Mga Batayang Estadistika
Nilai Portofolio $ 1,622,878,022
Posisi Saat Ini 550
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)

AIM INVESTMENT SECURITIES FUNDS (INVESCO INVESTMENT SECURITIES FUNDS) - Invesco Oppenheimer Limited-Term Government Fund Class C telah mengungkapkan total kepemilikan 550 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 1,622,878,022 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama AIM INVESTMENT SECURITIES FUNDS (INVESCO INVESTMENT SECURITIES FUNDS) - Invesco Oppenheimer Limited-Term Government Fund Class C adalah Invesco Government & Agency Portfolio, Institutional Class (US:US8252528851) , Uniform Mortgage-Backed Security, TBA (US:US01F0226427) , Uniform Mortgage-Backed Security, TBA (US:US01F0224448) , Federal Home Loan Mortgage Corp (US:US3137EAEK12) , and Uniform Mortgage-Backed Security, TBA (US:US01F0306450) . Posisi baru AIM INVESTMENT SECURITIES FUNDS (INVESCO INVESTMENT SECURITIES FUNDS) - Invesco Oppenheimer Limited-Term Government Fund Class C meliputi: Uniform Mortgage-Backed Security, TBA (US:US01F0226427) , Uniform Mortgage-Backed Security, TBA (US:US01F0224448) , Federal Home Loan Mortgage Corp (US:US3137EAEK12) , Uniform Mortgage-Backed Security, TBA (US:US01F0306450) , and GNII II 3% 04/01/2050 #TBA (US:US21H0306413) .

AIM INVESTMENT SECURITIES FUNDS (INVESCO INVESTMENT SECURITIES FUNDS) - Invesco Oppenheimer Limited-Term Government Fund Class C - Nilai Portofolio
Tambahkan Dana Ini
ke Dasbor Anda
Peningkatan Tertinggi Kuartal Ini

Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.

Keamanan Saham
(MM)		 Nilai
(Juta Dolar AS)		 Portfolio % ΔPorsyento ng Portfolio
139.90 13.2057 13.2057
119.55 11.2847 11.2847
141.89 141.89 13.3927 9.1824
92.29 8.7110 8.7110
88.86 8.3875 8.3875
45.99 4.3411 4.3411
18.35 1.7317 1.7317
18.31 1.7280 1.7280
17.00 1.6046 1.6046
14.32 1.3516 1.3516
Penurunan Tertinggi Kuartal Ini

Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.

Keamanan Saham
(MM)		 Nilai
(Juta Dolar AS)		 Portfolio % ΔPorsyento ng Portfolio
98.30 9.2786 -1.9294
78.49 7.4088 -1.2192
50.74 4.7893 -0.9392
30.51 2.8798 -0.7072
35.84 3.3828 -0.6137
30.29 2.8592 -0.4997
11.90 1.1230 -0.3367
3.06 0.2886 -0.3134
10.16 0.9591 -0.2959
-3.24 -0.3058 -0.2903
Pengajuan 13F dan Dana

Formulir ini diajukan pada 2020-06-01 untuk periode pelaporan 2020-03-31. Klik ikon tautan untuk melihat riwayat transaksi selengkapnya.

Tingkatkan ke versi premium untuk membuka data premium dan ekspor ke Excel. .

2022-07-28: Catatan Penting - Kami telah mengubah cara perhitungan kolom Δ Portfolio % pada tabel ini. Sebelumnya, kami melaporkannya sebagai persentase perubahan dalam alokasi portofolio. Sekarang kami melaporkannya sebagai perubahan mentah dalam alokasi portofolio (tetap dilaporkan sebagai persentase). Dalam rumus, sebelumnya kami melaporkannya sebagai 100 * (alokasi saat ini - alokasi sebelumnya) / alokasi sebelumnya. Sekarang kami melaporkannya sebagai (alokasi saat ini - alokasi sebelumnya).
Keamanan Ketik Harga Saham Rata-rata Saham
(MM)		 ΔSaham
(%)		 ΔSaham
(%)		 Nilai
($MM)		 Portpolyo
(%)		 ΔPortofolio
(%)
US8252528851 / Invesco Government & Agency Portfolio, Institutional Class 141.89 287.42 141.89 287.43 13.3927 9.1824
US01F0226427 / Uniform Mortgage-Backed Security, TBA 139.90 13.2057 13.2057
US01F0224448 / Uniform Mortgage-Backed Security, TBA 119.55 11.2847 11.2847
US3137EAEK12 / Federal Home Loan Mortgage Corp 98.30 0.83 9.2786 -1.9294
US01F0306450 / Uniform Mortgage-Backed Security, TBA 92.29 8.7110 8.7110
US21H0306413 / GNII II 3% 04/01/2050 #TBA 88.86 8.3875 8.3875
US3135G0V753 / FNMA 78.49 4.58 7.4088 -1.2192
US3135G0U920 / Federal National Mortgage Association 50.74 1.83 4.7893 -0.9392
US21H0226488 / Ginnie Mae 45.99 4.3411 4.3411
US3135G0W330 / Federal National Mortgage Association 35.84 3.09 3.3828 -0.6137
US3134G3KS82 / MORTGAGE-LINKED AMORTIZING NOTES MLAN 2012-1 A10 30.51 -2.22 2.8798 -0.7072
FNMA / Federal National Mortgage Association 30.29 3.68 2.8592 -0.4997
US3138WKY748 / Fannie Mae Pool 18.35 1.7317 1.7317
US21H0326478 / Ginnie Mae 18.31 1.7280 1.7280
US912796TS84 / United States Treasury Bill 17.00 1.6046 1.6046
US01F0326417 / UMBS 30YR 3.5% 04/01/2050 #TBA 14.32 1.3516 1.3516
US3140X55Y51 / FNCL FM2662 4.0 03-01-50 13.91 1.3133 1.3133
US3138X3XR84 / Federal National Mortgage Association 13.82 1.3045 1.3045
US3140X5YS60 / Fannie Mae 13.22 1.2477 1.2477
US3133G7XR94 / Freddie Mac 13.07 1.2333 1.2333
US3140HRXC20 / Federal National Mortgage Association 12.78 1.2063 1.2063
US3140K9ND71 / Federal National Mortgage Association 12.60 1.1895 1.1895
US3140JXTA69 / Federal National Mortgage Association 12.39 1.1692 1.1692
US38377VPZ30 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2011-61 CH 11.90 -6.30 1.1230 -0.3367
US3132DMJA45 / Freddie Mac Pool 11.84 1.1179 1.1179
US3137BEVG65 / FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K040 A1 11.19 -0.91 1.0562 -0.2421
US313637V806 / Federal National Mortgage Association 11.09 1.0470 1.0470
US3137BHCX31 / FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K044 A1 10.63 -2.39 1.0032 -0.2485
US3140X5U764 / Fannie Mae 10.48 0.9893 0.9893
US3133KHFY71 / Freddie Mac Pool 10.44 0.9851 0.9851
US3140X5FH17 / Federal National Mortgage Association 10.39 0.9812 0.9812
US31410LU678 / FNCI UMBS 4.0 890805 03-01-31 10.16 -6.92 0.9591 -0.2959
US3138EQKK72 / Fannie Mae Pool 10.00 0.9436 0.9436
US3137BHX510 / Freddie Mac Multifamily Structured Pass Through Certificates 9.72 -0.57 0.9173 -0.2063
US3140HFN540 / Federal National Mortgage Association 9.39 0.8861 0.8861
US3137BKRH54 / FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K047 A1 9.34 1.01 0.8812 -0.1814
US3140X5YB36 / FNCI FM2505 3.0 02-01-35 9.24 0.8722 0.8722
US31335ALZ92 / Freddie Mac Gold Pool 8.69 0.8203 0.8203
US31335BUD62 / FGLMC G61480 7.5 08-01-37 8.67 -4.96 0.8184 -0.2304
US3137BFE803 / FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K041 A1 8.49 -2.03 0.8013 -0.1949
US3137BL6J27 / FHLMC, Multifamily Structured Pass-Through Certificates, Series K048, Class A1 8.18 1.02 0.7725 -0.1587
US3137BJP561 / FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K046 A1 8.17 -0.05 0.7716 -0.1686
US3140EUBG38 / FNCI BC0038 3.0 11-01-30 8.12 0.7662 0.7662
US3133A0TY00 / Freddie Mac 6.49 0.6129 0.6129
US3137AK3J81 / FREDDIE MAC REMICS FHR 3974 C 6.00 -13.61 0.5667 -0.2323
US3137BGJZ33 / FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K043 A1 5.85 -3.72 0.5525 -0.1463
US3133KHRC24 / FNCL RA2283 4.0 11-01-49 5.51 0.5202 0.5202
US3133G7K365 / Freddie Mac 5.45 0.5140 0.5140
US3617LEZF44 / Ginnie Mae 5.28 0.4980 0.4980
US30292CAL19 / FREMF Mortgage Trust, Series 2014-K38, Class C 5.25 -5.27 0.4959 -0.1416
US3135G0V597 / FNMA 5.18 2.17 0.4893 -0.0940
US3137B5JM67 / Freddie Mac Multifamily Structured Pass Through Certificates 4.91 2.85 0.4634 -0.0854
US3137B36J22 / Freddie Mac Multifamily Structured Pass Through Certificates 4.77 2.19 0.4503 -0.0864
US3140K3VP40 / Fannie Mae 4.77 0.4499 0.4499
US3135G0Q225 / Federal National Mortgage Association 4.43 6.73 0.4179 -0.0590
US3137BFXS50 / Freddie Mac Multifamily Structured Pass Through Certificates 4.26 -2.56 0.4019 -0.1004
US3133KGPY88 / Federal Home Loan Mortgage Corp. 4.08 0.3847 0.3847
US3137B3NA26 / Freddie Mac Multifamily Structured Pass Through Certificates 4.05 2.30 0.3822 -0.0728
US3136AJTC03 / FANNIE MAE REMICS FNR 2014-20 HL 3.82 -8.68 0.3605 -0.1203
US3136AGWH14 / FANNIE MAE REMICS FNR 2013-100 CA 3.75 -11.59 0.3535 -0.1335
US3137B5KM49 / Freddie Mac Multifamily Structured Pass Through Certificates 3.66 -7.54 0.3450 -0.1095
US3137B1UG56 / FHLMC, Multifamily Structured Pass-Through Certificates, Series K027, Class A2 3.64 2.22 0.3435 -0.0658
US3137B2ZH67 / Freddie Mac REMICs 3.63 -9.21 0.3423 -0.1169
US3137B2HN38 / FHLMC, Multifamily Structured Pass-Through Certificates, Series K028, Class A2 3.58 2.20 0.3381 -0.0648
US14314RAG74 / CarMax Auto Owner Trust, Series 2017-4, Class D 3.56 -2.20 0.3357 -0.0824
US3137FHQ309 / Freddie Mac Multifamily Structured Pass Through Ctfs. 3.51 -8.70 0.3311 -0.1105
US3133KHQ662 / FNCL RA2277 3.5 11-01-49 3.31 0.3129 0.3129
US30291WAQ78 / FREMF Mortgage Trust, Series 2014-K36, Class C 3.25 -4.52 0.3069 -0.0846
US31398NPF59 / FANNIE MAE REMICS FNR 2010-115 NA 3.06 -11.19 0.2891 -0.1074
US3136ALFE60 / FANNIE MAE REMICS FNR 2014-66 QE 3.06 -41.62 0.2886 -0.3134
US38381WQG68 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-69 UA 3.01 -2.75 0.2838 -0.0716
US96042GAL68 / Westlake Automobile Receivables Trust, Series 2018-3A, Class D 3.00 -2.31 0.2833 -0.0699
US3138ENSC44 / FNCI AL5914 6.0 10-01-23 2.89 -22.02 0.2731 -0.1535
US31381RB454 / FNMA, Other 2.79 -0.43 0.2630 -0.0587
US36256UAH14 / GM Financial Automobile Leasing Trust, Series 2019-1, Class D 2.75 -0.36 0.2592 -0.0576
US26209WAG87 / Drive Auto Receivables Trust, Series 2019-3, Class D 2.66 -4.77 0.2509 -0.0699
US38378CLQ86 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-13 VK 2.65 -3.53 0.2502 -0.0657
US23341JAE82 / DT Auto Owner Trust, Series 2016-4A, Class E 2.58 -3.19 0.2438 -0.0628
US80285HAG56 / Santander Drive Auto Receivables Trust, Series 2019-1, Class D 2.54 -7.54 0.2397 -0.0760
US30291UAQ13 / FREMF 2014-K714 Mortgage Trust 2.50 -0.87 0.2362 -0.0540
US26208RAG02 / Drive Auto Receivables Trust, Series 2019-2, Class D 2.47 -5.90 0.2333 -0.0686
US26208NAG97 / Drive Auto Receivables Trust, Series 2019-1, Class D 2.40 -3.43 0.2262 -0.0591
US31396J4X04 / FREDDIE MAC REMICS 2.36 -6.28 0.2225 -0.0666
US3137GAWY95 / Freddie Mac REMICS 2.32 -15.52 0.2188 -0.0967
US3137BN6F68 / FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS K053 A1 2.31 0.70 0.2177 -0.0455
US30167DAD93 / Exeter Automobile Receivables Trust 2019-1 2.29 -12.48 0.2159 -0.0845
US74331CAC29 / PROG_20-SFR1 2.27 0.2138 0.2138
US80307AAB52 / SAPPHIRE AVIATION FINANCE II LTD 2.24 0.2116 0.2116
U.S. Treasury Notes Futures / DIR (N/A) 2.21 -1,179.51 0.2089 0.2325
US30291XAG79 / FREMF 2014-K715 Mortgage Trust 2.21 -1.21 0.2088 -0.0486
US03066KAH32 / AmeriCredit Automobile Receivables Trust, Series 2019-2, Class D 2.18 -2.90 0.2054 -0.0522
US35564CBC01 / SLST 19-1 A2 3.5% 05-25-29 2.14 1.76 0.2023 -0.0399
US31398SRE53 / FANNIE MAE REMICS FNR 2010-137 CJ 2.14 -10.68 0.2023 -0.0735
US3137B4WB80 / Freddie Mac Multifamily Structured Pass Through Certificates 2.13 3.00 0.2009 -0.0367
US3138W5S334 / FNCN AR7737 2.0 03-01-23 2.13 -6.01 0.2008 -0.0594
US31410KPA69 / FNCI 889717 5.5 12-01-21 2.11 -25.49 0.1995 -0.1267
US3136APK431 / Fannie Mae REMICS 2.11 -4.84 0.1987 -0.0556
US3136AYP317 / FANNIE MAE-ACES FNA 2017-M13 FA 2.10 -6.26 0.1978 -0.0593
US3137BHBM84 / FREDDIE MAC REMICS FHR 4446 PL 2.08 -0.86 0.1967 -0.0449
US3137BDDC70 / FHMS K716 A2 3.13% 06-25-21 2.04 0.99 0.1926 -0.0397
US3137AN5J00 / FREDDIE MAC REMICS SER 4016 CL AB 2.00000000 2.03 -21.27 0.1912 -0.1045
US3138ENSA87 / FNCI AL5912 6.0 05-01-23 1.89 -14.52 0.1785 -0.0757
US14314JAG58 / CarMax Auto Owner Trust, Series 2017-1, Class D 1.88 -0.63 0.1775 -0.0401
US31416VNU43 / FNCI AB0402 5.5 05-01-22 1.85 -24.82 0.1742 -0.1080
US31402DPF14 / Fannie Mae 1.83 -3.83 0.1730 -0.0461
US23343JAG13 / DT AUTO OWNER TRUST 2019-4 DTAOT 2019-4A D 1.79 -2.02 0.1694 -0.0412
US02528CAE21 / American Credit Acceptance Receivables Trust, Series 2019-1, Class C 1.79 -3.55 0.1691 -0.0444
US14314AAG40 / CarMax Auto Owner Trust, Series 2018-1, Class D 1.78 -8.84 0.1683 -0.0566
US23343GAG73 / DT Auto Owner Trust, Series 2019-1A, Class D 1.77 -3.23 0.1671 -0.0433
US3136ALD732 / FANNIE MAE REMICS FNR 2014-85 LA 1.73 -9.13 0.1635 -0.0556
US3137FGZN82 / Freddie Mac Multifamily Structured Pass Through Certificates 1.73 -16.75 0.1632 -0.0756
US3137AMP500 / FREDDIE MAC REMICS FHR 4012 KE 1.67 -6.87 0.1574 -0.0484
US3128MEVS77 / FGCI G15825 4.0 05-01-27 1.64 -6.91 0.1552 -0.0479
US26208KAG58 / Drive Auto Receivables Trust, Series 2018-3, Class D 1.64 -3.13 0.1548 -0.0398
US3137BM7D20 / FHLMC_K051 1.60 -5.89 0.1508 -0.0444
US80286GAG64 / Santander Drive Auto Receivables Trust, Series 2019-2, Class D 1.59 -2.98 0.1504 -0.0385
US38377WXF66 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2011-82 PD 1.58 -12.36 0.1493 -0.0581
US3136A74V13 / FANNIE MAE REMICS FNR 2012-96 VA 1.58 -10.80 0.1489 -0.0545
US31397SYD07 / FANNIE MAE REMICS FNR 2011-44 B 1.57 -9.32 0.1478 -0.0508
US35564AAK79 / STACR Trust 2018-HRP2 1.56 -11.84 0.1476 -0.0563
US31394DR289 / FANNIE MAE REMICS FNR 2005-45 XA 1.52 -5.31 0.1431 -0.0409
US3138ETA226 / FNCI AL8124 5.5 09-01-25 1.43 -18.70 0.1346 -0.0671
US3137A3NL90 / FREDDIE MAC REMICS FHR 3762 BH 1.41 -11.54 0.1332 -0.0502
US12510GAC69 / CCG Receivables Trust 1.41 -1.54 0.1327 -0.0315
US3128LXNJ50 / Freddie Mac 1.40 -1.69 0.1318 -0.0316
US3136AHCJ72 / FANNIE MAE REMICS FNR 2013-118 H 1.36 -4.09 0.1284 -0.0346
US31394UZH84 / Fannie Mae REMICs 1.36 -7.73 0.1284 -0.0411
US3137AAGA57 / Freddie Mac REMICs 1.33 -6.01 0.1255 -0.0371
US31403C5V95 / Fannie Mae Pool 1.33 -2.43 0.1252 -0.0311
US3136A5B700 / FANNIE MAE REMICS FNR 2012-44 KD 1.26 -15.13 0.1192 -0.0519
US02529JAG13 / American Credit Acceptance Receivables Trust, Series 2017-4, Class D 1.24 -1.11 0.1173 -0.0273
US80286HAG48 / SANTANDER DRIVE AUTO RECEIVABLES TRUST 2019-3 SDART 2019-3 D 1.22 -4.08 0.1155 -0.0311
US3136A9B314 / FANNIE MAE REMICS FNR 2012-127 DH 1.22 -17.74 0.1147 -0.0552
US3128HVJ755 / FREDDIE MAC STRIPS FHS 237 F16 1.18 -4.29 0.1115 -0.0304
US31403DA334 / Fannie Mae 1.17 -2.59 0.1102 -0.0275
US17326FAF45 / Citigroup Commercial Mortgage Trust, Series 2017-C4, Class XA 1.15 -11.51 0.1082 -0.0407
US31403DCQ07 / Fannie Mae 1.14 -4.75 0.1080 -0.0300
US3136AR4Z87 / FANNIE MAE-ACES FNA 2016-M5 A1 1.07 0.28 0.1014 -0.0217
US31394AZZ29 / FANNIE MAE REMICS FNR 2004-72 FB 1.04 -3.97 0.0982 -0.0263
US3137ATUZ34 / FREDDIE MAC REMICS FHR 4113 JH 1.03 -8.25 0.0976 -0.0319
US31394FD938 / FANNIE MAE REMICS FNR 2005-85 FA 1.03 -7.40 0.0969 -0.0305
US02530DAD84 / American Credit Acceptance Receivables Trust, Series 2019-2, Class D 1.01 -14.50 0.0952 -0.0405
US31393VKX81 / Freddie Mac REMICs 1.01 -0.30 0.0951 -0.0211
US03066NAG97 / AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2019-3 AMCAR 2019-3 D 1.00 -4.21 0.0945 -0.0257
US3133TT4B47 / FREDDIE MAC REMICS FHR 2319 BZ 0.99 -3.60 0.0937 -0.0247
US31416VN422 / FNCI AB0410 6.0 05-01-22 0.97 -22.34 0.0916 -0.0520
US3137FMCT77 / Freddie Mac Multifamily Structured Pass Through Ctfs. 0.97 -3.59 0.0915 -0.0240
US31397NP418 / Fannie Mae REMICs 0.96 -15.98 0.0909 -0.0408
US3137BCDA32 / FREDDIE MAC REMICS FHR 4368 BE 0.94 -11.53 0.0891 -0.0336
US3137AGSJ09 / FREDDIE MAC REMICS FHR 3935 NA 0.94 -11.75 0.0887 -0.0337
US38379GZ420 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-167 WF 0.92 -10.56 0.0872 -0.0315
US3136AGRY02 / FANNIE MAE REMICS FNR 2013-109 UG 0.90 -4.77 0.0849 -0.0237
US31419AKZ92 / UMBS 0.89 -3.05 0.0841 -0.0215
US24703KAF21 / DELL EQUIPMENT FINANCE TRUST 2019-2 DEFT 2019-2 D 0.86 -0.81 0.0814 -0.0186
US3137FMU830 / Freddie Mac Multifamily Structured Pass Through Certificates 0.86 -4.66 0.0812 -0.0225
US31397QSU30 / Fannie Mae REMICs 0.84 -8.11 0.0793 -0.0258
US30291GAQ29 / FREMF Mortgage Trust, Series 2013-K27, Class C 0.84 -3.79 0.0791 -0.0210
US3137B6RG80 / FREDDIE MAC REMICS FHR 4285 BA 0.81 -5.35 0.0769 -0.0220
US26252TAG13 / DT Auto Owner Trust, Series 2019-2A, Class D 0.81 -18.01 0.0761 -0.0370
US30261NAG51 / FREMF Mortgage Trust, Series 2013-K25, Class C 0.80 -2.80 0.0753 -0.0190
US80285TAG94 / Santander Drive Auto Receivables Trust, Series 2018-1, Class D 0.79 -3.91 0.0742 -0.0199
US31402RHV42 / Fannie Mae 0.78 -8.31 0.0740 -0.0242
US31410FV777 / Fannie Mae 0.77 -2.65 0.0728 -0.0183
US3138ETA978 / FNCI AL8131 4.5 01-01-27 0.73 -12.95 0.0685 -0.0274
US3133TRLY98 / FREDDIE MAC REMICS FHR 2281 Z 0.70 -3.03 0.0665 -0.0169
US90276TAH77 / UBS Commercial Mortgage Trust, Series 2017-C5, Class XA 0.69 -7.31 0.0647 -0.0203
US75116CBD74 / Residential Accredit Loans, Inc. Trust, Series 2007-QS6, Class A28 0.67 -12.58 0.0630 -0.0247
US31385XQX83 / FNCL 555870 7.5 09-01-32 0.66 -3.36 0.0626 -0.0162
US3137A9D293 / Freddie Mac REMICs 0.65 -9.85 0.0614 -0.0216
US3136AAR560 / Fannie Mae ACES 0.65 -11.58 0.0613 -0.0232
US31410G5Q23 / FNMA 15YR 5.00% 3/23 #889255 0.65 -14.46 0.0609 -0.0258
US31410KQD99 / Fannie Mae 0.62 -3.88 0.0585 -0.0157
US31385HQN51 / FNCL 545061 6.0 12-01-29 0.60 -4.73 0.0570 -0.0159
US3128MCC602 / FGCI G13493 5.5 01-01-24 0.57 -16.08 0.0537 -0.0243
US08162PAY79 / BENCHMARK Mortgage Trust, Series 2018-B1, Class XA 0.57 -5.83 0.0534 -0.0156
US31414SVL41 / FNCI 975019 4.5 04-01-23 0.56 -11.18 0.0533 -0.0197
US3137A3JW02 / FHLMC, REMIC, Series 3753, Class AS 0.56 -3.92 0.0532 -0.0143
US31398KDY38 / FREDDIE MAC REMICS FHR 3581 B 0.56 -6.22 0.0527 -0.0157
US3136AYAT06 / Fannie Mae REMICs, IO 0.55 -26.43 0.0523 -0.0344
US3137FLN597 / Freddie Mac Multifamily Structured Pass Through Certificates 0.55 -5.63 0.0523 -0.0151
US26253KAD63 / DT Auto Owner Trust 2019-3 0.55 -3.33 0.0521 -0.0135
US3136A3KC47 / FANNIE MAE REMICS FNR 2011-146 BA 0.55 -17.51 0.0521 -0.0247
US31403DLW73 / Fannie Mae 0.55 -9.26 0.0518 -0.0177
US3136A4UR88 / FANNIE MAE REMICS FNR 2012-14 BA 0.54 -32.92 0.0514 -0.0419
US30261QAM50 / FREMF Mortgage Trust, Series 2013-K26, Class C 0.54 -2.86 0.0514 -0.0131
US31397QWP98 / Fannie Mae REMICs 0.54 -0.73 0.0512 -0.0116
US3138ETJ235 / FNCI AL8380 5.5 09-01-25 0.54 -11.37 0.0508 -0.0190
US3133TMBG06 / Freddie Mac REMICs 0.53 0.00 0.0497 -0.0109
US95001GAG82 / Wells Fargo Commercial Mortgage Trust, Series 2017-C42, Class XA 0.52 -5.43 0.0493 -0.0142
US31394EG512 / FANNIE MAE REMICS FNR 2005-67 BF 0.52 -6.69 0.0487 -0.0149
US31410GLY79 / FNMA POOL 888743 FN 01/36 FIXED VAR 0.47 -6.14 0.0448 -0.0132
US3137A7GF10 / FHLMC, REMIC, Series 3800, Class CD 0.47 -34.35 0.0447 -0.0383
US31283H3D52 / Freddie Mac 0.47 -5.06 0.0444 -0.0124
US3137B92C87 / FREDDIE MAC REMICS FHR 4316 FY 0.47 -13.47 0.0443 -0.0180
US3136AJRY41 / FANNIE MAE REMICS FNR 2014-14 A 0.45 -17.01 0.0424 -0.0198
US3137FKWE23 / Freddie Mac Multifamily Structured Pass Through Ctfs. 0.45 -8.76 0.0423 -0.0141
US38377RQ818 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-169 CD 0.45 -6.50 0.0422 -0.0127
US3138ERBU39 / FNCI AL9050 5.0 03-01-25 0.44 -13.56 0.0416 -0.0170
US3137AUC311 / FREDDIE MAC REMICS FHR 4111 BI 0.42 -10.19 0.0400 -0.0141
US35564RAK05 / Freddie Mac STACR Trust 2019-HRP1 0.42 -15.15 0.0397 -0.0173
US31397S6Z25 / FANNIE MAE REMICS FNR 2011-50 PA 0.41 -6.33 0.0391 -0.0118
US3137FHJT10 / FREDDIE MAC REMICS FHR 4823 DA 0.41 -22.35 0.0388 -0.0220
US38377VGZ31 / Government National Mortgage Association 0.41 11.44 0.0386 -0.0036
US12510FAD69 / CCG RECEIVABLES TRUST 2019-2 CCG 2019-2 C 0.40 -1.24 0.0377 -0.0088
US31359NUK52 / FANNIE MAE REMICS FNR 1997-16 PD 0.39 -3.47 0.0368 -0.0096
US31396XCE22 / FANNIE MAE REMICS FNR 2007-79 FA 0.39 -1.53 0.0363 -0.0086
US31394V7G93 / Fannie Mae REMICs 0.38 10.14 0.0359 -0.0039
US3137AEH579 / Freddie Mac REMICs 0.38 -10.48 0.0355 -0.0128
US125039AG28 / CD 2017-CD6 Mortgage Trust 0.37 -7.46 0.0352 -0.0111
US31392F6Z56 / FNMA, REMIC, Series 2002-77, Class TF 0.36 -6.92 0.0343 -0.0106
US31410FV850 / Fannie Mae 0.34 -1.99 0.0326 -0.0078
US12510GAD43 / CCG Receivables Trust, Series 2019-1, Class C 0.34 -1.73 0.0323 -0.0076
US38374CW641 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2003-92 CA 0.33 -11.17 0.0316 -0.0118
US3137ADPN17 / FREDDIE MAC REMICS FHR 3887 NC 0.32 -5.54 0.0307 -0.0088
US61691NAF24 / Morgan Stanley Capital I Trust, Series 2017-HR2, Class XA 0.32 -6.65 0.0306 -0.0093
US31402QSA03 / Fannie Mae Pool 0.32 -6.67 0.0304 -0.0093
US3128M6FN32 / Freddie Mac 0.32 -3.61 0.0303 -0.0080
US3136A4HF97 / Fannie Mae REMICs 0.30 -6.21 0.0286 -0.0085
US31397TEH14 / Freddie Mac REMICs, IO 0.30 9.56 0.0281 -0.0032
US38380HQY17 / Government National Mortgage Association 0.30 2.41 0.0281 -0.0053
US3137FEC819 / FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS KI01 A 0.30 -1.33 0.0281 -0.0066
US3138EP5G57 / FNCI AL7146 5.5 03-01-25 0.29 -20.65 0.0276 -0.0147
US3128LXJQ40 / FGLMC G02071 7.5 09-01-33 0.29 -7.67 0.0273 -0.0087
US31394CXB35 / Fannie Mae REMICs, IO 0.29 14.23 0.0273 -0.0019
US3133TDBK19 / FHLMC, REMIC, Series 2035, Class PC 0.29 -2.70 0.0273 -0.0068
US31395D7F08 / Fannie Mae REMICs 0.29 5.11 0.0272 -0.0043
US3128K7XS20 / Freddie Mac 0.28 -1.06 0.0265 -0.0061
US362341FR55 / GSR Mortgage Loan Trust, Series 2005-AR, Class 6A1 0.28 -21.47 0.0263 -0.0145
US3133TKCT51 / Freddie Mac REMICs 0.28 -2.80 0.0263 -0.0067
US31394JMS32 / Freddie Mac REMICs 0.28 -10.39 0.0261 -0.0093
US3128CVVZ46 / FREDDIE MAC STRIPS FHS 219 PO 0.27 -2.14 0.0259 -0.0064
US3136FAKM12 / Fannie Mae Interest STRIPS, IO 0.27 18.26 0.0257 -0.0007
US31419AP680 / FNCI AE0444 5.5 01-01-24 0.27 -24.07 0.0251 -0.0151
US92922FEB04 / WAMU Mortgage Pass-Through Certificates Trust, Series 2003-AR10, Class A7 0.26 -15.38 0.0250 -0.0109
US3136APZR67 / Fannie Mae REMICs, IO 0.26 -6.83 0.0245 -0.0076
US3133T5UZ43 / FHLMC-GNMA 0.25 -8.39 0.0237 -0.0078
US31402DGM65 / Fannie Mae Pool 0.25 -3.52 0.0233 -0.0062
US38380HHZ82 / Government National Mortgage Association 0.25 -16.67 0.0232 -0.0107
US31385XQT71 / Fannie Mae 0.24 -3.19 0.0230 -0.0060
US3136A1DA08 / FANNIE MAE REMICS FNR 2011-104 MA 0.24 -6.25 0.0227 -0.0067
US31359XCD93 / Fannie Mae REMICs 0.24 -1.64 0.0227 -0.0054
US31395LMA60 / Freddie Mac REMICs, IO 0.24 3.03 0.0225 -0.0041
US3133TJUT86 / FREDDIE MAC REMICS FHR 2132 FN 0.24 -4.80 0.0225 -0.0063
US3136ACZ387 / FANNIE MAE REMICS FNR 2013-22 JA 0.24 -20.74 0.0224 -0.0120
US3128MCPZ29 / FGCI G13840 5.5 09-01-24 0.23 -24.18 0.0219 -0.0133
US3133T4TC02 / FREDDIE MAC REMICS FHR 1695 F 0.23 -10.12 0.0219 -0.0077
US31374GB890 / Fannie Mae 0.23 -2.56 0.0215 -0.0054
US31392DPW64 / FNR 2002-39 FD 1ML+100 3/32 0.23 -5.42 0.0215 -0.0061
US3133TTX300 / Freddie Mac REMICs 0.22 0.00 0.0207 -0.0045
US31392AT657 / FANNIE MAE REMICS FNR 2001-69 PF 0.21 -5.75 0.0202 -0.0059
US31371LQC62 / FNCT 255251 5.5 05-01-24 0.21 -5.91 0.0196 -0.0058
US3133TJC438 / FREDDIE MAC REMICS FHR 2122 FD 0.21 -5.96 0.0194 -0.0057
US576433WE20 / MASTR Adjustable Rate Mortgages Trust 2004-13 0.21 -14.94 0.0194 -0.0084
US31395DUU17 / Fannie Mae REMICs 0.20 6.99 0.0188 -0.0026
US12508VAD55 / CCG Receivables Trust, Series 2018-1, Class C 0.19 -1.04 0.0180 -0.0041
US3136AAQJ73 / Fannie Mae REMICs, IO 0.19 -3.63 0.0176 -0.0045
US31392EGN40 / Fannie Mae REMICS 0.19 -5.13 0.0175 -0.0050
US31393F7B69 / FREDDIE MAC REMICS FHR 2530 FD 0.18 -5.76 0.0170 -0.0050
US3133THTM96 / Freddie Mac REMICs 0.17 -5.43 0.0165 -0.0048
US31392EF880 / FANNIE MAE REMICS FNR 2002-65 FB 0.17 -5.43 0.0165 -0.0047
US3137AWK872 / FREDDIE MAC REMICS FHR 4136 MI 0.17 -8.95 0.0164 -0.0055
US31298EX676 / FGLMC C46101 6.5 08-01-29 0.17 -1.15 0.0163 -0.0038
US17321RAF38 / Citigroup Commercial Mortgage Trust, Series 2013-GC17, Class XA 0.17 -9.24 0.0158 -0.0054
US31392FP845 / FANNIE MAE REMICS FNR 2002-82 FE 0.16 -4.65 0.0155 -0.0043
US31385JK495 / Federal National Mortgage Association 0.16 -1.80 0.0155 -0.0038
US31407H5N20 / FNCI 831653 6.0 08-01-21 0.16 -15.54 0.0154 -0.0068
US31397JST24 / FREDDIE MAC REMICS FHR 3342 FT 0.16 -7.39 0.0154 -0.0049
US31403DDN66 / Fannie Mae 0.16 -3.01 0.0152 -0.0040
US3133994L80 / Freddie Mac REMICs 0.16 -4.76 0.0151 -0.0043
US31393FGJ93 / FREDDIE MAC REMICS FHR 2526 FE 0.15 -3.77 0.0144 -0.0038
US31392UKB97 / Freddie Mac REMICS 0.15 -6.92 0.0140 -0.0043
US3133TG5U99 / FREDDIE MAC REMICS FHR 2084 ZC 0.15 -1.99 0.0140 -0.0034
US31335HUG63 / Freddie Mac Gold Pool 0.15 -10.37 0.0139 -0.0050
US31393JAZ12 / Freddie Mac REMICS 0.15 -5.16 0.0139 -0.0040
US31392UVK77 / FHLMC, REMIC, Series 2500, Class FD 0.15 -5.23 0.0137 -0.0039
US911760SQ08 / VENDEE MORTGAGE TRUST 2002-3 VENDE 2002-3 IO 0.14 1.47 0.0131 -0.0026
US31407T2H26 / FNCI 840576 5.0 10-01-20 0.14 -36.62 0.0128 -0.0117
US31283HTM78 / FGLMC G01456 6.5 12-01-30 0.13 -1.47 0.0127 -0.0031
US31392R6E64 / FREDDIE MAC REMICS FHR 2471 FD 0.13 -6.99 0.0126 -0.0039
US31368HKY89 / Fannie Mae 0.13 -4.38 0.0124 -0.0035
US3136FAXJ46 / Fannie Mae Interest STRIPS, IO 0.13 -5.30 0.0119 -0.0034
US31394DQF05 / Fannie Mae REMICs, IO 0.12 6.03 0.0117 -0.0017
US3136A04J30 / FANNIE MAE REMICS FNR 2011-90 AL 0.12 -24.68 0.0112 -0.0070
US3137ARKB10 / Freddie Mac REMICs, IO 0.12 -15.83 0.0111 -0.0049
US3136AB5N92 / Fannie Mae REMICs, IO 0.12 -2.54 0.0109 -0.0028
US3136FAXP06 / FANNIE MAE INTEREST STRIP FNS 331 10 0.12 -1.71 0.0109 -0.0027
US3133TNPR97 / Freddie Mac REMICs 0.11 -0.88 0.0107 -0.0024
US3136ASXP68 / Fannie Mae REMICs, IO 0.11 -2.59 0.0107 -0.0026
US3136FAXK19 / FANNIE MAE INTEREST STRIP FNS 331 6 0.11 -1.74 0.0107 -0.0026
US31392EJM30 / FANNIE MAE REMICS FNR 2002-53 FY 0.11 -5.08 0.0106 -0.0031
US31393T4V51 / Fannie Mae REMICs 0.11 -4.55 0.0100 -0.0027
US31394EGT91 / FANNIE MAE REMICS FNR 2005-63 SA 0.10 12.64 0.0093 -0.0008
US31392CE671 / Fannie Mae REMICs 0.10 -7.55 0.0093 -0.0029
US3136FCWD41 / Fannie Mae Interest STRIPS, IO 0.10 6.74 0.0090 -0.0013
US31392RNB32 / Freddie Mac REMICs 0.09 -6.00 0.0089 -0.0026
US3137B93W33 / Freddie Mac REMICs, IO 0.09 -27.34 0.0089 -0.0059
US3128CVRE62 / FREDDIE MAC STRIPS FHS 216 PO 0.09 1.09 0.0088 -0.0018
US31339LK332 / FREDDIE MAC REMICS FHR 2396 FE 0.09 -7.00 0.0088 -0.0027
US31392MW995 / Freddie Mac REMICs 0.09 -6.12 0.0087 -0.0026
US31418MFH07 / FNCI AD0167 5.5 09-01-21 0.09 -45.18 0.0086 -0.0105
US31395DUN73 / Fannie Mae REMICs 0.09 7.23 0.0085 -0.0011
US3136AXQT58 / Fannie Mae REMICs, IO 0.09 -43.31 0.0084 -0.0097
US31335HS950 / FGTW C90544 6.5 04-01-22 0.09 -14.42 0.0084 -0.0037
US31393BGX73 / Fannie Mae REMICs, IO 0.08 1.22 0.0079 -0.0016
US31394YVA99 / Freddie Mac REMICs, IO 0.08 10.96 0.0077 -0.0007
US31282YCU10 / Freddie Mac STRIPS 0.08 -6.90 0.0077 -0.0023
US3136FCHX79 / Fannie Mae Interest STRIPS, IO 0.08 -3.66 0.0075 -0.0019
US3136FAZ943 / Fannie Mae Interest STRIPS, IO 0.08 -4.82 0.0075 -0.0022
US31364HS240 / FANNIE MAE INTEREST STRIP FNS 294 2 0.08 -1.27 0.0074 -0.0018
US31395XLV54 / Freddie Mac REMICs 0.08 16.67 0.0073 -0.0003
US31404MUP12 / FNCL 772890 7.0 06-01-34 0.08 4.05 0.0073 -0.0013
US31392TMM61 / FREDDIE MAC REMICS FHR 2481 AF 0.08 -7.32 0.0072 -0.0022
US3136FAXH89 / FANNIE MAE INTEREST STRIP FNS 331 4 0.07 -1.37 0.0068 -0.0016
US911760SZ07 / VENDEE MORTGAGE TRUST 2003-1 VENDE 2003-1 IO 0.07 2.86 0.0068 -0.0013
US3136FART91 / Fannie Mae Interest STRIPS 0.07 -1.39 0.0067 -0.0016
US3136FANS54 / Fannie Mae Interest STRIPS, IO 0.07 1.43 0.0067 -0.0014
US36208QRS74 / GNSF 457797 7.5 08-15-28 0.07 -1.41 0.0067 -0.0016
US31371KS512 / FNCT 254440 6.0 08-01-22 0.07 -18.82 0.0066 -0.0033
US36210GAF19 / GNSF 491506 7.0 08-15-29 0.07 0.00 0.0065 -0.0014
US31297BTP75 / Freddie Mac 0.07 -5.63 0.0064 -0.0018
US31398LPG76 / Freddie Mac REMICs, IO 0.07 13.56 0.0064 -0.0005
US31398T3H26 / FANNIE MAE REMICS FNR 2010-99 DP 0.06 -81.97 0.0061 -0.0348
US31392F7G66 / Fannie Mae REMICs, IO 0.06 5.08 0.0059 -0.0009
US31392GDQ55 / FANNIE MAE REMICS FNR 2002-90 FJ 0.06 -4.62 0.0059 -0.0016
US31408HNQ47 / FNCL 851899 7.0 10-01-35 0.06 1.64 0.0059 -0.0012
US31395U5B32 / Freddie Mac REMICs, IO 0.06 10.91 0.0058 -0.0005
US31392EXR60 / Fannie Mae REMICs 0.06 -3.17 0.0058 -0.0015
US31397S4C57 / FANNIE MAE REMICS FNR 2011-45 TE 0.06 -40.59 0.0058 -0.0059
US31392GDR39 / FANNIE MAE REMICS FNR 2002-90 FM 0.06 -4.76 0.0057 -0.0016
US31339MRQ32 / Freddie Mac REMICs 0.06 -4.92 0.0055 -0.0016
US3136A0ML88 / Fannie Mae REMICs 0.06 -32.94 0.0055 -0.0044
US3136A1QW80 / Fannie Mae REMICs, IO 0.06 14.00 0.0054 -0.0003
US3137FGV772 / Freddie Mac REMICs, IO 0.06 -45.71 0.0054 -0.0067
US31339W2H82 / Freddie Mac REMICs 0.05 1.89 0.0051 -0.0010
US31394DXZ85 / Fannie Mae REMICs, IO 0.05 12.77 0.0050 -0.0004
US36211C4C34 / GNSF 509419 7.0 08-15-29 0.05 2.00 0.0049 -0.0010
US3136FCQE97 / Fannie Mae Interest STRIPS, IO 0.05 -3.77 0.0049 -0.0013
US3137AXEJ87 / Freddie Mac REMICs, IO 0.05 -13.79 0.0048 -0.0020
US3136A9XT05 / Fannie Mae REMICs, IO 0.05 -15.52 0.0047 -0.0021
US31392DPX48 / Fannie Mae REMICs, IO 0.05 6.52 0.0047 -0.0007
US31392EWW64 / Fannie Mae REMICs, IO 0.05 6.67 0.0046 -0.0006
US3136FAA672 / Fannie Mae Interest STRIPS, IO 0.05 -2.04 0.0046 -0.0011
US75115DAH89 / Residential Accredit Loans, Inc. Trust, Series 2006-QS13, Class 1A8 0.05 -9.43 0.0046 -0.0016
US31392ERQ51 / Fannie Mae REMICs, IO 0.05 4.55 0.0044 -0.0007
US31359UB538 / FANNIE MAE REMICS FNR 1998-59 Z 0.05 0.00 0.0043 -0.0010
US31392HRF28 / Fannie Mae REMICs, IO 0.04 2.33 0.0042 -0.0008
US31379PFN78 / Fannie Mae 0.04 -2.33 0.0041 -0.0009
US31393FG917 / Freddie Mac REMICs, IO 0.04 7.69 0.0040 -0.0005
U.S. Treasury Bonds Futures / DIR (N/A) 0.04 -278.26 0.0039 0.0067
US3136FA2H29 / FANNIE MAE INTEREST STRIP FNS 339 15 0.04 -4.65 0.0039 -0.0010
US3136FCYY69 / Fannie Mae Interest STRIPS, IO 0.04 -2.38 0.0039 -0.0010
US31292GZZ26 / Federal Home Loan Mortgage Corp. 0.04 -2.38 0.0039 -0.0009
US3137AUK579 / Freddie Mac REMICS 0.04 -48.75 0.0039 -0.0053
US31395MTC37 / Freddie Mac REMICs, IO 0.04 13.89 0.0039 -0.0003
US31339LHR42 / FREDDIE MAC REMICS FHR 2392 FB 0.04 -4.76 0.0038 -0.0011
US31392DCP50 / Fannie Mae REMICs, IO 0.04 11.11 0.0038 -0.0004
US31392EGP97 / Fannie Mae REMICs, IO 0.04 5.41 0.0038 -0.0006
US31296XJA46 / Freddie Mac 0.04 5.41 0.0037 -0.0007
US31402U5D00 / Fannie Mae 0.04 2.63 0.0037 -0.0007
US36209JEL17 / GNSF 472739 7.5 06-15-28 0.04 0.00 0.0036 -0.0008
US31287PHP18 / Freddie Mac 0.04 0.00 0.0036 -0.0007
US31392BJ987 / Fannie Mae REMICs, IO 0.04 2.86 0.0035 -0.0006
US31325UPL43 / Freddie Mac STRIPS 0.04 -21.74 0.0035 -0.0019
US31416B4J47 / FNCL 995525 6.0 12-01-38 0.04 0.00 0.0034 -0.0008
US31283HB206 / Freddie Mac 0.04 -5.41 0.0034 -0.0009
US31392DW408 / Fannie Mae REMICs, IO 0.03 3.03 0.0033 -0.0005
US31401NXS34 / FNCL 713589 7.0 04-01-33 0.03 0.00 0.0031 -0.0006
US31364JZP10 / Fannie Mae Interest STRIPS, IO 0.03 -3.23 0.0029 -0.0007
US31392EQ291 / Fannie Mae REMICs 0.03 -6.25 0.0029 -0.0009
US31392AZY71 / Fannie Mae REMICs, IO 0.03 7.41 0.0028 -0.0004
US3137B26D79 / Freddie Mac REMICs, IO 0.03 -17.14 0.0028 -0.0012
US31392EHP88 / Fannie Mae REMICs, IO 0.03 3.57 0.0028 -0.0004
US3136B1BQ67 / Fannie Mae REMICs, IO 0.03 -44.90 0.0026 -0.0031
US36209TJ675 / GNSF 480985 7.5 08-15-28 0.03 -54.24 0.0026 -0.0042
US3136FCQG46 / Fannie Mae Interest STRIPS, IO 0.03 -3.57 0.0026 -0.0008
US31403DSV28 / Fannie Mae Pool 0.03 -36.59 0.0025 -0.0023
US3128M5F541 / Freddie Mac Gold Pool 0.03 -10.34 0.0025 -0.0008
US31392ATX62 / Fannie Mae REMICs, IO 0.03 8.33 0.0025 -0.0003
US31325UP265 / Freddie Mac Strips 0.03 -23.53 0.0025 -0.0015
US31282YW704 / Freddie Mac STRIPS 0.03 -7.41 0.0025 -0.0007
US31335H5M16 / Freddie Mac 0.03 -10.71 0.0024 -0.0009
US31364HG278 / Fannie Mae Interest STRIPS, IO 0.03 -16.67 0.0024 -0.0010
US31392EHB92 / Fannie Mae REMICs, IO 0.02 9.09 0.0023 -0.0003
US31283HV857 / Freddie Mac 0.02 -4.17 0.0022 -0.0006
US31392F6J15 / Fannie Mae REMICs, IO 0.02 0.00 0.0022 -0.0005
US31410TM694 / FNCI 896881 5.5 05-01-22 0.02 -12.00 0.0022 -0.0008
US31410UTZ56 / FNCI 897968 6.0 09-01-21 0.02 -15.38 0.0022 -0.0009
US31392DAG79 / Fannie Mae REMICs, IO 0.02 4.76 0.0021 -0.0003
US31392RT842 / Freddie Mac REMICs, IO 0.02 5.00 0.0021 -0.0003
US31283HK959 / FGLMC G01220 8.5 03-01-31 0.02 -4.55 0.0020 -0.0006
US31392BMY91 / Fannie Mae REMICs, IO 0.02 11.11 0.0019 -0.0002
US31410Q5N74 / FNCI 894653 6.0 11-01-21 0.02 -17.39 0.0019 -0.0008
US31393G5Y62 / Freddie Mac REMICS 0.02 -5.26 0.0018 -0.0005
US31402RDK23 / FNCL 735506 7.0 04-01-35 0.02 -5.56 0.0017 -0.0004
US31398VEK89 / Freddie Mac REMICs 0.02 -64.58 0.0017 -0.0039
US36202DFF33 / Ginnie Mae 0.02 -15.00 0.0017 -0.0007
US36211JLK15 / GNSF 514330 7.0 07-15-29 0.02 -29.17 0.0016 -0.0012
US31393UVH30 / Fannie Mae REMICs 0.02 -26.09 0.0016 -0.0010
US36209TLA50 / GNSF 481021 7.5 08-15-28 0.02 0.00 0.0016 -0.0004
US31394CKG68 / Fannie Mae REMICs, IO 0.02 6.25 0.0016 -0.0002
US36204CN641 / GNMA 6.50% 1/24 #365913 0.02 -15.79 0.0016 -0.0006
US31325UP422 / Freddie Mac STRIPS 0.02 -23.81 0.0015 -0.0010
US3133TEPR98 / Freddie Mac REMICs, IO 0.02 0.00 0.0015 -0.0003
US31411BAG86 / FNCI 902807 6.0 12-01-21 0.01 -17.65 0.0014 -0.0006
US3137A8J664 / Freddie Mac REMICs 0.01 -33.33 0.0014 -0.0010
US36207KTT78 / GNSF 434462 7.0 07-15-29 0.01 -6.67 0.0014 -0.0003
US31393HYL04 / Freddie Mac REMICS 0.01 -26.32 0.0014 -0.0009
US31364HVU84 / Fannie Mae Interest STRIPS, IO 0.01 -23.53 0.0013 -0.0006
US36209TG945 / GNSF 480924 7.5 08-15-28 0.01 -7.14 0.0013 -0.0003
US3136A5AX42 / Fannie Mae REMICs, IO 0.01 -13.33 0.0013 -0.0005
US31410UCC45 / FNCI 897467 6.0 10-01-21 0.01 -18.75 0.0013 -0.0006
US911760RZ16 / VENDEE MORTGAGE TRUST 2002-2 VENDE 2002-2 IO 0.01 0.00 0.0013 -0.0003
US31396XU443 / FNMA, REMIC, Series 2007-113, Class DB 0.01 -77.59 0.0012 -0.0055
US31411CB592 / FNCI 903760 6.0 01-01-22 0.01 -7.14 0.0012 -0.0005
US31416KAX63 / FNCL AA1821 6.0 01-01-39 0.01 -7.69 0.0012 -0.0003
US31410CG221 / FNCI 885017 6.0 05-01-21 0.01 -21.43 0.0011 -0.0005
US3136B2G226 / Fannie Mae REMICs, IO 0.01 -63.33 0.0011 -0.0024
US31391AKD09 / Fannie Mae Pool 0.01 -8.33 0.0011 -0.0003
US31376CBH60 / FNCL 351140 6.0 05-01-26 0.01 0.00 0.0011 -0.0003
US31410QPJ49 / FNCI 894225 6.0 10-01-21 0.01 -15.38 0.0011 -0.0005
US31397S4G61 / FANNIE MAE REMICS FNR 2011-45 NG 0.01 -67.65 0.0010 -0.0029
US31412WMS25 / FNCI 936969 6.0 05-01-22 0.01 -16.67 0.0010 -0.0004
US31381CV611 / FNCL 457037 6.0 01-01-29 0.01 0.00 0.0010 -0.0002
US31405MGF86 / FNCL 793198 7.0 07-01-34 0.01 0.00 0.0010 -0.0002
US36205YBQ44 / Ginnie Mae 0.01 0.00 0.0010 -0.0002
US31392JY294 / FNMA, REMIC, Series 2003-21, Class FK 0.01 -10.00 0.0009 -0.0003
US31405D2K29 / FNCL 786578 7.0 07-01-34 0.01 0.00 0.0009 -0.0002
US31412ADB70 / FNCI 919098 5.5 04-01-22 0.01 -18.18 0.0009 -0.0005
US31282YCE77 / Freddie Mac STRIPS 0.01 0.00 0.0009 -0.0002
US36209LD378 / GNSF 474522 7.5 08-15-28 0.01 0.00 0.0009 -0.0002
US36209CVX19 / GNSF 467830 7.5 07-15-28 0.01 0.00 0.0008 -0.0002
US31398GWV75 / Fannie Mae REMICs 0.01 -57.89 0.0008 -0.0014
US31411JUZ73 / Fannie Mae Pool 0.01 -11.11 0.0008 -0.0003
US31410BCJ17 / FNCI 883973 6.0 06-01-21 0.01 -11.11 0.0008 -0.0004
US31397T4E95 / Freddie Mac REMICs, IO 0.01 0.00 0.0007 -0.0001
US31292GNA03 / Freddie Mac 0.01 -12.50 0.0007 -0.0002
US31393BFR15 / FNMA, REMIC, Series 2003-33, Class IA 0.01 0.00 0.0007 -0.0002
US31379PZT29 / FNCL 425654 6.0 05-01-28 0.01 0.00 0.0007 -0.0002
US31412LMG22 / Fannie Mae Pool 0.01 -30.00 0.0007 -0.0005
US36209THA07 / GNSF 480925 7.5 08-15-28 0.01 0.00 0.0007 -0.0002
US31410QUG45 / FNCI 894383 6.0 11-01-21 0.01 -25.00 0.0007 -0.0003
US31413E2B06 / FNCI 943670 6.0 07-01-22 0.01 -14.29 0.0006 -0.0002
US3133TENT72 / Freddie Mac REMICs, IO 0.01 0.00 0.0006 -0.0002
US31397PM493 / Freddie Mac REMICs, IO 0.01 0.00 0.0006 -0.0001
US31394YF744 / Freddie Mac REMICs, IO 0.01 0.00 0.0006 -0.0001
US31409BAC19 / FNCI 865903 6.0 03-01-21 0.01 -25.00 0.0006 -0.0003
US36209ASX99 / Ginnie Mae 0.01 0.00 0.0006 -0.0001
US31282YCV92 / Freddie Mac STRIPS 0.01 -16.67 0.0006 -0.0002
US31413GGA22 / FNCI 944893 5.0 07-01-22 0.01 -28.57 0.0005 -0.0004
US31407N6R98 / FNCI 836180 5.0 10-01-20 0.01 -37.50 0.0005 -0.0004
US31396YB680 / Fannie Mae REMICS 0.01 -61.54 0.0005 -0.0010
US31411BHG14 / FNCI 903031 6.0 12-01-21 0.01 -16.67 0.0005 -0.0002
US36208YL491 / GNSF 464847 8.0 09-15-28 0.01 0.00 0.0005 -0.0001
US31398RCS22 / Fannie Mae REMICs 0.01 -44.44 0.0005 -0.0006
US31405D3R62 / FNCL 786608 7.0 07-01-34 0.00 0.00 0.0005 -0.0001
US31404L5R74 / FNCL 772256 6.0 11-01-33 0.00 0.00 0.0005 -0.0001
US36208FZZ60 / Ginnie Mae 0.00 0.00 0.0004 -0.0001
US31414GS344 / FNCL 965938 6.0 12-01-37 0.00 0.00 0.0004 -0.0002
US31410GCC50 / FNCI 888467 6.0 06-01-22 0.00 0.00 0.0004 -0.0002
US31411ADY82 / FNCI 902019 6.0 12-01-21 0.00 0.00 0.0004 -0.0002
US31411JLM61 / FNCI 909432 5.5 02-01-22 0.00 -33.33 0.0004 -0.0004
US31415VNS06 / FNCL 990601 6.0 09-01-38 0.00 0.00 0.0004 -0.0001
US31407HVT03 / FNCI 831426 6.0 03-01-21 0.00 -25.00 0.0003 -0.0002
US36208GL639 / Ginnie Mae 0.00 0.00 0.0003 -0.0001
US31403GDU31 / FNCL 748115 6.0 10-01-33 0.00 0.00 0.0003 -0.0001
US3137BHU540 / FREDDIE MAC REMICS FHR 4459 ND 0.00 -40.00 0.0003 -0.0003
US31397MVP93 / FANNIE MAE REMICS FNR 2008-77 EB 0.00 -89.66 0.0003 -0.0031
US31413BG623 / FNCI 940421 5.5 05-01-22 0.00 -33.33 0.0003 -0.0001
US31409TRM26 / FNCL 878092 6.0 04-01-36 0.00 -33.33 0.0003 -0.0001
US36208YJ750 / GNSF 464786 7.5 08-15-28 0.00 0.00 0.0003 -0.0001
US31408FQ284 / FNCL 850173 7.0 01-01-36 0.00 0.00 0.0003 -0.0001
US31415QDG82 / FNCL 985803 6.0 11-01-38 0.00 0.00 0.0003 -0.0001
US31406UHF84 / FNCL 820230 6.0 06-01-30 0.00 0.00 0.0003 -0.0001
US31409X6Z77 / FNCI 882088 6.0 06-01-21 0.00 -50.00 0.0003 -0.0003
US36208WEG42 / Ginnie Mae 0.00 0.00 0.0003 -0.0001
US31406JUF82 / FNCI 811582 6.0 07-01-21 0.00 -33.33 0.0003 -0.0001
US31371K5Y37 / Fannie Mae Pool 0.00 -33.33 0.0003 -0.0001
US911760RC21 / VENDEE MORTGAGE TRUST 2001-3 VENDE 2001-3 IO 0.00 -50.00 0.0002 -0.0002
US3128M1DM89 / Freddie Mac 0.00 -33.33 0.0002 -0.0002
US31411VVV88 / FNCI 916028 6.0 03-01-22 0.00 0.00 0.0002 -0.0001
US31410QLG46 / FNCI 894127 6.0 10-01-21 0.00 0.00 0.0002 -0.0001
US31407H4U71 / FNCI 831635 6.0 08-01-21 0.00 -33.33 0.0002 -0.0001
US3137BERD80 / Freddie Mac REMICS 0.00 -75.00 0.0002 -0.0007
US31410T2U80 / FNCI 897287 6.0 08-01-21 0.00 0.00 0.0002 -0.0001
US31410LAC63 / FNCI 890203 4.5 12-01-20 0.00 -33.33 0.0002 -0.0003
US31395WDM64 / Freddie Mac REMICs 0.00 -94.44 0.0002 -0.0020
US31403DDL01 / FNCT 745407 6.0 04-01-24 0.00 -50.00 0.0002 -0.0001
US31411NVC81 / FNCI 912411 6.0 02-01-22 0.00 -50.00 0.0002 -0.0001
US31283GY846 / Freddie Mac 0.00 0.00 0.0002 -0.0000
US31403DC561 / Fannie Mae 0.00 -85.71 0.0002 -0.0008
US31419AB714 / FNMA 6.00% 2/40 #AE0061 0.00 0.00 0.0001 -0.0000
US36209W3E01 / GNSF 484197 7.5 08-15-28 0.00 0.00 0.0001 -0.0000
US36209BA243 / Ginnie Mae 0.00 0.00 0.0001 -0.0000
US31409GXJ02 / FNCI 871081 5.5 11-01-21 0.00 0.00 0.0001 -0.0001
US31405STW43 / FNCL 798065 7.0 02-01-35 0.00 0.00 0.0001 -0.0000
US31416BBY39 / FNCL 994755 6.0 11-01-38 0.00 0.00 0.0001 -0.0000
US31358HZ999 / FANNIE MAE REMICS FNR 1991-109 Z 0.00 -100.00 0.0001 -0.0001
US31413FU674 / FNCI 944405 6.0 08-01-22 0.00 -100.00 0.0001 -0.0000
US36207YPK00 / Ginnie Mae 0.00 0.0001 -0.0000
US31412BKR23 / FNCI 920204 6.0 01-01-22 0.00 0.0001 -0.0000
US31410NQ763 / FNCI 892478 6.0 07-01-21 0.00 -100.00 0.0001 -0.0001
US31415V3K94 / FNCL 991002 6.0 10-01-38 0.00 0.0001 -0.0000
US31411BMH32 / FNCI 903160 6.0 10-01-21 0.00 0.0001 -0.0000
US31410CMK52 / FNCI 885162 6.0 05-01-21 0.00 0.0001 -0.0000
US31415TSZ48 / Fannie Mae Pool 0.00 0.0001 -0.0000
US31411NYT89 / FNCI 912522 6.0 02-01-22 0.00 0.0001 -0.0000
US31410UC677 / FNCI 897493 6.0 11-01-21 0.00 0.0001 -0.0000
US31411N4J35 / FNCI 912625 6.0 02-01-22 0.00 0.0001 -0.0000
US31283GHD25 / Freddie Mac 0.00 0.0001 -0.0000
US31411SQV15 / FNCI 914068 6.0 02-01-22 0.00 0.0001 -0.0000
US31397L5D76 / Fannie Mae REMICs, IO 0.00 0.0001 -0.0000
US36208DUE39 / Ginnie Mae 0.00 0.0001 -0.0000
US31413BH951 / FNCI 940456 5.0 06-01-22 0.00 0.0000 -0.0000
US31397QRZ36 / Fannie Mae REMICs 0.00 -100.00 0.0000 -0.0004
US31410W5R52 / FNCI 900056 6.0 09-01-21 0.00 0.0000 -0.0000
US31397QUQ99 / Fannie Mae REMICs 0.00 -100.00 0.0000 -0.0001
US31411BJ530 / FNCI 903084 6.0 10-01-21 0.00 0.0000 -0.0000
US31411AL371 / FNCI 902246 6.0 10-01-21 0.00 0.0000 -0.0000
US911760NG70 / VENDEE MORTGAGE TRUST 1999-3 VENDE 1999-3 IO 0.00 0.0000 0.0000
US31403DPW38 / Fannie Mae 0.00 -100.00 0.0000 -0.0001
US31415SNB42 / FNCL 987886 6.0 09-01-38 0.00 0.0000 -0.0000
US31409VHN64 / FNCI 879637 6.0 06-01-21 0.00 0.0000 -0.0000
US31410QCE98 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31409YEC75 / FNCI 882231 6.0 09-01-21 0.00 0.0000 -0.0000
US31408GA492 / FNCI 850627 6.0 01-01-21 0.00 0.0000 -0.0000
US36207VWA06 / Ginnie Mae 0.00 0.0000 -0.0000
US31413YRR44 / FANNIE MAE 6.00% 11/01/2037 FNMA 30 0.00 0.0000 -0.0000
US31409VGF40 / Fannie Mae Pool 0.00 0.0000 -0.0000
US36208PHS02 / GNSF 456641 7.0 08-15-28 0.00 0.0000 -0.0000
US31283G7M34 / Freddie Mac 0.00 0.0000 -0.0000
US31415QNN24 / FNCL 986097 6.0 09-01-38 0.00 0.0000 -0.0000
US31397M4E41 / Fannie Mae REMICs, IO 0.00 0.0000 -0.0000
US31410ML402 / FNCI 891447 6.0 03-01-21 0.00 0.0000 -0.0000
US31411BCV36 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31371MWP84 / FNCI 256354 6.0 08-01-21 0.00 0.0000 -0.0000
US31410GH717 / Fannie Mae 0.00 0.0000 -0.0000
US31407HT484 / FNCI 831371 6.0 04-01-21 0.00 0.0000 -0.0000
US31394EGR36 / FANNIE MAE REMICS FNR 2005-63 X 0.00 0.0000 -0.0000
US31283GLF27 / Freddie Mac 0.00 0.0000 -0.0000
US31397LCG23 / FNMA, REMIC, Series 2008-24, Class DY 0.00 0.0000 -0.0000
US31406RTV77 / FNCI 817864 5.5 12-01-21 0.00 0.0000 -0.0000
US31283GNK93 / Freddie Mac 0.00 0.0000 -0.0000
US31403CZP93 / Fannie Mae 0.00 0.0000 -0.0000
US31396YVV19 / FANNIE MAE REMICS FNR 2008-14 BA 0.00 0.0000 -0.0000
US3129055H15 / FREDDIE MAC REMICS FHR 1095 D 0.00 0.0000 -0.0000
US31410FU605 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31365C2E66 / FNCL 124173 9.5 11-01-21 0.00 0.0000 -0.0000
US31398FDK49 / FANNIE MAE REMICS FNR 2009-85 IO 0.00 0.0000 -0.0000
U.S. Treasury Notes Futures / DIR (N/A) -0.06 169.57 -0.0059 -0.0059
U.S. Treasury Notes Futures / DIR (N/A) -0.15 -136.17 -0.0145 -0.0632
U.S. Treasury Notes Futures / DIR (N/A) -3.24 2,317.16 -0.3058 -0.2903