1 00.9566 01/25/2036 | 0.10% |
JPMCC 2012-C6 E 144A 05.2697 05/15/2045 | 0.10% |
COMM 2014-UBS6 C 04.4436 12/10/2047 | 0.10% |
OMIR 2019-1A B1B 04.8066 07/25/2029 | 0.10% |
CAS 2018-C04 2B1 04.9566 12/25/2030 | 0.10% |
FHR 4926 SP IO 05.5434 08/25/2049 | 0.10% |
BALTA 2005-7 21A1 02.6268 09/25/2035 | 0.10% |
MWST 2020-2 A 01.2566 11/25/2053 | 0.10% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.09% |
SPST 2021-14 A1 01.1549 12/08/2022 | 0.09% |
COMM 2017-COR2 D 144A 03.0000 09/10/2050 | 0.09% |
GNR 2016-H24 CI IO 01.6906 10/20/2066 | 0.09% |
CMLTI 2007-AMC3 A2D 00.8066 03/25/2037 | 0.09% |
GNR 2010-125 SD IO 06.2494 01/16/2040 | 0.09% |
GNR 2017-H10 MI IO 01.8325 04/20/2067 | 0.09% |
GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.09% |
SWPTN SOFR 3MX10Y P 1.769 USD 05/09/2022 GS | 0.09% |
FNR 2016-83 BS IO 05.6434 11/25/2046 | 0.09% |
GNR 2017-H20 AI IO 02.1867 10/20/2067 | 0.08% |
STACR 2019-DNA2 M2 02.9066 03/25/2049 | 0.08% |
CAS 2017-C03 1B1 05.3066 10/25/2029 | 0.08% |
FHR 4560 IO IO 05.8374 05/15/2039 | 0.08% |
GNR 2015-H01 BI IO 01.5606 01/20/2065 | 0.08% |
GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.08% |
GNR 2014-95 JI IO 04.5000 12/16/2039 | 0.08% |
OMIR 2019-1A B1A 03.9566 07/25/2029 | 0.08% |
GNR 2017-H14 JI IO 02.1498 06/20/2067 | 0.08% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.07% |
GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.07% |
GNR 2016-H22 IO IO 01.8499 10/20/2066 | 0.07% |
JPMCC 2011-C4 C 144A 05.3976 07/15/2046 | 0.07% |
GNR 2018-H02 IM IO 02.0315 02/20/2068 | 0.07% |
CAS 2022-R02 2B1 04.5990 01/25/2042 | 0.07% |
MSBAM 2017-C34 D 144A 02.7000 11/15/2052 | 0.07% |
GNR 2018-H11 JI IO 02.3810 07/20/2068 | 0.07% |
CAS 2016-C03 1B 12.2066 10/25/2028 | 0.07% |
GNR 2013-182 SP IO 06.2514 12/20/2043 | 0.07% |
GNR 2016-164 IO IO 06.5000 12/20/2046 | 0.07% |
GNR 2017-H03 DI IO 02.2753 12/20/2066 | 0.07% |
CAS 2018-C01 1M2 02.7066 07/25/2030 | 0.06% |
GNR 2016-H21 AI IO 02.0710 09/20/2066 | 0.06% |
MSBAM 2013-C10 E 144A 04.0749 07/15/2046 | 0.06% |
FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.06% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.06% |
FNR 2017-8 IO IO 06.0000 02/25/2047 | 0.06% |
GNR 2017-H02 BI IO 02.1104 01/20/2067 | 0.06% |
GNR 2014-H06 BI IO 01.4520 02/20/2064 | 0.06% |
CWALT 2005-51 3A3A 01.0866 11/20/2035 | 0.06% |
FHS 324 C21 IO 06.0000 06/15/2039 | 0.06% |
WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.06% |
FNR 2012-132 PI IO 05.0000 10/25/2042 | 0.06% |
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.06% |
GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.06% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.06% |
FNR 2016-65 CS IO 05.6434 09/25/2046 | 0.06% |
2.05 R ISWP FWD SOFR P 06/15/2052 | 0.05% |
GNR 2016-H27 EI IO 01.8752 12/20/2066 | 0.05% |
GNR 2017-H08 EI IO 02.0715 02/20/2067 | 0.05% |
CFCRE 2011-C2 F 144A 05.2500 12/15/2047 | 0.05% |
WFRBS 2012-C7 D 144A 04.7787 06/15/2045 | 0.05% |
FNR 2019-60 BS IO 05.5934 10/25/2049 | 0.05% |
GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.05% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.05% |
GNR 2018-H05 BI IO 02.3741 02/20/2068 | 0.05% |
GNR 2018-H08 FI IO 01.5513 06/20/2068 | 0.05% |
WFRBS 2012-C7 E 144A 04.7787 06/15/2045 | 0.05% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.05% |
GNMA GII30 BP7527 03.5000 10/20/2049 | 0.05% |
GNR 2017-H14 EI IO 01.5722 06/20/2067 | 0.05% |
GNR 2015-H04 AI IO 01.5453 12/20/2064 | 0.05% |
JPMCC 2012-C6 G 144A 02.9720 05/15/2045 | 0.05% |
WAMU 2004-AR12 A2B 01.3766 10/25/2044 | 0.05% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.04% |
GNR 2016-H18 QI IO 02.0602 06/20/2066 | 0.04% |
JPMCC 2011-C3 E 144A 05.5249 02/15/2046 | 0.04% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.04% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.04% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.04% |
GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.04% |
GNR 2015-40 KI IO 04.0000 07/20/2044 | 0.04% |
GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.04% |
JPALT 2007-A2 12A1 00.8566 06/25/2037 | 0.04% |
SAMI 2006-AR7 A1A 00.8766 08/25/2036 | 0.04% |
GNR 2016-H17 DI IO 02.1285 07/20/2066 | 0.04% |
GNR 2017-H20 DI IO 02.1937 10/20/2067 | 0.04% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 JP | 0.04% |
GNR 2018-91 SJ IO 05.8014 07/20/2048 | 0.04% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.04% |
GNMA GII30 BL9363 03.5000 10/20/2049 | 0.04% |
CWALT 2006-OA10 2A1 00.8366 08/25/2046 | 0.04% |
GNR 2015-H29 HI IO 02.1048 09/20/2065 | 0.04% |
GNR 2018-77 IO IO 05.0000 06/20/2048 | 0.04% |
GNMA GII30 BR2728 04.0000 12/20/2049 | 0.04% |
GNR 2017-H06 MI IO 02.0975 02/20/2067 | 0.04% |
STACR 2018-HQA2 M2 02.7566 10/25/2048 | 0.04% |
GNR 2011-135 DI IO 05.0000 04/16/2040 | 0.04% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.03% |
GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
GNR 2017-136 IY IO 05.0000 03/20/2045 | 0.03% |
MSBAM 2013-C11 D 144A 04.3517 08/15/2046 | 0.03% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% |
GNMA GII30 BP7305 03.5000 10/20/2049 | 0.03% |
GNR 2017-H09 DI IO 01.8968 03/20/2067 | 0.03% |
SWPTN SOFR 3MX10Y R 2.31 USD 06/29/2022 CI | 0.03% |
GNR 2015-165 IC IO 03.5000 07/16/2041 | 0.03% |
BSMF 2006-AR2 2A1 00.9166 09/25/2046 | 0.03% |
GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.03% |
GNR 2013-6 AI IO 03.5000 08/20/2039 | 0.03% |
FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.03% |
GNMA GII30 BM2417 03.5000 08/20/2049 | 0.03% |
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% |
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.03% |
GNR 2014-H25 BI IO 01.6760 12/20/2064 | 0.03% |
GNR 2017-H03 AI IO 02.2606 12/20/2066 | 0.03% |
GNR 2017-H06 BI IO 02.2454 02/20/2067 | 0.03% |
GNR 2017-H20 HI IO 02.1327 10/20/2067 | 0.03% |
FHR 4635 PI IO 04.0000 12/15/2046 | 0.03% |
FNR 2013-90 SD IO 06.1434 09/25/2043 | 0.03% |
GNMA GII30 BP7324 03.5000 10/20/2049 | 0.03% |
GNR 2012-98 AI IO 04.5000 04/16/2042 | 0.03% |
JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.03% |
WAMU 2005-AR13 A1C4 01.3166 10/25/2045 | 0.03% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.03% |
GNMA GII30 BP7505 03.5000 10/20/2049 | 0.03% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.03% |
FNR 2018-15 PI IO 04.0000 10/25/2047 | 0.03% |
GNMA GII30 BP7323 03.5000 10/20/2049 | 0.03% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
GNMA GII30 BR7370 04.0000 01/20/2050 | 0.02% |
GNR 2017-H19 MI IO 02.0597 04/20/2067 | 0.02% |
GNR 2014-H21 AI IO 01.4391 10/20/2064 | 0.02% |
JPMBB 2013-C14 F 144A 03.5980 08/15/2046 | 0.02% |
FNS 397 2 IO 05.0000 09/25/2039 | 0.02% |
GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.02% |
GNR 2020-15 CS IO 05.6014 02/20/2050 | 0.02% |
STACR 2020-DNA4 M2 04.2066 08/25/2050 | 0.02% |
FNR 2011-134 SP IO 05.5434 02/25/2041 | 0.02% |
GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.02% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.02% |
FNR 2012-90 DI IO 04.0000 03/25/2042 | 0.02% |
GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% |
GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.02% |
GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.02% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.02% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
CSMC 2008-C1 AJ 144A 05.4286 02/15/2041 | 0.02% |
CWHL 2006-OA5 2A1 00.8566 04/25/2046 | 0.02% |
GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.02% |
GNR 2017-H03 EI IO 02.1034 01/20/2067 | 0.02% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
FHR 4604 QI IO 03.5000 07/15/2046 | 0.02% |
FHR 4801 IG IO 03.0000 06/15/2048 | 0.02% |
GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.02% |
2.288 R ISWP SOFR P 03/31/2027 | 0.02% |
CAS 2016-C01 1B 12.2066 08/25/2028 | 0.02% |
FHR 4193 PI IO 04.0000 03/15/2043 | 0.02% |
FNS 404 2 IO 04.5000 05/25/2040 | 0.02% |
GNR 2016-29 IO IO 04.0000 02/16/2046 | 0.02% |
GNR 2016-H27 BI IO 02.3271 12/20/2066 | 0.02% |
GNR 2017-H16 JI IO 02.3306 08/20/2067 | 0.02% |
SAMI 2007-AR1 2A1 00.6366 01/25/2037 | 0.02% |
CAS 2016-C05 2M2 04.9066 01/25/2029 | 0.01% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
FNR 2011-101 SA IO 05.4434 10/25/2041 | 0.01% |
GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.01% |
GNR 2017-H06 DI IO 01.7674 02/20/2067 | 0.01% |
INDX 2006-AR11 2A1 02.9867 06/25/2036 | 0.01% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.01% |
FHR 4425 IO IO 04.0000 01/15/2045 | 0.01% |
FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
GSAA 2006-8 2A2 00.8166 05/25/2036 | 0.01% |
MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.01% |
FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.01% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.01% |
GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.01% |
GNR 2016-H24 IO IO 02.1468 09/20/2066 | 0.01% |
GNR 2017-H08 NI IO 02.3302 03/20/2067 | 0.01% |
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
GNMA GII30 BP7884 04.5000 01/20/2050 | 0.01% |
GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.01% |
GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.01% |
GNR 2019-78 SJ IO 05.6014 06/20/2049 | 0.01% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
FHR 4024 PI IO 04.5000 12/15/2041 | 0.01% |
FHR 4403 CI IO 04.0000 10/15/2044 | 0.01% |
FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
GNR 2017-H09 IO IO 01.8345 04/20/2067 | 0.01% |
GNR 2017-H11 DI IO 01.8462 05/20/2067 | 0.01% |
GNR 2019-99 KS IO 05.6014 08/20/2049 | 0.01% |
GNR 2019-H14 IB IO 02.0586 08/20/2069 | 0.01% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
FNR 2010-35 SG IO 05.9434 04/25/2040 | 0.01% |
GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.01% |
2.299 R ISWP SOFR P 04/01/2027 | 0.01% |
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% |
FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.01% |
GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.01% |
GNR 2012-H29 AI IO 01.3487 10/20/2062 | 0.01% |
GNR 2012-H29 FI IO 01.3487 10/20/2062 | 0.01% |
GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.01% |
GNR 2015-52 IK IO 03.5000 04/20/2045 | 0.01% |
GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.01% |
GNR 2015-H13 AI IO 01.7806 06/20/2065 | 0.01% |
GNR 2017-H03 HI IO 01.5852 01/20/2067 | 0.01% |
2.3365 R ISWP SOFR P 03/31/2027 | 0.00% |
BACM 2008-1 AJ 06.1291 02/10/2051 | 0.00% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
FHR 4425 WI IO 04.0000 03/15/2043 | 0.00% |
FNR 2011-4 CS 11.9869 05/25/2040 | 0.00% |
GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
GNR 2015-H03 DI IO 01.5938 01/20/2065 | 0.00% |
GNR 2016-H23 NI IO 02.0966 10/20/2066 | 0.00% |
MHL 2005-3 M4 01.4016 08/25/2035 | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
GNMA GII30 BO8117 04.0000 08/20/2049 | 0.00% |
GNR 2012-H06 AI IO 01.3201 01/20/2062 | 0.00% |
GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.00% |
GNR 2015-H15 JI IO 01.9531 06/20/2065 | 0.00% |
GNR 2015-H20 CI IO 01.8108 08/20/2065 | 0.00% |
GNR 2015-H23 DI IO 01.8509 09/20/2065 | 0.00% |
GNR 2015-H25 AI IO 01.6116 09/20/2065 | 0.00% |
GNR 2015-H26 EI IO 01.7234 10/20/2065 | 0.00% |
GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.00% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
FHR 3852 SC IO 06.2534 04/15/2040 | 0.00% |
FHR 4386 LI IO 04.0000 02/15/2043 | 0.00% |
FHR 4452 QI IO 04.0000 11/15/2044 | 0.00% |
FHR 4694 GI IO 04.0000 02/15/2043 | 0.00% |
FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.00% |
GNR 2010-H19 BI IO 01.4480 08/20/2060 | 0.00% |
GNR 2011-156 SK IO 06.1514 04/20/2038 | 0.00% |
GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.00% |
GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.00% |
GNR 2015-H10 CI IO 01.8038 04/20/2065 | 0.00% |
GNR 2015-H10 HI IO 01.7839 04/20/2065 | 0.00% |
GNR 2015-H20 AI IO 01.8264 08/20/2065 | 0.00% |
GNR 2015-H25 EI IO 01.8444 10/20/2065 | 0.00% |
GNR 2016-149 MI IO 05.5000 05/20/2039 | 0.00% |
GNR 2016-77 SC IO 05.6514 10/20/2045 | 0.00% |
GNR 2016-77 SL IO 05.7014 03/20/2043 | 0.00% |
GNR 2016-H02 HI IO 01.5385 01/20/2066 | 0.00% |
CAS 2019-R05 1M2 02.4566 07/25/2039 | 0.00% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
FHR 4015 GI IO 04.0000 03/15/2027 | 0.00% |
FHR 4580 ID IO 03.5000 08/15/2045 | 0.00% |
FNR 2013-57 IQ IO 03.0000 06/25/2041 | 0.00% |
FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.00% |
GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.00% |
GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.00% |
GNR 2010-H22 CI IO 02.3655 10/20/2060 | 0.00% |
GNR 2011-H07 FI IO 01.2363 02/20/2061 | 0.00% |
GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
GNR 2013-182 SY IO 05.6514 12/20/2043 | 0.00% |
GNR 2013-H14 XI IO 01.5650 03/20/2063 | 0.00% |
GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.00% |
GNR 2015-187 JI IO 04.0000 03/20/2045 | 0.00% |
GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.00% |
GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.00% |
GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.00% |
GNR 2015-H14 BI IO 01.5397 05/20/2065 | 0.00% |
GNR 2015-H16 XI IO 01.8658 07/20/2065 | 0.00% |
GNR 2015-H22 EI IO 01.5879 08/20/2065 | 0.00% |
GNR 2015-H23 BI IO 01.7509 09/20/2065 | 0.00% |
GNR 2015-H25 BI IO 01.7128 10/20/2065 | 0.00% |
GNR 2015-H25 CI IO 01.7236 10/20/2065 | 0.00% |
GNR 2015-H26 DI IO 01.7066 10/20/2065 | 0.00% |
GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
FHR 4000 LI IO 04.0000 02/15/2042 | 0.00% |
FHR 4076 MS IO 06.3034 07/15/2040 | 0.00% |
FHR 4206 IP IO 03.0000 12/15/2041 | 0.00% |
FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.00% |
GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.00% |
GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.00% |
GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.00% |
GNR 2015-H09 BI IO 01.6743 03/20/2065 | 0.00% |
GNR 2015-H24 HI IO 02.0875 09/20/2065 | 0.00% |
GNR 2016-H04 KI IO 01.6228 02/20/2066 | 0.00% |
GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.00% |
SWPTN SOFR 1MX10Y R 2.194 USD 04/22/2022 CI | 0.00% |
UBSBB 2012-C2 E 144A 04.9470 05/10/2063 | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
FHR 4355 DI IO 04.0000 03/15/2044 | 0.00% |
GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
GNR 2014-98 AI IO 04.5000 10/20/2041 | 0.00% |
GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.00% |
OPTN FN30 3.0 04/06/22 CALL 100.65625 JPMC | 0.00% |
OPTN FN30 3.5 04/06/22 CALL 102.46875 JPMC | 0.00% |
UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.00% |
2.247 R ISWP SOFR P 04/01/2027 | -0.00% |
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | -0.00% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 BC | -0.00% |
CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
SWPTN SOFR 1MX10Y P 2.194 USD 04/22/2022 CI | -0.00% |
CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.00% |
CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 MS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 JP | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
2.307 R ISWP SOFR P 03/31/2024 | -0.01% |
2.3535 R ISWP SOFR P 03/30/2027 | -0.01% |
CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.01% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.01% |
CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 CG | -0.01% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.01% |
CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.01% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.01% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.01% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.01% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.01% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
2.26 R ISWP SOFR P 03/30/2032 | -0.01% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | -0.01% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.01% |
2.2655 R ISWP SOFR P 03/30/2032 | -0.01% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.02% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.02% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.02% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
CMB CMBX.NA.BB.14 2072-12-16 500.0 12/16/2072 CG | -0.02% |
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.02% |
CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.02% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.03% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.04% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.04% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.04% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.04% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.04% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.04% |
CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.04% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.05% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
SWPTN SOFR 3MX10Y R 1.769 USD 05/09/2022 GS | -0.05% |
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.06% |
SWPTN SOFR 3MX10Y P 2.31 USD 06/29/2022 CI | -0.06% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.06% |
CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.06% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.06% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.07% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.08% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.09% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.09% |
2.298 R ISWP FWD SOFR P 04/07/2032 | -0.10% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.11% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.13% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.13% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.13% |
CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.14% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.18% |
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.19% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.23% |
1.95 R ISWP FWD SOFR P 06/15/2032 | -0.26% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.26% |
OPTN FN30 3.0 04/06/22 PUT 100.65625 JPMC | -0.30% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.32% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.40% |
OPTN FN30 3.5 04/06/22 PUT 102.46875 JPMC | -0.42% |
GNMA GII30 TBA 03.5000 04/01/2052 | -0.53% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -1.09% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -2.04% |
FNMA FN30 TBA UMBS 03.5000 05/01/2052 | -2.62% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -3.39% |
FNMA FN30 TBA UMBS 03.0000 05/01/2052 | -6.16% |
FNMA FN30 TBA UMBS 02.0000 05/01/2052 | -6.33% |
FNMA FN30 TBA UMBS 02.0000 04/01/2052 | -6.83% |
FNMA FN30 TBA UMBS 02.5000 04/01/2052 | -7.03% |
FNMA FN30 TBA UMBS 03.5000 03/01/2052 | 10.34% |
---|---|
FNMA FN30 TBA UMBS 04.0000 03/01/2052 | 3.08% |
TREASURY BILL 00.0000 04/07/2022 | 2.89% |
TREASURY BILL 00.0000 03/24/2022 | 2.54% |
TREASURY BILL 00.0000 03/17/2022 | 1.83% |
TREASURY BILL 00.0000 03/10/2022 | 1.77% |
TREASURY BILL 00.0000 03/03/2022 | 1.06% |
TREASURY BILL 00.0000 04/21/2022 | 1.00% |
STACR 2015-DNA2 B 07.7369 12/25/2027 | 0.85% |
CAS 2019-R03 1B1 04.2869 09/25/2031 | 0.77% |
FNR 2020-76 GI IO 04.0000 11/25/2050 | 0.74% |
1.25 R ISWP FWD SOFRRATE P 03/16/2027 | 0.72% |
CAS 2017-C07 2M2 02.6869 05/25/2030 | 0.72% |
GNR 2021-97 QI IO 03.0000 06/20/2051 | 0.66% |
SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.64% |
FNMA FN30 TBA UMBS 05.0000 03/01/2052 | 0.64% |
CAS 2017-C04 2B1 05.2369 11/25/2029 | 0.63% |
STACR 2020-HQA2 B1 04.2869 03/25/2050 | 0.60% |
CAS 2017-C05 1M2C 02.3869 01/25/2030 | 0.60% |
STACR 2018-HQA2 B1 04.4369 10/25/2048 | 0.60% |
RMIR 2018-1 M2 04.2100 03/25/2028 | 0.57% |
AHM 2007-1 GA1C 00.3769 05/25/2047 | 0.56% |
CAS 2015-C04 1M2 05.8869 04/25/2028 | 0.56% |
FNR 2021-25 IJ IO 03.5000 05/25/2051 | 0.55% |
CCMFC 2006-4A A2 00.3669 11/25/2047 | 0.54% |
CAS 2016-C03 2B 12.9369 10/25/2028 | 0.54% |
FNR 2021-56 QI IO 04.5000 09/25/2051 | 0.53% |
GNR 2022-H01 BI IO 02.1941 12/20/2071 | 0.53% |
TMIR 2019-1 B1 144A 04.3369 11/26/2029 | 0.52% |
GNR 2016-H15 AI IO 02.0378 07/20/2066 | 0.52% |
GNR 2020-7 SK IO 05.8883 01/20/2050 | 0.52% |
GNR 2019-121 SD IO 05.8383 10/20/2049 | 0.51% |
STACR 2020-DNA3 B2 09.5369 06/25/2050 | 0.51% |
WFRBS 2013-C15 D 144A 04.5028 08/15/2046 | 0.51% |
SPST 2021-6 A 00.9759 04/25/2022 | 0.50% |
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.50% |
GNR 2019-158 AS IO 06.0243 09/16/2043 | 0.50% |
STACR 2018-DNA3 B2 07.9369 09/25/2048 | 0.50% |
MSBAM 2015-C23 D 144A 04.1434 07/15/2050 | 0.49% |
COMM 2012-CR4 B 144A 03.7030 10/15/2045 | 0.49% |
GNR 2021-57 SD IO 06.1383 03/20/2051 | 0.49% |
STACR 2017-DNA1 B1 05.1369 07/25/2029 | 0.48% |
STACR 2019-DNA2 B2 10.6869 03/25/2049 | 0.47% |
GNR 2020-186 DI IO 03.0000 12/20/2050 | 0.47% |
FNR 2011-126 SJ IO 05.8131 12/25/2041 | 0.47% |
STACR 2018-HQA2 B2 11.1869 10/25/2048 | 0.47% |
CAS 2017-C06 2B1 04.6369 02/25/2030 | 0.46% |
MRAIT 2020-2 A2 01.3063 08/15/2022 | 0.46% |
GNR 2018-H01 AI IO 02.1961 01/20/2068 | 0.46% |
MSBAM 2012-C6 G 144A 04.5000 11/15/2045 | 0.46% |
FNR 2016-54 SD IO 05.8131 08/25/2046 | 0.44% |
FHR 5172 KI IO 03.0000 12/25/2051 | 0.44% |
JPMBB 2014-C18 D 144A 04.7929 02/15/2047 | 0.44% |
FHR 5119 IB IO 03.0000 06/25/2041 | 0.43% |
FNR 2019-75 KS IO 05.8131 11/25/2049 | 0.42% |
GNR 2014-131 BS IO 06.0743 09/16/2044 | 0.41% |
GNR 2020-H04 AI IO 02.1028 02/20/2070 | 0.41% |
COMM 2014-CR19 D 144A 04.7026 08/10/2047 | 0.41% |
JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.40% |
FHR 5080 IQ IO 03.5000 04/25/2050 | 0.40% |
GSMS 2014-GC24 D 144A 04.5327 09/10/2047 | 0.40% |
COMM 2014-CR17 E 144A 04.8475 05/10/2047 | 0.40% |
FHR 4976 MI IO 04.5000 05/25/2050 | 0.40% |
FNR 2021-67 IG IO 03.0000 10/25/2051 | 0.39% |
COMM 2015-CR26 D 03.4780 10/10/2048 | 0.39% |
BMIR 2017-1 B1 144A 04.9369 10/25/2027 | 0.38% |
STACR 2019-DNA3 B2 08.3369 07/25/2049 | 0.38% |
FHR 5115 IK IO 04.5000 12/25/2050 | 0.38% |
JPMCC 2013-LC11 D 04.1642 04/15/2046 | 0.36% |
GNR 2021-191 HI IO 03.0000 10/20/2051 | 0.36% |
GNR 2022-H01 EI IO 02.1325 01/20/2072 | 0.36% |
FHR 5023 YI IO 03.0000 10/25/2050 | 0.35% |
SPST 2021-10 A 00.0000 08/08/2022 | 0.35% |
COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.34% |
GNR 2015-182 IC IO 04.5000 12/20/2045 | 0.34% |
FNR 2021-15 JI IO 04.5000 04/25/2051 | 0.34% |
GNR 2020-32 IA IO 03.9123 03/16/2047 | 0.34% |
GNR 2021-155 ID IO 03.0000 09/20/2051 | 0.34% |
GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.34% |
FNR 2021-5 PI IO 03.5000 02/25/2051 | 0.33% |
GNR 2021-49 SB IO 06.1383 03/20/2051 | 0.33% |
BMARK 2019-B13 D 144A 02.5000 08/15/2057 | 0.33% |
GNR 2021-96 SQ IO 06.1883 06/20/2051 | 0.32% |
CGCMT 2012-GC8 C 144A 04.8755 09/10/2045 | 0.32% |
FNR 2020-62 CI IO 04.0000 06/25/2048 | 0.32% |
GNR 2022-23 UI IO 05.0000 02/20/2052 | 0.32% |
WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.32% |
GNR 2019-137 GI IO 04.0000 11/20/2049 | 0.32% |
GNR 2019-83 JS IO 05.9383 07/20/2049 | 0.31% |
GNR 2020-4 IO IO 05.0000 01/20/2050 | 0.31% |
CAS 2017-C06 2M2 02.9869 02/25/2030 | 0.31% |
FHR 4752 PS IO 06.0089 11/15/2047 | 0.31% |
JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.31% |
JPMBB 2013-C12 E 144A 04.0917 07/15/2045 | 0.30% |
FNR 2019-66 SC IO 05.8131 11/25/2049 | 0.30% |
GNR 2021-176 IK IO 05.5000 10/20/2051 | 0.30% |
SPST 2021-16 A1 00.7293 11/07/2022 | 0.30% |
FHR 5160 IW IO 03.0000 10/25/2050 | 0.30% |
GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.30% |
MRAIT 2021-8 A2X 01.2563 05/15/2022 | 0.30% |
TREASURY BILL 00.0000 04/26/2022 | 0.30% |
STACR 2019-DNA1 M2 02.8369 01/25/2049 | 0.29% |
FNR 2019-18 SL IO 05.9131 05/25/2049 | 0.29% |
FHR 4980 KI IO 04.5000 06/25/2050 | 0.29% |
BWAY 2022-26BW F P/P 144A 04.8664 02/10/2044 | 0.29% |
MRAIT 2021-EBO1 A2X 01.8563 04/15/2022 | 0.29% |
UBSCM 2012-C1 D 144A 05.8238 05/10/2045 | 0.29% |
FNR 2019-18 SH IO 05.9631 05/25/2049 | 0.29% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.28% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.28% |
FNR 2020-24 IB IO 03.0000 04/25/2050 | 0.28% |
UBSBB 2012-C4 D 144A 04.4601 12/10/2045 | 0.28% |
FHR 5057 SC IO 05.9089 12/15/2048 | 0.28% |
STACR 2019-DNA1 B2 10.9369 01/25/2049 | 0.28% |
GNR 2020-98 ES IO 06.0383 07/20/2050 | 0.28% |
JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.28% |
GNR 2021-59 SU IO 06.1383 04/20/2051 | 0.28% |
GSMS 2019-GC38 D 144A 03.0000 02/10/2052 | 0.28% |
FHR 5125 MI IO 04.5000 11/25/2048 | 0.27% |
FHR 4915 SD IO 05.8631 09/25/2049 | 0.27% |
FNR 2021-17 GI IO 04.0000 02/25/2051 | 0.27% |
WFCM 2016-NXS5 D 04.9839 01/15/2059 | 0.27% |
FHR 5043 IO IO 05.0000 11/25/2050 | 0.27% |
JPMBB 2013-C12 C 04.0917 07/15/2045 | 0.27% |
BBCMS 2019-C4 D 144A 03.2500 08/15/2052 | 0.26% |
CAS 2017-C03 1M2 03.1869 10/25/2029 | 0.26% |
ARRW 2020-1 M1 04.2770 03/25/2055 | 0.26% |
GNR 2019-78 SM IO 05.9383 06/20/2049 | 0.26% |
GSMS 2013-GC10 D P/P 144A 04.4009 02/10/2046 | 0.26% |
GSAA 2006-1 A1 00.3669 01/25/2036 | 0.26% |
GNR 2018-H20 BI IO 01.9732 06/20/2068 | 0.26% |
COMM 2014-CR17 D 144A 04.8475 05/10/2047 | 0.25% |
MRAIT 2020-11 A1X 01.8911 04/22/2022 | 0.25% |
MRAIT 2021-NA1 A1X 01.6019 03/08/2022 | 0.25% |
WFRBS 2012-C9 E 144A 04.8086 11/15/2045 | 0.25% |
FNR 2016-85 SL IO 05.9131 11/25/2046 | 0.25% |
GNR 2016-H11 KI IO 01.8725 05/20/2066 | 0.24% |
GNR 2014-3 SM IO 05.9383 01/20/2044 | 0.24% |
MSC 2011-C3 G 144A 05.0856 07/15/2049 | 0.24% |
SCRT 2017-3 M2 04.7500 07/25/2056 | 0.24% |
FNR 2021-18 IY IO 04.5000 08/25/2049 | 0.24% |
JPMBB 2014-C22 B 04.5510 09/15/2047 | 0.24% |
CSMC 2020-SPT1 M1 03.3880 04/25/2065 | 0.23% |
EMIR 2020-1 B1 144A 03.0369 01/25/2030 | 0.23% |
CSAIL 2018-C14 D 144A 04.9238 11/15/2051 | 0.23% |
GNMA GII30 BP5514 03.5000 09/20/2049 | 0.23% |
GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.23% |
FNR 2021-25 HI IO 03.5000 07/25/2050 | 0.23% |
FNR 2021-94 AI IO 03.0000 01/25/2052 | 0.23% |
STACR 2015-HQA1 B 08.9869 03/25/2028 | 0.22% |
WFCM 2012-LC5 D 144A 04.7434 10/15/2045 | 0.22% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.22% |
GNR 2014-27 S IO 05.9383 02/20/2044 | 0.22% |
GNR 2021-H03 IM IO 00.9536 02/20/2071 | 0.22% |
BALTA 2005-8 21A1 02.4980 10/25/2035 | 0.22% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.22% |
FHR 4933 SA IO 05.8131 12/25/2049 | 0.22% |
MCAS 2019-01 M10 144A 03.4369 10/15/2049 | 0.22% |
SCRT 2019-4 M 04.5000 02/25/2059 | 0.22% |
BBCMS 2019-C4 E 144A 03.2500 08/15/2052 | 0.22% |
JPMCC 2017-JP7 D 144A 04.3867 09/15/2050 | 0.22% |
GNR 2016-H19 AI IO 02.1682 09/20/2066 | 0.21% |
COMM 2015-LC19 D 144A 02.8670 02/10/2048 | 0.21% |
GNR 2017-104 GI IO 04.0000 07/20/2047 | 0.21% |
MSBAM 2014-C14 D 144A 05.0510 02/15/2047 | 0.20% |
FNR 2019-17 JS IO 05.9131 04/25/2049 | 0.20% |
COMM 2013-CR13 D 144A 04.8801 11/10/2046 | 0.20% |
FHR 4990 SP IO 05.9131 07/25/2050 | 0.20% |
CSAIL 2019-C17 D 144A 02.5000 09/15/2052 | 0.20% |
FHR 4808 SD IO 06.0089 07/15/2048 | 0.20% |
FNR 2019-26 SM IO 05.8631 06/25/2049 | 0.20% |
FNR 2016-78 CS IO 05.9131 05/25/2039 | 0.20% |
JPMCC 2011-C3 D 144A 05.5237 02/15/2046 | 0.20% |
JPMBB 2014-C22 C 04.5510 09/15/2047 | 0.20% |
GNR 2017-H05 CI IO 02.2598 02/20/2067 | 0.20% |
MSBAM 2015-C22 C 04.2102 04/15/2048 | 0.19% |
GNR 2014-188 IB IO 04.0000 12/20/2044 | 0.19% |
WFCM 2015-C30 D 144A 04.4983 09/15/2058 | 0.19% |
GNR 2021-42 IG IO 03.0000 03/20/2051 | 0.19% |
CD 2019-CD8 D 144A 03.0000 08/15/2057 | 0.19% |
GNR 2017-156 SL IO 06.0383 10/20/2047 | 0.19% |
CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.19% |
COMM 2014-UBS4 C 04.6493 08/10/2047 | 0.19% |
GNR 2013-9 S IO 06.5883 01/20/2043 | 0.19% |
GSR 2007-OA1 2A3A 00.4969 05/25/2037 | 0.19% |
GNR 2020-112 MS IO 06.1383 08/20/2050 | 0.18% |
FNR 2020-56 JI IO 04.0000 08/25/2050 | 0.18% |
GSMS 2013-GC13 D 144A 04.0643 07/10/2046 | 0.18% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.18% |
COMM 2014-UBS3 C 04.7382 06/10/2047 | 0.18% |
GNR 2018-72 IC IO 04.0000 05/20/2045 | 0.18% |
GSMS 2010-C1 D 144A 06.3528 08/10/2043 | 0.18% |
CAS 2017-C07 2B1 04.6369 05/25/2030 | 0.17% |
MLMI 2006-HE3 A4 00.6869 06/25/2037 | 0.17% |
STACR 2019-HQA1 B2 12.4369 02/25/2049 | 0.17% |
GNR 2019-35 SE IO 06.0243 01/16/2044 | 0.17% |
GNR 2019-98 SC IO 05.8883 08/20/2049 | 0.17% |
MSBAM 2013-C10 F 144A 04.0743 07/15/2046 | 0.17% |
MSBAM 2013-C12 E 144A 04.7625 10/15/2046 | 0.17% |
WFRBS 2012-C10 D 144A 04.4112 12/15/2045 | 0.17% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.16% |
GNR 2018-H07 IE IO 02.3535 02/20/2068 | 0.16% |
MSC 2012-C4 E 144A 05.4276 03/15/2045 | 0.16% |
CMLTI 2007-AR5 1A1A 02.9065 04/25/2037 | 0.16% |
GSMS 2016-GS2 D 144A 02.7530 05/10/2049 | 0.16% |
LHOME 2021-RTL1 A1 02.0900 09/25/2026 | 0.16% |
STACR 2016-DNA1 B 10.1869 07/25/2028 | 0.16% |
WFRBS 2012-C9 D 144A 04.8086 11/15/2045 | 0.16% |
GNR 2017-H21 AI IO 02.2600 10/20/2067 | 0.16% |
GNR 2019-H15 CI IO 00.7220 07/20/2069 | 0.16% |
BMARK 2018-B3 D 144A 03.0363 04/10/2051 | 0.16% |
FNR 2018-36 SD IO 06.0631 06/25/2048 | 0.16% |
MSBAM 2013-C9 C 04.0199 05/15/2046 | 0.16% |
CAS 2016-C06 1B 09.4369 04/25/2029 | 0.16% |
STACR 2015-HQA2 B 10.6869 05/25/2028 | 0.16% |
STACR 2017-DNA3 B1 04.6369 03/25/2030 | 0.15% |
MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.15% |
UBSCM 2012-C1 E 144A 05.0000 05/10/2045 | 0.15% |
WFCM 2019-C50 C 04.3450 05/15/2052 | 0.15% |
BBCMS 2019-C3 D 144A 03.0000 05/15/2052 | 0.15% |
FHR 3346 SC IO 06.3589 10/15/2033 | 0.15% |
GNR 2015-H16 DI IO 01.9864 07/20/2065 | 0.15% |
GNR 2019-143 HS IO 05.8883 09/20/2049 | 0.15% |
FNR 2010-99 NI IO 06.0000 09/25/2040 | 0.15% |
SAMI 2006-AR7 A1BG 00.3069 08/25/2036 | 0.14% |
SCRT 2019-2 M 04.7500 08/25/2058 | 0.14% |
MSBAM 2014-C19 D 144A 03.2500 12/15/2047 | 0.14% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.14% |
GNR 2017-H04 BI IO 02.3820 02/20/2067 | 0.14% |
GNR 2018-H02 HI IO 02.3264 01/20/2068 | 0.14% |
CGCMT 2014-GC25 D 144A 03.5480 10/10/2047 | 0.14% |
CWALT 2006-OA10 4A1 00.5669 08/25/2046 | 0.14% |
CWALT 2006-OA19 A1 00.3507 02/20/2047 | 0.14% |
BMARK 2019-B11 D 144A 03.0000 05/15/2052 | 0.13% |
WFCM 2019-C54 D 144A 02.5000 12/15/2052 | 0.13% |
CGCMT 2017-P7 C 04.3679 04/14/2050 | 0.13% |
1.27 R ISWP SOFRRATE P 12/30/2031 | 0.13% |
CWALT 2006-OA10 3A1 00.5669 08/25/2046 | 0.13% |
COMM 2014-CR16 C 04.9187 04/10/2047 | 0.13% |
WFRBS 2014-LC14 D 144A 04.5860 03/15/2047 | 0.13% |
XAN 2020-RSO8 D 144A 02.6628 03/15/2035 | 0.12% |
GNR 2017-H22 DI IO 02.1984 11/20/2067 | 0.12% |
FHR 4789 AS IO 06.0089 05/15/2048 | 0.12% |
GNR 2016-150 I IO 05.0000 11/20/2046 | 0.12% |
FHR 4926 SP IO 05.8131 08/25/2049 | 0.12% |
GNR 2010-125 SD IO 06.5543 01/16/2040 | 0.12% |
WFRBS 2014-C21 C 04.2340 08/15/2047 | 0.12% |
MSC 2012-C4 D 144A 05.4276 03/15/2045 | 0.12% |
BALTA 2005-10 11A1 00.6869 01/25/2036 | 0.12% |
GNR 2017-H10 MI IO 01.8198 04/20/2067 | 0.12% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.11% |
COMM 2014-UBS6 C 04.4407 12/10/2047 | 0.11% |
FNR 2016-83 BS IO 05.9131 11/25/2046 | 0.11% |
OMIR 2019-1A B1B 04.5369 07/25/2029 | 0.11% |
SWPTN SOFR 3MX10Y P 1.37 USD 03/29/2022 CI | 0.11% |
BALTA 2005-7 21A1 02.6196 09/25/2035 | 0.11% |
MWST 2020-1 A 01.0869 10/25/2053 | 0.11% |
CAS 2018-C04 2B1 04.6869 12/25/2030 | 0.11% |
COMM 2017-COR2 D 144A 03.0000 09/10/2050 | 0.11% |
GNR 2016-H24 CI IO 01.6763 10/20/2066 | 0.11% |
CMLTI 2007-AMC3 A2D 00.5369 03/25/2037 | 0.10% |
GNR 2015-H01 BI IO 01.5464 01/20/2065 | 0.10% |
SPST 2021-14 A1 00.8759 12/08/2022 | 0.10% |
GNR 2016-H22 IO IO 01.8392 10/20/2066 | 0.10% |
JPMCC 2012-C6 E 144A 05.2166 05/15/2045 | 0.10% |
STACR 2019-DNA2 M2 02.6369 03/25/2049 | 0.10% |
GNR 2017-H20 AI IO 02.1878 10/20/2067 | 0.10% |
FHR 4560 IO IO 05.8374 05/15/2039 | 0.10% |
GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.10% |
JPMCC 2011-C4 C 144A 05.3889 07/15/2046 | 0.10% |
OMIR 2017-1A B1 144A 05.9369 04/25/2027 | 0.10% |
OMIR 2019-1A B1A 03.6869 07/25/2029 | 0.10% |
GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.09% |
CAS 2017-C03 1B1 05.0369 10/25/2029 | 0.09% |
WFCM 2013-LC12 D 144A 04.3049 07/15/2046 | 0.09% |
GNR 2018-H02 IM IO 02.2564 02/20/2068 | 0.09% |
GNR 2014-95 JI IO 04.5000 12/16/2039 | 0.09% |
GNR 2018-H11 JI IO 02.3527 07/20/2068 | 0.09% |
CSAIL 2020-C19 D 144A 02.5000 03/15/2053 | 0.09% |
GNR 2017-H14 JI IO 02.1528 06/20/2067 | 0.09% |
GNR 2018-H01 IB IO 01.5786 01/20/2068 | 0.09% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.09% |
GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.08% |
CAS 2022-R02 2B1 04.5487 01/25/2042 | 0.08% |
GNR 2016-H21 AI IO 02.0735 09/20/2066 | 0.08% |
GNR 2018-H08 FI IO 01.5403 06/20/2068 | 0.08% |
GNR 2013-182 SP IO 06.5383 12/20/2043 | 0.08% |
MSBAM 2017-C34 D 144A 02.7000 11/15/2052 | 0.08% |
GNR 2017-H03 DI IO 02.2727 12/20/2066 | 0.08% |
CAS 2018-C01 1M2 02.4369 07/25/2030 | 0.08% |
GNR 2016-164 IO IO 06.5000 12/20/2046 | 0.08% |
GNR 2017-H02 BI IO 02.1100 01/20/2067 | 0.08% |
1.331 R ISWP SOFRRATE P 12/31/2031 | 0.08% |
GNR 2017-H16 CI IO 01.6494 07/20/2067 | 0.08% |
CAS 2016-C03 1B 11.9369 10/25/2028 | 0.07% |
FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.07% |
GNR 2016-H27 EI IO 01.8731 12/20/2066 | 0.07% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.07% |
MSBAM 2013-C10 E 144A 04.0743 07/15/2046 | 0.07% |
FNR 2016-65 CS IO 05.9131 09/25/2046 | 0.07% |
GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.07% |
FNR 2017-8 IO IO 06.0000 02/25/2047 | 0.07% |
GNR 2014-H06 BI IO 01.4431 02/20/2064 | 0.07% |
FHS 324 C21 IO 06.0000 06/15/2039 | 0.07% |
GNR 2017-H08 EI IO 02.0307 02/20/2067 | 0.07% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.07% |
GNR 2015-H04 AI IO 01.5429 12/20/2064 | 0.07% |
GNR 2016-H26 KI IO 01.5277 11/20/2066 | 0.07% |
MWST 2020-2 A 00.9869 11/25/2053 | 0.07% |
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.06% |
CWALT 2005-51 3A3A 00.8020 11/20/2035 | 0.06% |
WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.06% |
FNR 2012-132 PI IO 05.0000 10/25/2042 | 0.06% |
GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.06% |
CFCRE 2011-C2 F 144A 05.2500 12/15/2047 | 0.06% |
GNR 2017-H16 KI IO 01.4514 08/20/2067 | 0.06% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.06% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.06% |
FNR 2019-60 BS IO 05.8631 10/25/2049 | 0.06% |
GNR 2016-H17 DI IO 02.1231 07/20/2066 | 0.06% |
GNR 2017-H14 EI IO 01.5672 06/20/2067 | 0.06% |
GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.06% |
GNMA GII30 BP7527 03.5000 10/20/2049 | 0.06% |
GNR 2018-H05 BI IO 02.3079 02/20/2068 | 0.06% |
GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.06% |
WFRBS 2012-C7 D 144A 04.7325 06/15/2045 | 0.06% |
GNR 2017-H20 DI IO 02.1954 10/20/2067 | 0.06% |
GNR 2018-91 SJ IO 06.0883 07/20/2048 | 0.06% |
GNR 2016-H18 QI IO 02.1774 06/20/2066 | 0.05% |
WFRBS 2012-C7 E 144A 04.7325 06/15/2045 | 0.05% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.05% |
WAMU 2004-AR12 A2B 01.1069 10/25/2044 | 0.05% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.05% |
JPMCC 2011-C3 E 144A 05.5237 02/15/2046 | 0.05% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.05% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 JP | 0.05% |
GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.05% |
JPALT 2007-A2 12A1 00.5869 06/25/2037 | 0.05% |
SAMI 2006-AR7 A1A 00.6069 08/25/2036 | 0.05% |
GNR 2017-H18 DI IO 02.2079 09/20/2067 | 0.05% |
JPMCC 2012-C6 G 144A 02.9720 05/15/2045 | 0.05% |
GNR 2015-40 KI IO 04.0000 07/20/2044 | 0.05% |
GNR 2015-H29 HI IO 02.1050 09/20/2065 | 0.04% |
GNR 2017-H09 DI IO 01.8822 03/20/2067 | 0.04% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.04% |
GNMA GII30 BL9363 03.5000 10/20/2049 | 0.04% |
GNR 2017-H06 MI IO 02.2315 02/20/2067 | 0.04% |
CWALT 2006-OA10 2A1 00.5669 08/25/2046 | 0.04% |
1.7305 R ISWP SOFR P 02/08/2032 | 0.04% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.04% |
GNMA GII30 BR2728 04.0000 12/20/2049 | 0.04% |
GNR 2011-135 DI IO 05.0000 04/16/2040 | 0.04% |
GNR 2018-77 IO IO 05.0000 06/20/2048 | 0.04% |
STACR 2018-HQA2 M2 02.4869 10/25/2048 | 0.04% |
GNR 2014-H25 BI IO 01.6640 12/20/2064 | 0.04% |
1.0045 R ISWP SOFR P 01/25/2024 | 0.04% |
GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% |
GNMA GII30 BP7305 03.5000 10/20/2049 | 0.04% |
MSBAM 2013-C11 D 144A 04.3509 08/15/2046 | 0.04% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% |
GNR 2017-136 IY IO 05.0000 03/20/2045 | 0.04% |
BSMF 2006-AR2 2A1 00.6469 09/25/2046 | 0.04% |
FNR 2013-90 SD IO 06.4131 09/25/2043 | 0.04% |
GNR 2015-165 IC IO 03.5000 07/16/2041 | 0.04% |
GNR 2017-H03 AI IO 02.2540 12/20/2066 | 0.04% |
GNR 2017-H20 HI IO 02.1340 10/20/2067 | 0.04% |
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% |
GNMA GII30 BM2417 03.5000 08/20/2049 | 0.04% |
GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.04% |
GNR 2017-H06 BI IO 02.3518 02/20/2067 | 0.04% |
1.0355 R ISWP SOFR P 01/20/2024 | 0.03% |
GNMA GII30 BP7323 03.5000 10/20/2049 | 0.03% |
GNMA GII30 BP7505 03.5000 10/20/2049 | 0.03% |
GNR 2013-6 AI IO 03.5000 08/20/2039 | 0.03% |
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.03% |
FHR 4635 PI IO 04.0000 12/15/2046 | 0.03% |
GNR 2014-H21 AI IO 01.4426 10/20/2064 | 0.03% |
JPMBB 2013-C14 F 144A 03.5980 08/15/2046 | 0.03% |
WAMU 2005-AR13 A1C4 01.0469 10/25/2045 | 0.03% |
FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.03% |
GNMA GII30 BP7324 03.5000 10/20/2049 | 0.03% |
JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.03% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.03% |
GNR 2012-98 AI IO 04.5000 04/16/2042 | 0.03% |
GNR 2017-H19 MI IO 02.0483 04/20/2067 | 0.03% |
OPTN FN30 3.0 03/07/22 CALL 101.09375 JPMC | 0.03% |
STACR 2020-DNA4 M2 03.9369 08/25/2050 | 0.03% |
1.135 R ISWP SOFRRATE P 01/03/2027 | 0.03% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.03% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.03% |
GNR 2020-15 CS IO 05.8883 02/20/2050 | 0.03% |
GNMA GII30 BR7370 04.0000 01/20/2050 | 0.03% |
FNR 2011-134 SP IO 05.8131 02/25/2041 | 0.03% |
1.3995 R ISWP SOFR P 01/28/2027 | 0.03% |
1.821 R ISWP SOFR P 02/18/2032 | 0.03% |
FNS 397 2 IO 05.0000 09/25/2039 | 0.03% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.02% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
FNR 2018-15 PI IO 04.0000 10/25/2047 | 0.02% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.02% |
GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% |
GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.02% |
GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.02% |
GNR 2017-H03 EI IO 02.1072 01/20/2067 | 0.02% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.02% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
FNR 2012-90 DI IO 04.0000 03/25/2042 | 0.02% |
GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
GNR 2011-H15 AI IO 01.5271 06/20/2061 | 0.02% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
CSMC 2008-C1 AJ 144A 06.0103 02/15/2041 | 0.02% |
CWHL 2006-OA5 2A1 00.5869 04/25/2046 | 0.02% |
GNR 2016-29 IO IO 04.0000 02/16/2046 | 0.02% |
GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.02% |
GNR 2016-H27 BI IO 02.3272 12/20/2066 | 0.02% |
GNR 2017-H16 JI IO 02.3203 08/20/2067 | 0.02% |
FNR 2011-101 SA IO 05.7131 10/25/2041 | 0.02% |
GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.02% |
1.832 R ISWP SOFR P 02/14/2032 | 0.02% |
CAS 2016-C01 1B 11.9369 08/25/2028 | 0.02% |
CAS 2016-C05 2M2 04.6369 01/25/2029 | 0.02% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
FHR 4604 QI IO 03.5000 07/15/2046 | 0.02% |
FHR 4801 IG IO 03.0000 06/15/2048 | 0.02% |
FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% |
FNS 404 2 IO 04.5000 05/25/2040 | 0.02% |
GNR 2017-H06 DI IO 01.7576 02/20/2067 | 0.02% |
GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.02% |
SAMI 2007-AR1 2A1 00.3669 01/25/2037 | 0.02% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
FHR 4193 PI IO 04.0000 03/15/2043 | 0.02% |
GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
INDX 2006-AR11 2A1 02.9865 06/25/2036 | 0.02% |
GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% |
GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.02% |
GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
1.698 R ISWP SOFR P 02/28/2027 | 0.01% |
CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.01% |
FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
GSAA 2006-8 2A2 00.5469 05/25/2036 | 0.01% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.01% |
MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.01% |
1.393 R ISWP SOFR P 01/13/2027 | 0.01% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
FHR 4425 IO IO 04.0000 01/15/2045 | 0.01% |
GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.01% |
GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.01% |
GNR 2016-H24 IO IO 02.1482 09/20/2066 | 0.01% |
GNR 2017-H08 NI IO 02.2487 03/20/2067 | 0.01% |
GNR 2019-78 SJ IO 05.8883 06/20/2049 | 0.01% |
SWPTN SOFR 3MX10Y R 1.769 USD 05/09/2022 GS | 0.01% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
GNMA GII30 BP7884 04.5000 01/20/2050 | 0.01% |
GNR 2019-99 KS IO 05.8883 08/20/2049 | 0.01% |
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.01% |
GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.01% |
GNR 2017-H09 IO IO 01.8234 04/20/2067 | 0.01% |
GNR 2017-H11 DI IO 01.8411 05/20/2067 | 0.01% |
GNR 2017-H14 DI IO 01.6916 06/20/2067 | 0.01% |
GNR 2019-H14 IB IO 02.0374 08/20/2069 | 0.01% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
FHR 4403 CI IO 04.0000 10/15/2044 | 0.01% |
FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
FNR 2010-35 SG IO 06.2131 04/25/2040 | 0.01% |
1.48613 R ISWP SOFR P 01/21/2027 | 0.01% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
FHR 4024 PI IO 04.5000 12/15/2041 | 0.01% |
GNR 2017-H03 HI IO 01.5842 01/20/2067 | 0.01% |
SWPTN SOFR 4WX10Y R 1.82 USD 03/23/2022 CI | 0.01% |
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% |
FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.01% |
GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.01% |
GNR 2012-H29 AI IO 01.3437 10/20/2062 | 0.01% |
GNR 2012-H29 FI IO 01.3437 10/20/2062 | 0.01% |
GNR 2015-52 IK IO 03.5000 04/20/2045 | 0.01% |
GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.01% |
GNR 2015-H13 AI IO 01.7682 06/20/2065 | 0.01% |
1.775 R ISWP FWD SOFR P 02/25/2032 | 0.01% |
BACM 2008-1 AJ 06.7858 02/10/2051 | 0.01% |
CAS 2019-R05 1M2 02.1869 07/25/2039 | 0.01% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
FHR 4425 WI IO 04.0000 03/15/2043 | 0.01% |
FNR 2011-4 CS 12.5263 05/25/2040 | 0.01% |
GNR 2012-H06 AI IO 01.3094 01/20/2062 | 0.01% |
GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.01% |
GNR 2015-H03 DI IO 01.5906 01/20/2065 | 0.01% |
GNR 2016-H23 NI IO 02.0943 10/20/2066 | 0.01% |
MHL 2005-3 M4 01.1319 08/25/2035 | 0.01% |
1.0085 R ISWP SOFR P 01/21/2024 | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
GNR 2011-156 SK IO 06.4383 04/20/2038 | 0.00% |
GNR 2015-H15 JI IO 01.9409 06/20/2065 | 0.00% |
GNR 2015-H20 CI IO 01.8090 08/20/2065 | 0.00% |
GNR 2015-H25 AI IO 01.5982 09/20/2065 | 0.00% |
GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.00% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
FHR 3852 SC IO 06.4589 04/15/2040 | 0.00% |
FHR 4452 QI IO 04.0000 11/15/2044 | 0.00% |
GNMA GII30 BO8117 04.0000 08/20/2049 | 0.00% |
GNR 2010-H19 BI IO 01.4338 08/20/2060 | 0.00% |
GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.00% |
GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.00% |
GNR 2015-H10 CI IO 01.7910 04/20/2065 | 0.00% |
GNR 2015-H10 HI IO 01.7415 04/20/2065 | 0.00% |
GNR 2015-H20 AI IO 01.8099 08/20/2065 | 0.00% |
GNR 2015-H23 DI IO 01.8387 09/20/2065 | 0.00% |
GNR 2015-H26 DI IO 01.7056 10/20/2065 | 0.00% |
GNR 2015-H26 EI IO 01.7091 10/20/2065 | 0.00% |
GNR 2016-77 SL IO 05.9883 03/20/2043 | 0.00% |
GNR 2016-H02 HI IO 01.5353 01/20/2066 | 0.00% |
1.488 R ISWP SOFR P 02/14/2024 | 0.00% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
FHR 4386 LI IO 04.0000 02/15/2043 | 0.00% |
FHR 4694 GI IO 04.0000 02/15/2043 | 0.00% |
FNR 2013-57 IQ IO 03.0000 06/25/2041 | 0.00% |
FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.00% |
GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.00% |
GNR 2010-H22 CI IO 02.3527 10/20/2060 | 0.00% |
GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.00% |
GNR 2015-187 JI IO 04.0000 03/20/2045 | 0.00% |
GNR 2015-H14 BI IO 01.5276 05/20/2065 | 0.00% |
GNR 2015-H25 BI IO 01.7093 10/20/2065 | 0.00% |
GNR 2015-H25 CI IO 01.7214 10/20/2065 | 0.00% |
GNR 2015-H25 EI IO 01.8304 10/20/2065 | 0.00% |
GNR 2016-149 MI IO 05.5000 05/20/2039 | 0.00% |
GNR 2016-77 SC IO 05.9383 10/20/2045 | 0.00% |
OPTN FN30 3.5 03/07/22 CALL 103.4375 JPMC | 0.00% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
FHR 4015 GI IO 04.0000 03/15/2027 | 0.00% |
FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.00% |
GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.00% |
GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
GNR 2013-182 SY IO 05.9383 12/20/2043 | 0.00% |
GNR 2013-H14 XI IO 01.5540 03/20/2063 | 0.00% |
GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.00% |
GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.00% |
GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.00% |
GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.00% |
GNR 2015-H16 XI IO 01.8633 07/20/2065 | 0.00% |
GNR 2015-H22 EI IO 01.5763 08/20/2065 | 0.00% |
GNR 2015-H23 BI IO 01.7384 09/20/2065 | 0.00% |
GNR 2016-H04 KI IO 01.5028 02/20/2066 | 0.00% |
GNR 2016-H08 GI IO 01.4140 04/20/2066 | 0.00% |
GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
FHR 4000 LI IO 04.0000 02/15/2042 | 0.00% |
FHR 4076 MS IO 06.5089 07/15/2040 | 0.00% |
FHR 4206 IP IO 03.0000 12/15/2041 | 0.00% |
FHR 4580 ID IO 03.5000 08/15/2045 | 0.00% |
FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.00% |
GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.00% |
GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.00% |
GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
GNR 2011-H07 FI IO 01.2220 02/20/2061 | 0.00% |
GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.00% |
GNR 2015-H09 BI IO 01.6623 03/20/2065 | 0.00% |
GNR 2015-H24 HI IO 02.0876 09/20/2065 | 0.00% |
GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.00% |
UBSBB 2012-C2 E 144A 04.8811 05/10/2063 | 0.00% |
1.0245 R ISWP SOFR P 01/24/2024 | 0.00% |
1.61 R ISWP SOFR P 01/24/2032 | 0.00% |
1.646 R ISWP SOFR P 01/31/2032 | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
FHR 4355 DI IO 04.0000 03/15/2044 | 0.00% |
GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
GNR 2014-98 AI IO 04.5000 10/20/2041 | 0.00% |
GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.00% |
UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.00% |
1.517 R ISWP SOFR P 01/14/2032 | -0.00% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 BC | -0.00% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
1.4715 R ISWP SOFR P 02/28/2024 | -0.00% |
1.6165 R ISWP SOFR P 01/21/2032 | -0.00% |
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | -0.00% |
CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
1.514 R ISWP SOFR P 02/28/2024 | -0.00% |
1.664 R ISWP SOFR P 01/28/2052 | -0.00% |
CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
1.305 R ISWP SOFR P 02/08/2024 | -0.00% |
1.647 R ISWP SOFR P 02/03/2052 | -0.00% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 MS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
SWPTN SOFR 4WX10Y P 1.82 USD 03/23/2022 CI | -0.00% |
1.459 R ISWP SOFR P 01/21/2027 | -0.01% |
1.7395 R ISWP SOFR P 02/28/2032 | -0.01% |
CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 JP | -0.01% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.01% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
1.737 R ISWP SOFR P 02/23/2032 | -0.01% |
CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
1.66076 R ISWP SOFR P 01/20/2032 | -0.01% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
1.7975 R ISWP SOFR P 02/28/2032 | -0.01% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.01% |
1.601 R ISWP SOFR P 01/12/2032 | -0.01% |
1.61968 R ISWP SOFR P 02/28/2027 | -0.01% |
CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.01% |
1.7245 R ISWP SOFR P 02/09/2032 | -0.01% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.01% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.01% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.01% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.01% |
1.524 R ISWP SOFR P 01/14/2032 | -0.01% |
1.5245 R ISWP SOFR P 01/14/2032 | -0.01% |
1.525 R ISWP SOFR P 01/14/2032 | -0.01% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
SWPTN SOFR 3MX10Y P 1.769 USD 05/09/2022 GS | -0.01% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | -0.02% |
0.88 R ISWP SOFR P 01/12/2024 | -0.02% |
CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.02% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.02% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.02% |
0.8745 R ISWP SOFR P 01/11/2024 | -0.02% |
1.567 R ISWP SOFR P 01/19/2032 | -0.02% |
1.186 R ISWP SOFRRATE P 01/05/2027 | -0.02% |
1.5665 R ISWP SOFR P 01/11/2032 | -0.02% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% |
CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.02% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
1.213 R ISWP SOFRRATE P 01/07/2027 | -0.02% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
1.50 R ISWP SOFR P 01/18/2032 | -0.03% |
1.5005 R ISWP SOFR P 01/18/2032 | -0.03% |
CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.03% |
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.03% |
1.4941 R ISWP SOFR P 01/18/2032 | -0.03% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.03% |
1.7565 R ISWP SOFR P 02/16/2027 | -0.03% |
1.725 R ISWP FWD SOFR P 02/10/2032 | -0.03% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
0.952 R ISWP SOFR P 01/27/2024 | -0.04% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.04% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.04% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
OPTN FN30 3.0 03/07/22 PUT 101.09375 JPMC | -0.05% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.05% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.05% |
OPTN FN30 3.5 03/07/22 PUT 103.4375 JPMC | -0.05% |
CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.05% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.05% |
CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.05% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.06% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
1.60 R ISWP FWD SOFRRATE P 03/16/2052 | -0.06% |
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.06% |
CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.07% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.07% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.08% |
SWPTN SOFR 3MX10Y R 1.37 USD 03/29/2022 CI | -0.10% |
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.10% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.10% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.10% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.13% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.15% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.15% |
CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.15% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.16% |
1.333 R ISWP FWD SOFRRATE P 01/07/2032 | -0.21% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.21% |
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.23% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.26% |
1.40 R ISWP FWD SOFRRATE P 03/16/2032 | -0.31% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.36% |
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.45% |
GNMA GII30 TBA 03.5000 03/01/2052 | -0.61% |
FNMA FN30 TBA UMBS 03.0000 03/01/2052 | -1.19% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -1.27% |
0.90 R ISWP FWD SOFRRATE P 03/16/2024 | -1.46% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -2.37% |
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -3.94% |
FNMA FN30 TBA UMBS 02.5000 03/01/2052 | -8.15% |
FNMA FN30 TBA UMBS 02.0000 03/01/2052 | -15.28% |
US 2YR NOTE (CBT) JUN22 TUM2 | -212.58% |
Fixed income statistics as of 05/31/22
Average effective maturity | 4.01 yrs. |
---|---|
Average effective duration | 0.21 yrs. |
Average yield to maturity | 21.38% |
Average coupon | 4.58% |
Sector weightings as of 05/31/22
Cash investments | Non-cash investments | Total portfolio | ||||
---|---|---|---|---|---|---|
Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
Commercial MBS | 18.05% | 0.61 | 16.57% | 0.15 | 34.62% | 0.76 |
Agency CMO | 30.84% | 1.22 | 0.00% | 0.00 | 30.84% | 1.22 |
Residential MBS (non-agency) | 17.50% | 0.58 | 0.00% | 0.00 | 17.50% | 0.58 |
Agency pass-through | 0.52% | 0.02 | 15.85% | 0.46 | 16.37% | 0.48 |
Asset-backed securities (ABS) | 2.09% | 0.08 | 0.00% | 0.00 | 2.09% | 0.08 |
Interest rate swaps | 0.00% | 0.00 | 0.00% | -3.16 | 0.00% | -3.16 |
Net cash | 31.00% | 0.00 | 0.00% | 0.00 | 31.00% | 0.00 |
Spread duration is displayed in years and reflects the contribution by sector to the portfolio's total spread duration with the exception of the Treasury and Interest-rate swap sectors where effective duration is displayed. Spread duration estimates the price sensitivity of a specific sector or asset class to a 100 basis-point movement, 1%, (either widening or narrowing) in its yield spread relative to Treasuries. Effective duration provides a measure of a portfolio's interest-rate sensitivity. The longer a portfolio's duration, the more sensitive the portfolio is to shifts in the interest rates. Allocations may not total 100% of net assets because the table includes the notional value of derivatives (the economic value for purposes of calculating periodic payment obligations), in addition to the market value of securities.
Maturity detail as of 05/31/22
0 - 1 yr. | 18.02% |
---|---|
1 - 5 yrs. | 52.50% |
5 - 10 yrs. | 33.97% |
10 - 15 yrs. | -5.03% |
Over 15 yrs. | 0.54% |
Quality rating as of 05/31/22
AAA | 55.59% |
---|---|
AA | 0.28% |
A | 11.22% |
BBB | 10.41% |
BB | 5.48% |
B | 3.83% |
CCC and Below | 3.69% |
Not Rated | 9.50% |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political, or financial market conditions; investor sentiment and market perceptions; government actions; geopolitical events or changes; and factors related to a specific issuer, geography (such as a region of the United States), industry, or sector (such as the housing or real estate markets). These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings or in relevant markets.
Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Mortgage- and asset-backed securities are subject to prepayment risk and the risk that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. The fund's investments in mortgage-backed securities and asset-backed securities, and in certain other securities and derivatives, may be or become illiquid. The fund's concentration in an industry group comprising privately issued residential and commercial mortgage-backed securities and mortgage-backed securities issued or guaranteed by the U.S. government or its agencies or instrumentalities may make the fund's net asset value more susceptible to economic, market, political, and other developments affecting the housing or real estate markets and the servicing of mortgage loans secured by real estate properties.
The fund currently has significant investment exposure to commercial mortgage-backed securities, which, during periods of difficult economic conditions, may experience an increase in delinquencies and losses as a result of the effects of those conditions on commercial real estate markets, the ability of commercial tenants to make loan payments, and the ability of a property to attract and retain commercial tenants. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Our use of short selling may result in losses if the securities appreciate in value.
Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.
Expenses
Expense ratio |
Class A | Class C | Class R6 | Class Y |
---|---|---|---|---|
Total expense ratio | 1.03% | 1.78% | 0.79% | 0.78% |
What you pay† | 0.76% | 1.51% | 0.52% | 0.51% |
† The fund's expense ratio is taken from the most recent prospectus and is subject to change. What you pay reflects Putnam Management's decision to contractually limit expenses through 09/30/22
Sales charge
Breakpoint | Class A | Class C | Class R6 | Class Y |
---|---|---|---|---|
$0-$49,999 | 4.00% / 3.50% | 0.00% / 1.00% | -- | -- |
$50,000-$99,999 | 4.00% / 3.50% | 0.00% / 1.00% | -- | -- |
$100,000-$249,999 | 3.25% / 2.75% | 0.00% / 1.00% | -- | -- |
$250,000-$499,999 | 2.50% / 2.00% | 0.00% / 1.00% | -- | -- |
$500,000-$999,999 | 0.00% / 1.00% | -- | -- | -- |
$1M-$4M | 0.00% / 1.00% | -- | -- | -- |
$4M-$50M | 0.00% / 0.50% | -- | -- | -- |
$50M+ | 0.00% / 0.25% | -- | -- | -- |
CDSC
Class A (sales for $500,000+) | Class C | Class R6 | Class Y | |
---|---|---|---|---|
0 to 9 mts. | 1.00% | 1.00% | -- | -- |
9 to 12 mts. | 1.00% | 1.00% | -- | -- |
2 yrs. | 0.00% | 0.00% | -- | -- |
3 yrs. | 0.00% | 0.00% | -- | -- |
4 yrs. | 0.00% | 0.00% | -- | -- |
5 yrs. | 0.00% | 0.00% | -- | -- |
6 yrs. | 0.00% | 0.00% | -- | -- |
7+ yrs. | 0.00% | 0.00% | -- | -- |
Trail commissions
Class A | Class C | Class R6 | Class Y | |
---|---|---|---|---|
0.25% | 1.00% | 0.00% | 0.00% | |
NA | NA | NA | NA | |
NA | NA | NA | NA |
The ICE BofA U.S. Treasury Bill Index is an unmanaged index that tracks the performance of U.S. dollar denominated U.S. Treasury Bills publicly issued in the U.S. domestic market. Qualifying securities must have a remaining term of at least one month to final maturity and a minimum amount outstanding of $1 billion. The Bloomberg U.S. MBS Index covers the mortgage-backed pass-through securities of Ginnie Mae (GNMA), Fannie Mae (FNMA), and Freddie Mac (FHLMC). You cannot invest directly in an index.
Consider these risks before investing: The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political, or financial market conditions; investor sentiment and market perceptions; government actions; geopolitical events or changes; and factors related to a specific issuer, geography (such as a region of the United States), industry, or sector (such as the housing or real estate markets). These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings or in relevant markets.
Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Mortgage- and asset-backed securities are subject to prepayment risk and the risk that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. The fund's investments in mortgage-backed securities and asset-backed securities, and in certain other securities and derivatives, may be or become illiquid. The fund's concentration in an industry group comprising privately issued residential and commercial mortgage-backed securities and mortgage-backed securities issued or guaranteed by the U.S. government or its agencies or instrumentalities may make the fund's net asset value more susceptible to economic, market, political, and other developments affecting the housing or real estate markets and the servicing of mortgage loans secured by real estate properties.
The fund currently has significant investment exposure to commercial mortgage-backed securities, which, during periods of difficult economic conditions, may experience an increase in delinquencies and losses as a result of the effects of those conditions on commercial real estate markets, the ability of commercial tenants to make loan payments, and the ability of a property to attract and retain commercial tenants. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Our use of short selling may result in losses if the securities appreciate in value.
Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.