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. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds (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), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining 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, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect 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, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which have been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, 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 R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Active Income
Mortgage Opportunities Fund (Class Y) (PMOYX)
A dynamic approach to securitized investing
Highlights
Objective
The portfolio seeks to maximize total return consistent with what Putnam believes to be prudent risk.
Strategy and process
- Multiple securitized sectors:Investing 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 diversification:Securitized sectors offer effective diversification potential to portfolios with equity, corporate credit, and emerging-market debt exposures.
- Dynamic risk allocation:Our differentiated approach actively allocates to credit, prepayment, and liquidity risks while deemphasizing interest-rate risk.
Fund price
| Net asset value (yesterday’s close) |
$10.52 0.10% | $0.01 |
| 52-week high | $10.92 (12/17/19) |
| 52-week low | $10.45 (12/18/19) |
Yield
| Distribution rate before sales charge as of 01/23/20 |
3.76% |
|---|---|
| Distribution rate after sales charge as of 01/23/20 |
3.76% |
| 30-day SEC yield with subsidy as of 12/31/19 |
3.32% |
| 30-day SEC yield without subsidy as of 12/31/19 |
3.23% |
Fund facts as of 12/31/19
Total net assets
$332.39M
$332.39M
Turnover (fiscal year end)
1,012%
1,012%
Dividend frequency (view rate)
Monthly*
Monthly*
Number of holdings
857
857
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
Co-Head of Fixed Income
Portfolio Manager
Portfolio Manager
Literature
Fund documents |
|
| Fact Sheet (Y 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) |
|
| Why securitized products can enhance fixed income diversification (PDF) | |
| Full holdings (August 2019) (PDF) | |
| Full holdings (July 2019) (PDF) | |
| Full holdings (June 2019) (PDF) | |
| Full holdings (May 2019) (PDF) | |
Performance
Total return (%) as of 12/31/19
Annual performance as of 12/31/19
Annualized Total return (%) as of 12/31/19
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | Life (inception: 07/01/19 ) |
|---|---|---|---|---|
| Before sales charge | 10.22% | 6.35% | -- | 4.81% |
| After sales charge | N/A | N/A | N/A | N/A |
| ICE BofA U.S. Treasury Bill Index | 2.35% | 1.68% | 1.10% | -- |
| Bloomberg Barclays U.S. MBS Index | 6.35% | 3.25% | 2.58% | -- |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 12/31/19 | 0.76% | - | |
| YTD as of 01/23/20 | 0.51% | - | |
Yield
| Distribution rate before sales charge as of 01/23/20 |
3.76% |
|---|---|
| Distribution rate after sales charge as of 01/23/20 |
3.76% |
| 30-day SEC yield with subsidy as of 12/31/19 |
3.32% |
| 30-day SEC yield without subsidy as of 12/31/19 |
3.23% |
Distributions
| Record/Ex dividend date | 01/16/20 |
|---|---|
| Payable date | 01/21/20 |
| Income | $0.033 |
| 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 03.0000 01/01/2050 | 19.53% |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 02/01/2050 | 11.59% |
| Fnma Fn30 Tba Umbs 04.0000 01/01/2050 | 4.69% |
| Gnr 2018-153 Ai Io 04.5000 09/16/2045 | 0.81% |
| Fnr 2018-39 Io 04.4080 06/25/2048 | 0.77% |
| Fnr 2019-41 Sb Io 04.2580 08/25/2049 | 0.70% |
| Gnr 2019-83 Sl Io 04.3354 07/20/2049 | 0.68% |
| Cas 2018-C05 1b1 06.0420 01/25/2031 | 0.66% |
| Stru Nsi-2513 Io 04.2580 06/25/2049 | 0.64% |
| Gnma Gii30 Tba 04.5000 01/01/2050 | 0.63% |
| Top 10 holdings, percent of portfolio | 40.70% |
| Top 10 holdings as of 12/31/19 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 01/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 02/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 01/01/2050 | |
| Gnr 2018-153 Ai Io 04.5000 09/16/2045 | |
| Fnr 2018-39 Io 04.4080 06/25/2048 | |
| Fnr 2019-41 Sb Io 04.2580 08/25/2049 | |
| Gnr 2019-83 Sl Io 04.3354 07/20/2049 | |
| Cas 2018-C05 1b1 06.0420 01/25/2031 | |
| Stru Nsi-2513 Io 04.2580 06/25/2049 | |
| Gnma Gii30 Tba 04.5000 01/01/2050 | |
| Holdings represent 40.70% of portfolio | |
| Top 10 holdings as of 11/30/19 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 01/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 12/01/2049 | |
| Gnr 2018-153 Ai Io 04.5000 09/16/2045 | |
| Fnr 2018-39 Io 04.4920 06/25/2048 | |
| Fnr 2019-41 Sb Io 04.3420 08/25/2049 | |
| Gnr 2019-83 Sl Io 04.3764 07/20/2049 | |
| Cas 2018-C05 1b1 05.9580 01/25/2031 | |
| Gnma Gii30 Tba 04.5000 12/01/2049 | |
| Cas 2017-C07 2m2 04.2080 05/25/2030 | |
| Gnma Gii30 Tba 04.0000 01/01/2050 | |
| Holdings represent 41.61% of portfolio | |
| Top 10 holdings as of 10/31/19 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 12/01/2049 | |
| Fnma Fn30 Tba Umbs 04.0000 11/01/2049 | |
| Gnr 2018-153 Ai Io 04.5000 09/16/2045 | |
| Fnr 2019-41 Sb Io 04.2273 08/25/2049 | |
| Gnr 2019-83 Sl Io 04.2536 07/20/2049 | |
| Cas 2018-C05 1b1 06.0728 01/25/2031 | |
| Gnr 2019-6 Sm Io 04.2036 01/20/2049 | |
| Gnma Gii30 Tba 04.5000 11/01/2049 | |
| Cas 2017-C07 2m2 04.3228 05/25/2030 | |
| Fnr 2019-28 S Io 04.2273 06/25/2049 | |
| Holdings represent 30.14% of portfolio | |
| Top 10 holdings as of 09/30/19 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 10/01/2049 | |
| Fnma Fn30 Tba Umbs 04.0000 10/01/2049 | |
| Gnma Gii30 Tba 04.5000 10/01/2049 | |
| Gnr 2018-153 Ai Io 04.5000 09/16/2045 | |
| Gnr 2019-83 Sl Io 04.0558 07/20/2049 | |
| Fnr 2019-41 Sb Io 04.0316 08/25/2049 | |
| Cas 2018-C05 1b1 06.2684 01/25/2031 | |
| Gnr 2019-6 Sm Io 04.0058 01/20/2049 | |
| Fnr 2019-28 S Io 04.0316 06/25/2049 | |
| Cas 2017-C07 2m2 04.5184 05/25/2030 | |
| Holdings represent 27.49% of portfolio | |
| FNMA FN30 TBA UMBS 03.0000 01/01/2050 | 30.40% |
|---|---|
| REPO TRIPA MORTG 1.64 12/02/2019 | 9.11% |
| FNMA FN30 TBA UMBS 04.0000 12/01/2049 | 5.13% |
| TREASURY BILL 00.0000 12/12/2019 | 1.81% |
| TREASURY BILL 00.0000 05/07/2020 | 0.87% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.87% |
| FNR 2018-39 SA IO 04.4920 06/25/2048 | 0.85% |
| FNR 2019-41 SB IO 04.3420 08/25/2049 | 0.79% |
| TREASURY BILL 00.0000 04/16/2020 | 0.79% |
| GNR 2019-83 SL IO 04.3764 07/20/2049 | 0.75% |
| CAS 2018-C05 1B1 05.9580 01/25/2031 | 0.72% |
| TREASURY BILL 00.0000 05/21/2020 | 0.71% |
| GNMA GII30 TBA 04.5000 12/01/2049 | 0.69% |
| CAS 2017-C07 2M2 04.2080 05/25/2030 | 0.68% |
| GNMA GII30 TBA 04.0000 01/01/2050 | 0.68% |
| STRU NSI-2513 SA IO 04.3420 06/25/2049 | 0.68% |
| 1.45 R ISWP FWD US0003M P 12/18/2024 | 0.68% |
| GNR 2019-6 SM IO 04.3264 01/20/2049 | 0.67% |
| STACR 2016-HQA4 M3 05.6080 04/25/2029 | 0.67% |
| FNR 2019-28 S IO 04.3420 06/25/2049 | 0.66% |
| STACR 2019-DNA2 M2 04.1580 03/25/2049 | 0.62% |
| STACR 2018-DNA2 B1 05.4080 12/25/2030 | 0.62% |
| STACR 2018-HQA2 B1 05.9580 10/25/2048 | 0.59% |
| TREASURY BILL 00.0000 03/12/2020 | 0.59% |
| GNR 2019-83 JS IO 04.3764 07/20/2049 | 0.58% |
| FNR 2019-45 SD IO 04.3420 08/25/2049 | 0.56% |
| GNR 2019-100 JS IO 04.3764 08/20/2049 | 0.54% |
| CAS 2015-C04 1M2 07.4080 04/25/2028 | 0.54% |
| GNR 2019-89 JS IO 04.3264 04/20/2049 | 0.51% |
| CCMFC 2006-4A A2 01.8880 11/25/2047 | 0.50% |
| FNR 2019-58 SA IO 04.3420 10/25/2049 | 0.50% |
| STACR 2016-HQA1 M3 08.0580 09/25/2028 | 0.50% |
| FHR 4290 LS IO 04.3346 07/15/2035 | 0.50% |
| GNR 2019-83 SW IO 04.3764 07/20/2049 | 0.49% |
| FNR 2011-126 SJ IO 04.2920 12/25/2041 | 0.49% |
| GNR 2019-78 SM IO 04.3764 06/20/2049 | 0.47% |
| GNR 2019-H03 AI IO 02.3947 11/20/2068 | 0.46% |
| GNR 2019-121 SD IO 04.2764 10/20/2049 | 0.46% |
| SPST 2019-7 A 02.4080 09/24/2020 | 0.45% |
| SPST 2019-11 A 02.4580 10/24/2020 | 0.44% |
| CAS 2019-R04 2B1 06.9580 06/25/2039 | 0.44% |
| CAS 2017-C02 2B1 07.2080 09/25/2029 | 0.42% |
| FNR 2019-5 SA IO 04.3920 03/25/2049 | 0.41% |
| CAS 2019-R04 2M2 03.8080 06/25/2039 | 0.41% |
| FNR 2019-21 SB IO 04.3420 05/25/2049 | 0.40% |
| FNR 2019-18 SL IO 04.3920 05/25/2049 | 0.40% |
| FHR 4839 WS IO 04.3346 08/15/2056 | 0.40% |
| GNR 2019-83 SA IO 04.3764 07/20/2049 | 0.40% |
| GNR 2015-182 IC IO 04.5000 12/20/2045 | 0.39% |
| CAS 2016-C03 2B 14.4580 10/25/2028 | 0.38% |
| FNR 2019-26 SM IO 04.3420 06/25/2049 | 0.37% |
| CAS 2017-C03 1B1 06.5580 10/25/2029 | 0.37% |
| GNR 2018-H01 AI IO 02.1834 01/20/2068 | 0.37% |
| FNR 2018-38 SP IO 04.4920 06/25/2048 | 0.37% |
| FNR 2016-91 AS IO 04.3920 12/25/2046 | 0.36% |
| STACR 2019-DNA1 M2 04.3580 01/25/2049 | 0.36% |
| CAS 2017-C04 2B1 06.7580 11/25/2029 | 0.36% |
| MSBAM 2013-C10 F P/P 144A 04.2175 07/15/2046 | 0.36% |
| WFRBS 2013-C15 D P/P 144A 04.6435 08/15/2046 | 0.36% |
| FNMA FN30 TBA UMBS 05.0000 12/01/2049 | 0.35% |
| FASST 2019-HB1 M5 06.0000 04/25/2029 | 0.35% |
| FNR 2019-18 SH IO 04.4420 05/25/2049 | 0.35% |
| TEMP CF-H361 I IO 01.2125 12/01/2049 | 0.34% |
| FHR 4922 SA IO 04.2846 08/25/2049 | 0.34% |
| CAS 2019-R02 1B1 05.8580 08/25/2031 | 0.34% |
| BSCMS 2007-T26 AJ 05.5617 01/12/2045 | 0.34% |
| OPTN FN30 3.0 01/07/20 CALL 101.34375 JPMC | 0.34% |
| GNR 2014-3 SM IO 04.3764 01/20/2044 | 0.32% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.32% |
| GNR 2014-188 IB IO 04.0000 12/20/2044 | 0.32% |
| STACR 2018-DNA2 M2 03.8580 12/25/2030 | 0.30% |
| GSMS 2014-GC24 D P/P 144A 04.6652 09/10/2047 | 0.30% |
| SPST 2018-8 A 02.4080 02/24/2020 | 0.30% |
| SPST 2019-3 A 02.4080 06/24/2020 | 0.30% |
| GNR 2017-H05 CI IO 03.0053 02/20/2067 | 0.30% |
| COMM 2014-CR19 D P/P 144A 04.9055 08/10/2047 | 0.30% |
| JPMCC 2007-CB20 E P/P 144A 06.3895 02/12/2051 | 0.30% |
| FNR 2017-8 SB IO 04.3920 02/25/2047 | 0.29% |
| GNR 2014-27 S IO 04.3764 02/20/2044 | 0.29% |
| STACR 2017-DNA1 B1 06.6580 07/25/2029 | 0.29% |
| STACR 2018-DNA3 B2 09.4580 09/25/2048 | 0.29% |
| COMM 2014-CR17 E P/P 144A 05.0116 05/10/2047 | 0.28% |
| CAS 2017-C06 2M2 04.5080 02/25/2030 | 0.28% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.28% |
| FNR 2017-16 QS IO 04.3720 03/25/2047 | 0.28% |
| CAS 2017-C06 2B1 06.1580 02/25/2030 | 0.27% |
| FNR 2016-85 SL IO 04.3920 11/25/2046 | 0.27% |
| FHR 4808 SD IO 04.4346 07/15/2048 | 0.26% |
| CAS 2018 - C01 1B1 05.2580 07/25/2030 | 0.26% |
| CAS 2017-C05 1B1 05.3080 01/25/2030 | 0.26% |
| FNR 2019-17 JS IO 04.3920 04/25/2049 | 0.26% |
| GNR 2013-9 S IO 05.0264 01/20/2043 | 0.26% |
| SPST 2019-WL1 A 02.3580 08/25/2052 | 0.26% |
| CAS 2016-C03 2M2 07.6080 10/25/2028 | 0.25% |
| JPMBB 2014-C18 D P/P 144A 04.9728 02/15/2047 | 0.25% |
| GNR 2017-H21 AI IO 02.8896 10/20/2067 | 0.25% |
| TREASURY BILL 00.0000 12/05/2019 | 0.25% |
| AHM 2007-1 GA1C 02.0128 05/25/2047 | 0.25% |
| FNR 2016-78 CS IO 04.3920 05/25/2039 | 0.24% |
| GNR 2018-72 IC IO 04.0000 05/20/2045 | 0.24% |
| FHR 4926 SP IO 04.2346 08/25/2049 | 0.24% |
| CAS 2017-C06 1M2 04.3580 02/25/2030 | 0.24% |
| GNR 2019-H15 CI IO 01.1721 07/20/2069 | 0.24% |
| FHR 4789 AS IO 04.4346 05/15/2048 | 0.23% |
| MWST 2019-1 A 02.5080 06/25/2052 | 0.23% |
| CAS 2019-R06 2B1 05.4580 09/25/2039 | 0.23% |
| MSC 2011-C3 G P/P 144A 05.4193 07/15/2049 | 0.23% |
| JPMCC 2013-LC11 D 04.3067 04/15/2046 | 0.22% |
| OMIR 2018-1A M2 04.5580 07/25/2028 | 0.22% |
| OMIR 2017-1A B1 P/P 144A 07.4580 04/25/2027 | 0.22% |
| FNR 2019-60 BS IO 04.3420 10/25/2049 | 0.21% |
| GNR 2009-121 DI IO 04.5000 12/16/2039 | 0.21% |
| GNR 2018-H02 HI IO 02.3448 01/20/2068 | 0.21% |
| BALTA 2005-8 21A1 04.1755 10/25/2035 | 0.21% |
| GNR 2017-H04 BI IO 02.5248 02/20/2067 | 0.21% |
| JPMCC 2011-C3 D P/P 144A 05.8527 02/15/2046 | 0.21% |
| CAS 2015-C04 2M2 07.2580 04/25/2028 | 0.21% |
| MCAS 2019-01 M10 P/P 144A 04.9580 10/15/2049 | 0.20% |
| STACR 2018-HQA1 M2 04.0080 09/25/2030 | 0.20% |
| GNR 2017-H20 GI IO 02.8162 09/20/2067 | 0.20% |
| 1.675 R ISWP US0003M P 10/04/2049 | 0.20% |
| GNR 2018-H07 IE IO 02.4520 02/20/2068 | 0.20% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.20% |
| NHLT 2018-2A M5 P/P 144A 06.0000 07/25/2028 | 0.20% |
| TREASURY BILL 00.0000 01/02/2020 | 0.19% |
| WFRBS 2012-C10 D P/P 144A 04.5825 12/15/2045 | 0.19% |
| FNR 2016-88 BS IO 04.3920 12/25/2046 | 0.19% |
| GNR 2019-35 SE IO 04.3875 01/16/2044 | 0.19% |
| WFRBS 2012-C9 E P/P 144A 04.9712 11/15/2045 | 0.19% |
| STACR 2015-DNA2 B 09.2580 12/25/2027 | 0.19% |
| JPMBB 2013-C12 E P/P 144A 04.2369 07/15/2045 | 0.19% |
| BALTA 2006-6 1A1 02.0280 11/25/2036 | 0.19% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.18% |
| WFRBS 2012-C7 E P/P 144A 04.9681 06/15/2045 | 0.18% |
| 1.512 R ISWP US0003M P 10/04/2021 | 0.18% |
| UBSCM 2012-C1 D P/P 144A 05.7560 05/10/2045 | 0.18% |
| COMM 2012-CR4 B P/P 144A 03.7030 10/15/2045 | 0.18% |
| STACR 2018-DNA3 B1 05.6080 09/25/2048 | 0.18% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.18% |
| GNR 2017-H10 MI IO 01.8331 04/20/2067 | 0.17% |
| GSAA 2006-1 A1 01.7980 01/25/2036 | 0.17% |
| FNR 2018-36 SD IO 04.5420 06/25/2048 | 0.17% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.17% |
| GNR 2016-H22 AI IO 02.0867 10/20/2066 | 0.17% |
| STACR 2017-HQA1 M2 05.2580 08/25/2029 | 0.17% |
| STACR 2018-DNA1 B1 04.8580 07/25/2030 | 0.16% |
| FHR 3346 SC IO 04.7846 10/15/2033 | 0.16% |
| MSBAM 2013-C12 E P/P 144A 04.9247 10/15/2046 | 0.16% |
| GNR 2017-H11 NI IO 02.2457 05/20/2067 | 0.16% |
| MSBAM 2013-C11 D P/P 144A 04.4987 08/15/2046 | 0.16% |
| UBSBB 2012-C4 D P/P 144A 04.6293 12/10/2045 | 0.16% |
| COMM 2014-CR17 D P/P 144A 05.0116 05/10/2047 | 0.16% |
| GNR 2017-H16 IB IO 02.1333 08/20/2067 | 0.16% |
| GNR 2019-H09 EI IO 02.4830 04/20/2069 | 0.15% |
| STACR 2016-DNA3 M3 06.7080 12/25/2028 | 0.15% |
| CMLTI 2007-AR5 1A1A 04.6025 04/25/2037 | 0.15% |
| GNR 2017-H22 DI IO 01.5250 11/20/2067 | 0.15% |
| WFCM 2013-LC12 D P/P 144A 04.4199 07/15/2046 | 0.15% |
| FNR 2014-87 MS IO 04.5420 01/25/2045 | 0.15% |
| GNR 2014-H08 CI IO 01.5383 03/20/2064 | 0.15% |
| MSBAM 2013-C10 E P/P 144A 04.2175 07/15/2046 | 0.14% |
| FNR 2010-99 NI IO 06.0000 09/25/2040 | 0.14% |
| GNR 2018-H11 JI IO 02.6103 07/20/2068 | 0.14% |
| CAS 2019-R05 1M2 03.7080 07/25/2039 | 0.14% |
| GNR 2017-H20 AI IO 02.3545 10/20/2067 | 0.14% |
| CAS 2016-C07 2M2 06.0580 05/25/2029 | 0.14% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.14% |
| GNR 2013-167 SG IO 04.4264 11/20/2043 | 0.14% |
| GNR 2010-125 SD IO 04.9175 01/16/2040 | 0.14% |
| CAS 2016-C03 1M2 07.0080 10/25/2028 | 0.14% |
| GNR 2018-H01 IB IO 01.6674 01/20/2068 | 0.14% |
| GNR 2014-H23 BI IO 01.6139 11/20/2064 | 0.14% |
| GSR 2007-OA1 2A3A 02.0180 05/25/2037 | 0.13% |
| STACR 2015-DNA3 B 11.0580 04/25/2028 | 0.13% |
| UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.13% |
| GNR 2016-150 I IO 05.0000 11/20/2046 | 0.13% |
| GNR 2016-H21 AI IO 02.1007 09/20/2066 | 0.13% |
| GNR 2013-99 AS IO 04.3264 06/20/2043 | 0.13% |
| GNR 2016-H27 EI IO 02.5207 12/20/2066 | 0.12% |
| MSRR 2010-R4 4B 04.5986 02/26/2037 | 0.12% |
| STACR 2018-HQA2 B2 12.7080 10/25/2048 | 0.12% |
| GNR 2018-H11 AI IO 02.5260 02/20/2068 | 0.12% |
| WFMBS 2006-AR5 1A1 05.1832 04/25/2036 | 0.12% |
| GNR 2016-H24 CI IO 01.7465 10/20/2066 | 0.12% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.12% |
| GNR 2017-H02 BI IO 02.3175 01/20/2067 | 0.12% |
| GNR 2017-H03 DI IO 02.0421 12/20/2066 | 0.12% |
| STACR 2016-HQA3 M3 05.5580 03/25/2029 | 0.12% |
| WAMU 2005-AR10 1A3 04.1661 09/25/2035 | 0.12% |
| GNR 2016-H22 IO IO 01.9112 10/20/2066 | 0.12% |
| GNR 2018-H02 IM IO 02.2969 02/20/2068 | 0.12% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.12% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.11% |
| FNR 2016-83 BS IO 04.3920 11/25/2046 | 0.11% |
| SAMI 2006-AR7 A1BG 01.8280 08/25/2036 | 0.11% |
| STACR 2019-DNA1 B1 06.3580 01/25/2049 | 0.11% |
| STACR 2019-HQA1 B2 13.9580 02/25/2049 | 0.11% |
| GNR 2015-H01 BI IO 01.6160 01/20/2065 | 0.11% |
| GNR 2017-H16 CI IO 01.7115 07/20/2067 | 0.11% |
| BALTA 2005-7 21A1 04.4267 09/25/2035 | 0.11% |
| CWALT 2006-OA10 4A1 01.8980 08/25/2046 | 0.11% |
| MSC 2012-C4 D P/P 144A 05.6000 03/15/2045 | 0.11% |
| CWALT 2006-OA19 A1 01.9036 02/20/2047 | 0.11% |
| GNR 2013-182 SP IO 04.9764 12/20/2043 | 0.11% |
| MSC 2012-C4 E P/P 144A 05.6000 03/15/2045 | 0.11% |
| GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.11% |
| STACR 2015-HQA2 B 12.2080 05/25/2028 | 0.11% |
| FHR 4560 IO IO 05.7951 05/15/2039 | 0.11% |
| CAS 2016-C06 1B 10.9580 04/25/2029 | 0.11% |
| GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.10% |
| GNR 2017-H03 CI IO 02.1643 12/20/2066 | 0.10% |
| STACR 2019-HQA1 M2 04.0580 02/25/2049 | 0.10% |
| CWALT 2006-OA10 3A1 01.8980 08/25/2046 | 0.10% |
| GNR 2018-H08 FI IO 01.5958 06/20/2068 | 0.10% |
| GNR 2016-H26 KI IO 01.9061 11/20/2066 | 0.10% |
| GNR 2017-H14 JI IO 02.1899 06/20/2067 | 0.10% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.10% |
| JPMBB 2013-C14 F P/P 144A 03.5980 08/15/2046 | 0.10% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.10% |
| GNR 2017-H08 EI IO 02.3901 02/20/2067 | 0.10% |
| COMM 2012-CR3 E P/P 144A 04.9101 10/15/2045 | 0.10% |
| GNR 2015-H04 AI IO 02.2483 12/20/2064 | 0.10% |
| CAS 2016-C05 2M2 06.1580 01/25/2029 | 0.10% |
| CAS 2018-C06 2B1 05.8080 03/25/2031 | 0.10% |
| GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 | 0.10% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.10% |
| FNR 2016-102 JI IO 03.5000 02/25/2046 | 0.10% |
| STACR 2017-DNA2 B1 06.8580 10/25/2029 | 0.10% |
| STACR 2019-DNA2 B1 06.0580 03/25/2049 | 0.10% |
| GNR 2014-95 JI IO 04.5000 12/16/2039 | 0.09% |
| GNR 2015-H22 HI IO 02.0536 08/20/2065 | 0.09% |
| FNR 2012-132 PI IO 05.0000 10/25/2042 | 0.09% |
| GNR 2015-165 IC IO 03.5000 07/16/2041 | 0.09% |
| STACR 2017-DNA3 B1 06.1580 03/25/2030 | 0.09% |
| FHR 4451 CI IO 07.0000 03/15/2045 | 0.09% |
| GNR 2014-H06 BI IO 01.5294 02/20/2064 | 0.09% |
| GSAA 2005-15 2A2 01.9580 01/25/2036 | 0.09% |
| CAS 2018-C04 2M2 04.2580 12/25/2030 | 0.09% |
| FNR 2017-48 LI IO 04.0000 05/25/2047 | 0.09% |
| GNR 2016-164 IO IO 06.5000 12/20/2046 | 0.09% |
| GNR 2018-H05 BI IO 02.3097 02/20/2068 | 0.09% |
| GNR 2017-H16 KI IO 01.5186 08/20/2067 | 0.09% |
| FNR 2016-65 CS IO 04.3920 09/25/2046 | 0.08% |
| GNR 2016-H18 QI IO 03.0910 06/20/2066 | 0.08% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.08% |
| STACR 2019-DNA2 B2 12.2080 03/25/2049 | 0.08% |
| SWPTN 5WX10Y P 1.79 USD 12/27/2019 CI | 0.08% |
| GNR 2011-148 SN IO 04.9275 11/16/2041 | 0.08% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.08% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.08% |
| HVMLT 2004-11 1A 02.4333 01/19/2035 | 0.08% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.08% |
| FNR 2018-1 JI IO 05.0000 02/25/2048 | 0.08% |
| JPMCC 2011-C3 E P/P 144A 05.8527 02/15/2046 | 0.08% |
| FNR 2012-90 DI IO 04.0000 03/25/2042 | 0.08% |
| 1.4575 R ISWP US0003M P 10/11/2029 | 0.08% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.08% |
| GNR 2017-H14 EI IO 01.5470 06/20/2067 | 0.08% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.08% |
| CMLTI 2007-AMC3 A2D 02.0580 03/25/2037 | 0.07% |
| FNR 2011-134 SP IO 04.2920 02/25/2041 | 0.07% |
| FNR 2017-8 IO IO 06.0000 02/25/2047 | 0.07% |
| GNMA 10000 BQ7315 05.0000 10/20/2049 | 0.07% |
| GNR 2016-H17 DI IO 02.5990 07/20/2066 | 0.07% |
| GNR 2017-H13 QI IO 02.1334 06/20/2067 | 0.07% |
| WFRBS 2012-C7 D P/P 144A 04.9681 06/15/2045 | 0.07% |
| FNR 2015-73 PI IO 03.5000 10/25/2045 | 0.07% |
| GNMA GII30 BP3623 05.0000 08/20/2049 | 0.07% |
| GNMA 10000 BQ7313 04.5000 10/20/2049 | 0.07% |
| GNR 2018-91 SJ IO 04.5264 07/20/2048 | 0.07% |
| JPMCC 2012-C6 E P/P 144A 05.3290 05/15/2045 | 0.07% |
| GNR 2013-6 AI IO 03.5000 08/20/2039 | 0.07% |
| GNR 2012-H29 CI IO 01.4787 02/20/2062 | 0.07% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.07% |
| FNR 2018-15 PI IO 04.0000 10/25/2047 | 0.07% |
| GNR 2012-H11 FI IO 01.2685 02/20/2062 | 0.07% |
| STACR 2019-DNA1 B2 12.4580 01/25/2049 | 0.07% |
| CMLTI 2007-WFH3 M1 01.9680 06/25/2037 | 0.07% |
| FHS 324 C21 IO 06.0000 06/15/2039 | 0.07% |
| GNMA GII30 BL2894 05.0000 04/20/2049 | 0.07% |
| GNR 2017-H06 MI IO 02.2907 02/20/2067 | 0.07% |
| RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029 | 0.07% |
| CAS 2018-C01 1M2 03.9580 07/25/2030 | 0.06% |
| FHR 4707 AI IO 04.0000 07/15/2047 | 0.06% |
| GNR 2015-40 KI IO 04.0000 07/20/2044 | 0.06% |
| CAS 2019-R03 1B1 05.8080 09/25/2031 | 0.06% |
| GNR 2017-H20 DI IO 02.3540 10/20/2067 | 0.06% |
| 1.58 R ISWP FWD US0003M P 12/18/2021 | 0.06% |
| OMIR 2019-1A B1B 06.0580 07/25/2029 | 0.06% |
| GNR 2015-H29 HI IO 02.0950 09/20/2065 | 0.06% |
| GNR 2018-77 IO IO 05.0000 06/20/2048 | 0.06% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.06% |
| BMIR 2019-4A B1 P/P 144A 05.5580 10/25/2029 | 0.06% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.06% |
| FNR 2012-49 QI IO 04.5000 12/25/2040 | 0.06% |
| GNR 2017-H18 DI IO 02.4847 09/20/2067 | 0.06% |
| GNMA 10000 BO5417 05.0000 06/20/2049 | 0.06% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.06% |
| TREASURY BILL 00.0000 04/09/2020 | 0.06% |
| FHR 4127 PI IO 04.5000 07/15/2042 | 0.06% |
| GNMA GII30 BO4634 05.0000 06/20/2049 | 0.06% |
| GNR 2017-H09 DI IO 01.9614 03/20/2067 | 0.06% |
| WFCM 2010-C1 E P/P 144A 04.0000 11/15/2043 | 0.06% |
| CWALT 2005-51 3A3A 02.3636 11/20/2035 | 0.06% |
| GNR 2017-68 IL IO 04.0000 08/20/2044 | 0.06% |
| GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.05% |
| TREASURY BILL 00.0000 04/23/2020 | 0.05% |
| CAS 2015-C03 2M2 06.7080 07/25/2025 | 0.05% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.05% |
| GNR 2014-58 SA IO 04.3764 04/20/2044 | 0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.05% |
| FHR 4475 CI IO 03.5000 01/15/2044 | 0.05% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.05% |
| GNR 2017-130 IB IO 04.0000 08/20/2047 | 0.05% |
| OMIR 2019-1A B1A 05.2080 07/25/2029 | 0.05% |
| FHR 3981 WS IO 04.7846 05/15/2041 | 0.05% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.05% |
| GNMA GII30 BP2045 05.0000 07/20/2049 | 0.05% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.05% |
| GNR 2012-103 CI IO 03.5000 08/16/2042 | 0.05% |
| GNR 2017-H03 AI IO 01.8586 12/20/2066 | 0.05% |
| GNR 2017-99 AI IO 04.0000 01/20/2047 | 0.05% |
| WAMU 2004-AR12 A2B 02.6280 10/25/2044 | 0.05% |
| FNR 2013-90 SD IO 04.8920 09/25/2043 | 0.05% |
| GNR 2012-98 AI IO 04.5000 04/16/2042 | 0.05% |
| GNR 2017-123 IO IO 05.0000 08/16/2047 | 0.05% |
| GNR 2017-H20 HI IO 02.3029 10/20/2067 | 0.05% |
| CWALT 2006-45T1 2A7 02.0480 02/25/2037 | 0.05% |
| FHR 4604 QI IO 03.5000 07/15/2046 | 0.05% |
| GNR 2016-H06 AI IO 02.3950 02/20/2066 | 0.05% |
| SWPTN 5WX10Y R 1.55 USD 12/27/2019 CI | 0.05% |
| GNR 2017-26 EI IO 05.0000 02/20/2040 | 0.04% |
| GNR 2017-H06 BI IO 02.3313 02/20/2067 | 0.04% |
| GNR 2017-H08 DI IO 02.6969 02/20/2067 | 0.04% |
| GNR 2017-H22 EI IO 02.1639 10/20/2067 | 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% |
| CWALT 2006-OA10 2A1 01.8980 08/25/2046 | 0.04% |
| GNR 2014-H25 BI IO 01.7401 12/20/2064 | 0.04% |
| GNR 2017-H19 MI IO 02.0493 04/20/2067 | 0.04% |
| GNR 2012-H10 AI IO 01.2551 12/20/2061 | 0.04% |
| CAS 2016-C03 1B 13.4580 10/25/2028 | 0.04% |
| BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.04% |
| SAMI 2006-AR7 A1A 01.9180 08/25/2036 | 0.04% |
| JPALT 2007-A2 12A1 02.0228 06/25/2037 | 0.04% |
| 1.5594 R ISWP US0003M P 09/30/2029 | 0.04% |
| 1.62779 R ISWP US0003M P 10/15/2029 | 0.04% |
| FHR 4134 PI IO 03.0000 11/15/2042 | 0.04% |
| FHR 4550 AI IO 03.0000 10/15/2040 | 0.04% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% |
| GNR 2016-49 IO IO 04.5000 11/16/2045 | 0.04% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.04% |
| GNMA GII30 BO2715 05.0000 07/20/2049 | 0.04% |
| GNMA GII30 BO4614 05.0000 06/20/2049 | 0.04% |
| GNMA GII30 BP3611 05.0000 07/20/2049 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.04% |
| CWALT 2006-OA10 1A1 03.2864 08/25/2046 | 0.04% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.04% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.04% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.04% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.04% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.04% |
| GNR 2010-H20 IF IO 01.4957 10/20/2060 | 0.04% |
| WAMU 2005-AR13 A1C4 02.1380 10/25/2045 | 0.04% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.03% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.03% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.03% |
| BSMF 2006-AR2 2A1 01.9380 09/25/2046 | 0.03% |
| GNR 2016-H16 DI IO 02.4636 06/20/2066 | 0.03% |
| CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.03% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.03% |
| GNMA 10000 BO6603 05.0000 07/20/2049 | 0.03% |
| CAS 2018-C06 1B1 05.4580 03/25/2031 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.03% |
| GNR 2016-H27 BI IO 02.2345 12/20/2066 | 0.03% |
| FHR 3984 DS IO 04.1846 01/15/2042 | 0.03% |
| GNMA GII30 BO8266 05.0000 07/20/2049 | 0.03% |
| GNR 2017-H03 EI IO 02.4214 01/20/2067 | 0.03% |
| CAS 2016-C02 1B 13.9580 09/25/2028 | 0.03% |
| FHR 4033 SC IO 04.7846 10/15/2036 | 0.03% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.03% |
| CAS 2017-C07 2B1 06.1580 05/25/2030 | 0.03% |
| FNR 2017-78 KI IO 03.5000 10/25/2047 | 0.03% |
| GNR 2013-H15 CI IO 01.8140 07/20/2063 | 0.03% |
| GNR 2017-11 PI IO 04.0000 12/20/2046 | 0.03% |
| FHR 3747 SA IO 04.7346 10/15/2040 | 0.03% |
| FHR 4413 HI IO 03.5000 03/15/2040 | 0.03% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.03% |
| GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.03% |
| JPMCC 2012-C6 G P/P 144A 02.9720 05/15/2045 | 0.03% |
| CAS 2018-C05 1M2 04.0580 01/25/2031 | 0.03% |
| FHR 4386 IL IO 04.0000 12/15/2043 | 0.03% |
| FNR 2011-101 SA IO 04.1920 10/25/2041 | 0.03% |
| GNR 2014-161 HI IO 04.5000 06/20/2044 | 0.03% |
| GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.03% |
| GNR 2017-120 IJ IO 04.0000 04/20/2047 | 0.03% |
| GNR 2017-141 ID IO 03.5000 07/20/2047 | 0.03% |
| GNR 2017-17 EI IO 04.0000 09/20/2044 | 0.03% |
| GNR 2019-78 SJ IO 04.3264 06/20/2049 | 0.03% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.02% |
| GNR 2011-H15 AI IO 01.5733 06/20/2061 | 0.02% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.02% |
| GNR 2016-H20 NI IO 02.2572 09/20/2066 | 0.02% |
| GNR 2017-6 DI IO 03.5000 01/20/2044 | 0.02% |
| GNR 2016-29 IO IO 04.0000 02/16/2046 | 0.02% |
| GNR 2017-H16 JI IO 02.7126 08/20/2067 | 0.02% |
| FHR 4568 MI IO 04.0000 04/15/2046 | 0.02% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.02% |
| STACR 2018-HQA2 M2 04.0080 10/25/2048 | 0.02% |
| FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.02% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.02% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.02% |
| CAS 2016-C05 2B 12.4580 01/25/2029 | 0.02% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.02% |
| FNR 2012-103 SD IO 04.3420 09/25/2042 | 0.02% |
| GNR 2017-H06 DI IO 01.8278 02/20/2067 | 0.02% |
| FHR 4076 MS IO 04.9346 07/15/2040 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNR 2016-77 SL IO 04.4264 03/20/2043 | 0.02% |
| GNR 2017-H08 NI IO 02.2059 03/20/2067 | 0.02% |
| 1.6355 R ISWP US0003M P 11/22/2029 | 0.02% |
| FHR 4267 CS IO 04.2846 05/15/2039 | 0.02% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| OPTN FN30 3.5 12/05/19 CALL 102.53125 JPMC | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| FHR 4694 GI IO 04.0000 02/15/2043 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNR 2011-H16 FI IO 01.0855 07/20/2061 | 0.02% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.02% |
| GNR 2019-H14 IB IO 02.4782 08/20/2069 | 0.02% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.02% |
| FHR 4425 WI IO 04.0000 03/15/2043 | 0.02% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% |
| FNR 2016-97 KI IO 03.0000 06/25/2040 | 0.02% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.02% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.02% |
| GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.02% |
| GNR 2017-H09 IO IO 01.8617 04/20/2067 | 0.02% |
| 1.7485 R ISWP US0003M P 11/01/2029 | 0.02% |
| 1.9425 R ISWP US0003M P 11/15/2049 | 0.02% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.02% |
| CWHL 2006-OA5 2A1 01.9080 04/25/2046 | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.02% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.02% |
| 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% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2012-36 SN IO 04.7420 04/25/2042 | 0.01% |
| GNR 2015-96 NI IO 03.5000 01/20/2039 | 0.01% |
| GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.01% |
| SAMI 2007-AR1 2A1 01.8880 01/25/2037 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| FHR 3852 SC IO 04.8846 04/15/2040 | 0.01% |
| FHR 4099 BI IO 03.5000 06/15/2039 | 0.01% |
| GNR 2014-98 AI IO 04.5000 10/20/2041 | 0.01% |
| GNR 2017-H11 DI IO 01.9205 05/20/2067 | 0.01% |
| GNR 2017-H14 DI IO 01.7529 06/20/2067 | 0.01% |
| GNR 2019-99 KS IO 04.3264 08/20/2049 | 0.01% |
| GSAA 2006-8 2A2 01.8880 05/25/2036 | 0.01% |
| INDX 2006-AR11 2A1 04.0861 06/25/2036 | 0.01% |
| 1.6486 R ISWP US0003M P 11/25/2029 | 0.01% |
| 1.8525 R ISWP US0003M P 10/18/2049 | 0.01% |
| CAS 2016-C01 1B 13.4580 08/25/2028 | 0.01% |
| CWALT 2005-59 1A1 02.0536 11/20/2035 | 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 4560 PI IO 03.5000 05/15/2045 | 0.01% |
| GNR 2012-H29 AI IO 01.5028 10/20/2062 | 0.01% |
| GNR 2012-H29 FI IO 01.5028 10/20/2062 | 0.01% |
| GNR 2016-H24 IO IO 02.1266 09/20/2066 | 0.01% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.01% |
| 1.759 R ISWP US0003M P 11/07/2029 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| FHR 3714 KI IO 04.5000 11/15/2039 | 0.01% |
| FHR 4656 AI IO 03.0000 09/15/2037 | 0.01% |
| FNR 2010-140 GS IO 04.2920 07/25/2039 | 0.01% |
| FNR 2016-24 CI IO 04.0000 02/25/2046 | 0.01% |
| GNR 2015-106 CI IO 04.0000 05/20/2045 | 0.01% |
| GNR 2017-H03 HI IO 01.5613 01/20/2067 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CWALT 2006-OA7 1A2 03.2664 06/25/2046 | 0.01% |
| FHR 4299 JI IO 04.0000 07/15/2043 | 0.01% |
| FHR 4601 PI IO 04.5000 12/15/2045 | 0.01% |
| FNR 2010-35 SG IO 04.6920 04/25/2040 | 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 2015-53 MI IO 04.0000 04/16/2045 | 0.01% |
| 1.6785 R ISWP US0003M P 10/22/2029 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| FHR 4530 TI IO 04.0000 11/15/2045 | 0.01% |
| FNR 2013-57 IQ IO 03.0000 06/25/2041 | 0.01% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.01% |
| FNR 2017-15 LI IO 04.0000 06/25/2046 | 0.01% |
| GNR 2010-167 SG IO 04.7375 08/16/2038 | 0.01% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.01% |
| GNR 2015-H13 AI IO 02.3165 06/20/2065 | 0.01% |
| GNR 2016-37 IW IO 04.5000 02/20/2046 | 0.01% |
| GNR 2016-H23 NI IO 02.1562 10/20/2066 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.01% |
| GNR 2015-144 IA IO 04.0000 01/16/2043 | 0.01% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.01% |
| GNR 2016-149 MI IO 05.5000 05/20/2039 | 0.01% |
| GNR 2016-H12 AI IO 01.7032 07/20/2065 | 0.01% |
| GNR 2016-H25 GI IO 01.5531 11/20/2066 | 0.01% |
| 1.5345 R ISWP US0003M P 11/29/2024 | 0.01% |
| 1.6175 R ISWP US0003M P 11/08/2024 | 0.01% |
| 1.682 R ISWP US0003M P 11/27/2029 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 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.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.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.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 3829 AS IO 05.1846 03/15/2041 | 0.01% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.01% |
| FHR 4663 KI IO 03.5000 11/15/2042 | 0.01% |
| FNR 2011-4 CS 09.4840 05/25/2040 | 0.01% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.01% |
| GNR 2012-H06 AI IO 01.3941 01/20/2062 | 0.01% |
| GNR 2012-H23 WI IO 01.6106 10/20/2062 | 0.01% |
| GNR 2014-139 NI IO 03.5000 08/20/2028 | 0.01% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.01% |
| GNR 2015-H03 DI IO 02.2037 01/20/2065 | 0.01% |
| MHL 2005-3 M4 02.6530 08/25/2035 | 0.01% |
| UBSBB 2012-C2 E P/P 144A 05.0473 05/10/2063 | 0.01% |
| 1.7505 R ISWP US0003M P 11/08/2029 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FHR 4510 HI IO 03.0000 03/15/2040 | 0.01% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.01% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.01% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.01% |
| GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.01% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.01% |
| GNR 2015-H25 AI IO 01.6608 09/20/2065 | 0.01% |
| GNR 2015-H26 EI IO 01.7825 10/20/2065 | 0.01% |
| GNR 2016-H02 HI IO 02.2569 01/20/2066 | 0.01% |
| GNR 2016-H14 AI IO 02.4528 06/20/2066 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.01% |
| 1.5635 R ISWP US0003M P 10/21/2024 | 0.00% |
| 1.6425 R ISWP US0003M P 11/07/2024 | 0.00% |
| 1.669 R ISWP US0003M P 10/22/2029 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| FHR 4580 ID IO 03.5000 08/15/2045 | 0.00% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.00% |
| GNR 2010-134 ES IO 04.2764 11/20/2039 | 0.00% |
| GNR 2010-H22 CI IO 02.4226 10/20/2060 | 0.00% |
| GNR 2011-156 SK IO 04.8764 04/20/2038 | 0.00% |
| GNR 2013-H24 AI IO 01.5182 09/20/2063 | 0.00% |
| GNR 2014-H21 AI IO 01.3585 10/20/2064 | 0.00% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.00% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.00% |
| GNR 2015-H10 HI IO 02.4432 04/20/2065 | 0.00% |
| GNR 2015-H15 JI IO 02.0282 06/20/2065 | 0.00% |
| GNR 2015-H20 CI IO 02.0308 08/20/2065 | 0.00% |
| GNR 2016-69 IO IO 04.0000 05/20/2046 | 0.00% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.00% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.00% |
| GNR 2016-H06 HI IO 02.0803 02/20/2066 | 0.00% |
| GNR 2016-H11 HI IO 02.0997 01/20/2066 | 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% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.00% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.00% |
| FHR 4462 PI IO 04.0000 04/15/2045 | 0.00% |
| FHR 4663 TI IO 03.5000 10/15/2042 | 0.00% |
| FNR 2011-98 AI IO 03.5000 11/25/2037 | 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 2010-H19 BI IO 01.5134 08/20/2060 | 0.00% |
| GNR 2014-H08 BI IO 01.5052 04/20/2064 | 0.00% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.00% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.00% |
| GNR 2015-187 JI IO 04.0000 03/20/2045 | 0.00% |
| GNR 2015-H10 CI IO 01.8616 04/20/2065 | 0.00% |
| GNR 2015-H14 BI IO 01.6217 05/20/2065 | 0.00% |
| GNR 2015-H20 AI IO 01.8808 08/20/2065 | 0.00% |
| GNR 2015-H23 DI IO 01.9122 09/20/2065 | 0.00% |
| GNR 2015-H24 BI IO 01.6717 08/20/2065 | 0.00% |
| GNR 2015-H25 BI IO 01.6873 10/20/2065 | 0.00% |
| GNR 2015-H25 CI IO 01.6041 10/20/2065 | 0.00% |
| GNR 2015-H25 EI IO 01.9079 10/20/2065 | 0.00% |
| GNR 2015-H26 DI IO 01.5910 10/20/2065 | 0.00% |
| GNR 2016-77 SC IO 04.3764 10/20/2045 | 0.00% |
| BACM 2008-1 AJ 06.7858 02/10/2051 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% |
| FHR 4000 LI IO 04.0000 02/15/2042 | 0.00% |
| FHR 4074 KS IO 04.9346 02/15/2041 | 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% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2011-H07 FI IO 01.2901 02/20/2061 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GNR 2013-182 SY IO 04.3764 12/20/2043 | 0.00% |
| GNR 2013-H14 XI IO 01.7037 03/20/2063 | 0.00% |
| GNR 2014-100 LI IO 04.5000 10/16/2043 | 0.00% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.00% |
| GNR 2014-60 SE IO 04.3764 04/20/2044 | 0.00% |
| GNR 2014-H13 BI IO 01.6141 05/20/2064 | 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-H16 XI IO 02.3394 07/20/2065 | 0.00% |
| GNR 2015-H22 EI IO 01.6641 08/20/2065 | 0.00% |
| GNR 2015-H23 BI IO 01.7902 09/20/2065 | 0.00% |
| GNR 2015-H24 HI IO 02.0344 09/20/2065 | 0.00% |
| GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.00% |
| GNR 2016-H04 KI IO 02.0863 02/20/2066 | 0.00% |
| GNR 2016-H08 GI IO 01.4780 04/20/2066 | 0.00% |
| GNR 2017-H06 EI IO 01.6347 02/20/2067 | 0.00% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.00% |
| FHR 4389 IA IO 04.0000 09/15/2044 | 0.00% |
| FHR 4501 BI IO 03.5000 10/15/2043 | 0.00% |
| FHR 4666 AI MTGE IO 03.0000 09/15/2035 | 0.00% |
| FNR 2011-59 BI IO 06.0000 08/25/2040 | 0.00% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2011-22 PS IO 04.2764 07/20/2040 | 0.00% |
| GNR 2011-H08 GI IO 01.3145 03/20/2061 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2014-H09 AI IO 01.4835 01/20/2064 | 0.00% |
| GNR 2015-H09 BI IO 01.7475 03/20/2065 | 0.00% |
| GNR 2015-H18 IA IO 01.8844 06/20/2065 | 0.00% |
| GNR 2015-H26 GI IO 01.8504 10/20/2065 | 0.00% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.00% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.00% |
| 1.579 R ISWP US0003M P 10/23/2024 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| FHR 4073 AS IO 04.2846 08/15/2038 | 0.00% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.00% |
| FNR 2012-86 CS IO 04.3920 04/25/2039 | 0.00% |
| FNR 2012-90 EI IO 03.5000 02/25/2039 | 0.00% |
| FNR 2013-41 SP IO 04.4920 06/25/2040 | 0.00% |
| FNR 2014-95 TI IO 04.0000 05/25/2039 | 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 2010-50 QS IO 04.8264 12/20/2038 | 0.00% |
| GNR 2015-82 GI IO 03.5000 12/20/2038 | 0.00% |
| GNR 2015-H26 CI IO 00.2007 08/20/2065 | 0.00% |
| MSC 2007-HQ11 B 05.5380 02/12/2044 | 0.00% |
| 1.70334 R ISWP US0003M P 10/24/2029 | 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-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.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-.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 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 BC | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| GNR 2014-115 EI IO 04.0000 06/20/2038 | 0.00% |
| GNR 2016-167 SB IO 04.2764 04/20/2038 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.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 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| 1.6535 R ISWP US0003M P 11/08/2021 | -0.00% |
| 1.6937 R ISWP US0003M P 11/21/2029 | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.00% |
| 1.8595 R ISWP US0003M P 11/29/2049 | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| 1.684 R ISWP US0003M P 10/28/2029 | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| OPTN FN30 3.5 12/05/19 PUT 102.53125 JPMC | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -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-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| 1.6805 R ISWP US0003M P 11/06/2029 | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 ML | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 6MX5Y R 1.731 USD 12/30/2019 BC | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.01% |
| 1.63942 R ISWP US0003M P 11/07/2024 | -0.01% |
| 1.7325 R ISWP US0003M P 11/19/2029 | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| 1.741 R ISWP US0003M P 11/12/2024 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| 1.6915 R ISWP US0003M P 11/12/2024 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| 1.6445 R ISWP US0003M P 11/29/2029 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| 1.6465 R ISWP US0003M P 11/26/2029 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| 1.7975 R ISWP US0003M P 10/03/2049 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.03% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.03% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% |
| 1.737 R ISWP US0003M P 10/02/2049 | -0.03% |
| SWPTN 6MX5Y R 1.58 USD 03/13/2020 CI | -0.04% |
| SWPTN 6MX5Y P 1.731 USD 12/30/2019 BC | -0.04% |
| 1.92276 R ISWP US0003M P 11/08/2049 | -0.04% |
| SWPTN 6MX5Y P 1.58 USD 03/13/2020 CI | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| SWPTN 5WX10Y R 1.67 USD 12/27/2019 CI | -0.06% |
| 1.631 R ISWP FWD US0003M P 10/22/2029 | -0.07% |
| 1.6455 R ISWP US0003M P 10/09/2049 | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.09% |
| SWPTN 5WX10Y P 1.67 USD 12/27/2019 CI | -0.10% |
| 1.4925 R ISWP US0003M P 10/04/2029 | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.20% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.20% |
| 1.65 R ISWP FWD US0003M P 12/18/2049 | -0.22% |
| OPTN FN30 3.0 01/07/20 PUT 101.34375 JPMC | -0.31% |
| GNMA GII30 TBA 03.5000 12/01/2049 | -0.34% |
| FNMA FN30 TBA UMBS 04.5000 12/01/2049 | -0.35% |
| 1.396 R ISWP US0003M P 10/04/2024 | -0.35% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.41% |
| 1.525 R ISWP FWD US0003M P 12/18/2029 | -0.64% |
| FNMA FN30 TBA UMBS 03.5000 12/01/2049 | -1.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.26% |
| FNMA FN30 TBA UMBS 03.0000 12/01/2049 | 18.66% |
|---|---|
| REPO TRIPA MORTG 1.75 11/01/2019 | 7.71% |
| FNMA FN30 TBA UMBS 04.0000 11/01/2049 | 5.30% |
| TREASURY BILL 00.0000 12/12/2019 | 1.87% |
| TREASURY BILL 00.0000 11/07/2019 | 1.49% |
| TREASURY BILL 00.0000 11/21/2019 | 1.05% |
| TREASURY BILL 00.0000 11/14/2019 | 0.93% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.90% |
| FNR 2019-41 SB IO 04.2273 08/25/2049 | 0.83% |
| GNR 2019-83 SL IO 04.2536 07/20/2049 | 0.80% |
| CAS 2018-C05 1B1 06.0728 01/25/2031 | 0.74% |
| GNMA GII30 TBA 04.5000 11/01/2049 | 0.71% |
| GNR 2019-6 SM IO 04.2036 01/20/2049 | 0.71% |
| CAS 2017-C07 2M2 04.3228 05/25/2030 | 0.71% |
| GNMA GII30 TBA 04.0000 11/01/2049 | 0.71% |
| FNR 2019-28 S IO 04.2273 06/25/2049 | 0.70% |
| STRU NSI-2513 SA IO 04.2273 06/25/2049 | 0.69% |
| STACR 2016-HQA4 M3 05.7228 04/25/2029 | 0.69% |
| STACR 2019-DNA2 M2 04.2728 03/25/2049 | 0.64% |
| STACR 2018-HQA2 B1 06.0728 10/25/2048 | 0.61% |
| GNR 2019-83 JS IO 04.2536 07/20/2049 | 0.60% |
| TREASURY BILL 00.0000 03/12/2020 | 0.60% |
| FNR 2019-45 SD IO 04.2273 08/25/2049 | 0.59% |
| GNR 2019-100 JS IO 04.2536 08/20/2049 | 0.58% |
| CAS 2015-C04 1M2 07.5228 04/25/2028 | 0.56% |
| GNR 2019-89 JS IO 04.2036 04/20/2049 | 0.54% |
| FHR 4290 LS IO 04.1788 07/15/2035 | 0.53% |
| FNR 2019-58 SA IO 04.2273 10/25/2049 | 0.52% |
| GNR 2019-83 SW IO 04.2536 07/20/2049 | 0.52% |
| CCMFC 2006-4A A2 02.0028 11/25/2047 | 0.52% |
| FNR 2011-126 SJ IO 04.1773 12/25/2041 | 0.52% |
| STACR 2016-HQA1 M3 08.1728 09/25/2028 | 0.51% |
| STACR 2018-DNA2 B1 05.5228 12/25/2030 | 0.51% |
| GNR 2019-H03 AI IO 02.3395 11/20/2068 | 0.50% |
| GNR 2019-121 SD IO 04.0500 10/20/2049 | 0.49% |
| GNR 2019-78 SM IO 04.2536 06/20/2049 | 0.48% |
| SPST 2019-7 A 02.7459 09/24/2020 | 0.46% |
| SPST 2019-11 A 02.5718 10/24/2020 | 0.46% |
| CAS 2019-R04 2B1 07.0728 06/25/2039 | 0.46% |
| FNR 2019-5 SA IO 04.2773 03/25/2049 | 0.45% |
| CAS 2017-C02 2B1 07.3228 09/25/2029 | 0.43% |
| FNR 2019-21 SB IO 04.2273 05/25/2049 | 0.43% |
| FHR 4839 WS IO 04.1788 08/15/2056 | 0.42% |
| CAS 2019-R04 2M2 03.9228 06/25/2039 | 0.42% |
| FNR 2019-18 SL IO 04.2773 05/25/2049 | 0.42% |
| GNR 2015-182 IC IO 04.5000 12/20/2045 | 0.41% |
| GNR 2019-83 SA IO 04.2536 07/20/2049 | 0.40% |
| CAS 2016-C03 2B 14.5728 10/25/2028 | 0.40% |
| FNR 2019-26 SM IO 04.2273 06/25/2049 | 0.40% |
| COMM 2014-CR19 D P/P 144A 04.7473 08/10/2047 | 0.39% |
| CAS 2017-C03 1B1 06.6728 10/25/2029 | 0.38% |
| GNR 2018-H01 AI IO 02.2040 01/20/2068 | 0.38% |
| FNR 2019-18 SH IO 04.3273 05/25/2049 | 0.38% |
| STACR 2019-DNA1 M2 04.4728 01/25/2049 | 0.37% |
| CAS 2017-C04 2B1 06.8728 11/25/2029 | 0.37% |
| MSBAM 2013-C10 F P/P 144A 04.0817 07/15/2046 | 0.37% |
| FNR 2016-91 AS IO 04.2773 12/25/2046 | 0.37% |
| FHR 4922 SA IO 04.1288 08/25/2049 | 0.36% |
| WFRBS 2013-C15 D P/P 144A 04.4938 08/15/2046 | 0.36% |
| FNMA FN30 TBA UMBS 05.0000 11/01/2049 | 0.36% |
| FASST 2019-HB1 M5 06.0000 04/25/2029 | 0.36% |
| CAS 2019-R02 1B1 05.9728 08/25/2031 | 0.36% |
| BSCMS 2007-T26 AJ 05.4502 01/12/2045 | 0.35% |
| FNR 2018-39 SA IO 04.3773 06/25/2048 | 0.35% |
| GNR 2014-3 SM IO 04.2536 01/20/2044 | 0.34% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.33% |
| GNR 2014-188 IB IO 04.0000 12/20/2044 | 0.32% |
| STACR 2018-DNA2 M2 03.9728 12/25/2030 | 0.32% |
| GSMS 2014-GC24 D P/P 144A 04.5336 09/10/2047 | 0.31% |
| SPST 2018-8 A 02.7459 02/24/2020 | 0.31% |
| SPST 2019-3 A 02.7459 06/24/2020 | 0.31% |
| STACR 2018-HQA1 M2 04.1228 09/25/2030 | 0.31% |
| GNR 2014-27 S IO 04.2536 02/20/2044 | 0.31% |
| GNR 2017-H05 CI IO 02.8714 02/20/2067 | 0.31% |
| JPMCC 2007-CB20 E P/P 144A 06.1834 02/12/2051 | 0.30% |
| CAS 2017-C06 2M2 04.6228 02/25/2030 | 0.30% |
| STACR 2017-DNA1 B1 06.7728 07/25/2029 | 0.30% |
| FNR 2017-16 QS IO 04.2573 03/25/2047 | 0.30% |
| COMM 2014-CR17 E P/P 144A 04.8500 05/10/2047 | 0.29% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.29% |
| FNR 2016-85 SL IO 04.2773 11/25/2046 | 0.29% |
| FNR 2017-8 SB IO 04.2773 02/25/2047 | 0.29% |
| CAS 2017-C06 2B1 06.2728 02/25/2030 | 0.28% |
| FHR 4808 SD IO 04.2788 07/15/2048 | 0.28% |
| FNR 2019-17 JS IO 04.2773 04/25/2049 | 0.28% |
| GNR 2013-9 S IO 04.9036 01/20/2043 | 0.27% |
| CAS 2017-C05 1B1 05.4228 01/25/2030 | 0.27% |
| CAS 2016-C03 2M2 07.7228 10/25/2028 | 0.27% |
| CAS 2018 - C01 1B1 05.3728 07/25/2030 | 0.27% |
| SPST 2019-WL1 A 02.4728 08/25/2052 | 0.26% |
| GNR 2017-H21 AI IO 02.0952 10/20/2067 | 0.26% |
| FNR 2016-78 CS IO 04.2773 05/25/2039 | 0.26% |
| JPMBB 2014-C18 D P/P 144A 04.8124 02/15/2047 | 0.26% |
| AHM 2007-1 GA1C 02.0128 05/25/2047 | 0.26% |
| TREASURY BILL 00.0000 12/05/2019 | 0.26% |
| FHR 4789 AS IO 04.2788 05/15/2048 | 0.25% |
| GNR 2018-72 IC IO 04.0000 05/20/2045 | 0.25% |
| CAS 2017-C06 1M2 04.4728 02/25/2030 | 0.24% |
| MWST 2019-1 A 02.6228 06/25/2052 | 0.24% |
| CAS 2019-R06 2B1 05.5728 09/25/2039 | 0.24% |
| GNR 2019-H15 CI IO 01.0967 07/20/2069 | 0.24% |
| FNR 2019-60 BS IO 04.2273 10/25/2049 | 0.24% |
| MSC 2011-C3 G P/P 144A 05.2445 07/15/2049 | 0.24% |
| JPMCC 2013-LC11 D 04.1679 04/15/2046 | 0.23% |
| OMIR 2018-1A M2 04.6728 07/25/2028 | 0.23% |
| CAS 2015-C04 2M2 07.3728 04/25/2028 | 0.22% |
| GNR 2017-H04 BI IO 02.5338 02/20/2067 | 0.22% |
| OMIR 2017-1A B1 P/P 144A 07.5728 04/25/2027 | 0.22% |
| BALTA 2005-8 21A1 04.2252 10/25/2035 | 0.22% |
| GNR 2018-H02 HI IO 02.3879 01/20/2068 | 0.22% |
| JPMCC 2011-C3 D P/P 144A 05.6639 02/15/2046 | 0.22% |
| GNR 2017-H20 GI IO 02.0347 09/20/2067 | 0.22% |
| MCAS 2019-01 M10 P/P 144A 05.0496 10/15/2049 | 0.21% |
| GNR 2018-H07 IE IO 02.4122 02/20/2068 | 0.21% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.20% |
| FNR 2016-88 BS IO 04.2773 12/25/2046 | 0.20% |
| GNR 2019-35 SE IO 04.2365 01/16/2044 | 0.20% |
| GNR 2009-121 DI IO 04.5000 12/16/2039 | 0.20% |
| TREASURY BILL 00.0000 04/16/2020 | 0.20% |
| NHLT 2018-2A M5 P/P 144A 06.0000 07/25/2028 | 0.20% |
| TREASURY BILL 00.0000 01/02/2020 | 0.20% |
| WFRBS 2012-C10 D P/P 144A 04.4349 12/15/2045 | 0.20% |
| STACR 2015-DNA2 B 09.3728 12/25/2027 | 0.20% |
| WFRBS 2012-C9 E P/P 144A 04.8109 11/15/2045 | 0.20% |
| BALTA 2006-6 1A1 02.1428 11/25/2036 | 0.19% |
| WFRBS 2012-C7 E P/P 144A 04.8139 06/15/2045 | 0.19% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.19% |
| FNR 2018-36 SD IO 04.4273 06/25/2048 | 0.18% |
| UBSCM 2012-C1 D P/P 144A 05.5703 05/10/2045 | 0.18% |
| GNR 2017-H10 MI IO 01.8447 04/20/2067 | 0.18% |
| COMM 2012-CR4 B P/P 144A 03.7030 10/15/2045 | 0.18% |
| STACR 2018-DNA3 B1 05.7228 09/25/2048 | 0.18% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.18% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.18% |
| GNR 2016-H22 AI IO 02.0456 10/20/2066 | 0.18% |
| FHR 3346 SC IO 04.6288 10/15/2033 | 0.17% |
| STACR 2017-HQA1 M2 05.3728 08/25/2029 | 0.17% |
| STACR 2018-DNA1 B1 04.9728 07/25/2030 | 0.17% |
| GNR 2017-H11 NI IO 02.2671 05/20/2067 | 0.17% |
| MSBAM 2013-C12 E P/P 144A 04.7655 10/15/2046 | 0.17% |
| MSBAM 2013-C11 D P/P 144A 04.3537 08/15/2046 | 0.16% |
| UBSBB 2012-C4 D P/P 144A 04.4803 12/10/2045 | 0.16% |
| COMM 2014-CR17 D P/P 144A 04.8500 05/10/2047 | 0.16% |
| GNR 2017-H16 IB IO 02.1449 08/20/2067 | 0.16% |
| GNR 2019-H09 EI IO 02.4158 04/20/2069 | 0.16% |
| GNR 2017-H22 DI IO 01.5245 11/20/2067 | 0.16% |
| CMLTI 2007-AR5 1A1A 04.7144 04/25/2037 | 0.16% |
| FNR 2014-87 MS IO 04.4273 01/25/2045 | 0.16% |
| STACR 2016-DNA3 M3 06.8228 12/25/2028 | 0.15% |
| WFCM 2013-LC12 D P/P 144A 04.2847 07/15/2046 | 0.15% |
| GNR 2018-H11 JI IO 02.6607 07/20/2068 | 0.15% |
| FNR 2010-99 NI IO 06.0000 09/25/2040 | 0.15% |
| CAS 2016-C07 2M2 06.1728 05/25/2029 | 0.15% |
| GNR 2010-125 SD IO 04.7893 01/16/2040 | 0.15% |
| GNR 2013-167 SG IO 04.3036 11/20/2043 | 0.15% |
| MSBAM 2013-C10 E P/P 144A 04.0817 07/15/2046 | 0.15% |
| GNR 2014-H08 CI IO 01.4964 03/20/2064 | 0.15% |
| CAS 2019-R05 1M2 03.8228 07/25/2039 | 0.15% |
| GNR 2017-H20 AI IO 01.7979 10/20/2067 | 0.15% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.14% |
| GNR 2018-H01 IB IO 01.6266 01/20/2068 | 0.14% |
| CAS 2016-C03 1M2 07.1228 10/25/2028 | 0.14% |
| GNR 2014-H23 BI IO 01.5709 11/20/2064 | 0.14% |
| GSR 2007-OA1 2A3A 02.1328 05/25/2037 | 0.14% |
| STACR 2015-DNA3 B 11.1728 04/25/2028 | 0.14% |
| UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.14% |
| 1.45 R ISWP FWD US0003M P 12/18/2024 | 0.13% |
| GNR 2016-150 I IO 05.0000 11/20/2046 | 0.13% |
| GNR 2016-H21 AI IO 01.9635 09/20/2066 | 0.13% |
| SWPTN 5WX10Y R 1.548 USD 11/25/2019 CI | 0.13% |
| GNR 2013-99 AS IO 04.2036 06/20/2043 | 0.13% |
| MSRR 2010-R4 4B 03.1086 02/26/2037 | 0.13% |
| GNR 2018-H11 AI IO 02.5935 02/20/2068 | 0.13% |
| WFMBS 2006-AR5 1A1 05.1922 04/25/2036 | 0.13% |
| GNR 2016-H24 CI IO 01.7027 10/20/2066 | 0.13% |
| GNR 2016-H27 EI IO 02.4044 12/20/2066 | 0.13% |
| WAMU 2005-AR10 1A3 04.1917 09/25/2035 | 0.13% |
| GNR 2017-H03 DI IO 02.1743 12/20/2066 | 0.13% |
| WFMBS 2006-AR2 1A1 04.9163 03/25/2036 | 0.12% |
| GNR 2017-H02 BI IO 02.3350 01/20/2067 | 0.12% |
| GNR 2018-H02 IM IO 02.3377 02/20/2068 | 0.12% |
| STACR 2016-HQA3 M3 05.6728 03/25/2029 | 0.12% |
| FNR 2016-83 BS IO 04.2773 11/25/2046 | 0.12% |
| GNR 2016-H22 IO IO 01.8692 10/20/2066 | 0.12% |
| OPTN FN30 3.0 11/06/19 CALL 101.625 JPMC | 0.12% |
| SAMI 2006-AR7 A1BG 01.9428 08/25/2036 | 0.12% |
| STACR 2019-DNA1 B1 06.4728 01/25/2049 | 0.12% |
| 1.675 R ISWP US0003M P 10/04/2049 | 0.12% |
| BALTA 2005-7 21A1 04.4611 09/25/2035 | 0.12% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.12% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.12% |
| STACR 2019-HQA1 B2 14.0728 02/25/2049 | 0.12% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.12% |
| GNR 2013-182 SP IO 04.8536 12/20/2043 | 0.12% |
| CWALT 2006-OA19 A1 02.0264 02/20/2047 | 0.12% |
| GNR 2017-H16 CI IO 01.6694 07/20/2067 | 0.12% |
| GNR 2015-H01 BI IO 01.5732 01/20/2065 | 0.12% |
| CWALT 2006-OA10 4A1 02.0128 08/25/2046 | 0.11% |
| GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.11% |
| MSC 2012-C4 D P/P 144A 05.4194 03/15/2045 | 0.11% |
| MSC 2012-C4 E P/P 144A 05.4194 03/15/2045 | 0.11% |
| STACR 2015-HQA2 B 12.3228 05/25/2028 | 0.11% |
| CWALT 2006-OA10 3A1 02.0128 08/25/2046 | 0.11% |
| FHR 4560 IO IO 05.7882 05/15/2039 | 0.11% |
| GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.11% |
| VOLT 2018-NPL5 A1B P/P 144A 04.7037 08/25/2048 | 0.11% |
| GNR 2017-H03 CI IO 02.1765 12/20/2066 | 0.11% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.11% |
| GNR 2016-H26 KI IO 01.9069 11/20/2066 | 0.11% |
| STACR 2019-HQA1 M2 04.1728 02/25/2049 | 0.11% |
| GNR 2015-H04 AI IO 02.1112 12/20/2064 | 0.10% |
| GNR 2017-H08 EI IO 02.4064 02/20/2067 | 0.10% |
| GNR 2018-H08 FI IO 01.5940 06/20/2068 | 0.10% |
| JPMBB 2013-C14 F P/P 144A 03.5980 08/15/2046 | 0.10% |
| CAS 2016-C05 2M2 06.2728 01/25/2029 | 0.10% |
| GNR 2017-H14 JI IO 02.1909 06/20/2067 | 0.10% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.10% |
| CAS 2018-C06 2B1 05.9228 03/25/2031 | 0.10% |
| GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 | 0.10% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.10% |
| FNR 2012-132 PI IO 05.0000 10/25/2042 | 0.10% |
| GNR 2015-H22 HI IO 02.0497 08/20/2065 | 0.10% |
| STACR 2019-DNA2 B1 06.1728 03/25/2049 | 0.10% |
| GNR 2014-95 JI IO 04.5000 12/16/2039 | 0.10% |
| STACR 2017-DNA2 B1 06.9728 10/25/2029 | 0.10% |
| 1.512 R ISWP US0003M P 10/04/2021 | 0.10% |
| FHR 4451 CI IO 07.0000 03/15/2045 | 0.09% |
| GSAA 2005-15 2A2 02.0728 01/25/2036 | 0.09% |
| GNR 2014-H06 BI IO 01.4879 02/20/2064 | 0.09% |
| GNR 2016-164 IO IO 06.5000 12/20/2046 | 0.09% |
| FNR 2016-102 JI IO 03.5000 02/25/2046 | 0.09% |
| WFCM 2010-C1 E P/P 144A 04.0000 11/15/2043 | 0.09% |
| CAS 2018-C04 2M2 04.3728 12/25/2030 | 0.09% |
| FNR 2017-48 LI IO 04.0000 05/25/2047 | 0.09% |
| GNR 2015-165 IC IO 03.5000 07/16/2041 | 0.09% |
| GNR 2017-H16 KI IO 01.4760 08/20/2067 | 0.09% |
| GNR 2018-H05 BI IO 02.3567 02/20/2068 | 0.09% |
| FNR 2016-65 CS IO 04.2773 09/25/2046 | 0.09% |
| GNR 2016-H18 QI IO 02.9531 06/20/2066 | 0.08% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.08% |
| STACR 2019-DNA2 B2 12.3228 03/25/2049 | 0.08% |
| GNR 2011-148 SN IO 04.7993 11/16/2041 | 0.08% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.08% |
| HVMLT 2004-11 1A 02.5464 01/19/2035 | 0.08% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.08% |
| FNR 2018-1 JI IO 05.0000 02/25/2048 | 0.08% |
| JPMCC 2011-C3 E P/P 144A 05.6639 02/15/2046 | 0.08% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.08% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.08% |
| GNR 2017-H14 EI IO 01.5620 06/20/2067 | 0.08% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.08% |
| FNR 2011-134 SP IO 04.1773 02/25/2041 | 0.08% |
| FNR 2012-90 DI IO 04.0000 03/25/2042 | 0.08% |
| CMLTI 2007-AMC3 A2D 02.1728 03/25/2037 | 0.08% |
| GNR 2016-H17 DI IO 02.6101 07/20/2066 | 0.08% |
| GNR 2017-H13 QI IO 02.1440 06/20/2067 | 0.08% |
| GNMA GII30 BP3623 05.0000 08/20/2049 | 0.08% |
| GNR 2012-H29 CI IO 01.4409 02/20/2062 | 0.08% |
| GNR 2018-91 SJ IO 04.4036 07/20/2048 | 0.08% |
| WFRBS 2012-C7 D P/P 144A 04.8139 06/15/2045 | 0.08% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.07% |
| GNMA 10000 BQ7315 05.0000 10/20/2049 | 0.07% |
| GNMA GII30 BL2894 05.0000 04/20/2049 | 0.07% |
| GNR 2013-6 AI IO 03.5000 08/20/2039 | 0.07% |
| STACR 2018-HQA2 B2 12.8228 10/25/2048 | 0.07% |
| FNR 2015-73 PI IO 03.5000 10/25/2045 | 0.07% |
| FNR 2017-8 IO IO 06.0000 02/25/2047 | 0.07% |
| JPMCC 2012-C6 E P/P 144A 05.1577 05/15/2045 | 0.07% |
| STACR 2018-DNA3 B2 09.5728 09/25/2048 | 0.07% |
| GNMA 10000 BQ7313 04.5000 10/20/2049 | 0.07% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.07% |
| GNR 2012-H11 FI IO 01.2270 02/20/2062 | 0.07% |
| STACR 2019-DNA1 B2 12.5728 01/25/2049 | 0.07% |
| GNR 2017-H06 MI IO 02.3077 02/20/2067 | 0.07% |
| CMLTI 2007-WFH3 M1 02.0828 06/25/2037 | 0.07% |
| FHS 324 C21 IO 06.0000 06/15/2039 | 0.07% |
| FNR 2018-15 PI IO 04.0000 10/25/2047 | 0.07% |
| RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029 | 0.07% |
| CAS 2018-C01 1M2 04.0728 07/25/2030 | 0.07% |
| FHR 4707 AI IO 04.0000 07/15/2047 | 0.07% |
| GNR 2015-40 KI IO 04.0000 07/20/2044 | 0.07% |
| CAS 2019-R03 1B1 05.9228 09/25/2031 | 0.07% |
| GNR 2015-H29 HI IO 02.0962 09/20/2065 | 0.07% |
| GNR 2017-H20 DI IO 01.8529 10/20/2067 | 0.07% |
| OMIR 2019-1A B1B 06.1728 07/25/2029 | 0.06% |
| FNR 2012-49 QI IO 04.5000 12/25/2040 | 0.06% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.06% |
| BMIR 2019-4A B1 P/P 144A 05.7635 10/25/2029 | 0.06% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.06% |
| GNR 2017-H18 DI IO 02.4866 09/20/2067 | 0.06% |
| GNR 2018-77 IO IO 05.0000 06/20/2048 | 0.06% |
| GNMA 10000 BO5417 05.0000 06/20/2049 | 0.06% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.06% |
| TREASURY BILL 00.0000 04/09/2020 | 0.06% |
| FHR 4127 PI IO 04.5000 07/15/2042 | 0.06% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.06% |
| GNR 2017-H09 DI IO 01.9188 03/20/2067 | 0.06% |
| GNMA GII30 BO4634 05.0000 06/20/2049 | 0.06% |
| GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.06% |
| CAS 2015-C03 2M2 06.8228 07/25/2025 | 0.06% |
| CWALT 2005-51 3A3A 02.4903 11/20/2035 | 0.06% |
| GNR 2017-68 IL IO 04.0000 08/20/2044 | 0.06% |
| FHR 3981 WS IO 04.6288 05/15/2041 | 0.05% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.05% |
| OMIR 2019-1A B1A 05.3228 07/25/2029 | 0.05% |
| FHR 4475 CI IO 03.5000 01/15/2044 | 0.05% |
| GNR 2017-130 IB IO 04.0000 08/20/2047 | 0.05% |
| GNR 2017-H03 AI IO 02.1411 12/20/2066 | 0.05% |
| WAMU 2004-AR12 A2B 02.7428 10/25/2044 | 0.05% |
| GNMA GII30 BP2045 05.0000 07/20/2049 | 0.05% |
| GNR 2012-103 CI IO 03.5000 08/16/2042 | 0.05% |
| GNR 2014-58 SA IO 04.2536 04/20/2044 | 0.05% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.05% |
| FNR 2013-90 SD IO 04.7773 09/25/2043 | 0.05% |
| GNR 2017-99 AI IO 04.0000 01/20/2047 | 0.05% |
| 1.7485 R ISWP US0003M P 11/01/2029 | 0.05% |
| GNR 2017-H20 HI IO 01.7749 10/20/2067 | 0.05% |
| GNR 2012-98 AI IO 04.5000 04/16/2042 | 0.05% |
| GNR 2017-123 IO IO 05.0000 08/16/2047 | 0.05% |
| CWALT 2006-45T1 2A7 02.1628 02/25/2037 | 0.05% |
| FHR 4604 QI IO 03.5000 07/15/2046 | 0.05% |
| GNR 2016-H06 AI IO 02.2592 02/20/2066 | 0.05% |
| GNR 2017-H06 BI IO 02.3452 02/20/2067 | 0.05% |
| GNR 2017-H22 EI IO 02.2373 10/20/2067 | 0.05% |
| GNR 2017-136 IY IO 05.0000 03/20/2045 | 0.05% |
| GNR 2017-26 EI IO 05.0000 02/20/2040 | 0.05% |
| GNR 2017-H08 DI IO 02.6975 02/20/2067 | 0.05% |
| 1.4575 R ISWP US0003M P 10/11/2029 | 0.05% |
| CWALT 2006-OA10 2A1 02.0128 08/25/2046 | 0.05% |
| GNR 2011-135 DI IO 05.0000 04/16/2040 | 0.05% |
| GNR 2017-H19 MI IO 02.0446 04/20/2067 | 0.04% |
| GNR 2012-H10 AI IO 01.2133 12/20/2061 | 0.04% |
| GNR 2014-H25 BI IO 01.6979 12/20/2064 | 0.04% |
| CAS 2016-C03 1B 13.5728 10/25/2028 | 0.04% |
| SAMI 2006-AR7 A1A 02.0328 08/25/2036 | 0.04% |
| BSCMS 2007-T28 D P/P 144A 05.5336 09/11/2042 | 0.04% |
| JPALT 2007-A2 12A1 02.0228 06/25/2037 | 0.04% |
| FHR 4134 PI IO 03.0000 11/15/2042 | 0.04% |
| FHR 4550 AI IO 03.0000 10/15/2040 | 0.04% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% |
| GNR 2016-49 IO IO 04.5000 11/16/2045 | 0.04% |
| SWPTN 5WX10Y P 1.788 USD 11/25/2019 CI | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.04% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.04% |
| WAMU 2005-AR13 A1C4 02.2528 10/25/2045 | 0.04% |
| CWALT 2006-OA10 1A1 03.3499 08/25/2046 | 0.04% |
| GNMA GII30 BO2715 05.0000 07/20/2049 | 0.04% |
| GNMA GII30 BO4614 05.0000 06/20/2049 | 0.04% |
| GNMA GII30 BP3611 05.0000 07/20/2049 | 0.04% |
| GNR 2010-H20 IF IO 01.4546 10/20/2060 | 0.04% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.04% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.04% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.04% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.04% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.04% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.04% |
| GNR 2016-H16 DI IO 02.4640 06/20/2066 | 0.04% |
| BSMF 2006-AR2 2A1 02.0528 09/25/2046 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| FHR 4033 SC IO 04.6288 10/15/2036 | 0.03% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.03% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.03% |
| CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.03% |
| GNMA 10000 BO6603 05.0000 07/20/2049 | 0.03% |
| CAS 2018-C06 1B1 05.5728 03/25/2031 | 0.03% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.03% |
| GNR 2016-H27 BI IO 02.2571 12/20/2066 | 0.03% |
| GNR 2017-H03 EI IO 02.4393 01/20/2067 | 0.03% |
| COMM 2012-CR3 E P/P 144A 04.7518 10/15/2045 | 0.03% |
| GNMA GII30 BO8266 05.0000 07/20/2049 | 0.03% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.03% |
| 1.631 R ISWP FWD US0003M P 10/22/2029 | 0.03% |
| CAS 2016-C02 1B 14.0728 09/25/2028 | 0.03% |
| FNR 2017-78 KI IO 03.5000 10/25/2047 | 0.03% |
| FHR 3984 DS IO 04.0288 01/15/2042 | 0.03% |
| FHR 4413 HI IO 03.5000 03/15/2040 | 0.03% |
| GNR 2013-H15 CI IO 01.7728 07/20/2063 | 0.03% |
| GNR 2017-11 PI IO 04.0000 12/20/2046 | 0.03% |
| JPMCC 2012-C6 G P/P 144A 02.9720 05/15/2045 | 0.03% |
| CAS 2017-C07 2B1 06.2728 05/25/2030 | 0.03% |
| FHR 3747 SA IO 04.5788 10/15/2040 | 0.03% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.03% |
| FNR 2011-101 SA IO 04.0773 10/25/2041 | 0.03% |
| GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.03% |
| GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.03% |
| GNR 2017-120 IJ IO 04.0000 04/20/2047 | 0.03% |
| CAS 2018-C05 1M2 04.1728 01/25/2031 | 0.03% |
| FHR 4386 IL IO 04.0000 12/15/2043 | 0.03% |
| GNR 2011-H15 AI IO 01.5391 06/20/2061 | 0.03% |
| GNR 2014-161 HI IO 04.5000 06/20/2044 | 0.03% |
| GNR 2017-141 ID IO 03.5000 07/20/2047 | 0.03% |
| GNR 2017-17 EI IO 04.0000 09/20/2044 | 0.03% |
| GNR 2017-6 DI IO 03.5000 01/20/2044 | 0.03% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.03% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.03% |
| GNR 2016-H20 NI IO 02.1239 09/20/2066 | 0.03% |
| GNR 2017-H16 JI IO 02.7279 08/20/2067 | 0.03% |
| GNR 2016-29 IO IO 04.0000 02/16/2046 | 0.02% |
| GNR 2019-78 SJ IO 04.2036 06/20/2049 | 0.02% |
| FHR 4568 MI IO 04.0000 04/15/2046 | 0.02% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.02% |
| STACR 2018-HQA2 M2 04.1228 10/25/2048 | 0.02% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.02% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.02% |
| FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.02% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.02% |
| FNR 2012-103 SD IO 04.2273 09/25/2042 | 0.02% |
| GNR 2017-H06 DI IO 01.7844 02/20/2067 | 0.02% |
| 1.684 R ISWP US0003M P 10/28/2029 | 0.02% |
| CAS 2016-C05 2B 12.5728 01/25/2029 | 0.02% |
| FHR 4076 MS IO 04.7788 07/15/2040 | 0.02% |
| FHR 4267 CS IO 04.1288 05/15/2039 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNR 2017-H08 NI IO 02.2174 03/20/2067 | 0.02% |
| GSMS 2012-GC6 D P/P 144A 05.6512 01/10/2045 | 0.02% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.02% |
| FNR 2016-97 KI IO 03.0000 06/25/2040 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| GNR 2016-77 SL IO 04.3036 03/20/2043 | 0.02% |
| GNR 2019-H14 IB IO 02.4068 08/20/2069 | 0.02% |
| SWPTN 6MX5Y R 1.731 USD 12/30/2019 BC | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.02% |
| FHR 4425 WI IO 04.0000 03/15/2043 | 0.02% |
| FHR 4694 GI IO 04.0000 02/15/2043 | 0.02% |
| GNR 2011-H16 FI IO 01.0442 07/20/2061 | 0.02% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.02% |
| GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.02% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.02% |
| SWPTN 6MX5Y R 1.58 USD 03/13/2020 CI | 0.02% |
| CWHL 2006-OA5 2A1 02.0228 04/25/2046 | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.02% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.02% |
| GNR 2017-H09 IO IO 01.8622 04/20/2067 | 0.02% |
| CSMC 2008-C1 AJ P/P 144A 05.8033 02/15/2041 | 0.02% |
| FHR 4403 CI IO 04.0000 10/15/2044 | 0.02% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.02% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.02% |
| GNR 2015-96 NI IO 03.5000 01/20/2039 | 0.02% |
| SAMI 2007-AR1 2A1 02.0028 01/25/2037 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| FNR 2012-36 SN IO 04.6273 04/25/2042 | 0.01% |
| GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.01% |
| GNR 2017-H11 DI IO 01.9232 05/20/2067 | 0.01% |
| GNR 2017-H14 DI IO 01.7113 06/20/2067 | 0.01% |
| GNR 2019-99 KS IO 04.2036 08/20/2049 | 0.01% |
| CAS 2016-C01 1B 13.5728 08/25/2028 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| FHR 3852 SC IO 04.7288 04/15/2040 | 0.01% |
| FHR 3904 NI IO 03.5000 08/15/2026 | 0.01% |
| FHR 4099 BI IO 03.5000 06/15/2039 | 0.01% |
| FHR 4560 PI IO 03.5000 05/15/2045 | 0.01% |
| FHR 4656 AI IO 03.0000 09/15/2037 | 0.01% |
| GNR 2012-H29 AI IO 01.4664 10/20/2062 | 0.01% |
| GNR 2012-H29 FI IO 01.4664 10/20/2062 | 0.01% |
| GNR 2014-98 AI IO 04.5000 10/20/2041 | 0.01% |
| GNR 2016-H24 IO IO 02.1175 09/20/2066 | 0.01% |
| GSAA 2006-8 2A2 02.0028 05/25/2036 | 0.01% |
| INDX 2006-AR11 2A1 04.0882 06/25/2036 | 0.01% |
| 1.5594 R ISWP US0003M P 09/30/2029 | 0.01% |
| CWALT 2005-59 1A1 02.1803 11/20/2035 | 0.01% |
| FHR 4386 LI IO 04.0000 02/15/2043 | 0.01% |
| FNR 2010-140 GS IO 04.1773 07/25/2039 | 0.01% |
| FNR 2016-24 CI IO 04.0000 02/25/2046 | 0.01% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CWALT 2006-OA7 1A2 03.3299 06/25/2046 | 0.01% |
| FHR 3714 KI IO 04.5000 11/15/2039 | 0.01% |
| FHR 4299 JI IO 04.0000 07/15/2043 | 0.01% |
| FNR 2010-35 SG IO 04.5773 04/25/2040 | 0.01% |
| GNR 2015-106 CI IO 04.0000 05/20/2045 | 0.01% |
| GNR 2017-H03 HI IO 01.5608 01/20/2067 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| FHR 4601 PI IO 04.5000 12/15/2045 | 0.01% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.01% |
| FNR 2017-15 LI IO 04.0000 06/25/2046 | 0.01% |
| GNR 2010-167 SG IO 04.6093 08/16/2038 | 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 2015-53 MI IO 04.0000 04/16/2045 | 0.01% |
| GNR 2015-H13 AI IO 02.1813 06/20/2065 | 0.01% |
| GNR 2016-37 IW IO 04.5000 02/20/2046 | 0.01% |
| GNR 2016-H23 NI IO 02.1442 10/20/2066 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| FHR 4530 TI IO 04.0000 11/15/2045 | 0.01% |
| FNR 2013-57 IQ IO 03.0000 06/25/2041 | 0.01% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.01% |
| GNR 2016-H12 AI IO 01.6615 07/20/2065 | 0.01% |
| GNR 2016-H25 GI IO 01.5124 11/20/2066 | 0.01% |
| BMIR 2015-1A B1 08.1228 07/25/2025 | 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 JP | 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.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.01% |
| FNR 2011-4 CS 09.2545 05/25/2040 | 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 2015-144 IA IO 04.0000 01/16/2043 | 0.01% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.01% |
| GNR 2015-H03 DI IO 02.2553 01/20/2065 | 0.01% |
| GNR 2016-149 MI IO 05.5000 05/20/2039 | 0.01% |
| MHL 2005-3 M4 02.7678 08/25/2035 | 0.01% |
| OPTN FN30 3.5 11/06/19 CALL 102.71875 JPMC | 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.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.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 3829 AS IO 05.0288 03/15/2041 | 0.01% |
| FHR 4663 KI IO 03.5000 11/15/2042 | 0.01% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.01% |
| GNR 2012-H06 AI IO 01.3536 01/20/2062 | 0.01% |
| GNR 2012-H23 WI IO 01.5681 10/20/2062 | 0.01% |
| GNR 2014-139 NI IO 03.5000 08/20/2028 | 0.01% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.01% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.01% |
| GNR 2016-H14 AI IO 02.3151 06/20/2066 | 0.01% |
| UBSBB 2012-C2 E P/P 144A 04.8904 05/10/2063 | 0.01% |
| UBSBB 2012-C2 F P/P 144A 04.8904 05/10/2063 | 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% |
| FHR 4510 HI IO 03.0000 03/15/2040 | 0.01% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.01% |
| GNR 2010-H22 CI IO 02.3815 10/20/2060 | 0.01% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.01% |
| GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.01% |
| GNR 2015-H15 JI IO 01.9835 06/20/2065 | 0.01% |
| GNR 2015-H25 AI IO 01.6179 09/20/2065 | 0.01% |
| GNR 2015-H26 EI IO 01.7396 10/20/2065 | 0.01% |
| GNR 2016-69 IO IO 04.0000 05/20/2046 | 0.01% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.01% |
| GNR 2016-H02 HI IO 02.1367 01/20/2066 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.00% |
| FHR 4580 ID IO 03.5000 08/15/2045 | 0.00% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.00% |
| FHR 4663 TI IO 03.5000 10/15/2042 | 0.00% |
| FNR 2011-98 AI IO 03.5000 11/25/2037 | 0.00% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.00% |
| GNR 2010-134 ES IO 04.1536 11/20/2039 | 0.00% |
| GNR 2010-H19 BI IO 01.4714 08/20/2060 | 0.00% |
| GNR 2011-156 SK IO 04.7536 04/20/2038 | 0.00% |
| GNR 2013-H24 AI IO 01.4809 09/20/2063 | 0.00% |
| GNR 2014-H21 AI IO 01.5517 10/20/2064 | 0.00% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.00% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.00% |
| GNR 2015-H10 CI IO 01.8195 04/20/2065 | 0.00% |
| GNR 2015-H10 HI IO 02.3158 04/20/2065 | 0.00% |
| GNR 2015-H14 BI IO 01.5800 05/20/2065 | 0.00% |
| GNR 2015-H20 CI IO 01.8935 08/20/2065 | 0.00% |
| GNR 2015-H23 DI IO 01.8696 09/20/2065 | 0.00% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.00% |
| GNR 2016-H06 HI IO 02.0805 02/20/2066 | 0.00% |
| GNR 2016-H11 HI IO 02.0969 01/20/2066 | 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% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.00% |
| FHR 4462 PI IO 04.0000 04/15/2045 | 0.00% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.00% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2011-H07 FI IO 01.2483 02/20/2061 | 0.00% |
| GNR 2014-H08 BI IO 01.4645 04/20/2064 | 0.00% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.00% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.00% |
| GNR 2015-187 JI IO 04.0000 03/20/2045 | 0.00% |
| GNR 2015-H20 AI IO 01.8422 08/20/2065 | 0.00% |
| GNR 2015-H24 BI IO 01.6287 08/20/2065 | 0.00% |
| GNR 2015-H24 HI IO 02.0349 09/20/2065 | 0.00% |
| GNR 2015-H25 BI IO 01.6613 10/20/2065 | 0.00% |
| GNR 2015-H25 CI IO 02.0679 10/20/2065 | 0.00% |
| GNR 2015-H25 EI IO 01.8627 10/20/2065 | 0.00% |
| GNR 2015-H26 DI IO 01.9318 10/20/2065 | 0.00% |
| GNR 2016-77 SC IO 04.2536 10/20/2045 | 0.00% |
| WFMBS 2005-AR16 6A4 04.9146 10/25/2035 | 0.00% |
| 1.7975 R ISWP US0003M P 10/03/2049 | 0.00% |
| BACM 2008-1 AJ 06.5669 02/10/2051 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| FHR 4074 KS IO 04.7788 02/15/2041 | 0.00% |
| FNR 2011-59 BI IO 06.0000 08/25/2040 | 0.00% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GNR 2013-182 SY IO 04.2536 12/20/2043 | 0.00% |
| GNR 2013-H14 XI IO 01.6636 03/20/2063 | 0.00% |
| GNR 2014-100 LI IO 04.5000 10/16/2043 | 0.00% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.00% |
| GNR 2014-60 SE IO 04.2536 04/20/2044 | 0.00% |
| GNR 2014-H13 BI IO 01.5745 05/20/2064 | 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-H16 XI IO 02.2002 07/20/2065 | 0.00% |
| GNR 2015-H18 IA IO 01.8396 06/20/2065 | 0.00% |
| GNR 2015-H22 EI IO 01.6226 08/20/2065 | 0.00% |
| GNR 2015-H23 BI IO 01.7469 09/20/2065 | 0.00% |
| GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.00% |
| GNR 2016-H04 KI IO 02.0302 02/20/2066 | 0.00% |
| GNR 2016-H08 GI IO 01.4352 04/20/2066 | 0.00% |
| GNR 2017-H06 EI IO 01.5912 02/20/2067 | 0.00% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 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 4206 IP IO 03.0000 12/15/2041 | 0.00% |
| FHR 4389 IA IO 04.0000 09/15/2044 | 0.00% |
| FHR 4501 BI IO 03.5000 10/15/2043 | 0.00% |
| FHR 4666 AI MTGE IO 03.0000 09/15/2035 | 0.00% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2011-22 PS IO 04.1536 07/20/2040 | 0.00% |
| GNR 2011-H08 GI IO 01.2733 03/20/2061 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2014-H09 AI IO 01.4412 01/20/2064 | 0.00% |
| GNR 2015-H09 BI IO 01.7045 03/20/2065 | 0.00% |
| GNR 2015-H26 GI IO 01.8086 10/20/2065 | 0.00% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.00% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.00% |
| MSC 2007-HQ11 B 05.5380 02/12/2044 | 0.00% |
| OPTN FN30 3.0 11/06/19 PUT 101.2421875 JPMC | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| FHR 4073 AS IO 04.1288 08/15/2038 | 0.00% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.00% |
| FNR 2012-86 CS IO 04.2773 04/25/2039 | 0.00% |
| FNR 2012-90 EI IO 03.5000 02/25/2039 | 0.00% |
| FNR 2013-41 SP IO 04.3773 06/25/2040 | 0.00% |
| FNR 2014-95 TI IO 04.0000 05/25/2039 | 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 2010-50 QS IO 04.7036 12/20/2038 | 0.00% |
| GNR 2015-82 GI IO 03.5000 12/20/2038 | 0.00% |
| GNR 2015-H26 CI IO 00.2912 08/20/2065 | 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-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.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-.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 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 BC | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| GNR 2014-115 EI IO 04.0000 06/20/2038 | 0.00% |
| GNR 2016-167 SB IO 04.1536 04/20/2038 | 0.00% |
| OPTN FN30 3.0 11/06/19 PUT 100.2421875 JPMC | 0.00% |
| OPTN FN30 3.0 11/06/19 PUT 100.7421875 JPMC | 0.00% |
| OPTN FN30 3.0 11/06/19 PUT 99.7421875 JPMC | 0.00% |
| OPTN FN30 4.0 11/06/19 CALL 104.0 JPMC | 0.00% |
| OPTN FN30 4.0 11/06/19 CALL 104.09375 JPMC | 0.00% |
| OPTN FN30 4.0 11/06/19 CALL 104.1875 JPMC | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.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 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 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-.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 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| 1.669 R ISWP US0003M P 10/22/2029 | -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 ML | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| OPTN FN30 3.5 11/06/19 PUT 102.71875 JPMC | -0.01% |
| 1.579 R ISWP US0003M P 10/23/2024 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| 1.737 R ISWP US0003M P 10/02/2049 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| 1.5635 R ISWP US0003M P 10/21/2024 | -0.01% |
| 1.62779 R ISWP US0003M P 10/15/2029 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| 1.70334 R ISWP US0003M P 10/24/2029 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| 1.6785 R ISWP US0003M P 10/22/2029 | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.03% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.03% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.04% |
| SWPTN 6MX5Y P 1.731 USD 12/30/2019 BC | -0.04% |
| 1.8525 R ISWP US0003M P 10/18/2049 | -0.04% |
| 1.6455 R ISWP US0003M P 10/09/2049 | -0.04% |
| SWPTN 5WX10Y P 1.668 USD 11/25/2019 CI | -0.06% |
| SWPTN 6MX5Y P 1.58 USD 03/13/2020 CI | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.08% |
| 1.4925 R ISWP US0003M P 10/04/2029 | -0.08% |
| OPTN FN30 3.0 11/06/19 PUT 101.625 JPMC | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.13% |
| 1.58 R ISWP FWD US0003M P 12/18/2021 | -0.13% |
| 1.65 R ISWP FWD US0003M P 12/18/2049 | -0.14% |
| SWPTN 5WX10Y R 1.668 USD 11/25/2019 CI | -0.15% |
| 1.396 R ISWP US0003M P 10/04/2024 | -0.18% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.27% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.27% |
| 1.525 R ISWP FWD US0003M P 12/18/2029 | -0.28% |
| GNMA GII30 TBA 03.5000 11/01/2049 | -0.35% |
| FNMA FN30 TBA UMBS 04.5000 11/01/2049 | -0.36% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.58% |
| FNMA FN30 TBA UMBS 03.5000 11/01/2049 | -1.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.77% |
| FNMA FN30 TBA UMBS 03.0000 10/01/2049 | 15.26% |
|---|---|
| REPO TRIPA MORTG 2.35 10/01/2019 | 8.61% |
| FNMA FN30 TBA UMBS 04.0000 10/01/2049 | 5.32% |
| TREASURY BILL 00.0000 12/12/2019 | 1.87% |
| TREASURY BILL 00.0000 11/07/2019 | 1.49% |
| GNMA GII30 TBA 04.5000 10/01/2049 | 1.43% |
| TREASURY BILL 00.0000 11/21/2019 | 1.05% |
| TREASURY BILL 00.0000 11/14/2019 | 0.93% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.93% |
| GNR 2019-83 SL IO 04.0558 07/20/2049 | 0.82% |
| FNR 2019-41 SB IO 04.0316 08/25/2049 | 0.78% |
| CAS 2018-C05 1B1 06.2684 01/25/2031 | 0.75% |
| GNR 2019-6 SM IO 04.0058 01/20/2049 | 0.73% |
| FNR 2019-28 S IO 04.0316 06/25/2049 | 0.71% |
| CAS 2017-C07 2M2 04.5184 05/25/2030 | 0.71% |
| GNMA GII30 TBA 04.0000 10/01/2049 | 0.71% |
| STRU NSI-2513 SA IO 04.0316 06/25/2049 | 0.70% |
| STACR 2016-HQA4 M3 05.9184 04/25/2029 | 0.69% |
| GNR 2019-83 JS IO 04.0558 07/20/2049 | 0.62% |
| FNR 2018-1 MS IO 04.1316 02/25/2048 | 0.61% |
| TREASURY BILL 00.0000 03/12/2020 | 0.61% |
| STACR 2019-DNA2 M2 04.4684 03/25/2049 | 0.59% |
| GNR 2019-100 JS IO 04.0558 08/20/2049 | 0.59% |
| CAS 2015-C04 1M2 07.7184 04/25/2028 | 0.58% |
| FNR 2019-45 SD IO 04.0316 08/25/2049 | 0.57% |
| GNR 2019-89 JS IO 04.0058 04/20/2049 | 0.56% |
| STACR 2018-HQA2 B1 06.2684 10/25/2048 | 0.55% |
| FHR 4290 LS IO 04.0725 07/15/2035 | 0.55% |
| GNR 2019-83 SW IO 04.0558 07/20/2049 | 0.54% |
| CCMFC 2006-4A A2 02.1984 11/25/2047 | 0.53% |
| FNR 2011-126 SJ IO 03.9816 12/25/2041 | 0.52% |
| FNR 2019-58 SA IO 03.9680 10/25/2049 | 0.52% |
| STACR 2016-HQA1 M3 08.3684 09/25/2028 | 0.52% |
| STACR 2018-DNA2 B1 05.7184 12/25/2030 | 0.51% |
| GNR 2019-H03 AI IO 02.2661 11/20/2068 | 0.51% |
| GNR 2019-78 SM IO 04.0558 06/20/2049 | 0.50% |
| SPST 2019-7 A 02.7365 09/24/2020 | 0.46% |
| SPST 2019-11 A 02.7865 10/24/2020 | 0.46% |
| FNR 2019-5 SA IO 04.0816 03/25/2049 | 0.46% |
| CAS 2019-R04 2B1 07.2684 06/25/2039 | 0.45% |
| STACR 2018-DNA1 M2 03.8184 07/25/2030 | 0.44% |
| CAS 2017-C02 2B1 07.5184 09/25/2029 | 0.43% |
| FNR 2019-18 SL IO 04.0816 05/25/2049 | 0.43% |
| STACR 2019-DNA1 M2 04.6684 01/25/2049 | 0.43% |
| FNR 2019-21 SB IO 04.0316 05/25/2049 | 0.43% |
| CAS 2019-R04 2M2 04.1184 06/25/2039 | 0.42% |
| GNR 2015-182 IC IO 04.5000 12/20/2045 | 0.41% |
| GNR 2019-83 SA IO 04.0558 07/20/2049 | 0.41% |
| CAS 2016-C03 2B 14.7684 10/25/2028 | 0.40% |
| COMM 2014-CR19 D P/P 144A 04.9056 08/10/2047 | 0.40% |
| FNR 2019-26 SM IO 04.0316 06/25/2049 | 0.40% |
| CAS 2017-C03 1B1 06.8684 10/25/2029 | 0.39% |
| GNR 2018-H01 AI IO 02.2134 01/20/2068 | 0.39% |
| FNR 2019-18 SH IO 04.1316 05/25/2049 | 0.38% |
| CAS 2017-C04 2B1 07.0684 11/25/2029 | 0.38% |
| FNR 2016-91 AS IO 04.0816 12/25/2046 | 0.37% |
| MSBAM 2013-C10 F P/P 144A 04.2179 07/15/2046 | 0.37% |
| FNMA FN30 TBA UMBS 05.0000 10/01/2049 | 0.37% |
| WFRBS 2013-C15 D P/P 144A 04.6242 08/15/2046 | 0.36% |
| FASST 2019-HB1 M5 P/P 144A 06.0000 04/25/2029 | 0.36% |
| FHR 4922 SA IO 04.0005 08/25/2049 | 0.36% |
| CAS 2019-R02 1B1 06.1684 08/25/2031 | 0.36% |
| BSCMS 2007-T26 AJ 05.5660 01/12/2045 | 0.35% |
| FNR 2018-39 SA IO 04.1816 06/25/2048 | 0.35% |
| CAS 2017-C06 1M2 04.6684 02/25/2030 | 0.35% |
| GNR 2014-3 SM IO 04.0558 01/20/2044 | 0.35% |
| TREASURY BILL 00.0000 10/10/2019 | 0.34% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.33% |
| GNR 2014-188 IB IO 04.0000 12/20/2044 | 0.33% |
| STACR 2018-DNA2 M2 04.1684 12/25/2030 | 0.32% |
| GSMS 2014-GC24 D P/P 144A 04.6665 09/10/2047 | 0.32% |
| GNR 2017-H05 CI IO 02.7217 02/20/2067 | 0.31% |
| SPST 2018-8 A 02.7365 02/24/2020 | 0.31% |
| STACR 2018-HQA1 M2 04.3184 09/25/2030 | 0.31% |
| SPST 2019-3 A 02.7365 06/24/2020 | 0.31% |
| GNR 2014-27 S IO 04.0558 02/20/2044 | 0.31% |
| JPMCC 2007-CB20 E P/P 144A 06.3895 02/12/2051 | 0.31% |
| FNR 2017-16 QS IO 04.0616 03/25/2047 | 0.30% |
| CAS 2017-C06 2M2 04.8184 02/25/2030 | 0.30% |
| FNR 2017-8 SB IO 04.0816 02/25/2047 | 0.30% |
| STACR 2017-DNA1 B1 06.9684 07/25/2029 | 0.30% |
| COMM 2014-CR17 E P/P 144A 05.0117 05/10/2047 | 0.29% |
| FNR 2016-85 SL IO 04.0816 11/25/2046 | 0.29% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.29% |
| WFRBS 2011-C2 F P/P 144A 05.0000 02/15/2044 | 0.29% |
| FHR 4808 SD IO 04.1725 07/15/2048 | 0.28% |
| CAS 2016-C03 2M2 07.9184 10/25/2028 | 0.28% |
| FNR 2019-17 JS IO 04.0816 04/25/2049 | 0.28% |
| GNR 2013-9 S IO 04.7058 01/20/2043 | 0.27% |
| CAS 2017-C05 1B1 05.6184 01/25/2030 | 0.27% |
| CAS 2018 - C01 1B1 05.5684 07/25/2030 | 0.27% |
| GNR 2017-H21 AI IO 02.1484 10/20/2067 | 0.27% |
| SPST 2019-WL1 A 02.6684 08/25/2052 | 0.27% |
| FNR 2019-60 BS IO 04.0041 10/25/2049 | 0.26% |
| FHR 4789 AS IO 04.1725 05/15/2048 | 0.26% |
| JPMBB 2014-C18 D P/P 144A 04.9728 02/15/2047 | 0.26% |
| TREASURY BILL 00.0000 12/05/2019 | 0.26% |
| FNR 2016-78 CS IO 04.0816 05/25/2039 | 0.25% |
| MWST 2019-1 A 02.8184 06/25/2052 | 0.24% |
| GNR 2019-H15 CI IO 01.0967 07/20/2069 | 0.24% |
| MSC 2011-C3 G P/P 144A 05.2925 07/15/2049 | 0.24% |
| GNR 2018-H02 HI IO 02.3924 01/20/2068 | 0.23% |
| CAS 2015-C04 2M2 07.5684 04/25/2028 | 0.23% |
| BALTA 2005-8 21A1 04.1831 10/25/2035 | 0.23% |
| JPMCC 2013-LC11 D 04.3069 04/15/2046 | 0.23% |
| OMIR 2018-1A M2 04.8684 07/25/2028 | 0.23% |
| GNR 2017-H04 BI IO 02.5378 02/20/2067 | 0.22% |
| OMIR 2017-1A B1 P/P 144A 07.7684 04/25/2027 | 0.22% |
| GNR 2017-H20 GI IO 02.1431 09/20/2067 | 0.22% |
| GNR 2018-H07 IE IO 02.4219 02/20/2068 | 0.22% |
| JPMCC 2011-C3 D P/P 144A 05.8526 02/15/2046 | 0.22% |
| GNR 2019-35 SE IO 04.1225 01/16/2044 | 0.21% |
| FNR 2016-88 BS IO 04.0816 12/25/2046 | 0.20% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.20% |
| GNR 2009-121 DI IO 04.5000 12/16/2039 | 0.20% |
| NHLT 2018-2A M5 P/P 144A 06.0000 07/25/2028 | 0.20% |
| TREASURY BILL 00.0000 01/02/2020 | 0.20% |
| WFRBS 2012-C10 D P/P 144A 04.5851 12/15/2045 | 0.20% |
| BALTA 2006-6 1A1 02.3384 11/25/2036 | 0.20% |
| STACR 2015-DNA2 B 09.5684 12/25/2027 | 0.20% |
| WFRBS 2012-C9 E P/P 144A 04.9713 11/15/2045 | 0.20% |
| WFRBS 2012-C7 E P/P 144A 04.9687 06/15/2045 | 0.19% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.19% |
| FNR 2018-36 SD IO 04.2316 06/25/2048 | 0.19% |
| GNR 2017-H10 MI IO 01.8534 04/20/2067 | 0.19% |
| UBSCM 2012-C1 D P/P 144A 05.7278 05/10/2045 | 0.18% |
| COMM 2012-CR4 B P/P 144A 03.7030 10/15/2045 | 0.18% |
| FHR 3346 SC IO 04.5225 10/15/2033 | 0.18% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.18% |
| STACR 2018-DNA3 B1 05.9184 09/25/2048 | 0.18% |
| FNR 2014-35 CS IO 04.1316 06/25/2044 | 0.18% |
| GNR 2016-H22 AI IO 02.3858 10/20/2066 | 0.18% |
| STACR 2017-HQA1 M2 05.5684 08/25/2029 | 0.18% |
| GNR 2017-H11 NI IO 02.2846 05/20/2067 | 0.17% |
| STACR 2018-DNA1 B1 05.1684 07/25/2030 | 0.17% |
| MSBAM 2013-C12 E P/P 144A 04.9244 10/15/2046 | 0.17% |
| GNR 2017-H16 IB IO 02.1548 08/20/2067 | 0.17% |
| MSBAM 2013-C11 D P/P 144A 04.4989 08/15/2046 | 0.17% |
| UBSBB 2012-C4 D P/P 144A 04.6299 12/10/2045 | 0.17% |
| GNR 2019-H09 EI IO 02.3123 04/20/2069 | 0.16% |
| COMM 2014-CR17 D P/P 144A 05.0117 05/10/2047 | 0.16% |
| GNR 2017-H22 DI IO 01.8550 11/20/2067 | 0.16% |
| CMLTI 2007-AR5 1A1A 04.7334 04/25/2037 | 0.16% |
| GNR 2017-H20 AI IO 01.9970 10/20/2067 | 0.16% |
| CAS 2016-C07 2M2 06.3684 05/25/2029 | 0.16% |
| GNR 2018-H01 IB IO 01.6356 01/20/2068 | 0.16% |
| GNR 2018-H11 JI IO 02.6964 07/20/2068 | 0.16% |
| STACR 2016-DNA3 M3 07.0184 12/25/2028 | 0.16% |
| WFCM 2013-LC12 D P/P 144A 04.4203 07/15/2046 | 0.15% |
| FNR 2010-99 NI IO 06.0000 09/25/2040 | 0.15% |
| GNR 2014-H08 CI IO 01.5095 03/20/2064 | 0.15% |
| FNR 2014-87 MS IO 04.2316 01/25/2045 | 0.15% |
| GNR 2010-125 SD IO 04.6525 01/16/2040 | 0.15% |
| GNR 2013-167 SG IO 04.1058 11/20/2043 | 0.15% |
| MSBAM 2013-C10 E P/P 144A 04.2179 07/15/2046 | 0.15% |
| CAS 2019-R05 1M2 04.0184 07/25/2039 | 0.15% |
| 1.45 R ISWP FWD US0003M P 12/18/2024 | 0.15% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.15% |
| GNR 2014-H23 BI IO 01.5811 11/20/2064 | 0.14% |
| GSR 2007-OA1 2A3A 02.3284 05/25/2037 | 0.14% |
| CAS 2016-C03 1M2 07.3184 10/25/2028 | 0.14% |
| GNR 2016-H21 AI IO 01.9577 09/20/2066 | 0.14% |
| STACR 2015-DNA3 B 11.3684 04/25/2028 | 0.14% |
| GNR 2016-150 I IO 05.0000 11/20/2046 | 0.14% |
| GNR 2016-H24 CI IO 01.7120 10/20/2066 | 0.14% |
| GNR 2018-H11 AI IO 02.6346 02/20/2068 | 0.14% |
| MSRR 2010-R4 4B 02.9746 02/26/2037 | 0.14% |
| UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.14% |
| WFMBS 2006-AR5 1A1 05.1915 04/25/2036 | 0.13% |
| GNR 2016-H27 EI IO 02.2725 12/20/2066 | 0.13% |
| GNR 2013-99 AS IO 04.0058 06/20/2043 | 0.13% |
| WFMBS 2006-AR2 1A1 04.9647 03/25/2036 | 0.13% |
| GNR 2017-H03 DI IO 02.1779 12/20/2066 | 0.13% |
| WAMU 2005-AR10 1A3 04.1759 09/25/2035 | 0.13% |
| GNR 2017-H02 BI IO 02.3414 01/20/2067 | 0.13% |
| GNR 2016-H22 IO IO 01.8849 10/20/2066 | 0.13% |
| GNR 2018-H02 IM IO 02.3462 02/20/2068 | 0.12% |
| FNR 2016-83 BS IO 04.0816 11/25/2046 | 0.12% |
| STACR 2016-HQA3 M3 05.8684 03/25/2029 | 0.12% |
| BALTA 2005-7 21A1 04.4658 09/25/2035 | 0.12% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.12% |
| SAMI 2006-AR7 A1BG 02.1384 08/25/2036 | 0.12% |
| STACR 2019-DNA1 B1 06.6684 01/25/2049 | 0.12% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.12% |
| GNR 2013-182 SP IO 04.6558 12/20/2043 | 0.12% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.12% |
| GNR 2017-H16 CI IO 01.6806 07/20/2067 | 0.12% |
| CWALT 2006-OA19 A1 02.2243 02/20/2047 | 0.12% |
| GNR 2015-H01 BI IO 01.5826 01/20/2065 | 0.12% |
| CWALT 2006-OA10 4A1 02.2084 08/25/2046 | 0.12% |
| GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.12% |
| CAS 2016-C06 1M2 06.2684 04/25/2029 | 0.11% |
| MSC 2012-C4 D P/P 144A 05.6001 03/15/2045 | 0.11% |
| CWALT 2006-OA10 3A1 02.2084 08/25/2046 | 0.11% |
| STACR 2015-HQA2 B 12.5184 05/25/2028 | 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% |
| MSC 2012-C4 E P/P 144A 05.6001 03/15/2045 | 0.11% |
| FHR 4560 IO IO 05.7882 05/15/2039 | 0.11% |
| GNR 2017-H03 CI IO 02.1727 12/20/2066 | 0.11% |
| CAS 2018-C04 2M2 04.5684 12/25/2030 | 0.11% |
| GNR 2016-H26 KI IO 01.8050 11/20/2066 | 0.11% |
| VOLT 2018-NPL5 A1B P/P 144A 04.7037 08/25/2048 | 0.11% |
| GNR 2017-H08 EI IO 02.4193 02/20/2067 | 0.11% |
| CAS 2016-C05 2M2 06.4684 01/25/2029 | 0.11% |
| GNR 2015-H04 AI IO 01.9634 12/20/2064 | 0.11% |
| GNR 2017-H14 JI IO 02.1905 06/20/2067 | 0.11% |
| GNR 2018-H08 FI IO 01.5936 06/20/2068 | 0.11% |
| JPMBB 2013-C14 F P/P 144A 03.5980 08/15/2046 | 0.10% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.10% |
| GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 | 0.10% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.10% |
| GNR 2014-95 JI IO 04.5000 12/16/2039 | 0.10% |
| CAS 2017-C01 1M2 05.5684 07/25/2029 | 0.10% |
| FHR 4451 CI IO 07.0000 03/15/2045 | 0.10% |
| FNR 2012-132 PI IO 05.0000 10/25/2042 | 0.10% |
| GNR 2015-H22 HI IO 02.0491 08/20/2065 | 0.10% |
| STACR 2017-DNA2 B1 07.1684 10/25/2029 | 0.10% |
| STACR 2019-DNA2 B1 06.3684 03/25/2049 | 0.10% |
| FNR 2016-102 JI IO 03.5000 02/25/2046 | 0.10% |
| GNR 2014-H06 BI IO 01.5010 02/20/2064 | 0.10% |
| GNR 2018-H05 BI IO 02.3582 02/20/2068 | 0.10% |
| GSAA 2005-15 2A2 02.2684 01/25/2036 | 0.10% |
| GNR 2016-164 IO IO 06.5000 12/20/2046 | 0.09% |
| CAS 2019-R03 1M2 04.1684 09/25/2031 | 0.09% |
| GNR 2017-H16 KI IO 01.4838 08/20/2067 | 0.09% |
| GNR 2015-165 IC IO 03.5000 07/16/2041 | 0.09% |
| FNR 2017-48 LI IO 04.0000 05/25/2047 | 0.09% |
| WFCM 2010-C1 E P/P 144A 04.0000 11/15/2043 | 0.09% |
| FNR 2016-65 CS IO 04.0816 09/25/2046 | 0.09% |
| GNR 2016-H18 QI IO 02.8691 06/20/2066 | 0.09% |
| GNR 2011-148 SN IO 04.6625 11/16/2041 | 0.08% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.08% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.08% |
| HVMLT 2004-11 1A 02.7570 01/19/2035 | 0.08% |
| FNR 2018-1 JI IO 05.0000 02/25/2048 | 0.08% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.08% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.08% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.08% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.08% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.08% |
| JPMCC 2011-C3 E P/P 144A 05.8526 02/15/2046 | 0.08% |
| FNR 2011-134 SP IO 03.9816 02/25/2041 | 0.08% |
| GNR 2016-H17 DI IO 02.6145 07/20/2066 | 0.08% |
| GNR 2017-H14 EI IO 01.5736 06/20/2067 | 0.08% |
| CMLTI 2007-AMC3 A2D 02.3684 03/25/2037 | 0.08% |
| GNR 2012-H29 CI IO 01.4426 02/20/2062 | 0.08% |
| GNR 2017-H13 QI IO 02.1501 06/20/2067 | 0.08% |
| FNR 2012-90 DI IO 04.0000 03/25/2042 | 0.08% |
| GNR 2013-6 AI IO 03.5000 08/20/2039 | 0.08% |
| GNR 2018-91 SJ IO 04.2058 07/20/2048 | 0.08% |
| WFRBS 2012-C7 D P/P 144A 04.9687 06/15/2045 | 0.08% |
| FNR 2015-73 PI IO 03.5000 10/25/2045 | 0.08% |
| GNMA GII30 BL2894 05.0000 04/20/2049 | 0.08% |
| GNMA GII30 BP3623 05.0000 08/20/2049 | 0.08% |
| FNR 2017-8 IO IO 06.0000 02/25/2047 | 0.07% |
| GNR 2012-H11 FI IO 01.2324 02/20/2062 | 0.07% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.07% |
| JPMCC 2012-C6 E P/P 144A 05.3187 05/15/2045 | 0.07% |
| GNR 2017-H06 MI IO 02.3056 02/20/2067 | 0.07% |
| FNR 2018-15 PI IO 04.0000 10/25/2047 | 0.07% |
| FHR 4707 AI IO 04.0000 07/15/2047 | 0.07% |
| FHS 324 C21 IO 06.0000 06/15/2039 | 0.07% |
| CAS 2019-R03 1B1 06.1184 09/25/2031 | 0.07% |
| CMLTI 2007-WFH3 M1 02.2784 06/25/2037 | 0.07% |
| GNR 2015-H29 HI IO 02.0961 09/20/2065 | 0.07% |
| GNR 2017-H20 DI IO 02.1760 10/20/2067 | 0.07% |
| RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029 | 0.07% |
| CAS 2018-C01 1M2 04.2684 07/25/2030 | 0.07% |
| FNR 2012-49 QI IO 04.5000 12/25/2040 | 0.07% |
| GNR 2015-40 KI IO 04.0000 07/20/2044 | 0.07% |
| GNR 2017-H18 DI IO 01.8693 09/20/2067 | 0.06% |
| OMIR 2019-1A B1B 06.3684 07/25/2029 | 0.06% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.06% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.06% |
| GNR 2018-77 IO IO 05.0000 06/20/2048 | 0.06% |
| FHR 4127 PI IO 04.5000 07/15/2042 | 0.06% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.06% |
| GNR 2017-H09 DI IO 01.9209 03/20/2067 | 0.06% |
| GNMA 10000 BO5417 05.0000 06/20/2049 | 0.06% |
| CAS 2015-C03 2M2 07.0184 07/25/2025 | 0.06% |
| GNMA GII30 BO4634 05.0000 06/20/2049 | 0.06% |
| GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.06% |
| CWALT 2005-51 3A3A 02.6843 11/20/2035 | 0.06% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.06% |
| GNR 2017-68 IL IO 04.0000 08/20/2044 | 0.06% |
| WAMU 2004-AR12 A2B 02.9384 10/25/2044 | 0.06% |
| FHR 3981 WS IO 04.5225 05/15/2041 | 0.05% |
| FHR 4475 CI IO 03.5000 01/15/2044 | 0.05% |
| GNR 2017-130 IB IO 04.0000 08/20/2047 | 0.05% |
| GNR 2017-H03 AI IO 02.2110 12/20/2066 | 0.05% |
| OMIR 2019-1A B1A 05.5184 07/25/2029 | 0.05% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.05% |
| GNR 2014-58 SA IO 04.0558 04/20/2044 | 0.05% |
| GNMA GII30 BP2045 05.0000 07/20/2049 | 0.05% |
| GNR 2012-103 CI IO 03.5000 08/16/2042 | 0.05% |
| GNR 2017-99 AI IO 04.0000 01/20/2047 | 0.05% |
| FNR 2013-90 SD IO 04.5816 09/25/2043 | 0.05% |
| GNR 2017-H20 HI IO 01.9795 10/20/2067 | 0.05% |
| FHR 4604 QI IO 03.5000 07/15/2046 | 0.05% |
| GNR 2016-H06 AI IO 02.1068 02/20/2066 | 0.05% |
| GNR 2017-123 IO IO 05.0000 08/16/2047 | 0.05% |
| GNR 2017-H22 EI IO 02.3184 10/20/2067 | 0.05% |
| CAS 2017-C06 2B1 06.4684 02/25/2030 | 0.05% |
| GNR 2012-98 AI IO 04.5000 04/16/2042 | 0.05% |
| GNR 2017-H06 BI IO 02.3547 02/20/2067 | 0.05% |
| CWALT 2006-45T1 2A7 02.3584 02/25/2037 | 0.05% |
| GNR 2017-136 IY IO 05.0000 03/20/2045 | 0.05% |
| GNR 2017-H08 DI IO 02.6985 02/20/2067 | 0.05% |
| CWALT 2006-OA10 2A1 02.2084 08/25/2046 | 0.05% |
| GNR 2011-135 DI IO 05.0000 04/16/2040 | 0.05% |
| GNR 2017-26 EI IO 05.0000 02/20/2040 | 0.05% |
| GNR 2012-H10 AI IO 01.2253 12/20/2061 | 0.05% |
| GNR 2017-H19 MI IO 02.0427 04/20/2067 | 0.05% |
| GNR 2014-H25 BI IO 01.7059 12/20/2064 | 0.04% |
| CAS 2016-C03 1B 13.7684 10/25/2028 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% |
| CWALT 2006-OA10 1A1 03.4061 08/25/2046 | 0.04% |
| SAMI 2006-AR7 A1A 02.2284 08/25/2036 | 0.04% |
| BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.04% |
| FHR 4134 PI IO 03.0000 11/15/2042 | 0.04% |
| FHR 4550 AI IO 03.0000 10/15/2040 | 0.04% |
| JPALT 2007-A2 12A1 02.2184 06/25/2037 | 0.04% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.04% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% |
| GNR 2016-49 IO IO 04.5000 11/16/2045 | 0.04% |
| GNR 2010-H20 IF IO 01.4648 10/20/2060 | 0.04% |
| OPTN FN30 3.0 10/03/19 CALL 101.71875 JPMC | 0.04% |
| WAMU 2005-AR13 A1C4 02.4484 10/25/2045 | 0.04% |
| GNMA GII30 BO2715 05.0000 07/20/2049 | 0.04% |
| GNMA GII30 BO4614 05.0000 06/20/2049 | 0.04% |
| GNMA GII30 BP3611 05.0000 07/20/2049 | 0.04% |
| BSMF 2006-AR2 2A1 02.2484 09/25/2046 | 0.04% |
| FHR 4033 SC IO 04.5225 10/15/2036 | 0.04% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.04% |
| GNR 2016-H16 DI IO 02.4603 06/20/2066 | 0.04% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.03% |
| SWPTN 6MX5Y R 1.58 USD 03/13/2020 CI | 0.03% |
| CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.03% |
| GNMA 10000 BO6603 05.0000 07/20/2049 | 0.03% |
| SWPTN 1MX10Y P 1.751 USD 10/18/2019 CI | 0.03% |
| CAS 2018-C06 1B1 05.7684 03/25/2031 | 0.03% |
| GNR 2015-111 IJ IO 03.5000 08/20/2045 | 0.03% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.03% |
| GNR 2016-H27 BI IO 02.2756 12/20/2066 | 0.03% |
| GNR 2017-H03 EI IO 02.4344 01/20/2067 | 0.03% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.03% |
| COMM 2012-CR3 E P/P 144A 04.9103 10/15/2045 | 0.03% |
| GNMA GII30 BO8266 05.0000 07/20/2049 | 0.03% |
| GNR 2013-H15 CI IO 01.7836 07/20/2063 | 0.03% |
| GNR 2017-11 PI IO 04.0000 12/20/2046 | 0.03% |
| CAS 2016-C02 1B 14.2684 09/25/2028 | 0.03% |
| FHR 4413 HI IO 03.5000 03/15/2040 | 0.03% |
| CAS 2017-C07 2B1 06.4684 05/25/2030 | 0.03% |
| FHR 3747 SA IO 04.4725 10/15/2040 | 0.03% |
| FHR 3984 DS IO 03.9225 01/15/2042 | 0.03% |
| FNR 2011-101 SA IO 03.8816 10/25/2041 | 0.03% |
| GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.03% |
| GNR 2017-17 EI IO 04.0000 09/20/2044 | 0.03% |
| JPMCC 2012-C6 G P/P 144A 02.9720 05/15/2045 | 0.03% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.03% |
| FNR 2017-78 KI IO 03.5000 10/25/2047 | 0.03% |
| GNR 2011-H15 AI IO 01.5458 06/20/2061 | 0.03% |
| GNR 2014-161 HI IO 04.5000 06/20/2044 | 0.03% |
| GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.03% |
| GNR 2017-120 IJ IO 04.0000 04/20/2047 | 0.03% |
| GNR 2017-141 ID IO 03.5000 07/20/2047 | 0.03% |
| GNR 2017-6 DI IO 03.5000 01/20/2044 | 0.03% |
| OPTN FN30 3.0 11/06/19 PUT 101.2421875 JPMC | 0.03% |
| CAS 2018-C05 1M2 04.3684 01/25/2031 | 0.03% |
| FHR 4386 IL IO 04.0000 12/15/2043 | 0.03% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.03% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.03% |
| GNR 2016-H20 NI IO 02.0239 09/20/2066 | 0.03% |
| GNR 2017-H16 JI IO 02.7333 08/20/2067 | 0.03% |
| GNR 2016-29 IO IO 04.0000 02/16/2046 | 0.02% |
| GNR 2019-78 SJ IO 04.0058 06/20/2049 | 0.02% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.02% |
| FHR 4568 MI IO 04.0000 04/15/2046 | 0.02% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.02% |
| STACR 2018-HQA2 M2 04.3184 10/25/2048 | 0.02% |
| FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.02% |
| GNR 2017-H06 DI IO 01.7938 02/20/2067 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.02% |
| SWPTN 6MX5Y R 1.731 USD 12/30/2019 BC | 0.02% |
| BMIR 2015-1A B1 08.3184 07/25/2025 | 0.02% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.02% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.02% |
| FNR 2012-103 SD IO 04.0316 09/25/2042 | 0.02% |
| GNR 2017-H08 NI IO 02.2255 03/20/2067 | 0.02% |
| AHM 2007-1 GA1C 02.3353 05/25/2047 | 0.02% |
| CAS 2016-C05 2B 12.7684 01/25/2029 | 0.02% |
| FHR 4076 MS IO 04.6725 07/15/2040 | 0.02% |
| FHR 4267 CS IO 04.0225 05/15/2039 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GSMS 2012-GC6 D P/P 144A 05.8397 01/10/2045 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| GNR 2016-77 SL IO 04.1058 03/20/2043 | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.02% |
| FNR 2016-97 KI IO 03.0000 06/25/2040 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNR 2011-H16 FI IO 01.0553 07/20/2061 | 0.02% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.02% |
| GNR 2019-99 KS IO 04.0058 08/20/2049 | 0.02% |
| GNR 2019-H14 IB IO 02.4922 08/20/2069 | 0.02% |
| FHR 4425 WI IO 04.0000 03/15/2043 | 0.02% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.02% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.02% |
| GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.02% |
| GNR 2017-H09 IO IO 01.8613 04/20/2067 | 0.02% |
| CWHL 2006-OA5 2A1 02.2184 04/25/2046 | 0.02% |
| FHR 4694 GI IO 04.0000 02/15/2043 | 0.02% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.02% |
| GNR 2015-96 NI IO 03.5000 01/20/2039 | 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 MS | 0.02% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.02% |
| FHR 4403 CI IO 04.0000 10/15/2044 | 0.02% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.02% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.02% |
| GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.02% |
| SAMI 2007-AR1 2A1 02.1984 01/25/2037 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
| FHR 3852 SC IO 04.6225 04/15/2040 | 0.01% |
| FHR 3904 NI IO 03.5000 08/15/2026 | 0.01% |
| FHR 4099 BI IO 03.5000 06/15/2039 | 0.01% |
| FNR 2012-36 SN IO 04.4316 04/25/2042 | 0.01% |
| GNR 2012-H29 AI IO 01.4761 10/20/2062 | 0.01% |
| GNR 2012-H29 FI IO 01.4761 10/20/2062 | 0.01% |
| GNR 2014-98 AI IO 04.5000 10/20/2041 | 0.01% |
| GNR 2017-H11 DI IO 01.9269 05/20/2067 | 0.01% |
| GNR 2017-H14 DI IO 01.7223 06/20/2067 | 0.01% |
| GSAA 2006-8 2A2 02.1984 05/25/2036 | 0.01% |
| CAS 2016-C01 1B 13.7684 08/25/2028 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CWALT 2005-59 1A1 02.3743 11/20/2035 | 0.01% |
| FHR 4560 PI IO 03.5000 05/15/2045 | 0.01% |
| FHR 4656 AI IO 03.0000 09/15/2037 | 0.01% |
| GNR 2016-H24 IO IO 02.1171 09/20/2066 | 0.01% |
| INDX 2006-AR11 2A1 04.0889 06/25/2036 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
| FHR 3714 KI IO 04.5000 11/15/2039 | 0.01% |
| FHR 4386 LI IO 04.0000 02/15/2043 | 0.01% |
| FNR 2010-140 GS IO 03.9816 07/25/2039 | 0.01% |
| FNR 2016-24 CI IO 04.0000 02/25/2046 | 0.01% |
| GNR 2010-167 SG IO 04.4725 08/16/2038 | 0.01% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CWALT 2006-OA7 1A2 03.3861 06/25/2046 | 0.01% |
| FHR 4299 JI IO 04.0000 07/15/2043 | 0.01% |
| FHR 4601 PI IO 04.5000 12/15/2045 | 0.01% |
| FNR 2010-35 SG IO 04.3816 04/25/2040 | 0.01% |
| FNR 2017-15 LI IO 04.0000 06/25/2046 | 0.01% |
| GNR 2015-106 CI IO 04.0000 05/20/2045 | 0.01% |
| GNR 2017-H03 HI IO 01.5601 01/20/2067 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 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.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 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 2015-53 MI IO 04.0000 04/16/2045 | 0.01% |
| GNR 2015-H13 AI IO 02.0343 06/20/2065 | 0.01% |
| GNR 2016-37 IW IO 04.5000 02/20/2046 | 0.01% |
| GNR 2016-H23 NI IO 02.2585 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% |
| 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 4530 TI IO 04.0000 11/15/2045 | 0.01% |
| FNR 2013-57 IQ IO 03.0000 06/25/2041 | 0.01% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.01% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.01% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.01% |
| GNR 2016-H12 AI IO 01.6709 07/20/2065 | 0.01% |
| GNR 2016-H25 GI IO 01.5214 11/20/2066 | 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% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.01% |
| FNR 2011-4 CS 08.8632 05/25/2040 | 0.01% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.01% |
| GNR 2012-H06 AI IO 01.3592 01/20/2062 | 0.01% |
| GNR 2015-144 IA IO 04.0000 01/16/2043 | 0.01% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.01% |
| GNR 2015-H03 DI IO 02.1086 01/20/2065 | 0.01% |
| GNR 2016-149 MI IO 05.5000 05/20/2039 | 0.01% |
| MHL 2005-3 M4 02.9634 08/25/2035 | 0.01% |
| OPTN FN30 3.0 10/03/19 CALL 101.8125 JPMC | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FHR 3829 AS IO 04.9225 03/15/2041 | 0.01% |
| FHR 4510 HI IO 03.0000 03/15/2040 | 0.01% |
| FHR 4663 KI IO 03.5000 11/15/2042 | 0.01% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.01% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.01% |
| GNR 2012-H23 WI IO 01.5818 10/20/2062 | 0.01% |
| GNR 2014-139 NI IO 03.5000 08/20/2028 | 0.01% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.01% |
| GNR 2016-H02 HI IO 01.9929 01/20/2066 | 0.01% |
| GNR 2016-H14 AI IO 02.1652 06/20/2066 | 0.01% |
| OPTN FN30 3.0 10/03/19 PUT 102.1953125 JPMC | 0.01% |
| UBSBB 2012-C2 E P/P 144A 05.0476 05/10/2063 | 0.01% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 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 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% |
| FHR 4580 ID IO 03.5000 08/15/2045 | 0.01% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.01% |
| FNR 2011-98 AI IO 03.5000 11/25/2037 | 0.01% |
| GNR 2010-H22 CI IO 02.3907 10/20/2060 | 0.01% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.01% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.01% |
| GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.01% |
| GNR 2015-H15 JI IO 01.9945 06/20/2065 | 0.01% |
| GNR 2015-H25 AI IO 01.6297 09/20/2065 | 0.01% |
| GNR 2015-H26 EI IO 01.7488 10/20/2065 | 0.01% |
| GNR 2016-69 IO IO 04.0000 05/20/2046 | 0.01% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.00% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.00% |
| FHR 4663 TI IO 03.5000 10/15/2042 | 0.00% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.00% |
| GNR 2010-134 ES IO 03.9558 11/20/2039 | 0.00% |
| GNR 2010-H19 BI IO 01.4834 08/20/2060 | 0.00% |
| GNR 2011-156 SK IO 04.5558 04/20/2038 | 0.00% |
| GNR 2013-H24 AI IO 01.4994 09/20/2063 | 0.00% |
| GNR 2014-H21 AI IO 01.6310 10/20/2064 | 0.00% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.00% |
| GNR 2015-H10 CI IO 01.8312 04/20/2065 | 0.00% |
| GNR 2015-H10 HI IO 02.1675 04/20/2065 | 0.00% |
| GNR 2015-H14 BI IO 01.5912 05/20/2065 | 0.00% |
| GNR 2015-H20 CI IO 01.7455 08/20/2065 | 0.00% |
| GNR 2015-H23 DI IO 01.8799 09/20/2065 | 0.00% |
| GNR 2015-H25 EI IO 01.8744 10/20/2065 | 0.00% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.00% |
| GNR 2016-H06 HI IO 02.0818 02/20/2066 | 0.00% |
| GNR 2016-H11 HI IO 02.0971 01/20/2066 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.00% |
| OPTN FN30 3.0 11/06/19 PUT 99.7421875 JPMC | 0.00% |
| 1.5594 R ISWP US0003M P 09/30/2029 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| FHR 4462 PI IO 04.0000 04/15/2045 | 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% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2011-H07 FI IO 01.2587 02/20/2061 | 0.00% |
| GNR 2013-H14 XI IO 01.6739 03/20/2063 | 0.00% |
| GNR 2014-H08 BI IO 01.4742 04/20/2064 | 0.00% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.00% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.00% |
| GNR 2015-187 JI IO 04.0000 03/20/2045 | 0.00% |
| GNR 2015-H20 AI IO 01.8581 08/20/2065 | 0.00% |
| GNR 2015-H24 BI IO 01.6380 08/20/2065 | 0.00% |
| GNR 2015-H24 HI IO 02.0343 09/20/2065 | 0.00% |
| GNR 2015-H25 BI IO 01.8500 10/20/2065 | 0.00% |
| GNR 2015-H25 CI IO 02.0573 10/20/2065 | 0.00% |
| GNR 2015-H26 DI IO 01.9802 10/20/2065 | 0.00% |
| GNR 2016-77 SC IO 04.0558 10/20/2045 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.00% |
| WFMBS 2005-AR16 6A4 04.9147 10/25/2035 | 0.00% |
| BACM 2008-1 AJ 06.7858 02/10/2051 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% |
| FHR 4074 KS IO 04.6725 02/15/2041 | 0.00% |
| FNR 2011-59 BI IO 06.0000 08/25/2040 | 0.00% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2011-H08 GI IO 01.2849 03/20/2061 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GNR 2013-182 SY IO 04.0558 12/20/2043 | 0.00% |
| GNR 2014-100 LI IO 04.5000 10/16/2043 | 0.00% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.00% |
| GNR 2014-60 SE IO 04.0558 04/20/2044 | 0.00% |
| GNR 2014-H13 BI IO 01.6016 05/20/2064 | 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-H16 XI IO 02.0524 07/20/2065 | 0.00% |
| GNR 2015-H18 IA IO 01.8486 06/20/2065 | 0.00% |
| GNR 2015-H22 EI IO 01.6294 08/20/2065 | 0.00% |
| GNR 2015-H23 BI IO 01.7561 09/20/2065 | 0.00% |
| GNR 2015-H26 GI IO 01.8194 10/20/2065 | 0.00% |
| GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.00% |
| GNR 2016-H04 KI IO 01.8909 02/20/2066 | 0.00% |
| GNR 2016-H08 GI IO 01.4458 04/20/2066 | 0.00% |
| GNR 2017-H06 EI IO 01.6001 02/20/2067 | 0.00% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 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 4206 IP IO 03.0000 12/15/2041 | 0.00% |
| FHR 4389 IA IO 04.0000 09/15/2044 | 0.00% |
| FHR 4501 BI IO 03.5000 10/15/2043 | 0.00% |
| FHR 4666 AI MTGE IO 03.0000 09/15/2035 | 0.00% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2011-22 PS IO 03.9558 07/20/2040 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2014-H09 AI IO 01.4521 01/20/2064 | 0.00% |
| GNR 2015-H09 BI IO 01.7175 03/20/2065 | 0.00% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.00% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.00% |
| MSC 2007-HQ11 B 05.5380 02/12/2044 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| FHR 4073 AS IO 04.0225 08/15/2038 | 0.00% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.00% |
| FNR 2012-86 CS IO 04.0816 04/25/2039 | 0.00% |
| FNR 2012-90 EI IO 03.5000 02/25/2039 | 0.00% |
| FNR 2013-41 SP IO 04.1816 06/25/2040 | 0.00% |
| FNR 2014-95 TI IO 04.0000 05/25/2039 | 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 2010-50 QS IO 04.5058 12/20/2038 | 0.00% |
| GNR 2015-82 GI IO 03.5000 12/20/2038 | 0.00% |
| GNR 2015-H26 CI IO 00.0902 08/20/2065 | 0.00% |
| OPTN FN30 3.5 10/03/19 CALL 102.9375 JPMC | 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-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.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-.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 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 BC | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| GNR 2014-115 EI IO 04.0000 06/20/2038 | 0.00% |
| GNR 2016-167 SB IO 03.9558 04/20/2038 | 0.00% |
| OPTN FN30 3.0 10/03/19 CALL 102.15625 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 CALL 102.1953125 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 100.1171875 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 100.3046875 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 100.4921875 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 99.0546875 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 99.2421875 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 99.4296875 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 99.5859375 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 99.7734375 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 99.9609375 JPMC | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.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 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 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 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| OPTN FN30 4.0 11/06/19 CALL 104.09375 JPMC | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| OPTN FN30 4.0 11/06/19 CALL 104.1875 JPMC | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 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-.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 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| OPTN FN30 4.0 11/06/19 CALL 104.0 JPMC | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -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-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.01% |
| OPTN FN30 3.0 11/06/19 PUT 100.2421875 JPMC | -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.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.02% |
| OPTN FN30 3.0 11/06/19 PUT 100.7421875 JPMC | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.03% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.03% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% |
| SWPTN 6MX5Y P 1.731 USD 12/30/2019 BC | -0.03% |
| OPTN FN30 3.5 10/03/19 PUT 102.9375 JPMC | -0.03% |
| OPTN FN30 3.0 10/03/19 PUT 102.15625 JPMC | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.04% |
| SWPTN 6MX5Y P 1.58 USD 03/13/2020 CI | -0.04% |
| SWPTN 1MX10Y P 1.631 USD 10/18/2019 CI | -0.05% |
| 1.58 R ISWP FWD US0003M P 12/18/2021 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.06% |
| OPTN FN30 3.0 10/03/19 PUT 101.8125 JPMC | -0.07% |
| 1.65 R ISWP FWD US0003M P 12/18/2049 | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.10% |
| 1.525 R ISWP FWD US0003M P 12/18/2029 | -0.14% |
| OPTN FN30 3.0 10/03/19 PUT 101.71875 JPMC | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.27% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.27% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.58% |
| FNMA FN30 TBA UMBS 03.5000 10/01/2049 | -1.05% |
| FNMA FN30 TBA UMBS 04.5000 10/01/2049 | -1.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.78% |
Fixed income statistics as of 12/31/19
| Average effective maturity | 4.63 yrs. |
|---|---|
| Average effective duration | 0.34 yrs. |
| Average yield to maturity | 4.79% |
| Average coupon | 4.84% |
Sector weightings as of 12/31/19
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Commercial MBS | 6.78% | 0.22 | 35.62% | 0.68 | 42.40% | 0.90 |
| Agency pass-through | 1.63% | 0.06 | 35.83% | 1.66 | 37.46% | 1.72 |
| Agency CMO | 31.18% | 1.12 | 0.01% | 0.00 | 31.19% | 1.12 |
| Residential MBS (non-agency) | 18.42% | 0.78 | 0.00% | 0.00 | 18.42% | 0.78 |
| Asset-backed securities (ABS) | 2.37% | 0.11 | 0.00% | 0.00 | 2.37% | 0.11 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -3.08 | 0.00% | -3.08 |
| Net cash | 39.62% | 0.00 | 0.00% | 0.00 | 39.62% | 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 12/31/19
| 0 - 1 yr. | 4.67% |
|---|---|
| 1 - 5 yrs. | 41.62% |
| 5 - 10 yrs. | 53.71% |
Quality rating as of 12/31/19
| AAA | 72.00% |
|---|---|
| AA | 1.70% |
| A | 14.35% |
| BBB | 5.12% |
| BB | 3.88% |
| B | 5.05% |
| CCC and Below | 3.25% |
| Not Rated | -5.35% |
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. 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 Y |
|---|---|---|---|
| Total expense ratio | 1.08% | 1.83% | 0.83% |
| What you pay† | 0.87% | 1.62% | 0.62% |
† 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 09/30/20
Sales charge
| Breakpoint | Class A | Class C | 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 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 Y | |
|---|---|---|---|
| 0.25% | 1.00% | 0.00% | |
| 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 Barclays 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. 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.