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, 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, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income 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
Skip to
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
| Net asset value (yesterday’s close) |
$9.14 0.11% | $0.01 |
| 52-week high | $9.77 (03/05/21) |
| 52-week low | $9.07 (09/21/21) |
Yield
| Distribution rate before sales charge as of 09/27/21 |
4.60% |
|---|---|
| Distribution rate after sales charge as of 09/27/21 |
4.60% |
| 30-day SEC yield with subsidy as of 08/31/21 |
4.81% |
| 30-day SEC yield without subsidy as of 08/31/21 |
4.55% |
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)
2.24%
Worst 5-year annualized return
(for period ending 06/30/20)
3.29%
Average 5-year annualized return
Fund facts as of 08/31/21
Total net assets
$162.47M
$162.47M
Turnover (fiscal year end)
1,058%
1,058%
Dividend frequency (view rate)
Monthly*
Monthly*
Number of holdings
774
774
Fiscal year-end
May
May
CUSIP / Fund code
74676A477 / 1886
74676A477 / 1886
Inception date
07/01/19
07/01/19
Category
Taxable Income
Taxable Income
Open to new investors
Ticker
PMOYX
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
Chief Investment Officer, Fixed Income
Co-Head of Structured Credit
Co-Head of Structured Credit
Literature
Fund documents |
|
| Fact Sheet (YA share) (PDF) |
|
| Summary Prospectus (PDF) |
|
| Statutory Prospectus (PDF) |
|
| Statement of Additional Information (SAI) (PDF) | |
| Annual Report (PDF) |
|
| Semiannual Report (PDF) |
|
| Putnam active strategies pursue diverse income opportunities for client portfolios (PDF) |
|
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Global financial markets were mixed during the second quarter.Performance
Total return (%) as of 06/30/21
Annual performance as of 06/30/21
Annualized Total return (%) as of 06/30/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | Life (inception: 07/01/19 ) |
|---|---|---|---|---|
| Before sales charge | 4.27% | 0.54% | 3.81% | 2.59% |
| After sales charge | N/A | N/A | N/A | N/A |
| ICE BofA U.S. Treasury Bill Index | 0.10% | 1.40% | 1.19% | -- |
| Bloomberg U.S. MBS Index | -0.42% | 3.78% | 2.27% | -- |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 08/31/21 | 0.16% | - | |
| YTD as of 09/27/21 | -0.50% | - | |
Yield
| Distribution rate before sales charge as of 09/27/21 |
4.60% |
|---|---|
| Distribution rate after sales charge as of 09/27/21 |
4.60% |
| 30-day SEC yield with subsidy as of 08/31/21 |
4.81% |
| 30-day SEC yield without subsidy as of 08/31/21 |
4.55% |
Lipper rankings as of 08/31/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 93/144 | 65% |
| 3 yrs. | -- | |
| 5 yrs. | -- | |
| 10 yrs. | -- |
Morningstar Ratings™ as of 08/31/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 309 | |
| 3 yrs. | 309 | |
| 5 yrs. | 278 |
Distributions
| Record/Ex dividend date | 09/16/21 |
|---|---|
| Payable date | 09/20/21 |
| 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 03.5000 09/01/2051 | 3.91% |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 09/01/2051 | 3.86% |
| Fnma Fn30 Tba Umbs 04.0000 09/01/2051 | 1.98% |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2051 | 1.95% |
| Fnma Fn30 Tba Umbs 04.0000 10/01/2051 | 1.32% |
| Stacr 2015-Dna2 B 07.6344 12/25/2027 | 0.93% |
| Fnr 2020-76 Gi Io 04.0000 11/25/2050 | 0.82% |
| Cas 2019-R03 1b1 04.1844 09/25/2031 | 0.81% |
| Cas 2017-C07 2m2 02.5844 05/25/2030 | 0.76% |
| Gnr 2020-7 Sk Io 05.9616 01/20/2050 | 0.71% |
| Top 10 holdings, percent of portfolio | 17.05% |
| Top 10 holdings as of 08/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 09/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 09/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 09/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 10/01/2051 | |
| Stacr 2015-Dna2 B 07.6344 12/25/2027 | |
| Fnr 2020-76 Gi Io 04.0000 11/25/2050 | |
| Cas 2019-R03 1b1 04.1844 09/25/2031 | |
| Cas 2017-C07 2m2 02.5844 05/25/2030 | |
| Gnr 2020-7 Sk Io 05.9616 01/20/2050 | |
| Holdings represent 17.05% of portfolio | |
| Top 10 holdings as of 07/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 09/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 09/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 08/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 09/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 08/01/2051 | |
| Gnma Gii30 Tba 04.0000 08/01/2051 | |
| Stacr 2015-Dna2 B 07.6393 12/25/2027 | |
| Fnr 2020-76 Gi Io 04.0000 11/25/2050 | |
| Cas 2019-R03 1b1 04.1893 09/25/2031 | |
| Stacr 2019-Hqa2 B2 11.3393 04/25/2049 | |
| Holdings represent 20.78% of portfolio | |
| Top 10 holdings as of 06/30/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.5000 07/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 07/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 07/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2051 | |
| Stacr 2019-Hqa2 B2 11.3415 04/25/2049 | |
| Gnma Gii30 Tba 04.0000 07/01/2051 | |
| Stacr 2015-Dna2 B 07.6415 12/25/2027 | |
| Fnr 2020-76 Gi Io 04.0000 11/25/2050 | |
| Gnr 2019-121 Sd Io 05.9066 10/20/2049 | |
| Cas 2019-R03 1b1 04.1915 09/25/2031 | |
| Holdings represent 22.83% of portfolio | |
| Top 10 holdings as of 05/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 06/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 06/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 07/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 06/01/2051 | |
| Stacr 2019-Hqa2 B2 11.3416 04/25/2049 | |
| Gnma Gii30 Tba 04.0000 06/01/2051 | |
| Fnr 2020-76 Gi Io 04.0000 11/25/2050 | |
| Stacr 2015-Dna2 B 07.6416 12/25/2027 | |
| Gnr 2019-121 Sd Io 05.9008 10/20/2049 | |
| Cas 2019-R03 1b1 04.1916 09/25/2031 | |
| Holdings represent 23.69% of portfolio | |
| FNMA FN30 TBA UMBS 03.5000 09/01/2051 | 5.66% |
|---|---|
| FNMA FN30 TBA UMBS 03.0000 09/01/2051 | 3.73% |
| FNMA FN30 TBA UMBS 02.5000 08/01/2051 | 3.72% |
| TREASURY BILL 00.0000 10/07/2021 | 2.86% |
| TREASURY BILL 00.0000 09/28/2021 | 2.62% |
| TREASURY BILL 00.0000 09/07/2021 | 2.56% |
| FNMA FN30 TBA UMBS 02.5000 09/01/2051 | 1.86% |
| TREASURY BILL 00.0000 08/03/2021 | 1.78% |
| STACR 2019-HQA2 B2 11.3393 04/25/2049 | 1.45% |
| FNMA FN30 TBA UMBS 04.0000 08/01/2051 | 1.27% |
| GNMA GII30 TBA 04.0000 08/01/2051 | 1.26% |
| TREASURY BILL 00.0000 10/05/2021 | 1.07% |
| STACR 2015-DNA2 B 07.6393 12/25/2027 | 0.90% |
| CASH MGMT BILL 00.0000 11/16/2021 | 0.89% |
| TREASURY BILL 00.0000 09/21/2021 | 0.83% |
| 0.564 R ISWP US0003M P 09/08/2030 | 0.82% |
| FNR 2020-76 GI IO 04.0000 11/25/2050 | 0.79% |
| CAS 2019-R03 1B1 04.1893 09/25/2031 | 0.79% |
| CAS 2017-C07 2M2 02.5893 05/25/2030 | 0.74% |
| GNR 2020-7 SK IO 05.9664 01/20/2050 | 0.70% |
| MCAS 2020-01 M10 144A 03.8393 03/25/2050 | 0.68% |
| GNR 2019-121 SD IO 05.9164 10/20/2049 | 0.67% |
| GNR 2021-97 QI IO 03.0000 06/20/2051 | 0.66% |
| FNMA FN30 TBA UMBS 05.0000 08/01/2051 | 0.65% |
| 2.00 R ISWP FWD US0003M P 09/15/2051 | 0.65% |
| GNR 2019-158 AS IO 06.0589 09/16/2043 | 0.65% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.65% |
| 0.724 R ISWP US0003M P 11/04/2030 | 0.64% |
| FNMA FN30 TBA UMBS 04.0000 09/01/2051 | 0.64% |
| FNR 2011-126 SJ IO 05.9108 12/25/2041 | 0.63% |
| CAS 2017-C04 2B1 05.1393 11/25/2029 | 0.63% |
| CAS 2015-C04 1M2 05.7893 04/25/2028 | 0.62% |
| STACR 2018-HQA2 B1 04.3393 10/25/2048 | 0.62% |
| STACR 2020-HQA2 B1 04.1893 03/25/2050 | 0.61% |
| AHM 2007-1 GA1C 00.2793 05/25/2047 | 0.61% |
| CAS 2017-C05 1M2C 02.2893 01/25/2030 | 0.60% |
| FNR 2016-54 SD IO 05.9108 08/25/2046 | 0.60% |
| CCMFC 2006-4A A2 00.2693 11/25/2047 | 0.60% |
| GNR 2020-H04 AI IO 02.2035 02/20/2070 | 0.60% |
| 0.717 R ISWP FWD US0003M P 10/07/2030 | 0.59% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.58% |
| CAS 2016-C03 2B 12.8393 10/25/2028 | 0.56% |
| FNR 2019-75 KS IO 05.9108 11/25/2049 | 0.56% |
| STACR 2020-DNA3 B2 09.4393 06/25/2050 | 0.55% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.54% |
| GNR 2021-57 SD IO 06.2164 03/20/2051 | 0.54% |
| STACR 2018-DNA3 B2 07.8393 09/25/2048 | 0.53% |
| TMIR 2019-1 B1 144A 04.2393 11/26/2029 | 0.52% |
| STACR 2019-DNA2 B2 10.5893 03/25/2049 | 0.51% |
| SPST 2021-6 A 00.8893 04/25/2022 | 0.51% |
| STACR 2017-DNA1 B1 05.0393 07/25/2029 | 0.49% |
| GNR 2019-83 JS IO 06.0164 07/20/2049 | 0.49% |
| GNR 2014-131 BS IO 06.1089 09/16/2044 | 0.48% |
| GNR 2019-H03 AI IO 02.1613 11/20/2068 | 0.48% |
| CAS 2017-C06 2B1 04.5393 02/25/2030 | 0.47% |
| MRAIT 2020-2 A2 | 0.47% |
| MRAIT 2021-8 A1X 01.2503 10/15/2021 | 0.46% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.46% |
| COMM 2012-CR4 B 144A 03.7030 10/15/2045 | 0.46% |
| GNR 2019-78 SM IO 06.0164 06/20/2049 | 0.45% |
| WFRBS 2013-C15 D 144A 04.4955 08/15/2046 | 0.45% |
| GNR 2015-182 IC IO 04.5000 12/20/2045 | 0.44% |
| GNR 2019-137 GI IO 04.0000 11/20/2049 | 0.43% |
| COMM 2015-CR26 D 03.4784 10/10/2048 | 0.43% |
| MSBAM 2012-C6 G 144A 04.5000 11/15/2045 | 0.43% |
| FNR 2019-66 SC IO 05.9108 11/25/2049 | 0.43% |
| COMM 2014-CR17 E 144A 04.8480 05/10/2047 | 0.42% |
| COMM 2014-CR19 D 144A 04.7031 08/10/2047 | 0.42% |
| GSMS 2014-GC24 D 144A 04.5363 09/10/2047 | 0.41% |
| STACR 2019-DNA3 B2 08.2393 07/25/2049 | 0.41% |
| FNR 2019-18 SH IO 06.0608 05/25/2049 | 0.40% |
| 1.65 R ISWP FWD US0003M P 09/15/2031 | 0.40% |
| STACR 2018-HQA2 B2 11.0893 10/25/2048 | 0.40% |
| FHR 5080 IQ IO 03.5000 04/25/2050 | 0.40% |
| FHR 5057 SC IO 06.0069 12/15/2048 | 0.40% |
| GNR 2020-98 ES IO 06.1164 07/20/2050 | 0.40% |
| FNR 2016-85 SL IO 06.0108 11/25/2046 | 0.39% |
| JPMBB 2014-C18 D 144A 04.7999 02/15/2047 | 0.39% |
| GNR 2020-4 IO IO 05.0000 01/20/2050 | 0.39% |
| FNR 2021-15 JI IO 04.5000 04/25/2051 | 0.39% |
| FHR 4752 PS IO 06.1069 11/15/2047 | 0.39% |
| BMIR 2017-1 B1 144A 04.8393 10/25/2027 | 0.39% |
| GNR 2018-H01 AI IO 02.3310 01/20/2068 | 0.39% |
| FNR 2019-18 SL IO 06.0108 05/25/2049 | 0.38% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.38% |
| SPST 2020-15 A 01.4593 12/10/2021 | 0.37% |
| FHR 5115 IK IO 04.5000 12/25/2050 | 0.37% |
| GNR 2021-49 SB IO 06.2164 03/20/2051 | 0.36% |
| JPMCC 2013-LC11 D 04.1665 04/15/2046 | 0.36% |
| CASH MGMT BILL 00.0000 11/02/2021 | 0.36% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.36% |
| COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.36% |
| FNR 2021-5 PI IO 03.5000 02/25/2051 | 0.35% |
| COMM 2014-CR16 C 04.9261 04/10/2047 | 0.34% |
| FNR 2021-25 IJ IO 03.5000 05/25/2051 | 0.34% |
| GNR 2014-3 SM IO 06.0164 01/20/2044 | 0.34% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.33% |
| GNR 2016-H19 AI IO 02.4719 09/20/2066 | 0.33% |
| MRAIT 2021-11 A1X 01.2431 01/25/2022 | 0.33% |
| MRAIT 2021-EBO4 A1X 01.8421 02/16/2022 | 0.33% |
| GNR 2021-59 SU IO 06.2164 04/20/2051 | 0.32% |
| CGCMT 2012-GC8 C 144A 04.8755 09/10/2045 | 0.32% |
| CAS 2017-C06 2M2 02.8893 02/25/2030 | 0.32% |
| CAS 2017-C03 1M2 03.0893 10/25/2029 | 0.32% |
| COMM 2015-LC19 D 144A 02.8670 02/10/2048 | 0.32% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.31% |
| STACR 2019-DNA1 M2 02.7393 01/25/2049 | 0.31% |
| WFRBS 2012-C9 E 144A 04.8090 11/15/2045 | 0.31% |
| GNR 2017-H05 CI IO 02.2287 02/20/2067 | 0.31% |
| FHR 5023 YI IO 03.0000 10/25/2050 | 0.31% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.30% |
| GSMS 2019-GC38 D 144A 03.0000 02/10/2052 | 0.30% |
| STACR 2019-DNA1 B2 10.8393 01/25/2049 | 0.30% |
| UBSCM 2012-C1 D 144A 05.5506 05/10/2045 | 0.30% |
| FNR 2016-78 CS IO 06.0108 05/25/2039 | 0.30% |
| JPMBB 2013-C12 E 144A 04.0988 07/15/2045 | 0.29% |
| FHR 4933 SA IO 05.9108 12/25/2049 | 0.29% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.29% |
| FHR 4990 SP IO 06.0108 07/25/2050 | 0.29% |
| GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.29% |
| MSBAM 2015-C23 D 144A 04.1440 07/15/2050 | 0.29% |
| FNR 2019-26 SM IO 05.9608 06/25/2049 | 0.28% |
| GNR 2014-27 S IO 06.0164 02/20/2044 | 0.28% |
| FHR 5125 MI IO 04.5000 11/25/2048 | 0.28% |
| GSAA 2006-1 A1 00.2693 01/25/2036 | 0.28% |
| CSAIL 2019-C17 D 144A 02.5000 09/15/2052 | 0.28% |
| ARRW 2020-1 M1 04.2770 03/25/2055 | 0.28% |
| CAS 2017-C06 1M2 02.7393 02/25/2030 | 0.28% |
| JPMBB 2013-C12 C 04.0988 07/15/2045 | 0.28% |
| FNR 2019-17 JS IO 06.0108 04/25/2049 | 0.28% |
| FNR 2020-24 IB IO 03.0000 04/25/2050 | 0.28% |
| GNR 2013-9 S IO 06.6664 01/20/2043 | 0.28% |
| FNR 2021-18 IY IO 04.5000 08/25/2049 | 0.27% |
| COMM 2014-UBS3 D 144A 04.7678 06/10/2047 | 0.27% |
| UBSBB 2012-C4 D 144A 04.4627 12/10/2045 | 0.27% |
| GNR 2019-98 SC IO 05.9664 08/20/2049 | 0.27% |
| COMM 2014-CR17 D 144A 04.8480 05/10/2047 | 0.26% |
| MSBAM 2013-C12 E 144A 04.7624 10/15/2046 | 0.26% |
| GNR 2019-35 SE IO 06.0589 01/16/2044 | 0.26% |
| GNR 2017-156 SL IO 06.1164 10/20/2047 | 0.26% |
| GSMS 2013-GC10 D P/P 144A 04.4015 02/10/2046 | 0.26% |
| FHR 4808 SD IO 06.1069 07/15/2048 | 0.26% |
| GSMS 2013-GC13 D 144A 04.0845 07/10/2046 | 0.26% |
| MRAIT 2020-11 A1X 01.7931 04/22/2022 | 0.26% |
| BALTA 2005-8 21A1 02.5349 10/25/2035 | 0.25% |
| CSAIL 2018-C14 D 144A 04.8897 11/15/2051 | 0.25% |
| GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.25% |
| MRAIT 2021-NA1 A1X 01.5908 03/08/2022 | 0.25% |
| SCRT 2017-3 M2 04.7500 07/25/2056 | 0.25% |
| JPMBB 2014-C22 B 04.5529 09/15/2047 | 0.25% |
| JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.25% |
| GNR 2020-112 MS IO 06.2164 08/20/2050 | 0.25% |
| FNR 2018-36 SD IO 06.1608 06/25/2048 | 0.24% |
| CSMC 2020-SPT1 M1 03.3880 04/25/2065 | 0.24% |
| TREASURY BILL 00.0000 08/24/2021 | 0.24% |
| STACR 2015-HQA1 B 08.8893 03/25/2028 | 0.24% |
| FHR 3346 SC IO 06.4569 10/15/2033 | 0.23% |
| JPMCC 2011-C3 D 144A 05.5227 02/15/2046 | 0.23% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.23% |
| BBCMS 2019-C4 E 144A 03.2500 08/15/2052 | 0.23% |
| MCAS 2019-01 M10 144A 03.3393 10/15/2049 | 0.23% |
| EMIR 2020-1 B1 144A 02.9393 01/25/2030 | 0.23% |
| WFCM 2012-LC5 D 144A 04.7574 10/15/2045 | 0.23% |
| MRAIT 2021-EBO1 A1X 01.8503 10/08/2021 | 0.22% |
| GNR 2018-H07 IE IO 02.3818 02/20/2068 | 0.22% |
| FNR 2021-25 HI IO 03.5000 07/25/2050 | 0.22% |
| GNR 2019-143 HS IO 05.9664 09/20/2049 | 0.22% |
| GNR 2017-104 GI IO 04.0000 07/20/2047 | 0.22% |
| COMM 2013-CR13 D 144A 04.8825 11/10/2046 | 0.22% |
| GSR 2007-OA1 2A3A 00.3993 05/25/2037 | 0.22% |
| MSBAM 2014-C14 D 144A 05.0496 02/15/2047 | 0.22% |
| GNR 2014-188 IB IO 04.0000 12/20/2044 | 0.21% |
| GNR 2017-H21 AI IO 02.1996 10/20/2067 | 0.21% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.21% |
| MSBAM 2014-C19 D 144A 03.2500 12/15/2047 | 0.21% |
| WFCM 2015-C30 D 144A 04.4984 09/15/2058 | 0.21% |
| GNR 2017-H04 BI IO 02.4673 02/20/2067 | 0.21% |
| BBCMS 2019-C4 D 144A 03.2500 08/15/2052 | 0.21% |
| GNR 2018-H02 HI IO 02.3397 01/20/2068 | 0.21% |
| CSAIL 2020-C19 D 144A 02.5000 03/15/2053 | 0.21% |
| GNR 2017-H20 GI IO 02.1949 09/20/2067 | 0.20% |
| CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.20% |
| MSC 2011-C3 G 144A 05.2837 07/15/2049 | 0.20% |
| FHR 4926 SP IO 05.9108 08/25/2049 | 0.20% |
| GNR 2018-72 IC IO 04.0000 05/20/2045 | 0.20% |
| COMM 2014-UBS4 C 04.6493 08/10/2047 | 0.20% |
| JPMBB 2014-C22 C 04.5529 09/15/2047 | 0.20% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.20% |
| COMM 2014-UBS3 C 04.7378 06/10/2047 | 0.19% |
| GNR 2019-H15 CI IO 00.7782 07/20/2069 | 0.19% |
| MRAFT 2020-4 A1 01.4504 04/23/2023 | 0.19% |
| GNR 2014-H23 BI IO 01.5648 11/20/2064 | 0.18% |
| MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.18% |
| CMLTI 2007-AR5 1A1A 02.8863 04/25/2037 | 0.18% |
| STACR 2019-HQA1 B2 12.3393 02/25/2049 | 0.18% |
| MSC 2012-C4 D 144A 05.4090 03/15/2045 | 0.18% |
| MSBAM 2013-C10 F 144A 04.0804 07/15/2046 | 0.18% |
| CAS 2017-C07 2B1 04.5393 05/25/2030 | 0.18% |
| GSMS 2010-C1 D 144A 05.9861 08/10/2043 | 0.17% |
| GNR 2021-42 IG IO 03.0000 03/20/2051 | 0.17% |
| GNR 2014-H08 CI IO 01.4657 03/20/2064 | 0.17% |
| GNR 2017-H22 DI IO 02.3772 11/20/2067 | 0.17% |
| FNR 2010-99 NI IO 06.0000 09/25/2040 | 0.17% |
| GSMS 2011-GC3 E 144A 05.0000 03/10/2044 | 0.17% |
| MSBAM 2017-C34 D 144A 02.7000 11/15/2052 | 0.17% |
| LHOME 2021-RTL1 A1 02.0900 09/25/2026 | 0.17% |
| GNR 2010-125 SD IO 06.5889 01/16/2040 | 0.17% |
| WFRBS 2012-C10 D 144A 04.4256 12/15/2045 | 0.17% |
| CAS 2016-C06 1B 09.3393 04/25/2029 | 0.16% |
| GNR 2013-167 SG IO 06.0664 11/20/2043 | 0.16% |
| JPMCC 2011-C5 D 144A 05.4349 08/15/2046 | 0.16% |
| STACR 2016-DNA1 B 10.0915 07/25/2028 | 0.16% |
| 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.16% |
| BMARK 2019-B13 D 144A 02.5000 08/15/2057 | 0.16% |
| SAMI 2006-AR7 A1BG 00.2093 08/25/2036 | 0.16% |
| STACR 2015-HQA2 B 10.5893 05/25/2028 | 0.16% |
| UBSCM 2012-C1 E 144A 05.0000 05/10/2045 | 0.16% |
| FNR 2016-83 BS IO 06.0108 11/25/2046 | 0.16% |
| GNR 2017-H10 MI IO 01.8410 04/20/2067 | 0.16% |
| MRAFT 2020-5 A1 01.1004 08/10/2023 | 0.16% |
| WFRBS 2012-C9 D 144A 04.8090 11/15/2045 | 0.16% |
| STACR 2017-DNA3 B1 04.5393 03/25/2030 | 0.16% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.16% |
| GNR 2017-H20 AI IO 02.2270 10/20/2067 | 0.15% |
| CWALT 2006-OA10 4A1 00.4693 08/25/2046 | 0.15% |
| GNR 2018-H01 IB IO 01.6036 01/20/2068 | 0.15% |
| GNR 2019-H09 EI IO 02.1320 04/20/2069 | 0.15% |
| BMARK 2019-B11 D 144A 03.0000 05/15/2052 | 0.15% |
| CWALT 2006-OA19 A1 00.2636 02/20/2047 | 0.15% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.14% |
| CWALT 2006-OA10 3A1 00.4693 08/25/2046 | 0.14% |
| FHR 4789 AS IO 06.1069 05/15/2048 | 0.14% |
| CGCMT 2014-GC25 D 144A 03.5480 10/10/2047 | 0.14% |
| CGCMT 2017-P7 C 04.3449 04/14/2050 | 0.14% |
| GNR 2018-H11 JI IO 02.0854 07/20/2068 | 0.14% |
| GNR 2015-H01 BI IO 01.5627 01/20/2065 | 0.14% |
| 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.14% |
| BANK 2017-BNK9 D 144A 02.8000 11/15/2054 | 0.14% |
| GNR 2016-H22 IO IO 01.8535 10/20/2066 | 0.13% |
| JPMCC 2011-C4 C 144A 05.3902 07/15/2046 | 0.13% |
| WFRBS 2014-LC14 D 144A 04.5860 03/15/2047 | 0.13% |
| GNR 2016-H24 CI IO 01.6971 10/20/2066 | 0.13% |
| GNR 2017-H16 CI IO 01.6558 07/20/2067 | 0.13% |
| BALTA 2005-7 21A1 02.8152 09/25/2035 | 0.13% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.13% |
| GNR 2016-150 I IO 05.0000 11/20/2046 | 0.13% |
| GNR 2018-H02 IM IO 02.3303 02/20/2068 | 0.13% |
| GNR 2018-H11 AI IO 02.0569 02/20/2068 | 0.13% |
| 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.13% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.13% |
| GNR 2016-H21 AI IO 02.3914 09/20/2066 | 0.13% |
| WFCM 2016-NXS5 D 04.9849 01/15/2059 | 0.13% |
| FHR 4560 IO IO 05.8385 05/15/2039 | 0.12% |
| COMM 2014-UBS6 C 04.4443 12/10/2047 | 0.12% |
| GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.12% |
| GNR 2017-H03 DI IO 02.5159 12/20/2066 | 0.12% |
| MSC 2012-C4 E 144A 05.4090 03/15/2045 | 0.12% |
| GNR 2016-H27 EI IO 01.9198 12/20/2066 | 0.12% |
| GNR 2017-H14 JI IO 02.1368 06/20/2067 | 0.12% |
| CMLTI 2007-AMC3 A2D 00.4393 03/25/2037 | 0.12% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.12% |
| GNR 2014-H06 BI IO 01.4627 02/20/2064 | 0.12% |
| WFCM 2013-LC12 D 144A 04.3081 07/15/2046 | 0.12% |
| OMIR 2019-1A B1B 04.4393 07/25/2029 | 0.12% |
| STACR 2020-DNA4 M2 03.8393 08/25/2050 | 0.12% |
| WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.12% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.11% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.11% |
| GNR 2013-182 SP IO 06.6164 12/20/2043 | 0.11% |
| MWST 2020-1 A 00.9893 10/25/2053 | 0.11% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.11% |
| FNR 2016-65 CS IO 06.0108 09/25/2046 | 0.11% |
| GNR 2017-H02 BI IO 02.4361 01/20/2067 | 0.11% |
| GNR 2017-H08 EI IO 02.3977 02/20/2067 | 0.11% |
| BALTA 2005-10 11A1 00.5893 01/25/2036 | 0.11% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.11% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.11% |
| GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.11% |
| GNR 2015-H04 AI IO 01.6099 12/20/2064 | 0.11% |
| GNR 2016-H26 KI IO 01.6651 11/20/2066 | 0.10% |
| MSBAM 2013-C10 E 144A 04.0804 07/15/2046 | 0.10% |
| STACR 2019-DNA2 M2 02.5393 03/25/2049 | 0.10% |
| FHR 4451 CI IO 07.0000 03/15/2045 | 0.10% |
| GNR 2014-95 JI IO 04.5000 12/16/2039 | 0.10% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.10% |
| GNR 2018-H08 FI IO 01.5550 06/20/2068 | 0.10% |
| OMIR 2017-1A B1 144A 05.8393 04/25/2027 | 0.10% |
| OMIR 2019-1A B1A 03.5893 07/25/2029 | 0.10% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.10% |
| JPMCC 2012-C6 E 144A 05.1412 05/15/2045 | 0.09% |
| 1.465 R ISWP US0003M P 04/15/2031 | 0.09% |
| GNR 2016-164 IO IO 06.5000 12/20/2046 | 0.09% |
| GNR 2018-H05 BI IO 02.3946 02/20/2068 | 0.09% |
| FNR 2017-8 IO IO 06.0000 02/25/2047 | 0.09% |
| CAS 2018-C01 1M2 02.3393 07/25/2030 | 0.08% |
| GNR 2017-H16 KI IO 01.4669 08/20/2067 | 0.08% |
| 1.45 R ISWP FWD US0003M P 06/23/2031 | 0.08% |
| JPMCC 2007-CB20 E 144A 06.1686 02/12/2051 | 0.08% |
| SWPTN 3MX10Y R 1.504 USD 09/29/2021 CI | 0.08% |
| GNR 2016-H17 DI IO 02.0743 07/20/2066 | 0.08% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.08% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.08% |
| GNR 2016-H18 QI IO 02.3374 06/20/2066 | 0.08% |
| GNR 2017-H14 EI IO 01.5945 06/20/2067 | 0.08% |
| GNR 2018-91 SJ IO 06.1664 07/20/2048 | 0.08% |
| FNR 2019-60 BS IO 05.9608 10/25/2049 | 0.08% |
| FHS 324 C21 IO 06.0000 06/15/2039 | 0.08% |
| CWALT 2005-51 3A3A 00.7236 11/20/2035 | 0.08% |
| FNR 2012-132 PI IO 05.0000 10/25/2042 | 0.07% |
| OPTN FN30 2.5 09/07/21 CALL 103.71875 JPMC | 0.07% |
| WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.07% |
| GNR 2017-H20 DI IO 02.2092 10/20/2067 | 0.07% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.07% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.07% |
| 1.46 R ISWP FWD US0003M P 07/15/2031 | 0.07% |
| GNR 2017-H18 DI IO 02.1971 09/20/2067 | 0.07% |
| MWST 2020-2 A 00.8893 11/25/2053 | 0.07% |
| GNR 2015-H29 HI IO 02.1086 09/20/2065 | 0.07% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.06% |
| 1.465 R ISWP FWD US0003M P 06/14/2031 | 0.06% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | 0.06% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.06% |
| JPMBB 2013-C14 F 144A 03.5980 08/15/2046 | 0.06% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.06% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.06% |
| GNR 2017-H06 MI IO 02.2306 02/20/2067 | 0.06% |
| CAS 2016-C03 1B 11.8393 10/25/2028 | 0.06% |
| FNR 2011-134 SP IO 05.9108 02/25/2041 | 0.06% |
| GNR 2017-H09 DI IO 01.9023 03/20/2067 | 0.06% |
| 1.457 R ISWP FWD US0003M P 07/09/2031 | 0.06% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.06% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.06% |
| CFCRE 2011-C2 F 144A 05.2500 12/15/2047 | 0.06% |
| WAMU 2004-AR12 A2B 01.0093 10/25/2044 | 0.06% |
| 0.926 R ISWP US0003M P 07/08/2026 | 0.06% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.06% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.06% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.06% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.06% |
| JPALT 2007-A2 12A1 00.4893 06/25/2037 | 0.06% |
| SAMI 2006-AR7 A1A 00.5093 08/25/2036 | 0.06% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.05% |
| WFRBS 2012-C7 D 144A 04.8028 06/15/2045 | 0.05% |
| WFRBS 2012-C7 E 144A 04.8028 06/15/2045 | 0.05% |
| GNR 2013-6 AI IO 03.5000 08/20/2039 | 0.05% |
| GNR 2015-40 KI IO 04.0000 07/20/2044 | 0.05% |
| GNR 2018-77 IO IO 05.0000 06/20/2048 | 0.05% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.05% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.05% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.05% |
| JPMCC 2011-C3 E 144A 05.5227 02/15/2046 | 0.05% |
| CWALT 2006-OA10 2A1 00.4693 08/25/2046 | 0.05% |
| GNR 2014-H25 BI IO 01.6871 12/20/2064 | 0.05% |
| GNR 2015-165 IC IO 03.5000 07/16/2041 | 0.05% |
| GNR 2017-H03 AI IO 02.5003 12/20/2066 | 0.05% |
| FNR 2013-90 SD IO 06.5108 09/25/2043 | 0.05% |
| GNR 2017-H20 HI IO 02.1765 10/20/2067 | 0.05% |
| MSBAM 2013-C11 D 144A 04.3542 08/15/2046 | 0.05% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.05% |
| GNR 2016-H06 AI IO 01.6331 02/20/2066 | 0.05% |
| SWPTN 7WX10Y R 1.473 USD 08/09/2021 GS | 0.05% |
| CAS 2019-R05 1M2 02.0893 07/25/2039 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.05% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.05% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.05% |
| GNR 2017-H06 BI IO 02.3551 02/20/2067 | 0.05% |
| GNR 2017-H19 MI IO 02.0631 04/20/2067 | 0.05% |
| GNR 2020-15 CS IO 05.9664 02/20/2050 | 0.05% |
| FHR 4707 AI IO 04.0000 07/15/2047 | 0.04% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.04% |
| GNR 2014-H21 AI IO 01.6731 10/20/2064 | 0.04% |
| GNR 2010-H20 IF IO 01.4432 10/20/2060 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.04% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.04% |
| GNR 2011-135 DI IO 05.0000 04/16/2040 | 0.04% |
| GNR 2017-136 IY IO 05.0000 03/20/2045 | 0.04% |
| BSMF 2006-AR2 2A1 00.5493 09/25/2046 | 0.04% |
| FHR 3981 WS IO 06.4569 05/15/2041 | 0.04% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.04% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.04% |
| GNR 2012-98 AI IO 04.5000 04/16/2042 | 0.04% |
| STACR 2018-HQA2 M2 02.3893 10/25/2048 | 0.04% |
| FHR 4134 PI IO 03.0000 11/15/2042 | 0.04% |
| GNR 2017-130 IB IO 04.0000 08/20/2047 | 0.04% |
| WAMU 2005-AR13 A1C4 00.9493 10/25/2045 | 0.04% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% |
| FHR 4127 PI IO 04.5000 07/15/2042 | 0.04% |
| FNR 2012-90 DI IO 04.0000 03/25/2042 | 0.04% |
| GNR 2016-49 IO IO 04.5000 11/16/2045 | 0.04% |
| GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.04% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.03% |
| GNR 2017-H03 EI IO 02.4627 01/20/2067 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.03% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.03% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.03% |
| JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.03% |
| GNR 2017-26 EI IO 05.0000 02/20/2040 | 0.03% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.03% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.03% |
| GNR 2011-H15 AI IO 01.5314 06/20/2061 | 0.03% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | 0.03% |
| FNR 2011-101 SA IO 05.8108 10/25/2041 | 0.03% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.03% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.03% |
| GNR 2016-H27 BI IO 02.4146 12/20/2066 | 0.03% |
| GNR 2017-H06 DI IO 01.7844 02/20/2067 | 0.03% |
| GNR 2017-H16 JI IO 02.1593 08/20/2067 | 0.03% |
| JPMCC 2012-C6 G 144A 02.9720 05/15/2045 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.02% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.02% |
| 0.30 R ISWP FWD US0003M P 09/15/2023 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| FNR 2012-103 SD IO 05.9608 09/25/2042 | 0.02% |
| FNR 2018-15 PI IO 04.0000 10/25/2047 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.02% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.02% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.02% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.02% |
| GNR 2016-29 IO IO 04.0000 02/16/2046 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.02% |
| CWHL 2006-OA5 2A1 00.4893 04/25/2046 | 0.02% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.02% |
| GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.02% |
| CAS 2016-C01 1B 11.8393 08/25/2028 | 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-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| GNR 2014-161 HI IO 04.5000 06/20/2044 | 0.02% |
| GNR 2017-H08 NI IO 02.2560 03/20/2067 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.02% |
| SAMI 2007-AR1 2A1 00.2693 01/25/2037 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| CSMC 2008-C1 AJ 144A 05.8164 02/15/2041 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.02% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| INDX 2006-AR11 2A1 02.9855 06/25/2036 | 0.02% |
| CAS 2016-C05 2M2 04.5393 01/25/2029 | 0.02% |
| FHR 4604 QI IO 03.5000 07/15/2046 | 0.02% |
| FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.02% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.02% |
| GNR 2019-78 SJ IO 05.9664 06/20/2049 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.02% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| GNR 2019-H14 IB IO 02.1345 08/20/2069 | 0.02% |
| GSAA 2006-8 2A2 00.4493 05/25/2036 | 0.02% |
| 1.332 R ISWP US0003M P 07/14/2031 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| FHR 4386 IL IO 04.0000 12/15/2043 | 0.02% |
| GNR 2016-H24 IO IO 02.1339 09/20/2066 | 0.02% |
| GNR 2017-H09 IO IO 01.8201 04/20/2067 | 0.02% |
| GNR 2019-99 KS IO 05.9664 08/20/2049 | 0.02% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.02% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.01% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| GNR 2017-H11 DI IO 01.8462 05/20/2067 | 0.01% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.01% |
| OPTN FN30 3.5 09/07/21 CALL 105.75 JPMC | 0.01% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 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% |
| CWALT 2006-OA7 1A2 01.0471 06/25/2046 | 0.01% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.01% |
| GNR 2016-77 SL IO 06.0664 03/20/2043 | 0.01% |
| GNR 2017-H14 DI IO 01.7071 06/20/2067 | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FNR 2010-35 SG IO 06.3108 04/25/2040 | 0.01% |
| GNR 2012-H29 AI IO 01.3961 10/20/2062 | 0.01% |
| GNR 2012-H29 FI IO 01.3961 10/20/2062 | 0.01% |
| OPTN FN30 3.0 09/07/21 CALL 104.625 JPMC | 0.01% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.01% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.01% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.01% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.01% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.01% |
| GNR 2017-11 PI IO 04.0000 12/20/2046 | 0.01% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.01% |
| GNR 2017-H03 HI IO 01.5772 01/20/2067 | 0.01% |
| 0.806 R ISWP FWD US0003M P 08/04/2026 | 0.01% |
| FHR 3852 SC IO 06.5569 04/15/2040 | 0.01% |
| FNR 2012-49 QI IO 04.5000 12/25/2040 | 0.01% |
| GNR 2015-H13 AI IO 01.7809 06/20/2065 | 0.01% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.01% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | 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% |
| FNR 2012-36 SN IO 06.3608 04/25/2042 | 0.01% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.01% |
| GNR 2015-52 IK IO 03.5000 04/20/2045 | 0.01% |
| GNR 2015-H03 DI IO 01.6794 01/20/2065 | 0.01% |
| GNR 2016-H23 NI IO 02.3311 10/20/2066 | 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% |
| FHR 4425 WI IO 04.0000 03/15/2043 | 0.01% |
| FNR 2016-24 CI IO 04.0000 02/25/2046 | 0.01% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.01% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.01% |
| GNR 2012-H06 AI IO 01.3248 01/20/2062 | 0.01% |
| GNR 2015-106 CI IO 04.0000 05/20/2045 | 0.01% |
| MHL 2005-3 M4 01.0343 08/25/2035 | 0.01% |
| 1.2875 R ISWP US0003M P 07/09/2031 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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-.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% |
| FNR 2011-4 CS 12.7215 05/25/2040 | 0.01% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.01% |
| GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.01% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.01% |
| GNR 2015-H15 JI IO 01.9584 06/20/2065 | 0.01% |
| GNR 2015-H25 AI IO 01.6148 09/20/2065 | 0.01% |
| BACM 2008-1 AJ 06.5669 02/10/2051 | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 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 GS | 0.01% |
| FHR 3904 NI IO 03.5000 08/15/2026 | 0.01% |
| FHR 4694 GI IO 04.0000 02/15/2043 | 0.01% |
| FNR 2017-78 KI IO 03.5000 10/25/2047 | 0.01% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.01% |
| GNR 2010-H19 BI IO 01.4541 08/20/2060 | 0.01% |
| GNR 2011-156 SK IO 06.5164 04/20/2038 | 0.01% |
| GNR 2015-144 IA IO 04.0000 01/16/2043 | 0.01% |
| GNR 2015-H10 HI IO 01.7404 04/20/2065 | 0.01% |
| GNR 2015-H20 CI IO 02.1412 08/20/2065 | 0.01% |
| GNR 2015-H26 EI IO 01.7280 10/20/2065 | 0.01% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.01% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.01% |
| GNR 2016-H02 HI IO 01.5412 01/20/2066 | 0.01% |
| GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.01% |
| 0.2765 R ISWP US0003M P 08/02/2023 | 0.00% |
| 0.814 R ISWP US0003M P 07/27/2026 | 0.00% |
| FHR 4076 MS IO 06.6069 07/15/2040 | 0.00% |
| FHR 4475 CI IO 03.5000 01/15/2044 | 0.00% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.00% |
| GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.00% |
| GNR 2015-H10 CI IO 01.8044 04/20/2065 | 0.00% |
| GNR 2015-H14 BI IO 01.5443 05/20/2065 | 0.00% |
| GNR 2015-H20 AI IO 01.8214 08/20/2065 | 0.00% |
| GNR 2015-H23 DI IO 01.8569 09/20/2065 | 0.00% |
| GNR 2015-H25 BI IO 01.9695 10/20/2065 | 0.00% |
| GNR 2015-H25 EI IO 01.8513 10/20/2065 | 0.00% |
| GNR 2015-H26 DI IO 01.9188 10/20/2065 | 0.00% |
| GNR 2016-149 MI IO 05.5000 05/20/2039 | 0.00% |
| GNR 2016-77 SC IO 06.0164 10/20/2045 | 0.00% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.00% |
| FHR 4386 LI IO 04.0000 02/15/2043 | 0.00% |
| FHR 4550 AI IO 03.0000 10/15/2040 | 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-H22 CI IO 02.3695 10/20/2060 | 0.00% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.00% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.00% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.00% |
| GNR 2015-H25 CI IO 01.9421 10/20/2065 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 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 4299 JI IO 04.0000 07/15/2043 | 0.00% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.00% |
| FHR 4560 PI IO 03.5000 05/15/2045 | 0.00% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2011-H07 FI IO 01.2370 02/20/2061 | 0.00% |
| GNR 2013-182 SY IO 06.0164 12/20/2043 | 0.00% |
| GNR 2013-H14 XI IO 01.6009 03/20/2063 | 0.00% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.00% |
| GNR 2014-60 SE IO 06.0164 04/20/2044 | 0.00% |
| GNR 2015-187 JI IO 04.0000 03/20/2045 | 0.00% |
| GNR 2015-H16 XI IO 02.0445 07/20/2065 | 0.00% |
| GNR 2015-H22 EI IO 01.5987 08/20/2065 | 0.00% |
| GNR 2015-H23 BI IO 01.7533 09/20/2065 | 0.00% |
| GNR 2015-H24 HI IO 02.0584 09/20/2065 | 0.00% |
| GNR 2016-H04 KI IO 01.5201 02/20/2066 | 0.00% |
| GNR 2016-H08 GI IO 01.4328 04/20/2066 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.00% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.00% |
| 1.282 R ISWP US0003M P 07/12/2031 | 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 4206 IP IO 03.0000 12/15/2041 | 0.00% |
| FHR 4500 GI IO 04.0000 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 2010-35 QI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GNR 2014-100 LI IO 04.5000 10/16/2043 | 0.00% |
| GNR 2014-139 NI IO 03.5000 08/20/2028 | 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 2015-96 NI IO 03.5000 01/20/2039 | 0.00% |
| GNR 2015-H09 BI IO 01.6805 03/20/2065 | 0.00% |
| GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.00% |
| GNR 2017-17 EI IO 04.0000 09/20/2044 | 0.00% |
| UBSBB 2012-C2 E 144A 04.8864 05/10/2063 | 0.00% |
| 0.296 R ISWP US0003M P 07/09/2023 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| FHR 4000 LI IO 04.0000 02/15/2042 | 0.00% |
| FHR 4033 SC IO 06.4569 10/15/2036 | 0.00% |
| FHR 4074 KS IO 06.6069 02/15/2041 | 0.00% |
| FHR 4580 ID IO 03.5000 08/15/2045 | 0.00% |
| FNR 2010-140 GS IO 05.9108 07/25/2039 | 0.00% |
| FNR 2017-15 LI IO 04.0000 06/25/2046 | 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 2011-22 PS IO 05.9164 07/20/2040 | 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% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.00% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.00% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.00% |
| UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.00% |
| 1.251 R ISWP US0003M P 07/28/2031 | 0.00% |
| 1.252 R ISWP US0003M P 07/29/2031 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 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.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-.14 2072-12-15 300.0 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-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| FHR 3714 KI IO 04.5000 11/15/2039 | 0.00% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.00% |
| FHR 4501 BI IO 03.5000 10/15/2043 | 0.00% |
| FNR 2013-41 SP IO 06.1108 06/25/2040 | 0.00% |
| FNR 2016-97 KI IO 03.0000 06/25/2040 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.00% |
| 0.79 R ISWP US0003M P 07/21/2026 | -0.00% |
| 1.275 R ISWP US0003M P 07/30/2031 | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 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 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 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-.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% |
| 0.7915 R ISWP US0003M P 07/21/2026 | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.00% |
| 0.726 R ISWP US0003M P 07/22/2026 | -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-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| 1.3895 R ISWP US0003M P 07/08/2031 | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -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.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% |
| SWPTN 1MX5Y R 0.82 USD 08/26/2021 CI | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.01% |
| 1.292 R ISWP US0003M P 08/02/2031 | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.13 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-.7 2047-01-17 300.0 01/17/2047 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| OPTN FN30 3.5 09/07/21 PUT 105.75 JPMC | -0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.01% |
| OPTN FN30 3.0 09/07/21 PUT 104.625 JPMC | -0.01% |
| 1.313 R ISWP US0003M P 07/19/2031 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 1MX5Y P 0.82 USD 08/26/2021 CI | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 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.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% |
| 0.334 R ISWP US0003M P 07/01/2023 | -0.02% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| 1.4365 R ISWP US0003M P 07/02/2031 | -0.03% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BB.13 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.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.03% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -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% |
| 1.7145 R ISWP US0003M P 07/08/2051 | -0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.03% |
| 0.8578 R ISWP US0003M P 07/09/2026 | -0.04% |
| OPTN FN30 2.5 09/07/21 PUT 103.71875 JPMC | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.04% |
| SWPTN 7WX10Y P 1.473 USD 08/09/2021 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -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.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | -0.05% |
| CMB CMBX.NA.BB.13 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.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.06% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.06% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | -0.06% |
| SWPTN 3MX10Y P 1.504 USD 09/29/2021 CI | -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 GS | -0.07% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.07% |
| 0.35 R ISWP FWD US0003M P 07/06/2025 | -0.08% |
| 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.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.09% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.09% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.10% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.10% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.11% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.11% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.12% |
| 1.525 R ISWP US0003M P 03/15/2031 | -0.12% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.17% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.17% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.19% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.19% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.23% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.24% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.28% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.39% |
| 0.95 R ISWP FWD US0003M P 09/15/2026 | -0.40% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.49% |
| GNMA GII30 TBA 03.5000 08/01/2051 | -0.62% |
| 0.556 R ISWP US0003M P 08/05/2030 | -0.81% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -1.43% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -3.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -5.12% |
| FNMA FN30 TBA UMBS 02.0000 09/01/2051 | -20.58% |
| US 2YR NOTE (CBT) SEP21 TUU1 | -249.91% |
| FNMA FN30 TBA UMBS 02.5000 07/01/2051 | 6.39% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 07/01/2051 | 5.32% |
| FNMA FN30 TBA UMBS 03.0000 07/01/2051 | 3.51% |
| TREASURY BILL 00.0000 10/07/2021 | 2.69% |
| CASH MGMT BILL 00.0000 09/28/2021 | 2.47% |
| CASH MGMT BILL 00.0000 09/07/2021 | 2.41% |
| FNMA FN30 TBA UMBS 04.0000 07/01/2051 | 1.79% |
| TREASURY BILL 00.0000 08/03/2021 | 1.68% |
| TREASURY BILL 00.0000 07/20/2021 | 1.46% |
| STACR 2019-HQA2 B2 11.3415 04/25/2049 | 1.40% |
| TREASURY BILL 00.0000 07/06/2021 | 1.24% |
| GNMA GII30 TBA 04.0000 07/01/2051 | 1.18% |
| CASH MGMT BILL 00.0000 10/05/2021 | 1.01% |
| 0.564 R ISWP US0003M P 09/08/2030 | 1.00% |
| STACR 2015-DNA2 B 07.6415 12/25/2027 | 0.86% |
| 0.724 R ISWP US0003M P 11/04/2030 | 0.83% |
| FNR 2020-76 GI IO 04.0000 11/25/2050 | 0.82% |
| CASH MGMT BILL 00.0000 09/21/2021 | 0.79% |
| GNR 2019-121 SD IO 05.9066 10/20/2049 | 0.78% |
| 0.717 R ISWP FWD US0003M P 10/07/2030 | 0.77% |
| CAS 2019-R03 1B1 04.1915 09/25/2031 | 0.75% |
| CAS 2017-C07 2M2 02.5915 05/25/2030 | 0.70% |
| GNR 2021-97 QI IO 03.0000 06/20/2051 | 0.69% |
| GNR 2020-7 SK IO 05.9566 01/20/2050 | 0.68% |
| MCAS 2020-01 M10 144A 03.8415 03/25/2050 | 0.64% |
| GNR 2019-158 AS IO 06.0754 09/16/2043 | 0.62% |
| FNMA FN30 TBA UMBS 05.0000 07/01/2051 | 0.62% |
| SHRP 2020-1 NOTE 03.0470 07/25/2024 | 0.61% |
| FNR 2011-126 SJ IO 05.9085 12/25/2041 | 0.61% |
| GNR 2021-57 SD IO 06.2066 03/20/2051 | 0.60% |
| CAS 2015-C04 1M2 05.7915 04/25/2028 | 0.59% |
| CAS 2017-C04 2B1 05.1415 11/25/2029 | 0.59% |
| STACR 2018-HQA2 B1 04.3415 10/25/2048 | 0.58% |
| FNR 2016-54 SD IO 05.9085 08/25/2046 | 0.58% |
| CCMFC 2006-4A A2 00.2715 11/25/2047 | 0.58% |
| STACR 2020-HQA2 B1 04.1915 03/25/2050 | 0.58% |
| CAS 2017-C05 1M2C 02.2915 01/25/2030 | 0.57% |
| GNR 2020-H04 AI IO 02.2502 02/20/2070 | 0.56% |
| FNR 2019-75 KS IO 05.9085 11/25/2049 | 0.55% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.55% |
| AHM 2007-1 GA1C 00.2815 05/25/2047 | 0.54% |
| CAS 2016-C03 2B 12.8415 10/25/2028 | 0.54% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.51% |
| STACR 2020-DNA3 B2 09.4415 06/25/2050 | 0.51% |
| GNR 2019-83 JS IO 06.0066 07/20/2049 | 0.49% |
| STACR 2018-DNA3 B2 07.8415 09/25/2048 | 0.49% |
| TMIR 2019-1 B1 144A 04.2415 11/26/2029 | 0.49% |
| STACR 2019-DNA2 B2 10.5915 03/25/2049 | 0.48% |
| SPST 2021-6 A 00.8908 04/25/2022 | 0.48% |
| STACR 2017-DNA1 B1 05.0415 07/25/2029 | 0.47% |
| GNR 2019-137 GI IO 04.0000 11/20/2049 | 0.46% |
| GNR 2014-131 BS IO 06.1254 09/16/2044 | 0.45% |
| GNR 2019-78 SM IO 06.0066 06/20/2049 | 0.45% |
| GNR 2019-H03 AI IO 02.2069 11/20/2068 | 0.45% |
| CAS 2017-C06 2B1 04.5415 02/25/2030 | 0.44% |
| MRAIT 2020-2 A2 | 0.44% |
| MRAIT 2021-8 A1X 01.2601 10/15/2021 | 0.44% |
| MRAIT 2020-12 A1X 01.4229 07/15/2021 | 0.43% |
| FNR 2019-66 SC IO 05.9085 11/25/2049 | 0.43% |
| FNR 2021-25 IJ IO 03.5000 05/25/2051 | 0.43% |
| GNR 2015-182 IC IO 04.5000 12/20/2045 | 0.43% |
| FHR 5115 IK IO 04.5000 12/25/2050 | 0.43% |
| COMM 2012-CR4 B 144A 03.7030 10/15/2045 | 0.42% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.42% |
| MSBAM 2012-C6 G 144A 04.5000 11/15/2045 | 0.41% |
| COMM 2015-CR26 D 03.6245 10/10/2048 | 0.40% |
| COMM 2014-CR17 E 144A 05.0097 05/10/2047 | 0.40% |
| FHR 5057 SC IO 06.0271 12/15/2048 | 0.40% |
| FNR 2021-15 JI IO 04.5000 04/25/2051 | 0.40% |
| 2.00 R ISWP FWD US0003M P 09/15/2051 | 0.40% |
| COMM 2014-CR19 D 144A 04.8649 08/10/2047 | 0.40% |
| FHR 4752 PS IO 06.1271 11/15/2047 | 0.40% |
| FNR 2019-18 SH IO 06.0585 05/25/2049 | 0.39% |
| GNR 2021-49 SB IO 06.2066 03/20/2051 | 0.39% |
| GNR 2020-98 ES IO 06.1066 07/20/2050 | 0.39% |
| STACR 2019-DNA3 B2 08.2415 07/25/2049 | 0.39% |
| FNR 2019-18 SL IO 06.0085 05/25/2049 | 0.38% |
| GNR 2020-4 IO IO 05.0000 01/20/2050 | 0.38% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.38% |
| GSMS 2014-GC24 D 144A 04.6690 09/10/2047 | 0.38% |
| FNR 2016-85 SL IO 06.0085 11/25/2046 | 0.38% |
| STACR 2018-HQA2 B2 11.0915 10/25/2048 | 0.38% |
| JPMCC 2012-CBX B 05.0189 06/15/2045 | 0.37% |
| WFRBS 2013-C15 D 144A 04.6455 08/15/2046 | 0.37% |
| BMIR 2017-1 B1 144A 04.8415 10/25/2027 | 0.37% |
| GNR 2018-H01 AI IO 02.3436 01/20/2068 | 0.37% |
| UBSBB 2013-C6 B 144A 03.8751 04/10/2046 | 0.37% |
| FNR 2021-5 PI IO 03.5000 02/25/2051 | 0.37% |
| JPMBB 2014-C18 D 144A 04.9599 02/15/2047 | 0.36% |
| SPST 2020-15 A 01.4608 12/10/2021 | 0.35% |
| GNR 2014-3 SM IO 06.0066 01/20/2044 | 0.34% |
| GNR 2021-59 SU IO 06.2066 04/20/2051 | 0.34% |
| JPMCC 2013-LC11 D 04.3055 04/15/2046 | 0.34% |
| COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.33% |
| COMM 2014-CR16 C 05.0905 04/10/2047 | 0.32% |
| MRAIT 2021-11 A1X 01.2355 01/25/2022 | 0.31% |
| MRAIT 2021-EBO4 A1X 01.8421 02/16/2022 | 0.31% |
| GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.31% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.31% |
| CGCMT 2012-GC8 C 144A 05.0381 09/10/2045 | 0.31% |
| GNR 2014-27 S IO 06.0066 02/20/2044 | 0.30% |
| CAS 2017-C03 1M2 03.0915 10/25/2029 | 0.30% |
| CAS 2017-C06 2M2 02.8915 02/25/2030 | 0.30% |
| FHR 5125 MI IO 04.5000 11/25/2048 | 0.30% |
| COMM 2015-LC19 D 144A 02.8670 02/10/2048 | 0.30% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.30% |
| FHR 5023 YI IO 03.0000 10/25/2050 | 0.30% |
| STACR 2019-DNA1 M2 02.7415 01/25/2049 | 0.30% |
| GNR 2017-H05 CI IO 02.2279 02/20/2067 | 0.29% |
| FHR 4933 SA IO 05.9085 12/25/2049 | 0.29% |
| WFRBS 2012-C9 E 144A 04.9694 11/15/2045 | 0.29% |
| GNR 2017-H08 DI IO 02.5683 02/20/2067 | 0.29% |
| FNR 2020-24 IB IO 03.0000 04/25/2050 | 0.29% |
| GNR 2013-9 S IO 06.6566 01/20/2043 | 0.28% |
| GSMS 2019-GC38 D 144A 03.0000 02/10/2052 | 0.28% |
| STACR 2019-DNA1 B2 10.8415 01/25/2049 | 0.28% |
| UBSCM 2012-C1 D 144A 05.7542 05/10/2045 | 0.28% |
| GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.28% |
| GSAA 2006-1 A1 00.2715 01/25/2036 | 0.28% |
| FHR 4990 SP IO 06.0085 07/25/2050 | 0.28% |
| FNR 2016-78 CS IO 06.0085 05/25/2039 | 0.28% |
| FNR 2019-26 SM IO 05.9585 06/25/2049 | 0.28% |
| FNR 2021-18 IY IO 04.5000 08/25/2049 | 0.28% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.27% |
| JPMBB 2013-C12 E 144A 04.2355 07/15/2045 | 0.27% |
| MSBAM 2015-C23 D 144A 04.2822 07/15/2050 | 0.27% |
| FNR 2019-17 JS IO 06.0085 04/25/2049 | 0.26% |
| CAS 2017-C06 1M2 02.7415 02/25/2030 | 0.26% |
| GNR 2019-98 SC IO 05.9566 08/20/2049 | 0.26% |
| JPMBB 2013-C12 C 04.2355 07/15/2045 | 0.26% |
| ARRW 2020-1 M1 04.2770 03/25/2055 | 0.26% |
| CSAIL 2019-C17 D 144A 02.5000 09/15/2052 | 0.26% |
| COMM 2014-UBS3 D 144A 04.9268 06/10/2047 | 0.26% |
| FHR 4808 SD IO 06.1271 07/15/2048 | 0.25% |
| GNR 2017-156 SL IO 06.1066 10/20/2047 | 0.25% |
| GNR 2020-112 MS IO 06.2066 08/20/2050 | 0.25% |
| COMM 2014-CR17 D 144A 05.0097 05/10/2047 | 0.25% |
| GNR 2019-35 SE IO 06.0754 01/16/2044 | 0.24% |
| GSMS 2013-GC10 D P/P 144A 04.5483 02/10/2046 | 0.24% |
| MRAIT 2020-11 A1X 01.7729 04/22/2022 | 0.24% |
| WFCM 2016-BNK1 C 03.0710 08/15/2049 | 0.24% |
| MRAIT 2021-NA1 A1X 01.5908 03/08/2022 | 0.24% |
| MSBAM 2013-C12 E 144A 04.9213 10/15/2046 | 0.24% |
| SCRT 2017-3 M2 04.7500 07/25/2056 | 0.24% |
| CSAIL 2018-C14 D 144A 05.0528 11/15/2051 | 0.24% |
| BANK 2017-BNK9 D 144A 02.8000 11/15/2054 | 0.23% |
| JPMBB 2014-C22 B 04.7047 09/15/2047 | 0.23% |
| BALTA 2005-8 21A1 02.5548 10/25/2035 | 0.23% |
| MSBAM 2013-C10 F 144A 04.2166 07/15/2046 | 0.23% |
| FNR 2018-36 SD IO 06.1585 06/25/2048 | 0.23% |
| GNR 2019-143 HS IO 05.9566 09/20/2049 | 0.23% |
| JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.23% |
| CSMC 2020-SPT1 M1 03.3880 04/25/2065 | 0.23% |
| STACR 2015-HQA1 B 08.8915 03/25/2028 | 0.22% |
| TREASURY BILL 00.0000 08/24/2021 | 0.22% |
| BALTA 2006-6 1A1 00.4115 11/25/2036 | 0.22% |
| FNR 2021-25 HI IO 03.5000 07/25/2050 | 0.22% |
| FHR 3346 SC IO 06.4771 10/15/2033 | 0.22% |
| GNR 2014-188 IB IO 04.0000 12/20/2044 | 0.22% |
| MCAS 2019-01 M10 144A 03.3415 10/15/2049 | 0.22% |
| JPMCC 2011-C3 D 144A 05.7068 02/15/2046 | 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% |
| GSMS 2013-GC13 D 144A 04.2206 07/10/2046 | 0.22% |
| EMIR 2020-1 B1 144A 02.9415 01/25/2030 | 0.22% |
| WFCM 2012-LC5 D 144A 04.9161 10/15/2045 | 0.22% |
| GNR 2018-H07 IE IO 02.3757 02/20/2068 | 0.21% |
| MSBAM 2013-C10 E 144A 04.2166 07/15/2046 | 0.21% |
| MRAIT 2021-EBO1 A1X 01.8421 10/08/2021 | 0.21% |
| 0.95 R ISWP FWD US0003M P 09/15/2026 | 0.21% |
| GNR 2018-H02 HI IO 02.3386 01/20/2068 | 0.21% |
| GSR 2007-OA1 2A3A 00.4015 05/25/2037 | 0.21% |
| GNR 2017-H04 BI IO 02.4710 02/20/2067 | 0.20% |
| GNR 2017-H21 AI IO 02.2628 10/20/2067 | 0.20% |
| MSBAM 2014-C14 D 144A 05.2181 02/15/2047 | 0.20% |
| GNR 2018-72 IC IO 04.0000 05/20/2045 | 0.20% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.20% |
| COMM 2013-CR13 D 144A 05.0456 11/10/2046 | 0.20% |
| MSBAM 2014-C19 D 144A 03.2500 12/15/2047 | 0.20% |
| WFCM 2015-C30 D 144A 04.6483 09/15/2058 | 0.20% |
| FHR 4926 SP IO 05.9085 08/25/2049 | 0.20% |
| GNR 2017-H20 GI IO 02.2387 09/20/2067 | 0.20% |
| BBCMS 2019-C4 D 144A 03.2500 08/15/2052 | 0.19% |
| CSAIL 2020-C19 D 144A 02.5000 03/15/2053 | 0.19% |
| CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.19% |
| GNR 2021-42 IG IO 03.0000 03/20/2051 | 0.19% |
| COMM 2014-UBS4 C 04.8064 08/10/2047 | 0.19% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.19% |
| JPMBB 2014-C22 C 04.7047 09/15/2047 | 0.19% |
| UBSBB 2012-C4 D 144A 04.6156 12/10/2045 | 0.19% |
| WFRBS 2012-C7 E 144A 04.9573 06/15/2045 | 0.18% |
| 1.65 R ISWP FWD US0003M P 09/15/2031 | 0.18% |
| COMM 2014-UBS3 C 04.8968 06/10/2047 | 0.18% |
| MRAFT 2020-4 A1 01.4270 04/23/2023 | 0.18% |
| CMLTI 2007-AR5 1A1A 02.8872 04/25/2037 | 0.18% |
| MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.18% |
| GNR 2014-H23 BI IO 01.5573 11/20/2064 | 0.17% |
| GSMS 2014-GC20 C 05.1212 04/10/2047 | 0.17% |
| GNR 2014-H08 CI IO 01.4639 03/20/2064 | 0.17% |
| GNR 2019-H15 CI IO 01.0112 07/20/2069 | 0.17% |
| STACR 2019-HQA1 B2 12.3415 02/25/2049 | 0.17% |
| GNR 2017-H10 MI IO 01.8499 04/20/2067 | 0.17% |
| MSC 2012-C4 D 144A 05.6005 03/15/2045 | 0.17% |
| CAS 2017-C07 2B1 04.5415 05/25/2030 | 0.17% |
| GNR 2017-H22 DI IO 02.3815 11/20/2067 | 0.16% |
| GSMS 2010-C1 D 144A 06.1851 08/10/2043 | 0.16% |
| FNR 2010-99 NI IO 06.0000 09/25/2040 | 0.16% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.16% |
| CAS 2016-C06 1B 09.3415 04/25/2029 | 0.16% |
| GSMS 2011-GC3 E 144A 05.0000 03/10/2044 | 0.16% |
| GNR 2010-125 SD IO 06.6054 01/16/2040 | 0.16% |
| GNR 2013-167 SG IO 06.0566 11/20/2043 | 0.16% |
| MSBAM 2017-C34 D 144A 02.7000 11/15/2052 | 0.16% |
| JPMCC 2011-C5 D 144A 05.6112 08/15/2046 | 0.16% |
| LHOME 2021-RTL1 A1 02.0900 09/25/2026 | 0.16% |
| MSC 2011-C3 G 144A 05.4752 07/15/2049 | 0.16% |
| STACR 2015-HQA2 B 10.5915 05/25/2028 | 0.16% |
| STACR 2016-DNA1 B 10.0916 07/25/2028 | 0.16% |
| SAMI 2006-AR7 A1BG 00.2115 08/25/2036 | 0.15% |
| WFRBS 2012-C10 D 144A 04.5733 12/15/2045 | 0.15% |
| BMARK 2019-B13 D 144A 02.5000 08/15/2057 | 0.15% |
| FNR 2016-83 BS IO 06.0085 11/25/2046 | 0.15% |
| MRAFT 2020-5 A1 01.0770 08/10/2023 | 0.15% |
| FHR 4789 AS IO 06.1271 05/15/2048 | 0.15% |
| WFRBS 2012-C9 D 144A 04.9694 11/15/2045 | 0.15% |
| GNR 2017-H20 AI IO 02.2275 10/20/2067 | 0.15% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.15% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.15% |
| STACR 2017-DNA3 B1 04.5415 03/25/2030 | 0.15% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.14% |
| CWALT 2006-OA10 4A1 00.4715 08/25/2046 | 0.14% |
| CWALT 2006-OA19 A1 00.2734 02/20/2047 | 0.14% |
| GNR 2018-H01 IB IO 01.5983 01/20/2068 | 0.14% |
| GNR 2016-H24 CI IO 01.6899 10/20/2066 | 0.14% |
| UBSCM 2012-C1 E 144A 05.0000 05/10/2045 | 0.14% |
| GNR 2019-H09 EI IO 02.1862 04/20/2069 | 0.14% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.14% |
| CWALT 2006-OA10 3A1 00.4715 08/25/2046 | 0.14% |
| BMARK 2019-B11 D 144A 03.0000 05/15/2052 | 0.14% |
| WFCM 2013-LC12 D 144A 04.4350 07/15/2046 | 0.14% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.13% |
| CGCMT 2014-GC25 D 144A 03.5480 10/10/2047 | 0.13% |
| GNR 2018-H11 JI IO 02.1281 07/20/2068 | 0.13% |
| BACM 2016-UB10 D 144A 03.0000 07/15/2049 | 0.13% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.13% |
| CGCMT 2017-P7 C 04.5005 04/14/2050 | 0.13% |
| GNR 2013-99 AS IO 05.9566 06/20/2043 | 0.13% |
| GNR 2015-H01 BI IO 01.5536 01/20/2065 | 0.13% |
| WFRBS 2014-LC14 D 144A 04.5860 03/15/2047 | 0.13% |
| GNR 2016-150 I IO 05.0000 11/20/2046 | 0.13% |
| GNR 2017-H16 CI IO 01.6480 07/20/2067 | 0.13% |
| JPMCC 2011-C4 C 144A 05.5748 07/15/2046 | 0.13% |
| BALTA 2005-7 21A1 02.8164 09/25/2035 | 0.13% |
| GNR 2016-H22 IO IO 01.8446 10/20/2066 | 0.13% |
| GNR 2018-H11 AI IO 02.1021 02/20/2068 | 0.12% |
| GNR 2018-H02 IM IO 02.3311 02/20/2068 | 0.12% |
| STACR 2020-DNA4 M2 03.8415 08/25/2050 | 0.12% |
| GNR 2014-H06 BI IO 01.4562 02/20/2064 | 0.12% |
| GNR 2016-H21 AI IO 02.3923 09/20/2066 | 0.12% |
| FHR 4560 IO IO 05.8388 05/15/2039 | 0.12% |
| WFCM 2016-NXS5 D 05.1512 01/15/2059 | 0.12% |
| GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.12% |
| GNR 2017-H03 DI IO 02.6273 12/20/2066 | 0.12% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.12% |
| COMM 2014-UBS6 C 04.5932 12/10/2047 | 0.11% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.11% |
| GNR 2017-H14 JI IO 02.2519 06/20/2067 | 0.11% |
| CMLTI 2007-AMC3 A2D 00.4415 03/25/2037 | 0.11% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.11% |
| MSC 2012-C4 E 144A 05.6005 03/15/2045 | 0.11% |
| GNR 2016-H27 EI IO 01.9344 12/20/2066 | 0.11% |
| GNR 2013-182 SP IO 06.6066 12/20/2043 | 0.11% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.11% |
| OMIR 2019-1A B1B 04.4415 07/25/2029 | 0.11% |
| WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.11% |
| GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.11% |
| GNR 2017-H02 BI IO 02.4409 01/20/2067 | 0.11% |
| GSAA 2005-15 2A2 00.5915 01/25/2036 | 0.11% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.10% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.10% |
| GNR 2017-H08 EI IO 02.4185 02/20/2067 | 0.10% |
| BALTA 2005-10 11A1 00.5915 01/25/2036 | 0.10% |
| FNR 2016-65 CS IO 06.0085 09/25/2046 | 0.10% |
| MWST 2020-1 A 00.9915 10/25/2053 | 0.10% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.10% |
| GNR 2014-95 JI IO 04.5000 12/16/2039 | 0.10% |
| GNR 2015-H04 AI IO 01.6074 12/20/2064 | 0.10% |
| FHR 4451 CI IO 07.0000 03/15/2045 | 0.10% |
| GNR 2016-H26 KI IO 01.7065 11/20/2066 | 0.10% |
| GNR 2018-H08 FI IO 01.1105 06/20/2068 | 0.10% |
| STACR 2019-DNA2 M2 02.5415 03/25/2049 | 0.10% |
| WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.10% |
| GNR 2011-148 SN IO 06.6154 11/16/2041 | 0.10% |
| HVMLT 2004-11 1A 00.7934 01/19/2035 | 0.09% |
| OMIR 2017-1A B1 144A 05.8415 04/25/2027 | 0.09% |
| OMIR 2019-1A B1A 03.5915 07/25/2029 | 0.09% |
| GNR 2018-H05 BI IO 02.3962 02/20/2068 | 0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.09% |
| GNR 2016-164 IO IO 06.5000 12/20/2046 | 0.09% |
| JPMCC 2012-C6 E 144A 05.3126 05/15/2045 | 0.09% |
| 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.09% |
| FNR 2018-1 JI IO 05.0000 02/25/2048 | 0.09% |
| FNR 2019-60 BS IO 05.9585 10/25/2049 | 0.08% |
| FNR 2017-8 IO IO 06.0000 02/25/2047 | 0.08% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.08% |
| CAS 2018-C01 1M2 02.3415 07/25/2030 | 0.08% |
| GNR 2017-H16 KI IO 01.4609 08/20/2067 | 0.08% |
| JPMCC 2007-CB20 E 144A 06.3743 02/12/2051 | 0.08% |
| GNR 2016-H18 QI IO 02.7270 06/20/2066 | 0.08% |
| GNR 2018-91 SJ IO 06.1566 07/20/2048 | 0.08% |
| FNR 2012-132 PI IO 05.0000 10/25/2042 | 0.08% |
| GNR 2016-H17 DI IO 02.2163 07/20/2066 | 0.08% |
| GNR 2017-H14 EI IO 01.1984 06/20/2067 | 0.08% |
| FHS 324 C21 IO 06.0000 06/15/2039 | 0.08% |
| GNR 2012-H11 FI IO 01.2052 02/20/2062 | 0.08% |
| CWALT 2005-51 3A3A 00.7310 11/20/2035 | 0.07% |
| JPMBB 2013-C14 F 144A 03.5980 08/15/2046 | 0.07% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.07% |
| GNR 2017-H20 DI IO 02.2047 10/20/2067 | 0.07% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.07% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.07% |
| GNR 2012-H29 CI IO 01.3996 02/20/2062 | 0.06% |
| GNR 2015-H29 HI IO 02.1072 09/20/2065 | 0.06% |
| GNR 2017-H18 DI IO 02.1936 09/20/2067 | 0.06% |
| MWST 2020-2 A 00.8915 11/25/2053 | 0.06% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.06% |
| FNR 2011-134 SP IO 05.9085 02/25/2041 | 0.06% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.06% |
| CAS 2016-C03 1B 11.8415 10/25/2028 | 0.06% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.06% |
| GNR 2014-58 SA IO 06.0066 04/20/2044 | 0.06% |
| GNR 2017-H06 MI IO 02.2282 02/20/2067 | 0.06% |
| 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.06% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.06% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.06% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.06% |
| GNR 2017-H09 DI IO 01.8940 03/20/2067 | 0.06% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.06% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.06% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.06% |
| TREASURY BILL 00.0000 07/13/2021 | 0.06% |
| GNR 2015-40 KI IO 04.0000 07/20/2044 | 0.06% |
| WAMU 2004-AR12 A2B 01.0115 10/25/2044 | 0.06% |
| CFCRE 2011-C2 F 144A 05.2500 12/15/2047 | 0.05% |
| GNR 2013-6 AI IO 03.5000 08/20/2039 | 0.05% |
| CAS 2019-R05 1M2 02.0915 07/25/2039 | 0.05% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.05% |
| 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.05% |
| GNR 2018-77 IO IO 05.0000 06/20/2048 | 0.05% |
| JPALT 2007-A2 12A1 00.2915 06/25/2037 | 0.05% |
| SAMI 2006-AR7 A1A 00.5115 08/25/2036 | 0.05% |
| GNR 2015-165 IC IO 03.5000 07/16/2041 | 0.05% |
| FNR 2013-90 SD IO 06.5085 09/25/2043 | 0.05% |
| GNR 2017-H03 AI IO 02.5069 12/20/2066 | 0.05% |
| CWALT 2006-OA10 2A1 00.4715 08/25/2046 | 0.05% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.05% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.05% |
| GNR 2014-H25 BI IO 01.6810 12/20/2064 | 0.05% |
| GNR 2017-H20 HI IO 02.1844 10/20/2067 | 0.05% |
| JPMCC 2011-C3 E 144A 05.7068 02/15/2046 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.05% |
| FHR 4707 AI IO 04.0000 07/15/2047 | 0.05% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.05% |
| WFRBS 2012-C7 D 144A 04.9573 06/15/2045 | 0.05% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.05% |
| GNR 2020-15 CS IO 05.9566 02/20/2050 | 0.05% |
| MSBAM 2013-C11 D 144A 04.4964 08/15/2046 | 0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.05% |
| GNR 2016-H06 AI IO 01.6312 02/20/2066 | 0.05% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.04% |
| GNR 2011-135 DI IO 05.0000 04/16/2040 | 0.04% |
| GNR 2017-H19 MI IO 02.0613 04/20/2067 | 0.04% |
| GNR 2017-H22 EI IO 02.5057 10/20/2067 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.04% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.04% |
| GNR 2017-H06 BI IO 02.3655 02/20/2067 | 0.04% |
| GNR 2012-98 AI IO 04.5000 04/16/2042 | 0.04% |
| GNR 2017-136 IY IO 05.0000 03/20/2045 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.04% |
| FHR 3981 WS IO 06.4771 05/15/2041 | 0.04% |
| COMM 2012-CR3 E 144A 04.9079 10/15/2045 | 0.04% |
| GNR 2010-H20 IF IO 01.4367 10/20/2060 | 0.04% |
| GNR 2012-H10 AI IO 01.1901 12/20/2061 | 0.04% |
| GNR 2014-H21 AI IO 01.6665 10/20/2064 | 0.04% |
| GNR 2017-130 IB IO 04.0000 08/20/2047 | 0.04% |
| BSMF 2006-AR2 2A1 00.5515 09/25/2046 | 0.04% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.04% |
| STACR 2018-HQA2 M2 02.3915 10/25/2048 | 0.04% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.04% |
| FHR 4134 PI IO 03.0000 11/15/2042 | 0.04% |
| GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.04% |
| WAMU 2005-AR13 A1C4 00.9515 10/25/2045 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.04% |
| FHR 3984 DS IO 05.8771 01/15/2042 | 0.04% |
| FHR 4127 PI IO 04.5000 07/15/2042 | 0.04% |
| FNR 2012-90 DI IO 04.0000 03/25/2042 | 0.04% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.04% |
| GNR 2016-49 IO IO 04.5000 11/16/2045 | 0.03% |
| GNR 2017-26 EI IO 05.0000 02/20/2040 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.03% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.03% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.03% |
| GNR 2017-H03 EI IO 02.4633 01/20/2067 | 0.03% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.03% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.03% |
| JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.03% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.03% |
| GNR 2011-H15 AI IO 01.5284 06/20/2061 | 0.03% |
| FNR 2011-101 SA IO 05.8085 10/25/2041 | 0.03% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.03% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.03% |
| GNR 2016-H27 BI IO 02.4323 12/20/2066 | 0.03% |
| OPTN FN30 2.5 08/05/21 CALL 103.40625 JPMC | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| FNR 2012-103 SD IO 05.9585 09/25/2042 | 0.02% |
| FNR 2018-15 PI IO 04.0000 10/25/2047 | 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% |
| GNR 2017-H06 DI IO 01.7759 02/20/2067 | 0.02% |
| GNR 2017-H16 JI IO 02.2406 08/20/2067 | 0.02% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.02% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.02% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.02% |
| GNR 2013-H15 CI IO 01.7115 07/20/2063 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.02% |
| GNR 2016-29 IO IO 04.0000 02/16/2046 | 0.02% |
| JPMCC 2012-C6 G 144A 02.9720 05/15/2045 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.02% |
| CWHL 2006-OA5 2A1 00.4915 04/25/2046 | 0.02% |
| FHR 4604 QI IO 03.5000 07/15/2046 | 0.02% |
| GNR 2014-161 HI IO 04.5000 06/20/2044 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.02% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.02% |
| 1.465 R ISWP US0003M P 04/15/2031 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.02% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.02% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.02% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.02% |
| GNR 2011-H16 FI IO 01.0302 07/20/2061 | 0.02% |
| GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| CAS 2016-C01 1B 11.8415 08/25/2028 | 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.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| FHR 4386 IL IO 04.0000 12/15/2043 | 0.02% |
| GNR 2017-H08 NI IO 02.2620 03/20/2067 | 0.02% |
| SAMI 2007-AR1 2A1 00.2715 01/25/2037 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| CSMC 2008-C1 AJ 144A 05.9967 02/15/2041 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.02% |
| GNR 2019-78 SJ IO 05.9566 06/20/2049 | 0.02% |
| INDX 2006-AR11 2A1 02.9764 06/25/2036 | 0.02% |
| CAS 2016-C05 2M2 04.5415 01/25/2029 | 0.02% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.02% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| OPTN FN30 2.5 07/07/21 CALL 103.375 JPMC | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.02% |
| GNR 2019-99 KS IO 05.9566 08/20/2049 | 0.02% |
| GNR 2019-H14 IB IO 02.1758 08/20/2069 | 0.02% |
| GSAA 2006-8 2A2 00.4515 05/25/2036 | 0.02% |
| 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% |
| GNR 2016-H24 IO IO 02.1419 09/20/2066 | 0.01% |
| GNR 2017-H09 IO IO 01.8215 04/20/2067 | 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 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CWALT 2006-OA7 1A2 01.0563 06/25/2046 | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| GNR 2012-H29 AI IO 01.3877 10/20/2062 | 0.01% |
| GNR 2012-H29 FI IO 01.3877 10/20/2062 | 0.01% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.01% |
| GNR 2016-77 SL IO 06.0566 03/20/2043 | 0.01% |
| GNR 2017-H11 DI IO 01.8540 05/20/2067 | 0.01% |
| GNR 2017-H14 DI IO 01.6998 06/20/2067 | 0.01% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | 0.01% |
| FNR 2010-35 SG IO 06.3085 04/25/2040 | 0.01% |
| FNR 2012-49 QI IO 04.5000 12/25/2040 | 0.01% |
| 1.465 R ISWP FWD US0003M P 06/14/2031 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.01% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.01% |
| GNR 2017-11 PI IO 04.0000 12/20/2046 | 0.01% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.01% |
| GNR 2017-H03 HI IO 01.5766 01/20/2067 | 0.01% |
| FHR 3852 SC IO 06.5771 04/15/2040 | 0.01% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.01% |
| GNR 2015-H13 AI IO 01.9292 06/20/2065 | 0.01% |
| 1.45 R ISWP FWD US0003M P 06/23/2031 | 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% |
| FNR 2012-36 SN IO 06.3585 04/25/2042 | 0.01% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.01% |
| GNR 2015-H03 DI IO 01.6753 01/20/2065 | 0.01% |
| GNR 2016-H23 NI IO 02.3686 10/20/2066 | 0.01% |
| 1.46 R ISWP FWD US0003M P 07/15/2031 | 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% |
| FHR 4076 MS IO 06.6271 07/15/2040 | 0.01% |
| FHR 4425 WI IO 04.0000 03/15/2043 | 0.01% |
| FNR 2016-24 CI IO 04.0000 02/25/2046 | 0.01% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.01% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.01% |
| GNR 2012-H06 AI IO 01.3225 01/20/2062 | 0.01% |
| GNR 2015-106 CI IO 04.0000 05/20/2045 | 0.01% |
| GNR 2015-52 IK IO 03.5000 04/20/2045 | 0.01% |
| MHL 2005-3 M4 01.0365 08/25/2035 | 0.01% |
| 1.457 R ISWP FWD US0003M P 07/09/2031 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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-.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 4475 CI IO 03.5000 01/15/2044 | 0.01% |
| FHR 4550 AI IO 03.0000 10/15/2040 | 0.01% |
| FNR 2011-4 CS 12.7170 05/25/2040 | 0.01% |
| FNR 2017-78 KI IO 03.5000 10/25/2047 | 0.01% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.01% |
| GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.01% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.01% |
| GNR 2015-H15 JI IO 01.9513 06/20/2065 | 0.01% |
| GNR 2015-H25 AI IO 01.6077 09/20/2065 | 0.01% |
| SWPTN 3MX10Y R 1.504 USD 09/29/2021 CI | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 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% |
| FHR 3829 AS IO 06.8771 03/15/2041 | 0.01% |
| FHR 3904 NI IO 03.5000 08/15/2026 | 0.01% |
| FHR 4386 LI IO 04.0000 02/15/2043 | 0.01% |
| FHR 4694 GI IO 04.0000 02/15/2043 | 0.01% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.01% |
| GNR 2010-H19 BI IO 01.4462 08/20/2060 | 0.01% |
| GNR 2011-156 SK IO 06.5066 04/20/2038 | 0.01% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.01% |
| GNR 2015-144 IA IO 04.0000 01/16/2043 | 0.01% |
| GNR 2015-H20 CI IO 02.1970 08/20/2065 | 0.01% |
| GNR 2015-H26 EI IO 01.7202 10/20/2065 | 0.01% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.01% |
| GNR 2016-H02 HI IO 01.5420 01/20/2066 | 0.01% |
| GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.01% |
| 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.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| GNR 2010-H22 CI IO 02.3626 10/20/2060 | 0.00% |
| GNR 2013-H24 AI IO 01.4156 09/20/2063 | 0.00% |
| GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.00% |
| GNR 2015-H10 CI IO 01.7966 04/20/2065 | 0.00% |
| GNR 2015-H10 HI IO 01.7523 04/20/2065 | 0.00% |
| GNR 2015-H14 BI IO 01.5389 05/20/2065 | 0.00% |
| GNR 2015-H20 AI IO 01.8149 08/20/2065 | 0.00% |
| GNR 2015-H23 DI IO 01.8493 09/20/2065 | 0.00% |
| GNR 2015-H25 EI IO 01.8517 10/20/2065 | 0.00% |
| GNR 2015-H26 DI IO 01.9199 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 06.0066 10/20/2045 | 0.00% |
| UBSBB 2012-C2 E 144A 05.0437 05/10/2063 | 0.00% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.00% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.00% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 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 2015-149 KI IO 04.0000 10/20/2045 | 0.00% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.00% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.00% |
| GNR 2015-H24 BI IO 01.5903 08/20/2065 | 0.00% |
| GNR 2015-H25 BI IO 01.9644 10/20/2065 | 0.00% |
| GNR 2015-H25 CI IO 01.9391 10/20/2065 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| FHR 4299 JI IO 04.0000 07/15/2043 | 0.00% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.00% |
| FHR 4560 PI IO 03.5000 05/15/2045 | 0.00% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2011-H07 FI IO 01.2300 02/20/2061 | 0.00% |
| GNR 2013-182 SY IO 06.0066 12/20/2043 | 0.00% |
| GNR 2013-H14 XI IO 01.5973 03/20/2063 | 0.00% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.00% |
| GNR 2014-139 NI IO 03.5000 08/20/2028 | 0.00% |
| GNR 2014-60 SE IO 06.0066 04/20/2044 | 0.00% |
| GNR 2014-H13 BI IO 01.5299 05/20/2064 | 0.00% |
| GNR 2015-187 JI IO 04.0000 03/20/2045 | 0.00% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.00% |
| GNR 2015-96 NI IO 03.5000 01/20/2039 | 0.00% |
| GNR 2015-H16 XI IO 02.2729 07/20/2065 | 0.00% |
| GNR 2015-H18 IA IO 01.8228 06/20/2065 | 0.00% |
| GNR 2015-H22 EI IO 01.5967 08/20/2065 | 0.00% |
| GNR 2015-H23 BI IO 01.7460 09/20/2065 | 0.00% |
| GNR 2015-H24 HI IO 02.0571 09/20/2065 | 0.00% |
| GNR 2015-H26 GI IO 01.7905 10/20/2065 | 0.00% |
| GNR 2016-H08 GI IO 01.4212 04/20/2066 | 0.00% |
| GNR 2017-17 EI IO 04.0000 09/20/2044 | 0.00% |
| GNR 2017-H06 EI IO 01.5857 02/20/2067 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.00% |
| FHR 4074 KS IO 06.6271 02/15/2041 | 0.00% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.00% |
| FHR 4500 GI IO 04.0000 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% |
| FNR 2017-15 LI IO 04.0000 06/25/2046 | 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 2014-100 LI IO 04.5000 10/16/2043 | 0.00% |
| GNR 2014-98 AI IO 04.5000 10/20/2041 | 0.00% |
| GNR 2014-H09 AI IO 01.4040 01/20/2064 | 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-H09 BI IO 01.6768 03/20/2065 | 0.00% |
| GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.00% |
| GNR 2016-H04 KI IO 01.5266 02/20/2066 | 0.00% |
| SWPTN 7WX10Y R 1.473 USD 08/09/2021 GS | 0.00% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 CG | 0.00% |
| FHR 4000 LI IO 04.0000 02/15/2042 | 0.00% |
| FHR 4033 SC IO 06.4771 10/15/2036 | 0.00% |
| FHR 4580 ID IO 03.5000 08/15/2045 | 0.00% |
| FNR 2010-140 GS IO 05.9085 07/25/2039 | 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 2011-22 PS IO 05.9066 07/20/2040 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.00% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.00% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.00% |
| OPTN FN30 3.0 07/07/21 CALL 104.421875 JPMC | 0.00% |
| UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 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.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-.14 2072-12-15 300.0 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-.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-.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 3714 KI IO 04.5000 11/15/2039 | 0.00% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.00% |
| FHR 4413 HI IO 03.5000 03/15/2040 | 0.00% |
| FHR 4501 BI IO 03.5000 10/15/2043 | 0.00% |
| FHR 4663 KI IO 03.5000 11/15/2042 | 0.00% |
| FNR 2013-41 SP IO 06.1085 06/25/2040 | 0.00% |
| FNR 2014-95 TI IO 04.0000 05/25/2039 | 0.00% |
| FNR 2016-97 KI IO 03.0000 06/25/2040 | 0.00% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.00% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.00% |
| OPTN FN30 3.5 07/07/21 CALL 105.53125 JPMC | 0.00% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 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-.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 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-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.00% |
| 0.334 R ISWP US0003M P 07/01/2023 | -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 5WX5Y R 0.98 USD 07/26/2021 CI | -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 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -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-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| SWPTN 5WX5Y P 0.98 USD 07/26/2021 CI | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.01% |
| CMB CMBX.NA.BBB-.13 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% |
| SWPTN 7WX10Y P 1.473 USD 08/09/2021 GS | -0.01% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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-.7 2047-01-17 300.0 01/17/2047 JP | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| OPTN FN30 3.0 07/07/21 PUT 104.421875 JPMC | -0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| OPTN FN30 2.5 07/07/21 PUT 103.375 JPMC | -0.01% |
| SWPTN 3MX10Y P 1.504 USD 09/29/2021 CI | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 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.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | -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 | -0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.03% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.03% |
| OPTN FN30 3.5 07/07/21 PUT 105.53125 JPMC | -0.03% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -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% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.03% |
| 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 MS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| OPTN FN30 2.5 08/05/21 PUT 103.40625 JPMC | -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% |
| 1.525 R ISWP US0003M P 03/15/2031 | -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.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.05% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -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.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.06% |
| CMB CMBX.NA.BB.13 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.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.06% |
| 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 | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.09% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.09% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.11% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.11% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.11% |
| 0.35 R ISWP FWD US0003M P 07/06/2025 | -0.12% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.16% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.16% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.17% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.22% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.23% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.24% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.26% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.37% |
| 0.30 R ISWP FWD US0003M P 09/15/2023 | -0.41% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.46% |
| GNMA GII30 TBA 03.5000 07/01/2051 | -0.59% |
| 0.556 R ISWP US0003M P 08/05/2030 | -0.99% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -1.35% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -3.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -4.83% |
| FNMA FN30 TBA UMBS 02.0000 07/01/2051 | -19.29% |
| US 2YR NOTE (CBT) SEP21 TUU1 | -235.51% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2051 | 7.47% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 06/01/2051 | 5.22% |
| FNMA FN30 TBA UMBS 03.0000 07/01/2051 | 3.44% |
| TREASURY BILL 00.0000 06/03/2021 | 2.58% |
| CASH MGMT BILL 00.0000 09/07/2021 | 2.36% |
| TREASURY BILL 00.0000 06/10/2021 | 2.04% |
| FNMA FN30 TBA UMBS 04.0000 06/01/2051 | 1.76% |
| CASH MGMT BILL 00.0000 08/03/2021 | 1.65% |
| TREASURY BILL 00.0000 06/01/2021 | 1.65% |
| TREASURY BILL 00.0000 07/20/2021 | 1.43% |
| STACR 2019-HQA2 B2 11.3416 04/25/2049 | 1.36% |
| TREASURY BILL 00.0000 07/06/2021 | 1.21% |
| GNMA GII30 TBA 04.0000 06/01/2051 | 1.17% |
| 0.564 R ISWP US0003M P 09/08/2030 | 1.12% |
| 0.724 R ISWP US0003M P 11/04/2030 | 0.96% |
| FNR 2020-76 GI IO 04.0000 11/25/2050 | 0.89% |
| 0.717 R ISWP FWD US0003M P 10/07/2030 | 0.89% |
| STACR 2015-DNA2 B 07.6416 12/25/2027 | 0.84% |
| GNR 2019-121 SD IO 05.9008 10/20/2049 | 0.78% |
| CASH MGMT BILL 00.0000 09/21/2021 | 0.77% |
| CAS 2019-R03 1B1 04.1916 09/25/2031 | 0.73% |
| GNR 2020-7 SK IO 05.9508 01/20/2050 | 0.70% |
| CAS 2017-C07 2M2 02.5916 05/25/2030 | 0.69% |
| FNR 2019-75 KS IO 05.9084 11/25/2049 | 0.66% |
| GNR 2020-H04 AI IO 02.3014 02/20/2070 | 0.66% |
| TREASURY BILL 00.0000 06/29/2021 | 0.66% |
| GNR 2019-158 AS IO 06.0491 09/16/2043 | 0.63% |
| MCAS 2020-01 M10 144A 03.8416 03/25/2050 | 0.62% |
| GNR 2021-57 SD IO 06.2008 03/20/2051 | 0.61% |
| FNR 2011-126 SJ IO 05.9084 12/25/2041 | 0.61% |
| FNMA FN30 TBA UMBS 05.0000 06/01/2051 | 0.60% |
| SHRP 2020-1 NOTE 03.0470 07/25/2024 | 0.60% |
| FNR 2016-54 SD IO 05.9084 08/25/2046 | 0.60% |
| CAS 2015-C04 1M2 05.7916 04/25/2028 | 0.58% |
| CAS 2017-C04 2B1 05.1416 11/25/2029 | 0.58% |
| CCMFC 2006-4A A2 00.2716 11/25/2047 | 0.58% |
| STACR 2018-HQA2 B1 04.3416 10/25/2048 | 0.57% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2051 | 0.57% |
| STACR 2020-HQA2 B1 04.1916 03/25/2050 | 0.56% |
| RMIR 2020-1 B1 P/P 144A 03.0916 01/25/2030 | 0.56% |
| CAS 2017-C05 1M2C 02.2916 01/25/2030 | 0.56% |
| AHM 2007-1 GA1C 00.2816 05/25/2047 | 0.55% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.53% |
| CAS 2016-C03 2B 12.8416 10/25/2028 | 0.53% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.53% |
| GNR 2019-83 JS IO 06.0008 07/20/2049 | 0.52% |
| STACR 2020-DNA3 B2 09.4416 06/25/2050 | 0.50% |
| GNR 2019-H03 AI IO 02.2574 11/20/2068 | 0.50% |
| GNR 2019-137 GI IO 04.0000 11/20/2049 | 0.49% |
| FNR 2021-25 IJ IO 03.5000 05/25/2051 | 0.48% |
| FHR 4752 PS IO 06.0991 11/15/2047 | 0.47% |
| STACR 2018-DNA3 B2 07.8416 09/25/2048 | 0.47% |
| TMIR 2019-1 B1 144A 04.2416 11/26/2029 | 0.47% |
| SPST 2021-6 A 00.8925 04/25/2022 | 0.47% |
| STACR 2019-DNA2 B2 10.5916 03/25/2049 | 0.47% |
| FNR 2021-5 PI IO 03.5000 02/25/2051 | 0.46% |
| STACR 2017-DNA1 B1 05.0416 07/25/2029 | 0.46% |
| FHR 5115 IK IO 04.5000 12/25/2050 | 0.45% |
| GNR 2019-78 SM IO 06.0008 06/20/2049 | 0.45% |
| GNR 2014-131 BS IO 06.0991 09/16/2044 | 0.45% |
| FNR 2019-66 SC IO 05.9084 11/25/2049 | 0.45% |
| CAS 2017-C06 2B1 04.5416 02/25/2030 | 0.43% |
| GNR 2021-49 SB IO 06.2008 03/20/2051 | 0.43% |
| MRAIT 2020-2 A2 | 0.43% |
| MRAIT 2021-8 A1X 01.2601 10/15/2021 | 0.43% |
| FHR 5057 SC IO 05.9991 12/15/2048 | 0.42% |
| MRAIT 2020-12 A1X 01.4509 07/15/2021 | 0.42% |
| GNR 2018-H01 AI IO 02.3506 01/20/2068 | 0.42% |
| FNR 2019-18 SH IO 06.0584 05/25/2049 | 0.42% |
| FNR 2021-15 JI IO 04.5000 04/25/2051 | 0.41% |
| COMM 2012-CR4 B 144A 03.7030 10/15/2045 | 0.41% |
| GNR 2015-182 IC IO 04.5000 12/20/2045 | 0.41% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.41% |
| FNR 2019-18 SL IO 06.0084 05/25/2049 | 0.40% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.40% |
| MSBAM 2012-C6 G 144A 04.5000 11/15/2045 | 0.40% |
| COMM 2015-CR26 D 03.4790 10/10/2048 | 0.40% |
| COMM 2014-CR17 E 144A 04.8482 05/10/2047 | 0.39% |
| COMM 2014-CR19 D 144A 04.7080 08/10/2047 | 0.39% |
| GNR 2020-98 ES IO 06.1008 07/20/2050 | 0.39% |
| GNR 2021-59 SU IO 06.2008 04/20/2051 | 0.39% |
| FNR 2016-85 SL IO 06.0084 11/25/2046 | 0.38% |
| GNR 2020-4 IO IO 05.0000 01/20/2050 | 0.38% |
| MSBAM 2016-C29 C 04.7450 05/15/2049 | 0.38% |
| SPST 2020-6 A 01.8425 09/07/2021 | 0.38% |
| GSMS 2014-GC24 D 144A 04.5363 09/10/2047 | 0.37% |
| STACR 2019-DNA3 B2 08.2416 07/25/2049 | 0.37% |
| WFRBS 2013-C15 D 144A 04.4790 08/15/2046 | 0.37% |
| JPMCC 2012-CBX B 04.8452 06/15/2045 | 0.37% |
| BMIR 2017-1 B1 144A 04.8416 10/25/2027 | 0.36% |
| UBSBB 2013-C6 B 144A 03.8751 04/10/2046 | 0.36% |
| GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.36% |
| STACR 2018-HQA2 B2 11.0916 10/25/2048 | 0.36% |
| FNR 2019-26 SM IO 05.9584 06/25/2049 | 0.36% |
| GNR 2014-3 SM IO 06.0008 01/20/2044 | 0.35% |
| SPST 2020-13 A 01.5925 10/10/2021 | 0.34% |
| JPMBB 2014-C18 D 144A 04.7999 02/15/2047 | 0.34% |
| SPST 2020-15 A 01.4625 12/10/2021 | 0.34% |
| GNR 2017-H05 CI IO 02.2309 02/20/2067 | 0.34% |
| JPMCC 2013-LC11 D 04.1667 04/15/2046 | 0.33% |
| COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.32% |
| COMM 2014-CR16 C 04.9263 04/10/2047 | 0.32% |
| FNR 2019-17 JS IO 06.0084 04/25/2049 | 0.32% |
| GNR 2017-H08 DI IO 02.5705 02/20/2067 | 0.32% |
| FHR 5023 YI IO 03.0000 10/25/2050 | 0.31% |
| GNR 2019-H15 CI IO 01.1064 07/20/2069 | 0.31% |
| GNR 2014-27 S IO 06.0008 02/20/2044 | 0.31% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.31% |
| MRAIT 2021-EBO4 A1X 01.8493 02/16/2022 | 0.31% |
| FNR 2020-24 IB IO 03.0000 04/25/2050 | 0.30% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.30% |
| GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.30% |
| CGCMT 2012-GC8 C 144A 04.8756 09/10/2045 | 0.30% |
| FNR 2016-78 CS IO 06.0084 05/25/2039 | 0.30% |
| CAS 2017-C03 1M2 03.0916 10/25/2029 | 0.30% |
| CAS 2017-C06 2M2 02.8916 02/25/2030 | 0.30% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.30% |
| FHR 4933 SA IO 05.9084 12/25/2049 | 0.30% |
| COMM 2015-LC19 D 144A 02.8670 02/10/2048 | 0.29% |
| FNR 2021-18 IY IO 04.5000 08/25/2049 | 0.29% |
| DBUBS 2011-LC2A D 144A 05.3893 07/10/2044 | 0.29% |
| STACR 2019-DNA1 M2 02.7416 01/25/2049 | 0.29% |
| FHR 4990 SP IO 06.0084 07/25/2050 | 0.29% |
| GNR 2013-9 S IO 06.6508 01/20/2043 | 0.29% |
| WFRBS 2012-C9 E 144A 04.8091 11/15/2045 | 0.28% |
| GSMS 2019-GC38 D 144A 03.0000 02/10/2052 | 0.28% |
| GSAA 2006-1 A1 00.2716 01/25/2036 | 0.27% |
| STACR 2019-DNA1 B2 10.8416 01/25/2049 | 0.27% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.27% |
| UBSCM 2012-C1 D 144A 05.5686 05/10/2045 | 0.27% |
| BACM 2016-UB10 D 144A 03.0000 07/15/2049 | 0.27% |
| MSBAM 2015-C23 D 144A 04.1442 07/15/2050 | 0.26% |
| JPMBB 2013-C12 E 144A 04.0989 07/15/2045 | 0.26% |
| FHR 4808 SD IO 06.0991 07/15/2048 | 0.26% |
| GNR 2019-143 HS IO 05.9508 09/20/2049 | 0.26% |
| 0.30 R ISWP FWD US0003M P 06/16/2023 | 0.26% |
| GNR 2017-156 SL IO 06.1008 10/20/2047 | 0.26% |
| ARRW 2020-1 M1 04.2770 03/25/2055 | 0.26% |
| CAS 2017-C06 1M2 02.7416 02/25/2030 | 0.26% |
| JPMBB 2013-C12 C 04.0989 07/15/2045 | 0.26% |
| GNR 2017-H21 AI IO 02.3212 10/20/2067 | 0.26% |
| GNR 2020-112 MS IO 06.2008 08/20/2050 | 0.25% |
| COMM 2014-UBS3 D 144A 04.7680 06/10/2047 | 0.25% |
| GNR 2019-35 SE IO 06.0491 01/16/2044 | 0.25% |
| WFCM 2016-BNK1 C 03.0710 08/15/2049 | 0.24% |
| COMM 2014-CR17 D 144A 04.8482 05/10/2047 | 0.24% |
| JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.24% |
| BALTA 2005-8 21A1 02.5528 10/25/2035 | 0.24% |
| GNR 2014-188 IB IO 04.0000 12/20/2044 | 0.24% |
| GSMS 2013-GC10 D P/P 144A 04.4017 02/10/2046 | 0.24% |
| MRAIT 2020-11 A1X 01.8009 04/22/2022 | 0.24% |
| FNR 2018-36 SD IO 06.1584 06/25/2048 | 0.23% |
| MSBAM 2013-C12 E 144A 04.7626 10/15/2046 | 0.23% |
| OPTN FN30 2.5 07/07/21 CALL 103.375 JPMC | 0.23% |
| CSAIL 2018-C14 D 144A 04.8900 11/15/2051 | 0.23% |
| JPMBB 2014-C22 B 04.5531 09/15/2047 | 0.23% |
| BANK 2017-BNK9 D 144A 02.8000 11/15/2054 | 0.23% |
| GNR 2018-H02 HI IO 02.3398 01/20/2068 | 0.23% |
| MSBAM 2013-C10 F 144A 04.0807 07/15/2046 | 0.23% |
| SCRT 2017-3 M2 04.7500 07/25/2056 | 0.22% |
| CSMC 2020-SPT1 M1 03.3880 04/25/2065 | 0.22% |
| 1.65 R ISWP FWD US0003M P 06/16/2031 | 0.22% |
| FHR 3346 SC IO 06.4491 10/15/2033 | 0.22% |
| GNR 2017-H04 BI IO 02.4691 02/20/2067 | 0.22% |
| BALTA 2006-6 1A1 00.4116 11/25/2036 | 0.22% |
| CASH MGMT BILL 00.0000 08/24/2021 | 0.22% |
| STACR 2015-HQA1 B 08.8916 03/25/2028 | 0.22% |
| GNR 2018-H07 IE IO 02.3907 02/20/2068 | 0.22% |
| GNR 2021-42 IG IO 03.0000 03/20/2051 | 0.22% |
| FHR 4926 SP IO 05.9084 08/25/2049 | 0.21% |
| GNR 2017-H20 GI IO 02.2919 09/20/2067 | 0.21% |
| GNR 2018-72 IC IO 04.0000 05/20/2045 | 0.21% |
| WFRBS 2012-C10 D 144A 04.4260 12/15/2045 | 0.21% |
| JPMCC 2011-C3 D 144A 05.5227 02/15/2046 | 0.21% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.21% |
| BBCMS 2019-C4 E 144A 03.2500 08/15/2052 | 0.21% |
| WFCM 2012-LC5 D 144A 04.7577 10/15/2045 | 0.21% |
| EMIR 2020-1 B1 144A 02.9416 01/25/2030 | 0.21% |
| GSMS 2013-GC13 D 144A 04.0840 07/10/2046 | 0.21% |
| MRAIT 2021-EBO1 A1X 01.8601 10/08/2021 | 0.21% |
| MSBAM 2013-C10 E 144A 04.0807 07/15/2046 | 0.21% |
| GSR 2007-OA1 2A3A 00.4016 05/25/2037 | 0.20% |
| MSBAM 2014-C14 D 144A 05.0498 02/15/2047 | 0.20% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.20% |
| BANK 2018-BN10 D 144A 02.6000 02/15/2061 | 0.20% |
| BBCMS 2019-C4 D 144A 03.2500 08/15/2052 | 0.19% |
| COMM 2014-UBS4 C 04.6493 08/10/2047 | 0.19% |
| CSAIL 2020-C19 D 144A 02.5000 03/15/2053 | 0.19% |
| GNR 2017-H10 MI IO 01.8564 04/20/2067 | 0.18% |
| JPMBB 2014-C22 C 04.5531 09/15/2047 | 0.18% |
| GNR 2017-H22 DI IO 02.3824 11/20/2067 | 0.18% |
| WFRBS 2012-C7 E 144A 04.8034 06/15/2045 | 0.18% |
| CMLTI 2007-AR5 1A1A 02.8797 04/25/2037 | 0.18% |
| GNR 2014-H08 CI IO 01.4761 03/20/2064 | 0.18% |
| UBSBB 2012-C4 D 144A 04.4671 12/10/2045 | 0.18% |
| MRAFT 2020-4 A1 01.4451 04/23/2023 | 0.18% |
| MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.18% |
| COMM 2014-UBS3 C 04.7380 06/10/2047 | 0.17% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.17% |
| GNR 2014-H23 BI IO 01.5700 11/20/2064 | 0.17% |
| GSMS 2014-GC20 C 04.9561 04/10/2047 | 0.17% |
| FNR 2010-99 NI IO 06.0000 09/25/2040 | 0.16% |
| STACR 2019-HQA1 B2 12.3416 02/25/2049 | 0.16% |
| CAS 2017-C07 2B1 04.5416 05/25/2030 | 0.16% |
| MSC 2012-C4 D 144A 05.4182 03/15/2045 | 0.16% |
| GNR 2010-125 SD IO 06.5791 01/16/2040 | 0.16% |
| GNR 2013-167 SG IO 06.0508 11/20/2043 | 0.16% |
| FHR 4789 AS IO 06.0991 05/15/2048 | 0.16% |
| GNR 2017-H20 AI IO 02.2344 10/20/2067 | 0.16% |
| CAS 2016-C06 1B 09.3416 04/25/2029 | 0.16% |
| GSMS 2011-GC3 E 144A 05.0000 03/10/2044 | 0.16% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.16% |
| LHOME 2021-RTL1 A1 02.0900 09/25/2026 | 0.15% |
| STACR 2016-DNA1 B 10.0916 07/25/2028 | 0.15% |
| FNR 2016-83 BS IO 06.0084 11/25/2046 | 0.15% |
| MSBAM 2017-C34 D 144A 02.7000 11/15/2052 | 0.15% |
| SAMI 2006-AR7 A1BG 00.2116 08/25/2036 | 0.15% |
| GNR 2019-H09 EI IO 02.2465 04/20/2069 | 0.15% |
| MSC 2011-C3 G 144A 05.2155 07/15/2049 | 0.15% |
| STACR 2015-HQA2 B 10.5916 05/25/2028 | 0.15% |
| JPMCC 2011-C5 D 144A 05.4224 08/15/2046 | 0.15% |
| BMARK 2019-B13 D 144A 02.5000 08/15/2057 | 0.15% |
| JPMCC 2011-C4 C 144A 05.3844 07/15/2046 | 0.15% |
| MRAFT 2020-5 A1 01.0951 08/10/2023 | 0.15% |
| GNR 2018-H11 JI IO 02.1672 07/20/2068 | 0.15% |
| STACR 2017-DNA3 B1 04.5416 03/25/2030 | 0.14% |
| GNR 2018-H01 IB IO 01.6142 01/20/2068 | 0.14% |
| CWALT 2006-OA19 A1 00.2793 02/20/2047 | 0.14% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.14% |
| CWALT 2006-OA10 4A1 00.4716 08/25/2046 | 0.14% |
| GNR 2016-H24 CI IO 01.7065 10/20/2066 | 0.14% |
| CWALT 2006-OA10 3A1 00.4716 08/25/2046 | 0.14% |
| GNR 2018-H02 IM IO 02.3313 02/20/2068 | 0.14% |
| GNR 2015-H01 BI IO 01.5702 01/20/2065 | 0.14% |
| GNR 2016-H22 IO IO 01.8743 10/20/2066 | 0.14% |
| GSMS 2010-C1 D 144A 06.1540 08/10/2043 | 0.14% |
| STACR 2020-DNA4 M2 03.8416 08/25/2050 | 0.14% |
| UBSCM 2012-C1 E 144A 05.0000 05/10/2045 | 0.14% |
| GNR 2016-H27 EI IO 01.9539 12/20/2066 | 0.13% |
| GNR 2018-H11 AI IO 02.1435 02/20/2068 | 0.13% |
| BMARK 2019-B11 D 144A 03.0000 05/15/2052 | 0.13% |
| WFCM 2013-LC12 D 144A 04.3086 07/15/2046 | 0.13% |
| CGCMT 2014-GC25 D 144A 03.5480 10/10/2047 | 0.13% |
| GNR 2016-H21 AI IO 02.3944 09/20/2066 | 0.13% |
| GNR 2013-99 AS IO 05.9508 06/20/2043 | 0.13% |
| GNR 2017-H16 CI IO 01.6645 07/20/2067 | 0.13% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.13% |
| CGCMT 2017-P7 C 04.3448 04/14/2050 | 0.13% |
| GNR 2016-150 I IO 05.0000 11/20/2046 | 0.13% |
| BALTA 2005-7 21A1 02.8760 09/25/2035 | 0.13% |
| GNR 2017-H02 BI IO 02.4480 01/20/2067 | 0.13% |
| GNR 2017-H03 DI IO 02.6341 12/20/2066 | 0.13% |
| WFRBS 2014-LC14 D 144A 04.5860 03/15/2047 | 0.12% |
| GNR 2017-H14 JI IO 02.2619 06/20/2067 | 0.12% |
| GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.12% |
| FHR 4560 IO IO 05.8360 05/15/2039 | 0.12% |
| GNR 2017-H08 EI IO 02.4326 02/20/2067 | 0.12% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.12% |
| WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.12% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.11% |
| GNR 2013-182 SP IO 06.6008 12/20/2043 | 0.11% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.11% |
| COMM 2014-UBS6 C 04.4452 12/10/2047 | 0.11% |
| GNR 2014-H06 BI IO 01.4694 02/20/2064 | 0.11% |
| CMLTI 2007-AMC3 A2D 00.4416 03/25/2037 | 0.11% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.11% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.11% |
| MSC 2012-C4 E 144A 05.4182 03/15/2045 | 0.11% |
| BALTA 2005-10 11A1 00.5916 01/25/2036 | 0.11% |
| GNR 2015-H04 AI IO 01.6089 12/20/2064 | 0.11% |
| GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.11% |
| GNR 2018-H08 FI IO 01.4957 06/20/2068 | 0.11% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.11% |
| GNR 2016-H26 KI IO 01.7456 11/20/2066 | 0.11% |
| GSAA 2005-15 2A2 00.5916 01/25/2036 | 0.11% |
| FNR 2016-65 CS IO 06.0084 09/25/2046 | 0.11% |
| OMIR 2019-1A B1B 04.4416 07/25/2029 | 0.11% |
| MWST 2020-1 A 00.9916 10/25/2053 | 0.10% |
| GNR 2014-95 JI IO 04.5000 12/16/2039 | 0.10% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.10% |
| FHR 4451 CI IO 07.0000 03/15/2045 | 0.10% |
| GNR 2017-H16 KI IO 01.4736 08/20/2067 | 0.10% |
| STACR 2019-DNA2 M2 02.5416 03/25/2049 | 0.10% |
| GNR 2011-148 SN IO 06.5891 11/16/2041 | 0.10% |
| GNR 2018-H05 BI IO 02.3953 02/20/2068 | 0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.09% |
| FNR 2019-60 BS IO 05.9584 10/25/2049 | 0.09% |
| HVMLT 2004-11 1A 00.7975 01/19/2035 | 0.09% |
| GNR 2016-164 IO IO 06.5000 12/20/2046 | 0.09% |
| OMIR 2017-1A B1 144A 05.8416 04/25/2027 | 0.09% |
| FNR 2018-1 JI IO 05.0000 02/25/2048 | 0.09% |
| OMIR 2019-1A B1A 03.5916 07/25/2029 | 0.09% |
| GNR 2016-H18 QI IO 03.0015 06/20/2066 | 0.09% |
| FHS 324 C21 IO 06.0000 06/15/2039 | 0.09% |
| FNR 2017-8 IO IO 06.0000 02/25/2047 | 0.08% |
| OPTN FN30 3.0 07/07/21 CALL 104.421875 JPMC | 0.08% |
| GNR 2017-H14 EI IO 01.5783 06/20/2067 | 0.08% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.08% |
| FNR 2012-132 PI IO 05.0000 10/25/2042 | 0.08% |
| GNR 2016-H17 DI IO 02.2551 07/20/2066 | 0.08% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.08% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.08% |
| GNR 2017-H13 QI IO 02.1659 06/20/2067 | 0.08% |
| GNR 2018-91 SJ IO 06.1508 07/20/2048 | 0.08% |
| CAS 2018-C01 1M2 02.3416 07/25/2030 | 0.08% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.08% |
| JPMCC 2007-CB20 E 144A 06.1687 02/12/2051 | 0.08% |
| GNR 2012-H11 FI IO 01.2149 02/20/2062 | 0.08% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.07% |
| GNR 2017-H20 DI IO 02.2058 10/20/2067 | 0.07% |
| GNR 2017-H06 MI IO 02.2296 02/20/2067 | 0.07% |
| GNR 2017-H18 DI IO 02.3180 09/20/2067 | 0.07% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.07% |
| COMM 2012-CR3 E 144A 04.7497 10/15/2045 | 0.07% |
| CWALT 2005-51 3A3A 00.7393 11/20/2035 | 0.07% |
| JPMCC 2012-C6 E 144A 05.1413 05/15/2045 | 0.07% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.07% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.07% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.07% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.07% |
| GNR 2012-H29 CI IO 01.4148 02/20/2062 | 0.07% |
| GNR 2015-H29 HI IO 02.1074 09/20/2065 | 0.07% |
| JPMBB 2013-C14 F 144A 03.5980 08/15/2046 | 0.07% |
| FNR 2011-134 SP IO 05.9084 02/25/2041 | 0.06% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.06% |
| GNR 2017-H09 DI IO 01.9071 03/20/2067 | 0.06% |
| MWST 2020-2 A 00.8916 11/25/2053 | 0.06% |
| 1.765 R ISWP US0003M P 04/01/2031 | 0.06% |
| CAS 2019-R05 1M2 02.0916 07/25/2039 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.06% |
| GNR 2014-58 SA IO 06.0008 04/20/2044 | 0.06% |
| 1.734 R ISWP US0003M P 04/07/2031 | 0.06% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.06% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.06% |
| CAS 2016-C03 1B 11.8416 10/25/2028 | 0.06% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.06% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.06% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.06% |
| GNR 2015-40 KI IO 04.0000 07/20/2044 | 0.06% |
| GNR 2018-77 IO IO 05.0000 06/20/2048 | 0.06% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.06% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.06% |
| GNR 2013-6 AI IO 03.5000 08/20/2039 | 0.06% |
| GNR 2015-165 IC IO 03.5000 07/16/2041 | 0.06% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.06% |
| JPMCC 2011-C3 E 144A 05.5227 02/15/2046 | 0.06% |
| TREASURY BILL 00.0000 07/13/2021 | 0.06% |
| WAMU 2004-AR12 A2B 01.0116 10/25/2044 | 0.06% |
| GNR 2016-H06 AI IO 01.6239 02/20/2066 | 0.05% |
| GNR 2017-H03 AI IO 02.5109 12/20/2066 | 0.05% |
| GNR 2017-H20 HI IO 02.1845 10/20/2067 | 0.05% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.05% |
| CFCRE 2011-C2 F 144A 05.2500 12/15/2047 | 0.05% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.05% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.05% |
| JPALT 2007-A2 12A1 00.2916 06/25/2037 | 0.05% |
| SAMI 2006-AR7 A1A 00.5116 08/25/2036 | 0.05% |
| 1.736 R ISWP US0003M P 04/21/2031 | 0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.05% |
| FNR 2013-90 SD IO 06.5084 09/25/2043 | 0.05% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.05% |
| GNR 2014-H25 BI IO 01.6952 12/20/2064 | 0.05% |
| FHR 4707 AI IO 04.0000 07/15/2047 | 0.05% |
| GNR 2020-15 CS IO 05.9508 02/20/2050 | 0.05% |
| GNR 2017-130 IB IO 04.0000 08/20/2047 | 0.05% |
| 0.954 R ISWP US0003M P 05/05/2026 | 0.05% |
| CWALT 2006-OA10 2A1 00.4716 08/25/2046 | 0.05% |
| GNR 2017-H22 EI IO 02.5361 10/20/2067 | 0.05% |
| WFRBS 2012-C7 D 144A 04.8034 06/15/2045 | 0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.05% |
| GNR 2011-135 DI IO 05.0000 04/16/2040 | 0.05% |
| GNR 2014-H21 AI IO 01.6702 10/20/2064 | 0.05% |
| GNR 2017-H19 MI IO 02.0634 04/20/2067 | 0.05% |
| MSBAM 2013-C11 D 144A 04.3515 08/15/2046 | 0.05% |
| FHR 3981 WS IO 06.4491 05/15/2041 | 0.04% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.04% |
| GNR 2012-98 AI IO 04.5000 04/16/2042 | 0.04% |
| GNR 2017-136 IY IO 05.0000 03/20/2045 | 0.04% |
| GNR 2017-H06 BI IO 02.3708 02/20/2067 | 0.04% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.04% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.04% |
| SWPTN 3MX10Y P 1.81 USD 06/18/2021 JP | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.04% |
| GNR 2010-H20 IF IO 01.4494 10/20/2060 | 0.04% |
| GNR 2012-H10 AI IO 01.2031 12/20/2061 | 0.04% |
| FNR 2012-90 DI IO 04.0000 03/25/2042 | 0.04% |
| GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.04% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.04% |
| FHR 4134 PI IO 03.0000 11/15/2042 | 0.04% |
| BSMF 2006-AR2 2A1 00.3216 09/25/2046 | 0.04% |
| FHR 4127 PI IO 04.5000 07/15/2042 | 0.04% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.04% |
| STACR 2018-HQA2 M2 02.3916 10/25/2048 | 0.04% |
| WAMU 2005-AR13 A1C4 00.9516 10/25/2045 | 0.04% |
| 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.04% |
| FHR 3984 DS IO 05.8491 01/15/2042 | 0.04% |
| 0.2545 R ISWP US0003M P 05/18/2023 | 0.04% |
| 2.0455 R ISWP US0003M P 05/24/2051 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.04% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.04% |
| GNR 2016-49 IO IO 04.5000 11/16/2045 | 0.03% |
| GNR 2017-26 EI IO 05.0000 02/20/2040 | 0.03% |
| GNR 2017-H03 EI IO 02.4627 01/20/2067 | 0.03% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.03% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.03% |
| GNR 2016-H27 BI IO 02.4498 12/20/2066 | 0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.03% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.03% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.03% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.03% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.03% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.03% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.03% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.03% |
| 1.0241 R ISWP US0003M P 04/08/2026 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.03% |
| FNR 2011-101 SA IO 05.8084 10/25/2041 | 0.03% |
| GNR 2011-H15 AI IO 01.5374 06/20/2061 | 0.03% |
| JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.03% |
| 1.0161 R ISWP US0003M P 04/08/2026 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.03% |
| GNR 2017-H16 JI IO 02.2996 08/20/2067 | 0.03% |
| 1.62364 R ISWP US0003M P 05/17/2031 | 0.03% |
| 1.7055 R ISWP US0003M P 04/13/2031 | 0.03% |
| FNR 2018-15 PI IO 04.0000 10/25/2047 | 0.03% |
| GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.03% |
| 2.00 R ISWP FWD US0003M P 06/16/2051 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FNR 2012-103 SD IO 05.9584 09/25/2042 | 0.02% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% |
| GNR 2017-H06 DI IO 01.7900 02/20/2067 | 0.02% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.02% |
| 1.6191 R ISWP US0003M P 05/17/2031 | 0.02% |
| GNR 2013-H15 CI IO 01.7306 07/20/2063 | 0.02% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.02% |
| 1.631 R ISWP US0003M P 04/16/2031 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| 1.684 R ISWP US0003M P 04/12/2031 | 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-.7 2047-01-17 300.0 01/17/2047 CG | 0.02% |
| FHR 4604 QI IO 03.5000 07/15/2046 | 0.02% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.02% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.02% |
| GNR 2016-29 IO IO 04.0000 02/16/2046 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.02% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.02% |
| 1.622 R ISWP US0003M P 05/05/2031 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| CWHL 2006-OA5 2A1 00.4916 04/25/2046 | 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 2014-161 HI IO 04.5000 06/20/2044 | 0.02% |
| GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.02% |
| GNR 2017-H08 NI IO 02.2725 03/20/2067 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.02% |
| JPMCC 2012-C6 G 144A 02.9720 05/15/2045 | 0.02% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.02% |
| GNR 2011-H16 FI IO 01.0434 07/20/2061 | 0.02% |
| CAS 2016-C01 1B 11.8416 08/25/2028 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.02% |
| FHR 4386 IL IO 04.0000 12/15/2043 | 0.02% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.02% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.02% |
| GNR 2019-78 SJ IO 05.9508 06/20/2049 | 0.02% |
| SAMI 2007-AR1 2A1 00.2716 01/25/2037 | 0.02% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.02% |
| CSMC 2008-C1 AJ 144A 05.8033 02/15/2041 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.02% |
| GNR 2017-H09 IO IO 01.8236 04/20/2067 | 0.02% |
| GNR 2019-H14 IB IO 02.2222 08/20/2069 | 0.02% |
| INDX 2006-AR11 2A1 02.9982 06/25/2036 | 0.02% |
| 0.2807 R ISWP US0003M P 04/13/2023 | 0.02% |
| CAS 2016-C05 2M2 04.5416 01/25/2029 | 0.02% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| GNR 2019-99 KS IO 05.9508 08/20/2049 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.02% |
| FNR 2012-49 QI IO 04.5000 12/25/2040 | 0.02% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.02% |
| GNR 2016-H24 IO IO 02.1435 09/20/2066 | 0.02% |
| GNR 2017-H11 DI IO 01.6594 05/20/2067 | 0.02% |
| GSAA 2006-8 2A2 00.4516 05/25/2036 | 0.02% |
| 1.6365 R ISWP US0003M P 05/05/2031 | 0.01% |
| 1.64 R ISWP US0003M P 05/04/2031 | 0.01% |
| GNR 2016-77 SL IO 06.0508 03/20/2043 | 0.01% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% |
| CWALT 2006-OA7 1A2 01.0666 06/25/2046 | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.01% |
| GNR 2017-H14 DI IO 01.7141 06/20/2067 | 0.01% |
| 1.623 R ISWP US0003M P 05/21/2031 | 0.01% |
| FNR 2010-35 SG IO 06.3084 04/25/2040 | 0.01% |
| GNR 2012-H29 AI IO 01.4005 10/20/2062 | 0.01% |
| GNR 2012-H29 FI IO 01.4005 10/20/2062 | 0.01% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.01% |
| GNR 2017-11 PI IO 04.0000 12/20/2046 | 0.01% |
| 2.0345 R ISWP US0003M P 05/05/2051 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.01% |
| FHR 4425 WI IO 04.0000 03/15/2043 | 0.01% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% |
| GNR 2015-H13 AI IO 02.2469 06/20/2065 | 0.01% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.01% |
| GNR 2017-H03 HI IO 01.5761 01/20/2067 | 0.01% |
| 0.896 R ISWP US0003M P 05/18/2026 | 0.01% |
| 1.573 R ISWP FWD US0003M P 05/17/2031 | 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.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FHR 3852 SC IO 06.5491 04/15/2040 | 0.01% |
| FHR 4076 MS IO 06.5991 07/15/2040 | 0.01% |
| FHR 4403 CI IO 04.0000 10/15/2044 | 0.01% |
| GNR 2015-106 CI IO 04.0000 05/20/2045 | 0.01% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.01% |
| GNR 2016-H23 NI IO 02.3830 10/20/2066 | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.01% |
| FHR 4475 CI IO 03.5000 01/15/2044 | 0.01% |
| FNR 2012-36 SN IO 06.3584 04/25/2042 | 0.01% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.01% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.01% |
| GNR 2015-52 IK IO 03.5000 04/20/2045 | 0.01% |
| GNR 2015-H03 DI IO 01.6756 01/20/2065 | 0.01% |
| SWPTN 5WX10Y R 1.657 USD 06/14/2021 CI | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 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 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-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| FHR 4550 AI IO 03.0000 10/15/2040 | 0.01% |
| FNR 2016-24 CI IO 04.0000 02/25/2046 | 0.01% |
| FNR 2017-78 KI IO 03.5000 10/25/2047 | 0.01% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.01% |
| GNR 2012-H06 AI IO 01.3394 01/20/2062 | 0.01% |
| GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.01% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.01% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.01% |
| MHL 2005-3 M4 01.0366 08/25/2035 | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| FHR 4694 GI IO 04.0000 02/15/2043 | 0.01% |
| FNR 2011-4 CS 12.7167 05/25/2040 | 0.01% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.01% |
| GNR 2015-H15 JI IO 01.9650 06/20/2065 | 0.01% |
| GNR 2015-H25 AI IO 01.6228 09/20/2065 | 0.01% |
| GNR 2016-H02 HI IO 01.5496 01/20/2066 | 0.01% |
| FHR 3829 AS IO 06.8491 03/15/2041 | 0.01% |
| FHR 3904 NI IO 03.5000 08/15/2026 | 0.01% |
| FHR 4386 LI IO 04.0000 02/15/2043 | 0.01% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.01% |
| GNR 2010-H19 BI IO 01.4598 08/20/2060 | 0.01% |
| GNR 2011-156 SK IO 06.5008 04/20/2038 | 0.01% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.01% |
| GNR 2015-144 IA IO 04.0000 01/16/2043 | 0.01% |
| GNR 2015-H10 HI IO 01.7521 04/20/2065 | 0.01% |
| GNR 2015-H20 CI IO 02.2132 08/20/2065 | 0.01% |
| GNR 2015-H26 EI IO 01.7275 10/20/2065 | 0.01% |
| GNR 2016-149 MI IO 05.5000 05/20/2039 | 0.01% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.01% |
| GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.01% |
| UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.01% |
| 1.5614 R ISWP US0003M P 04/28/2031 | 0.00% |
| 1.5625 R ISWP US0003M P 04/28/2031 | 0.00% |
| BACM 2008-1 AJ 06.5669 02/10/2051 | 0.00% |
| BSCMS 2007-T28 D 144A 05.5336 09/11/2042 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CSMC 2007-C4 C 144A 05.7189 09/15/2039 | 0.00% |
| GNR 2010-H22 CI IO 02.3763 10/20/2060 | 0.00% |
| GNR 2013-H24 AI IO 01.4308 09/20/2063 | 0.00% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 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 01.8112 04/20/2065 | 0.00% |
| GNR 2015-H14 BI IO 01.5546 05/20/2065 | 0.00% |
| GNR 2015-H20 AI IO 01.8270 08/20/2065 | 0.00% |
| GNR 2015-H23 DI IO 01.8619 09/20/2065 | 0.00% |
| GNR 2015-H25 BI IO 01.9667 10/20/2065 | 0.00% |
| GNR 2015-H25 EI IO 01.8669 10/20/2065 | 0.00% |
| GNR 2015-H26 DI IO 01.9220 10/20/2065 | 0.00% |
| GNR 2016-77 SC IO 06.0008 10/20/2045 | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.00% |
| UBSBB 2012-C2 E 144A 04.8868 05/10/2063 | 0.00% |
| 1.998 R ISWP US0003M P 04/26/2051 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.00% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.00% |
| FHR 4560 PI IO 03.5000 05/15/2045 | 0.00% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 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 2015-149 KI IO 04.0000 10/20/2045 | 0.00% |
| GNR 2015-H24 BI IO 01.6045 08/20/2065 | 0.00% |
| GNR 2015-H25 CI IO 01.9427 10/20/2065 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.00% |
| SWPTN 1MX10Y R 1.629 USD 06/18/2021 CI | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 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-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| FHR 4299 JI IO 04.0000 07/15/2043 | 0.00% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.00% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.00% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2011-H07 FI IO 01.2436 02/20/2061 | 0.00% |
| GNR 2013-182 SY IO 06.0008 12/20/2043 | 0.00% |
| GNR 2013-H14 XI IO 01.6177 03/20/2063 | 0.00% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.00% |
| GNR 2014-139 NI IO 03.5000 08/20/2028 | 0.00% |
| GNR 2014-60 SE IO 06.0008 04/20/2044 | 0.00% |
| GNR 2014-H13 BI IO 01.5440 05/20/2064 | 0.00% |
| GNR 2015-187 JI IO 04.0000 03/20/2045 | 0.00% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.00% |
| GNR 2015-96 NI IO 03.5000 01/20/2039 | 0.00% |
| GNR 2015-H16 XI IO 02.3855 07/20/2065 | 0.00% |
| GNR 2015-H18 IA IO 01.8336 06/20/2065 | 0.00% |
| GNR 2015-H22 EI IO 01.6103 08/20/2065 | 0.00% |
| GNR 2015-H23 BI IO 01.7602 09/20/2065 | 0.00% |
| GNR 2015-H24 HI IO 02.0497 09/20/2065 | 0.00% |
| GNR 2015-H26 GI IO 01.8070 10/20/2065 | 0.00% |
| GNR 2016-H04 KI IO 01.5324 02/20/2066 | 0.00% |
| GNR 2016-H08 GI IO 01.4338 04/20/2066 | 0.00% |
| GNR 2017-17 EI IO 04.0000 09/20/2044 | 0.00% |
| GNR 2017-H06 EI IO 01.5996 02/20/2067 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.00% |
| 1.525 R ISWP US0003M P 03/15/2031 | 0.00% |
| 1.563 R ISWP US0003M P 05/06/2031 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| FHR 4033 SC IO 06.4491 10/15/2036 | 0.00% |
| FHR 4074 KS IO 06.5991 02/15/2041 | 0.00% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.00% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.00% |
| FNR 2010-140 GS IO 05.9084 07/25/2039 | 0.00% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.00% |
| FNR 2017-15 LI IO 04.0000 06/25/2046 | 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 2014-100 LI IO 04.5000 10/16/2043 | 0.00% |
| GNR 2014-98 AI IO 04.5000 10/20/2041 | 0.00% |
| GNR 2014-H09 AI IO 01.4176 01/20/2064 | 0.00% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 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-H09 BI IO 01.6904 03/20/2065 | 0.00% |
| GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.00% |
| SWPTN 5WX5Y P 0.884 USD 06/28/2021 CI | 0.00% |
| 0.282 R ISWP US0003M P 04/28/2023 | 0.00% |
| 0.2825 R ISWP US0003M P 04/28/2023 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| FHR 3714 KI IO 04.5000 11/15/2039 | 0.00% |
| FHR 4000 LI IO 04.0000 02/15/2042 | 0.00% |
| FHR 4580 ID IO 03.5000 08/15/2045 | 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 2011-22 PS IO 05.9008 07/20/2040 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.00% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.00% |
| 1.5355 R ISWP US0003M P 04/27/2031 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 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.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-.14 2072-12-15 300.0 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% |
| FHR 4267 CS IO 05.9491 05/15/2039 | 0.00% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.00% |
| FHR 4413 HI IO 03.5000 03/15/2040 | 0.00% |
| FHR 4501 BI IO 03.5000 10/15/2043 | 0.00% |
| FHR 4663 KI IO 03.5000 11/15/2042 | 0.00% |
| FNR 2013-41 SP IO 06.1084 06/25/2040 | 0.00% |
| FNR 2014-95 TI IO 04.0000 05/25/2039 | 0.00% |
| FNR 2016-97 KI IO 03.0000 06/25/2040 | 0.00% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.00% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.00% |
| OPTN FN30 3.5 06/07/21 CALL 106.21875 JPMC | 0.00% |
| SWPTN 6MX10Y R 0.915 USD 07/13/2021 CI | 0.00% |
| 1.9765 R ISWP US0003M P 04/20/2051 | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 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 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-.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% |
| 0.228 R ISWP US0003M P 06/01/2023 | -0.00% |
| 1.9965 R ISWP US0003M P 04/21/2051 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| 0.2825 R ISWP US0003M P 04/13/2023 | -0.00% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.00% |
| 1.5675 R ISWP US0003M P 04/28/2031 | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| SWPTN 5WX5Y R 0.884 USD 06/28/2021 CI | -0.00% |
| 0.2875 R ISWP US0003M P 04/13/2023 | -0.00% |
| 1.5775 R ISWP US0003M P 05/06/2031 | -0.00% |
| 2.0065 R ISWP US0003M P 04/22/2051 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| 1.5665 R ISWP US0003M P 04/29/2031 | -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 CS | -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-.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% |
| 1.591 R ISWP US0003M P 05/20/2031 | -0.01% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.01% |
| 1.5865 R ISWP US0003M P 04/19/2031 | -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-.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% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| SWPTN 1MX10Y P 1.568 USD 06/10/2021 CI | -0.01% |
| SWPTN 1MX10Y R 1.568 USD 06/10/2021 CI | -0.01% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.01% |
| 0.2578 R ISWP US0003M P 05/18/2023 | -0.01% |
| 0.2582 R ISWP US0003M P 05/18/2023 | -0.01% |
| 1.5955 R ISWP US0003M P 05/14/2031 | -0.01% |
| 2.0265 R ISWP US0003M P 05/07/2051 | -0.01% |
| 2.091 R ISWP US0003M P 05/17/2051 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| SWPTN 1MX10Y P 1.629 USD 06/18/2021 CI | -0.01% |
| 1.627 R ISWP US0003M P 04/30/2031 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 GS | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| 1.628 R ISWP US0003M P 05/24/2031 | -0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | -0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.02% |
| SWPTN 5WX10Y R 1.58 USD 06/07/2021 GS | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 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-.13 2072-12-16 300.0 12/16/2072 CG | -0.02% |
| SWPTN 5WX10Y P 1.58 USD 06/07/2021 GS | -0.02% |
| 0.2875 R ISWP US0003M P 04/15/2023 | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% |
| 0.9175 R ISWP US0003M P 05/24/2026 | -0.02% |
| SWPTN 5WX10Y P 1.657 USD 06/14/2021 CI | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| 0.284 R ISWP US0003M P 05/05/2023 | -0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.03% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.03% |
| 1.465 R ISWP US0003M P 04/15/2031 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| IOS.FN30.350.12 P USL1M R 01/12/43 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% |
| 0.279 R ISWP US0003M P 04/01/2023 | -0.03% |
| 1.589 R ISWP US0003M P 05/18/2031 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.03% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.03% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.03% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | -0.03% |
| 2.0475 R ISWP US0003M P 05/05/2051 | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -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.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 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| 1.7275 R ISWP US0003M P 03/31/2031 | -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.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.06% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.06% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.06% |
| OPTN FN30 3.5 06/07/21 PUT 106.21875 JPMC | -0.06% |
| 1.675 R ISWP US0003M P 04/13/2031 | -0.07% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| 1.7665 R ISWP US0003M P 04/01/2031 | -0.07% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.07% |
| SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.08% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.09% |
| 0.35 R ISWP FWD US0003M P 07/06/2025 | -0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.09% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.10% |
| OPTN FN30 3.0 07/07/21 PUT 104.421875 JPMC | -0.10% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.11% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.11% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.11% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.13% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.17% |
| 0.95 R ISWP FWD US0003M P 06/16/2026 | -0.19% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.23% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.24% |
| OPTN FN30 2.5 07/07/21 PUT 103.375 JPMC | -0.27% |
| 0.937 R ISWP US0003M P 01/06/2031 | -0.27% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.27% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.28% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.38% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.48% |
| GNMA GII30 TBA 03.5000 06/01/2051 | -0.58% |
| 0.556 R ISWP US0003M P 08/05/2030 | -1.11% |
| SWPTN 3MX10Y R 1.81 USD 06/18/2021 JP | -1.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -1.47% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -3.25% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -5.64% |
| FNMA FN30 TBA UMBS 02.0000 06/01/2051 | -18.89% |
| US 2YR NOTE (CBT) SEP21 TUU1 | -231.15% |
| FNMA FN30 TBA UMBS 03.0000 05/01/2051 | 7.28% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 06/01/2051 | 3.98% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2051 | 3.36% |
| TREASURY BILL 00.0000 06/03/2021 | 2.51% |
| TREASURY BILL 00.0000 06/10/2021 | 1.98% |
| TREASURY BILL 00.0000 05/13/2021 | 1.87% |
| FNMA FN30 TBA UMBS 04.0000 05/01/2051 | 1.72% |
| CASH MGMT BILL 00.0000 08/03/2021 | 1.60% |
| TREASURY BILL 00.0000 06/01/2021 | 1.60% |
| CASH MGMT BILL 00.0000 07/20/2021 | 1.39% |
| STACR 2019-HQA2 B2 11.3561 04/25/2049 | 1.32% |
| 0.564 R ISWP US0003M P 09/08/2030 | 1.20% |
| CASH MGMT BILL 00.0000 07/06/2021 | 1.18% |
| GNMA GII30 TBA 04.0000 05/01/2051 | 1.14% |
| FNMA FN30 TBA UMBS 03.5000 05/01/2051 | 1.14% |
| 0.724 R ISWP US0003M P 11/04/2030 | 1.05% |
| 0.717 R ISWP FWD US0003M P 10/07/2030 | 0.97% |
| TREASURY BILL 00.0000 05/25/2021 | 0.91% |
| FNR 2020-76 GI IO 04.0000 11/25/2050 | 0.90% |
| STACR 2015-DNA2 B 07.6561 12/25/2027 | 0.82% |
| GNR 2019-121 SD IO 05.8841 10/20/2049 | 0.72% |
| CAS 2019-R03 1B1 04.2061 09/25/2031 | 0.71% |
| GNR 2020-7 SK IO 05.9341 01/20/2050 | 0.70% |
| CAS 2017-C07 2M2 02.6061 05/25/2030 | 0.67% |
| FNR 2019-75 KS IO 05.8939 11/25/2049 | 0.67% |
| GNR 2020-H04 AI IO 02.3736 02/20/2070 | 0.66% |
| TREASURY BILL 00.0000 06/29/2021 | 0.64% |
| GNR 2021-57 SD IO 06.1841 03/20/2051 | 0.64% |
| GNR 2019-158 AS IO 06.0344 09/16/2043 | 0.64% |
| MCAS 2020-01 M10 P/P 144A 03.8561 03/25/2050 | 0.61% |
| FNR 2011-126 SJ IO 05.8939 12/25/2041 | 0.60% |
| FNMA FN30 TBA UMBS 05.0000 05/01/2051 | 0.59% |
| FNR 2016-54 SD IO 05.8939 08/25/2046 | 0.59% |
| GNR 2019-83 JS IO 05.9841 07/20/2049 | 0.59% |
| SHRP 2020-1 NOTE 03.0758 07/25/2024 | 0.58% |
| CCMFC 2006-4A A2 00.2861 11/25/2047 | 0.58% |
| CAS 2015-C04 1M2 05.8061 04/25/2028 | 0.57% |
| CAS 2017-C04 2B1 05.1561 11/25/2029 | 0.56% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2051 | 0.55% |
| STACR 2018-HQA2 B1 04.3561 10/25/2048 | 0.55% |
| AHM 2007-1 GA1C 00.2961 05/25/2047 | 0.55% |
| STACR 2020-HQA2 B1 04.2061 03/25/2050 | 0.54% |
| CAS 2017-C05 1M2C 02.3061 01/25/2030 | 0.54% |
| RMIR 2020-1 B1 P/P 144A 03.1061 02/25/2030 | 0.53% |
| CAS 2016-C03 2B 12.8561 10/25/2028 | 0.53% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.52% |
| GNR 2019-137 GI IO 04.0000 11/20/2049 | 0.51% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.51% |
| FHR 4752 PS IO 06.0854 11/15/2047 | 0.50% |
| GNR 2019-H03 AI IO 02.3123 11/20/2068 | 0.49% |
| STACR 2020-DNA3 B2 09.4561 06/25/2050 | 0.47% |
| GNR 2021-49 SB IO 06.1841 03/20/2051 | 0.46% |
| FNR 2021-5 PI IO 03.5000 02/25/2051 | 0.46% |
| FNR 2019-66 SC IO 05.8939 11/25/2049 | 0.46% |
| SPST 2021-6 A 00.9061 04/25/2022 | 0.46% |
| STACR 2018-DNA3 B2 07.8561 09/25/2048 | 0.45% |
| TMIR 2019-1 B1 P/P 144A 04.2561 11/26/2029 | 0.45% |
| STACR 2019-DNA2 B2 10.6061 03/25/2049 | 0.44% |
| STACR 2017-DNA1 B1 05.0561 07/25/2029 | 0.44% |
| GNR 2014-131 BS IO 06.0844 09/16/2044 | 0.44% |
| FNR 2019-18 SH IO 06.0439 05/25/2049 | 0.44% |
| GNR 2019-78 SM IO 05.9841 06/20/2049 | 0.43% |
| FNR 2019-18 SL IO 05.9939 05/25/2049 | 0.43% |
| FHR 5057 SC IO 05.9854 12/15/2048 | 0.43% |
| CAS 2017-C06 2B1 04.5561 02/25/2030 | 0.42% |
| FNR 2021-15 JI IO 04.5000 04/25/2051 | 0.42% |
| GNR 2021-59 SU IO 06.1844 04/20/2051 | 0.42% |
| MRAIT 2020-2 A2 | 0.42% |
| GNR 2018-H01 AI IO 02.3654 01/20/2068 | 0.42% |
| MRAIT 2021-8 A1X 01.2651 10/15/2021 | 0.42% |
| MRAIT 2020-12 A1X 01.4646 07/15/2021 | 0.41% |
| GNR 2015-182 IC IO 04.5000 12/20/2045 | 0.41% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.40% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.40% |
| COMM 2012-CR4 B P/P 144A 03.7030 10/15/2045 | 0.40% |
| GNR 2020-98 ES IO 06.0841 07/20/2050 | 0.39% |
| COMM 2014-UBS3 D P/P 144A 04.9270 06/10/2047 | 0.39% |
| GNR 2020-4 IO IO 05.0000 01/20/2050 | 0.39% |
| MSBAM 2012-C6 G P/P 144A 04.5000 11/15/2045 | 0.39% |
| COMM 2014-CR17 E P/P 144A 05.0082 05/10/2047 | 0.38% |
| FNR 2016-85 SL IO 05.9939 11/25/2046 | 0.38% |
| MWST 2019-1 A 00.9061 06/25/2052 | 0.38% |
| GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.37% |
| SPST 2020-6 A 01.8561 09/07/2021 | 0.37% |
| COMM 2014-CR19 D P/P 144A 04.8650 08/10/2047 | 0.37% |
| MSBAM 2016-C29 C 04.9033 05/15/2049 | 0.37% |
| GSMS 2014-GC24 D P/P 144A 04.6644 09/10/2047 | 0.36% |
| FNR 2019-26 SM IO 05.9439 06/25/2049 | 0.36% |
| JPMBB 2014-C18 D P/P 144A 04.9599 02/15/2047 | 0.36% |
| JPMCC 2012-CBX B 05.0404 06/15/2045 | 0.36% |
| STACR 2019-DNA3 B2 08.2561 07/25/2049 | 0.36% |
| WFRBS 2013-C15 D P/P 144A 04.6257 08/15/2046 | 0.36% |
| GNR 2014-3 SM IO 05.9841 01/20/2044 | 0.35% |
| BMIR 2017-1 B1 P/P 144A 04.8561 10/25/2027 | 0.35% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.35% |
| STACR 2018-HQA2 B2 11.1061 10/25/2048 | 0.35% |
| OPTN FN30 2.5 06/07/21 CALL 103.25 JPMC | 0.35% |
| FHR 5023 YI IO 03.0000 10/25/2050 | 0.33% |
| SPST 2020-13 A 01.6061 10/10/2021 | 0.33% |
| GNR 2017-H05 CI IO 02.2210 02/20/2067 | 0.33% |
| SPST 2020-15 A 01.4761 12/10/2021 | 0.33% |
| FNR 2020-24 IB IO 03.0000 04/25/2050 | 0.32% |
| GNR 2017-H08 DI IO 02.5711 02/20/2067 | 0.32% |
| GNR 2019-H15 CI IO 01.1799 07/20/2069 | 0.32% |
| GNR 2014-27 S IO 05.9841 02/20/2044 | 0.32% |
| JPMCC 2013-LC11 D 04.3056 04/15/2046 | 0.31% |
| FNR 2019-17 JS IO 05.9939 04/25/2049 | 0.31% |
| GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.31% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.31% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.30% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.30% |
| FHR 4933 SA IO 05.8939 12/25/2049 | 0.29% |
| FNR 2021-18 IY IO 04.5000 08/25/2049 | 0.29% |
| CGCMT 2012-GC8 C P/P 144A 05.0381 09/10/2045 | 0.29% |
| CAS 2017-C03 1M2 03.1061 10/25/2029 | 0.29% |
| GNR 2013-9 S IO 06.6341 01/20/2043 | 0.29% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.29% |
| CAS 2017-C06 2M2 02.9061 02/25/2030 | 0.29% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.28% |
| COMM 2014-CR16 C 05.0907 04/10/2047 | 0.28% |
| DBUBS 2011-LC2A D P/P 144A 05.6161 07/10/2044 | 0.28% |
| STACR 2019-DNA1 M2 02.7561 01/25/2049 | 0.28% |
| FHR 4990 SP IO 05.9939 07/25/2050 | 0.28% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.28% |
| GNR 2019-143 HS IO 05.9341 09/20/2049 | 0.27% |
| FHR 4808 SD IO 06.0854 07/15/2048 | 0.27% |
| GSAA 2006-1 A1 00.2861 01/25/2036 | 0.27% |
| GSMS 2019-GC38 D P/P 144A 03.0000 02/10/2052 | 0.27% |
| FNR 2016-78 CS IO 05.9939 05/25/2039 | 0.26% |
| STACR 2019-DNA1 B2 10.8561 01/25/2049 | 0.26% |
| GNR 2017-156 SL IO 06.0841 10/20/2047 | 0.26% |
| UBSCM 2012-C1 D P/P 144A 05.7543 05/10/2045 | 0.26% |
| GNR 2014-188 IB IO 04.0000 12/20/2044 | 0.26% |
| BACM 2016-UB10 D P/P 144A 03.0000 07/15/2049 | 0.26% |
| BBCMS 2019-C4 D P/P 144A 03.2500 08/15/2052 | 0.26% |
| JPMBB 2013-C12 E P/P 144A 04.2356 07/15/2045 | 0.25% |
| GNR 2017-H21 AI IO 02.4207 10/20/2067 | 0.25% |
| GNR 2020-112 MS IO 06.1841 08/20/2050 | 0.25% |
| MSBAM 2015-C23 D P/P 144A 04.2824 07/15/2050 | 0.25% |
| CAS 2017-C06 1M2 02.7561 02/25/2030 | 0.25% |
| JPMBB 2013-C12 C 04.2356 07/15/2045 | 0.25% |
| ARRW 2020-1 M1 04.2770 03/25/2055 | 0.25% |
| COMM 2015-CR26 D 03.6285 10/10/2048 | 0.25% |
| GNR 2021-42 IG IO 03.0000 03/20/2051 | 0.24% |
| GNR 2019-35 SE IO 06.0344 01/16/2044 | 0.24% |
| WFRBS 2012-C9 E P/P 144A 04.9695 11/15/2045 | 0.24% |
| SWPTN 3MX10Y P 1.81 USD 06/18/2021 JP | 0.24% |
| COMM 2014-CR17 D P/P 144A 05.0082 05/10/2047 | 0.24% |
| WFCM 2016-BNK1 C 03.0710 08/15/2049 | 0.24% |
| BALTA 2005-8 21A1 02.5513 10/25/2035 | 0.23% |
| GNR 2018-H02 HI IO 02.3417 01/20/2068 | 0.23% |
| MRAIT 2020-11 A1X 01.8146 04/22/2022 | 0.23% |
| FNR 2018-36 SD IO 06.1439 06/25/2048 | 0.23% |
| GNR 2018-H07 IE IO 02.3847 02/20/2068 | 0.23% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.23% |
| MSBAM 2013-C12 E P/P 144A 04.9214 10/15/2046 | 0.22% |
| JPMBB 2014-C22 B 04.7049 09/15/2047 | 0.22% |
| CSAIL 2018-C14 D P/P 144A 05.0531 11/15/2051 | 0.22% |
| GNR 2017-H04 BI IO 02.4722 02/20/2067 | 0.22% |
| BALTA 2006-6 1A1 00.4261 11/25/2036 | 0.22% |
| MSBAM 2013-C10 F P/P 144A 04.2169 07/15/2046 | 0.22% |
| GSMS 2013-GC10 D P/P 144A 04.5485 02/10/2046 | 0.22% |
| CSMC 2020-SPT1 M1 03.3880 04/25/2065 | 0.22% |
| JPMCC 2011-C3 D P/P 144A 05.7055 02/15/2046 | 0.22% |
| SCRT 2017-3 M2 04.7500 07/25/2056 | 0.22% |
| STACR 2015-HQA1 B 08.9061 03/25/2028 | 0.22% |
| FHR 4926 SP IO 05.8939 08/25/2049 | 0.22% |
| BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.22% |
| CASH MGMT BILL 00.0000 08/24/2021 | 0.21% |
| GNR 2017-H20 GI IO 02.3804 09/20/2067 | 0.21% |
| GNR 2018-72 IC IO 04.0000 05/20/2045 | 0.21% |
| FHR 3346 SC IO 06.4354 10/15/2033 | 0.21% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.20% |
| EMIR 2020-1 B1 P/P 144A 02.9561 01/25/2030 | 0.20% |
| GSR 2007-OA1 2A3A 00.4161 05/25/2037 | 0.20% |
| MRAIT 2021-EBO1 A1X 01.4585 10/08/2021 | 0.20% |
| WFRBS 2012-C10 D P/P 144A 04.5738 12/15/2045 | 0.20% |
| BBCMS 2019-C4 E P/P 144A 03.2500 08/15/2052 | 0.20% |
| GSMS 2013-GC13 D P/P 144A 04.2201 07/10/2046 | 0.20% |
| MSBAM 2013-C10 E P/P 144A 04.2169 07/15/2046 | 0.20% |
| WFCM 2012-LC5 D P/P 144A 04.9164 10/15/2045 | 0.20% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.19% |
| MSBAM 2014-C14 D P/P 144A 05.2182 02/15/2047 | 0.19% |
| BANK 2018-BN10 D P/P 144A 02.6000 02/15/2061 | 0.19% |
| GNR 2017-H10 MI IO 01.5704 04/20/2067 | 0.18% |
| BMARK 2019-B11 D P/P 144A 03.0000 05/15/2052 | 0.18% |
| COMM 2014-UBS4 C 04.8064 08/10/2047 | 0.18% |
| JPMCC 2011-C4 C P/P 144A 05.5486 07/15/2046 | 0.18% |
| CSAIL 2020-C19 D P/P 144A 02.5000 03/15/2053 | 0.18% |
| GNR 2017-H22 DI IO 02.3830 11/20/2067 | 0.18% |
| FHR 4789 AS IO 06.0854 05/15/2048 | 0.18% |
| JPMBB 2014-C22 C 04.7049 09/15/2047 | 0.18% |
| CMLTI 2007-AR5 1A1A 02.8865 04/25/2037 | 0.18% |
| WFRBS 2012-C7 E P/P 144A 04.9578 06/15/2045 | 0.18% |
| GNR 2014-H08 CI IO 01.4719 03/20/2064 | 0.17% |
| MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.17% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.17% |
| MRAFT 2020-4 A1 01.4605 04/23/2023 | 0.17% |
| GNR 2014-H23 BI IO 01.5637 11/20/2064 | 0.17% |
| UBSBB 2012-C4 D P/P 144A 04.6173 12/10/2045 | 0.17% |
| COMM 2014-UBS3 C 04.8970 06/10/2047 | 0.17% |
| GSMS 2014-GC20 C 05.1231 04/10/2047 | 0.16% |
| FNR 2010-99 NI IO 06.0000 09/25/2040 | 0.16% |
| GNR 2010-125 SD IO 06.5644 01/16/2040 | 0.16% |
| GNR 2013-167 SG IO 06.0341 11/20/2043 | 0.16% |
| GNR 2017-H20 AI IO 02.2348 10/20/2067 | 0.16% |
| STACR 2019-HQA1 B2 12.3561 02/25/2049 | 0.16% |
| CAS 2017-C07 2B1 04.5561 05/25/2030 | 0.16% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.16% |
| GNR 2019-H09 EI IO 02.3291 04/20/2069 | 0.15% |
| SAMI 2006-AR7 A1BG 00.2261 08/25/2036 | 0.15% |
| CAS 2016-C06 1B 09.3561 04/25/2029 | 0.15% |
| GNR 2018-H01 IB IO 01.6086 01/20/2068 | 0.15% |
| STACR 2020-DNA4 M2 03.8561 08/25/2050 | 0.15% |
| LHOME 2021-RTL1 A1 02.0900 09/25/2026 | 0.15% |
| STACR 2016-DNA1 B 10.1086 07/25/2028 | 0.15% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.15% |
| FNR 2016-83 BS IO 05.9939 11/25/2046 | 0.15% |
| STACR 2015-HQA2 B 10.6061 05/25/2028 | 0.15% |
| MSC 2011-C3 G P/P 144A 05.4338 07/15/2049 | 0.15% |
| BMARK 2019-B13 D P/P 144A 02.5000 08/15/2057 | 0.14% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.14% |
| GNR 2018-H11 JI IO 02.3112 07/20/2068 | 0.14% |
| MRAFT 2020-5 A1 01.1105 08/10/2023 | 0.14% |
| STACR 2017-DNA3 B1 04.5561 03/25/2030 | 0.14% |
| GNR 2016-H24 CI IO 01.7015 10/20/2066 | 0.14% |
| CWALT 2006-OA19 A1 00.2959 02/20/2047 | 0.14% |
| GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 | 0.14% |
| CWALT 2006-OA10 4A1 00.4861 08/25/2046 | 0.14% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.14% |
| GNR 2016-H22 IO IO 01.8683 10/20/2066 | 0.14% |
| CWALT 2006-OA10 3A1 00.4861 08/25/2046 | 0.13% |
| GNR 2015-H01 BI IO 01.5632 01/20/2065 | 0.13% |
| GNR 2016-H27 EI IO 01.9682 12/20/2066 | 0.13% |
| GNR 2018-H02 IM IO 02.3284 02/20/2068 | 0.13% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.13% |
| GNR 2016-150 I IO 05.0000 11/20/2046 | 0.13% |
| GNR 2016-H21 AI IO 02.3844 09/20/2066 | 0.13% |
| GNR 2018-H11 AI IO 02.2244 02/20/2068 | 0.13% |
| GSMS 2010-C1 D P/P 144A 06.1831 08/10/2043 | 0.13% |
| 0.95 R ISWP FWD US0003M P 06/16/2026 | 0.13% |
| UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.13% |
| GNR 2013-99 AS IO 05.9341 06/20/2043 | 0.13% |
| MSC 2012-C4 D P/P 144A 05.5989 03/15/2045 | 0.13% |
| WFCM 2013-LC12 D P/P 144A 04.4052 07/15/2046 | 0.13% |
| CGCMT 2014-GC25 D 144A 03.5480 10/10/2047 | 0.13% |
| GNR 2017-H16 CI IO 01.6604 07/20/2067 | 0.13% |
| BALTA 2005-7 21A1 02.9893 09/25/2035 | 0.13% |
| GNR 2017-H02 BI IO 02.4568 01/20/2067 | 0.13% |
| GNR 2017-H03 DI IO 02.6296 12/20/2066 | 0.13% |
| GNR 2017-H14 JI IO 02.2609 06/20/2067 | 0.12% |
| OPTN FN30 3.0 05/06/21 CALL 104.453125 JPMC | 0.12% |
| GNR 2013-182 SP IO 06.5841 12/20/2043 | 0.12% |
| GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.12% |
| WFRBS 2014-LC14 D P/P 144A 04.5860 03/15/2047 | 0.12% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.12% |
| FHR 4560 IO IO 05.8344 05/15/2039 | 0.12% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.12% |
| GNR 2017-H08 EI IO 02.4539 02/20/2067 | 0.12% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.11% |
| FNR 2019-60 BS IO 05.9439 10/25/2049 | 0.11% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.11% |
| GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.11% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.11% |
| BALTA 2005-10 11A1 00.6061 01/25/2036 | 0.11% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.11% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.11% |
| GNR 2014-H06 BI IO 01.4649 02/20/2064 | 0.11% |
| CMLTI 2007-AMC3 A2D 00.4561 03/25/2037 | 0.11% |
| COMM 2014-UBS6 C 04.5935 12/10/2047 | 0.11% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.11% |
| GNR 2015-H04 AI IO 01.5978 12/20/2064 | 0.11% |
| GNR 2018-H08 FI IO 01.7483 06/20/2068 | 0.11% |
| MSC 2012-C4 E P/P 144A 05.5989 03/15/2045 | 0.11% |
| GNR 2016-H26 KI IO 01.8037 11/20/2066 | 0.11% |
| GSAA 2005-15 2A2 00.6061 01/25/2036 | 0.11% |
| FNR 2016-65 CS IO 05.9939 09/25/2046 | 0.10% |
| OMIR 2019-1A B1B 04.4561 07/25/2029 | 0.10% |
| GNR 2014-95 JI IO 04.5000 12/16/2039 | 0.10% |
| MWST 2020-1 A 01.0061 10/25/2053 | 0.10% |
| FHR 4451 CI IO 07.0000 03/15/2045 | 0.10% |
| GNR 2011-148 SN IO 06.5744 11/16/2041 | 0.10% |
| GNR 2017-H16 KI IO 01.4692 08/20/2067 | 0.10% |
| GNR 2018-H05 BI IO 02.3972 02/20/2068 | 0.10% |
| STACR 2019-DNA2 M2 02.5561 03/25/2049 | 0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.09% |
| GNR 2016-164 IO IO 06.5000 12/20/2046 | 0.09% |
| HVMLT 2004-11 1A 00.8150 01/19/2035 | 0.09% |
| FNR 2012-132 PI IO 05.0000 10/25/2042 | 0.09% |
| FNR 2018-1 JI IO 05.0000 02/25/2048 | 0.09% |
| GNR 2016-H18 QI IO 02.9849 06/20/2066 | 0.09% |
| OMIR 2017-1A B1 P/P 144A 05.8561 04/25/2027 | 0.09% |
| FHS 324 C21 IO 06.0000 06/15/2039 | 0.08% |
| OMIR 2019-1A B1A 03.6061 07/25/2029 | 0.08% |
| FNR 2017-8 IO IO 06.0000 02/25/2047 | 0.08% |
| GNR 2017-H14 EI IO 01.6206 06/20/2067 | 0.08% |
| GNR 2016-H17 DI IO 02.3041 07/20/2066 | 0.08% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.08% |
| GNR 2017-H13 QI IO 02.2099 06/20/2067 | 0.08% |
| GNR 2018-91 SJ IO 06.1341 07/20/2048 | 0.08% |
| CAS 2018-C01 1M2 02.3561 07/25/2030 | 0.08% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.08% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.08% |
| JPMCC 2007-CB20 E P/P 144A 06.3743 02/12/2051 | 0.08% |
| GNR 2012-H11 FI IO 01.2079 02/20/2062 | 0.07% |
| GNR 2017-H20 DI IO 02.2059 10/20/2067 | 0.07% |
| CAS 2019-R05 1M2 02.1061 07/25/2039 | 0.07% |
| CWALT 2005-51 3A3A 00.7559 11/20/2035 | 0.07% |
| GNR 2017-H18 DI IO 02.4736 09/20/2067 | 0.07% |
| GNR 2012-H29 CI IO 01.4025 02/20/2062 | 0.07% |
| GNR 2017-H06 MI IO 02.2272 02/20/2067 | 0.07% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.07% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.07% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.07% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.07% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.07% |
| COMM 2012-CR3 E P/P 144A 04.9082 10/15/2045 | 0.07% |
| GNR 2015-H29 HI IO 02.1078 09/20/2065 | 0.07% |
| FNR 2011-134 SP IO 05.8939 02/25/2041 | 0.06% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.06% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.06% |
| JPMBB 2013-C14 F P/P 144A 03.5980 08/15/2046 | 0.06% |
| GNR 2017-H09 DI IO 01.8926 03/20/2067 | 0.06% |
| GNR 2018-77 IO IO 05.0000 06/20/2048 | 0.06% |
| GNR 2014-58 SA IO 05.9841 04/20/2044 | 0.06% |
| MWST 2020-2 A 00.9061 11/25/2053 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.06% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.06% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.06% |
| JPMCC 2012-C6 E P/P 144A 05.3128 05/15/2045 | 0.06% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.06% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.06% |
| GNR 2013-6 AI IO 03.5000 08/20/2039 | 0.06% |
| GNR 2015-165 IC IO 03.5000 07/16/2041 | 0.06% |
| GNR 2015-40 KI IO 04.0000 07/20/2044 | 0.06% |
| CAS 2016-C03 1B 11.8561 10/25/2028 | 0.06% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.06% |
| FHR 4707 AI IO 04.0000 07/15/2047 | 0.06% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.05% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.05% |
| GNR 2016-H06 AI IO 01.6145 02/20/2066 | 0.05% |
| GNR 2017-H03 AI IO 02.5222 12/20/2066 | 0.05% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.05% |
| WAMU 2004-AR12 A2B 01.0261 10/25/2044 | 0.05% |
| CASH MGMT BILL 00.0000 07/13/2021 | 0.05% |
| GNR 2017-H20 HI IO 02.1823 10/20/2067 | 0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.05% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.05% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.05% |
| GNR 2014-H25 BI IO 01.6922 12/20/2064 | 0.05% |
| JPALT 2007-A2 12A1 00.3061 06/25/2037 | 0.05% |
| SAMI 2006-AR7 A1A 00.5261 08/25/2036 | 0.05% |
| CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.05% |
| FNR 2013-90 SD IO 06.4939 09/25/2043 | 0.05% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.05% |
| GNR 2020-15 CS IO 05.9341 02/20/2050 | 0.05% |
| CWALT 2006-OA10 2A1 00.4861 08/25/2046 | 0.05% |
| GNR 2017-130 IB IO 04.0000 08/20/2047 | 0.05% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.05% |
| FHR 3981 WS IO 06.4354 05/15/2041 | 0.05% |
| GNR 2017-H22 EI IO 02.5848 10/20/2067 | 0.05% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.05% |
| GNR 2011-135 DI IO 05.0000 04/16/2040 | 0.05% |
| GNR 2017-H19 MI IO 02.0652 04/20/2067 | 0.05% |
| GNR 2014-H21 AI IO 01.6594 10/20/2064 | 0.05% |
| GNR 2017-136 IY IO 05.0000 03/20/2045 | 0.05% |
| FNR 2012-90 DI IO 04.0000 03/25/2042 | 0.04% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.04% |
| GNR 2012-98 AI IO 04.5000 04/16/2042 | 0.04% |
| MSBAM 2013-C11 D P/P 144A 04.4966 08/15/2046 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% |
| FHR 4127 PI IO 04.5000 07/15/2042 | 0.04% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.04% |
| WFRBS 2012-C7 D P/P 144A 04.9578 06/15/2045 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.04% |
| GNR 2010-H20 IF IO 01.4435 10/20/2060 | 0.04% |
| GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.04% |
| GNR 2017-H06 BI IO 02.3864 02/20/2067 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.04% |
| GNR 2012-H10 AI IO 01.1956 12/20/2061 | 0.04% |
| CAS 2016-C02 1B 12.3561 09/25/2028 | 0.04% |
| WAMU 2005-AR13 A1C4 00.9661 10/25/2045 | 0.04% |
| BSMF 2006-AR2 2A1 00.3361 09/25/2046 | 0.04% |
| FHR 4134 PI IO 03.0000 11/15/2042 | 0.04% |
| JPMCC 2011-C3 E P/P 144A 05.7055 02/15/2046 | 0.04% |
| FHR 3984 DS IO 05.8354 01/15/2042 | 0.04% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.04% |
| STACR 2018-HQA2 M2 02.4061 10/25/2048 | 0.04% |
| 1.525 R ISWP US0003M P 03/15/2031 | 0.04% |
| 1.765 R ISWP US0003M P 04/01/2031 | 0.04% |
| BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.04% |
| GNR 2017-26 EI IO 05.0000 02/20/2040 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.04% |
| GNR 2016-49 IO IO 04.5000 11/16/2045 | 0.04% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.03% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.03% |
| GNR 2017-H03 EI IO 02.4655 01/20/2067 | 0.03% |
| 1.734 R ISWP US0003M P 04/07/2031 | 0.03% |
| FNR 2018-15 PI IO 04.0000 10/25/2047 | 0.03% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.03% |
| GNR 2016-H27 BI IO 02.4751 12/20/2066 | 0.03% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.03% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.03% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.03% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.03% |
| FHR 3747 SA IO 06.3854 10/15/2040 | 0.03% |
| FNR 2011-101 SA IO 05.7939 10/25/2041 | 0.03% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.03% |
| GNR 2011-H15 AI IO 01.5326 06/20/2061 | 0.03% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.03% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.03% |
| CAS 2016-C05 2B 10.8561 01/25/2029 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.03% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.03% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.03% |
| 1.736 R ISWP US0003M P 04/21/2031 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.03% |
| FNR 2015-73 PI IO 03.5000 10/25/2045 | 0.03% |
| GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.03% |
| GNR 2017-H16 JI IO 02.4219 08/20/2067 | 0.03% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| FHR 4604 QI IO 03.5000 07/15/2046 | 0.03% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.03% |
| GNR 2017-H06 DI IO 01.7825 02/20/2067 | 0.02% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FNR 2012-103 SD IO 05.9439 09/25/2042 | 0.02% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.02% |
| GNR 2013-H15 CI IO 01.7250 07/20/2063 | 0.02% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.02% |
| GNR 2016-29 IO IO 04.0000 02/16/2046 | 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% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.02% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.02% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% |
| GNR 2014-161 HI IO 04.5000 06/20/2044 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% |
| CWHL 2006-OA5 2A1 00.5061 04/25/2046 | 0.02% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.02% |
| FHR 4386 IL IO 04.0000 12/15/2043 | 0.02% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.02% |
| GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.02% |
| GNR 2017-H08 NI IO 02.2904 03/20/2067 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 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 CG | 0.02% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.02% |
| FNR 2012-49 QI IO 04.5000 12/25/2040 | 0.02% |
| FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.02% |
| GNR 2011-H16 FI IO 01.0394 07/20/2061 | 0.02% |
| SAMI 2007-AR1 2A1 00.2861 01/25/2037 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.02% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.02% |
| GNR 2019-78 SJ IO 05.9341 06/20/2049 | 0.02% |
| JPMCC 2012-C6 G P/P 144A 02.9720 05/15/2045 | 0.02% |
| CAS 2016-C01 1B 11.8561 08/25/2028 | 0.02% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.02% |
| GNR 2017-H09 IO IO 01.7270 04/20/2067 | 0.02% |
| GNR 2019-H14 IB IO 02.2921 08/20/2069 | 0.02% |
| INDX 2006-AR11 2A1 03.3323 06/25/2036 | 0.02% |
| CAS 2016-C05 2M2 04.5561 01/25/2029 | 0.02% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.02% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| GNR 2019-99 KS IO 05.9341 08/20/2049 | 0.02% |
| OPTN FN30 3.5 06/07/21 CALL 106.21875 JPMC | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| GNR 2016-H24 IO IO 02.1460 09/20/2066 | 0.02% |
| GNR 2017-H11 DI IO 01.8634 05/20/2067 | 0.02% |
| GSAA 2006-8 2A2 00.4661 05/25/2036 | 0.02% |
| 1.5665 R ISWP US0003M P 04/29/2031 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| GNR 2016-77 SL IO 06.0341 03/20/2043 | 0.01% |
| GNR 2017-H14 DI IO 01.7056 06/20/2067 | 0.01% |
| 1.0241 R ISWP US0003M P 04/08/2026 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% |
| CWALT 2006-OA7 1A2 01.0819 06/25/2046 | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.01% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.01% |
| GNR 2017-11 PI IO 04.0000 12/20/2046 | 0.01% |
| 1.0161 R ISWP US0003M P 04/08/2026 | 0.01% |
| 1.7055 R ISWP US0003M P 04/13/2031 | 0.01% |
| FHR 4425 WI IO 04.0000 03/15/2043 | 0.01% |
| FNR 2010-35 SG IO 06.2939 04/25/2040 | 0.01% |
| GNR 2012-H29 AI IO 01.3986 10/20/2062 | 0.01% |
| GNR 2012-H29 FI IO 01.3986 10/20/2062 | 0.01% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| FHR 3852 SC IO 06.5354 04/15/2040 | 0.01% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.01% |
| FHR 4076 MS IO 06.5854 07/15/2040 | 0.01% |
| FHR 4550 AI IO 03.0000 10/15/2040 | 0.01% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% |
| GNR 2015-H13 AI IO 02.4302 06/20/2065 | 0.01% |
| GNR 2017-H03 HI IO 01.5745 01/20/2067 | 0.01% |
| SWPTN 1MX10Y R 1.75 USD 05/06/2021 GS | 0.01% |
| 1.5675 R ISWP US0003M P 04/28/2031 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| FHR 4403 CI IO 04.0000 10/15/2044 | 0.01% |
| FHR 4475 CI IO 03.5000 01/15/2044 | 0.01% |
| FNR 2012-36 SN IO 06.3439 04/25/2042 | 0.01% |
| GNR 2015-106 CI IO 04.0000 05/20/2045 | 0.01% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.01% |
| GNR 2016-H23 NI IO 02.3846 10/20/2066 | 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% |
| 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 2012-47 CI IO 04.0000 03/20/2042 | 0.01% |
| GNR 2015-52 IK IO 03.5000 04/20/2045 | 0.01% |
| GNR 2015-H03 DI IO 01.6651 01/20/2065 | 0.01% |
| 1.684 R ISWP US0003M P 04/12/2031 | 0.01% |
| 1.9965 R ISWP US0003M P 04/21/2051 | 0.01% |
| 2.0065 R ISWP US0003M P 04/22/2051 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 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-.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 GS | 0.01% |
| FHR 4694 GI IO 04.0000 02/15/2043 | 0.01% |
| FNR 2011-4 CS 12.6877 05/25/2040 | 0.01% |
| FNR 2016-24 CI IO 04.0000 02/25/2046 | 0.01% |
| FNR 2017-78 KI IO 03.5000 10/25/2047 | 0.01% |
| GNR 2012-H06 AI IO 01.3346 01/20/2062 | 0.01% |
| GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.01% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.01% |
| MHL 2005-3 M4 01.0511 08/25/2035 | 0.01% |
| 1.5865 R ISWP US0003M P 04/19/2031 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 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-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| GNR 2015-144 IA IO 04.0000 01/16/2043 | 0.01% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.01% |
| GNR 2015-H15 JI IO 01.9586 06/20/2065 | 0.01% |
| GNR 2015-H25 AI IO 01.6169 09/20/2065 | 0.01% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.01% |
| GNR 2016-H02 HI IO 01.5494 01/20/2066 | 0.01% |
| GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.01% |
| 0.30 R ISWP FWD US0003M P 06/16/2023 | 0.01% |
| FHR 3829 AS IO 06.8354 03/15/2041 | 0.01% |
| FHR 3904 NI IO 03.5000 08/15/2026 | 0.01% |
| FHR 4386 LI IO 04.0000 02/15/2043 | 0.01% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.01% |
| GNR 2010-H19 BI IO 01.4548 08/20/2060 | 0.01% |
| GNR 2011-156 SK IO 06.4841 04/20/2038 | 0.01% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.01% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.01% |
| GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.01% |
| GNR 2015-H10 HI IO 02.0646 04/20/2065 | 0.01% |
| GNR 2015-H20 CI IO 02.2052 08/20/2065 | 0.01% |
| GNR 2015-H26 EI IO 01.7169 10/20/2065 | 0.01% |
| GNR 2016-149 MI IO 05.5000 05/20/2039 | 0.01% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.01% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.01% |
| 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% |
| CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% |
| FHR 4033 SC IO 06.4354 10/15/2036 | 0.00% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.00% |
| FHR 4560 PI IO 03.5000 05/15/2045 | 0.00% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.00% |
| GNR 2010-H22 CI IO 02.3711 10/20/2060 | 0.00% |
| GNR 2013-H24 AI IO 01.4200 09/20/2063 | 0.00% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.00% |
| GNR 2015-H10 CI IO 01.8046 04/20/2065 | 0.00% |
| GNR 2015-H14 BI IO 01.5579 05/20/2065 | 0.00% |
| GNR 2015-H20 AI IO 01.8221 08/20/2065 | 0.00% |
| GNR 2015-H23 DI IO 01.8544 09/20/2065 | 0.00% |
| GNR 2015-H25 BI IO 01.9541 10/20/2065 | 0.00% |
| GNR 2015-H25 EI IO 01.8635 10/20/2065 | 0.00% |
| GNR 2015-H26 DI IO 01.9111 10/20/2065 | 0.00% |
| GNR 2016-77 SC IO 05.9841 10/20/2045 | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.00% |
| FHR 4299 JI IO 04.0000 07/15/2043 | 0.00% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.00% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.00% |
| FNR 2013-57 IQ IO 03.0000 06/25/2041 | 0.00% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.00% |
| GNR 2015-96 NI IO 03.5000 01/20/2039 | 0.00% |
| GNR 2015-H24 BI IO 01.6052 08/20/2065 | 0.00% |
| GNR 2015-H25 CI IO 01.9318 10/20/2065 | 0.00% |
| GNR 2017-17 EI IO 04.0000 09/20/2044 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.00% |
| SWPTN 1MX10Y R 1.717 USD 05/12/2021 CI | 0.00% |
| UBSBB 2012-C2 E P/P 144A 05.0441 05/10/2063 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 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-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| FNR 2010-140 GS IO 05.8939 07/25/2039 | 0.00% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.00% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2011-H07 FI IO 01.2375 02/20/2061 | 0.00% |
| GNR 2013-182 SY IO 05.9841 12/20/2043 | 0.00% |
| GNR 2013-H14 XI IO 01.6168 03/20/2063 | 0.00% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.00% |
| GNR 2014-139 NI IO 03.5000 08/20/2028 | 0.00% |
| GNR 2014-60 SE IO 05.9841 04/20/2044 | 0.00% |
| GNR 2014-98 AI IO 04.5000 10/20/2041 | 0.00% |
| GNR 2014-H13 BI IO 01.5410 05/20/2064 | 0.00% |
| GNR 2015-187 JI IO 04.0000 03/20/2045 | 0.00% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.00% |
| GNR 2015-H16 XI IO 02.3970 07/20/2065 | 0.00% |
| GNR 2015-H18 IA IO 01.8350 06/20/2065 | 0.00% |
| GNR 2015-H22 EI IO 01.6046 08/20/2065 | 0.00% |
| GNR 2015-H23 BI IO 01.7541 09/20/2065 | 0.00% |
| GNR 2015-H24 HI IO 02.0410 09/20/2065 | 0.00% |
| GNR 2015-H26 GI IO 01.8005 10/20/2065 | 0.00% |
| GNR 2016-H04 KI IO 01.5333 02/20/2066 | 0.00% |
| GNR 2016-H08 GI IO 01.4295 04/20/2066 | 0.00% |
| GNR 2017-H06 EI IO 01.5944 02/20/2067 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.00% |
| 0.2807 R ISWP US0003M P 04/13/2023 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| FHR 3714 KI IO 04.5000 11/15/2039 | 0.00% |
| FHR 4074 KS IO 06.5854 02/15/2041 | 0.00% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.00% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.00% |
| FHR 4580 ID IO 03.5000 08/15/2045 | 0.00% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.00% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.00% |
| FNR 2017-15 LI IO 04.0000 06/25/2046 | 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 2014-100 LI IO 04.5000 10/16/2043 | 0.00% |
| GNR 2014-H09 AI IO 01.4144 01/20/2064 | 0.00% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 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-H09 BI IO 01.6880 03/20/2065 | 0.00% |
| GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.00% |
| 1.627 R ISWP US0003M P 04/30/2031 | 0.00% |
| 1.64 R ISWP US0003M P 05/04/2031 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| FHR 4000 LI IO 04.0000 02/15/2042 | 0.00% |
| FNR 2016-97 KI IO 03.0000 06/25/2040 | 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 2011-22 PS IO 05.8841 07/20/2040 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.00% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.00% |
| SWPTN 1MX10Y P 1.583 USD 05/19/2021 CI | 0.00% |
| 0.282 R ISWP US0003M P 04/28/2023 | 0.00% |
| 0.2825 R ISWP US0003M P 04/28/2023 | 0.00% |
| 1.5355 R ISWP US0003M P 04/27/2031 | 0.00% |
| 1.631 R ISWP US0003M P 04/16/2031 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 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.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-.14 2072-12-15 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| FHR 4267 CS IO 05.9354 05/15/2039 | 0.00% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.00% |
| FHR 4413 HI IO 03.5000 03/15/2040 | 0.00% |
| FHR 4501 BI IO 03.5000 10/15/2043 | 0.00% |
| FHR 4663 KI IO 03.5000 11/15/2042 | 0.00% |
| FHR 4663 TI IO 03.5000 10/15/2042 | 0.00% |
| FNR 2013-41 SP IO 06.0939 06/25/2040 | 0.00% |
| FNR 2014-95 TI IO 04.0000 05/25/2039 | 0.00% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.00% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.00% |
| SWPTN 6MX10Y R 0.915 USD 07/13/2021 CI | 0.00% |
| 0.2825 R ISWP US0003M P 04/13/2023 | -0.00% |
| 0.2875 R ISWP US0003M P 04/13/2023 | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 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 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-.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% |
| SWPTN 1MX5Y P 0.962 USD 05/26/2021 CI | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.00% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| 0.279 R ISWP US0003M P 04/01/2023 | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| 0.2875 R ISWP US0003M P 04/15/2023 | -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% |
| SWPTN 1MX5Y R 0.962 USD 05/26/2021 CI | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -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-.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% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.01% |
| OPTN FN30 3.0 05/06/21 PUT 104.453125 JPMC | -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-.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% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| OPTN FN30 3.5 06/07/21 PUT 106.21875 JPMC | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | -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% |
| 1.998 R ISWP US0003M P 04/26/2051 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 GS | -0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | -0.01% |
| SWPTN 1MX10Y R 1.583 USD 05/19/2021 CI | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% |
| 1.5625 R ISWP US0003M P 04/28/2031 | -0.02% |
| 1.9765 R ISWP US0003M P 04/20/2051 | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| 1.5614 R ISWP US0003M P 04/28/2031 | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% |
| 1.675 R ISWP US0003M P 04/13/2031 | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% |
| 1.7275 R ISWP US0003M P 03/31/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 1MX10Y P 1.717 USD 05/12/2021 CI | -0.02% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.03% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% |
| 1.65 R ISWP FWD US0003M P 06/16/2031 | -0.03% |
| CMB CMBX.NA.BB.13 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.BB.13 2072-12-16 500.0 12/16/2072 MS | -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.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.03% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.03% |
| SWPTN 1MX10Y P 1.75 USD 05/06/2021 GS | -0.03% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.04% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.04% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.04% |
| 1.7665 R ISWP US0003M P 04/01/2031 | -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.6 2063-05-11 500.0 05/11/2063 MS | -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.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 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| CMB CMBX.NA.BB.13 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.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.06% |
| 1.465 R ISWP US0003M P 04/15/2031 | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.06% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -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 | -0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.09% |
| 2.00 R ISWP FWD US0003M P 06/16/2051 | -0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.09% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.10% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.11% |
| SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.11% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.11% |
| 0.35 R ISWP FWD US0003M P 07/06/2025 | -0.12% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.14% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.16% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.17% |
| OPTN FN30 2.5 06/07/21 PUT 103.25 JPMC | -0.20% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.22% |
| 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 | -0.28% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.30% |
| 0.937 R ISWP US0003M P 01/06/2031 | -0.31% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.38% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.48% |
| GNMA GII30 TBA 03.5000 05/01/2051 | -0.57% |
| SWPTN 3MX10Y R 1.81 USD 06/18/2021 JP | -0.89% |
| 0.556 R ISWP US0003M P 08/05/2030 | -1.19% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -1.46% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -3.22% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -5.52% |
| FNMA FN30 TBA UMBS 02.0000 06/01/2051 | -18.33% |
| US 2YR NOTE (CBT) JUN21 TUM1 | -230.62% |
Fixed income statistics as of 08/31/21
| Average effective maturity | -1.99 yrs. |
|---|---|
| Average effective duration | 1.23 yrs. |
| Average yield to maturity | 17.12% |
| Average coupon | 4.42% |
Sector weightings as of 08/31/21
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Commercial MBS | 18.23% | 0.70 | 29.92% | 0.21 | 48.15% | 0.91 |
| Agency CMO | 35.97% | 1.11 | 0.01% | 0.00 | 35.98% | 1.11 |
| Residential MBS (non-agency) | 20.20% | 0.66 | 0.00% | 0.00 | 20.20% | 0.66 |
| Asset-backed securities (ABS) | 5.00% | 0.09 | 0.00% | 0.00 | 5.00% | 0.09 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | 4.48 | 0.00% | 4.48 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -4.07 | 0.00% | -4.07 |
| Agency pass-through | 1.24% | 0.05 | -13.19% | -1.12 | -11.95% | -1.07 |
| Net cash | 19.36% | 0.00 | 0.00% | 0.00 | 19.36% | 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 08/31/21
| 0 - 1 yr. | 39.79% |
|---|---|
| 1 - 5 yrs. | 64.50% |
| 5 - 10 yrs. | -4.67% |
| 10 - 15 yrs. | 0.38% |
Quality rating as of 08/31/21
| AAA | 38.57% |
|---|---|
| AA | 0.86% |
| A | 2.41% |
| BBB | 8.96% |
| BB | 4.33% |
| B | 3.02% |
| CCC and Below | 6.50% |
| Not Rated | 35.35% |
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 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. 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 | 1.01% | 1.76% | 0.74% | 0.76% |
| What you pay† | 0.79% | 1.54% | 0.52% | 0.54% |
† 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 09/30/21
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 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. 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.