Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. The "before sales charge" performance does not reflect the current maximum sales charges, which we explain below. If performance did reflect the charges, it would be lower. The "after sales charge" performance (or returns at public offering price) varies by share class and fund. For class A and class M shares, the current maximum initial sales charges are 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds, respectively (with these exceptions: 2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund). Class B share performance reflects the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declines to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund; for these funds, the CDSC is 1% in the first year, declines to 0.5% in the second year, and is eliminated thereafter). Class C share performance reflects a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares by adjusting for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (note, for two funds — Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund performance prior to inception is based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which has been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. The "after sales charge" performance (at public offering price) for class N shares reflects the current maximum initial sales charge of 1.50%. Class R, R3, R4, R5, and R6 shares, which are available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R3 and R4 shares prior to their inception is derived from the historical performance of class Y shares by adjusting for the higher operating expenses for such shares. Performance for class R5 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower expenses; had it been adjusted, performance would be higher (with the exception of the RetirementReady Maturity, 2025, 2030, 2035, and 2040 Funds, for which performance is derived from the historical performance of class R6 shares and has been adjusted for the higher operating expenses for such shares; and the RetirementReady 2045, 2050, 2055, and 2060 Funds, for which performance is derived from the historical performance of class R6 shares and has not been adjusted for the lower expenses; had it been adjusted, performance would be higher). Performance for class R6 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower operating expenses; had it been adjusted, performance would be higher. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses. Had these limits not been in place, performance would be lower.
Active Income
Mortgage Opportunities Fund (Class Y) (PMOYX)
A dynamic approach to securitized investing
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Highlights
Objective
The portfolio seeks to maximize total return consistent with what Putnam believes to be prudent risk.
Strategy and process
- Multiple securitized sectorsInvesting in residential and commercial MBS and collateralized mortgage obligations, the portfolio managers can pursue strategies independent of the direction of the U.S. housing market.
- Portfolio diversificationSecuritized sectors offer effective diversification potential to portfolios with equity, corporate credit, and emerging-market debt exposures.
- Dynamic risk allocationOur differentiated approach actively allocates to credit, prepayment, and liquidity risks while deemphasizing interest-rate risk.
Fund price
| Net asset value (yesterday’s close) |
$9.54 0.10% | $0.01 |
| 52-week high | $9.77 (03/01/21) |
| 52-week low | $9.05 (07/24/20) |
Yield
| Distribution rate before sales charge as of 06/11/21 |
4.40% |
|---|---|
| Distribution rate after sales charge as of 06/11/21 |
4.40% |
| 30-day SEC yield with subsidy as of 05/31/21 |
4.44% |
| 30-day SEC yield without subsidy as of 05/31/21 |
4.16% |
Fund facts as of 05/31/21
Total net assets
$181.82M
$181.82M
Turnover (fiscal year end)
1,311%
1,311%
Dividend frequency (view rate)
Monthly*
Monthly*
Number of holdings
849
849
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-Chief Investment Officer, Fixed Income
Co-Head of Structured Credit
Co-Head of Structured Credit
Literature
Fund documents |
|
| Fact Sheet (YA share) (PDF) |
|
| Summary Prospectus (PDF) |
|
| Statutory Prospectus (PDF) |
|
| Statement of Additional Information (SAI) (PDF) | |
| Annual Report (PDF) |
|
| Semiannual Report (PDF) |
|
| Putnam active strategies pursue diverse income opportunities for client portfolios (PDF) |
|
Toys, cars, and the U.S. recovery
We believe growth in the United States remains strong, but expectations need to be revised lower.Fiscal impetus and the U.S. labor market
We examine the interplay between President Biden's multi-trillion-dollar stimulus plans, the labor market, and corporate profits.If taxes go higher, will munis be hurt?
The Administration's recent plan would increase the highest marginal income tax rate but would not likely impact muni yields.Performance
Total return (%) as of 03/31/21
Annual performance as of 03/31/21
Annualized Total return (%) as of 03/31/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | Life (inception: 07/01/19 ) |
|---|---|---|---|---|
| Before sales charge | 11.09% | 2.40% | 4.77% | 3.15% |
| After sales charge | N/A | N/A | N/A | N/A |
| ICE BofA U.S. Treasury Bill Index | 0.12% | 1.55% | 1.21% | -- |
| Bloomberg Barclays U.S. MBS Index | -0.09% | 3.75% | 2.43% | -- |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 05/31/21 | -0.89% | - | |
| YTD as of 06/11/21 | 2.29% | - | |
Yield
| Distribution rate before sales charge as of 06/11/21 |
4.40% |
|---|---|
| Distribution rate after sales charge as of 06/11/21 |
4.40% |
| 30-day SEC yield with subsidy as of 05/31/21 |
4.44% |
| 30-day SEC yield without subsidy as of 05/31/21 |
4.16% |
Lipper rankings as of 04/30/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 82/152 | 54% |
| 3 yrs. | -- | |
| 5 yrs. | -- | |
| 10 yrs. | -- |
Morningstar Ratings™ as of 04/30/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 314 | |
| 3 yrs. | 314 | |
| 5 yrs. | 284 |
Distributions
| Record/Ex dividend date | 05/18/21 |
|---|---|
| Payable date | 05/20/21 |
| Income | $0.035 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Holdings
| Fnma Fn30 Tba Umbs 03.0000 05/01/2051 | 7.28% |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 06/01/2051 | 3.98% |
| Fnma Fn30 Tba Umbs 03.0000 06/01/2051 | 3.36% |
| Fnma Fn30 Tba Umbs 04.0000 05/01/2051 | 1.72% |
| Stacr 2019-Hqa2 B2 11.3561 04/25/2049 | 1.32% |
| Gnma Gii30 Tba 04.0000 05/01/2051 | 1.14% |
| Fnma Fn30 Tba Umbs 03.5000 05/01/2051 | 1.14% |
| Fnr 2020-76 Gi Io 04.0000 11/25/2050 | 0.92% |
| Stacr 2015-Dna2 B 07.6561 12/25/2027 | 0.82% |
| Gnr 2019-121 Sd Io 05.8841 10/20/2049 | 0.72% |
| Top 10 holdings, percent of portfolio | 22.40% |
| Top 10 holdings as of 04/30/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 05/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 06/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 06/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 05/01/2051 | |
| Stacr 2019-Hqa2 B2 11.3561 04/25/2049 | |
| Gnma Gii30 Tba 04.0000 05/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 05/01/2051 | |
| Fnr 2020-76 Gi Io 04.0000 11/25/2050 | |
| Stacr 2015-Dna2 B 07.6561 12/25/2027 | |
| Gnr 2019-121 Sd Io 05.8841 10/20/2049 | |
| Holdings represent 22.40% of portfolio | |
| Top 10 holdings as of 03/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 05/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 05/01/2051 | |
| Stacr 2019-Hqa2 B2 11.3586 04/25/2049 | |
| Fnma Fn30 Tba Umbs 04.0000 04/01/2051 | |
| Gnma Gii30 Tba 04.0000 04/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 04/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 05/01/2051 | |
| Fnr 2020-76 Gi Io 04.0000 11/25/2050 | |
| Stacr 2015-Dna2 B 07.6586 12/25/2027 | |
| Gnr 2019-121 Sd Io 05.8891 10/20/2049 | |
| Holdings represent 22.15% of portfolio | |
| Top 10 holdings as of 02/28/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 03/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 03/01/2051 | |
| Stacr 2019-Hqa2 B2 11.3676 04/25/2049 | |
| Gnma Gii30 Tba 04.0000 03/01/2051 | |
| Fnr 2020-76 Gi Io 04.0000 11/25/2050 | |
| Stacr 2015-Dna2 B 07.6676 12/25/2027 | |
| Gnr 2020-7 Sk Io 05.9389 01/20/2050 | |
| Fnr 2019-75 Ks Io 05.8824 11/25/2049 | |
| Gnr 2020-H04 Ai Io 02.5517 02/20/2070 | |
| Gnr 2019-158 As Io 06.0426 09/16/2043 | |
| Holdings represent 14.51% of portfolio | |
| Top 10 holdings as of 01/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 02/01/2051 | |
| Stacr 2019-Hqa2 B2 11.3800 04/25/2049 | |
| Gnma Gii30 Tba 04.0000 02/01/2051 | |
| Fahb 2020-Hb1 M4 P/P 144a 04.0477 02/25/2030 | |
| Fnr 2020-76 Gi Io 04.0000 11/25/2050 | |
| Stacr 2015-Dna2 B 07.6800 12/25/2027 | |
| Gnr 2020-H04 Ai Io 02.7236 02/20/2070 | |
| Gnr 2020-7 Sk Io 05.9191 01/20/2050 | |
| Fnr 2019-75 Ks Io 05.8520 11/25/2049 | |
| Gnr 2019-158 As Io 06.0211 09/16/2043 | |
| Holdings represent 10.48% of portfolio | |
| FNMA FN30 TBA UMBS 03.0000 05/01/2051 | 7.28% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 06/01/2051 | 3.98% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2051 | 3.36% |
| TREASURY BILL 00.0000 06/03/2021 | 2.51% |
| TREASURY BILL 00.0000 06/10/2021 | 1.98% |
| TREASURY BILL 00.0000 05/13/2021 | 1.87% |
| FNMA FN30 TBA UMBS 04.0000 05/01/2051 | 1.72% |
| CASH MGMT BILL 00.0000 08/03/2021 | 1.60% |
| TREASURY BILL 00.0000 06/01/2021 | 1.60% |
| CASH MGMT BILL 00.0000 07/20/2021 | 1.39% |
| STACR 2019-HQA2 B2 11.3561 04/25/2049 | 1.32% |
| 0.564 R ISWP US0003M P 09/08/2030 | 1.20% |
| CASH MGMT BILL 00.0000 07/06/2021 | 1.18% |
| GNMA GII30 TBA 04.0000 05/01/2051 | 1.14% |
| FNMA FN30 TBA UMBS 03.5000 05/01/2051 | 1.14% |
| 0.724 R ISWP US0003M P 11/04/2030 | 1.05% |
| 0.717 R ISWP FWD US0003M P 10/07/2030 | 0.97% |
| TREASURY BILL 00.0000 05/25/2021 | 0.91% |
| FNR 2020-76 GI IO 04.0000 11/25/2050 | 0.90% |
| STACR 2015-DNA2 B 07.6561 12/25/2027 | 0.82% |
| GNR 2019-121 SD IO 05.8841 10/20/2049 | 0.72% |
| CAS 2019-R03 1B1 04.2061 09/25/2031 | 0.71% |
| GNR 2020-7 SK IO 05.9341 01/20/2050 | 0.70% |
| CAS 2017-C07 2M2 02.6061 05/25/2030 | 0.67% |
| FNR 2019-75 KS IO 05.8939 11/25/2049 | 0.67% |
| GNR 2020-H04 AI IO 02.3736 02/20/2070 | 0.66% |
| TREASURY BILL 00.0000 06/29/2021 | 0.64% |
| GNR 2021-57 SD IO 06.1841 03/20/2051 | 0.64% |
| GNR 2019-158 AS IO 06.0344 09/16/2043 | 0.64% |
| MCAS 2020-01 M10 P/P 144A 03.8561 03/25/2050 | 0.61% |
| FNR 2011-126 SJ IO 05.8939 12/25/2041 | 0.60% |
| FNMA FN30 TBA UMBS 05.0000 05/01/2051 | 0.59% |
| FNR 2016-54 SD IO 05.8939 08/25/2046 | 0.59% |
| GNR 2019-83 JS IO 05.9841 07/20/2049 | 0.59% |
| SHRP 2020-1 NOTE 03.0758 07/25/2024 | 0.58% |
| CCMFC 2006-4A A2 00.2861 11/25/2047 | 0.58% |
| CAS 2015-C04 1M2 05.8061 04/25/2028 | 0.57% |
| CAS 2017-C04 2B1 05.1561 11/25/2029 | 0.56% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2051 | 0.55% |
| STACR 2018-HQA2 B1 04.3561 10/25/2048 | 0.55% |
| AHM 2007-1 GA1C 00.2961 05/25/2047 | 0.55% |
| STACR 2020-HQA2 B1 04.2061 03/25/2050 | 0.54% |
| CAS 2017-C05 1M2C 02.3061 01/25/2030 | 0.54% |
| RMIR 2020-1 B1 P/P 144A 03.1061 02/25/2030 | 0.53% |
| CAS 2016-C03 2B 12.8561 10/25/2028 | 0.53% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.52% |
| GNR 2019-137 GI IO 04.0000 11/20/2049 | 0.51% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.51% |
| FHR 4752 PS IO 06.0854 11/15/2047 | 0.50% |
| GNR 2019-H03 AI IO 02.3123 11/20/2068 | 0.49% |
| STACR 2020-DNA3 B2 09.4561 06/25/2050 | 0.47% |
| GNR 2021-49 SB IO 06.1841 03/20/2051 | 0.46% |
| FNR 2021-5 PI IO 03.5000 02/25/2051 | 0.46% |
| FNR 2019-66 SC IO 05.8939 11/25/2049 | 0.46% |
| SPST 2021-6 A 00.9061 04/25/2022 | 0.46% |
| STACR 2018-DNA3 B2 07.8561 09/25/2048 | 0.45% |
| TMIR 2019-1 B1 P/P 144A 04.2561 11/26/2029 | 0.45% |
| STACR 2019-DNA2 B2 10.6061 03/25/2049 | 0.44% |
| STACR 2017-DNA1 B1 05.0561 07/25/2029 | 0.44% |
| GNR 2014-131 BS IO 06.0844 09/16/2044 | 0.44% |
| FNR 2019-18 SH IO 06.0439 05/25/2049 | 0.44% |
| GNR 2019-78 SM IO 05.9841 06/20/2049 | 0.43% |
| FNR 2019-18 SL IO 05.9939 05/25/2049 | 0.43% |
| FHR 5057 SC IO 05.9854 12/15/2048 | 0.43% |
| CAS 2017-C06 2B1 04.5561 02/25/2030 | 0.42% |
| FNR 2021-15 JI IO 04.5000 04/25/2051 | 0.42% |
| GNR 2021-59 SU IO 06.1844 04/20/2051 | 0.42% |
| MRAIT 2020-2 A2 | 0.42% |
| GNR 2018-H01 AI IO 02.3654 01/20/2068 | 0.42% |
| MRAIT 2021-8 A1X 01.2651 10/15/2021 | 0.42% |
| MRAIT 2020-12 A1X 01.4646 07/15/2021 | 0.41% |
| GNR 2015-182 IC IO 04.5000 12/20/2045 | 0.41% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.40% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.40% |
| COMM 2012-CR4 B P/P 144A 03.7030 10/15/2045 | 0.40% |
| GNR 2020-98 ES IO 06.0841 07/20/2050 | 0.39% |
| COMM 2014-UBS3 D P/P 144A 04.9270 06/10/2047 | 0.39% |
| GNR 2020-4 IO IO 05.0000 01/20/2050 | 0.39% |
| MSBAM 2012-C6 G P/P 144A 04.5000 11/15/2045 | 0.39% |
| COMM 2014-CR17 E P/P 144A 05.0082 05/10/2047 | 0.38% |
| FNR 2016-85 SL IO 05.9939 11/25/2046 | 0.38% |
| MWST 2019-1 A 00.9061 06/25/2052 | 0.38% |
| GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.37% |
| SPST 2020-6 A 01.8561 09/07/2021 | 0.37% |
| COMM 2014-CR19 D P/P 144A 04.8650 08/10/2047 | 0.37% |
| MSBAM 2016-C29 C 04.9033 05/15/2049 | 0.37% |
| GSMS 2014-GC24 D P/P 144A 04.6644 09/10/2047 | 0.36% |
| FNR 2019-26 SM IO 05.9439 06/25/2049 | 0.36% |
| JPMBB 2014-C18 D P/P 144A 04.9599 02/15/2047 | 0.36% |
| JPMCC 2012-CBX B 05.0404 06/15/2045 | 0.36% |
| STACR 2019-DNA3 B2 08.2561 07/25/2049 | 0.36% |
| WFRBS 2013-C15 D P/P 144A 04.6257 08/15/2046 | 0.36% |
| GNR 2014-3 SM IO 05.9841 01/20/2044 | 0.35% |
| BMIR 2017-1 B1 P/P 144A 04.8561 10/25/2027 | 0.35% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.35% |
| STACR 2018-HQA2 B2 11.1061 10/25/2048 | 0.35% |
| OPTN FN30 2.5 06/07/21 CALL 103.25 JPMC | 0.35% |
| FHR 5023 YI IO 03.0000 10/25/2050 | 0.33% |
| SPST 2020-13 A 01.6061 10/10/2021 | 0.33% |
| GNR 2017-H05 CI IO 02.2210 02/20/2067 | 0.33% |
| SPST 2020-15 A 01.4761 12/10/2021 | 0.33% |
| FNR 2020-24 IB IO 03.0000 04/25/2050 | 0.32% |
| GNR 2017-H08 DI IO 02.5711 02/20/2067 | 0.32% |
| GNR 2019-H15 CI IO 01.1799 07/20/2069 | 0.32% |
| GNR 2014-27 S IO 05.9841 02/20/2044 | 0.32% |
| JPMCC 2013-LC11 D 04.3056 04/15/2046 | 0.31% |
| FNR 2019-17 JS IO 05.9939 04/25/2049 | 0.31% |
| GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.31% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.31% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.30% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.30% |
| FHR 4933 SA IO 05.8939 12/25/2049 | 0.29% |
| FNR 2021-18 IY IO 04.5000 08/25/2049 | 0.29% |
| CGCMT 2012-GC8 C P/P 144A 05.0381 09/10/2045 | 0.29% |
| CAS 2017-C03 1M2 03.1061 10/25/2029 | 0.29% |
| GNR 2013-9 S IO 06.6341 01/20/2043 | 0.29% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.29% |
| CAS 2017-C06 2M2 02.9061 02/25/2030 | 0.29% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.28% |
| COMM 2014-CR16 C 05.0907 04/10/2047 | 0.28% |
| DBUBS 2011-LC2A D P/P 144A 05.6161 07/10/2044 | 0.28% |
| STACR 2019-DNA1 M2 02.7561 01/25/2049 | 0.28% |
| FHR 4990 SP IO 05.9939 07/25/2050 | 0.28% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.28% |
| GNR 2019-143 HS IO 05.9341 09/20/2049 | 0.27% |
| FHR 4808 SD IO 06.0854 07/15/2048 | 0.27% |
| GSAA 2006-1 A1 00.2861 01/25/2036 | 0.27% |
| GSMS 2019-GC38 D P/P 144A 03.0000 02/10/2052 | 0.27% |
| FNR 2016-78 CS IO 05.9939 05/25/2039 | 0.26% |
| STACR 2019-DNA1 B2 10.8561 01/25/2049 | 0.26% |
| GNR 2017-156 SL IO 06.0841 10/20/2047 | 0.26% |
| UBSCM 2012-C1 D P/P 144A 05.7543 05/10/2045 | 0.26% |
| GNR 2014-188 IB IO 04.0000 12/20/2044 | 0.26% |
| BACM 2016-UB10 D P/P 144A 03.0000 07/15/2049 | 0.26% |
| BBCMS 2019-C4 D P/P 144A 03.2500 08/15/2052 | 0.26% |
| JPMBB 2013-C12 E P/P 144A 04.2356 07/15/2045 | 0.25% |
| GNR 2017-H21 AI IO 02.4207 10/20/2067 | 0.25% |
| GNR 2020-112 MS IO 06.1841 08/20/2050 | 0.25% |
| MSBAM 2015-C23 D P/P 144A 04.2824 07/15/2050 | 0.25% |
| CAS 2017-C06 1M2 02.7561 02/25/2030 | 0.25% |
| JPMBB 2013-C12 C 04.2356 07/15/2045 | 0.25% |
| ARRW 2020-1 M1 04.2770 03/25/2055 | 0.25% |
| COMM 2015-CR26 D 03.6285 10/10/2048 | 0.25% |
| GNR 2021-42 IG IO 03.0000 03/20/2051 | 0.24% |
| GNR 2019-35 SE IO 06.0344 01/16/2044 | 0.24% |
| WFRBS 2012-C9 E P/P 144A 04.9695 11/15/2045 | 0.24% |
| SWPTN 3MX10Y P 1.81 USD 06/18/2021 JP | 0.24% |
| COMM 2014-CR17 D P/P 144A 05.0082 05/10/2047 | 0.24% |
| WFCM 2016-BNK1 C 03.0710 08/15/2049 | 0.24% |
| BALTA 2005-8 21A1 02.5513 10/25/2035 | 0.23% |
| GNR 2018-H02 HI IO 02.3417 01/20/2068 | 0.23% |
| MRAIT 2020-11 A1X 01.8146 04/22/2022 | 0.23% |
| FNR 2018-36 SD IO 06.1439 06/25/2048 | 0.23% |
| GNR 2018-H07 IE IO 02.3847 02/20/2068 | 0.23% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.23% |
| MSBAM 2013-C12 E P/P 144A 04.9214 10/15/2046 | 0.22% |
| JPMBB 2014-C22 B 04.7049 09/15/2047 | 0.22% |
| CSAIL 2018-C14 D P/P 144A 05.0531 11/15/2051 | 0.22% |
| GNR 2017-H04 BI IO 02.4722 02/20/2067 | 0.22% |
| BALTA 2006-6 1A1 00.4261 11/25/2036 | 0.22% |
| MSBAM 2013-C10 F P/P 144A 04.2169 07/15/2046 | 0.22% |
| GSMS 2013-GC10 D P/P 144A 04.5485 02/10/2046 | 0.22% |
| CSMC 2020-SPT1 M1 03.3880 04/25/2065 | 0.22% |
| JPMCC 2011-C3 D P/P 144A 05.7055 02/15/2046 | 0.22% |
| SCRT 2017-3 M2 04.7500 07/25/2056 | 0.22% |
| STACR 2015-HQA1 B 08.9061 03/25/2028 | 0.22% |
| FHR 4926 SP IO 05.8939 08/25/2049 | 0.22% |
| BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.22% |
| CASH MGMT BILL 00.0000 08/24/2021 | 0.21% |
| GNR 2017-H20 GI IO 02.3804 09/20/2067 | 0.21% |
| GNR 2018-72 IC IO 04.0000 05/20/2045 | 0.21% |
| FHR 3346 SC IO 06.4354 10/15/2033 | 0.21% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.20% |
| EMIR 2020-1 B1 P/P 144A 02.9561 01/25/2030 | 0.20% |
| GSR 2007-OA1 2A3A 00.4161 05/25/2037 | 0.20% |
| MRAIT 2021-EBO1 A1X 01.4585 10/08/2021 | 0.20% |
| WFRBS 2012-C10 D P/P 144A 04.5738 12/15/2045 | 0.20% |
| BBCMS 2019-C4 E P/P 144A 03.2500 08/15/2052 | 0.20% |
| GSMS 2013-GC13 D P/P 144A 04.2201 07/10/2046 | 0.20% |
| MSBAM 2013-C10 E P/P 144A 04.2169 07/15/2046 | 0.20% |
| WFCM 2012-LC5 D P/P 144A 04.9164 10/15/2045 | 0.20% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.19% |
| MSBAM 2014-C14 D P/P 144A 05.2182 02/15/2047 | 0.19% |
| BANK 2018-BN10 D P/P 144A 02.6000 02/15/2061 | 0.19% |
| GNR 2017-H10 MI IO 01.5704 04/20/2067 | 0.18% |
| BMARK 2019-B11 D P/P 144A 03.0000 05/15/2052 | 0.18% |
| COMM 2014-UBS4 C 04.8064 08/10/2047 | 0.18% |
| JPMCC 2011-C4 C P/P 144A 05.5486 07/15/2046 | 0.18% |
| CSAIL 2020-C19 D P/P 144A 02.5000 03/15/2053 | 0.18% |
| GNR 2017-H22 DI IO 02.3830 11/20/2067 | 0.18% |
| FHR 4789 AS IO 06.0854 05/15/2048 | 0.18% |
| JPMBB 2014-C22 C 04.7049 09/15/2047 | 0.18% |
| CMLTI 2007-AR5 1A1A 02.8865 04/25/2037 | 0.18% |
| WFRBS 2012-C7 E P/P 144A 04.9578 06/15/2045 | 0.18% |
| GNR 2014-H08 CI IO 01.4719 03/20/2064 | 0.17% |
| MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.17% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.17% |
| MRAFT 2020-4 A1 01.4605 04/23/2023 | 0.17% |
| GNR 2014-H23 BI IO 01.5637 11/20/2064 | 0.17% |
| UBSBB 2012-C4 D P/P 144A 04.6173 12/10/2045 | 0.17% |
| COMM 2014-UBS3 C 04.8970 06/10/2047 | 0.17% |
| GSMS 2014-GC20 C 05.1231 04/10/2047 | 0.16% |
| FNR 2010-99 NI IO 06.0000 09/25/2040 | 0.16% |
| GNR 2010-125 SD IO 06.5644 01/16/2040 | 0.16% |
| GNR 2013-167 SG IO 06.0341 11/20/2043 | 0.16% |
| GNR 2017-H20 AI IO 02.2348 10/20/2067 | 0.16% |
| STACR 2019-HQA1 B2 12.3561 02/25/2049 | 0.16% |
| CAS 2017-C07 2B1 04.5561 05/25/2030 | 0.16% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.16% |
| GNR 2019-H09 EI IO 02.3291 04/20/2069 | 0.15% |
| SAMI 2006-AR7 A1BG 00.2261 08/25/2036 | 0.15% |
| CAS 2016-C06 1B 09.3561 04/25/2029 | 0.15% |
| GNR 2018-H01 IB IO 01.6086 01/20/2068 | 0.15% |
| STACR 2020-DNA4 M2 03.8561 08/25/2050 | 0.15% |
| LHOME 2021-RTL1 A1 02.0900 09/25/2026 | 0.15% |
| STACR 2016-DNA1 B 10.1086 07/25/2028 | 0.15% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.15% |
| FNR 2016-83 BS IO 05.9939 11/25/2046 | 0.15% |
| STACR 2015-HQA2 B 10.6061 05/25/2028 | 0.15% |
| MSC 2011-C3 G P/P 144A 05.4338 07/15/2049 | 0.15% |
| BMARK 2019-B13 D P/P 144A 02.5000 08/15/2057 | 0.14% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.14% |
| GNR 2018-H11 JI IO 02.3112 07/20/2068 | 0.14% |
| MRAFT 2020-5 A1 01.1105 08/10/2023 | 0.14% |
| STACR 2017-DNA3 B1 04.5561 03/25/2030 | 0.14% |
| GNR 2016-H24 CI IO 01.7015 10/20/2066 | 0.14% |
| CWALT 2006-OA19 A1 00.2959 02/20/2047 | 0.14% |
| GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 | 0.14% |
| CWALT 2006-OA10 4A1 00.4861 08/25/2046 | 0.14% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.14% |
| GNR 2016-H22 IO IO 01.8683 10/20/2066 | 0.14% |
| CWALT 2006-OA10 3A1 00.4861 08/25/2046 | 0.13% |
| GNR 2015-H01 BI IO 01.5632 01/20/2065 | 0.13% |
| GNR 2016-H27 EI IO 01.9682 12/20/2066 | 0.13% |
| GNR 2018-H02 IM IO 02.3284 02/20/2068 | 0.13% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.13% |
| GNR 2016-150 I IO 05.0000 11/20/2046 | 0.13% |
| GNR 2016-H21 AI IO 02.3844 09/20/2066 | 0.13% |
| GNR 2018-H11 AI IO 02.2244 02/20/2068 | 0.13% |
| GSMS 2010-C1 D P/P 144A 06.1831 08/10/2043 | 0.13% |
| 0.95 R ISWP FWD US0003M P 06/16/2026 | 0.13% |
| UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.13% |
| GNR 2013-99 AS IO 05.9341 06/20/2043 | 0.13% |
| MSC 2012-C4 D P/P 144A 05.5989 03/15/2045 | 0.13% |
| WFCM 2013-LC12 D P/P 144A 04.4052 07/15/2046 | 0.13% |
| CGCMT 2014-GC25 D 144A 03.5480 10/10/2047 | 0.13% |
| GNR 2017-H16 CI IO 01.6604 07/20/2067 | 0.13% |
| BALTA 2005-7 21A1 02.9893 09/25/2035 | 0.13% |
| GNR 2017-H02 BI IO 02.4568 01/20/2067 | 0.13% |
| GNR 2017-H03 DI IO 02.6296 12/20/2066 | 0.13% |
| GNR 2017-H14 JI IO 02.2609 06/20/2067 | 0.12% |
| OPTN FN30 3.0 05/06/21 CALL 104.453125 JPMC | 0.12% |
| GNR 2013-182 SP IO 06.5841 12/20/2043 | 0.12% |
| GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.12% |
| WFRBS 2014-LC14 D P/P 144A 04.5860 03/15/2047 | 0.12% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.12% |
| FHR 4560 IO IO 05.8344 05/15/2039 | 0.12% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.12% |
| GNR 2017-H08 EI IO 02.4539 02/20/2067 | 0.12% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.11% |
| FNR 2019-60 BS IO 05.9439 10/25/2049 | 0.11% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.11% |
| GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.11% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.11% |
| BALTA 2005-10 11A1 00.6061 01/25/2036 | 0.11% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.11% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.11% |
| GNR 2014-H06 BI IO 01.4649 02/20/2064 | 0.11% |
| CMLTI 2007-AMC3 A2D 00.4561 03/25/2037 | 0.11% |
| COMM 2014-UBS6 C 04.5935 12/10/2047 | 0.11% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.11% |
| GNR 2015-H04 AI IO 01.5978 12/20/2064 | 0.11% |
| GNR 2018-H08 FI IO 01.7483 06/20/2068 | 0.11% |
| MSC 2012-C4 E P/P 144A 05.5989 03/15/2045 | 0.11% |
| GNR 2016-H26 KI IO 01.8037 11/20/2066 | 0.11% |
| GSAA 2005-15 2A2 00.6061 01/25/2036 | 0.11% |
| FNR 2016-65 CS IO 05.9939 09/25/2046 | 0.10% |
| OMIR 2019-1A B1B 04.4561 07/25/2029 | 0.10% |
| GNR 2014-95 JI IO 04.5000 12/16/2039 | 0.10% |
| MWST 2020-1 A 01.0061 10/25/2053 | 0.10% |
| FHR 4451 CI IO 07.0000 03/15/2045 | 0.10% |
| GNR 2011-148 SN IO 06.5744 11/16/2041 | 0.10% |
| GNR 2017-H16 KI IO 01.4692 08/20/2067 | 0.10% |
| GNR 2018-H05 BI IO 02.3972 02/20/2068 | 0.10% |
| STACR 2019-DNA2 M2 02.5561 03/25/2049 | 0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.09% |
| GNR 2016-164 IO IO 06.5000 12/20/2046 | 0.09% |
| HVMLT 2004-11 1A 00.8150 01/19/2035 | 0.09% |
| FNR 2012-132 PI IO 05.0000 10/25/2042 | 0.09% |
| FNR 2018-1 JI IO 05.0000 02/25/2048 | 0.09% |
| GNR 2016-H18 QI IO 02.9849 06/20/2066 | 0.09% |
| OMIR 2017-1A B1 P/P 144A 05.8561 04/25/2027 | 0.09% |
| FHS 324 C21 IO 06.0000 06/15/2039 | 0.08% |
| OMIR 2019-1A B1A 03.6061 07/25/2029 | 0.08% |
| FNR 2017-8 IO IO 06.0000 02/25/2047 | 0.08% |
| GNR 2017-H14 EI IO 01.6206 06/20/2067 | 0.08% |
| GNR 2016-H17 DI IO 02.3041 07/20/2066 | 0.08% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.08% |
| GNR 2017-H13 QI IO 02.2099 06/20/2067 | 0.08% |
| GNR 2018-91 SJ IO 06.1341 07/20/2048 | 0.08% |
| CAS 2018-C01 1M2 02.3561 07/25/2030 | 0.08% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.08% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.08% |
| JPMCC 2007-CB20 E P/P 144A 06.3743 02/12/2051 | 0.08% |
| GNR 2012-H11 FI IO 01.2079 02/20/2062 | 0.07% |
| GNR 2017-H20 DI IO 02.2059 10/20/2067 | 0.07% |
| CAS 2019-R05 1M2 02.1061 07/25/2039 | 0.07% |
| CWALT 2005-51 3A3A 00.7559 11/20/2035 | 0.07% |
| GNR 2017-H18 DI IO 02.4736 09/20/2067 | 0.07% |
| GNR 2012-H29 CI IO 01.4025 02/20/2062 | 0.07% |
| GNR 2017-H06 MI IO 02.2272 02/20/2067 | 0.07% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.07% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.07% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.07% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.07% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.07% |
| COMM 2012-CR3 E P/P 144A 04.9082 10/15/2045 | 0.07% |
| GNR 2015-H29 HI IO 02.1078 09/20/2065 | 0.07% |
| FNR 2011-134 SP IO 05.8939 02/25/2041 | 0.06% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.06% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.06% |
| JPMBB 2013-C14 F P/P 144A 03.5980 08/15/2046 | 0.06% |
| GNR 2017-H09 DI IO 01.8926 03/20/2067 | 0.06% |
| GNR 2018-77 IO IO 05.0000 06/20/2048 | 0.06% |
| GNR 2014-58 SA IO 05.9841 04/20/2044 | 0.06% |
| MWST 2020-2 A 00.9061 11/25/2053 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.06% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.06% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.06% |
| JPMCC 2012-C6 E P/P 144A 05.3128 05/15/2045 | 0.06% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.06% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.06% |
| GNR 2013-6 AI IO 03.5000 08/20/2039 | 0.06% |
| GNR 2015-165 IC IO 03.5000 07/16/2041 | 0.06% |
| GNR 2015-40 KI IO 04.0000 07/20/2044 | 0.06% |
| CAS 2016-C03 1B 11.8561 10/25/2028 | 0.06% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.06% |
| FHR 4707 AI IO 04.0000 07/15/2047 | 0.06% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.05% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.05% |
| GNR 2016-H06 AI IO 01.6145 02/20/2066 | 0.05% |
| GNR 2017-H03 AI IO 02.5222 12/20/2066 | 0.05% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.05% |
| WAMU 2004-AR12 A2B 01.0261 10/25/2044 | 0.05% |
| CASH MGMT BILL 00.0000 07/13/2021 | 0.05% |
| GNR 2017-H20 HI IO 02.1823 10/20/2067 | 0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.05% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.05% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.05% |
| GNR 2014-H25 BI IO 01.6922 12/20/2064 | 0.05% |
| JPALT 2007-A2 12A1 00.3061 06/25/2037 | 0.05% |
| SAMI 2006-AR7 A1A 00.5261 08/25/2036 | 0.05% |
| CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.05% |
| FNR 2013-90 SD IO 06.4939 09/25/2043 | 0.05% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.05% |
| GNR 2020-15 CS IO 05.9341 02/20/2050 | 0.05% |
| CWALT 2006-OA10 2A1 00.4861 08/25/2046 | 0.05% |
| GNR 2017-130 IB IO 04.0000 08/20/2047 | 0.05% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.05% |
| FHR 3981 WS IO 06.4354 05/15/2041 | 0.05% |
| GNR 2017-H22 EI IO 02.5848 10/20/2067 | 0.05% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.05% |
| GNR 2011-135 DI IO 05.0000 04/16/2040 | 0.05% |
| GNR 2017-H19 MI IO 02.0652 04/20/2067 | 0.05% |
| GNR 2014-H21 AI IO 01.6594 10/20/2064 | 0.05% |
| GNR 2017-136 IY IO 05.0000 03/20/2045 | 0.05% |
| FNR 2012-90 DI IO 04.0000 03/25/2042 | 0.04% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.04% |
| GNR 2012-98 AI IO 04.5000 04/16/2042 | 0.04% |
| MSBAM 2013-C11 D P/P 144A 04.4966 08/15/2046 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% |
| FHR 4127 PI IO 04.5000 07/15/2042 | 0.04% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.04% |
| WFRBS 2012-C7 D P/P 144A 04.9578 06/15/2045 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.04% |
| GNR 2010-H20 IF IO 01.4435 10/20/2060 | 0.04% |
| GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.04% |
| GNR 2017-H06 BI IO 02.3864 02/20/2067 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.04% |
| GNR 2012-H10 AI IO 01.1956 12/20/2061 | 0.04% |
| CAS 2016-C02 1B 12.3561 09/25/2028 | 0.04% |
| WAMU 2005-AR13 A1C4 00.9661 10/25/2045 | 0.04% |
| BSMF 2006-AR2 2A1 00.3361 09/25/2046 | 0.04% |
| FHR 4134 PI IO 03.0000 11/15/2042 | 0.04% |
| JPMCC 2011-C3 E P/P 144A 05.7055 02/15/2046 | 0.04% |
| FHR 3984 DS IO 05.8354 01/15/2042 | 0.04% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.04% |
| STACR 2018-HQA2 M2 02.4061 10/25/2048 | 0.04% |
| 1.525 R ISWP US0003M P 03/15/2031 | 0.04% |
| 1.765 R ISWP US0003M P 04/01/2031 | 0.04% |
| BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.04% |
| GNR 2017-26 EI IO 05.0000 02/20/2040 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.04% |
| GNR 2016-49 IO IO 04.5000 11/16/2045 | 0.04% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.03% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.03% |
| GNR 2017-H03 EI IO 02.4655 01/20/2067 | 0.03% |
| 1.734 R ISWP US0003M P 04/07/2031 | 0.03% |
| FNR 2018-15 PI IO 04.0000 10/25/2047 | 0.03% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.03% |
| GNR 2016-H27 BI IO 02.4751 12/20/2066 | 0.03% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.03% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.03% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.03% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.03% |
| FHR 3747 SA IO 06.3854 10/15/2040 | 0.03% |
| FNR 2011-101 SA IO 05.7939 10/25/2041 | 0.03% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.03% |
| GNR 2011-H15 AI IO 01.5326 06/20/2061 | 0.03% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.03% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.03% |
| CAS 2016-C05 2B 10.8561 01/25/2029 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.03% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.03% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.03% |
| 1.736 R ISWP US0003M P 04/21/2031 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.03% |
| FNR 2015-73 PI IO 03.5000 10/25/2045 | 0.03% |
| GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.03% |
| GNR 2017-H16 JI IO 02.4219 08/20/2067 | 0.03% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| FHR 4604 QI IO 03.5000 07/15/2046 | 0.03% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.03% |
| GNR 2017-H06 DI IO 01.7825 02/20/2067 | 0.02% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FNR 2012-103 SD IO 05.9439 09/25/2042 | 0.02% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.02% |
| GNR 2013-H15 CI IO 01.7250 07/20/2063 | 0.02% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.02% |
| GNR 2016-29 IO IO 04.0000 02/16/2046 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.02% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.02% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% |
| GNR 2014-161 HI IO 04.5000 06/20/2044 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% |
| CWHL 2006-OA5 2A1 00.5061 04/25/2046 | 0.02% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.02% |
| FHR 4386 IL IO 04.0000 12/15/2043 | 0.02% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.02% |
| GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.02% |
| GNR 2017-H08 NI IO 02.2904 03/20/2067 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.02% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.02% |
| FNR 2012-49 QI IO 04.5000 12/25/2040 | 0.02% |
| FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.02% |
| GNR 2011-H16 FI IO 01.0394 07/20/2061 | 0.02% |
| SAMI 2007-AR1 2A1 00.2861 01/25/2037 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.02% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.02% |
| GNR 2019-78 SJ IO 05.9341 06/20/2049 | 0.02% |
| JPMCC 2012-C6 G P/P 144A 02.9720 05/15/2045 | 0.02% |
| CAS 2016-C01 1B 11.8561 08/25/2028 | 0.02% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.02% |
| GNR 2017-H09 IO IO 01.7270 04/20/2067 | 0.02% |
| GNR 2019-H14 IB IO 02.2921 08/20/2069 | 0.02% |
| INDX 2006-AR11 2A1 03.3323 06/25/2036 | 0.02% |
| CAS 2016-C05 2M2 04.5561 01/25/2029 | 0.02% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.02% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| GNR 2019-99 KS IO 05.9341 08/20/2049 | 0.02% |
| OPTN FN30 3.5 06/07/21 CALL 106.21875 JPMC | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| GNR 2016-H24 IO IO 02.1460 09/20/2066 | 0.02% |
| GNR 2017-H11 DI IO 01.8634 05/20/2067 | 0.02% |
| GSAA 2006-8 2A2 00.4661 05/25/2036 | 0.02% |
| 1.5665 R ISWP US0003M P 04/29/2031 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| GNR 2016-77 SL IO 06.0341 03/20/2043 | 0.01% |
| GNR 2017-H14 DI IO 01.7056 06/20/2067 | 0.01% |
| 1.0241 R ISWP US0003M P 04/08/2026 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% |
| CWALT 2006-OA7 1A2 01.0819 06/25/2046 | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.01% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.01% |
| GNR 2017-11 PI IO 04.0000 12/20/2046 | 0.01% |
| 1.0161 R ISWP US0003M P 04/08/2026 | 0.01% |
| 1.7055 R ISWP US0003M P 04/13/2031 | 0.01% |
| FHR 4425 WI IO 04.0000 03/15/2043 | 0.01% |
| FNR 2010-35 SG IO 06.2939 04/25/2040 | 0.01% |
| GNR 2012-H29 AI IO 01.3986 10/20/2062 | 0.01% |
| GNR 2012-H29 FI IO 01.3986 10/20/2062 | 0.01% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| FHR 3852 SC IO 06.5354 04/15/2040 | 0.01% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.01% |
| FHR 4076 MS IO 06.5854 07/15/2040 | 0.01% |
| FHR 4550 AI IO 03.0000 10/15/2040 | 0.01% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% |
| GNR 2015-H13 AI IO 02.4302 06/20/2065 | 0.01% |
| GNR 2017-H03 HI IO 01.5745 01/20/2067 | 0.01% |
| SWPTN 1MX10Y R 1.75 USD 05/06/2021 GS | 0.01% |
| 1.5675 R ISWP US0003M P 04/28/2031 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| FHR 4403 CI IO 04.0000 10/15/2044 | 0.01% |
| FHR 4475 CI IO 03.5000 01/15/2044 | 0.01% |
| FNR 2012-36 SN IO 06.3439 04/25/2042 | 0.01% |
| GNR 2015-106 CI IO 04.0000 05/20/2045 | 0.01% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.01% |
| GNR 2016-H23 NI IO 02.3846 10/20/2066 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.01% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.01% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.01% |
| GNR 2015-52 IK IO 03.5000 04/20/2045 | 0.01% |
| GNR 2015-H03 DI IO 01.6651 01/20/2065 | 0.01% |
| 1.684 R ISWP US0003M P 04/12/2031 | 0.01% |
| 1.9965 R ISWP US0003M P 04/21/2051 | 0.01% |
| 2.0065 R ISWP US0003M P 04/22/2051 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.01% |
| FHR 4694 GI IO 04.0000 02/15/2043 | 0.01% |
| FNR 2011-4 CS 12.6877 05/25/2040 | 0.01% |
| FNR 2016-24 CI IO 04.0000 02/25/2046 | 0.01% |
| FNR 2017-78 KI IO 03.5000 10/25/2047 | 0.01% |
| GNR 2012-H06 AI IO 01.3346 01/20/2062 | 0.01% |
| GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.01% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.01% |
| MHL 2005-3 M4 01.0511 08/25/2035 | 0.01% |
| 1.5865 R ISWP US0003M P 04/19/2031 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| GNR 2015-144 IA IO 04.0000 01/16/2043 | 0.01% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.01% |
| GNR 2015-H15 JI IO 01.9586 06/20/2065 | 0.01% |
| GNR 2015-H25 AI IO 01.6169 09/20/2065 | 0.01% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.01% |
| GNR 2016-H02 HI IO 01.5494 01/20/2066 | 0.01% |
| GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.01% |
| 0.30 R ISWP FWD US0003M P 06/16/2023 | 0.01% |
| FHR 3829 AS IO 06.8354 03/15/2041 | 0.01% |
| FHR 3904 NI IO 03.5000 08/15/2026 | 0.01% |
| FHR 4386 LI IO 04.0000 02/15/2043 | 0.01% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.01% |
| GNR 2010-H19 BI IO 01.4548 08/20/2060 | 0.01% |
| GNR 2011-156 SK IO 06.4841 04/20/2038 | 0.01% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.01% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.01% |
| GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.01% |
| GNR 2015-H10 HI IO 02.0646 04/20/2065 | 0.01% |
| GNR 2015-H20 CI IO 02.2052 08/20/2065 | 0.01% |
| GNR 2015-H26 EI IO 01.7169 10/20/2065 | 0.01% |
| GNR 2016-149 MI IO 05.5000 05/20/2039 | 0.01% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.01% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.01% |
| BACM 2008-1 AJ 06.7858 02/10/2051 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% |
| FHR 4033 SC IO 06.4354 10/15/2036 | 0.00% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.00% |
| FHR 4560 PI IO 03.5000 05/15/2045 | 0.00% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.00% |
| GNR 2010-H22 CI IO 02.3711 10/20/2060 | 0.00% |
| GNR 2013-H24 AI IO 01.4200 09/20/2063 | 0.00% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.00% |
| GNR 2015-H10 CI IO 01.8046 04/20/2065 | 0.00% |
| GNR 2015-H14 BI IO 01.5579 05/20/2065 | 0.00% |
| GNR 2015-H20 AI IO 01.8221 08/20/2065 | 0.00% |
| GNR 2015-H23 DI IO 01.8544 09/20/2065 | 0.00% |
| GNR 2015-H25 BI IO 01.9541 10/20/2065 | 0.00% |
| GNR 2015-H25 EI IO 01.8635 10/20/2065 | 0.00% |
| GNR 2015-H26 DI IO 01.9111 10/20/2065 | 0.00% |
| GNR 2016-77 SC IO 05.9841 10/20/2045 | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.00% |
| FHR 4299 JI IO 04.0000 07/15/2043 | 0.00% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.00% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.00% |
| FNR 2013-57 IQ IO 03.0000 06/25/2041 | 0.00% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.00% |
| GNR 2015-96 NI IO 03.5000 01/20/2039 | 0.00% |
| GNR 2015-H24 BI IO 01.6052 08/20/2065 | 0.00% |
| GNR 2015-H25 CI IO 01.9318 10/20/2065 | 0.00% |
| GNR 2017-17 EI IO 04.0000 09/20/2044 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.00% |
| SWPTN 1MX10Y R 1.717 USD 05/12/2021 CI | 0.00% |
| UBSBB 2012-C2 E P/P 144A 05.0441 05/10/2063 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| FNR 2010-140 GS IO 05.8939 07/25/2039 | 0.00% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.00% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2011-H07 FI IO 01.2375 02/20/2061 | 0.00% |
| GNR 2013-182 SY IO 05.9841 12/20/2043 | 0.00% |
| GNR 2013-H14 XI IO 01.6168 03/20/2063 | 0.00% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.00% |
| GNR 2014-139 NI IO 03.5000 08/20/2028 | 0.00% |
| GNR 2014-60 SE IO 05.9841 04/20/2044 | 0.00% |
| GNR 2014-98 AI IO 04.5000 10/20/2041 | 0.00% |
| GNR 2014-H13 BI IO 01.5410 05/20/2064 | 0.00% |
| GNR 2015-187 JI IO 04.0000 03/20/2045 | 0.00% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.00% |
| GNR 2015-H16 XI IO 02.3970 07/20/2065 | 0.00% |
| GNR 2015-H18 IA IO 01.8350 06/20/2065 | 0.00% |
| GNR 2015-H22 EI IO 01.6046 08/20/2065 | 0.00% |
| GNR 2015-H23 BI IO 01.7541 09/20/2065 | 0.00% |
| GNR 2015-H24 HI IO 02.0410 09/20/2065 | 0.00% |
| GNR 2015-H26 GI IO 01.8005 10/20/2065 | 0.00% |
| GNR 2016-H04 KI IO 01.5333 02/20/2066 | 0.00% |
| GNR 2016-H08 GI IO 01.4295 04/20/2066 | 0.00% |
| GNR 2017-H06 EI IO 01.5944 02/20/2067 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.00% |
| 0.2807 R ISWP US0003M P 04/13/2023 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| FHR 3714 KI IO 04.5000 11/15/2039 | 0.00% |
| FHR 4074 KS IO 06.5854 02/15/2041 | 0.00% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.00% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.00% |
| FHR 4580 ID IO 03.5000 08/15/2045 | 0.00% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.00% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.00% |
| FNR 2017-15 LI IO 04.0000 06/25/2046 | 0.00% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GNR 2014-100 LI IO 04.5000 10/16/2043 | 0.00% |
| GNR 2014-H09 AI IO 01.4144 01/20/2064 | 0.00% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.00% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.00% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.00% |
| GNR 2015-H09 BI IO 01.6880 03/20/2065 | 0.00% |
| GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.00% |
| 1.627 R ISWP US0003M P 04/30/2031 | 0.00% |
| 1.64 R ISWP US0003M P 05/04/2031 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| FHR 4000 LI IO 04.0000 02/15/2042 | 0.00% |
| FNR 2016-97 KI IO 03.0000 06/25/2040 | 0.00% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.00% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2011-22 PS IO 05.8841 07/20/2040 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.00% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.00% |
| SWPTN 1MX10Y P 1.583 USD 05/19/2021 CI | 0.00% |
| 0.282 R ISWP US0003M P 04/28/2023 | 0.00% |
| 0.2825 R ISWP US0003M P 04/28/2023 | 0.00% |
| 1.5355 R ISWP US0003M P 04/27/2031 | 0.00% |
| 1.631 R ISWP US0003M P 04/16/2031 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| FHR 4267 CS IO 05.9354 05/15/2039 | 0.00% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.00% |
| FHR 4413 HI IO 03.5000 03/15/2040 | 0.00% |
| FHR 4501 BI IO 03.5000 10/15/2043 | 0.00% |
| FHR 4663 KI IO 03.5000 11/15/2042 | 0.00% |
| FHR 4663 TI IO 03.5000 10/15/2042 | 0.00% |
| FNR 2013-41 SP IO 06.0939 06/25/2040 | 0.00% |
| FNR 2014-95 TI IO 04.0000 05/25/2039 | 0.00% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.00% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.00% |
| SWPTN 6MX10Y R 0.915 USD 07/13/2021 CI | 0.00% |
| 0.2825 R ISWP US0003M P 04/13/2023 | -0.00% |
| 0.2875 R ISWP US0003M P 04/13/2023 | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 BC | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| SWPTN 1MX5Y P 0.962 USD 05/26/2021 CI | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.00% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| 0.279 R ISWP US0003M P 04/01/2023 | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| 0.2875 R ISWP US0003M P 04/15/2023 | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| SWPTN 1MX5Y R 0.962 USD 05/26/2021 CI | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.01% |
| OPTN FN30 3.0 05/06/21 PUT 104.453125 JPMC | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| OPTN FN30 3.5 06/07/21 PUT 106.21875 JPMC | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| 1.998 R ISWP US0003M P 04/26/2051 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 GS | -0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | -0.01% |
| SWPTN 1MX10Y R 1.583 USD 05/19/2021 CI | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% |
| 1.5625 R ISWP US0003M P 04/28/2031 | -0.02% |
| 1.9765 R ISWP US0003M P 04/20/2051 | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| 1.5614 R ISWP US0003M P 04/28/2031 | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% |
| 1.675 R ISWP US0003M P 04/13/2031 | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% |
| 1.7275 R ISWP US0003M P 03/31/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 1MX10Y P 1.717 USD 05/12/2021 CI | -0.02% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.03% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% |
| 1.65 R ISWP FWD US0003M P 06/16/2031 | -0.03% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.03% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.03% |
| SWPTN 1MX10Y P 1.75 USD 05/06/2021 GS | -0.03% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.04% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.04% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.04% |
| 1.7665 R ISWP US0003M P 04/01/2031 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.06% |
| 1.465 R ISWP US0003M P 04/15/2031 | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.06% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.09% |
| 2.00 R ISWP FWD US0003M P 06/16/2051 | -0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.09% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.10% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.11% |
| SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.11% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.11% |
| 0.35 R ISWP FWD US0003M P 07/06/2025 | -0.12% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.14% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.16% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.17% |
| OPTN FN30 2.5 06/07/21 PUT 103.25 JPMC | -0.20% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.22% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.23% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.28% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.30% |
| 0.937 R ISWP US0003M P 01/06/2031 | -0.31% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.38% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.48% |
| GNMA GII30 TBA 03.5000 05/01/2051 | -0.57% |
| SWPTN 3MX10Y R 1.81 USD 06/18/2021 JP | -0.89% |
| 0.556 R ISWP US0003M P 08/05/2030 | -1.19% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -1.46% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -3.22% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -5.52% |
| FNMA FN30 TBA UMBS 02.0000 06/01/2051 | -18.33% |
| US 2YR NOTE (CBT) JUN21 TUM1 | -230.62% |
| FNMA FN30 TBA UMBS 03.0000 05/01/2051 | 10.24% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 05/01/2051 | 4.04% |
| TREASURY BILL 00.0000 06/03/2021 | 2.57% |
| TREASURY BILL 00.0000 06/10/2021 | 2.02% |
| TREASURY BILL 00.0000 05/13/2021 | 1.91% |
| TREASURY BILL 00.0000 06/01/2021 | 1.64% |
| CASH MGMT BILL 00.0000 07/20/2021 | 1.42% |
| 0.564 R ISWP US0003M P 09/08/2030 | 1.42% |
| STACR 2019-HQA2 B2 11.3676 04/25/2049 | 1.31% |
| 0.724 R ISWP US0003M P 11/04/2030 | 1.26% |
| CASH MGMT BILL 00.0000 07/06/2021 | 1.20% |
| FNMA FN30 TBA UMBS 04.0000 04/01/2051 | 1.17% |
| 0.717 R ISWP FWD US0003M P 10/07/2030 | 1.17% |
| GNMA GII30 TBA 04.0000 04/01/2051 | 1.17% |
| FNMA FN30 TBA UMBS 03.5000 04/01/2051 | 1.15% |
| FNR 2020-76 GI IO 04.0000 11/25/2050 | 1.07% |
| TREASURY BILL 00.0000 04/15/2021 | 0.98% |
| TREASURY BILL 00.0000 05/25/2021 | 0.93% |
| STACR 2015-DNA2 B 07.6586 12/25/2027 | 0.82% |
| GNR 2019-121 SD IO 05.8891 10/20/2049 | 0.75% |
| SWPTN 3MX10Y P 1.81 USD 06/18/2021 JP | 0.74% |
| GNR 2020-7 SK IO 05.9391 01/20/2050 | 0.74% |
| FNR 2019-75 KS IO 05.8914 11/25/2049 | 0.72% |
| CAS 2019-R03 1B1 04.2086 09/25/2031 | 0.71% |
| GNR 2021-57 SD IO 06.1940 03/20/2051 | 0.70% |
| GNR 2020-H04 AI IO 02.4572 02/20/2070 | 0.69% |
| CAS 2017-C07 2M2 02.6086 05/25/2030 | 0.68% |
| GNR 2019-158 AS IO 06.0439 09/16/2043 | 0.66% |
| CASH MGMT BILL 00.0000 06/29/2021 | 0.66% |
| GNR 2019-83 JS IO 05.9891 07/20/2049 | 0.63% |
| FNR 2016-54 SD IO 05.8914 08/25/2046 | 0.63% |
| MCAS 2020-01 M10 P/P 144A 03.8586 03/25/2050 | 0.62% |
| FNR 2011-126 SJ IO 05.8914 12/25/2041 | 0.61% |
| FNMA FN30 TBA UMBS 05.0000 04/01/2051 | 0.60% |
| SHRP 2020-1 NOTE 03.0875 07/25/2024 | 0.60% |
| CCMFC 2006-4A A2 00.2976 11/25/2047 | 0.59% |
| FNMA FN30 TBA UMBS 04.0000 05/01/2051 | 0.59% |
| CAS 2015-C04 1M2 05.8086 04/25/2028 | 0.58% |
| AHM 2007-1 GA1C 00.2986 05/25/2047 | 0.58% |
| GNR 2019-137 GI IO 04.0000 11/20/2049 | 0.57% |
| FNMA FN30 TBA UMBS 03.0000 04/01/2051 | 0.57% |
| CAS 2017-C04 2B1 05.1586 11/25/2029 | 0.57% |
| FHR 4752 PS IO 06.0940 11/15/2047 | 0.56% |
| STACR 2018-HQA2 B1 04.3586 10/25/2048 | 0.55% |
| CAS 2017-C05 1M2C 02.3086 01/25/2030 | 0.54% |
| RMIR 2020-1 B1 P/P 144A 03.1086 02/25/2030 | 0.54% |
| CAS 2016-C03 2B 12.8586 10/25/2028 | 0.54% |
| GNR 2021-49 SB IO 06.1930 03/20/2051 | 0.53% |
| 0.95 R ISWP FWD US0003M P 06/16/2026 | 0.53% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.53% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.52% |
| FNR 2021-5 PI IO 03.5000 02/25/2051 | 0.52% |
| GNR 2019-H03 AI IO 02.3825 11/20/2068 | 0.52% |
| FNR 2019-66 SC IO 05.8914 11/25/2049 | 0.50% |
| STACR 2020-DNA3 B2 09.4586 06/25/2050 | 0.48% |
| FNR 2019-18 SL IO 05.9914 05/25/2049 | 0.47% |
| SPST 2021-6 A 00.9103 04/25/2022 | 0.47% |
| FHR 5057 SC IO 05.9940 12/15/2048 | 0.46% |
| STACR 2019-DNA2 B2 10.6176 03/25/2049 | 0.46% |
| FNR 2019-18 SH IO 06.0414 05/25/2049 | 0.46% |
| STACR 2018-DNA3 B2 07.8586 09/25/2048 | 0.46% |
| STACR 2017-DNA1 B1 05.0586 07/25/2029 | 0.45% |
| GNR 2014-131 BS IO 06.0939 09/16/2044 | 0.45% |
| TMIR 2019-1 B1 P/P 144A 04.2586 11/26/2029 | 0.45% |
| GNR 2018-H01 AI IO 02.3858 01/20/2068 | 0.44% |
| GNR 2015-182 IC IO 04.5000 12/20/2045 | 0.43% |
| GNR 2019-78 SM IO 05.9891 06/20/2049 | 0.43% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.43% |
| MRAIT 2020-2 A2 | 0.43% |
| CAS 2017-C06 2B1 04.5586 02/25/2030 | 0.43% |
| MRAIT 2021-8 A1X 01.2535 10/15/2021 | 0.42% |
| MRAIT 2020-12 A1X 01.4560 07/15/2021 | 0.42% |
| GNR 2020-98 ES IO 06.0891 07/20/2050 | 0.42% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.41% |
| FNR 2016-85 SL IO 05.9914 11/25/2046 | 0.40% |
| COMM 2012-CR4 B P/P 144A 03.7030 10/15/2045 | 0.40% |
| COMM 2014-UBS3 D P/P 144A 04.7686 06/10/2047 | 0.40% |
| MSBAM 2012-C6 G P/P 144A 04.5000 11/15/2045 | 0.40% |
| COMM 2014-CR17 E P/P 144A 04.8474 05/10/2047 | 0.39% |
| MWST 2019-1 A 00.9086 06/25/2052 | 0.39% |
| FNR 2019-26 SM IO 05.9414 06/25/2049 | 0.38% |
| SPST 2020-6 A 01.8574 09/07/2021 | 0.38% |
| SPST 2020-WL1 A 01.2586 06/25/2051 | 0.37% |
| GNR 2014-3 SM IO 05.9891 01/20/2044 | 0.37% |
| GSMS 2014-GC24 D P/P 144A 04.5320 09/10/2047 | 0.37% |
| MSBAM 2016-C29 C 04.7480 05/15/2049 | 0.37% |
| COMM 2014-CR19 D P/P 144A 04.7089 08/10/2047 | 0.36% |
| JPMBB 2014-C18 D P/P 144A 04.8058 02/15/2047 | 0.36% |
| FNR 2020-24 IB IO 03.0000 04/25/2050 | 0.36% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.36% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.36% |
| STACR 2019-DNA3 B2 08.2676 07/25/2049 | 0.35% |
| STACR 2018-HQA2 B2 11.1086 10/25/2048 | 0.35% |
| BMIR 2017-1 B1 P/P 144A 04.8586 10/25/2027 | 0.35% |
| GNR 2017-H05 CI IO 02.1985 02/20/2067 | 0.34% |
| JPMCC 2012-CBX B 04.9134 06/15/2045 | 0.34% |
| FHR 5023 YI IO 03.0000 10/25/2050 | 0.34% |
| SPST 2020-13 A 01.6074 10/10/2021 | 0.34% |
| SPST 2020-15 A 01.4774 12/10/2021 | 0.34% |
| GNR 2019-H15 CI IO 01.5292 07/20/2069 | 0.33% |
| GNR 2019-143 HS IO 05.9391 09/20/2049 | 0.33% |
| FNR 2021-18 IY IO 04.5000 08/25/2049 | 0.33% |
| WFRBS 2013-C15 D P/P 144A 04.4646 08/15/2046 | 0.33% |
| GNR 2014-27 S IO 05.9891 02/20/2044 | 0.33% |
| GNR 2017-H08 DI IO 01.1396 02/20/2067 | 0.33% |
| FNR 2019-17 JS IO 05.9914 04/25/2049 | 0.33% |
| FHR 4933 SA IO 05.8914 12/25/2049 | 0.32% |
| JPMCC 2013-LC11 D 04.1676 04/15/2046 | 0.32% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.31% |
| GNR 2013-9 S IO 06.6391 01/20/2043 | 0.30% |
| CGCMT 2012-GC8 C P/P 144A 04.8766 09/10/2045 | 0.30% |
| FHR 4808 SD IO 06.0940 07/15/2048 | 0.30% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.30% |
| CAS 2017-C03 1M2 03.1086 10/25/2029 | 0.30% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.29% |
| CAS 2017-C06 2M2 02.9086 02/25/2030 | 0.29% |
| FHR 4990 SP IO 05.9914 07/25/2050 | 0.29% |
| GSMS 2019-GC38 D P/P 144A 03.0000 02/10/2052 | 0.29% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.29% |
| GNR 2014-188 IB IO 04.0000 12/20/2044 | 0.29% |
| COMM 2014-CR16 C 04.9068 04/10/2047 | 0.29% |
| DBUBS 2011-LC2A D P/P 144A 05.6147 07/10/2044 | 0.28% |
| GNR 2017-156 SL IO 06.0891 10/20/2047 | 0.28% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.28% |
| STACR 2019-DNA1 M2 02.7586 01/25/2049 | 0.28% |
| GSAA 2006-1 A1 00.2886 01/25/2036 | 0.28% |
| JPMBB 2013-C12 C 04.1051 07/15/2045 | 0.28% |
| GNR 2021-42 IG IO 03.0000 03/20/2051 | 0.28% |
| FNR 2016-78 CS IO 05.9914 05/25/2039 | 0.27% |
| GNR 2020-112 MS IO 06.1891 08/20/2050 | 0.27% |
| GNR 2017-H21 AI IO 02.5308 10/20/2067 | 0.26% |
| BACM 2016-UB10 D P/P 144A 03.0000 07/15/2049 | 0.26% |
| BBCMS 2019-C4 D P/P 144A 03.2500 08/15/2052 | 0.26% |
| CAS 2017-C06 1M2 02.7586 02/25/2030 | 0.26% |
| JPMBB 2013-C12 E P/P 144A 04.1051 07/15/2045 | 0.26% |
| ARRW 2020-1 M1 04.2770 03/25/2055 | 0.25% |
| GNR 2019-35 SE IO 06.0439 01/16/2044 | 0.25% |
| GNR 2018-H02 HI IO 02.3426 01/20/2068 | 0.24% |
| FHR 4926 SP IO 05.8914 08/25/2049 | 0.24% |
| MSBAM 2015-C23 D P/P 144A 04.1449 07/15/2050 | 0.24% |
| WFRBS 2012-C9 E P/P 144A 04.8115 11/15/2045 | 0.24% |
| BALTA 2005-8 21A1 02.5476 10/25/2035 | 0.24% |
| COMM 2014-CR17 D P/P 144A 04.8474 05/10/2047 | 0.24% |
| GNR 2018-H07 IE IO 02.3785 02/20/2068 | 0.24% |
| WFCM 2016-BNK1 C 03.0710 08/15/2049 | 0.24% |
| FNR 2018-36 SD IO 06.1414 06/25/2048 | 0.24% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.23% |
| MRAIT 2021-5 A1X 01.8560 07/26/2021 | 0.23% |
| GNR 2017-H04 BI IO 02.4814 02/20/2067 | 0.23% |
| GNR 2018-72 IC IO 04.0000 05/20/2045 | 0.23% |
| UBSCM 2012-C1 D P/P 144A 05.5698 05/10/2045 | 0.23% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.23% |
| BALTA 2006-6 1A1 00.4286 11/25/2036 | 0.22% |
| MSBAM 2013-C10 F P/P 144A 04.0818 07/15/2046 | 0.22% |
| GNR 2017-H20 GI IO 02.4845 09/20/2067 | 0.22% |
| GSMS 2013-GC10 D P/P 144A 04.4028 02/10/2046 | 0.22% |
| CSAIL 2018-C14 D P/P 144A 04.8905 11/15/2051 | 0.22% |
| SCRT 2017-3 M2 04.7500 07/25/2056 | 0.22% |
| FHR 4789 AS IO 06.0940 05/15/2048 | 0.22% |
| FHR 3346 SC IO 06.4440 10/15/2033 | 0.22% |
| JPMCC 2011-C3 D P/P 144A 05.7892 02/15/2046 | 0.22% |
| STACR 2015-HQA1 B 08.9086 03/25/2028 | 0.22% |
| BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.22% |
| CSMC 2020-SPT1 M1 03.3880 04/25/2065 | 0.22% |
| GSR 2007-OA1 2A3A 00.4186 05/25/2037 | 0.21% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.21% |
| EMIR 2020-1 B1 P/P 144A 02.9586 01/25/2030 | 0.21% |
| MRAIT 2021-EBO1 A1X 01.4585 10/08/2021 | 0.20% |
| GSMS 2014-GC20 C 04.9603 04/10/2047 | 0.20% |
| MSBAM 2013-C10 E P/P 144A 04.0818 07/15/2046 | 0.20% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.20% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.20% |
| OPTN FN30 2.5 05/06/21 CALL 102.78125 JPMC | 0.20% |
| BBCMS 2019-C4 E P/P 144A 03.2500 08/15/2052 | 0.20% |
| GNR 2017-H10 MI IO 02.0045 04/20/2067 | 0.19% |
| MSBAM 2014-C14 D P/P 144A 05.0509 02/15/2047 | 0.19% |
| WFRBS 2012-C10 D P/P 144A 04.4274 12/15/2045 | 0.19% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.19% |
| WFCM 2012-LC5 D P/P 144A 04.7589 10/15/2045 | 0.19% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.19% |
| BANK 2018-BN10 D P/P 144A 02.6000 02/15/2061 | 0.19% |
| MSBAM 2013-C12 E P/P 144A 04.7636 10/15/2046 | 0.19% |
| GNR 2017-H22 DI IO 02.3845 11/20/2067 | 0.19% |
| JPMCC 2011-C4 C P/P 144A 05.4187 07/15/2046 | 0.19% |
| CMLTI 2007-AR5 1A1A 02.8743 04/25/2037 | 0.18% |
| GSMS 2013-GC13 D P/P 144A 04.0845 07/10/2046 | 0.18% |
| COMM 2014-UBS4 C 04.6560 08/10/2047 | 0.18% |
| BMARK 2019-B11 D P/P 144A 03.0000 05/15/2052 | 0.18% |
| GNR 2014-H08 CI IO 01.4670 03/20/2064 | 0.18% |
| JPMBB 2014-C22 C 04.5536 09/15/2047 | 0.18% |
| CSAIL 2020-C19 D P/P 144A 02.5000 03/15/2053 | 0.18% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.18% |
| WFRBS 2012-C7 E P/P 144A 04.8076 06/15/2045 | 0.18% |
| MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.18% |
| GNR 2014-H23 BI IO 01.5589 11/20/2064 | 0.18% |
| MRAFT 2020-4 A1 01.4560 04/23/2023 | 0.18% |
| COMM 2014-UBS3 C 04.7386 06/10/2047 | 0.17% |
| GNR 2010-125 SD IO 06.5739 01/16/2040 | 0.17% |
| FNR 2010-99 NI IO 06.0000 09/25/2040 | 0.17% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.17% |
| GNR 2013-167 SG IO 06.0391 11/20/2043 | 0.17% |
| UBSBB 2012-C4 D P/P 144A 04.4695 12/10/2045 | 0.17% |
| GNR 2017-H20 AI IO 02.2339 10/20/2067 | 0.17% |
| STACR 2020-DNA4 M2 03.8676 08/25/2050 | 0.16% |
| TREASURY BILL 00.0000 04/08/2021 | 0.16% |
| GNR 2019-H09 EI IO 02.4252 04/20/2069 | 0.16% |
| CAS 2017-C07 2B1 04.5586 05/25/2030 | 0.16% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.16% |
| FNR 2016-83 BS IO 05.9914 11/25/2046 | 0.16% |
| STACR 2019-HQA1 B2 12.3586 02/25/2049 | 0.16% |
| SAMI 2006-AR7 A1BG 00.2286 08/25/2036 | 0.16% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.16% |
| CAS 2016-C06 1B 09.3586 04/25/2029 | 0.15% |
| LHOME 2021-RTL1 A1 02.0900 09/25/2026 | 0.15% |
| STACR 2016-DNA1 B 10.1086 07/25/2028 | 0.15% |
| STACR 2015-HQA2 B 10.6086 05/25/2028 | 0.15% |
| GNR 2018-H11 JI IO 02.4735 07/20/2068 | 0.15% |
| GNR 2018-H01 IB IO 01.6037 01/20/2068 | 0.15% |
| BMARK 2019-B13 D P/P 144A 02.5000 08/15/2057 | 0.15% |
| JPMBB 2013-C14 F P/P 144A 03.5980 08/15/2046 | 0.15% |
| MRAFT 2020-5 A1 01.1060 08/10/2023 | 0.15% |
| MSC 2011-C3 G P/P 144A 05.2611 07/15/2049 | 0.15% |
| GNR 2016-H24 CI IO 01.6972 10/20/2066 | 0.14% |
| CWALT 2006-OA10 4A1 00.4886 08/25/2046 | 0.14% |
| CWALT 2006-OA19 A1 00.2909 02/20/2047 | 0.14% |
| STACR 2017-DNA3 B1 04.5586 03/25/2030 | 0.14% |
| GNR 2016-150 I IO 05.0000 11/20/2046 | 0.14% |
| GNR 2016-H27 EI IO 01.9671 12/20/2066 | 0.14% |
| GNR 2018-H02 IM IO 02.3300 02/20/2068 | 0.14% |
| CWALT 2006-OA10 3A1 00.4886 08/25/2046 | 0.14% |
| GNR 2015-H01 BI IO 01.5574 01/20/2065 | 0.14% |
| GNR 2016-H22 IO IO 01.8630 10/20/2066 | 0.14% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.14% |
| GNR 2016-H21 AI IO 02.3576 09/20/2066 | 0.14% |
| GNR 2018-H11 AI IO 02.2980 02/20/2068 | 0.14% |
| GNR 2013-99 AS IO 05.9391 06/20/2043 | 0.14% |
| GSMS 2010-C1 D P/P 144A 05.9849 08/10/2043 | 0.14% |
| BALTA 2005-7 21A1 02.9862 09/25/2035 | 0.14% |
| COMM 2015-CR26 D 03.4799 10/10/2048 | 0.14% |
| FNR 2019-60 BS IO 05.9414 10/25/2049 | 0.14% |
| GNR 2017-H16 CI IO 01.6593 07/20/2067 | 0.13% |
| UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.13% |
| WFCM 2013-LC12 D P/P 144A 04.2741 07/15/2046 | 0.13% |
| GNR 2017-H03 DI IO 02.6289 12/20/2066 | 0.13% |
| GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 | 0.13% |
| GNR 2017-H02 BI IO 02.4704 01/20/2067 | 0.13% |
| CGCMT 2014-GC25 D 144A 03.5480 10/10/2047 | 0.13% |
| GNR 2013-182 SP IO 06.5891 12/20/2043 | 0.13% |
| GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.13% |
| MSC 2012-C4 D P/P 144A 05.4195 03/15/2045 | 0.13% |
| GNR 2017-H14 JI IO 02.2609 06/20/2067 | 0.13% |
| FHR 4560 IO IO 05.8352 05/15/2039 | 0.12% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.12% |
| WFRBS 2014-LC14 D P/P 144A 04.5860 03/15/2047 | 0.12% |
| GNR 2015-H22 HI IO 02.0648 08/20/2065 | 0.12% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.12% |
| GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.12% |
| GNR 2017-H08 EI IO 01.0311 02/20/2067 | 0.12% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.12% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.12% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.12% |
| GNR 2014-H06 BI IO 01.4591 02/20/2064 | 0.11% |
| GNR 2015-H04 AI IO 01.5706 12/20/2064 | 0.11% |
| GNR 2016-H26 KI IO 01.8702 11/20/2066 | 0.11% |
| CMLTI 2007-AMC3 A2D 00.4586 03/25/2037 | 0.11% |
| GNR 2018-H08 FI IO 01.8159 06/20/2068 | 0.11% |
| GSAA 2005-15 2A2 00.6086 01/25/2036 | 0.11% |
| BALTA 2005-10 11A1 00.6086 01/25/2036 | 0.11% |
| MSC 2012-C4 E P/P 144A 05.4195 03/15/2045 | 0.11% |
| GNR 2014-95 JI IO 04.5000 12/16/2039 | 0.11% |
| FNR 2016-65 CS IO 05.9914 09/25/2046 | 0.11% |
| OMIR 2019-1A B1B 04.4586 07/25/2029 | 0.10% |
| FHR 4451 CI IO 07.0000 03/15/2045 | 0.10% |
| GNR 2011-148 SN IO 06.5839 11/16/2041 | 0.10% |
| MWST 2020-1 A 01.0086 10/25/2053 | 0.10% |
| FNR 2012-132 PI IO 05.0000 10/25/2042 | 0.10% |
| GNR 2018-H05 BI IO 00.9144 02/20/2068 | 0.10% |
| GNR 2017-H16 KI IO 01.4640 08/20/2067 | 0.10% |
| STACR 2019-DNA1 B2 10.8586 01/25/2049 | 0.10% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.10% |
| 1.525 R ISWP US0003M P 03/15/2031 | 0.09% |
| HVMLT 2004-11 1A 00.8103 01/19/2035 | 0.09% |
| STACR 2019-DNA2 M2 02.5676 03/25/2049 | 0.09% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.09% |
| GNR 2016-164 IO IO 06.5000 12/20/2046 | 0.09% |
| FNR 2018-1 JI IO 05.0000 02/25/2048 | 0.09% |
| FHS 324 C21 IO 06.0000 06/15/2039 | 0.09% |
| GNR 2016-H18 QI IO 02.9566 06/20/2066 | 0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.09% |
| OMIR 2017-1A B1 P/P 144A 05.8586 04/25/2027 | 0.09% |
| FNR 2017-8 IO IO 06.0000 02/25/2047 | 0.09% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.09% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.09% |
| GNR 2016-H17 DI IO 02.3531 07/20/2066 | 0.09% |
| OMIR 2019-1A B1A 03.6086 07/25/2029 | 0.09% |
| GNR 2017-H14 EI IO 01.6566 06/20/2067 | 0.09% |
| GNR 2018-91 SJ IO 06.1391 07/20/2048 | 0.08% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.08% |
| GNR 2017-H13 QI IO 02.2404 06/20/2067 | 0.08% |
| CAS 2019-R05 1M2 02.1086 07/25/2039 | 0.08% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.08% |
| CAS 2018-C01 1M2 02.3586 07/25/2030 | 0.08% |
| GNR 2012-H11 FI IO 01.2030 02/20/2062 | 0.08% |
| JPMCC 2007-CB20 E P/P 144A 05.9472 02/12/2051 | 0.08% |
| COMM 2012-CR3 E P/P 144A 04.7507 10/15/2045 | 0.08% |
| GNR 2012-H29 CI IO 01.3959 02/20/2062 | 0.08% |
| GNR 2017-H20 DI IO 02.2060 10/20/2067 | 0.08% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.07% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.07% |
| GNR 2017-H18 DI IO 02.4826 09/20/2067 | 0.07% |
| CWALT 2005-51 3A3A 00.7509 11/20/2035 | 0.07% |
| GNR 2017-H06 MI IO 02.2268 02/20/2067 | 0.07% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.07% |
| FNR 2011-134 SP IO 05.8914 02/25/2041 | 0.07% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.07% |
| GNR 2015-H29 HI IO 02.1082 09/20/2065 | 0.07% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.07% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.07% |
| GNR 2018-77 IO IO 05.0000 06/20/2048 | 0.07% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.06% |
| GNR 2017-H09 DI IO 01.8868 03/20/2067 | 0.06% |
| GNR 2015-165 IC IO 03.5000 07/16/2041 | 0.06% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.06% |
| GNR 2014-58 SA IO 05.9891 04/20/2044 | 0.06% |
| GNR 2015-40 KI IO 04.0000 07/20/2044 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.06% |
| FHR 4707 AI IO 04.0000 07/15/2047 | 0.06% |
| MWST 2020-2 A 00.9086 11/25/2053 | 0.06% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.06% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.06% |
| GNR 2013-6 AI IO 03.5000 08/20/2039 | 0.06% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.06% |
| JPMCC 2012-C6 E P/P 144A 05.1424 05/15/2045 | 0.06% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.06% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.06% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.06% |
| CAS 2016-C03 1B 11.8586 10/25/2028 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.06% |
| WAMU 2004-AR12 A2B 01.0376 10/25/2044 | 0.06% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.06% |
| GNR 2016-H06 AI IO 01.5894 02/20/2066 | 0.06% |
| GNR 2017-H03 AI IO 02.5307 12/20/2066 | 0.06% |
| CASH MGMT BILL 00.0000 07/13/2021 | 0.06% |
| GNR 2017-H20 HI IO 02.1825 10/20/2067 | 0.06% |
| SWPTN 5WX10Y P 1.541 USD 04/12/2021 CI | 0.06% |
| GNR 2017-130 IB IO 04.0000 08/20/2047 | 0.05% |
| GNR 2020-15 CS IO 05.9391 02/20/2050 | 0.05% |
| FNR 2013-90 SD IO 06.4914 09/25/2043 | 0.05% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.05% |
| JPALT 2007-A2 12A1 00.3176 06/25/2037 | 0.05% |
| FHR 3981 WS IO 06.4440 05/15/2041 | 0.05% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.05% |
| GNR 2014-H25 BI IO 01.6879 12/20/2064 | 0.05% |
| SAMI 2006-AR7 A1A 00.3186 08/25/2036 | 0.05% |
| CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.05% |
| FNR 2012-90 DI IO 04.0000 03/25/2042 | 0.05% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.05% |
| GNR 2017-H22 EI IO 02.6497 10/20/2067 | 0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.05% |
| CWALT 2006-OA10 2A1 00.4886 08/25/2046 | 0.05% |
| CWALT 2006-OA10 1A1 01.2190 08/25/2046 | 0.05% |
| GNR 2011-135 DI IO 05.0000 04/16/2040 | 0.05% |
| GNR 2012-98 AI IO 04.5000 04/16/2042 | 0.05% |
| GNR 2017-136 IY IO 05.0000 03/20/2045 | 0.05% |
| GNR 2017-H19 MI IO 02.0635 04/20/2067 | 0.05% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.05% |
| GNR 2014-H21 AI IO 01.6345 10/20/2064 | 0.05% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.05% |
| GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.05% |
| MSBAM 2013-C11 D P/P 144A 04.3526 08/15/2046 | 0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% |
| FHR 4127 PI IO 04.5000 07/15/2042 | 0.04% |
| GNR 2017-H06 BI IO 02.4070 02/20/2067 | 0.04% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.04% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.04% |
| GNR 2010-H20 IF IO 01.4404 10/20/2060 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.04% |
| GNR 2012-H10 AI IO 01.1911 12/20/2061 | 0.04% |
| CAS 2016-C02 1B 12.3586 09/25/2028 | 0.04% |
| WAMU 2005-AR13 A1C4 00.9776 10/25/2045 | 0.04% |
| WFRBS 2012-C7 D P/P 144A 04.8076 06/15/2045 | 0.04% |
| BSMF 2006-AR2 2A1 00.3386 09/25/2046 | 0.04% |
| FHR 4134 PI IO 03.0000 11/15/2042 | 0.04% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.04% |
| GNR 2017-26 EI IO 05.0000 02/20/2040 | 0.04% |
| FHR 3984 DS IO 05.8440 01/15/2042 | 0.04% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.04% |
| JPMCC 2011-C3 E P/P 144A 05.7892 02/15/2046 | 0.04% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.04% |
| STACR 2018-HQA2 M2 02.4086 10/25/2048 | 0.04% |
| BSCMS 2007-T28 D P/P 144A 05.1647 09/11/2042 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.04% |
| GNR 2016-49 IO IO 04.5000 11/16/2045 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | 0.04% |
| GNR 2017-H03 EI IO 02.4527 01/20/2067 | 0.04% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.03% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.03% |
| FNR 2015-73 PI IO 03.5000 10/25/2045 | 0.03% |
| FNR 2018-15 PI IO 04.0000 10/25/2047 | 0.03% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.03% |
| GNR 2016-H27 BI IO 02.4984 12/20/2066 | 0.03% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.03% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.03% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.03% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.03% |
| FHR 3747 SA IO 06.3940 10/15/2040 | 0.03% |
| FNR 2011-101 SA IO 05.7914 10/25/2041 | 0.03% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.03% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.03% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.03% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.03% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.03% |
| FHR 4604 QI IO 03.5000 07/15/2046 | 0.03% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.03% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.03% |
| GNR 2011-H15 AI IO 01.5281 06/20/2061 | 0.03% |
| GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.03% |
| CAS 2016-C05 2B 10.8586 01/25/2029 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.03% |
| GNR 2017-H16 JI IO 02.4728 08/20/2067 | 0.03% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.03% |
| SWPTN 1MX10Y P 1.736 USD 04/19/2021 CI | 0.03% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FNR 2012-103 SD IO 05.9414 09/25/2042 | 0.02% |
| GNR 2013-H15 CI IO 01.7315 07/20/2063 | 0.02% |
| GNR 2016-29 IO IO 04.0000 02/16/2046 | 0.02% |
| GNR 2017-H06 DI IO 01.7832 02/20/2067 | 0.02% |
| FNR 2012-49 QI IO 04.5000 12/25/2040 | 0.02% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNR 2014-161 HI IO 04.5000 06/20/2044 | 0.02% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.02% |
| OPTN FN30 3.5 05/06/21 CALL 105.75 JPMC | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.02% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.02% |
| GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.02% |
| CWHL 2006-OA5 2A1 00.5086 04/25/2046 | 0.02% |
| FHR 4386 IL IO 04.0000 12/15/2043 | 0.02% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.02% |
| FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.02% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.02% |
| GNR 2017-H08 NI IO 01.4887 03/20/2067 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.02% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.02% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.02% |
| GNR 2011-H16 FI IO 01.0288 07/20/2061 | 0.02% |
| GNR 2019-78 SJ IO 05.9391 06/20/2049 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| CSMC 2008-C1 AJ P/P 144A 05.4164 02/15/2041 | 0.02% |
| OPTN FN30 2.0 05/06/21 CALL 99.96875 JPMC | 0.02% |
| SAMI 2007-AR1 2A1 00.2886 01/25/2037 | 0.02% |
| SWPTN 5WX10Y P 1.665 USD 04/26/2021 CI | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| FNR 2017-78 KI IO 03.5000 10/25/2047 | 0.02% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.02% |
| GNR 2017-H09 IO IO 02.1185 04/20/2067 | 0.02% |
| GNR 2019-H14 IB IO 02.3804 08/20/2069 | 0.02% |
| INDX 2006-AR11 2A1 03.5006 06/25/2036 | 0.02% |
| CAS 2016-C01 1B 11.8586 08/25/2028 | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| GNR 2019-99 KS IO 05.9391 08/20/2049 | 0.02% |
| JPMCC 2012-C6 G P/P 144A 02.9720 05/15/2045 | 0.02% |
| CAS 2016-C05 2M2 04.5586 01/25/2029 | 0.02% |
| GNR 2016-77 SL IO 06.0391 03/20/2043 | 0.02% |
| GNR 2016-H24 IO IO 02.1471 09/20/2066 | 0.02% |
| GNR 2017-11 PI IO 04.0000 12/20/2046 | 0.02% |
| GSAA 2006-8 2A2 00.4686 05/25/2036 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FHR 4475 CI IO 03.5000 01/15/2044 | 0.02% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.02% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.02% |
| GNR 2017-H11 DI IO 01.8897 05/20/2067 | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.01% |
| FHR 4076 MS IO 06.5940 07/15/2040 | 0.01% |
| FHR 4550 AI IO 03.0000 10/15/2040 | 0.01% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.01% |
| GNR 2017-H14 DI IO 01.7025 06/20/2067 | 0.01% |
| SWPTN 1MX10Y R 1.736 USD 04/19/2021 CI | 0.01% |
| 1.7275 R ISWP US0003M P 03/31/2031 | 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 MS | 0.01% |
| CWALT 2006-OA7 1A2 01.1990 06/25/2046 | 0.01% |
| FHR 4425 WI IO 04.0000 03/15/2043 | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| FNR 2010-35 SG IO 06.2914 04/25/2040 | 0.01% |
| GNR 2012-H29 AI IO 01.3999 10/20/2062 | 0.01% |
| GNR 2012-H29 FI IO 01.3999 10/20/2062 | 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 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| FHR 3852 SC IO 06.5440 04/15/2040 | 0.01% |
| FHR 4403 CI IO 04.0000 10/15/2044 | 0.01% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% |
| GNR 2017-H03 HI IO 01.5747 01/20/2067 | 0.01% |
| GNR 2015-106 CI IO 04.0000 05/20/2045 | 0.01% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.01% |
| GNR 2015-H13 AI IO 02.4947 06/20/2065 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FHR 4694 GI IO 04.0000 02/15/2043 | 0.01% |
| FNR 2012-36 SN IO 06.3414 04/25/2042 | 0.01% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.01% |
| GNR 2015-52 IK IO 03.5000 04/20/2045 | 0.01% |
| GNR 2016-37 IW IO 04.5000 02/20/2046 | 0.01% |
| GNR 2016-H23 NI IO 02.3613 10/20/2066 | 0.01% |
| GNR 2016-H25 GI IO 01.4861 11/20/2066 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| FNR 2016-24 CI IO 04.0000 02/25/2046 | 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-H03 DI IO 01.6424 01/20/2065 | 0.01% |
| MHL 2005-3 M4 01.0536 08/25/2035 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FNR 2011-4 CS 12.6827 05/25/2040 | 0.01% |
| GNR 2012-H06 AI IO 01.3308 01/20/2062 | 0.01% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.01% |
| GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.01% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.01% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| FHR 3829 AS IO 06.8440 03/15/2041 | 0.01% |
| FHR 3904 NI IO 03.5000 08/15/2026 | 0.01% |
| FHR 4386 LI IO 04.0000 02/15/2043 | 0.01% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.01% |
| GNR 2012-H23 WI IO 01.5431 10/20/2062 | 0.01% |
| GNR 2015-144 IA IO 04.0000 01/16/2043 | 0.01% |
| GNR 2015-H15 JI IO 01.9543 06/20/2065 | 0.01% |
| GNR 2015-H25 AI IO 01.6121 09/20/2065 | 0.01% |
| GNR 2015-H26 EI IO 01.7118 10/20/2065 | 0.01% |
| GNR 2016-H02 HI IO 01.5291 01/20/2066 | 0.01% |
| GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.01% |
| FHR 4033 SC IO 06.4440 10/15/2036 | 0.01% |
| FHR 4560 PI IO 03.5000 05/15/2045 | 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% |
| GNR 2010-H19 BI IO 01.4503 08/20/2060 | 0.01% |
| GNR 2011-156 SK IO 06.4891 04/20/2038 | 0.01% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.01% |
| GNR 2013-H24 AI IO 01.4191 09/20/2063 | 0.01% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.01% |
| GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.01% |
| GNR 2015-H10 HI IO 02.6755 04/20/2065 | 0.01% |
| GNR 2015-H20 CI IO 02.1835 08/20/2065 | 0.01% |
| GNR 2015-H23 DI IO 01.8499 09/20/2065 | 0.01% |
| GNR 2016-149 MI IO 05.5000 05/20/2039 | 0.01% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.01% |
| GNR 2017-17 EI IO 04.0000 09/20/2044 | 0.01% |
| 0.279 R ISWP US0003M P 04/01/2023 | 0.00% |
| 1.7665 R ISWP US0003M P 04/01/2031 | 0.00% |
| BACM 2008-1 AJ 06.1291 02/10/2051 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.00% |
| FHR 4299 JI IO 04.0000 07/15/2043 | 0.00% |
| FNR 2010-140 GS IO 05.8914 07/25/2039 | 0.00% |
| GNR 2010-H22 CI IO 02.3663 10/20/2060 | 0.00% |
| GNR 2014-H08 BI IO 01.4533 04/20/2064 | 0.00% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.00% |
| GNR 2015-H10 CI IO 01.8007 04/20/2065 | 0.00% |
| GNR 2015-H14 BI IO 01.5547 05/20/2065 | 0.00% |
| GNR 2015-H20 AI IO 01.8158 08/20/2065 | 0.00% |
| GNR 2015-H25 BI IO 01.9330 10/20/2065 | 0.00% |
| GNR 2015-H25 EI IO 01.8567 10/20/2065 | 0.00% |
| GNR 2015-H26 DI IO 01.8912 10/20/2065 | 0.00% |
| GNR 2016-77 SC IO 05.9891 10/20/2045 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.00% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.00% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.00% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.00% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2014-139 NI IO 03.5000 08/20/2028 | 0.00% |
| GNR 2014-98 AI IO 04.5000 10/20/2041 | 0.00% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.00% |
| GNR 2015-187 JI IO 04.0000 03/20/2045 | 0.00% |
| GNR 2015-96 NI IO 03.5000 01/20/2039 | 0.00% |
| GNR 2015-H24 BI IO 01.6042 08/20/2065 | 0.00% |
| GNR 2015-H24 HI IO 02.0417 09/20/2065 | 0.00% |
| GNR 2015-H25 CI IO 01.9084 10/20/2065 | 0.00% |
| UBSBB 2012-C2 E P/P 144A 04.8854 05/10/2063 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| FHR 4099 BI IO 03.5000 06/15/2039 | 0.00% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.00% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.00% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.00% |
| FNR 2017-15 LI IO 04.0000 06/25/2046 | 0.00% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2011-H07 FI IO 01.2331 02/20/2061 | 0.00% |
| GNR 2011-H08 GI IO 01.2500 03/20/2061 | 0.00% |
| GNR 2013-182 SY IO 05.9891 12/20/2043 | 0.00% |
| GNR 2013-H14 XI IO 01.6186 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 05.9891 04/20/2044 | 0.00% |
| GNR 2014-H13 BI IO 01.5455 05/20/2064 | 0.00% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.00% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.00% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.00% |
| GNR 2015-H16 XI IO 02.4436 07/20/2065 | 0.00% |
| GNR 2015-H18 IA IO 01.8271 06/20/2065 | 0.00% |
| GNR 2015-H22 EI IO 01.5999 08/20/2065 | 0.00% |
| GNR 2015-H23 BI IO 01.7498 09/20/2065 | 0.00% |
| GNR 2015-H26 GI IO 01.7962 10/20/2065 | 0.00% |
| GNR 2016-H04 KI IO 01.5264 02/20/2066 | 0.00% |
| GNR 2016-H08 GI IO 01.4243 04/20/2066 | 0.00% |
| GNR 2017-H06 EI IO 01.5885 02/20/2067 | 0.00% |
| GNR 2017-H11 NI IO 02.2616 05/20/2067 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| FHR 3714 KI IO 04.5000 11/15/2039 | 0.00% |
| FHR 4000 LI IO 04.0000 02/15/2042 | 0.00% |
| FHR 4074 KS IO 06.5940 02/15/2041 | 0.00% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.00% |
| FHR 4580 ID IO 03.5000 08/15/2045 | 0.00% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.00% |
| GNR 2010-134 ES IO 05.8891 11/20/2039 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GNR 2014-H09 AI IO 01.4118 01/20/2064 | 0.00% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.00% |
| GNR 2015-H09 BI IO 01.6858 03/20/2065 | 0.00% |
| GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.00% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| FHR 4267 CS IO 05.9440 05/15/2039 | 0.00% |
| FHR 4389 IA IO 04.0000 09/15/2044 | 0.00% |
| FHR 4413 HI IO 03.5000 03/15/2040 | 0.00% |
| FNR 2013-41 SP IO 06.0914 06/25/2040 | 0.00% |
| FNR 2016-97 KI IO 03.0000 06/25/2040 | 0.00% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.00% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.00% |
| GNR 2011-22 PS IO 05.8891 07/20/2040 | 0.00% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.00% |
| GNR 2015-H26 CI IO 00.4858 08/20/2065 | 0.00% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.00% |
| SWPTN 5WX5Y P 0.955 USD 04/06/2021 GS | 0.00% |
| SWPTN 6MX10Y R 0.915 USD 07/13/2021 CI | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| FHR 4073 AS IO 05.9440 08/15/2038 | 0.00% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.00% |
| FHR 4501 BI IO 03.5000 10/15/2043 | 0.00% |
| FHR 4663 KI IO 03.5000 11/15/2042 | 0.00% |
| FHR 4663 TI IO 03.5000 10/15/2042 | 0.00% |
| FNR 2014-95 TI IO 04.0000 05/25/2039 | 0.00% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.00% |
| OPTN FN30 3.0 04/07/21 CALL 104.96875 JPMC | 0.00% |
| SWPTN 3MX10Y R 1.065 USD 04/13/2021 GS | 0.00% |
| SWPTN 3MX10Y R 1.165 USD 04/13/2021 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 BC | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| 1.765 R ISWP US0003M P 04/01/2031 | -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-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.400.13 P USL1M R 01/12/44 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 CG | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| 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.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| SWPTN 5WX10Y R 1.665 USD 04/26/2021 CI | -0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| OPTN FN30 3.5 05/06/21 PUT 105.75 JPMC | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.03% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.03% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% |
| SWPTN 5WX10Y R 1.541 USD 04/12/2021 CI | -0.03% |
| SWPTN 5WX5Y R 0.955 USD 04/06/2021 GS | -0.04% |
| OPTN FN30 2.0 05/06/21 PUT 99.96875 JPMC | -0.04% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.07% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -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 GS | -0.09% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.11% |
| 0.30 R ISWP FWD US0003M P 06/16/2023 | -0.11% |
| SWPTN 3MX10Y P 1.465 USD 04/13/2021 GS | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.14% |
| 0.35 R ISWP FWD US0003M P 07/06/2025 | -0.15% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.16% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.16% |
| SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.17% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.20% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.20% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.21% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.22% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.24% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.27% |
| OPTN FN30 3.0 04/07/21 PUT 104.96875 JPMC | -0.35% |
| 2.00 R ISWP FWD US0003M P 06/16/2051 | -0.36% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.36% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.38% |
| 0.937 R ISWP US0003M P 01/06/2031 | -0.39% |
| OPTN FN30 2.5 05/06/21 PUT 102.78125 JPMC | -0.43% |
| 1.65 R ISWP FWD US0003M P 06/16/2031 | -0.44% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.47% |
| GNMA GII30 TBA 03.5000 04/01/2051 | -0.58% |
| SWPTN 3MX10Y R 1.81 USD 06/18/2021 JP | -0.66% |
| 0.556 R ISWP US0003M P 08/05/2030 | -1.40% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -1.42% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -3.73% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -5.37% |
| FNMA FN30 TBA UMBS 02.0000 05/01/2051 | -14.13% |
| US 2YR NOTE (CBT) JUN21 TUM1 | -235.44% |
| FNMA FN30 TBA UMBS 03.5000 03/01/2051 | 5.30% |
|---|---|
| TREASURY BILL 00.0000 06/03/2021 | 2.61% |
| SWPTN 3MX10Y P 0.964 USD 03/18/2021 JP | 2.58% |
| 0.45 R ISWP FWD US0003M P 03/17/2026 | 2.20% |
| TREASURY BILL 00.0000 06/10/2021 | 2.06% |
| TREASURY BILL 00.0000 05/13/2021 | 1.95% |
| FNMA FN30 TBA UMBS 04.0000 03/01/2051 | 1.79% |
| CASH MGMT BILL 00.0000 06/01/2021 | 1.67% |
| STACR 2019-HQA2 B2 11.3676 04/25/2049 | 1.31% |
| TREASURY BILL 00.0000 03/18/2021 | 1.27% |
| GNMA GII30 TBA 04.0000 03/01/2051 | 1.19% |
| TREASURY BILL 00.0000 03/25/2021 | 1.17% |
| 0.564 R ISWP US0003M P 09/08/2030 | 1.16% |
| FNR 2020-76 GI IO 04.0000 11/25/2050 | 1.05% |
| TREASURY BILL 00.0000 04/15/2021 | 1.00% |
| 0.724 R ISWP US0003M P 11/04/2030 | 0.98% |
| CASH MGMT BILL 00.0000 05/25/2021 | 0.94% |
| 0.717 R ISWP FWD US0003M P 10/07/2030 | 0.91% |
| STACR 2015-DNA2 B 07.6676 12/25/2027 | 0.85% |
| GNR 2020-7 SK IO 05.9389 01/20/2050 | 0.78% |
| FNR 2019-75 KS IO 05.8824 11/25/2049 | 0.75% |
| GNR 2020-H04 AI IO 02.5517 02/20/2070 | 0.73% |
| GNR 2019-158 AS IO 06.0426 09/16/2043 | 0.70% |
| CAS 2017-C07 2M2 02.6176 05/25/2030 | 0.70% |
| GNR 2019-121 SD IO 05.8889 10/20/2049 | 0.69% |
| GNR 2019-83 JS IO 05.9889 07/20/2049 | 0.68% |
| FNR 2016-54 SD IO 05.8824 08/25/2046 | 0.66% |
| FNR 2011-126 SJ IO 05.8824 12/25/2041 | 0.65% |
| MCAS 2020-01 M10 P/P 144A 03.8676 03/25/2050 | 0.64% |
| FNMA FN30 TBA UMBS 05.0000 03/01/2051 | 0.62% |
| CCMFC 2006-4A A2 00.2976 11/25/2047 | 0.61% |
| SHRP 2020-1 NOTE 03.0875 07/25/2024 | 0.61% |
| CAS 2015-C04 1M2 05.8176 04/25/2028 | 0.60% |
| AHM 2007-1 GA1C 00.3076 05/25/2047 | 0.59% |
| FHR 4752 PS IO 06.0878 11/15/2047 | 0.58% |
| FNMA FN30 TBA UMBS 03.0000 03/01/2051 | 0.58% |
| STACR 2018-HQA2 B1 04.3676 10/25/2048 | 0.58% |
| CAS 2017-C04 2B1 05.1676 11/25/2029 | 0.57% |
| CAS 2017-C05 1M2C 02.3176 01/25/2030 | 0.56% |
| RMIR 2020-1 B1 P/P 144A 03.1176 02/25/2030 | 0.55% |
| GNR 2019-H03 AI IO 02.4861 11/20/2068 | 0.55% |
| CAS 2016-C03 2B 12.8676 10/25/2028 | 0.55% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.54% |
| GNR 2019-137 GI IO 04.0000 11/20/2049 | 0.54% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.53% |
| FNR 2019-66 SC IO 05.8824 11/25/2049 | 0.52% |
| FNR 2019-18 SL IO 05.9824 05/25/2049 | 0.50% |
| FHR 5057 SC IO 05.9878 12/15/2048 | 0.49% |
| STACR 2020-DNA3 B2 09.4676 06/25/2050 | 0.49% |
| FNR 2019-18 SH IO 06.0324 05/25/2049 | 0.48% |
| GNR 2014-131 BS IO 06.0926 09/16/2044 | 0.47% |
| STACR 2018-DNA3 B2 07.8676 09/25/2048 | 0.47% |
| GNR 2019-78 SM IO 05.9889 06/20/2049 | 0.46% |
| STACR 2019-DNA2 B2 10.6176 03/25/2049 | 0.46% |
| STACR 2017-DNA1 B1 05.0676 07/25/2029 | 0.46% |
| SPST 2020-2 A 00.9445 03/24/2021 | 0.46% |
| GNR 2018-H01 AI IO 02.4037 01/20/2068 | 0.45% |
| TMIR 2019-1 B1 P/P 144A 04.2676 11/26/2029 | 0.45% |
| GNR 2015-182 IC IO 04.5000 12/20/2045 | 0.45% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.45% |
| GNR 2020-98 ES IO 06.0889 07/20/2050 | 0.45% |
| MRAIT 2020-2 A2 | 0.44% |
| CAS 2017-C06 2B1 04.5676 02/25/2030 | 0.44% |
| JPMBB 2014-C18 D P/P 144A 04.7942 02/15/2047 | 0.43% |
| MRAIT 2020-12 A1X 01.4574 07/15/2021 | 0.43% |
| FNR 2016-85 SL IO 05.9824 11/25/2046 | 0.42% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.41% |
| FNR 2019-26 SM IO 05.9324 06/25/2049 | 0.40% |
| MSBAM 2012-C6 G P/P 144A 04.5000 11/15/2045 | 0.40% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.40% |
| COMM 2014-CR17 E P/P 144A 04.8468 05/10/2047 | 0.40% |
| MWST 2019-1 A 00.9176 06/25/2052 | 0.39% |
| GNR 2014-3 SM IO 05.9889 01/20/2044 | 0.39% |
| SPST 2020-6 A 01.8649 09/07/2021 | 0.38% |
| COMM 2012-CR4 B P/P 144A 03.7030 10/15/2045 | 0.38% |
| MSBAM 2016-C29 C 04.7455 05/15/2049 | 0.38% |
| SPST 2020-WL1 A 01.2676 06/25/2051 | 0.38% |
| COMM 2014-CR19 D P/P 144A 04.7082 08/10/2047 | 0.37% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.37% |
| FNR 2020-24 IB IO 03.0000 04/25/2050 | 0.36% |
| GNR 2017-H05 CI IO 02.5970 02/20/2067 | 0.36% |
| STACR 2018-HQA2 B2 11.1176 10/25/2048 | 0.36% |
| STACR 2019-DNA3 B2 08.2676 07/25/2049 | 0.36% |
| FHR 5023 YI IO 03.0000 10/25/2050 | 0.36% |
| GNR 2019-143 HS IO 05.9389 09/20/2049 | 0.36% |
| GNR 2014-27 S IO 05.9889 02/20/2044 | 0.35% |
| GNR 2019-H15 CI IO 01.5336 07/20/2069 | 0.35% |
| JPMCC 2012-CBX B 04.9120 06/15/2045 | 0.35% |
| SPST 2020-13 A 01.6149 10/10/2021 | 0.35% |
| FNR 2019-17 JS IO 05.9824 04/25/2049 | 0.35% |
| SPST 2020-15 A 01.4849 12/10/2021 | 0.34% |
| GNR 2013-9 S IO 06.6389 01/20/2043 | 0.34% |
| FHR 4933 SA IO 05.8824 12/25/2049 | 0.34% |
| WFRBS 2013-C15 D P/P 144A 04.4912 08/15/2046 | 0.33% |
| JPMCC 2013-LC11 D 04.1669 04/15/2046 | 0.32% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.32% |
| FHR 4808 SD IO 06.0878 07/15/2048 | 0.31% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.30% |
| FHR 4990 SP IO 05.9824 07/25/2050 | 0.30% |
| GNR 2014-188 IB IO 04.0000 12/20/2044 | 0.30% |
| CAS 2017-C03 1M2 03.1176 10/25/2029 | 0.30% |
| CAS 2017-C06 2M2 02.9176 02/25/2030 | 0.30% |
| GNR 2017-156 SL IO 06.0889 10/20/2047 | 0.30% |
| FNR 2016-78 CS IO 05.9824 05/25/2039 | 0.29% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.29% |
| GSMS 2014-GC24 D P/P 144A 04.5315 09/10/2047 | 0.29% |
| STACR 2019-DNA1 M2 02.7676 01/25/2049 | 0.29% |
| DBUBS 2011-LC2A D P/P 144A 05.4578 07/10/2044 | 0.29% |
| GSAA 2006-1 A1 00.2976 01/25/2036 | 0.29% |
| JPMBB 2013-C12 C 04.0992 07/15/2045 | 0.28% |
| GNR 2017-H21 AI IO 02.6177 10/20/2067 | 0.28% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.27% |
| GNR 2020-112 MS IO 06.1889 08/20/2050 | 0.27% |
| GNR 2019-35 SE IO 06.0426 01/16/2044 | 0.27% |
| GNR 2018-H02 HI IO 00.7096 01/20/2068 | 0.27% |
| BACM 2016-UB10 D P/P 144A 03.0000 07/15/2049 | 0.26% |
| GSMS 2013-GC13 D P/P 144A 04.0838 07/10/2046 | 0.26% |
| CAS 2017-C06 1M2 02.7676 02/25/2030 | 0.26% |
| COMM 2014-CR16 C 04.9374 04/10/2047 | 0.26% |
| ARRW 2020-1 M1 04.2770 03/25/2055 | 0.26% |
| FHR 4926 SP IO 05.8824 08/25/2049 | 0.26% |
| JPMBB 2013-C12 E P/P 144A 04.0992 07/15/2045 | 0.26% |
| FNR 2018-36 SD IO 06.1324 06/25/2048 | 0.25% |
| BALTA 2005-8 21A1 02.6309 10/25/2035 | 0.25% |
| MSBAM 2015-C23 D P/P 144A 04.1444 07/15/2050 | 0.25% |
| COMM 2014-CR17 D P/P 144A 04.8468 05/10/2047 | 0.24% |
| GNR 2017-H04 BI IO 01.1831 02/20/2067 | 0.24% |
| WFRBS 2012-C9 E P/P 144A 04.8138 11/15/2045 | 0.24% |
| GNR 2018-72 IC IO 04.0000 05/20/2045 | 0.24% |
| GNR 2018-H07 IE IO 02.3803 02/20/2068 | 0.24% |
| CGCMT 2012-GC8 C P/P 144A 04.8756 09/10/2045 | 0.24% |
| GNR 2017-H20 GI IO 02.5724 09/20/2067 | 0.24% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.24% |
| MRAIT 2021-5 A1X 07/26/2021 | 0.24% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.24% |
| COMM 2014-UBS3 D P/P 144A 04.7682 06/10/2047 | 0.24% |
| BALTA 2006-6 1A1 00.4376 11/25/2036 | 0.23% |
| FHR 4789 AS IO 06.0878 05/15/2048 | 0.23% |
| UBSCM 2012-C1 D P/P 144A 05.5688 05/10/2045 | 0.23% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.23% |
| MSBAM 2013-C10 F P/P 144A 04.0813 07/15/2046 | 0.23% |
| FHR 3346 SC IO 06.4378 10/15/2033 | 0.23% |
| WFCM 2016-BNK1 C 03.0710 08/15/2049 | 0.23% |
| GSMS 2013-GC10 D P/P 144A 04.4019 02/10/2046 | 0.22% |
| BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.22% |
| SCRT 2017-3 M2 04.7500 07/25/2056 | 0.22% |
| CSMC 2020-SPT1 M1 03.3880 04/25/2065 | 0.22% |
| STACR 2015-HQA1 B 08.9176 03/25/2028 | 0.22% |
| GSR 2007-OA1 2A3A 00.4276 05/25/2037 | 0.22% |
| CSAIL 2018-C14 D P/P 144A 04.8904 11/15/2051 | 0.22% |
| GNR 2009-121 DI IO 04.5000 12/16/2039 | 0.21% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.21% |
| GNR 2017-H11 NI IO 02.2891 05/20/2067 | 0.21% |
| EMIR 2020-1 B1 02.9676 01/25/2030 | 0.21% |
| GSMS 2014-GC20 C 04.9579 04/10/2047 | 0.21% |
| GNR 2017-H10 MI IO 02.0754 04/20/2067 | 0.20% |
| 1.067 R ISWP US0003M P 01/11/2031 | 0.20% |
| MSBAM 2013-C10 E P/P 144A 04.0813 07/15/2046 | 0.20% |
| MSBAM 2014-C14 D P/P 144A 05.0501 02/15/2047 | 0.20% |
| BBCMS 2019-C4 E P/P 144A 03.2500 08/15/2052 | 0.20% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.20% |
| GNR 2017-H22 DI IO 02.3820 11/20/2067 | 0.20% |
| JPMCC 2011-C3 D P/P 144A 05.7002 02/15/2046 | 0.20% |
| WFCM 2012-LC5 D P/P 144A 04.7581 10/15/2045 | 0.19% |
| CMLTI 2007-AR5 1A1A 02.9627 04/25/2037 | 0.19% |
| GNR 2017-H20 AI IO 02.2347 10/20/2067 | 0.19% |
| MSBAM 2013-C12 E P/P 144A 04.7628 10/15/2046 | 0.19% |
| GNR 2014-H08 CI IO 01.4664 03/20/2064 | 0.19% |
| WFRBS 2012-C10 D P/P 144A 04.4268 12/15/2045 | 0.19% |
| JPMCC 2011-C4 C P/P 144A 05.3423 07/15/2046 | 0.19% |
| BMARK 2019-B11 D P/P 144A 03.0000 05/15/2052 | 0.19% |
| COMM 2014-UBS4 C 04.6441 08/10/2047 | 0.19% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.18% |
| JPMBB 2014-C22 C 04.5534 09/15/2047 | 0.18% |
| MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.18% |
| WFRBS 2012-C7 E P/P 144A 04.8040 06/15/2045 | 0.18% |
| GNR 2014-H23 BI IO 01.5623 11/20/2064 | 0.18% |
| GNR 2010-125 SD IO 06.5726 01/16/2040 | 0.18% |
| GNR 2013-167 SG IO 06.0389 11/20/2043 | 0.18% |
| MRAFT 2020-4 A1 01.4705 04/23/2023 | 0.18% |
| GNR 2016-H24 CI IO 01.6985 10/20/2066 | 0.18% |
| COMM 2014-UBS3 C 04.7382 06/10/2047 | 0.18% |
| FNR 2010-99 NI IO 06.0000 09/25/2040 | 0.18% |
| FNR 2016-83 BS IO 05.9824 11/25/2046 | 0.17% |
| GNR 2019-H09 EI IO 02.5375 04/20/2069 | 0.17% |
| STACR 2020-DNA4 M2 03.8676 08/25/2050 | 0.17% |
| TREASURY BILL 00.0000 04/08/2021 | 0.17% |
| UBSBB 2012-C4 D P/P 144A 04.4691 12/10/2045 | 0.17% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.16% |
| CAS 2017-C07 2B1 04.5676 05/25/2030 | 0.16% |
| STACR 2019-HQA1 B2 12.3676 02/25/2049 | 0.16% |
| GNR 2018-H11 JI IO 02.6733 07/20/2068 | 0.16% |
| GNR 2018-H01 IB IO 01.6061 01/20/2068 | 0.16% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.16% |
| SAMI 2006-AR7 A1BG 00.2376 08/25/2036 | 0.15% |
| STACR 2015-HQA2 B 10.6176 05/25/2028 | 0.15% |
| STACR 2016-DNA1 B 10.1300 07/25/2028 | 0.15% |
| CAS 2016-C06 1B 09.3676 04/25/2029 | 0.15% |
| BMARK 2019-B13 D P/P 144A 02.5000 08/15/2057 | 0.15% |
| MRAFT 2020-5 A1 01.1205 08/10/2023 | 0.15% |
| CWALT 2006-OA10 4A1 00.4976 08/25/2046 | 0.15% |
| GNR 2018-H02 IM IO 00.7803 02/20/2068 | 0.15% |
| GNR 2016-H27 EI IO 01.9813 12/20/2066 | 0.15% |
| JPMBB 2013-C14 F P/P 144A 03.5980 08/15/2046 | 0.15% |
| MSC 2011-C3 G P/P 144A 05.2442 07/15/2049 | 0.15% |
| 1.12792 R ISWP US0003M P 01/13/2031 | 0.15% |
| CWALT 2006-OA19 A1 00.2911 02/20/2047 | 0.15% |
| GNR 2018-H11 AI IO 02.3670 02/20/2068 | 0.15% |
| GNR 2015-H01 BI IO 01.5584 01/20/2065 | 0.15% |
| GNR 2016-H21 AI IO 02.3426 09/20/2066 | 0.15% |
| GNR 2016-H22 IO IO 01.8640 10/20/2066 | 0.15% |
| STACR 2017-DNA3 B1 04.5676 03/25/2030 | 0.15% |
| GNR 2013-99 AS IO 05.9389 06/20/2043 | 0.14% |
| FNR 2019-60 BS IO 05.9324 10/25/2049 | 0.14% |
| GNR 2017-H16 CI IO 01.6558 07/20/2067 | 0.14% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.14% |
| GNR 2017-H03 DI IO 02.6280 12/20/2066 | 0.14% |
| BALTA 2005-7 21A1 02.9947 09/25/2035 | 0.14% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.14% |
| COMM 2015-CR26 D 03.4796 10/10/2048 | 0.14% |
| CWALT 2006-OA10 3A1 00.4976 08/25/2046 | 0.14% |
| GNR 2016-150 I IO 05.0000 11/20/2046 | 0.14% |
| GNR 2017-H02 BI IO 02.4844 01/20/2067 | 0.14% |
| GNR 2013-182 SP IO 06.5889 12/20/2043 | 0.14% |
| UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.14% |
| GNR 2017-H14 JI IO 02.2605 06/20/2067 | 0.14% |
| GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.13% |
| GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 | 0.13% |
| WFCM 2013-LC12 D P/P 144A 04.2741 07/15/2046 | 0.13% |
| FHR 4560 IO IO 05.8330 05/15/2039 | 0.13% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.13% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.13% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.13% |
| GNR 2017-H08 EI IO 01.2720 02/20/2067 | 0.13% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.13% |
| MSC 2012-C4 D P/P 144A 05.4184 03/15/2045 | 0.13% |
| GNR 2015-H22 HI IO 02.0684 08/20/2065 | 0.12% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.12% |
| CSAIL 2020-C19 D P/P 144A 02.5000 03/15/2053 | 0.12% |
| GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.12% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.12% |
| GNR 2014-H06 BI IO 01.4604 02/20/2064 | 0.12% |
| 1.7705 R ISWP US0003M P 02/10/2051 | 0.12% |
| GNR 2015-H04 AI IO 01.5630 12/20/2064 | 0.12% |
| GNR 2016-H26 KI IO 01.9253 11/20/2066 | 0.12% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.12% |
| GNR 2018-H08 FI IO 01.8207 06/20/2068 | 0.12% |
| BALTA 2005-10 11A1 00.6176 01/25/2036 | 0.11% |
| FNR 2016-65 CS IO 05.9824 09/25/2046 | 0.11% |
| GSAA 2005-15 2A2 00.6176 01/25/2036 | 0.11% |
| CMLTI 2007-AMC3 A2D 00.4676 03/25/2037 | 0.11% |
| GNR 2014-95 JI IO 04.5000 12/16/2039 | 0.11% |
| GNR 2018-H05 BI IO 01.3662 02/20/2068 | 0.11% |
| MSC 2012-C4 E P/P 144A 05.4184 03/15/2045 | 0.11% |
| GNR 2011-148 SN IO 06.5826 11/16/2041 | 0.11% |
| SWPTN 4WX5Y P 0.5996 USD 03/05/2021 GS | 0.11% |
| FHR 4451 CI IO 07.0000 03/15/2045 | 0.11% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.10% |
| GNR 2017-H16 KI IO 01.4653 08/20/2067 | 0.10% |
| OMIR 2019-1A B1B 04.4676 07/25/2029 | 0.10% |
| MWST 2020-1 A 01.0176 10/25/2053 | 0.10% |
| FNR 2012-132 PI IO 05.0000 10/25/2042 | 0.10% |
| STACR 2019-DNA1 B2 10.8676 01/25/2049 | 0.10% |
| GNR 2016-164 IO IO 06.5000 12/20/2046 | 0.10% |
| GNR 2016-H18 QI IO 02.9590 06/20/2066 | 0.10% |
| GSMS 2010-C1 D P/P 144A 05.9830 08/10/2043 | 0.10% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.10% |
| FNR 2018-1 JI IO 05.0000 02/25/2048 | 0.10% |
| HVMLT 2004-11 1A 00.8110 01/19/2035 | 0.10% |
| STACR 2019-DNA2 M2 02.5676 03/25/2049 | 0.10% |
| FHS 324 C21 IO 06.0000 06/15/2039 | 0.09% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.09% |
| CAS 2019-R05 1M2 02.1176 07/25/2039 | 0.09% |
| GNR 2017-H14 EI IO 01.7015 06/20/2067 | 0.09% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.09% |
| FNR 2017-8 IO IO 06.0000 02/25/2047 | 0.09% |
| GNR 2016-H17 DI IO 02.3926 07/20/2066 | 0.09% |
| GNR 2018-91 SJ IO 06.1389 07/20/2048 | 0.09% |
| SWPTN 4WX10Y P 1.222 USD 03/11/2021 CI | 0.09% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.09% |
| GNR 2017-H13 QI IO 02.2689 06/20/2067 | 0.09% |
| OMIR 2019-1A B1A 03.6176 07/25/2029 | 0.09% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.09% |
| 0.4415 R ISWP US0003M P 01/05/2026 | 0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.08% |
| 1.1749 R ISWP US0003M P 01/14/2031 | 0.08% |
| GNR 2012-H11 FI IO 01.2047 02/20/2062 | 0.08% |
| CAS 2018-C01 1M2 02.3676 07/25/2030 | 0.08% |
| GNR 2017-H20 DI IO 02.2067 10/20/2067 | 0.08% |
| FNR 2017-48 LI IO 04.0000 05/25/2047 | 0.08% |
| GNR 2012-H29 CI IO 01.3967 02/20/2062 | 0.08% |
| GNR 2017-H18 DI IO 02.4879 09/20/2067 | 0.08% |
| JPMCC 2007-CB20 E P/P 144A 06.2797 02/12/2051 | 0.08% |
| 0.43 R ISWP US0003M P 01/06/2026 | 0.08% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.08% |
| GNR 2017-H06 MI IO 01.3055 02/20/2067 | 0.08% |
| COMM 2012-CR3 E P/P 144A 04.7501 10/15/2045 | 0.07% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.07% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.07% |
| CWALT 2005-51 3A3A 00.7511 11/20/2035 | 0.07% |
| FNR 2011-134 SP IO 05.8824 02/25/2041 | 0.07% |
| GNR 2015-H29 HI IO 02.1076 09/20/2065 | 0.07% |
| 1.6355 R ISWP US0003M P 02/04/2051 | 0.07% |
| GNR 2012-103 CI IO 03.5000 08/16/2042 | 0.07% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.07% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.07% |
| GNR 2018-77 IO IO 05.0000 06/20/2048 | 0.07% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.07% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.07% |
| GNR 2017-H09 DI IO 01.8877 03/20/2067 | 0.07% |
| FNR 2013-90 SD IO 06.4824 09/25/2043 | 0.07% |
| GNR 2014-58 SA IO 05.9889 04/20/2044 | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.06% |
| GNR 2015-40 KI IO 04.0000 07/20/2044 | 0.06% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.06% |
| GNR 2015-165 IC IO 03.5000 07/16/2041 | 0.06% |
| GNR 2013-6 AI IO 03.5000 08/20/2039 | 0.06% |
| MWST 2020-2 A 00.9176 11/25/2053 | 0.06% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.06% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.06% |
| JPMCC 2012-C6 E P/P 144A 05.1416 05/15/2045 | 0.06% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.06% |
| GNR 2017-H03 AI IO 02.5408 12/20/2066 | 0.06% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.06% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.06% |
| GNR 2016-H06 AI IO 02.3767 02/20/2066 | 0.06% |
| GNR 2017-H08 DI IO 01.4216 02/20/2067 | 0.06% |
| GNR 2020-15 CS IO 05.9389 02/20/2050 | 0.06% |
| 1.3905 R ISWP US0003M P 02/19/2031 | 0.06% |
| 1.6125 R ISWP US0003M P 01/15/2051 | 0.06% |
| CAS 2016-C03 1B 11.8676 10/25/2028 | 0.06% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.06% |
| GNR 2017-H20 HI IO 02.1829 10/20/2067 | 0.06% |
| WAMU 2004-AR12 A2B 01.0500 10/25/2044 | 0.06% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.06% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.06% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.06% |
| GNR 2017-H06 BI IO 01.7474 02/20/2067 | 0.06% |
| 1.3956 R ISWP US0003M P 02/19/2031 | 0.06% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.06% |
| FHR 3981 WS IO 06.4378 05/15/2041 | 0.06% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.06% |
| GNR 2014-H25 BI IO 01.6899 12/20/2064 | 0.06% |
| GNR 2017-123 IO IO 05.0000 08/16/2047 | 0.06% |
| GNR 2017-130 IB IO 04.0000 08/20/2047 | 0.06% |
| GNR 2017-68 IL IO 04.0000 08/20/2044 | 0.06% |
| GNR 2017-H22 EI IO 02.7845 10/20/2067 | 0.05% |
| JPALT 2007-A2 12A1 00.3176 06/25/2037 | 0.05% |
| SAMI 2006-AR7 A1A 00.3276 08/25/2036 | 0.05% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.05% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.05% |
| GNR 2017-H19 MI IO 02.0643 04/20/2067 | 0.05% |
| CWALT 2006-OA10 2A1 00.4976 08/25/2046 | 0.05% |
| FNR 2012-90 DI IO 04.0000 03/25/2042 | 0.05% |
| CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.05% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.05% |
| GNR 2011-135 DI IO 05.0000 04/16/2040 | 0.05% |
| GNR 2017-136 IY IO 05.0000 03/20/2045 | 0.05% |
| CWALT 2006-OA10 1A1 01.3384 08/25/2046 | 0.05% |
| GNR 2012-98 AI IO 04.5000 04/16/2042 | 0.05% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.05% |
| GNR 2017-99 AI IO 04.0000 01/20/2047 | 0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.05% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.05% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.05% |
| FHR 4127 PI IO 04.5000 07/15/2042 | 0.05% |
| GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.05% |
| MSBAM 2013-C11 D P/P 144A 04.3519 08/15/2046 | 0.05% |
| 1.4292 R ISWP US0003M P 02/24/2031 | 0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.05% |
| GNR 2010-H20 IF IO 01.4436 10/20/2060 | 0.05% |
| GNR 2012-H10 AI IO 01.1927 12/20/2061 | 0.05% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.04% |
| FHR 4707 AI IO 04.0000 07/15/2047 | 0.04% |
| GNR 2017-26 EI IO 05.0000 02/20/2040 | 0.04% |
| FHR 4134 PI IO 03.0000 11/15/2042 | 0.04% |
| WAMU 2005-AR13 A1C4 00.9900 10/25/2045 | 0.04% |
| BSMF 2006-AR2 2A1 00.3476 09/25/2046 | 0.04% |
| FHR 3984 DS IO 05.8378 01/15/2042 | 0.04% |
| 0.4185 R ISWP US0003M P 01/07/2026 | 0.04% |
| CAS 2016-C02 1B 12.3676 09/25/2028 | 0.04% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.04% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.04% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.04% |
| GNR 2016-49 IO IO 04.5000 11/16/2045 | 0.04% |
| JPMCC 2011-C3 E P/P 144A 05.7002 02/15/2046 | 0.04% |
| WFRBS 2012-C7 D P/P 144A 04.8040 06/15/2045 | 0.04% |
| BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% |
| STACR 2018-HQA2 M2 02.4176 10/25/2048 | 0.04% |
| GNR 2017-H03 EI IO 02.4528 01/20/2067 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.04% |
| FNR 2018-15 PI IO 04.0000 10/25/2047 | 0.04% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.04% |
| GNR 2016-H27 BI IO 02.5208 12/20/2066 | 0.04% |
| 1.204 R ISWP US0003M P 02/16/2031 | 0.03% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.03% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.03% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.03% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.03% |
| FHR 3747 SA IO 06.3878 10/15/2040 | 0.03% |
| FNR 2015-73 PI IO 03.5000 10/25/2045 | 0.03% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.03% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.03% |
| FNR 2011-101 SA IO 05.7824 10/25/2041 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.03% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.03% |
| GNR 2011-H15 AI IO 01.5376 06/20/2061 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.03% |
| FHR 4604 QI IO 03.5000 07/15/2046 | 0.03% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.03% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.03% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.03% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.03% |
| GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.03% |
| GNR 2017-H16 JI IO 02.5289 08/20/2067 | 0.03% |
| SWPTN 4WX5Y P 0.753 USD 03/23/2021 TD | 0.03% |
| CAS 2016-C05 2B 10.8676 01/25/2029 | 0.03% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| GNR 2013-H15 CI IO 01.7443 07/20/2063 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| GNR 2017-H06 DI IO 01.7842 02/20/2067 | 0.03% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.03% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.03% |
| FNR 2012-103 SD IO 05.9324 09/25/2042 | 0.03% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% |
| GNR 2016-29 IO IO 04.0000 02/16/2046 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.02% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| FNR 2012-49 QI IO 04.5000 12/25/2040 | 0.02% |
| GNR 2014-161 HI IO 04.5000 06/20/2044 | 0.02% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.02% |
| 0.2065 R ISWP US0003M P 02/11/2023 | 0.02% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.02% |
| 1.35468 R ISWP US0003M P 02/18/2031 | 0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.02% |
| FHR 4386 IL IO 04.0000 12/15/2043 | 0.02% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.02% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.02% |
| GNR 2017-H08 NI IO 02.0570 03/20/2067 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.02% |
| 1.059 R ISWP US0003M P 01/11/2031 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| CWHL 2006-OA5 2A1 00.5176 04/25/2046 | 0.02% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.02% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.02% |
| GNR 2011-H16 FI IO 01.0313 07/20/2061 | 0.02% |
| GNR 2019-78 SJ IO 05.9389 06/20/2049 | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.02% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.02% |
| FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.02% |
| SAMI 2007-AR1 2A1 00.2976 01/25/2037 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.02% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.02% |
| GNR 2017-H09 IO IO 02.1896 04/20/2067 | 0.02% |
| CAS 2016-C01 1B 11.8676 08/25/2028 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| FNR 2017-78 KI IO 03.5000 10/25/2047 | 0.02% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| GNR 2019-99 KS IO 05.9389 08/20/2049 | 0.02% |
| GNR 2019-H14 IB IO 02.5142 08/20/2069 | 0.02% |
| INDX 2006-AR11 2A1 03.5213 06/25/2036 | 0.02% |
| GNR 2016-77 SL IO 06.0389 03/20/2043 | 0.02% |
| GNR 2016-H24 IO IO 02.1488 09/20/2066 | 0.02% |
| GNR 2017-H14 DI IO 01.7053 06/20/2067 | 0.02% |
| GSAA 2006-8 2A2 00.4776 05/25/2036 | 0.02% |
| CAS 2016-C05 2M2 04.5676 01/25/2029 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.02% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.02% |
| GNR 2017-H11 DI IO 01.9042 05/20/2067 | 0.02% |
| FHR 4076 MS IO 06.5878 07/15/2040 | 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% |
| JPMCC 2012-C6 G P/P 144A 02.9720 05/15/2045 | 0.02% |
| 1.8835 R ISWP US0003M P 02/22/2051 | 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 MS | 0.01% |
| CWALT 2006-OA7 1A2 01.3184 06/25/2046 | 0.01% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.01% |
| FHR 4475 CI IO 03.5000 01/15/2044 | 0.01% |
| FNR 2010-35 SG IO 06.2824 04/25/2040 | 0.01% |
| GNR 2012-H29 AI IO 01.4037 10/20/2062 | 0.01% |
| GNR 2012-H29 FI IO 01.4037 10/20/2062 | 0.01% |
| GNR 2017-11 PI IO 04.0000 12/20/2046 | 0.01% |
| 1.4518 R ISWP US0003M P 02/25/2031 | 0.01% |
| 1.452 R ISWP US0003M P 02/25/2031 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| FHR 4425 WI IO 04.0000 03/15/2043 | 0.01% |
| FHR 4550 AI IO 03.0000 10/15/2040 | 0.01% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.01% |
| GNR 2017-H03 HI IO 01.5727 01/20/2067 | 0.01% |
| 1.489 R ISWP US0003M P 03/01/2031 | 0.01% |
| FHR 3852 SC IO 06.5378 04/15/2040 | 0.01% |
| FHR 4403 CI IO 04.0000 10/15/2044 | 0.01% |
| FNR 2012-36 SN IO 06.3324 04/25/2042 | 0.01% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% |
| GNR 2015-H13 AI IO 02.5801 06/20/2065 | 0.01% |
| GNR 2016-H12 AI IO 01.6533 07/20/2065 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| GNR 2015-106 CI IO 04.0000 05/20/2045 | 0.01% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.01% |
| GNR 2016-H23 NI IO 02.3532 10/20/2066 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FHR 4694 GI IO 04.0000 02/15/2043 | 0.01% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.01% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.01% |
| GNR 2015-52 IK IO 03.5000 04/20/2045 | 0.01% |
| GNR 2016-37 IW IO 04.5000 02/20/2046 | 0.01% |
| GNR 2016-H25 GI IO 01.4879 11/20/2066 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| FNR 2016-24 CI IO 04.0000 02/25/2046 | 0.01% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.01% |
| GNR 2012-H06 AI IO 01.3341 01/20/2062 | 0.01% |
| GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.01% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.01% |
| GNR 2015-H03 DI IO 01.6346 01/20/2065 | 0.01% |
| MHL 2005-3 M4 01.0626 08/25/2035 | 0.01% |
| 0.1906 R ISWP US0003M P 02/02/2023 | 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 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FHR 3904 NI IO 03.5000 08/15/2026 | 0.01% |
| FHR 4033 SC IO 06.4378 10/15/2036 | 0.01% |
| FHR 4386 LI IO 04.0000 02/15/2043 | 0.01% |
| FNR 2011-4 CS 12.6647 05/25/2040 | 0.01% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.01% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.01% |
| GNR 2017-17 EI IO 04.0000 09/20/2044 | 0.01% |
| GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.01% |
| SWPTN 6MX10Y R 0.915 USD 07/13/2021 CI | 0.01% |
| FHR 3829 AS IO 06.8378 03/15/2041 | 0.01% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.01% |
| GNR 2012-H23 WI IO 01.5464 10/20/2062 | 0.01% |
| GNR 2014-H21 AI IO 01.6257 10/20/2064 | 0.01% |
| GNR 2015-144 IA IO 04.0000 01/16/2043 | 0.01% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.01% |
| GNR 2015-H10 HI IO 03.0060 04/20/2065 | 0.01% |
| GNR 2015-H15 JI IO 01.9561 06/20/2065 | 0.01% |
| GNR 2015-H20 CI IO 02.1801 08/20/2065 | 0.01% |
| GNR 2015-H23 DI IO 01.8547 09/20/2065 | 0.01% |
| GNR 2015-H25 AI IO 01.6131 09/20/2065 | 0.01% |
| GNR 2015-H26 EI IO 01.7132 10/20/2065 | 0.01% |
| GNR 2016-H02 HI IO 01.5264 01/20/2066 | 0.01% |
| BACM 2008-1 AJ 06.7858 02/10/2051 | 0.01% |
| FHR 4560 PI IO 03.5000 05/15/2045 | 0.01% |
| FNR 2010-140 GS IO 05.8824 07/25/2039 | 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% |
| GNR 2010-H19 BI IO 01.4516 08/20/2060 | 0.01% |
| GNR 2011-156 SK IO 06.4889 04/20/2038 | 0.01% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.01% |
| GNR 2013-H24 AI IO 01.4249 09/20/2063 | 0.01% |
| GNR 2014-98 AI IO 04.5000 10/20/2041 | 0.01% |
| GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.01% |
| GNR 2015-H10 CI IO 01.8028 04/20/2065 | 0.01% |
| GNR 2016-149 MI IO 05.5000 05/20/2039 | 0.01% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.01% |
| GNR 2016-77 SC IO 05.9889 10/20/2045 | 0.01% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.00% |
| FHR 4299 JI IO 04.0000 07/15/2043 | 0.00% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.00% |
| GNR 2010-H22 CI IO 02.3679 10/20/2060 | 0.00% |
| GNR 2014-H08 BI IO 01.4616 04/20/2064 | 0.00% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.00% |
| GNR 2015-96 NI IO 03.5000 01/20/2039 | 0.00% |
| GNR 2015-H14 BI IO 01.5571 05/20/2065 | 0.00% |
| GNR 2015-H20 AI IO 01.8183 08/20/2065 | 0.00% |
| GNR 2015-H24 BI IO 01.6062 08/20/2065 | 0.00% |
| GNR 2015-H25 BI IO 01.9281 10/20/2065 | 0.00% |
| GNR 2015-H25 EI IO 01.8538 10/20/2065 | 0.00% |
| GNR 2015-H26 DI IO 01.8793 10/20/2065 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.00% |
| SWPTN 3MX10Y R 1.065 USD 04/13/2021 GS | 0.00% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.00% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.00% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.00% |
| GNR 2014-139 NI IO 03.5000 08/20/2028 | 0.00% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.00% |
| GNR 2015-187 JI IO 04.0000 03/20/2045 | 0.00% |
| GNR 2015-H16 XI IO 02.4438 07/20/2065 | 0.00% |
| GNR 2015-H24 HI IO 02.0405 09/20/2065 | 0.00% |
| GNR 2015-H25 CI IO 01.8986 10/20/2065 | 0.00% |
| GNR 2017-H06 EI IO 01.5873 02/20/2067 | 0.00% |
| UBSBB 2012-C2 E P/P 144A 04.8888 05/10/2063 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| FHR 3714 KI IO 04.5000 11/15/2039 | 0.00% |
| FHR 4099 BI IO 03.5000 06/15/2039 | 0.00% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.00% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.00% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.00% |
| FNR 2017-15 LI IO 04.0000 06/25/2046 | 0.00% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2011-H07 FI IO 01.2349 02/20/2061 | 0.00% |
| GNR 2011-H08 GI IO 01.2519 03/20/2061 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GNR 2013-182 SY IO 05.9889 12/20/2043 | 0.00% |
| GNR 2013-H14 XI IO 01.6194 03/20/2063 | 0.00% |
| GNR 2014-100 LI IO 04.5000 10/16/2043 | 0.00% |
| GNR 2014-60 SE IO 05.9889 04/20/2044 | 0.00% |
| GNR 2014-H13 BI IO 01.5454 05/20/2064 | 0.00% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.00% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.00% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.00% |
| GNR 2015-H18 IA IO 01.8313 06/20/2065 | 0.00% |
| GNR 2015-H22 EI IO 01.6045 08/20/2065 | 0.00% |
| GNR 2015-H23 BI IO 01.7518 09/20/2065 | 0.00% |
| GNR 2015-H26 GI IO 01.7973 10/20/2065 | 0.00% |
| GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.00% |
| GNR 2016-H04 KI IO 02.3598 02/20/2066 | 0.00% |
| GNR 2016-H08 GI IO 01.4257 04/20/2066 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| FHR 4000 LI IO 04.0000 02/15/2042 | 0.00% |
| FHR 4074 KS IO 06.5878 02/15/2041 | 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 4413 HI IO 03.5000 03/15/2040 | 0.00% |
| FHR 4580 ID IO 03.5000 08/15/2045 | 0.00% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.00% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.00% |
| GNR 2010-134 ES IO 05.8889 11/20/2039 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2014-H09 AI IO 01.4156 01/20/2064 | 0.00% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.00% |
| GNR 2015-H09 BI IO 01.6864 03/20/2065 | 0.00% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.00% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.00% |
| OPTN FN30 2.5 04/07/21 CALL 104.34375 JPMC | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| FHR 4267 CS IO 05.9378 05/15/2039 | 0.00% |
| FNR 2013-41 SP IO 06.0824 06/25/2040 | 0.00% |
| FNR 2016-97 KI IO 03.0000 06/25/2040 | 0.00% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.00% |
| GNR 2011-22 PS IO 05.8889 07/20/2040 | 0.00% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.00% |
| GNR 2015-H26 CI IO 00.4976 08/20/2065 | 0.00% |
| 0.188 R ISWP US0003M P 01/07/2023 | 0.00% |
| 0.205 R ISWP US0003M P 01/08/2023 | 0.00% |
| 0.2095 R ISWP US0003M P 02/26/2023 | 0.00% |
| 0.2145 R ISWP US0003M P 01/11/2023 | 0.00% |
| 0.2145 R ISWP US0003M P 01/13/2023 | 0.00% |
| 0.228 R ISWP US0003M P 01/14/2023 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| FHR 4073 AS IO 05.9378 08/15/2038 | 0.00% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.00% |
| FHR 4501 BI IO 03.5000 10/15/2043 | 0.00% |
| FHR 4663 KI IO 03.5000 11/15/2042 | 0.00% |
| FHR 4663 TI IO 03.5000 10/15/2042 | 0.00% |
| FNR 2014-95 TI IO 04.0000 05/25/2039 | 0.00% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.00% |
| OPTN FN30 2.0 03/04/21 CALL 102.875 JPMC | 0.00% |
| OPTN FN30 2.5 03/04/21 CALL 105.109375 JPMC | 0.00% |
| OPTN FN30 3.0 03/04/21 CALL 105.28125 JPMC | 0.00% |
| OPTN FN30 3.5 03/04/21 CALL 106.40625 JPMC | 0.00% |
| SWPTN 4WX5Y R 0.5996 USD 03/05/2021 GS | 0.00% |
| 0.211 R ISWP US0003M P 02/26/2023 | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 BC | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| SWPTN 3MX10Y R 0.964 USD 03/18/2021 JP | -0.00% |
| 0.877 R ISWP US0003M P 03/01/2026 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.00% |
| 0.25 R ISWP FWD US0003M P 03/17/2023 | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| 0.223 R ISWP US0003M P 01/15/2023 | -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 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 | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| SWPTN 3MX10Y R 1.165 USD 04/13/2021 GS | -0.01% |
| 0.20193 R ISWP US0003M P 01/22/2023 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| 1.4432 R ISWP US0003M P 02/26/2031 | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| 0.213 R ISWP US0003M P 01/11/2023 | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| SWPTN 4WX5Y R 0.753 USD 03/23/2021 TD | -0.01% |
| 1.4389 R ISWP US0003M P 02/26/2031 | -0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% |
| 1.404 R ISWP US0003M P 02/23/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 4WX10Y R 1.222 USD 03/11/2021 CI | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| 1.1355 R ISWP US0003M P 01/13/2031 | -0.03% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.03% |
| 1.0275 R ISWP US0003M P 01/08/2031 | -0.03% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% |
| OPTN FN30 2.5 04/07/21 PUT 104.34375 JPMC | -0.03% |
| 0.9355 R ISWP US0003M P 01/07/2031 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| OPTN FN30 3.5 03/04/21 PUT 106.40625 JPMC | -0.04% |
| 1.609 R ISWP US0003M P 01/25/2051 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| 1.07 R ISWP US0003M P 01/11/2031 | -0.04% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.06% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| 1.4375 R ISWP US0003M P 01/04/2051 | -0.06% |
| SWPTN 3MX10Y P 1.465 USD 04/13/2021 GS | -0.06% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.06% |
| 1.3692 R ISWP US0003M P 02/19/2031 | -0.06% |
| 1.36253 R ISWP US0003M P 02/19/2031 | -0.07% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.07% |
| 1.35734 R ISWP US0003M P 02/19/2031 | -0.07% |
| 1.2165 R ISWP US0003M P 02/08/2031 | -0.07% |
| 1.35001 R ISWP US0003M P 02/19/2031 | -0.07% |
| 1.6025 R ISWP US0003M P 02/03/2051 | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.08% |
| 0.549 R ISWP US0003M P 02/04/2026 | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.09% |
| OPTN FN30 2.0 03/04/21 PUT 102.875 JPMC | -0.09% |
| 0.589 R ISWP US0003M P 02/11/2026 | -0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.10% |
| SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.11% |
| 0.35 R ISWP FWD US0003M P 07/06/2025 | -0.11% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.12% |
| 1.173 R ISWP US0003M P 01/14/2031 | -0.12% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.13% |
| 0.6875 R ISWP US0003M P 02/22/2026 | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.15% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.16% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.18% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.20% |
| 1.255 R ISWP US0003M P 02/10/2031 | -0.22% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.24% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.26% |
| 0.937 R ISWP US0003M P 01/06/2031 | -0.28% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.29% |
| 1.1115 R ISWP US0003M P 01/15/2031 | -0.29% |
| OPTN FN30 3.0 03/04/21 PUT 105.28125 JPMC | -0.32% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.36% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.45% |
| GNMA GII30 TBA 03.5000 03/01/2051 | -0.59% |
| OPTN FN30 2.5 03/04/21 PUT 105.109375 JPMC | -1.04% |
| 0.556 R ISWP US0003M P 08/05/2030 | -1.14% |
| 0.90 R ISWP FWD US0003M P 03/17/2031 | -1.28% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -1.32% |
| 1.25 R ISWP FWD US0003M P 03/17/2051 | -2.68% |
| FNMA FN30 TBA UMBS 02.5000 03/01/2051 | -2.87% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -3.48% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -5.01% |
| FNMA FN30 TBA UMBS 02.0000 03/01/2051 | -15.66% |
| US 2YR NOTE (CBT) JUN21 TUM1 | -239.75% |
| TREASURY BILL 00.0000 02/09/2021 | 3.21% |
|---|---|
| TREASURY BILL 00.0000 02/23/2021 | 2.07% |
| TREASURY BILL 00.0000 05/13/2021 | 2.01% |
| FNMA FN30 TBA UMBS 04.0000 02/01/2051 | 1.84% |
| TREASURY BILL 00.0000 02/16/2021 | 1.66% |
| STACR 2019-HQA2 B2 11.3800 04/25/2049 | 1.37% |
| TREASURY BILL 00.0000 03/18/2021 | 1.31% |
| GNMA GII30 TBA 04.0000 02/01/2051 | 1.23% |
| TREASURY BILL 00.0000 03/25/2021 | 1.20% |
| SWPTN 3MX10Y P 0.964 USD 03/18/2021 JP | 1.05% |
| TREASURY BILL 00.0000 04/15/2021 | 1.03% |
| FAHB 2020-HB1 M4 P/P 144A 04.0477 02/25/2030 | 1.01% |
| CASH MGMT BILL 00.0000 05/25/2021 | 0.98% |
| FNR 2020-76 GI IO 04.0000 11/25/2050 | 0.96% |
| STACR 2015-DNA2 B 07.6800 12/25/2027 | 0.88% |
| GNR 2020-7 SK IO 05.9191 01/20/2050 | 0.80% |
| GNR 2020-H04 AI IO 02.7236 02/20/2070 | 0.79% |
| FNR 2019-75 KS IO 05.8520 11/25/2049 | 0.76% |
| GNR 2019-158 AS IO 06.0211 09/16/2043 | 0.76% |
| FNR 2011-126 SJ IO 05.8700 12/25/2041 | 0.72% |
| CAS 2017-C07 2M2 02.6300 05/25/2030 | 0.72% |
| GNR 2019-83 JS IO 05.9691 07/20/2049 | 0.72% |
| 0.564 R ISWP US0003M P 09/08/2030 | 0.71% |
| FNR 2016-54 SD IO 05.8700 08/25/2046 | 0.70% |
| 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.70% |
| GNR 2019-121 SD IO 05.8691 10/20/2049 | 0.67% |
| MCAS 2020-01 M10 P/P 144A 03.8800 03/25/2050 | 0.66% |
| CCMFC 2006-4A A2 00.3100 11/25/2047 | 0.64% |
| FNMA FN30 TBA UMBS 05.0000 02/01/2051 | 0.64% |
| SHRP 2020-1 NOTE 03.1178 07/25/2024 | 0.63% |
| CAS 2015-C04 1M2 05.8300 04/25/2028 | 0.62% |
| FNMA FN30 TBA UMBS 03.0000 02/01/2051 | 0.60% |
| AHM 2007-1 GA1C 00.3200 05/25/2047 | 0.60% |
| CAS 2017-C04 2B1 05.1800 11/25/2029 | 0.60% |
| STACR 2018-HQA2 B1 04.3800 10/25/2048 | 0.59% |
| GNR 2019-H03 AI IO 02.6167 11/20/2068 | 0.59% |
| CAS 2016-C03 2B 12.8800 10/25/2028 | 0.57% |
| RMIR 2020-1 B1 P/P 144A 03.1300 02/25/2030 | 0.57% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.56% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.56% |
| FHR 4752 PS IO 06.0735 11/15/2047 | 0.55% |
| 0.724 R ISWP US0003M P 11/04/2030 | 0.52% |
| FNR 2019-18 SH IO 06.0200 05/25/2049 | 0.52% |
| GNR 2014-131 BS IO 06.0711 09/16/2044 | 0.51% |
| FNR 2019-18 SL IO 05.9700 05/25/2049 | 0.51% |
| FNR 2019-66 SC IO 05.8700 11/25/2049 | 0.50% |
| GNR 2019-78 SM IO 05.9691 06/20/2049 | 0.50% |
| STACR 2020-DNA3 B2 09.4800 06/25/2050 | 0.50% |
| GNR 2019-137 GI IO 04.0000 11/20/2049 | 0.50% |
| STACR 2018-DNA3 B2 07.8800 09/25/2048 | 0.49% |
| 0.717 R ISWP FWD US0003M P 10/07/2030 | 0.48% |
| GNR 2018-H01 AI IO 01.7207 01/20/2068 | 0.48% |
| STACR 2017-DNA1 B1 05.0800 07/25/2029 | 0.47% |
| SPST 2020-2 A 00.9548 03/26/2021 | 0.47% |
| TMIR 2019-1 B1 P/P 144A 04.2800 11/26/2029 | 0.46% |
| GNR 2020-98 ES IO 06.0691 07/20/2050 | 0.46% |
| GNR 2015-182 IC IO 04.5000 12/20/2045 | 0.46% |
| CAS 2017-C06 2B1 04.5800 02/25/2030 | 0.46% |
| STACR 2019-DNA2 B2 10.6300 03/25/2049 | 0.45% |
| MRAIT 2020-2 A2 | 0.45% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.45% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.45% |
| FNR 2016-85 SL IO 05.9700 11/25/2046 | 0.44% |
| JPMBB 2014-C18 D P/P 144A 04.7942 02/15/2047 | 0.44% |
| MRAIT 2020-12 A1X 01.4765 07/15/2021 | 0.44% |
| FNR 2019-26 SM IO 05.9200 06/25/2049 | 0.42% |
| MSBAM 2012-C6 G P/P 144A 04.5000 11/15/2045 | 0.42% |
| GNR 2014-3 SM IO 05.9691 01/20/2044 | 0.41% |
| COMM 2014-CR17 E P/P 144A 04.8469 05/10/2047 | 0.41% |
| MWST 2019-1 A 00.9300 06/25/2052 | 0.40% |
| GNR 2017-H05 CI IO 03.2952 02/20/2067 | 0.40% |
| SPST 2020-6 A 01.8800 09/07/2021 | 0.40% |
| SPST 2020-WL1 A 01.2800 06/25/2051 | 0.39% |
| COMM 2012-CR4 B P/P 144A 03.7030 10/15/2045 | 0.39% |
| COMM 2014-CR19 D P/P 144A 04.7083 08/10/2047 | 0.38% |
| MSBAM 2016-C29 C 04.7455 05/15/2049 | 0.38% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.38% |
| GNR 2014-27 S IO 05.9691 02/20/2044 | 0.38% |
| STACR 2019-DNA3 B2 08.2800 07/25/2049 | 0.37% |
| GNR 2019-H15 CI IO 01.5476 07/20/2069 | 0.36% |
| FNR 2019-17 JS IO 05.9700 04/25/2049 | 0.36% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.36% |
| GNR 2019-143 HS IO 05.9191 09/20/2049 | 0.36% |
| JPMCC 2012-CBX B 04.9098 06/15/2045 | 0.36% |
| FHR 5023 YI IO 03.0000 10/25/2050 | 0.36% |
| GNR 2013-9 S IO 06.6191 01/20/2043 | 0.36% |
| SPST 2020-13 A 01.6300 10/10/2021 | 0.36% |
| SPST 2020-15 A 01.5000 12/10/2021 | 0.36% |
| BACM 2016-UB10 D P/P 144A 03.0000 07/15/2049 | 0.36% |
| WFRBS 2013-C15 D P/P 144A 04.4898 08/15/2046 | 0.35% |
| GSMS 2013-GC13 D P/P 144A 04.0837 07/10/2046 | 0.35% |
| FHR 4933 SA IO 05.8700 12/25/2049 | 0.33% |
| JPMCC 2013-LC11 D 04.1669 04/15/2046 | 0.33% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.32% |
| FNR 2016-78 CS IO 05.9700 05/25/2039 | 0.32% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.32% |
| FHR 4990 SP IO 05.9520 07/25/2050 | 0.32% |
| CAS 2017-C03 1M2 03.1300 10/25/2029 | 0.31% |
| CAS 2017-C06 2M2 02.9300 02/25/2030 | 0.31% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.30% |
| GNR 2017-H21 AI IO 02.7131 10/20/2067 | 0.30% |
| GSAA 2006-1 A1 00.3100 01/25/2036 | 0.30% |
| FHR 4808 SD IO 06.0735 07/15/2048 | 0.30% |
| STACR 2019-DNA1 M2 02.7800 01/25/2049 | 0.30% |
| FNR 2020-24 IB IO 03.0000 04/25/2050 | 0.30% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.30% |
| GNR 2019-35 SE IO 06.0211 01/16/2044 | 0.30% |
| 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.29% |
| DBUBS 2011-LC2A D P/P 144A 05.4331 07/10/2044 | 0.29% |
| GNR 2014-188 IB IO 04.0000 12/20/2044 | 0.29% |
| GNR 2018-H02 HI IO 01.1786 01/20/2068 | 0.28% |
| JPMBB 2013-C12 C 04.0992 07/15/2045 | 0.28% |
| FNR 2018-36 SD IO 06.1200 06/25/2048 | 0.28% |
| GNR 2020-112 MS IO 06.1691 08/20/2050 | 0.27% |
| COMM 2014-CR16 C 04.9377 04/10/2047 | 0.27% |
| CAS 2017-C06 1M2 02.7800 02/25/2030 | 0.27% |
| ARRW 2020-1 M1 04.2770 03/25/2055 | 0.26% |
| JPMBB 2013-C12 E P/P 144A 04.0992 07/15/2045 | 0.26% |
| BALTA 2005-8 21A1 02.8468 10/25/2035 | 0.26% |
| GNR 2017-H04 BI IO 02.1383 02/20/2067 | 0.26% |
| GNR 2018-H07 IE IO 02.3931 02/20/2068 | 0.26% |
| GNR 2017-H20 GI IO 02.6861 09/20/2067 | 0.26% |
| MSBAM 2015-C23 D P/P 144A 04.1445 07/15/2050 | 0.26% |
| FHR 3346 SC IO 06.4235 10/15/2033 | 0.25% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.25% |
| COMM 2014-CR17 D P/P 144A 04.8469 05/10/2047 | 0.25% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.25% |
| CGCMT 2012-GC8 C P/P 144A 04.8756 09/10/2045 | 0.25% |
| MSBAM 2013-C10 F P/P 144A 04.0814 07/15/2046 | 0.25% |
| WFRBS 2012-C9 E P/P 144A 04.8105 11/15/2045 | 0.25% |
| COMM 2014-UBS3 D P/P 144A 04.7683 06/10/2047 | 0.24% |
| FHR 4926 SP IO 05.8700 08/25/2049 | 0.24% |
| GSMS 2014-GC24 D P/P 144A 04.5315 09/10/2047 | 0.24% |
| BALTA 2006-6 1A1 00.4500 11/25/2036 | 0.24% |
| WFCM 2016-BNK1 C 03.0710 08/15/2049 | 0.24% |
| BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.24% |
| GNR 2018-72 IC IO 04.0000 05/20/2045 | 0.23% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.23% |
| GNR 2017-H11 NI IO 02.3259 05/20/2067 | 0.23% |
| GSMS 2013-GC10 D P/P 144A 04.4020 02/10/2046 | 0.23% |
| SCRT 2017-3 M2 04.7500 07/25/2056 | 0.23% |
| STACR 2015-HQA1 B 08.9300 03/25/2028 | 0.23% |
| CSMC 2020-SPT1 M1 03.3880 04/25/2065 | 0.23% |
| UBSCM 2012-C1 D P/P 144A 05.5688 05/10/2045 | 0.23% |
| CSAIL 2018-C14 D P/P 144A 04.8906 11/15/2051 | 0.22% |
| GSR 2007-OA1 2A3A 00.4400 05/25/2037 | 0.22% |
| MSC 2011-C3 G P/P 144A 05.2443 07/15/2049 | 0.22% |
| GNR 2017-H10 MI IO 02.1269 04/20/2067 | 0.22% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.22% |
| EMIR 2020-1 B1 02.9800 01/25/2030 | 0.22% |
| FHR 4789 AS IO 06.0735 05/15/2048 | 0.22% |
| GSMS 2014-GC20 C 04.9586 04/10/2047 | 0.22% |
| GNR 2017-H22 DI IO 02.3818 11/20/2067 | 0.21% |
| BBCMS 2019-C4 E P/P 144A 03.2500 08/15/2052 | 0.21% |
| DBUBS 2011-LC1A C P/P 144A 05.5353 11/10/2046 | 0.21% |
| BMARK 2019-B11 D P/P 144A 03.0000 05/15/2052 | 0.21% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.21% |
| JPMCC 2011-C3 D P/P 144A 05.7004 02/15/2046 | 0.21% |
| GNR 2014-H08 CI IO 01.4797 03/20/2064 | 0.21% |
| MSBAM 2013-C10 E P/P 144A 04.0814 07/15/2046 | 0.21% |
| MSBAM 2014-C14 D P/P 144A 05.0502 02/15/2047 | 0.21% |
| GNR 2009-121 DI IO 04.5000 12/16/2039 | 0.20% |
| GNR 2017-H20 AI IO 02.2348 10/20/2067 | 0.20% |
| CMLTI 2007-AR5 1A1A 03.3227 04/25/2037 | 0.20% |
| WFCM 2012-LC5 D P/P 144A 04.7582 10/15/2045 | 0.20% |
| GNR 2014-H23 BI IO 01.5745 11/20/2064 | 0.20% |
| JPMCC 2011-C4 C P/P 144A 05.3424 07/15/2046 | 0.20% |
| MSBAM 2013-C12 E P/P 144A 04.7629 10/15/2046 | 0.20% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.20% |
| COMM 2014-UBS4 C 04.6441 08/10/2047 | 0.19% |
| GNR 2010-125 SD IO 06.5511 01/16/2040 | 0.19% |
| STACR 2018-HQA2 B2 11.1300 10/25/2048 | 0.19% |
| GNR 2013-167 SG IO 06.0191 11/20/2043 | 0.19% |
| JPMBB 2014-C22 C 04.5535 09/15/2047 | 0.19% |
| WFRBS 2012-C7 E P/P 144A 04.8043 06/15/2045 | 0.19% |
| FNR 2016-83 BS IO 05.9700 11/25/2046 | 0.19% |
| MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.18% |
| MRAFT 2020-4 A1 01.4826 04/23/2023 | 0.18% |
| GNR 2016-H24 CI IO 01.7107 10/20/2066 | 0.18% |
| GNR 2019-H09 EI IO 02.7049 04/20/2069 | 0.18% |
| COMM 2014-UBS3 C 04.7383 06/10/2047 | 0.18% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.18% |
| FNR 2010-99 NI IO 06.0000 09/25/2040 | 0.18% |
| STACR 2020-DNA4 M2 03.8800 08/25/2050 | 0.18% |
| CWALT 2006-OA10 4A1 00.5100 08/25/2046 | 0.17% |
| GNR 2018-H11 JI IO 02.8135 07/20/2068 | 0.17% |
| TREASURY BILL 00.0000 04/08/2021 | 0.17% |
| GNR 2018-H01 IB IO 01.6195 01/20/2068 | 0.17% |
| CAS 2017-C07 2B1 04.5800 05/25/2030 | 0.17% |
| UBSBB 2012-C4 D P/P 144A 04.4695 12/10/2045 | 0.17% |
| STACR 2019-HQA1 B2 12.3800 02/25/2049 | 0.17% |
| GNR 2018-H02 IM IO 01.1959 02/20/2068 | 0.16% |
| GNR 2016-H27 EI IO 02.0172 12/20/2066 | 0.16% |
| SAMI 2006-AR7 A1BG 00.2500 08/25/2036 | 0.16% |
| CAS 2016-C06 1B 09.3800 04/25/2029 | 0.16% |
| GNR 2016-H21 AI IO 02.3549 09/20/2066 | 0.16% |
| STACR 2016-DNA1 B 10.1300 07/25/2028 | 0.16% |
| GNR 2016-H22 IO IO 01.8870 10/20/2066 | 0.16% |
| GNR 2018-H11 AI IO 02.4935 02/20/2068 | 0.16% |
| STACR 2015-HQA2 B 10.6300 05/25/2028 | 0.16% |
| GNR 2015-H01 BI IO 01.5732 01/20/2065 | 0.16% |
| JPMBB 2013-C14 F P/P 144A 03.5980 08/15/2046 | 0.16% |
| WFRBS 2012-C10 D P/P 144A 04.4270 12/15/2045 | 0.16% |
| GNR 2017-H16 CI IO 01.6701 07/20/2067 | 0.16% |
| MRAFT 2020-5 A1 01.1326 08/10/2023 | 0.15% |
| CWALT 2006-OA19 A1 00.3109 02/20/2047 | 0.15% |
| GNR 2017-H03 DI IO 01.0150 12/20/2066 | 0.15% |
| GNR 2017-H02 BI IO 01.4866 01/20/2067 | 0.15% |
| STACR 2017-DNA3 B1 04.5800 03/25/2030 | 0.15% |
| BALTA 2005-7 21A1 03.0051 09/25/2035 | 0.14% |
| GNR 2016-150 I IO 05.0000 11/20/2046 | 0.14% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.14% |
| GNR 2013-99 AS IO 05.9191 06/20/2043 | 0.14% |
| GNR 2013-182 SP IO 06.5691 12/20/2043 | 0.14% |
| GNR 2017-H14 JI IO 02.2605 06/20/2067 | 0.14% |
| GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.14% |
| UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.14% |
| FHR 4560 IO IO 05.8242 05/15/2039 | 0.14% |
| GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 | 0.14% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.14% |
| CWALT 2006-OA10 3A1 00.5100 08/25/2046 | 0.14% |
| GNR 2015-H22 HI IO 02.0697 08/20/2065 | 0.14% |
| OPTN FN30 3.0 02/04/21 CALL 104.875 JPMC | 0.14% |
| GNR 2017-H08 EI IO 02.1387 02/20/2067 | 0.13% |
| OPTN FN30 2.5 02/04/21 CALL 105.25 JPMC | 0.13% |
| CSAIL 2020-C19 D P/P 144A 02.5000 03/15/2053 | 0.13% |
| GNR 2014-H06 BI IO 01.4729 02/20/2064 | 0.13% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.13% |
| GNR 2015-H04 AI IO 01.5723 12/20/2064 | 0.13% |
| GNR 2016-H26 KI IO 02.0043 11/20/2066 | 0.13% |
| MSC 2012-C4 D P/P 144A 05.4185 03/15/2045 | 0.13% |
| FNR 2016-65 CS IO 05.9700 09/25/2046 | 0.12% |
| GNR 2018-H08 FI IO 01.7853 06/20/2068 | 0.12% |
| FNR 2019-60 BS IO 05.9200 10/25/2049 | 0.12% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.12% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.12% |
| GSAA 2005-15 2A2 00.6300 01/25/2036 | 0.12% |
| BALTA 2005-10 11A1 00.6300 01/25/2036 | 0.12% |
| CMLTI 2007-AMC3 A2D 00.4800 03/25/2037 | 0.12% |
| GNR 2014-95 JI IO 04.5000 12/16/2039 | 0.12% |
| GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.12% |
| GNR 2018-H05 BI IO 01.5317 02/20/2068 | 0.12% |
| GNR 2011-148 SN IO 06.5611 11/16/2041 | 0.12% |
| MSC 2012-C4 E P/P 144A 05.4185 03/15/2045 | 0.12% |
| FHR 4451 CI IO 07.0000 03/15/2045 | 0.11% |
| GNR 2017-H16 KI IO 01.4786 08/20/2067 | 0.11% |
| WFCM 2013-LC12 D P/P 144A 04.2744 07/15/2046 | 0.11% |
| CAS 2019-R05 1M2 02.1300 07/25/2039 | 0.11% |
| MWST 2020-1 A 01.0300 10/25/2053 | 0.11% |
| OMIR 2019-1A B1B 04.4800 07/25/2029 | 0.11% |
| GNR 2016-H18 QI IO 02.9632 06/20/2066 | 0.11% |
| GNR 2016-164 IO IO 06.5000 12/20/2046 | 0.10% |
| STACR 2019-DNA1 B2 10.8800 01/25/2049 | 0.10% |
| GNR 2017-H14 EI IO 01.7384 06/20/2067 | 0.10% |
| GSMS 2010-C1 D P/P 144A 05.9829 08/10/2043 | 0.10% |
| FNR 2018-1 JI IO 05.0000 02/25/2048 | 0.10% |
| GNR 2016-H17 DI IO 02.4323 07/20/2066 | 0.10% |
| HVMLT 2004-11 1A 00.8295 01/19/2035 | 0.10% |
| STACR 2019-DNA2 M2 02.5800 03/25/2049 | 0.10% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.10% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.10% |
| FHS 324 C21 IO 06.0000 06/15/2039 | 0.10% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.10% |
| GNR 2017-H13 QI IO 02.2976 06/20/2067 | 0.10% |
| GNR 2018-91 SJ IO 06.1191 07/20/2048 | 0.10% |
| FNR 2017-8 IO IO 06.0000 02/25/2047 | 0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.09% |
| OMIR 2019-1A B1A 03.6300 07/25/2029 | 0.09% |
| GNR 2012-H11 FI IO 01.2229 02/20/2062 | 0.09% |
| FNR 2012-132 PI IO 05.0000 10/25/2042 | 0.09% |
| COMM 2012-CR3 E P/P 144A 04.7502 10/15/2045 | 0.09% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.08% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.08% |
| GNR 2017-H20 DI IO 02.2067 10/20/2067 | 0.08% |
| GNR 2012-H29 CI IO 01.4158 02/20/2062 | 0.08% |
| GNR 2017-H18 DI IO 02.4899 09/20/2067 | 0.08% |
| CAS 2018-C01 1M2 02.3800 07/25/2030 | 0.08% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.08% |
| GNR 2017-H06 MI IO 01.8464 02/20/2067 | 0.08% |
| JPMCC 2007-CB20 E P/P 144A 06.2796 02/12/2051 | 0.08% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.08% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.08% |
| GNR 2015-H29 HI IO 02.1079 09/20/2065 | 0.08% |
| CWALT 2005-51 3A3A 00.7709 11/20/2035 | 0.08% |
| FNR 2011-134 SP IO 05.8700 02/25/2041 | 0.08% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.08% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.07% |
| GNR 2017-H09 DI IO 01.9162 03/20/2067 | 0.07% |
| OPTN FN30 3.5 02/04/21 CALL 105.90625 JPMC | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.07% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.07% |
| GNR 2012-103 CI IO 03.5000 08/16/2042 | 0.07% |
| GNR 2014-58 SA IO 05.9691 04/20/2044 | 0.07% |
| FNR 2017-48 LI IO 04.0000 05/25/2047 | 0.07% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.07% |
| FNR 2013-90 SD IO 06.4700 09/25/2043 | 0.07% |
| GNR 2015-165 IC IO 03.5000 07/16/2041 | 0.07% |
| GNR 2018-77 IO IO 05.0000 06/20/2048 | 0.07% |
| BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.07% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.07% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.07% |
| GNR 2017-H03 AI IO 00.9611 12/20/2066 | 0.06% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.06% |
| GNR 2013-6 AI IO 03.5000 08/20/2039 | 0.06% |
| GNR 2015-40 KI IO 04.0000 07/20/2044 | 0.06% |
| GNR 2016-H06 AI IO 03.2016 02/20/2066 | 0.06% |
| GNR 2020-15 CS IO 05.9191 02/20/2050 | 0.06% |
| MWST 2020-2 A 00.9300 11/25/2053 | 0.06% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.06% |
| CWALT 2006-OA10 2A1 00.5100 08/25/2046 | 0.06% |
| JPMCC 2012-C6 E P/P 144A 05.1417 05/15/2045 | 0.06% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.06% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.06% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.06% |
| GNR 2017-H20 HI IO 02.1796 10/20/2067 | 0.06% |
| WAMU 2004-AR12 A2B 01.0500 10/25/2044 | 0.06% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.06% |
| GNR 2017-H08 DI IO 02.4728 02/20/2067 | 0.06% |
| CAS 2016-C03 1B 11.8800 10/25/2028 | 0.06% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.06% |
| GNR 2017-H06 BI IO 02.1298 02/20/2067 | 0.06% |
| GNR 2014-H25 BI IO 01.7015 12/20/2064 | 0.06% |
| GNR 2017-H22 EI IO 02.8750 10/20/2067 | 0.06% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.06% |
| GNR 2017-H19 MI IO 02.0598 04/20/2067 | 0.06% |
| SAMI 2006-AR7 A1A 00.3400 08/25/2036 | 0.06% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.06% |
| FHR 3981 WS IO 06.4235 05/15/2041 | 0.06% |
| GNR 2017-123 IO IO 05.0000 08/16/2047 | 0.06% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.06% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.06% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.05% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.05% |
| GNR 2017-130 IB IO 04.0000 08/20/2047 | 0.05% |
| WFRBS 2012-C7 D P/P 144A 04.8043 06/15/2045 | 0.05% |
| CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.05% |
| CWALT 2006-OA10 1A1 01.4591 08/25/2046 | 0.05% |
| GNR 2011-135 DI IO 05.0000 04/16/2040 | 0.05% |
| GNR 2017-68 IL IO 04.0000 08/20/2044 | 0.05% |
| JPALT 2007-A2 12A1 00.3300 06/25/2037 | 0.05% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.05% |
| GNR 2017-136 IY IO 05.0000 03/20/2045 | 0.05% |
| SWPTN 3MX10Y R 1.065 USD 04/13/2021 GS | 0.05% |
| GNR 2010-H20 IF IO 01.4565 10/20/2060 | 0.05% |
| GNR 2012-98 AI IO 04.5000 04/16/2042 | 0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.05% |
| FHR 4127 PI IO 04.5000 07/15/2042 | 0.05% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.05% |
| GNR 2012-H10 AI IO 01.2053 12/20/2061 | 0.05% |
| MSBAM 2013-C11 D P/P 144A 04.3520 08/15/2046 | 0.05% |
| GNR 2017-99 AI IO 04.0000 01/20/2047 | 0.05% |
| FHR 4707 AI IO 04.0000 07/15/2047 | 0.05% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.05% |
| FNR 2012-90 DI IO 04.0000 03/25/2042 | 0.04% |
| GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.04% |
| FHR 4134 PI IO 03.0000 11/15/2042 | 0.04% |
| WAMU 2005-AR13 A1C4 00.9900 10/25/2045 | 0.04% |
| GNR 2017-26 EI IO 05.0000 02/20/2040 | 0.04% |
| BSMF 2006-AR2 2A1 00.3600 09/25/2046 | 0.04% |
| CAS 2016-C02 1B 12.3800 09/25/2028 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% |
| FHR 3984 DS IO 05.8235 01/15/2042 | 0.04% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.04% |
| JPMCC 2011-C3 E P/P 144A 05.7004 02/15/2046 | 0.04% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.04% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.04% |
| STACR 2018-HQA2 M2 02.4300 10/25/2048 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.04% |
| GNR 2016-49 IO IO 04.5000 11/16/2045 | 0.04% |
| GNR 2017-H03 EI IO 01.8397 01/20/2067 | 0.04% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.04% |
| FNR 2018-15 PI IO 04.0000 10/25/2047 | 0.04% |
| GNR 2016-H27 BI IO 02.5448 12/20/2066 | 0.04% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.04% |
| FHR 3747 SA IO 06.3735 10/15/2040 | 0.04% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.04% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.04% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.03% |
| GNR 2011-H15 AI IO 01.5460 06/20/2061 | 0.03% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.03% |
| FNR 2011-101 SA IO 05.7700 10/25/2041 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.03% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.03% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.03% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.03% |
| GNR 2017-H16 JI IO 02.7133 08/20/2067 | 0.03% |
| CAS 2016-C05 2B 10.8800 01/25/2029 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.03% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.03% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.03% |
| GNR 2013-H15 CI IO 01.7637 07/20/2063 | 0.03% |
| GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.03% |
| 1.067 R ISWP US0003M P 01/11/2031 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| GNR 2017-H06 DI IO 01.7960 02/20/2067 | 0.03% |
| FNR 2012-103 SD IO 05.9200 09/25/2042 | 0.03% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.03% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.03% |
| FNR 2015-73 PI IO 03.5000 10/25/2045 | 0.03% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.03% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.03% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.03% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.02% |
| GNR 2016-29 IO IO 04.0000 02/16/2046 | 0.02% |
| FHR 4386 IL IO 04.0000 12/15/2043 | 0.02% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.02% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% |
| GNR 2014-161 HI IO 04.5000 06/20/2044 | 0.02% |
| GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.02% |
| GNR 2017-H08 NI IO 02.2098 03/20/2067 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| GNR 2019-78 SJ IO 05.9191 06/20/2049 | 0.02% |
| SWPTN 6MX10Y R 0.915 USD 07/13/2021 CI | 0.02% |
| FHR 4604 QI IO 03.5000 07/15/2046 | 0.02% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.02% |
| GNR 2011-H16 FI IO 01.0398 07/20/2061 | 0.02% |
| CWHL 2006-OA5 2A1 00.5300 04/25/2046 | 0.02% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.02% |
| 0.43 R ISWP US0003M P 01/06/2026 | 0.02% |
| 0.4415 R ISWP US0003M P 01/05/2026 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.02% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.02% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.02% |
| GNR 2017-H09 IO IO 02.1887 04/20/2067 | 0.02% |
| GNR 2019-H14 IB IO 02.6723 08/20/2069 | 0.02% |
| 0.213 R ISWP US0003M P 01/11/2023 | 0.02% |
| CAS 2016-C01 1B 11.8800 08/25/2028 | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.02% |
| FNR 2012-49 QI IO 04.5000 12/25/2040 | 0.02% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.02% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| GNR 2019-99 KS IO 05.9191 08/20/2049 | 0.02% |
| OPTN FN30 2.0 03/04/21 CALL 102.875 JPMC | 0.02% |
| SAMI 2007-AR1 2A1 00.3100 01/25/2037 | 0.02% |
| 1.173 R ISWP US0003M P 01/14/2031 | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% |
| GNR 2016-H24 IO IO 02.1505 09/20/2066 | 0.02% |
| GNR 2017-H14 DI IO 01.7190 06/20/2067 | 0.02% |
| INDX 2006-AR11 2A1 03.5214 06/25/2036 | 0.02% |
| CAS 2016-C05 2M2 04.5800 01/25/2029 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.02% |
| GNR 2016-77 SL IO 06.0191 03/20/2043 | 0.02% |
| GNR 2017-H11 DI IO 01.9148 05/20/2067 | 0.02% |
| GSAA 2006-8 2A2 00.4900 05/25/2036 | 0.02% |
| SWPTN 1MX5Y R 0.576 USD 02/08/2021 GS | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.02% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CWALT 2006-OA7 1A2 01.4391 06/25/2046 | 0.02% |
| GNR 2012-H29 AI IO 01.4167 10/20/2062 | 0.02% |
| GNR 2012-H29 FI IO 01.4167 10/20/2062 | 0.02% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.02% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.02% |
| GNR 2017-11 PI IO 04.0000 12/20/2046 | 0.02% |
| JPMCC 2012-C6 G P/P 144A 02.9720 05/15/2045 | 0.02% |
| FNR 2010-35 SG IO 06.2700 04/25/2040 | 0.01% |
| FNR 2012-36 SN IO 06.3200 04/25/2042 | 0.01% |
| FNR 2017-78 KI IO 03.5000 10/25/2047 | 0.01% |
| GNR 2017-H03 HI IO 01.5690 01/20/2067 | 0.01% |
| FHR 3852 SC IO 06.5235 04/15/2040 | 0.01% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.01% |
| FHR 4076 MS IO 06.5735 07/15/2040 | 0.01% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.01% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% |
| GNR 2015-H13 AI IO 02.6295 06/20/2065 | 0.01% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.01% |
| UBSBB 2012-C2 E P/P 144A 04.8890 05/10/2063 | 0.01% |
| 0.223 R ISWP US0003M P 01/15/2023 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| FHR 4425 WI IO 04.0000 03/15/2043 | 0.01% |
| FHR 4475 CI IO 03.5000 01/15/2044 | 0.01% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.01% |
| GNR 2016-H12 AI IO 01.6712 07/20/2065 | 0.01% |
| GNR 2016-H23 NI IO 02.3678 10/20/2066 | 0.01% |
| 0.4185 R ISWP US0003M P 01/07/2026 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FHR 4550 AI IO 03.0000 10/15/2040 | 0.01% |
| GNR 2015-106 CI IO 04.0000 05/20/2045 | 0.01% |
| GNR 2016-H25 GI IO 01.5009 11/20/2066 | 0.01% |
| FHR 4403 CI IO 04.0000 10/15/2044 | 0.01% |
| FNR 2016-24 CI IO 04.0000 02/25/2046 | 0.01% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.01% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.01% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.01% |
| GNR 2015-52 IK IO 03.5000 04/20/2045 | 0.01% |
| GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.01% |
| GNR 2015-H03 DI IO 02.5510 01/20/2065 | 0.01% |
| GNR 2016-37 IW IO 04.5000 02/20/2046 | 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 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| FHR 4033 SC IO 06.4235 10/15/2036 | 0.01% |
| FNR 2011-4 CS 12.6400 05/25/2040 | 0.01% |
| GNR 2012-H06 AI IO 01.3474 01/20/2062 | 0.01% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.01% |
| MHL 2005-3 M4 01.0750 08/25/2035 | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| FHR 3904 NI IO 03.5000 08/15/2026 | 0.01% |
| FHR 4386 LI IO 04.0000 02/15/2043 | 0.01% |
| FHR 4694 GI IO 04.0000 02/15/2043 | 0.01% |
| GNR 2012-H23 WI IO 01.5583 10/20/2062 | 0.01% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.01% |
| GNR 2015-H15 JI IO 01.9688 06/20/2065 | 0.01% |
| GNR 2015-H20 CI IO 02.1957 08/20/2065 | 0.01% |
| GNR 2015-H25 AI IO 01.6272 09/20/2065 | 0.01% |
| GNR 2016-H02 HI IO 02.5288 01/20/2066 | 0.01% |
| GNR 2017-17 EI IO 04.0000 09/20/2044 | 0.01% |
| GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.01% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.01% |
| FHR 3829 AS IO 06.8235 03/15/2041 | 0.01% |
| FNR 2010-140 GS IO 05.8700 07/25/2039 | 0.01% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.01% |
| GNR 2010-H19 BI IO 01.4642 08/20/2060 | 0.01% |
| GNR 2011-156 SK IO 06.4691 04/20/2038 | 0.01% |
| GNR 2014-98 AI IO 04.5000 10/20/2041 | 0.01% |
| GNR 2014-H21 AI IO 01.6368 10/20/2064 | 0.01% |
| GNR 2015-144 IA IO 04.0000 01/16/2043 | 0.01% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.01% |
| GNR 2015-H10 CI IO 01.8146 04/20/2065 | 0.01% |
| GNR 2015-H10 HI IO 03.0801 04/20/2065 | 0.01% |
| GNR 2015-H23 DI IO 01.8668 09/20/2065 | 0.01% |
| GNR 2015-H26 EI IO 01.7252 10/20/2065 | 0.01% |
| GNR 2016-149 MI IO 05.5000 05/20/2039 | 0.01% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.01% |
| BACM 2008-1 AJ 06.7858 02/10/2051 | 0.01% |
| FNR 2013-57 IQ IO 03.0000 06/25/2041 | 0.01% |
| GNR 2010-H22 CI IO 02.3808 10/20/2060 | 0.01% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.01% |
| GNR 2013-H24 AI IO 01.4363 09/20/2063 | 0.01% |
| GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.01% |
| GNR 2015-96 NI IO 03.5000 01/20/2039 | 0.01% |
| GNR 2015-H14 BI IO 01.5719 05/20/2065 | 0.01% |
| GNR 2015-H20 AI IO 01.8360 08/20/2065 | 0.01% |
| GNR 2015-H25 BI IO 01.9407 10/20/2065 | 0.01% |
| GNR 2015-H25 EI IO 01.8692 10/20/2065 | 0.01% |
| GNR 2015-H26 DI IO 01.8908 10/20/2065 | 0.01% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.01% |
| GNR 2016-77 SC IO 05.9691 10/20/2045 | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.00% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.00% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.00% |
| GNR 2014-H08 BI IO 01.4709 04/20/2064 | 0.00% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.00% |
| GNR 2015-H24 BI IO 01.6201 08/20/2065 | 0.00% |
| GNR 2015-H25 CI IO 01.9058 10/20/2065 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.00% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.00% |
| 0.20193 R ISWP US0003M P 01/22/2023 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.00% |
| FHR 4299 JI IO 04.0000 07/15/2043 | 0.00% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.00% |
| FHR 4560 PI IO 03.5000 05/15/2045 | 0.00% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2013-182 SY IO 05.9691 12/20/2043 | 0.00% |
| GNR 2013-H14 XI IO 01.6388 03/20/2063 | 0.00% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.00% |
| GNR 2014-139 NI IO 03.5000 08/20/2028 | 0.00% |
| GNR 2014-H13 BI IO 01.5593 05/20/2064 | 0.00% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.00% |
| GNR 2015-H16 XI IO 02.4622 07/20/2065 | 0.00% |
| GNR 2015-H23 BI IO 01.7646 09/20/2065 | 0.00% |
| GNR 2015-H24 HI IO 02.0406 09/20/2065 | 0.00% |
| GNR 2016-H08 GI IO 01.4393 04/20/2066 | 0.00% |
| GNR 2017-H06 EI IO 01.5988 02/20/2067 | 0.00% |
| SWPTN 1MX5Y P 0.576 USD 02/08/2021 GS | 0.00% |
| 0.228 R ISWP US0003M P 01/14/2023 | 0.00% |
| 1.059 R ISWP US0003M P 01/11/2031 | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| FHR 3714 KI IO 04.5000 11/15/2039 | 0.00% |
| FHR 4099 BI IO 03.5000 06/15/2039 | 0.00% |
| FHR 4267 CS IO 05.9235 05/15/2039 | 0.00% |
| FNR 2017-15 LI IO 04.0000 06/25/2046 | 0.00% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2011-H07 FI IO 01.2474 02/20/2061 | 0.00% |
| GNR 2011-H08 GI IO 01.2703 03/20/2061 | 0.00% |
| GNR 2014-100 LI IO 04.5000 10/16/2043 | 0.00% |
| GNR 2014-60 SE IO 05.9691 04/20/2044 | 0.00% |
| GNR 2015-187 JI IO 04.0000 03/20/2045 | 0.00% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.00% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.00% |
| GNR 2015-H18 IA IO 01.8441 06/20/2065 | 0.00% |
| GNR 2015-H22 EI IO 01.6161 08/20/2065 | 0.00% |
| GNR 2015-H26 GI IO 01.8125 10/20/2065 | 0.00% |
| GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.00% |
| GNR 2016-H04 KI IO 02.7576 02/20/2066 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| FHR 4074 KS IO 06.5735 02/15/2041 | 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 4413 HI IO 03.5000 03/15/2040 | 0.00% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.00% |
| FHR 4580 ID IO 03.5000 08/15/2045 | 0.00% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.00% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.00% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.00% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.00% |
| GNR 2010-134 ES IO 05.8691 11/20/2039 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GNR 2014-H09 AI IO 01.4302 01/20/2064 | 0.00% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.00% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.00% |
| GNR 2015-H09 BI IO 01.7002 03/20/2065 | 0.00% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.00% |
| 1.1355 R ISWP US0003M P 01/13/2031 | 0.00% |
| 1.6125 R ISWP US0003M P 01/15/2051 | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| FHR 4000 LI IO 04.0000 02/15/2042 | 0.00% |
| FNR 2013-41 SP IO 06.0700 06/25/2040 | 0.00% |
| FNR 2016-97 KI IO 03.0000 06/25/2040 | 0.00% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.00% |
| GNR 2011-22 PS IO 05.8691 07/20/2040 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.00% |
| GNR 2015-H26 CI IO 00.5294 08/20/2065 | 0.00% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.00% |
| MSC 2007-HQ11 B 05.5380 02/12/2044 | 0.00% |
| SWPTN 1MX10Y R 1.196 USD 02/12/2021 CI | 0.00% |
| 0.188 R ISWP US0003M P 01/07/2023 | 0.00% |
| 0.205 R ISWP US0003M P 01/08/2023 | 0.00% |
| 0.2145 R ISWP US0003M P 01/11/2023 | 0.00% |
| 0.2145 R ISWP US0003M P 01/13/2023 | 0.00% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| FHR 4073 AS IO 05.9235 08/15/2038 | 0.00% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.00% |
| FHR 4501 BI IO 03.5000 10/15/2043 | 0.00% |
| FHR 4663 KI IO 03.5000 11/15/2042 | 0.00% |
| FHR 4663 TI IO 03.5000 10/15/2042 | 0.00% |
| FNR 2011-59 BI IO 06.0000 08/25/2040 | 0.00% |
| FNR 2014-95 TI IO 04.0000 05/25/2039 | 0.00% |
| GNR 2010-167 SG IO 06.3711 08/16/2038 | 0.00% |
| GNR 2015-82 GI IO 03.5000 12/20/2038 | 0.00% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.00% |
| OPTN FN30 3.5 02/04/21 PUT 105.90625 JPMC | 0.00% |
| 1.12792 R ISWP US0003M P 01/13/2031 | -0.00% |
| 1.609 R ISWP US0003M P 01/25/2051 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 BC | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| 1.07 R ISWP US0003M P 01/11/2031 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| 1.0275 R ISWP US0003M P 01/08/2031 | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| OPTN FN30 3.0 02/04/21 PUT 104.875 JPMC | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.400.13 P USL1M R 01/12/44 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% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.01% |
| SWPTN 3MX10Y P 1.465 USD 04/13/2021 GS | -0.01% |
| 1.1115 R ISWP US0003M P 01/15/2031 | -0.01% |
| 1.1749 R ISWP US0003M P 01/14/2031 | -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% |
| 0.9355 R ISWP US0003M P 01/07/2031 | -0.01% |
| OPTN FN30 2.0 03/04/21 PUT 102.875 JPMC | -0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 1MX10Y P 1.196 USD 02/12/2021 CI | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% |
| 1.4375 R ISWP US0003M P 01/04/2051 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% |
| 0.35 R ISWP FWD US0003M P 07/06/2025 | -0.03% |
| SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.04% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.04% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 3MX10Y R 1.165 USD 04/13/2021 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.05% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.06% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.06% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.07% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.09% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.09% |
| OPTN FN30 2.5 02/04/21 PUT 105.25 JPMC | -0.10% |
| 0.937 R ISWP US0003M P 01/06/2031 | -0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.11% |
| SWPTN 3MX10Y R 0.964 USD 03/18/2021 JP | -0.11% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.11% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.16% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.20% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.22% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.25% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.26% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.36% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.46% |
| 0.90 R ISWP FWD US0003M P 03/17/2031 | -0.51% |
| GNMA GII30 TBA 03.5000 02/01/2051 | -0.61% |
| 0.556 R ISWP US0003M P 08/05/2030 | -0.70% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -1.43% |
| 1.25 R ISWP FWD US0003M P 03/17/2051 | -1.78% |
| FNMA FN30 TBA UMBS 01.5000 03/01/2051 | -2.87% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -3.77% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -5.43% |
| FNMA FN30 TBA UMBS 02.0000 02/01/2051 | -11.25% |
| US 2YR NOTE (CBT) MAR21 TUH1 | -260.43% |
Fixed income statistics as of 04/30/21
| Average effective maturity | -1.40 yrs. |
|---|---|
| Average effective duration | 0.43 yrs. |
| Average yield to maturity | 13.78% |
| Average coupon | 4.58% |
Sector weightings as of 04/30/21
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Commercial MBS | 17.02% | 0.50 | 26.57% | 0.21 | 43.59% | 0.71 |
| Agency CMO | 35.16% | 1.14 | 0.01% | 0.00 | 35.17% | 1.14 |
| Residential MBS (non-agency) | 20.15% | 0.77 | 0.00% | 0.00 | 20.15% | 0.77 |
| Asset-backed securities (ABS) | 4.76% | 0.04 | 0.00% | 0.00 | 4.76% | 0.04 |
| Agency pass-through | 1.25% | 0.05 | 0.87% | -0.47 | 2.12% | -0.42 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -1.87 | 0.00% | -1.87 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -4.02 | 0.00% | -4.02 |
| Net cash | 21.66% | 0.00 | 0.00% | 0.00 | 21.66% | 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 04/30/21
| 0 - 1 yr. | 27.50% |
|---|---|
| 1 - 5 yrs. | 67.67% |
| 5 - 10 yrs. | 4.50% |
| 10 - 15 yrs. | 0.33% |
Quality rating as of 04/30/21
| AAA | 50.71% |
|---|---|
| AA | 2.27% |
| A | 2.30% |
| BBB | 9.27% |
| BB | 3.66% |
| B | 2.88% |
| CCC and Below | 5.53% |
| Not Rated | 23.38% |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political, or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography (such as a region of the United States), industry, or sector, such as the housing or real estate markets. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings or in relevant markets. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Mortgage-and asset-backed securities are subject to prepayment risk and the risk that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. The fund's investments in mortgage-backed securities and asset-backed securities, and in certain other securities and derivatives, may be or become illiquid. The fund's concentration in an industry group comprising privately issued mortgage-backed securities and mortgage-backed securities issued or guaranteed by the U.S. government or its agencies or instrumentalities may make the fund's net asset value more susceptible to economic, market, political, and other developments affecting the housing or real estate markets. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Our use of short selling may result in losses if the securities appreciate in value. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.
Expenses
Expense ratio |
Class A | Class C | Class R6 | Class Y |
|---|---|---|---|---|
| Total expense ratio | 1.01% | 1.76% | 0.74% | 0.76% |
| What you pay† | 0.79% | 1.54% | 0.52% | 0.54% |
† The fund's expense ratio is taken from the most recent prospectus and is subject to change. What you pay reflects Putnam Management's decision to contractually limit expenses through 09/30/21
Sales charge
| Breakpoint | Class A | Class C | Class R6 | Class Y |
|---|---|---|---|---|
| $0-$49,999 | 4.00% / 3.50% | 0.00% / 1.00% | -- | -- |
| $50,000-$99,999 | 4.00% / 3.50% | 0.00% / 1.00% | -- | -- |
| $100,000-$249,999 | 3.25% / 2.75% | 0.00% / 1.00% | -- | -- |
| $250,000-$499,999 | 2.50% / 2.00% | 0.00% / 1.00% | -- | -- |
| $500,000-$999,999 | 0.00% / 1.00% | -- | -- | -- |
| $1M-$4M | 0.00% / 1.00% | -- | -- | -- |
| $4M-$50M | 0.00% / 0.50% | -- | -- | -- |
| $50M+ | 0.00% / 0.25% | -- | -- | -- |
CDSC
| Class A (sales for $500,000+) | Class C | Class R6 | Class Y | |
|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 1.00% | -- | -- |
| 9 to 12 mts. | 1.00% | 1.00% | -- | -- |
| 2 yrs. | 0.00% | 0.00% | -- | -- |
| 3 yrs. | 0.00% | 0.00% | -- | -- |
| 4 yrs. | 0.00% | 0.00% | -- | -- |
| 5 yrs. | 0.00% | 0.00% | -- | -- |
| 6 yrs. | 0.00% | 0.00% | -- | -- |
| 7+ yrs. | 0.00% | 0.00% | -- | -- |
Trail commissions
| Class A | Class C | Class R6 | Class Y | |
|---|---|---|---|---|
| 0.25% | 1.00% | 0.00% | 0.00% | |
| NA | NA | NA | NA | |
| NA | NA | NA | NA |
The ICE BofA U.S. Treasury Bill Index is an unmanaged index that tracks the performance of U.S. dollar denominated U.S. Treasury Bills publicly issued in the U.S. domestic market. Qualifying securities must have a remaining term of at least one month to final maturity and a minimum amount outstanding of $1 billion. The Bloomberg 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. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.