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 sectors:Investing in residential and commercial MBS and collateralized mortgage obligations, the portfolio managers can pursue strategies independent of the direction of the U.S. housing market.
- Portfolio diversification:Securitized sectors offer effective diversification potential to portfolios with equity, corporate credit, and emerging-market debt exposures.
- Dynamic risk allocation:Our differentiated approach actively allocates to credit, prepayment, and liquidity risks while deemphasizing interest-rate risk.
Fund price
| Net asset value (yesterday’s close) |
$9.77 0.00% | $0.00 |
| 52-week high | $10.43 (03/06/20) |
| 52-week low | $8.62 (03/24/20) |
Yield
| Distribution rate before sales charge as of 03/05/21 |
4.30% |
|---|---|
| Distribution rate after sales charge as of 03/05/21 |
4.30% |
| 30-day SEC yield with subsidy as of 02/28/21 |
3.92% |
| 30-day SEC yield without subsidy as of 02/28/21 |
3.67% |
Fund facts as of 02/28/21
Total net assets
$179.83M
$179.83M
Turnover (fiscal year end)
1,311%
1,311%
Dividend frequency (view rate)
Monthly*
Monthly*
Number of holdings
826
826
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) |
|
Performance
Total return (%) as of 12/31/20
Annual performance as of 12/31/20
Annualized Total return (%) as of 12/31/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | Life (inception: 07/01/19 ) |
|---|---|---|---|---|
| Before sales charge | -6.28% | 2.10% | 3.33% | 2.79% |
| After sales charge | N/A | N/A | N/A | N/A |
| ICE BofA U.S. Treasury Bill Index | 0.74% | 1.65% | 1.23% | -- |
| Bloomberg Barclays U.S. MBS Index | 3.87% | 3.71% | 3.05% | -- |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 02/28/21 | 2.03% | - | |
| YTD as of 03/05/21 | 3.61% | - | |
Yield
| Distribution rate before sales charge as of 03/05/21 |
4.30% |
|---|---|
| Distribution rate after sales charge as of 03/05/21 |
4.30% |
| 30-day SEC yield with subsidy as of 02/28/21 |
3.92% |
| 30-day SEC yield without subsidy as of 02/28/21 |
3.67% |
Lipper rankings as of 01/31/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 135/163 | 83% |
| 3 yrs. | -- | |
| 5 yrs. | -- | |
| 10 yrs. | -- |
Morningstar Ratings™ as of 01/31/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 269 | |
| 3 yrs. | 269 | |
| 5 yrs. | 245 |
Distributions
| Record/Ex dividend date | 02/18/21 |
|---|---|
| Payable date | 02/22/21 |
| 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 04.0000 02/01/2051 | 1.85% |
|---|---|
| Stacr 2019-Hqa2 B2 11.3800 04/25/2049 | 1.37% |
| Gnma Gii30 Tba 04.0000 02/01/2051 | 1.23% |
| Fahb 2020-Hb1 M4 P/P 144a 04.0477 02/25/2030 | 1.01% |
| Fnr 2020-76 Gi Io 04.0000 11/25/2050 | 0.98% |
| Stacr 2015-Dna2 B 07.6800 12/25/2027 | 0.88% |
| Gnr 2020-H04 Ai Io 02.7236 02/20/2070 | 0.81% |
| Gnr 2020-7 Sk Io 05.9191 01/20/2050 | 0.81% |
| Fnr 2019-75 Ks Io 05.8520 11/25/2049 | 0.77% |
| Gnr 2019-158 As Io 06.0211 09/16/2043 | 0.77% |
| Top 10 holdings, percent of portfolio | 10.48% |
| 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 | |
| Top 10 holdings as of 12/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 01/01/2051 | |
| Stacr 2019-Hqa2 B2 11.3980 04/25/2049 | |
| Gnma Gii30 Tba 04.0000 01/01/2051 | |
| Fnma Fn30 Tba Umbs 01.5000 01/01/2051 | |
| 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 07.6980 12/25/2027 | |
| Gnr 2020-7 Sk Io 05.8984 01/20/2050 | |
| Gnr 2020-H04 Ai Io 02.9094 02/20/2070 | |
| Gnr 2019-158 As Io 05.9969 09/16/2043 | |
| Holdings represent 10.97% of portfolio | |
| Top 10 holdings as of 11/30/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 01.5000 12/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 01/01/2051 | |
| Gnma Gii30 Tba 04.0000 12/01/2050 | |
| Stacr 2019-Hqa2 B2 11.4001 04/25/2049 | |
| Stacr 2018-Dna2 M2 02.3001 12/25/2030 | |
| Stacr 2015-Dna2 B 07.7001 12/25/2027 | |
| Fahb 2020-Hb1 M4 P/P 144a 04.0477 02/25/2030 | |
| Gnr 2020-H04 Ai Io 03.0582 02/20/2070 | |
| Gnr 2020-7 Sk Io 05.9035 01/20/2050 | |
| Gnr 2019-158 As Io 06.0091 09/16/2043 | |
| Holdings represent 25.42% of portfolio | |
| Top 10 holdings as of 10/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 01.5000 12/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 11/01/2050 | |
| Gnma Gii30 Tba 04.0000 11/01/2050 | |
| Stacr 2019-Hqa2 B2 11.3993 04/25/2049 | |
| Stacr 2018-Dna2 M2 02.2993 12/25/2030 | |
| Gnr 2020-H04 Ai Io 03.1964 02/20/2070 | |
| Fahb 2020-Hb1 M4 P/P 144a 04.0477 02/25/2030 | |
| Gnr 2020-7 Sk Io 05.8986 01/20/2050 | |
| Gnr 2019-158 As Io 06.0043 09/16/2043 | |
| Stacr 2015-Dna2 B 07.6993 12/25/2027 | |
| Holdings represent 18.45% of portfolio | |
| 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% |
| TREASURY BILL 00.0000 02/09/2021 | 3.24% |
|---|---|
| TREASURY BILL 00.0000 01/19/2021 | 2.55% |
| TREASURY BILL 00.0000 02/23/2021 | 2.08% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2051 | 1.86% |
| TREASURY BILL 00.0000 02/16/2021 | 1.68% |
| STACR 2019-HQA2 B2 11.3980 04/25/2049 | 1.38% |
| TREASURY BILL 00.0000 03/18/2021 | 1.32% |
| GNMA GII30 TBA 04.0000 01/01/2051 | 1.23% |
| TREASURY BILL 00.0000 03/25/2021 | 1.22% |
| FNMA FN30 TBA UMBS 01.5000 01/01/2051 | 1.17% |
| TREASURY BILL 00.0000 01/26/2021 | 1.16% |
| FAHB 2020-HB1 M4 P/P 144A 04.0477 02/25/2030 | 1.02% |
| FNR 2020-76 GI IO 04.0000 11/25/2050 | 0.93% |
| STACR 2015-DNA2 B 07.6980 12/25/2027 | 0.89% |
| GNR 2020-7 SK IO 05.8984 01/20/2050 | 0.83% |
| GNR 2020-H04 AI IO 02.9094 02/20/2070 | 0.82% |
| GNR 2019-158 AS IO 05.9969 09/16/2043 | 0.78% |
| FNR 2019-75 KS IO 05.8520 11/25/2049 | 0.78% |
| OPTN FN30 2.5 01/07/21 CALL 104.5 JPMC | 0.77% |
| FNR 2011-126 SJ IO 05.8520 12/25/2041 | 0.76% |
| GNR 2019-83 JS IO 05.9484 07/20/2049 | 0.76% |
| FNR 2016-54 SD IO 05.8520 08/25/2046 | 0.73% |
| CAS 2017-C07 2M2 02.6480 05/25/2030 | 0.72% |
| GNR 2019-121 SD IO 05.8484 10/20/2049 | 0.69% |
| CCMFC 2006-4A A2 00.3280 11/25/2047 | 0.67% |
| FNMA FN30 TBA UMBS 05.0000 01/01/2051 | 0.64% |
| SHRP 2020-1 NOTE 03.1065 07/25/2024 | 0.63% |
| CAS 2015-C04 1M2 05.8480 04/25/2028 | 0.63% |
| MCAS 2020-01 M10 P/P 144A 03.8980 03/25/2050 | 0.62% |
| GNR 2019-H03 AI IO 02.7245 11/20/2068 | 0.61% |
| FNMA FN30 TBA UMBS 03.0000 01/01/2051 | 0.61% |
| STACR 2018-HQA2 B1 04.3980 10/25/2048 | 0.59% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.59% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.58% |
| CAS 2016-C03 2B 12.8980 10/25/2028 | 0.58% |
| CAS 2017-C04 2B1 05.1980 11/25/2029 | 0.58% |
| FHR 4752 PS IO 06.0414 11/15/2047 | 0.56% |
| AHM 2007-1 GA1C 00.3380 05/25/2047 | 0.56% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.56% |
| FNR 2019-18 SH IO 06.0020 05/25/2049 | 0.54% |
| FNR 2019-18 SL IO 05.9520 05/25/2049 | 0.54% |
| GNR 2019-78 SM IO 05.9484 06/20/2049 | 0.53% |
| FNR 2019-66 SC IO 05.8520 11/25/2049 | 0.53% |
| SWPTN 3MX10Y P 0.964 USD 03/18/2021 JP | 0.53% |
| GNR 2014-131 BS IO 06.0469 09/16/2044 | 0.52% |
| GNR 2018-H01 AI IO 01.8048 01/20/2068 | 0.50% |
| STACR 2020-DNA3 B2 09.4980 06/25/2050 | 0.50% |
| GNR 2019-137 GI IO 04.0000 11/20/2049 | 0.50% |
| RMIR 2020-1 B1 P/P 144A 03.1480 02/25/2030 | 0.49% |
| GNR 2020-98 ES IO 06.0484 07/20/2050 | 0.48% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.48% |
| SPST 2020-2 A 00.9780 03/26/2021 | 0.48% |
| GNR 2015-182 IC IO 04.5000 12/20/2045 | 0.47% |
| STACR 2017-DNA1 B1 05.0980 07/25/2029 | 0.46% |
| TREASURY BILL 00.0000 01/05/2021 | 0.46% |
| FNR 2016-85 SL IO 05.9520 11/25/2046 | 0.46% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.46% |
| STACR 2018-DNA3 B2 07.8980 09/25/2048 | 0.46% |
| 0.564 R ISWP US0003M P 09/08/2030 | 0.46% |
| MRAIT 2020-2 A2 | 0.46% |
| CAS 2017-C06 2B1 04.5980 02/25/2030 | 0.45% |
| MRAIT 2020-12 A1X 07/15/2021 | 0.44% |
| STACR 2019-DNA2 B2 10.6480 03/25/2049 | 0.43% |
| JPMBB 2014-C18 D P/P 144A 04.7942 02/15/2047 | 0.43% |
| FNR 2019-26 SM IO 05.9020 06/25/2049 | 0.43% |
| GNR 2014-3 SM IO 05.9484 01/20/2044 | 0.43% |
| MSBAM 2012-C6 G P/P 144A 04.5000 11/15/2045 | 0.41% |
| GNR 2017-H05 CI IO 03.7299 02/20/2067 | 0.41% |
| COMM 2014-CR17 E P/P 144A 04.8470 05/10/2047 | 0.41% |
| MWST 2019-1 A 00.9480 06/25/2052 | 0.41% |
| TMIR 2019-1 B1 P/P 144A 04.2980 11/26/2029 | 0.41% |
| SPST 2020-6 A 01.8933 09/07/2021 | 0.40% |
| SPST 2020-WL1 A 01.2980 06/25/2051 | 0.40% |
| GNR 2014-27 S IO 05.9484 02/20/2044 | 0.39% |
| COMM 2012-CR4 B P/P 144A 03.7030 10/15/2045 | 0.39% |
| COMM 2014-CR19 D P/P 144A 04.7108 08/10/2047 | 0.39% |
| GNR 2019-143 HS IO 05.8984 09/20/2049 | 0.38% |
| GNR 2019-H15 CI IO 01.5560 07/20/2069 | 0.38% |
| FNR 2019-17 JS IO 05.9520 04/25/2049 | 0.37% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.37% |
| MSBAM 2016-C29 C 04.7457 05/15/2049 | 0.37% |
| GNR 2013-9 S IO 06.5984 01/20/2043 | 0.37% |
| JPMCC 2012-CBX B 04.9223 06/15/2045 | 0.36% |
| SPST 2020-13 A 01.6433 10/10/2021 | 0.36% |
| SPST 2020-15 A 01.5133 12/10/2021 | 0.36% |
| STACR 2019-DNA3 B2 08.2980 07/25/2049 | 0.35% |
| FNR 2016-78 CS IO 05.9520 05/25/2039 | 0.34% |
| BACM 2016-UB10 D P/P 144A 03.0000 07/15/2049 | 0.34% |
| JPMCC 2013-LC11 D 04.1670 04/15/2046 | 0.33% |
| GSMS 2013-GC13 D P/P 144A 04.0836 07/10/2046 | 0.32% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.32% |
| WFRBS 2013-C15 D P/P 144A 04.4900 08/15/2046 | 0.32% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.32% |
| GNR 2017-H21 AI IO 02.8120 10/20/2067 | 0.32% |
| CAS 2017-C03 1M2 03.1480 10/25/2029 | 0.31% |
| GNR 2019-35 SE IO 05.9969 01/16/2044 | 0.31% |
| GSAA 2006-1 A1 00.3280 01/25/2036 | 0.31% |
| CAS 2017-C06 2M2 02.9480 02/25/2030 | 0.31% |
| FHR 4808 SD IO 06.0414 07/15/2048 | 0.31% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.31% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.31% |
| STACR 2019-DNA1 M2 02.7980 01/25/2049 | 0.30% |
| GNR 2014-188 IB IO 04.0000 12/20/2044 | 0.30% |
| DBUBS 2011-LC2A D P/P 144A 05.4874 07/10/2044 | 0.29% |
| GNR 2018-H02 HI IO 01.7811 01/20/2068 | 0.29% |
| FNR 2018-36 SD IO 06.1020 06/25/2048 | 0.29% |
| GNR 2020-112 MS IO 06.1484 08/20/2050 | 0.28% |
| JPMBB 2013-C12 C 04.0993 07/15/2045 | 0.28% |
| 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.27% |
| GNR 2018-H07 IE IO 02.3824 02/20/2068 | 0.27% |
| CAS 2017-C06 1M2 02.7980 02/25/2030 | 0.27% |
| GNR 2017-H20 GI IO 02.7595 09/20/2067 | 0.27% |
| GNR 2017-H04 BI IO 02.3369 02/20/2067 | 0.27% |
| BALTA 2005-8 21A1 02.9508 10/25/2035 | 0.27% |
| FHR 3346 SC IO 06.3914 10/15/2033 | 0.27% |
| ARRW 2020-1 M1 04.2770 03/25/2055 | 0.27% |
| COMM 2014-CR16 C 04.9281 04/10/2047 | 0.27% |
| MSBAM 2013-C12 E P/P 144A 04.7629 10/15/2046 | 0.26% |
| 0.724 R ISWP US0003M P 11/04/2030 | 0.26% |
| MSBAM 2015-C23 D P/P 144A 04.1446 07/15/2050 | 0.26% |
| JPMBB 2013-C12 E P/P 144A 04.0993 07/15/2045 | 0.25% |
| COMM 2014-CR17 D P/P 144A 04.8470 05/10/2047 | 0.25% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.25% |
| CGCMT 2012-GC8 C P/P 144A 04.8804 09/10/2045 | 0.25% |
| FHR 4926 SP IO 05.8520 08/25/2049 | 0.25% |
| WFRBS 2012-C9 E P/P 144A 04.8105 11/15/2045 | 0.24% |
| COMM 2014-UBS3 D P/P 144A 04.7683 06/10/2047 | 0.24% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.24% |
| GSMS 2014-GC24 D P/P 144A 04.5315 09/10/2047 | 0.24% |
| GSR 2007-OA1 2A3A 00.4580 05/25/2037 | 0.24% |
| 0.717 R ISWP FWD US0003M P 10/07/2030 | 0.24% |
| GNR 2017-H11 NI IO 02.3586 05/20/2067 | 0.24% |
| GNR 2018-72 IC IO 04.0000 05/20/2045 | 0.24% |
| MSBAM 2013-C10 F P/P 144A 04.0816 07/15/2046 | 0.24% |
| BALTA 2006-6 1A1 00.4680 11/25/2036 | 0.23% |
| CSMC 2020-SPT1 M1 03.8500 04/25/2065 | 0.23% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.23% |
| SCRT 2017-3 M2 04.7500 07/25/2056 | 0.23% |
| GNR 2017-H10 MI IO 02.1534 04/20/2067 | 0.23% |
| GSMS 2013-GC10 D P/P 144A 04.4021 02/10/2046 | 0.23% |
| UBSCM 2012-C1 D P/P 144A 05.5689 05/10/2045 | 0.23% |
| WFCM 2016-BNK1 C 03.0710 08/15/2049 | 0.22% |
| MSC 2011-C3 G P/P 144A 05.2443 07/15/2049 | 0.22% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.22% |
| GNR 2017-H22 DI IO 02.3872 11/20/2067 | 0.22% |
| CSAIL 2018-C14 D P/P 144A 04.8907 11/15/2051 | 0.22% |
| EMIR 2020-1 B1 02.9980 01/25/2030 | 0.22% |
| GSMS 2014-GC20 C 04.9624 04/10/2047 | 0.22% |
| FHR 4789 AS IO 06.0414 05/15/2048 | 0.22% |
| DBUBS 2011-LC1A C P/P 144A 05.5649 11/10/2046 | 0.21% |
| BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.21% |
| GNR 2014-H08 CI IO 01.4695 03/20/2064 | 0.21% |
| CMLTI 2007-AR5 1A1A 03.4611 04/25/2037 | 0.21% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.21% |
| GNR 2009-121 DI IO 04.5000 12/16/2039 | 0.21% |
| JPMCC 2011-C3 D P/P 144A 05.6961 02/15/2046 | 0.21% |
| GNR 2017-H20 AI IO 02.2394 10/20/2067 | 0.21% |
| MSBAM 2014-C14 D P/P 144A 05.0503 02/15/2047 | 0.21% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.20% |
| GNR 2014-H23 BI IO 01.5655 11/20/2064 | 0.20% |
| BBCMS 2019-C4 E P/P 144A 03.2500 08/15/2052 | 0.20% |
| MSBAM 2013-C10 E P/P 144A 04.0816 07/15/2046 | 0.20% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.20% |
| GNR 2010-125 SD IO 06.5269 01/16/2040 | 0.20% |
| WFCM 2012-LC5 D P/P 144A 04.7584 10/15/2045 | 0.20% |
| BMARK 2019-B11 D P/P 144A 03.0000 05/15/2052 | 0.20% |
| FNR 2016-83 BS IO 05.9520 11/25/2046 | 0.20% |
| GNR 2013-167 SG IO 05.9984 11/20/2043 | 0.20% |
| JPMCC 2011-C4 C P/P 144A 05.4261 07/15/2046 | 0.20% |
| STACR 2018-HQA2 B2 11.1480 10/25/2048 | 0.20% |
| COMM 2014-UBS4 C 04.6440 08/10/2047 | 0.20% |
| GNR 2019-H09 EI IO 02.8454 04/20/2069 | 0.19% |
| MSRR 2010-R4 4B 00.8910 02/26/2037 | 0.19% |
| MRAFT 2020-4 A1 01.4988 04/23/2023 | 0.18% |
| WFRBS 2012-C7 E P/P 144A 04.8098 06/15/2045 | 0.18% |
| FNR 2010-99 NI IO 06.0000 09/25/2040 | 0.18% |
| COMM 2014-UBS3 C 04.7383 06/10/2047 | 0.18% |
| GNR 2018-H11 JI IO 02.9432 07/20/2068 | 0.18% |
| GNR 2018-H01 IB IO 01.6119 01/20/2068 | 0.18% |
| JPMBB 2014-C22 C 04.5535 09/15/2047 | 0.18% |
| STACR 2020-DNA4 M2 03.8980 08/25/2050 | 0.18% |
| CWALT 2006-OA10 4A1 00.5280 08/25/2046 | 0.18% |
| TREASURY BILL 00.0000 04/08/2021 | 0.17% |
| CAS 2017-C07 2B1 04.5980 05/25/2030 | 0.17% |
| STACR 2019-HQA1 B2 12.3980 02/25/2049 | 0.17% |
| GNR 2016-H27 EI IO 02.9190 12/20/2066 | 0.17% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.17% |
| GNR 2016-H21 AI IO 02.3602 09/20/2066 | 0.17% |
| GNR 2016-H22 IO IO 01.8763 10/20/2066 | 0.17% |
| SAMI 2006-AR7 A1BG 00.2680 08/25/2036 | 0.17% |
| GNR 2018-H02 IM IO 01.6516 02/20/2068 | 0.16% |
| GNR 2018-H11 AI IO 02.9291 02/20/2068 | 0.16% |
| GNR 2015-H01 BI IO 01.5629 01/20/2065 | 0.16% |
| UBSBB 2012-C4 D P/P 144A 04.4698 12/10/2045 | 0.16% |
| JPMCC 2007-CB20 E P/P 144A 06.1687 02/12/2051 | 0.16% |
| GNR 2016-H24 CI IO 01.7002 10/20/2066 | 0.16% |
| STACR 2015-HQA2 B 10.6480 05/25/2028 | 0.16% |
| GNR 2017-H16 CI IO 01.6615 07/20/2067 | 0.16% |
| GNR 2017-H03 DI IO 01.3696 12/20/2066 | 0.16% |
| MRAFT 2020-5 A1 01.1488 08/10/2023 | 0.16% |
| GNR 2017-H02 BI IO 02.1856 01/20/2067 | 0.16% |
| CWALT 2006-OA19 A1 00.3316 02/20/2047 | 0.15% |
| CAS 2016-C06 1B 09.3980 04/25/2029 | 0.15% |
| JPMBB 2013-C14 F P/P 144A 03.5980 08/15/2046 | 0.15% |
| STACR 2016-DNA1 B 10.1501 07/25/2028 | 0.15% |
| WFRBS 2012-C10 D P/P 144A 04.4272 12/15/2045 | 0.15% |
| BALTA 2005-7 21A1 03.0700 09/25/2035 | 0.15% |
| STACR 2017-DNA3 B1 04.5980 03/25/2030 | 0.15% |
| GNR 2017-H14 JI IO 02.2605 06/20/2067 | 0.15% |
| GNR 2013-182 SP IO 06.5484 12/20/2043 | 0.15% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.15% |
| GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.15% |
| FHR 4560 IO IO 05.8163 05/15/2039 | 0.14% |
| GNR 2013-99 AS IO 05.8984 06/20/2043 | 0.14% |
| GNR 2015-H22 HI IO 02.0669 08/20/2065 | 0.14% |
| GNR 2016-150 I IO 05.0000 11/20/2046 | 0.14% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.14% |
| CWALT 2006-OA10 3A1 00.5280 08/25/2046 | 0.14% |
| GNR 2017-H08 EI IO 02.3864 02/20/2067 | 0.14% |
| UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.14% |
| GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 | 0.14% |
| GNR 2014-H06 BI IO 01.4668 02/20/2064 | 0.14% |
| FNR 2019-60 BS IO 05.9020 10/25/2049 | 0.13% |
| GNR 2015-H04 AI IO 02.2667 12/20/2064 | 0.13% |
| GNR 2016-H26 KI IO 02.1402 11/20/2066 | 0.13% |
| FNR 2016-65 CS IO 05.9520 09/25/2046 | 0.13% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.13% |
| GNR 2018-H08 FI IO 01.8176 06/20/2068 | 0.13% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.13% |
| CSAIL 2020-C19 D P/P 144A 02.5000 03/15/2053 | 0.13% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.12% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.12% |
| OPTN FN30 3.0 01/07/21 CALL 104.53125 JPMC | 0.12% |
| BALTA 2005-10 11A1 00.6480 01/25/2036 | 0.12% |
| GSAA 2005-15 2A2 00.6480 01/25/2036 | 0.12% |
| MSC 2012-C4 D P/P 144A 05.4185 03/15/2045 | 0.12% |
| CAS 2019-R05 1M2 02.1480 07/25/2039 | 0.12% |
| GNR 2014-95 JI IO 04.5000 12/16/2039 | 0.12% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.12% |
| GNR 2018-H05 BI IO 01.9637 02/20/2068 | 0.12% |
| CMLTI 2007-AMC3 A2D 00.4980 03/25/2037 | 0.12% |
| GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.12% |
| FHR 4451 CI IO 07.0000 03/15/2045 | 0.12% |
| GNR 2011-148 SN IO 06.5369 11/16/2041 | 0.12% |
| GNR 2017-H16 KI IO 01.4689 08/20/2067 | 0.12% |
| TREASURY BILL 00.0000 04/15/2021 | 0.12% |
| MSC 2012-C4 E P/P 144A 05.4185 03/15/2045 | 0.11% |
| WFCM 2013-LC12 D P/P 144A 04.2746 07/15/2046 | 0.11% |
| GNR 2016-H18 QI IO 02.9372 06/20/2066 | 0.11% |
| GNR 2016-164 IO IO 06.5000 12/20/2046 | 0.11% |
| MWST 2020-1 A 01.0480 10/25/2053 | 0.11% |
| GNR 2017-H14 EI IO 01.7641 06/20/2067 | 0.10% |
| STACR 2019-DNA1 B2 10.8980 01/25/2049 | 0.10% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.10% |
| GNR 2016-H17 DI IO 02.4665 07/20/2066 | 0.10% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.10% |
| COMM 2012-CR3 E P/P 144A 04.7503 10/15/2045 | 0.10% |
| GNR 2018-91 SJ IO 06.0984 07/20/2048 | 0.10% |
| FNR 2018-1 JI IO 05.0000 02/25/2048 | 0.10% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.10% |
| GNR 2017-H13 QI IO 02.3157 06/20/2067 | 0.10% |
| HVMLT 2004-11 1A 00.8516 01/19/2035 | 0.10% |
| OMIR 2019-1A B1B 04.4980 07/25/2029 | 0.10% |
| STACR 2019-DNA2 M2 02.5980 03/25/2049 | 0.10% |
| FHS 324 C21 IO 06.0000 06/15/2039 | 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% |
| GNR 2012-H11 FI IO 01.2158 02/20/2062 | 0.09% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.09% |
| FNR 2012-132 PI IO 05.0000 10/25/2042 | 0.09% |
| GNR 2012-H29 CI IO 01.4055 02/20/2062 | 0.09% |
| GNR 2017-H20 DI IO 02.2051 10/20/2067 | 0.09% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.09% |
| GNR 2017-H18 DI IO 02.4906 09/20/2067 | 0.09% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.08% |
| GNR 2017-H06 MI IO 02.1282 02/20/2067 | 0.08% |
| CAS 2018-C01 1M2 02.3980 07/25/2030 | 0.08% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.08% |
| OMIR 2019-1A B1A 03.6480 07/25/2029 | 0.08% |
| GNR 2015-H29 HI IO 02.1041 09/20/2065 | 0.08% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.08% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.08% |
| CWALT 2005-51 3A3A 00.7838 11/20/2035 | 0.08% |
| FNR 2011-134 SP IO 05.8520 02/25/2041 | 0.08% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.08% |
| GNR 2017-H09 DI IO 01.9054 03/20/2067 | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.08% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.08% |
| SWPTN 5WX10Y R 0.949 USD 01/04/2021 CI | 0.07% |
| GNR 2012-103 CI IO 03.5000 08/16/2042 | 0.07% |
| GNR 2014-58 SA IO 05.9484 04/20/2044 | 0.07% |
| FNR 2017-48 LI IO 04.0000 05/25/2047 | 0.07% |
| GNR 2015-165 IC IO 03.5000 07/16/2041 | 0.07% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.07% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.07% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.07% |
| GNR 2020-15 CS IO 05.8984 02/20/2050 | 0.07% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.07% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.07% |
| FNR 2013-90 SD IO 06.4520 09/25/2043 | 0.07% |
| GNR 2018-77 IO IO 05.0000 06/20/2048 | 0.07% |
| GNR 2017-H03 AI IO 01.2901 12/20/2066 | 0.07% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.07% |
| GNR 2016-H06 AI IO 03.2313 02/20/2066 | 0.07% |
| BSCMS 2007-T28 D P/P 144A 05.5336 09/11/2042 | 0.07% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.07% |
| GNR 2013-6 AI IO 03.5000 08/20/2039 | 0.07% |
| GNR 2015-40 KI IO 04.0000 07/20/2044 | 0.06% |
| GNR 2017-H20 HI IO 02.1789 10/20/2067 | 0.06% |
| MWST 2020-2 A 00.9531 11/25/2053 | 0.06% |
| CWALT 2006-OA10 2A1 00.5280 08/25/2046 | 0.06% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.06% |
| JPMCC 2012-C6 E P/P 144A 05.1519 05/15/2045 | 0.06% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.06% |
| GNR 2017-H08 DI IO 02.7100 02/20/2067 | 0.06% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.06% |
| GNR 2014-H25 BI IO 01.6925 12/20/2064 | 0.06% |
| CAS 2016-C03 1B 11.8980 10/25/2028 | 0.06% |
| WAMU 2004-AR12 A2B 01.0680 10/25/2044 | 0.06% |
| GNR 2017-H06 BI IO 02.1858 02/20/2067 | 0.06% |
| GNR 2017-H22 EI IO 03.0306 10/20/2067 | 0.06% |
| FHR 3981 WS IO 06.3914 05/15/2041 | 0.06% |
| GNR 2017-H19 MI IO 02.0596 04/20/2067 | 0.06% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.06% |
| SAMI 2006-AR7 A1A 00.3580 08/25/2036 | 0.06% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.06% |
| 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.06% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.06% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.05% |
| CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.05% |
| GNR 2011-135 DI IO 05.0000 04/16/2040 | 0.05% |
| GNR 2017-130 IB IO 04.0000 08/20/2047 | 0.05% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.05% |
| CWALT 2006-OA10 1A1 01.5694 08/25/2046 | 0.05% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.05% |
| GNR 2010-H20 IF IO 01.4468 10/20/2060 | 0.05% |
| GNR 2012-H10 AI IO 01.1926 12/20/2061 | 0.05% |
| GNR 2017-123 IO IO 05.0000 08/16/2047 | 0.05% |
| GNR 2017-99 AI IO 04.0000 01/20/2047 | 0.05% |
| JPALT 2007-A2 12A1 00.3480 06/25/2037 | 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% |
| 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 2017-68 IL IO 04.0000 08/20/2044 | 0.05% |
| WFRBS 2012-C7 D P/P 144A 04.8098 06/15/2045 | 0.05% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.05% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.05% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.05% |
| MSBAM 2013-C11 D P/P 144A 04.3521 08/15/2046 | 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% |
| FNR 2012-90 DI IO 04.0000 03/25/2042 | 0.05% |
| WAMU 2005-AR13 A1C4 01.0080 10/25/2045 | 0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% |
| FHR 4134 PI IO 03.0000 11/15/2042 | 0.04% |
| FHR 3984 DS IO 05.7914 01/15/2042 | 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% |
| BSMF 2006-AR2 2A1 00.3780 09/25/2046 | 0.04% |
| CAS 2016-C02 1B 12.3980 09/25/2028 | 0.04% |
| GSMS 2010-C1 D P/P 144A 05.9819 08/10/2043 | 0.04% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.04% |
| GNR 2017-H03 EI IO 02.2290 01/20/2067 | 0.04% |
| JPMCC 2011-C3 E P/P 144A 05.6961 02/15/2046 | 0.04% |
| OPTN FN30 3.5 01/07/21 CALL 105.5625 JPMC | 0.04% |
| GNR 2016-49 IO IO 04.5000 11/16/2045 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.04% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.04% |
| GNR 2016-H27 BI IO 01.8584 12/20/2066 | 0.04% |
| STACR 2018-HQA2 M2 02.4480 10/25/2048 | 0.04% |
| FNR 2018-15 PI IO 04.0000 10/25/2047 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.04% |
| FHR 3747 SA IO 06.3414 10/15/2040 | 0.04% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.04% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.04% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% |
| GNR 2011-H15 AI IO 01.5378 06/20/2061 | 0.04% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.03% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 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 MS | 0.03% |
| FNR 2011-101 SA IO 05.7520 10/25/2041 | 0.03% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.03% |
| GNR 2017-H16 JI IO 02.7771 08/20/2067 | 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 BP7627 03.5000 11/20/2049 | 0.03% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.03% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.03% |
| GNR 2013-H15 CI IO 01.7570 07/20/2063 | 0.03% |
| CAS 2016-C05 2B 10.8980 01/25/2029 | 0.03% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.03% |
| GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.03% |
| OPTN FN30 2.0 02/04/21 CALL 103.34375 JPMC | 0.03% |
| GNR 2017-H06 DI IO 01.7861 02/20/2067 | 0.03% |
| FNR 2012-103 SD IO 05.9020 09/25/2042 | 0.03% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.03% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.03% |
| FNR 2015-73 PI IO 03.5000 10/25/2045 | 0.03% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.03% |
| FNR 2016-102 JI IO 03.5000 02/25/2046 | 0.03% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| FHR 4386 IL IO 04.0000 12/15/2043 | 0.03% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.03% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.03% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.03% |
| GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.03% |
| GNR 2016-29 IO IO 04.0000 02/16/2046 | 0.03% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.02% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.02% |
| FHR 4604 QI IO 03.5000 07/15/2046 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNR 2011-H16 FI IO 01.0307 07/20/2061 | 0.02% |
| GNR 2017-H08 NI IO 02.2436 03/20/2067 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| GNR 2019-78 SJ IO 05.8984 06/20/2049 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.02% |
| GNR 2014-161 HI IO 04.5000 06/20/2044 | 0.02% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% |
| CWHL 2006-OA5 2A1 00.5480 04/25/2046 | 0.02% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.02% |
| FNR 2012-49 QI IO 04.5000 12/25/2040 | 0.02% |
| GNR 2017-H09 IO IO 02.1855 04/20/2067 | 0.02% |
| GNR 2019-H14 IB IO 02.8429 08/20/2069 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 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% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 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 05.8033 02/15/2041 | 0.02% |
| GNR 2019-99 KS IO 05.8984 08/20/2049 | 0.02% |
| SAMI 2007-AR1 2A1 00.3280 01/25/2037 | 0.02% |
| CAS 2016-C01 1B 11.8980 08/25/2028 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 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 2016-H24 IO IO 02.1464 09/20/2066 | 0.02% |
| FHR 4568 MI IO 04.0000 04/15/2046 | 0.02% |
| GNR 2016-77 SL IO 05.9984 03/20/2043 | 0.02% |
| GNR 2017-H11 DI IO 01.9254 05/20/2067 | 0.02% |
| GSAA 2006-8 2A2 00.5080 05/25/2036 | 0.02% |
| INDX 2006-AR11 2A1 03.5219 06/25/2036 | 0.02% |
| CAS 2016-C05 2M2 04.5980 01/25/2029 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| GNR 2017-H14 DI IO 01.7128 06/20/2067 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.02% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.02% |
| FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.02% |
| GNR 2012-H29 AI IO 01.4080 10/20/2062 | 0.02% |
| GNR 2012-H29 FI IO 01.4080 10/20/2062 | 0.02% |
| CWALT 2006-OA7 1A2 01.5494 06/25/2046 | 0.02% |
| FNR 2012-36 SN IO 06.3020 04/25/2042 | 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% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| FNR 2010-35 SG IO 06.2520 04/25/2040 | 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 2017-120 IJ IO 04.0000 04/20/2047 | 0.01% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.01% |
| GNR 2017-H03 HI IO 01.5673 01/20/2067 | 0.01% |
| JPMCC 2012-C6 G P/P 144A 02.9720 05/15/2045 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FHR 3852 SC IO 06.4914 04/15/2040 | 0.01% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.01% |
| FHR 4076 MS IO 06.5414 07/15/2040 | 0.01% |
| FNR 2017-78 KI IO 03.5000 10/25/2047 | 0.01% |
| GNR 2015-H13 AI IO 02.6329 06/20/2065 | 0.01% |
| UBSBB 2012-C2 E P/P 144A 04.8879 05/10/2063 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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 01.6592 07/20/2065 | 0.01% |
| GNR 2016-H23 NI IO 02.3708 10/20/2066 | 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-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% |
| FHR 4403 CI IO 04.0000 10/15/2044 | 0.01% |
| FHR 4601 PI IO 04.5000 12/15/2045 | 0.01% |
| FNR 2016-24 CI IO 04.0000 02/25/2046 | 0.01% |
| GNR 2015-106 CI IO 04.0000 05/20/2045 | 0.01% |
| GNR 2016-H25 GI IO 01.4908 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 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 2016-3 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 2012-H06 AI IO 01.3390 01/20/2062 | 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 02.8354 01/20/2065 | 0.01% |
| GNR 2016-37 IW IO 04.5000 02/20/2046 | 0.01% |
| GNR 2017-17 EI IO 04.0000 09/20/2044 | 0.01% |
| MHL 2005-3 M4 01.0930 08/25/2035 | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 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 4033 SC IO 06.3914 10/15/2036 | 0.01% |
| FHR 4386 LI IO 04.0000 02/15/2043 | 0.01% |
| FNR 2011-4 CS 12.6040 05/25/2040 | 0.01% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.01% |
| GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.01% |
| SWPTN 1MX5Y P 0.43 USD 01/11/2021 GS | 0.01% |
| SWPTN 5WX10Y P 0.949 USD 01/04/2021 CI | 0.01% |
| FHR 4550 AI IO 03.0000 10/15/2040 | 0.01% |
| FHR 4694 GI IO 04.0000 02/15/2043 | 0.01% |
| FNR 2010-140 GS IO 05.8520 07/25/2039 | 0.01% |
| GNR 2012-H23 WI IO 01.5492 10/20/2062 | 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 01.9590 06/20/2065 | 0.01% |
| GNR 2015-H25 AI IO 01.6175 09/20/2065 | 0.01% |
| GNR 2016-H02 HI IO 02.9195 01/20/2066 | 0.01% |
| GNR 2017-141 ID IO 03.5000 07/20/2047 | 0.01% |
| SWPTN 1MX5Y R 0.43 USD 01/11/2021 GS | 0.01% |
| FHR 3829 AS IO 06.7914 03/15/2041 | 0.01% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.01% |
| GNR 2010-H19 BI IO 01.4542 08/20/2060 | 0.01% |
| GNR 2011-156 SK IO 06.4484 04/20/2038 | 0.01% |
| GNR 2013-H24 AI IO 01.4285 09/20/2063 | 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 2015-162 BI IO 04.0000 11/20/2040 | 0.01% |
| GNR 2015-96 NI IO 03.5000 01/20/2039 | 0.01% |
| GNR 2015-H10 HI IO 03.1024 04/20/2065 | 0.01% |
| GNR 2015-H20 CI IO 02.1982 08/20/2065 | 0.01% |
| GNR 2015-H26 EI IO 01.7238 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 06.5669 02/10/2051 | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| FHR 4530 TI IO 04.0000 11/15/2045 | 0.01% |
| FNR 2013-57 IQ IO 03.0000 06/25/2041 | 0.01% |
| GNR 2010-H22 CI IO 02.3713 10/20/2060 | 0.01% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.01% |
| GNR 2014-H08 BI IO 01.4565 04/20/2064 | 0.01% |
| GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.01% |
| GNR 2015-H10 CI IO 01.8054 04/20/2065 | 0.01% |
| GNR 2015-H14 BI IO 01.5605 05/20/2065 | 0.01% |
| GNR 2015-H20 AI IO 01.8300 08/20/2065 | 0.01% |
| GNR 2015-H23 DI IO 01.8548 09/20/2065 | 0.01% |
| GNR 2015-H25 BI IO 01.9420 10/20/2065 | 0.01% |
| GNR 2015-H25 EI IO 01.8597 10/20/2065 | 0.01% |
| GNR 2015-H26 DI IO 01.8842 10/20/2065 | 0.01% |
| GNR 2016-69 IO IO 04.0000 05/20/2046 | 0.01% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.01% |
| GNR 2016-77 SC IO 05.9484 10/20/2045 | 0.01% |
| 1.4375 R ISWP US0003M P 01/04/2051 | 0.00% |
| 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 MS | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.00% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.00% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.00% |
| FHR 4560 PI IO 03.5000 05/15/2045 | 0.00% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.00% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.00% |
| GNR 2014-139 NI IO 03.5000 08/20/2028 | 0.00% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.00% |
| GNR 2015-H24 BI IO 01.6113 08/20/2065 | 0.00% |
| GNR 2015-H25 CI IO 01.9077 10/20/2065 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| FHR 4267 CS IO 05.8914 05/15/2039 | 0.00% |
| FHR 4299 JI IO 04.0000 07/15/2043 | 0.00% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2011-H07 FI IO 01.2383 02/20/2061 | 0.00% |
| GNR 2013-182 SY IO 05.9484 12/20/2043 | 0.00% |
| GNR 2013-H14 XI IO 01.6323 03/20/2063 | 0.00% |
| GNR 2014-60 SE IO 05.9484 04/20/2044 | 0.00% |
| GNR 2014-H13 BI IO 01.5500 05/20/2064 | 0.00% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.00% |
| GNR 2015-H16 XI IO 02.4638 07/20/2065 | 0.00% |
| GNR 2015-H22 EI IO 01.6106 08/20/2065 | 0.00% |
| GNR 2015-H23 BI IO 01.7545 09/20/2065 | 0.00% |
| GNR 2015-H24 HI IO 02.0447 09/20/2065 | 0.00% |
| GNR 2016-H08 GI IO 01.4302 04/20/2066 | 0.00% |
| GNR 2017-H06 EI IO 01.5890 02/20/2067 | 0.00% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.00% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 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 4413 HI IO 03.5000 03/15/2040 | 0.00% |
| FHR 4462 PI IO 04.0000 04/15/2045 | 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 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-H08 GI IO 01.2588 03/20/2061 | 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-H09 AI IO 01.4243 01/20/2064 | 0.00% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 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 01.8339 06/20/2065 | 0.00% |
| GNR 2015-H26 GI IO 01.8020 10/20/2065 | 0.00% |
| GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.00% |
| GNR 2016-H04 KI IO 02.8081 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 06.5414 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 4580 ID IO 03.5000 08/15/2045 | 0.00% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.00% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.00% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.00% |
| GNR 2010-134 ES IO 05.8484 11/20/2039 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2011-22 PS IO 05.8484 07/20/2040 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.00% |
| GNR 2015-H09 BI IO 01.6887 03/20/2065 | 0.00% |
| GNR 2017-6 DI IO 03.5000 01/20/2044 | 0.00% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| FHR 4000 LI IO 04.0000 02/15/2042 | 0.00% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.00% |
| FHR 4663 KI IO 03.5000 11/15/2042 | 0.00% |
| FNR 2013-41 SP IO 06.0520 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 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 00.5197 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% |
| 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 05.8914 08/15/2038 | 0.00% |
| FHR 4501 BI IO 03.5000 10/15/2043 | 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 2012-86 CS IO 05.9520 04/25/2039 | 0.00% |
| FNR 2012-90 EI IO 03.5000 02/25/2039 | 0.00% |
| FNR 2014-95 TI IO 04.0000 05/25/2039 | 0.00% |
| GNR 2010-167 SG IO 06.3469 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% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -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% |
| OPTN FN30 3.5 01/07/21 PUT 105.5625 JPMC | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.00% |
| OPTN FN30 3.0 01/07/21 PUT 104.53125 JPMC | -0.00% |
| 0.41 R ISWP US0003M P 10/13/2025 | -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% |
| 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% |
| 0.35 R ISWP FWD US0003M P 07/06/2025 | -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% |
| OPTN FN30 2.5 01/07/21 PUT 104.5 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% |
| 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.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| OPTN FN30 2.0 02/04/21 PUT 103.34375 JPMC | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | -0.02% |
| 0.471 R ISWP US0003M P 11/16/2025 | -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 | -0.03% |
| 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% |
| 0.30 R ISWP US0003M P 07/14/2025 | -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% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% |
| CMB CMBX.NA.BBB-.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 ML | -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 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -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 ML | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.09% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.09% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.09% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.09% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.10% |
| 0.90 R ISWP FWD US0003M P 03/17/2031 | -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% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.17% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.21% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.23% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.24% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.26% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.27% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.27% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.34% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.37% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.37% |
| 0.556 R ISWP US0003M P 08/05/2030 | -0.45% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.46% |
| SWPTN 3MX10Y R 0.964 USD 03/18/2021 JP | -0.60% |
| GNMA GII30 TBA 03.5000 01/01/2051 | -0.61% |
| 1.25 R ISWP FWD US0003M P 03/17/2051 | -0.82% |
| FNMA FN30 TBA UMBS 02.0000 01/01/2051 | -1.20% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -3.93% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -6.06% |
| US 2YR NOTE (CBT) MAR21 TUH1 | -262.77% |
| FNMA FN30 TBA UMBS 01.5000 12/01/2050 | 16.38% |
|---|---|
| CASH MGMT BILL 00.0000 02/09/2021 | 3.24% |
| TREASURY BILL 00.0000 01/19/2021 | 2.54% |
| CASH MGMT BILL 00.0000 02/23/2021 | 2.08% |
| TREASURY BILL 00.0000 12/15/2020 | 1.97% |
| CASH MGMT BILL 00.0000 02/16/2021 | 1.68% |
| TREASURY BILL 00.0000 12/03/2020 | 1.33% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2051 | 1.24% |
| GNMA GII30 TBA 04.0000 12/01/2050 | 1.23% |
| STACR 2019-HQA2 B2 11.4001 04/25/2049 | 1.18% |
| TREASURY BILL 00.0000 01/26/2021 | 1.16% |
| STACR 2018-DNA2 M2 02.3001 12/25/2030 | 1.04% |
| STACR 2015-DNA2 B 07.7001 12/25/2027 | 0.89% |
| FAHB 2020-HB1 M4 P/P 144A 04.0477 02/25/2030 | 0.89% |
| GNR 2020-H04 AI IO 03.0582 02/20/2070 | 0.87% |
| GNR 2020-7 SK IO 05.9035 01/20/2050 | 0.86% |
| GNR 2019-158 AS IO 06.0091 09/16/2043 | 0.80% |
| FNR 2019-75 KS IO 05.8499 11/25/2049 | 0.78% |
| GNR 2019-83 JS IO 05.9535 07/20/2049 | 0.78% |
| FNR 2011-126 SJ IO 05.8499 12/25/2041 | 0.78% |
| SWPTN 3MX10Y P 0.7075 USD 12/18/2020 JP | 0.76% |
| FNR 2016-54 SD IO 05.8499 08/25/2046 | 0.75% |
| CAS 2017-C07 2M2 02.6501 05/25/2030 | 0.72% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.71% |
| GNR 2019-121 SD IO 05.8535 10/20/2049 | 0.69% |
| CCMFC 2006-4A A2 00.3301 11/25/2047 | 0.67% |
| GNR 2019-H03 AI IO 02.8389 11/20/2068 | 0.67% |
| FNMA FN30 TBA UMBS 05.0000 12/01/2050 | 0.64% |
| SHRP 2020-1 NOTE 03.1091 07/25/2024 | 0.63% |
| CAS 2015-C04 1M2 05.8501 04/25/2028 | 0.63% |
| OPTN FN30 2.5 12/07/20 CALL 104.0625 JPMC | 0.63% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.62% |
| FNMA FN30 TBA UMBS 04.0000 12/01/2050 | 0.62% |
| FNMA FN30 TBA UMBS 03.0000 12/01/2050 | 0.60% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.60% |
| MCAS 2020-01 M10 P/P 144A 03.9001 03/25/2050 | 0.58% |
| GNR 2019-78 SM IO 05.9535 06/20/2049 | 0.57% |
| STACR 2018-HQA2 B1 04.4001 10/25/2048 | 0.57% |
| FHR 4752 PS IO 06.0591 11/15/2047 | 0.57% |
| FNR 2019-18 SH IO 05.9999 05/25/2049 | 0.57% |
| CAS 2017-C04 2B1 05.2001 11/25/2029 | 0.56% |
| CAS 2016-C03 2B 12.9001 10/25/2028 | 0.56% |
| AHM 2007-1 GA1C 00.3401 05/25/2047 | 0.56% |
| FNR 2019-18 SL IO 05.9499 05/25/2049 | 0.55% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.55% |
| FNR 2019-66 SC IO 05.8499 11/25/2049 | 0.54% |
| GNR 2014-131 BS IO 06.0591 09/16/2044 | 0.54% |
| TREASURY BILL 00.0000 12/10/2020 | 0.52% |
| GNR 2018-H01 AI IO 02.1789 01/20/2068 | 0.51% |
| GNR 2019-137 GI IO 04.0000 11/20/2049 | 0.51% |
| RMIR 2020-1 B1 P/P 144A 03.1501 02/25/2030 | 0.49% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.48% |
| SPST 2020-2 A 00.9755 03/26/2021 | 0.48% |
| FNR 2016-85 SL IO 05.9499 11/25/2046 | 0.47% |
| GNR 2015-182 IC IO 04.5000 12/20/2045 | 0.47% |
| STACR 2020-DNA3 B2 09.5001 06/25/2050 | 0.47% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.47% |
| STACR 2017-DNA1 B1 05.1001 07/25/2029 | 0.46% |
| TREASURY BILL 00.0000 01/05/2021 | 0.46% |
| MRAIT 2020-2 A2 | 0.45% |
| CAS 2017-C06 2B1 04.6001 02/25/2030 | 0.44% |
| STACR 2019-DNA2 B2 10.6501 03/25/2049 | 0.44% |
| GNR 2014-3 SM IO 05.9535 01/20/2044 | 0.44% |
| FNR 2019-26 SM IO 05.8999 06/25/2049 | 0.44% |
| GNR 2017-H05 CI IO 03.8179 02/20/2067 | 0.44% |
| FNR 2020-76 GI IO 04.0000 11/25/2050 | 0.42% |
| JPMBB 2014-C18 D P/P 144A 04.9705 02/15/2047 | 0.42% |
| MWST 2019-1 A 00.9501 06/25/2052 | 0.41% |
| TMIR 2019-1 B1 P/P 144A 04.3001 11/26/2029 | 0.40% |
| COMM 2014-CR17 E P/P 144A 05.0086 05/10/2047 | 0.40% |
| GNR 2014-27 S IO 05.9535 02/20/2044 | 0.40% |
| GNR 2019-143 HS IO 05.9035 09/20/2049 | 0.40% |
| MSBAM 2012-C6 G P/P 144A 04.5000 11/15/2045 | 0.40% |
| SPST 2020-6 A 01.9001 09/07/2021 | 0.40% |
| SPST 2020-WL1 A 01.3001 06/25/2051 | 0.39% |
| STACR 2018-DNA3 B2 07.9001 09/25/2048 | 0.39% |
| COMM 2012-CR4 B P/P 144A 03.7030 10/15/2045 | 0.38% |
| COMM 2014-CR19 D P/P 144A 04.8679 08/10/2047 | 0.38% |
| GNR 2019-H15 CI IO 01.5544 07/20/2069 | 0.38% |
| FNR 2019-17 JS IO 05.9499 04/25/2049 | 0.38% |
| GNR 2013-9 S IO 06.6035 01/20/2043 | 0.38% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.37% |
| 0.564 R ISWP US0003M P 09/08/2030 | 0.37% |
| MSBAM 2016-C29 C 04.9040 05/15/2049 | 0.37% |
| SPST 2020-13 A 01.6501 10/10/2021 | 0.36% |
| JPMCC 2012-CBX B 05.0813 06/15/2045 | 0.36% |
| SPST 2020-15 A 01.5201 12/10/2021 | 0.36% |
| FNR 2016-78 CS IO 05.9499 05/25/2039 | 0.36% |
| STACR 2019-DNA3 B2 08.3001 07/25/2049 | 0.34% |
| BACM 2016-UB10 D P/P 144A 03.0000 07/15/2049 | 0.34% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.33% |
| GNR 2017-H21 AI IO 02.9262 10/20/2067 | 0.33% |
| MSBAM 2013-C10 F P/P 144A 04.2178 07/15/2046 | 0.32% |
| GSAA 2006-1 A1 00.3301 01/25/2036 | 0.32% |
| JPMCC 2013-LC11 D 04.3060 04/15/2046 | 0.32% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.32% |
| GNR 2019-35 SE IO 06.0091 01/16/2044 | 0.32% |
| OPTN FN30 2.0 01/07/21 CALL 102.59375 JPMC | 0.32% |
| FHR 4808 SD IO 06.0591 07/15/2048 | 0.32% |
| GSMS 2013-GC13 D P/P 144A 04.2200 07/10/2046 | 0.31% |
| CAS 2017-C03 1M2 03.1501 10/25/2029 | 0.31% |
| CAS 2017-C06 2M2 02.9501 02/25/2030 | 0.31% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.31% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.31% |
| MSBAM 2015-C23 D P/P 144A 04.2828 07/15/2050 | 0.31% |
| WFRBS 2013-C15 D P/P 144A 04.6431 08/15/2046 | 0.30% |
| GNR 2018-H02 HI IO 02.2491 01/20/2068 | 0.30% |
| GNR 2014-188 IB IO 04.0000 12/20/2044 | 0.30% |
| STACR 2019-DNA1 M2 02.8001 01/25/2049 | 0.30% |
| FNR 2018-36 SD IO 06.0999 06/25/2048 | 0.29% |
| GNR 2020-112 MS IO 06.1535 08/20/2050 | 0.29% |
| DBUBS 2011-LC2A D P/P 144A 05.6703 07/10/2044 | 0.29% |
| GNR 2017-H20 GI IO 02.8307 09/20/2067 | 0.29% |
| GNR 2017-H04 BI IO 02.3956 02/20/2067 | 0.28% |
| BALTA 2005-8 21A1 02.9656 10/25/2035 | 0.28% |
| JPMBB 2013-C12 C 04.2360 07/15/2045 | 0.28% |
| FHR 3346 SC IO 06.4091 10/15/2033 | 0.28% |
| GNR 2018-H07 IE IO 02.3829 02/20/2068 | 0.27% |
| CAS 2017-C06 1M2 02.8001 02/25/2030 | 0.27% |
| ARRW 2020-1 M1 04.2770 03/25/2055 | 0.27% |
| MSBAM 2013-C12 E P/P 144A 04.9217 10/15/2046 | 0.26% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.26% |
| FHR 4926 SP IO 05.8499 08/25/2049 | 0.26% |
| COMM 2014-CR16 C 05.0914 04/10/2047 | 0.26% |
| GSR 2007-OA1 2A3A 00.4601 05/25/2037 | 0.25% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.25% |
| GNR 2017-H11 NI IO 02.3832 05/20/2067 | 0.25% |
| CGCMT 2012-GC8 C P/P 144A 05.0431 09/10/2045 | 0.24% |
| GSMS 2014-GC24 D P/P 144A 04.6645 09/10/2047 | 0.24% |
| JPMBB 2013-C12 E P/P 144A 04.2360 07/15/2045 | 0.24% |
| GNR 2018-72 IC IO 04.0000 05/20/2045 | 0.24% |
| WFRBS 2012-C9 E P/P 144A 04.9709 11/15/2045 | 0.24% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.24% |
| GNR 2017-H10 MI IO 02.1833 04/20/2067 | 0.24% |
| BALTA 2006-6 1A1 00.4701 11/25/2036 | 0.23% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.23% |
| SCRT 2017-3 M2 04.7500 07/25/2056 | 0.23% |
| CSMC 2020-SPT1 M1 03.8500 04/25/2065 | 0.23% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.23% |
| GNR 2017-H22 DI IO 00.8585 11/20/2067 | 0.23% |
| GSMS 2013-GC10 D P/P 144A 04.5489 02/10/2046 | 0.22% |
| FHR 4789 AS IO 06.0591 05/15/2048 | 0.22% |
| COMM 2014-CR17 D P/P 144A 05.0086 05/10/2047 | 0.22% |
| MSC 2011-C3 G P/P 144A 05.4191 07/15/2049 | 0.22% |
| TREASURY BILL 00.0000 03/18/2021 | 0.22% |
| WFCM 2016-BNK1 C 03.0710 08/15/2049 | 0.22% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.22% |
| GNR 2014-H08 CI IO 01.4604 03/20/2064 | 0.22% |
| UBSCM 2012-C1 D P/P 144A 05.7545 05/10/2045 | 0.22% |
| GNR 2017-H20 AI IO 02.2396 10/20/2067 | 0.22% |
| DBUBS 2011-LC1A C P/P 144A 05.7673 11/10/2046 | 0.21% |
| GNR 2009-121 DI IO 04.5000 12/16/2039 | 0.21% |
| CMLTI 2007-AR5 1A1A 03.7351 04/25/2037 | 0.21% |
| CSAIL 2018-C14 D P/P 144A 05.0539 11/15/2051 | 0.21% |
| GSMS 2014-GC20 C 05.1279 04/10/2047 | 0.21% |
| GNR 2014-H23 BI IO 01.5613 11/20/2064 | 0.21% |
| BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.21% |
| GNR 2010-125 SD IO 06.5391 01/16/2040 | 0.20% |
| GNR 2019-H09 EI IO 02.9891 04/20/2069 | 0.20% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.20% |
| GNR 2013-167 SG IO 06.0035 11/20/2043 | 0.20% |
| JPMCC 2011-C3 D P/P 144A 05.9091 02/15/2046 | 0.20% |
| FNR 2016-83 BS IO 05.9499 11/25/2046 | 0.20% |
| CAS 2016-C03 2M2 06.0501 10/25/2028 | 0.20% |
| MSBAM 2013-C10 E P/P 144A 04.2178 07/15/2046 | 0.20% |
| WFCM 2012-LC5 D P/P 144A 04.9171 10/15/2045 | 0.20% |
| JPMCC 2011-C4 C P/P 144A 05.5253 07/15/2046 | 0.20% |
| EMIR 2020-1 B1 03.0001 01/25/2030 | 0.19% |
| COMM 2014-UBS4 C 04.8009 08/10/2047 | 0.19% |
| MSRR 2010-R4 4B 02.6630 02/26/2037 | 0.19% |
| FNR 2010-99 NI IO 06.0000 09/25/2040 | 0.18% |
| MRAFT 2020-4 A1 01.4778 04/23/2023 | 0.18% |
| GNR 2018-H11 JI IO 03.1018 07/20/2068 | 0.18% |
| GNR 2018-H01 IB IO 01.6075 01/20/2068 | 0.18% |
| WFRBS 2012-C7 E P/P 144A 04.9645 06/15/2045 | 0.18% |
| GNR 2016-H21 AI IO 02.3387 09/20/2066 | 0.18% |
| STACR 2018-HQA2 B2 11.1501 10/25/2048 | 0.18% |
| COMM 2014-UBS3 C 04.8974 06/10/2047 | 0.18% |
| CWALT 2006-OA10 4A1 00.3401 08/25/2046 | 0.18% |
| GNR 2016-H27 EI IO 03.3024 12/20/2066 | 0.18% |
| JPMBB 2014-C22 C 04.7054 09/15/2047 | 0.17% |
| GNR 2018-H11 AI IO 03.0393 02/20/2068 | 0.17% |
| GNR 2016-H22 IO IO 01.8666 10/20/2066 | 0.17% |
| GNR 2018-H02 IM IO 02.2307 02/20/2068 | 0.17% |
| SAMI 2006-AR7 A1BG 00.2701 08/25/2036 | 0.17% |
| CAS 2017-C07 2B1 04.6001 05/25/2030 | 0.17% |
| GNR 2015-H01 BI IO 01.5584 01/20/2065 | 0.17% |
| GNR 2017-H03 DI IO 01.8168 12/20/2066 | 0.16% |
| 0.724 R ISWP US0003M P 11/04/2030 | 0.16% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.16% |
| GNR 2016-H24 CI IO 01.6946 10/20/2066 | 0.16% |
| GNR 2017-H16 CI IO 01.6557 07/20/2067 | 0.16% |
| JPMCC 2007-CB20 E P/P 144A 06.3744 02/12/2051 | 0.16% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.16% |
| GNR 2017-H02 BI IO 02.3147 01/20/2067 | 0.16% |
| STACR 2015-HQA2 B 10.6501 05/25/2028 | 0.16% |
| UBSBB 2012-C4 D P/P 144A 04.6192 12/10/2045 | 0.16% |
| GNR 2017-H14 JI IO 02.2615 06/20/2067 | 0.16% |
| MRAFT 2020-5 A1 08/10/2023 | 0.16% |
| CWALT 2006-OA19 A1 00.3265 02/20/2047 | 0.16% |
| 0.717 R ISWP FWD US0003M P 10/07/2030 | 0.15% |
| BALTA 2005-7 21A1 03.1865 09/25/2035 | 0.15% |
| CAS 2016-C06 1B 09.4001 04/25/2029 | 0.15% |
| STACR 2016-DNA1 B 10.1493 07/25/2028 | 0.15% |
| GNR 2013-182 SP IO 06.5535 12/20/2043 | 0.15% |
| FHR 4560 IO IO 05.8204 05/15/2039 | 0.15% |
| JPMBB 2013-C14 F P/P 144A 03.5980 08/15/2046 | 0.15% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.15% |
| GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.15% |
| GNR 2016-150 I IO 05.0000 11/20/2046 | 0.15% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.15% |
| STACR 2017-DNA3 B1 04.6001 03/25/2030 | 0.15% |
| STACR 2019-HQA1 B2 12.4001 02/25/2049 | 0.15% |
| GNR 2013-99 AS IO 05.9035 06/20/2043 | 0.15% |
| GNR 2015-H22 HI IO 02.0692 08/20/2065 | 0.15% |
| WFRBS 2012-C10 D P/P 144A 04.5750 12/15/2045 | 0.15% |
| GNR 2016-H26 KI IO 02.4436 11/20/2066 | 0.14% |
| GNR 2017-H08 EI IO 02.4177 02/20/2067 | 0.14% |
| GNR 2015-H04 AI IO 03.2019 12/20/2064 | 0.14% |
| CWALT 2006-OA10 3A1 00.3401 08/25/2046 | 0.14% |
| FNR 2019-60 BS IO 05.8999 10/25/2049 | 0.14% |
| GNR 2014-H06 BI IO 01.4633 02/20/2064 | 0.14% |
| GNR 2018-H08 FI IO 01.8912 06/20/2068 | 0.14% |
| CAS 2019-R05 1M2 02.1501 07/25/2039 | 0.14% |
| GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 | 0.13% |
| FNR 2016-65 CS IO 05.9499 09/25/2046 | 0.13% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.13% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.13% |
| MSC 2012-C4 D P/P 144A 05.5992 03/15/2045 | 0.13% |
| UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.13% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.13% |
| MSBAM 2013-C11 D P/P 144A 04.4973 08/15/2046 | 0.13% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.13% |
| GSAA 2005-15 2A2 00.6501 01/25/2036 | 0.13% |
| GNR 2018-H05 BI IO 02.4701 02/20/2068 | 0.12% |
| GNR 2014-95 JI IO 04.5000 12/16/2039 | 0.12% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.12% |
| GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.12% |
| CMLTI 2007-AMC3 A2D 00.5001 03/25/2037 | 0.12% |
| GNR 2017-H16 KI IO 01.4641 08/20/2067 | 0.12% |
| GNR 2011-148 SN IO 06.5491 11/16/2041 | 0.12% |
| FHR 4451 CI IO 07.0000 03/15/2045 | 0.12% |
| GNR 2016-164 IO IO 06.5000 12/20/2046 | 0.12% |
| BALTA 2005-10 11A1 00.6501 01/25/2036 | 0.11% |
| GNR 2016-H18 QI IO 02.8613 06/20/2066 | 0.11% |
| MSC 2012-C4 E P/P 144A 05.5992 03/15/2045 | 0.11% |
| WFCM 2013-LC12 D P/P 144A 04.4100 07/15/2046 | 0.11% |
| GNR 2017-H14 EI IO 01.7886 06/20/2067 | 0.11% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.11% |
| MWST 2020-1 A 01.0501 10/25/2053 | 0.11% |
| GNR 2016-H17 DI IO 02.4972 07/20/2066 | 0.10% |
| GNR 2018-91 SJ IO 06.1035 07/20/2048 | 0.10% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.10% |
| GNR 2017-H13 QI IO 02.3323 06/20/2067 | 0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.10% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.10% |
| FHS 324 C21 IO 06.0000 06/15/2039 | 0.10% |
| FNR 2018-1 JI IO 05.0000 02/25/2048 | 0.10% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.10% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.10% |
| HVMLT 2004-11 1A 00.8495 01/19/2035 | 0.10% |
| OMIR 2019-1A B1B 04.5001 07/25/2029 | 0.10% |
| STACR 2019-DNA1 B2 10.9001 01/25/2049 | 0.10% |
| STACR 2019-DNA2 M2 02.6001 03/25/2049 | 0.10% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.10% |
| COMM 2012-CR3 E P/P 144A 04.9088 10/15/2045 | 0.10% |
| FNR 2017-8 IO IO 06.0000 02/25/2047 | 0.10% |
| GNR 2012-H11 FI IO 01.2098 02/20/2062 | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.09% |
| FNR 2012-132 PI IO 05.0000 10/25/2042 | 0.09% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.09% |
| GNR 2012-H29 CI IO 01.3996 02/20/2062 | 0.09% |
| GNR 2017-H18 DI IO 02.4982 09/20/2067 | 0.09% |
| GNR 2017-H20 DI IO 02.2063 10/20/2067 | 0.09% |
| GNR 2017-H06 MI IO 02.2163 02/20/2067 | 0.09% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.09% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.08% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.08% |
| GNR 2015-H29 HI IO 02.1001 09/20/2065 | 0.08% |
| CAS 2018-C01 1M2 02.4001 07/25/2030 | 0.08% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.08% |
| OMIR 2019-1A B1A 03.6501 07/25/2029 | 0.08% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.08% |
| FNR 2011-134 SP IO 05.8499 02/25/2041 | 0.08% |
| CWALT 2005-51 3A3A 00.7865 11/20/2035 | 0.08% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.08% |
| GNR 2017-H09 DI IO 01.9009 03/20/2067 | 0.08% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.08% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.08% |
| WFRBS 2012-C7 D P/P 144A 04.9645 06/15/2045 | 0.08% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.08% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.08% |
| GNR 2014-58 SA IO 05.9535 04/20/2044 | 0.08% |
| GNR 2015-165 IC IO 03.5000 07/16/2041 | 0.08% |
| GNR 2012-103 CI IO 03.5000 08/16/2042 | 0.07% |
| GNR 2020-15 CS IO 05.9035 02/20/2050 | 0.07% |
| GNR 2016-H06 AI IO 03.2197 02/20/2066 | 0.07% |
| FNR 2017-48 LI IO 04.0000 05/25/2047 | 0.07% |
| GNR 2018-77 IO IO 05.0000 06/20/2048 | 0.07% |
| FNR 2013-90 SD IO 06.4499 09/25/2043 | 0.07% |
| GNR 2017-H03 AI IO 01.7021 12/20/2066 | 0.07% |
| GNR 2013-6 AI IO 03.5000 08/20/2039 | 0.07% |
| GNR 2017-H20 HI IO 02.1791 10/20/2067 | 0.07% |
| GNR 2015-40 KI IO 04.0000 07/20/2044 | 0.07% |
| BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.07% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.07% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.07% |
| 0.25 R ISWP FWD US0003M P 12/16/2022 | 0.06% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.06% |
| CWALT 2006-OA10 2A1 00.3401 08/25/2046 | 0.06% |
| FHR 3981 WS IO 06.4091 05/15/2041 | 0.06% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.06% |
| GNR 2017-H08 DI IO 02.7326 02/20/2067 | 0.06% |
| GNR 2014-H25 BI IO 01.6870 12/20/2064 | 0.06% |
| GNR 2017-H06 BI IO 02.2179 02/20/2067 | 0.06% |
| GNR 2017-H22 EI IO 01.7685 10/20/2067 | 0.06% |
| JPMCC 2012-C6 E P/P 144A 05.3237 05/15/2045 | 0.06% |
| WAMU 2004-AR12 A2B 01.0701 10/25/2044 | 0.06% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.06% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.06% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.06% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.06% |
| CAS 2016-C03 1B 11.9001 10/25/2028 | 0.06% |
| GNR 2017-H19 MI IO 02.0566 04/20/2067 | 0.06% |
| SAMI 2006-AR7 A1A 00.3601 08/25/2036 | 0.06% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.06% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.06% |
| GNR 2011-135 DI IO 05.0000 04/16/2040 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.06% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.05% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.05% |
| GNR 2012-H10 AI IO 01.1911 12/20/2061 | 0.05% |
| GNR 2017-130 IB IO 04.0000 08/20/2047 | 0.05% |
| GNR 2017-68 IL IO 04.0000 08/20/2044 | 0.05% |
| CWALT 2006-OA10 1A1 01.7034 08/25/2046 | 0.05% |
| FHR 4127 PI IO 04.5000 07/15/2042 | 0.05% |
| GNR 2010-H20 IF IO 01.4420 10/20/2060 | 0.05% |
| GNR 2017-123 IO IO 05.0000 08/16/2047 | 0.05% |
| GNR 2017-136 IY IO 05.0000 03/20/2045 | 0.05% |
| JPALT 2007-A2 12A1 00.3501 06/25/2037 | 0.05% |
| CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.05% |
| GNR 2017-99 AI IO 04.0000 01/20/2047 | 0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.05% |
| GNR 2012-98 AI IO 04.5000 04/16/2042 | 0.05% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.05% |
| FNR 2012-90 DI IO 04.0000 03/25/2042 | 0.05% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.05% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.05% |
| GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.05% |
| WAMU 2005-AR13 A1C4 01.0101 10/25/2045 | 0.05% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.05% |
| FHR 4134 PI IO 03.0000 11/15/2042 | 0.05% |
| FHR 4707 AI IO 04.0000 07/15/2047 | 0.05% |
| GNR 2017-26 EI IO 05.0000 02/20/2040 | 0.04% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.04% |
| FHR 3984 DS IO 05.8091 01/15/2042 | 0.04% |
| BSMF 2006-AR2 2A1 00.3801 09/25/2046 | 0.04% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.04% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.04% |
| GNR 2017-H03 EI IO 02.4459 01/20/2067 | 0.04% |
| GSMS 2010-C1 D P/P 144A 06.1257 08/10/2043 | 0.04% |
| JPMCC 2011-C3 E P/P 144A 05.9091 02/15/2046 | 0.04% |
| CAS 2016-C02 1B 12.4001 09/25/2028 | 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 ML | 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% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% |
| FNR 2018-15 PI IO 04.0000 10/25/2047 | 0.04% |
| GNR 2016-49 IO IO 04.5000 11/16/2045 | 0.04% |
| GNR 2016-H27 BI IO 02.2573 12/20/2066 | 0.04% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.04% |
| STACR 2018-HQA2 M2 02.4501 10/25/2048 | 0.04% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.04% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.04% |
| FHR 3747 SA IO 06.3591 10/15/2040 | 0.04% |
| GNR 2011-H15 AI IO 01.5312 06/20/2061 | 0.04% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.04% |
| FNR 2011-101 SA IO 05.7499 10/25/2041 | 0.04% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.03% |
| GNR 2017-H16 JI IO 02.8298 08/20/2067 | 0.03% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.03% |
| GNR 2013-H15 CI IO 01.7519 07/20/2063 | 0.03% |
| FNS 397 2 IO 05.0000 09/25/2039 | 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.10 2059-11-17 500.0 11/17/2059 CG | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.03% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.03% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.03% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.03% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.03% |
| GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.03% |
| GNR 2017-H06 DI IO 01.7809 02/20/2067 | 0.03% |
| CAS 2016-C05 2B 10.9001 01/25/2029 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.03% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.03% |
| FNR 2015-73 PI IO 03.5000 10/25/2045 | 0.03% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.03% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.03% |
| FNR 2012-103 SD IO 05.8999 09/25/2042 | 0.03% |
| FNR 2016-102 JI IO 03.5000 02/25/2046 | 0.03% |
| 0.93 R ISWP US0003M P 11/12/2030 | 0.03% |
| 0.97 R ISWP US0003M P 11/12/2030 | 0.03% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.03% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.03% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.03% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.03% |
| FHR 4386 IL IO 04.0000 12/15/2043 | 0.03% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.03% |
| GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.03% |
| GNR 2016-29 IO IO 04.0000 02/16/2046 | 0.03% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.03% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.03% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.03% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.03% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.03% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.03% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.03% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.03% |
| FNR 2012-49 QI IO 04.5000 12/25/2040 | 0.03% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.03% |
| SWPTN 5WX5Y R 0.48625 USD 12/14/2020 GS | 0.03% |
| 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% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.02% |
| GNR 2017-H08 NI IO 02.2716 03/20/2067 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| GNR 2019-78 SJ IO 05.9035 06/20/2049 | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.02% |
| FHR 4604 QI IO 03.5000 07/15/2046 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNR 2011-H16 FI IO 01.0247 07/20/2061 | 0.02% |
| GNR 2014-161 HI IO 04.5000 06/20/2044 | 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% |
| 1.2965 R ISWP US0003M P 11/17/2050 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| GNR 2017-H09 IO IO 02.1871 04/20/2067 | 0.02% |
| GNR 2019-H14 IB IO 03.0266 08/20/2069 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.02% |
| CWHL 2006-OA5 2A1 00.3501 04/25/2046 | 0.02% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.02% |
| GNR 2019-99 KS IO 05.9035 08/20/2049 | 0.02% |
| SAMI 2007-AR1 2A1 00.3301 01/25/2037 | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.02% |
| FHR 4568 MI IO 04.0000 04/15/2046 | 0.02% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.02% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.02% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.02% |
| GNR 2016-77 SL IO 06.0035 03/20/2043 | 0.02% |
| GNR 2016-H24 IO IO 02.1439 09/20/2066 | 0.02% |
| GNR 2017-H11 DI IO 01.9347 05/20/2067 | 0.02% |
| CAS 2016-C01 1B 11.9001 08/25/2028 | 0.02% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.02% |
| GSAA 2006-8 2A2 00.5101 05/25/2036 | 0.02% |
| INDX 2006-AR11 2A1 03.5419 06/25/2036 | 0.02% |
| CAS 2016-C05 2M2 04.6001 01/25/2029 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.02% |
| FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.02% |
| GNR 2017-H14 DI IO 01.7088 06/20/2067 | 0.02% |
| 0.2655 R ISWP US0003M P 11/18/2022 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.02% |
| GNR 2012-H29 AI IO 01.4074 10/20/2062 | 0.02% |
| GNR 2012-H29 FI IO 01.4074 10/20/2062 | 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% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% |
| CWALT 2006-OA7 1A2 01.6834 06/25/2046 | 0.02% |
| FNR 2012-36 SN IO 06.2999 04/25/2042 | 0.02% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.02% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.02% |
| GNR 2017-120 IJ IO 04.0000 04/20/2047 | 0.02% |
| GNR 2017-H03 HI IO 01.5677 01/20/2067 | 0.02% |
| 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-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| FHR 3852 SC IO 06.5091 04/15/2040 | 0.01% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.01% |
| FNR 2010-35 SG IO 06.2499 04/25/2040 | 0.01% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.01% |
| GNR 2015-H13 AI IO 02.6177 06/20/2065 | 0.01% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.01% |
| OPTN FN30 3.0 12/07/20 CALL 104.546875 JPMC | 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 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| FHR 4076 MS IO 06.5591 07/15/2040 | 0.01% |
| FHR 4475 CI IO 03.5000 01/15/2044 | 0.01% |
| FNR 2017-78 KI IO 03.5000 10/25/2047 | 0.01% |
| GNR 2016-H23 NI IO 02.3557 10/20/2066 | 0.01% |
| UBSBB 2012-C2 E P/P 144A 05.0451 05/10/2063 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| FHR 4425 WI IO 04.0000 03/15/2043 | 0.01% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.01% |
| GNR 2016-H12 AI IO 01.6533 07/20/2065 | 0.01% |
| GNR 2016-H25 GI IO 01.4866 11/20/2066 | 0.01% |
| JPMCC 2012-C6 G P/P 144A 02.9720 05/15/2045 | 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 4033 SC IO 06.4091 10/15/2036 | 0.01% |
| FHR 4403 CI IO 04.0000 10/15/2044 | 0.01% |
| FHR 4601 PI IO 04.5000 12/15/2045 | 0.01% |
| FNR 2016-24 CI IO 04.0000 02/25/2046 | 0.01% |
| GNR 2015-106 CI IO 04.0000 05/20/2045 | 0.01% |
| GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.01% |
| GNR 2015-H03 DI IO 02.8351 01/20/2065 | 0.01% |
| GNR 2016-37 IW IO 04.5000 02/20/2046 | 0.01% |
| GNR 2017-17 EI IO 04.0000 09/20/2044 | 0.01% |
| 0.8025 R ISWP US0003M P 11/06/2030 | 0.01% |
| FNR 2011-4 CS 12.5997 05/25/2040 | 0.01% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.01% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.01% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.01% |
| GNR 2012-H06 AI IO 01.3327 01/20/2062 | 0.01% |
| GNR 2015-52 IK IO 03.5000 04/20/2045 | 0.01% |
| MHL 2005-3 M4 01.0951 08/25/2035 | 0.01% |
| 0.8835 R ISWP US0003M P 10/27/2030 | 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 4550 AI IO 03.0000 10/15/2040 | 0.01% |
| FHR 4694 GI IO 04.0000 02/15/2043 | 0.01% |
| FNR 2010-140 GS IO 05.8499 07/25/2039 | 0.01% |
| GNR 2012-H23 WI IO 01.5453 10/20/2062 | 0.01% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.01% |
| GNR 2015-H25 AI IO 01.6134 09/20/2065 | 0.01% |
| GNR 2016-H02 HI IO 03.0124 01/20/2066 | 0.01% |
| GNR 2017-141 ID IO 03.5000 07/20/2047 | 0.01% |
| GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.01% |
| 0.853 R ISWP US0003M P 11/04/2030 | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| FHR 3829 AS IO 06.8091 03/15/2041 | 0.01% |
| GNR 2014-98 AI IO 04.5000 10/20/2041 | 0.01% |
| GNR 2014-H21 AI IO 01.6213 10/20/2064 | 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-H10 HI IO 03.1109 04/20/2065 | 0.01% |
| GNR 2015-H15 JI IO 01.9543 06/20/2065 | 0.01% |
| GNR 2015-H20 CI IO 02.1878 08/20/2065 | 0.01% |
| GNR 2015-H26 EI IO 01.7168 10/20/2065 | 0.01% |
| GNR 2016-149 MI IO 05.5000 05/20/2039 | 0.01% |
| 0.43509 R ISWP US0003M P 11/02/2025 | 0.01% |
| 0.801 R ISWP US0003M P 11/06/2030 | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| FNR 2013-57 IQ IO 03.0000 06/25/2041 | 0.01% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.01% |
| GNR 2010-H19 BI IO 01.4497 08/20/2060 | 0.01% |
| GNR 2011-156 SK IO 06.4535 04/20/2038 | 0.01% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.01% |
| GNR 2013-H24 AI IO 01.4245 09/20/2063 | 0.01% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.01% |
| GNR 2015-96 NI IO 03.5000 01/20/2039 | 0.01% |
| GNR 2015-H23 DI IO 01.8511 09/20/2065 | 0.01% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.01% |
| 1.2765 R ISWP US0003M P 11/20/2050 | 0.01% |
| BACM 2008-1 AJ 06.7858 02/10/2051 | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.01% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.01% |
| FHR 4530 TI IO 04.0000 11/15/2045 | 0.01% |
| GNR 2010-H22 CI IO 02.3665 10/20/2060 | 0.01% |
| GNR 2014-H08 BI IO 01.4511 04/20/2064 | 0.01% |
| GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.01% |
| GNR 2015-H10 CI IO 01.8005 04/20/2065 | 0.01% |
| GNR 2015-H14 BI IO 01.5575 05/20/2065 | 0.01% |
| GNR 2015-H20 AI IO 01.8248 08/20/2065 | 0.01% |
| GNR 2015-H25 BI IO 01.9291 10/20/2065 | 0.01% |
| GNR 2015-H25 EI IO 01.8479 10/20/2065 | 0.01% |
| GNR 2015-H26 DI IO 01.8686 10/20/2065 | 0.01% |
| GNR 2016-69 IO IO 04.0000 05/20/2046 | 0.01% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.01% |
| GNR 2016-77 SC IO 05.9535 10/20/2045 | 0.01% |
| 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% |
| CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.00% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.00% |
| FHR 4560 PI IO 03.5000 05/15/2045 | 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 2014-139 NI IO 03.5000 08/20/2028 | 0.00% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.00% |
| GNR 2015-H24 BI IO 01.6067 08/20/2065 | 0.00% |
| GNR 2015-H24 HI IO 02.0446 09/20/2065 | 0.00% |
| GNR 2015-H25 CI IO 01.8936 10/20/2065 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 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 05.9091 05/15/2039 | 0.00% |
| FHR 4299 JI IO 04.0000 07/15/2043 | 0.00% |
| FHR 4413 HI IO 03.5000 03/15/2040 | 0.00% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2011-H07 FI IO 01.2338 02/20/2061 | 0.00% |
| GNR 2013-182 SY IO 05.9535 12/20/2043 | 0.00% |
| GNR 2013-H14 XI IO 01.6291 03/20/2063 | 0.00% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.00% |
| GNR 2014-60 SE IO 05.9535 04/20/2044 | 0.00% |
| GNR 2014-H13 BI IO 01.5444 05/20/2064 | 0.00% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.00% |
| GNR 2015-H16 XI IO 02.4469 07/20/2065 | 0.00% |
| GNR 2015-H22 EI IO 01.6058 08/20/2065 | 0.00% |
| GNR 2015-H23 BI IO 01.7496 09/20/2065 | 0.00% |
| GNR 2016-H04 KI IO 02.8379 02/20/2066 | 0.00% |
| GNR 2016-H08 GI IO 01.4265 04/20/2066 | 0.00% |
| GNR 2017-H06 EI IO 01.5828 02/20/2067 | 0.00% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.00% |
| 0.2345 R ISWP US0003M P 10/23/2022 | 0.00% |
| 0.248 R ISWP US0003M P 11/12/2022 | 0.00% |
| 0.852 R ISWP US0003M P 11/04/2030 | 0.00% |
| FHR 4462 PI IO 04.0000 04/15/2045 | 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 2017-15 LI IO 04.0000 06/25/2046 | 0.00% |
| GNR 2010-134 ES IO 05.8535 11/20/2039 | 0.00% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2011-H08 GI IO 01.2525 03/20/2061 | 0.00% |
| GNR 2014-100 LI IO 04.5000 10/16/2043 | 0.00% |
| GNR 2014-H09 AI IO 01.4188 01/20/2064 | 0.00% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 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 01.8317 06/20/2065 | 0.00% |
| GNR 2015-H26 GI IO 01.7978 10/20/2065 | 0.00% |
| GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.00% |
| GNR 2017-6 DI IO 03.5000 01/20/2044 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.00% |
| 0.234 R ISWP US0003M P 11/09/2022 | 0.00% |
| 1.284 R ISWP US0003M P 12/01/2050 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| FHR 4000 LI IO 04.0000 02/15/2042 | 0.00% |
| FHR 4074 KS IO 06.5591 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 4580 ID IO 03.5000 08/15/2045 | 0.00% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.00% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.00% |
| 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 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2011-22 PS IO 05.8535 07/20/2040 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.00% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.00% |
| GNR 2015-H09 BI IO 01.6840 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 3.5 12/07/20 CALL 105.625 JPMC | 0.00% |
| SWPTN 1MX10Y R 0.76 USD 12/02/2020 CI | 0.00% |
| SWPTN 5WX5Y P 0.48625 USD 12/14/2020 GS | 0.00% |
| 0.2365 R ISWP US0003M P 11/04/2022 | 0.00% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.00% |
| 1.27 R ISWP US0003M P 11/04/2050 | 0.00% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.00% |
| FHR 4663 KI IO 03.5000 11/15/2042 | 0.00% |
| FNR 2013-41 SP IO 06.0499 06/25/2040 | 0.00% |
| GNR 2010-167 SG IO 06.3591 08/16/2038 | 0.00% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2015-H26 CI IO 00.5141 08/20/2065 | 0.00% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.00% |
| MSC 2007-HQ11 B 05.5380 02/12/2044 | 0.00% |
| 0.229 R ISWP US0003M P 11/06/2022 | 0.00% |
| 0.229 R ISWP US0003M P 11/09/2022 | 0.00% |
| 0.2325 R ISWP US0003M P 11/06/2022 | 0.00% |
| 0.838 R ISWP US0003M P 10/23/2030 | 0.00% |
| 0.84005 R ISWP US0003M P 10/28/2030 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 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 05.9091 08/15/2038 | 0.00% |
| FHR 4501 BI IO 03.5000 10/15/2043 | 0.00% |
| FHR 4510 HI IO 03.0000 03/15/2040 | 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 2012-86 CS IO 05.9499 04/25/2039 | 0.00% |
| FNR 2012-90 EI IO 03.5000 02/25/2039 | 0.00% |
| FNR 2014-95 TI IO 04.0000 05/25/2039 | 0.00% |
| GNR 2015-82 GI IO 03.5000 12/20/2038 | 0.00% |
| 0.2325 R ISWP US0003M P 10/16/2022 | -0.00% |
| 0.8454 R ISWP US0003M P 11/03/2030 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 BC | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| 0.225 R ISWP US0003M P 10/19/2022 | -0.00% |
| 0.235 R ISWP US0003M P 11/04/2022 | -0.00% |
| 0.8425 R ISWP US0003M P 10/23/2030 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -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 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| 0.8045 R ISWP US0003M P 11/02/2030 | -0.00% |
| 1.2445 R ISWP US0003M P 11/24/2050 | -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 | -0.01% |
| 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% |
| 1.294 R ISWP US0003M P 11/05/2050 | -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% |
| OPTN FN30 2.5 12/07/20 PUT 104.0625 JPMC | -0.01% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.01% |
| 0.2615 R ISWP US0003M P 11/19/2022 | -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.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.01% |
| 0.35 R ISWP FWD US0003M P 07/06/2025 | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| 0.8855 R ISWP US0003M P 11/27/2030 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| 0.774 R ISWP US0003M P 10/20/2030 | -0.01% |
| 1.192 R ISWP US0003M P 11/09/2050 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| 0.471 R ISWP US0003M P 11/16/2025 | -0.02% |
| 0.777 R ISWP US0003M P 11/09/2030 | -0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% |
| OPTN FN30 3.5 12/07/20 PUT 105.625 JPMC | -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.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% |
| CMB CMBX.NA.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.A.6 2063-05-11 200.0 05/11/2063 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% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.03% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.04% |
| 0.97164 R ISWP US0003M P 11/12/2030 | -0.04% |
| 0.9745 R ISWP US0003M P 11/12/2030 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.04% |
| OPTN FN30 2.0 01/07/21 PUT 102.59375 JPMC | -0.04% |
| 0.977 R ISWP US0003M P 11/12/2030 | -0.04% |
| SWPTN 3MX10Y R 0.7075 USD 12/18/2020 JP | -0.04% |
| 0.97881 R ISWP US0003M P 11/12/2030 | -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 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| OPTN FN30 3.0 12/07/20 PUT 104.546875 JPMC | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.06% |
| SWPTN 1MX10Y R 0.88 USD 12/02/2020 CI | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -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.6 2063-05-11 500.0 05/11/2063 GS | -0.06% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.07% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.07% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.08% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.09% |
| 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 GS | -0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.10% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.11% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.12% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.13% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.14% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.15% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.18% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.18% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.18% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.22% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.25% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.26% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.27% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.28% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.29% |
| 1.15 R ISWP FWD US0003M P 12/16/2050 | -0.33% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.36% |
| 0.556 R ISWP US0003M P 08/05/2030 | -0.36% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.40% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.40% |
| 0.70 R ISWP FWD US0003M P 12/16/2030 | -0.44% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.52% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.52% |
| GNMA GII30 TBA 03.5000 12/01/2050 | -0.61% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -4.26% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -6.56% |
| US 2YR NOTE (CBT) MAR21 TUH1 | -262.37% |
| FNMA FN30 TBA UMBS 01.5000 12/01/2050 | 9.39% |
|---|---|
| TREASURY BILL 00.0000 11/12/2020 | 3.21% |
| CASH MGMT BILL 00.0000 01/19/2021 | 2.57% |
| TREASURY BILL 00.0000 12/15/2020 | 1.99% |
| FNMA FN30 TBA UMBS 04.0000 11/01/2050 | 1.87% |
| TREASURY BILL 00.0000 11/19/2020 | 1.81% |
| TREASURY BILL 00.0000 11/10/2020 | 1.69% |
| TREASURY BILL 00.0000 12/03/2020 | 1.34% |
| GNMA GII30 TBA 04.0000 11/01/2050 | 1.24% |
| CASH MGMT BILL 00.0000 01/26/2021 | 1.17% |
| TREASURY BILL 00.0000 11/17/2020 | 1.17% |
| STACR 2019-HQA2 B2 11.3993 04/25/2049 | 1.16% |
| SWPTN 3MX10Y P 0.7075 USD 12/18/2020 JP | 1.14% |
| STACR 2018-DNA2 M2 02.2993 12/25/2030 | 1.04% |
| FAHB 2020-HB1 M4 P/P 144A 04.0477 02/25/2030 | 0.90% |
| GNR 2020-H04 AI IO 03.1964 02/20/2070 | 0.90% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.89% |
| GNR 2020-7 SK IO 05.8986 01/20/2050 | 0.86% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.86% |
| STACR 2015-DNA2 B 07.6993 12/25/2027 | 0.84% |
| GNR 2019-158 AS IO 06.0043 09/16/2043 | 0.83% |
| FNR 2019-75 KS IO 05.8508 11/25/2049 | 0.82% |
| GNR 2019-83 JS IO 05.9486 07/20/2049 | 0.80% |
| FNR 2011-126 SJ IO 05.8508 12/25/2041 | 0.80% |
| FNR 2016-54 SD IO 05.8508 08/25/2046 | 0.74% |
| CAS 2017-C07 2M2 02.6493 05/25/2030 | 0.73% |
| GNR 2019-H03 AI IO 02.9997 11/20/2068 | 0.70% |
| GNR 2019-121 SD IO 05.8486 10/20/2049 | 0.69% |
| CCMFC 2006-4A A2 00.3293 11/25/2047 | 0.68% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.68% |
| FHR 4752 PS IO 06.0516 11/15/2047 | 0.65% |
| FNMA FN30 TBA UMBS 05.0000 11/01/2050 | 0.64% |
| SHRP 2020-1 NOTE 03.1250 07/25/2024 | 0.64% |
| CAS 2015-C04 1M2 05.8493 04/25/2028 | 0.63% |
| FNMA FN30 TBA UMBS 03.0000 11/01/2050 | 0.61% |
| MCAS 2020-01 M10 P/P 144A 03.8993 03/25/2050 | 0.61% |
| GNR 2019-78 SM IO 05.9486 06/20/2049 | 0.60% |
| FNR 2019-18 SH IO 06.0008 05/25/2049 | 0.60% |
| FNR 2019-66 SC IO 05.8508 11/25/2049 | 0.58% |
| FNR 2019-18 SL IO 05.9508 05/25/2049 | 0.57% |
| AHM 2007-1 GA1C 00.3393 05/25/2047 | 0.57% |
| CAS 2017-C04 2B1 05.1993 11/25/2029 | 0.57% |
| CAS 2016-C03 2B 12.8993 10/25/2028 | 0.56% |
| GNR 2014-131 BS IO 06.0543 09/16/2044 | 0.55% |
| STACR 2018-HQA2 B1 04.3993 10/25/2048 | 0.54% |
| GNR 2019-137 GI IO 04.0000 11/20/2049 | 0.54% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.54% |
| TREASURY BILL 00.0000 12/10/2020 | 0.53% |
| GNR 2018-H01 AI IO 02.2181 01/20/2068 | 0.52% |
| OPTN FN30 2.5 12/07/20 CALL 104.0625 JPMC | 0.50% |
| GNR 2015-182 IC IO 04.5000 12/20/2045 | 0.49% |
| RMIR 2020-1 B1 P/P 144A 03.1493 02/25/2030 | 0.49% |
| FNR 2016-85 SL IO 05.9508 11/25/2046 | 0.49% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.48% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.48% |
| SPST 2020-2 A 00.9793 03/26/2021 | 0.48% |
| CASH MGMT BILL 00.0000 01/05/2021 | 0.47% |
| STACR 2020-DNA3 B2 09.4993 06/25/2050 | 0.46% |
| STACR 2017-DNA1 B1 05.0993 07/25/2029 | 0.46% |
| FNR 2019-26 SM IO 05.9008 06/25/2049 | 0.46% |
| MRAIT 2020-2 A2 | 0.46% |
| GNR 2014-3 SM IO 05.9486 01/20/2044 | 0.45% |
| GNR 2017-H05 CI IO 03.8288 02/20/2067 | 0.45% |
| CAS 2017-C06 2B1 04.5993 02/25/2030 | 0.43% |
| GNR 2019-143 HS IO 05.8986 09/20/2049 | 0.43% |
| 0.564 R ISWP US0003M P 09/08/2030 | 0.43% |
| GNR 2014-27 S IO 05.9486 02/20/2044 | 0.42% |
| JPMBB 2014-C18 D P/P 144A 04.8102 02/15/2047 | 0.42% |
| STACR 2019-DNA2 B2 10.6493 03/25/2049 | 0.41% |
| MWST 2019-1 A 00.9493 06/25/2052 | 0.41% |
| COMM 2014-CR17 E P/P 144A 04.8471 05/10/2047 | 0.41% |
| MSBAM 2012-C6 G P/P 144A 04.5000 11/15/2045 | 0.40% |
| SPST 2020-6 A 01.8993 09/07/2021 | 0.40% |
| SPST 2020-WL1 A 01.2993 06/25/2051 | 0.40% |
| WFRBS 2013-C15 D P/P 144A 04.4935 08/15/2046 | 0.40% |
| FNR 2019-17 JS IO 05.9508 04/25/2049 | 0.39% |
| GNR 2013-9 S IO 06.5986 01/20/2043 | 0.39% |
| GNR 2019-H15 CI IO 01.5642 07/20/2069 | 0.39% |
| FNR 2016-78 CS IO 05.9508 05/25/2039 | 0.38% |
| COMM 2012-CR4 B P/P 144A 03.7030 10/15/2045 | 0.38% |
| MRAFT 2020-2 A1 01.8969 05/29/2022 | 0.38% |
| STACR 2018-DNA3 B2 07.8993 09/25/2048 | 0.38% |
| TMIR 2019-1 B1 P/P 144A 04.2993 11/26/2029 | 0.38% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.38% |
| COMM 2014-CR19 D P/P 144A 04.7109 08/10/2047 | 0.37% |
| SPST 2020-13 A 01.6493 10/10/2021 | 0.36% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.36% |
| MSBAM 2016-C29 C 04.7460 05/15/2049 | 0.36% |
| SPST 2020-15 A 00.0000 12/10/2021 | 0.36% |
| JPMCC 2012-CBX B 04.9103 06/15/2045 | 0.36% |
| GNR 2017-H21 AI IO 01.5204 10/20/2067 | 0.35% |
| FHR 4808 SD IO 06.0516 07/15/2048 | 0.34% |
| GSAA 2006-1 A1 00.2393 01/25/2036 | 0.33% |
| BACM 2016-UB10 D P/P 144A 03.0000 07/15/2049 | 0.33% |
| GNR 2019-35 SE IO 06.0043 01/16/2044 | 0.33% |
| GNR 2014-188 IB IO 04.0000 12/20/2044 | 0.33% |
| MSBAM 2013-C10 F P/P 144A 04.0818 07/15/2046 | 0.32% |
| JPMCC 2013-LC11 D 04.1671 04/15/2046 | 0.32% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.32% |
| GNR 2018-H02 HI IO 02.3244 01/20/2068 | 0.32% |
| CAS 2017-C03 1M2 03.1493 10/25/2029 | 0.32% |
| CAS 2017-C06 2M2 02.9493 02/25/2030 | 0.31% |
| GSMS 2013-GC13 D P/P 144A 04.0838 07/10/2046 | 0.31% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.31% |
| STACR 2019-DNA3 B2 08.2993 07/25/2049 | 0.31% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.31% |
| FNR 2018-36 SD IO 06.1008 06/25/2048 | 0.30% |
| MSBAM 2015-C23 D P/P 144A 04.1448 07/15/2050 | 0.30% |
| STACR 2019-DNA1 M2 02.7993 01/25/2049 | 0.30% |
| GNR 2017-H20 GI IO 01.4625 09/20/2067 | 0.30% |
| BALTA 2005-8 21A1 02.9698 10/25/2035 | 0.29% |
| FHR 3346 SC IO 06.4016 10/15/2033 | 0.29% |
| GNR 2017-H04 BI IO 02.4081 02/20/2067 | 0.29% |
| DBUBS 2011-LC2A D P/P 144A 05.4874 07/10/2044 | 0.29% |
| GNR 2018-H07 IE IO 02.3996 02/20/2068 | 0.29% |
| JPMBB 2013-C12 C 04.0995 07/15/2045 | 0.28% |
| FHR 4926 SP IO 05.8516 08/25/2049 | 0.28% |
| CAS 2017-C06 1M2 02.7993 02/25/2030 | 0.27% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.27% |
| ARRW 2020-1 M1 04.2770 03/25/2055 | 0.27% |
| MSBAM 2013-C12 E P/P 144A 04.7630 10/15/2046 | 0.27% |
| GNR 2017-H11 NI IO 02.4258 05/20/2067 | 0.26% |
| COMM 2014-CR16 C 04.9273 04/10/2047 | 0.26% |
| GSR 2007-OA1 2A3A 00.4593 05/25/2037 | 0.26% |
| GNR 2018-72 IC IO 04.0000 05/20/2045 | 0.25% |
| CGCMT 2012-GC8 C P/P 144A 04.8813 09/10/2045 | 0.24% |
| FHR 4789 AS IO 06.0516 05/15/2048 | 0.24% |
| GSMS 2014-GC24 D P/P 144A 04.5316 09/10/2047 | 0.24% |
| GNR 2017-H10 MI IO 02.2064 04/20/2067 | 0.24% |
| GNR 2017-H22 DI IO 00.8593 11/20/2067 | 0.24% |
| WFRBS 2012-C9 E P/P 144A 04.8106 11/15/2045 | 0.24% |
| JPMBB 2013-C12 E P/P 144A 04.0995 07/15/2045 | 0.24% |
| BALTA 2006-6 1A1 00.4693 11/25/2036 | 0.24% |
| CSMC 2020-SPT1 M1 03.8500 04/25/2065 | 0.23% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.23% |
| SCRT 2017-3 M2 04.7500 07/25/2056 | 0.23% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.23% |
| GNR 2014-H08 CI IO 01.4785 03/20/2064 | 0.23% |
| GNR 2009-121 DI IO 04.5000 12/16/2039 | 0.23% |
| GSMS 2013-GC10 D P/P 144A 04.4023 02/10/2046 | 0.22% |
| GNR 2017-H20 AI IO 01.3263 10/20/2067 | 0.22% |
| SWPTN 1MX10Y P 0.724 USD 11/02/2020 CI | 0.22% |
| GNR 2013-167 SG IO 05.9986 11/20/2043 | 0.22% |
| COMM 2014-CR17 D P/P 144A 04.8471 05/10/2047 | 0.22% |
| GNR 2014-H23 BI IO 01.5768 11/20/2064 | 0.22% |
| MSC 2011-C3 G P/P 144A 05.2443 07/15/2049 | 0.22% |
| WFCM 2016-BNK1 C 03.0710 08/15/2049 | 0.22% |
| DBUBS 2011-LC1A C P/P 144A 05.5938 11/10/2046 | 0.22% |
| GNR 2019-H09 EI IO 03.1367 04/20/2069 | 0.22% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.22% |
| CMLTI 2007-AR5 1A1A 03.9139 04/25/2037 | 0.21% |
| GNR 2010-125 SD IO 06.5343 01/16/2040 | 0.21% |
| UBSCM 2012-C1 D P/P 144A 05.5689 05/10/2045 | 0.21% |
| GSMS 2014-GC20 C 04.9647 04/10/2047 | 0.21% |
| 0.717 R ISWP FWD US0003M P 10/07/2030 | 0.21% |
| BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.21% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.21% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.20% |
| FNR 2016-83 BS IO 05.9508 11/25/2046 | 0.20% |
| CAS 2016-C03 2M2 06.0493 10/25/2028 | 0.20% |
| CSAIL 2018-C14 D P/P 144A 04.8910 11/15/2051 | 0.20% |
| JPMCC 2011-C3 D P/P 144A 05.7068 02/15/2046 | 0.20% |
| WFCM 2012-LC5 D P/P 144A 04.7587 10/15/2045 | 0.20% |
| JPMCC 2011-C4 C P/P 144A 05.3427 07/15/2046 | 0.20% |
| MSBAM 2013-C10 E P/P 144A 04.0818 07/15/2046 | 0.20% |
| JPMCC 2007-CB20 E P/P 144A 06.1688 02/12/2051 | 0.20% |
| EMIR 2020-1 B1 02.9993 01/25/2030 | 0.20% |
| FNR 2010-99 NI IO 06.0000 09/25/2040 | 0.19% |
| MSRR 2010-R4 4B 02.6630 02/26/2037 | 0.19% |
| GNR 2018-H11 JI IO 03.2038 07/20/2068 | 0.19% |
| COMM 2014-UBS4 C 04.6440 08/10/2047 | 0.19% |
| GNR 2018-H01 IB IO 01.6249 01/20/2068 | 0.19% |
| GNR 2016-H21 AI IO 02.3347 09/20/2066 | 0.19% |
| MRAFT 2020-4 A1 01.4953 04/23/2023 | 0.19% |
| GNR 2016-H27 EI IO 03.3531 12/20/2066 | 0.18% |
| WFRBS 2012-C7 E P/P 144A 04.8104 06/15/2045 | 0.18% |
| CWALT 2006-OA10 4A1 00.3393 08/25/2046 | 0.18% |
| GNR 2016-H22 IO IO 01.8820 10/20/2066 | 0.18% |
| GNR 2018-H11 AI IO 03.1706 02/20/2068 | 0.18% |
| COMM 2014-UBS3 C 04.7385 06/10/2047 | 0.18% |
| GNR 2018-H02 IM IO 02.3068 02/20/2068 | 0.17% |
| GNR 2015-H01 BI IO 01.5756 01/20/2065 | 0.17% |
| JPMBB 2014-C22 C 04.5537 09/15/2047 | 0.17% |
| SAMI 2006-AR7 A1BG 00.2693 08/25/2036 | 0.17% |
| GNR 2017-H16 CI IO 01.6752 07/20/2067 | 0.17% |
| GNR 2017-H03 DI IO 02.0703 12/20/2066 | 0.17% |
| GNR 2017-H02 BI IO 02.3519 01/20/2067 | 0.17% |
| GNR 2016-H24 CI IO 01.7137 10/20/2066 | 0.16% |
| CAS 2017-C07 2B1 04.5993 05/25/2030 | 0.16% |
| STACR 2015-HQA2 B 10.6493 05/25/2028 | 0.16% |
| GNR 2017-H14 JI IO 02.2615 06/20/2067 | 0.16% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.16% |
| BALTA 2005-7 21A1 03.2469 09/25/2035 | 0.16% |
| CWALT 2006-OA19 A1 00.3314 02/20/2047 | 0.16% |
| STACR 2018-HQA2 B2 11.1493 10/25/2048 | 0.16% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.16% |
| FHR 4560 IO IO 05.8195 05/15/2039 | 0.16% |
| GNR 2013-182 SP IO 06.5486 12/20/2043 | 0.16% |
| CAS 2016-C06 1B 09.3993 04/25/2029 | 0.16% |
| GNR 2016-150 I IO 05.0000 11/20/2046 | 0.16% |
| UBSBB 2012-C4 D P/P 144A 04.4705 12/10/2045 | 0.16% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.15% |
| GNR 2013-99 AS IO 05.8986 06/20/2043 | 0.15% |
| GNR 2016-H26 KI IO 02.7330 11/20/2066 | 0.15% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.15% |
| GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.15% |
| GNR 2015-H22 HI IO 02.0702 08/20/2065 | 0.15% |
| STACR 2016-DNA1 B 10.1481 07/25/2028 | 0.15% |
| CAS 2019-R05 1M2 02.1493 07/25/2039 | 0.15% |
| GNR 2015-H04 AI IO 03.2071 12/20/2064 | 0.15% |
| FNR 2019-60 BS IO 05.9008 10/25/2049 | 0.15% |
| GNR 2017-H08 EI IO 02.4476 02/20/2067 | 0.15% |
| JPMBB 2013-C14 F P/P 144A 03.5980 08/15/2046 | 0.15% |
| GNR 2018-H08 FI IO 01.9026 06/20/2068 | 0.14% |
| GNR 2014-H06 BI IO 01.4806 02/20/2064 | 0.14% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.14% |
| STACR 2017-DNA3 B1 04.5993 03/25/2030 | 0.14% |
| WFRBS 2012-C10 D P/P 144A 04.4277 12/15/2045 | 0.14% |
| STACR 2019-HQA1 B2 12.3993 02/25/2049 | 0.14% |
| CWALT 2006-OA10 3A1 00.3393 08/25/2046 | 0.14% |
| FNR 2016-65 CS IO 05.9508 09/25/2046 | 0.14% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.14% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.14% |
| GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 | 0.14% |
| OPTN FN30 2.0 12/07/20 CALL 102.71875 JPMC | 0.14% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.13% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.13% |
| GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.13% |
| GNR 2018-H05 BI IO 02.5518 02/20/2068 | 0.13% |
| GSAA 2005-15 2A2 00.3993 01/25/2036 | 0.13% |
| GNR 2014-95 JI IO 04.5000 12/16/2039 | 0.13% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.12% |
| CMLTI 2007-AMC3 A2D 00.4993 03/25/2037 | 0.12% |
| GNR 2017-H16 KI IO 01.4806 08/20/2067 | 0.12% |
| MSBAM 2013-C11 D P/P 144A 04.3524 08/15/2046 | 0.12% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.12% |
| FHR 4451 CI IO 07.0000 03/15/2045 | 0.12% |
| UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.12% |
| MSC 2012-C4 D P/P 144A 05.4187 03/15/2045 | 0.12% |
| GNR 2011-148 SN IO 06.5443 11/16/2041 | 0.12% |
| GNR 2016-164 IO IO 06.5000 12/20/2046 | 0.12% |
| GNR 2016-H18 QI IO 02.8465 06/20/2066 | 0.12% |
| BALTA 2005-10 11A1 00.6493 01/25/2036 | 0.12% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.12% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.11% |
| MSC 2012-C4 E P/P 144A 05.4187 03/15/2045 | 0.11% |
| GNR 2017-H14 EI IO 01.8260 06/20/2067 | 0.11% |
| WFCM 2013-LC12 D P/P 144A 04.2751 07/15/2046 | 0.11% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.11% |
| GNR 2016-H17 DI IO 02.5229 07/20/2066 | 0.11% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.11% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.11% |
| MWST 2020-1 A 01.0493 10/25/2053 | 0.11% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.11% |
| GNR 2018-91 SJ IO 06.0986 07/20/2048 | 0.11% |
| GNR 2017-H13 QI IO 02.3469 06/20/2067 | 0.11% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.11% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.11% |
| FNR 2018-1 JI IO 05.0000 02/25/2048 | 0.11% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.11% |
| FHS 324 C21 IO 06.0000 06/15/2039 | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.10% |
| FNR 2017-8 IO IO 06.0000 02/25/2047 | 0.10% |
| HVMLT 2004-11 1A 00.8473 01/19/2035 | 0.10% |
| FNR 2012-132 PI IO 05.0000 10/25/2042 | 0.10% |
| OMIR 2019-1A B1B 04.4993 07/25/2029 | 0.10% |
| GNR 2012-H11 FI IO 01.2287 02/20/2062 | 0.10% |
| STACR 2019-DNA2 M2 02.5993 03/25/2049 | 0.10% |
| COMM 2012-CR3 E P/P 144A 04.7505 10/15/2045 | 0.09% |
| GNR 2012-H29 CI IO 01.4222 02/20/2062 | 0.09% |
| GNR 2017-H06 MI IO 02.2423 02/20/2067 | 0.09% |
| GNR 2017-H18 DI IO 02.4972 09/20/2067 | 0.09% |
| GNR 2017-H20 DI IO 01.3793 10/20/2067 | 0.09% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.09% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.09% |
| GNR 2015-H29 HI IO 02.1002 09/20/2065 | 0.09% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.09% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.09% |
| STACR 2019-DNA1 B2 10.8993 01/25/2049 | 0.09% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.08% |
| FNR 2011-134 SP IO 05.8508 02/25/2041 | 0.08% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.08% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.08% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.08% |
| CAS 2018-C01 1M2 02.3993 07/25/2030 | 0.08% |
| OMIR 2019-1A B1A 03.6493 07/25/2029 | 0.08% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.08% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.08% |
| CWALT 2005-51 3A3A 00.7914 11/20/2035 | 0.08% |
| GNR 2015-165 IC IO 03.5000 07/16/2041 | 0.08% |
| GNR 2017-H09 DI IO 01.9163 03/20/2067 | 0.08% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.08% |
| FNR 2017-48 LI IO 04.0000 05/25/2047 | 0.08% |
| GNR 2014-58 SA IO 05.9486 04/20/2044 | 0.08% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.08% |
| GNR 2012-103 CI IO 03.5000 08/16/2042 | 0.08% |
| GNR 2016-H06 AI IO 03.2212 02/20/2066 | 0.08% |
| GNR 2018-77 IO IO 05.0000 06/20/2048 | 0.07% |
| WFRBS 2012-C7 D P/P 144A 04.8104 06/15/2045 | 0.07% |
| GNR 2013-6 AI IO 03.5000 08/20/2039 | 0.07% |
| FNR 2013-90 SD IO 06.4508 09/25/2043 | 0.07% |
| GNR 2020-15 CS IO 05.8986 02/20/2050 | 0.07% |
| GNR 2017-H03 AI IO 02.2666 12/20/2066 | 0.07% |
| FHR 3981 WS IO 06.4016 05/15/2041 | 0.07% |
| GNR 2015-40 KI IO 04.0000 07/20/2044 | 0.07% |
| GNR 2017-H20 HI IO 01.3368 10/20/2067 | 0.07% |
| BSCMS 2007-T28 D P/P 144A 05.5336 09/11/2042 | 0.07% |
| GNR 2014-H25 BI IO 01.7032 12/20/2064 | 0.07% |
| GNR 2017-H08 DI IO 02.7358 02/20/2067 | 0.07% |
| GNR 2017-H22 EI IO 01.8846 10/20/2067 | 0.07% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.06% |
| CWALT 2006-OA10 2A1 00.3393 08/25/2046 | 0.06% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.06% |
| GNR 2017-H06 BI IO 02.2578 02/20/2067 | 0.06% |
| WAMU 2004-AR12 A2B 01.0693 10/25/2044 | 0.06% |
| JPMCC 2012-C6 E P/P 144A 05.1521 05/15/2045 | 0.06% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.06% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.06% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.06% |
| GNR 2017-H19 MI IO 02.0594 04/20/2067 | 0.06% |
| CAS 2016-C03 1B 11.8993 10/25/2028 | 0.06% |
| SAMI 2006-AR7 A1A 00.3593 08/25/2036 | 0.06% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.06% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.06% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.06% |
| GNR 2017-68 IL IO 04.0000 08/20/2044 | 0.06% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.06% |
| GNR 2011-135 DI IO 05.0000 04/16/2040 | 0.06% |
| GNR 2012-H10 AI IO 01.2109 12/20/2061 | 0.06% |
| GNR 2017-130 IB IO 04.0000 08/20/2047 | 0.06% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.06% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.06% |
| GNR 2010-H20 IF IO 01.4588 10/20/2060 | 0.06% |
| FHR 4127 PI IO 04.5000 07/15/2042 | 0.06% |
| FNR 2012-90 DI IO 04.0000 03/25/2042 | 0.06% |
| GNR 2017-123 IO IO 05.0000 08/16/2047 | 0.06% |
| GNR 2017-136 IY IO 05.0000 03/20/2045 | 0.06% |
| JPALT 2007-A2 12A1 00.3493 06/25/2037 | 0.06% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.05% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.05% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.05% |
| CWALT 2006-OA10 1A1 01.8425 08/25/2046 | 0.05% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.05% |
| GNR 2012-98 AI IO 04.5000 04/16/2042 | 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% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.05% |
| CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.05% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 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% |
| GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.05% |
| BSMF 2006-AR2 2A1 00.3793 09/25/2046 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.05% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.05% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.05% |
| WAMU 2005-AR13 A1C4 00.5793 10/25/2045 | 0.05% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.05% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.05% |
| GNR 2017-26 EI IO 05.0000 02/20/2040 | 0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.05% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.05% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.05% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.05% |
| FHR 4134 PI IO 03.0000 11/15/2042 | 0.05% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.05% |
| FHR 3984 DS IO 05.8016 01/15/2042 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.04% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.04% |
| GNR 2017-H03 EI IO 02.4864 01/20/2067 | 0.04% |
| GSMS 2010-C1 D P/P 144A 05.9814 08/10/2043 | 0.04% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.04% |
| FNR 2018-15 PI IO 04.0000 10/25/2047 | 0.04% |
| CAS 2016-C02 1B 12.3993 09/25/2028 | 0.04% |
| GNR 2016-49 IO IO 04.5000 11/16/2045 | 0.04% |
| GNR 2016-H27 BI IO 02.3073 12/20/2066 | 0.04% |
| OPTN FN30 2.0 11/05/20 CALL 103.1875 JPMC | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.04% |
| JPMCC 2011-C3 E P/P 144A 05.7068 02/15/2046 | 0.04% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.04% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.04% |
| FNR 2011-101 SA IO 05.7508 10/25/2041 | 0.04% |
| STACR 2018-HQA2 M2 02.4493 10/25/2048 | 0.04% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.04% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.04% |
| FHR 3747 SA IO 06.3516 10/15/2040 | 0.04% |
| GNR 2011-H15 AI IO 01.5445 06/20/2061 | 0.04% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.04% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.04% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.04% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.04% |
| OPTN FN30 3.5 12/07/20 CALL 105.625 JPMC | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.04% |
| GNR 2013-H15 CI IO 01.7667 07/20/2063 | 0.04% |
| GNR 2017-H16 JI IO 02.8529 08/20/2067 | 0.04% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.03% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.03% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.03% |
| FNR 2012-49 QI IO 04.5000 12/25/2040 | 0.03% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.03% |
| FNR 2015-73 PI IO 03.5000 10/25/2045 | 0.03% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.03% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.03% |
| GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.03% |
| GNR 2017-H06 DI IO 01.7971 02/20/2067 | 0.03% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.03% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.03% |
| FNR 2016-102 JI IO 03.5000 02/25/2046 | 0.03% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.03% |
| CAS 2016-C05 2B 10.8993 01/25/2029 | 0.03% |
| FNR 2012-103 SD IO 05.9008 09/25/2042 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.03% |
| FHR 4386 IL IO 04.0000 12/15/2043 | 0.03% |
| FHR 4604 QI IO 03.5000 07/15/2046 | 0.03% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.03% |
| GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.03% |
| GNR 2016-29 IO IO 04.0000 02/16/2046 | 0.03% |
| OPTN FN30 3.0 11/05/20 CALL 104.703125 JPMC | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.03% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.03% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.03% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 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% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.03% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.03% |
| GNR 2014-161 HI IO 04.5000 06/20/2044 | 0.03% |
| GNR 2017-H08 NI IO 02.2910 03/20/2067 | 0.03% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% |
| GNR 2011-H16 FI IO 01.0427 07/20/2061 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.02% |
| GNR 2019-78 SJ IO 05.8986 06/20/2049 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.02% |
| GNR 2017-H09 IO IO 02.1865 04/20/2067 | 0.02% |
| GNR 2019-H14 IB IO 03.1635 08/20/2069 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.02% |
| CWHL 2006-OA5 2A1 00.3493 04/25/2046 | 0.02% |
| CSMC 2008-C1 AJ P/P 144A 05.8033 02/15/2041 | 0.02% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.02% |
| FHR 4568 MI IO 04.0000 04/15/2046 | 0.02% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.02% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| SAMI 2007-AR1 2A1 00.3293 01/25/2037 | 0.02% |
| GNR 2016-77 SL IO 05.9986 03/20/2043 | 0.02% |
| GNR 2016-H24 IO IO 02.1472 09/20/2066 | 0.02% |
| GNR 2019-99 KS IO 05.8986 08/20/2049 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.02% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.02% |
| GNR 2017-H11 DI IO 01.9383 05/20/2067 | 0.02% |
| INDX 2006-AR11 2A1 03.5528 06/25/2036 | 0.02% |
| CAS 2016-C01 1B 11.8993 08/25/2028 | 0.02% |
| FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.02% |
| GNR 2017-H14 DI IO 01.7264 06/20/2067 | 0.02% |
| GSAA 2006-8 2A2 00.3293 05/25/2036 | 0.02% |
| CAS 2016-C05 2M2 04.5993 01/25/2029 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| GNR 2012-H29 AI IO 01.4260 10/20/2062 | 0.02% |
| GNR 2012-H29 FI IO 01.4260 10/20/2062 | 0.02% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.02% |
| 0.25 R ISWP FWD US0003M P 12/16/2022 | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% |
| FHR 4475 CI IO 03.5000 01/15/2044 | 0.02% |
| FNR 2010-35 SG IO 06.2508 04/25/2040 | 0.02% |
| FNR 2012-36 SN IO 06.3008 04/25/2042 | 0.02% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.02% |
| GNR 2017-11 PI IO 04.0000 12/20/2046 | 0.02% |
| GNR 2017-120 IJ IO 04.0000 04/20/2047 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CWALT 2006-OA7 1A2 01.8225 06/25/2046 | 0.02% |
| FHR 3852 SC IO 06.5016 04/15/2040 | 0.02% |
| FHR 4076 MS IO 06.5516 07/15/2040 | 0.02% |
| FNR 2017-78 KI IO 03.5000 10/25/2047 | 0.02% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.02% |
| GNR 2015-H13 AI IO 02.6172 06/20/2065 | 0.02% |
| GNR 2017-H03 HI IO 01.5677 01/20/2067 | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| FHR 4033 SC IO 06.4016 10/15/2036 | 0.01% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.01% |
| GNR 2016-H23 NI IO 02.6167 10/20/2066 | 0.01% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.01% |
| 0.84005 R ISWP US0003M P 10/28/2030 | 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-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| FHR 4403 CI IO 04.0000 10/15/2044 | 0.01% |
| FHR 4425 WI IO 04.0000 03/15/2043 | 0.01% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.01% |
| UBSBB 2012-C2 E P/P 144A 04.8882 05/10/2063 | 0.01% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.01% |
| 0.8425 R ISWP US0003M P 10/23/2030 | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| FHR 4550 AI IO 03.0000 10/15/2040 | 0.01% |
| FNR 2016-24 CI IO 04.0000 02/25/2046 | 0.01% |
| GNR 2015-106 CI IO 04.0000 05/20/2045 | 0.01% |
| GNR 2016-H12 AI IO 01.6738 07/20/2065 | 0.01% |
| GNR 2016-H25 GI IO 01.5035 11/20/2066 | 0.01% |
| GNR 2017-17 EI IO 04.0000 09/20/2044 | 0.01% |
| JPMCC 2012-C6 G P/P 144A 02.9720 05/15/2045 | 0.01% |
| FHR 4386 LI IO 04.0000 02/15/2043 | 0.01% |
| FHR 4601 PI IO 04.5000 12/15/2045 | 0.01% |
| FNR 2010-140 GS IO 05.8508 07/25/2039 | 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 03.2310 01/20/2065 | 0.01% |
| GNR 2016-37 IW IO 04.5000 02/20/2046 | 0.01% |
| FHR 3904 NI IO 03.5000 08/15/2026 | 0.01% |
| FHR 4694 GI IO 04.0000 02/15/2043 | 0.01% |
| FNR 2011-4 CS 12.6015 05/25/2040 | 0.01% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.01% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.01% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.01% |
| GNR 2012-H06 AI IO 01.3507 01/20/2062 | 0.01% |
| GNR 2016-H02 HI IO 03.0420 01/20/2066 | 0.01% |
| GNR 2017-141 ID IO 03.5000 07/20/2047 | 0.01% |
| GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.01% |
| MHL 2005-3 M4 01.0943 08/25/2035 | 0.01% |
| GNR 2012-H23 WI IO 01.5660 10/20/2062 | 0.01% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.01% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.01% |
| GNR 2015-H25 AI IO 01.6310 09/20/2065 | 0.01% |
| GNR 2015-H26 EI IO 01.7317 10/20/2065 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| FHR 3829 AS IO 06.8016 03/15/2041 | 0.01% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.01% |
| GNR 2014-98 AI IO 04.5000 10/20/2041 | 0.01% |
| GNR 2014-H21 AI IO 02.2587 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 2015-96 NI IO 03.5000 01/20/2039 | 0.01% |
| GNR 2015-H10 HI IO 03.1371 04/20/2065 | 0.01% |
| GNR 2015-H15 JI IO 01.9701 06/20/2065 | 0.01% |
| GNR 2015-H20 CI IO 02.1903 08/20/2065 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| FHR 4530 TI IO 04.0000 11/15/2045 | 0.01% |
| FNR 2013-57 IQ IO 03.0000 06/25/2041 | 0.01% |
| GNR 2010-H19 BI IO 01.4678 08/20/2060 | 0.01% |
| GNR 2010-H22 CI IO 02.3829 10/20/2060 | 0.01% |
| GNR 2011-156 SK IO 06.4486 04/20/2038 | 0.01% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.01% |
| GNR 2013-H24 AI IO 01.4426 09/20/2063 | 0.01% |
| GNR 2015-H14 BI IO 01.5760 05/20/2065 | 0.01% |
| GNR 2015-H23 DI IO 01.8693 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 2016-83 PI IO 03.5000 06/20/2045 | 0.01% |
| BACM 2008-1 AJ 06.5669 02/10/2051 | 0.01% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.01% |
| FHR 4299 JI IO 04.0000 07/15/2043 | 0.01% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.01% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.01% |
| GNR 2014-H08 BI IO 01.4654 04/20/2064 | 0.01% |
| GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.01% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.01% |
| GNR 2015-H10 CI IO 01.8161 04/20/2065 | 0.01% |
| GNR 2015-H20 AI IO 01.8405 08/20/2065 | 0.01% |
| GNR 2015-H24 BI IO 01.6220 08/20/2065 | 0.01% |
| GNR 2015-H25 BI IO 02.1340 10/20/2065 | 0.01% |
| GNR 2015-H25 EI IO 01.8655 10/20/2065 | 0.01% |
| GNR 2015-H26 DI IO 02.8367 10/20/2065 | 0.01% |
| GNR 2016-69 IO IO 04.0000 05/20/2046 | 0.01% |
| GNR 2016-77 SC IO 05.9486 10/20/2045 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.00% |
| FHR 4099 BI IO 03.5000 06/15/2039 | 0.00% |
| FHR 4267 CS IO 05.9016 05/15/2039 | 0.00% |
| FHR 4413 HI IO 03.5000 03/15/2040 | 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 2014-139 NI IO 03.5000 08/20/2028 | 0.00% |
| GNR 2015-H24 HI IO 02.0454 09/20/2065 | 0.00% |
| GNR 2015-H25 CI IO 03.1039 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% |
| FHR 3714 KI IO 04.5000 11/15/2039 | 0.00% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2011-H07 FI IO 01.2502 02/20/2061 | 0.00% |
| GNR 2013-182 SY IO 05.9486 12/20/2043 | 0.00% |
| GNR 2013-H14 XI IO 01.6514 03/20/2063 | 0.00% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.00% |
| GNR 2014-60 SE IO 05.9486 04/20/2044 | 0.00% |
| GNR 2014-H13 BI IO 01.5638 05/20/2064 | 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 02.4464 07/20/2065 | 0.00% |
| GNR 2015-H22 EI IO 01.6232 08/20/2065 | 0.00% |
| GNR 2015-H23 BI IO 01.7647 09/20/2065 | 0.00% |
| GNR 2015-H26 GI IO 01.8147 10/20/2065 | 0.00% |
| GNR 2016-H04 KI IO 03.0194 02/20/2066 | 0.00% |
| GNR 2016-H08 GI IO 01.4431 04/20/2066 | 0.00% |
| GNR 2017-6 DI IO 03.5000 01/20/2044 | 0.00% |
| GNR 2017-H06 EI IO 01.6007 02/20/2067 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.00% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.00% |
| 0.2325 R ISWP US0003M P 10/16/2022 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| FHR 4074 KS IO 06.5516 02/15/2041 | 0.00% |
| FHR 4462 PI IO 04.0000 04/15/2045 | 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 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.00% |
| FNR 2016-97 KI IO 03.0000 06/25/2040 | 0.00% |
| FNR 2017-15 LI IO 04.0000 06/25/2046 | 0.00% |
| GNR 2010-134 ES IO 05.8486 11/20/2039 | 0.00% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2011-H08 GI IO 01.2704 03/20/2061 | 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 01.4370 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 2015-89 IP IO 04.0000 02/20/2045 | 0.00% |
| GNR 2015-H18 IA IO 01.8573 06/20/2065 | 0.00% |
| GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.00% |
| SWPTN 5WX5Y P 0.42 USD 11/12/2020 GS | 0.00% |
| 0.838 R ISWP US0003M P 10/23/2030 | 0.00% |
| FHR 4000 LI IO 04.0000 02/15/2042 | 0.00% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.00% |
| FHR 4389 IA IO 04.0000 09/15/2044 | 0.00% |
| FHR 4580 ID IO 03.5000 08/15/2045 | 0.00% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.00% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.00% |
| GNR 2010-35 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 05.8486 07/20/2040 | 0.00% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.00% |
| GNR 2015-H09 BI IO 01.7011 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% |
| 0.8835 R ISWP US0003M P 10/27/2030 | 0.00% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.00% |
| FHR 4663 KI IO 03.5000 11/15/2042 | 0.00% |
| FNR 2013-41 SP IO 06.0508 06/25/2040 | 0.00% |
| GNR 2010-167 SG IO 06.3543 08/16/2038 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2015-H26 CI IO 00.5349 08/20/2065 | 0.00% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.00% |
| MSC 2007-HQ11 B 05.5380 02/12/2044 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 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 05.9016 08/15/2038 | 0.00% |
| FHR 4501 BI IO 03.5000 10/15/2043 | 0.00% |
| FHR 4510 HI IO 03.0000 03/15/2040 | 0.00% |
| FHR 4656 AI IO 03.0000 09/15/2037 | 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 2012-86 CS IO 05.9508 04/25/2039 | 0.00% |
| FNR 2012-90 EI IO 03.5000 02/25/2039 | 0.00% |
| FNR 2014-95 TI IO 04.0000 05/25/2039 | 0.00% |
| GNR 2010-50 QS IO 06.3986 12/20/2038 | 0.00% |
| GNR 2015-82 GI IO 03.5000 12/20/2038 | 0.00% |
| SWPTN 1MX10Y R 0.724 USD 11/02/2020 CI | 0.00% |
| 0.2345 R ISWP US0003M P 10/23/2022 | -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.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -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 CS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| 0.43509 R ISWP US0003M P 11/02/2025 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| 0.225 R ISWP US0003M P 10/19/2022 | -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 | -0.01% |
| 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-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.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% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.01% |
| SWPTN 5WX5Y R 0.42 USD 11/12/2020 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| 0.8045 R ISWP US0003M P 11/02/2030 | -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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| 0.35 R ISWP FWD US0003M P 07/06/2025 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| 0.774 R ISWP US0003M P 10/20/2030 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.03% |
| OPTN FN30 3.5 12/07/20 PUT 105.625 JPMC | -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.A.6 2063-05-11 200.0 05/11/2063 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -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% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.05% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.05% |
| OPTN FN30 2.0 11/05/20 PUT 103.1875 JPMC | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.07% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.07% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.07% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.07% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.08% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.08% |
| OPTN FN30 2.0 12/07/20 PUT 102.71875 JPMC | -0.09% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.09% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.10% |
| OPTN FN30 3.0 11/05/20 PUT 104.703125 JPMC | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.11% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.11% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.11% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.13% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.14% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.15% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.17% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.17% |
| SWPTN 3MX10Y R 0.7075 USD 12/18/2020 JP | -0.19% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.20% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.20% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.21% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.25% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.26% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.28% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.30% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.30% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.31% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.33% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.41% |
| 0.556 R ISWP US0003M P 08/05/2030 | -0.42% |
| 1.15 R ISWP FWD US0003M P 12/16/2050 | -0.43% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.44% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.45% |
| OPTN FN30 2.5 12/07/20 PUT 104.0625 JPMC | -0.50% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.58% |
| 0.70 R ISWP FWD US0003M P 12/16/2030 | -0.58% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.58% |
| GNMA GII30 TBA 03.5000 11/01/2050 | -0.62% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -4.88% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -7.42% |
| US 2YR NOTE (CBT) DEC20 TUZ0 | -273.21% |
Fixed income statistics as of 01/31/21
| Average effective maturity | -1.75 yrs. |
|---|---|
| Average effective duration | 1.08 yrs. |
| Average yield to maturity | 13.13% |
| Average coupon | 4.12% |
Sector weightings as of 01/31/21
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Commercial MBS | 16.11% | 0.44 | 28.48% | 0.11 | 44.59% | 0.55 |
| Agency CMO | 35.75% | 1.12 | 0.01% | 0.00 | 35.76% | 1.12 |
| Residential MBS (non-agency) | 18.98% | 0.90 | 0.00% | 0.00 | 18.98% | 0.90 |
| Asset-backed securities (ABS) | 5.92% | 0.30 | 0.00% | 0.00 | 5.92% | 0.30 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -0.02 | 0.00% | -0.02 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -4.38 | 0.00% | -4.38 |
| Agency pass-through | 1.46% | 0.05 | -10.42% | -0.70 | -8.96% | -0.65 |
| Net cash | 21.78% | 0.00 | 0.00% | 0.00 | 21.78% | 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 01/31/21
| 0 - 1 yr. | 39.32% |
|---|---|
| 1 - 5 yrs. | 51.65% |
| 5 - 10 yrs. | 7.52% |
| 10 - 15 yrs. | 1.00% |
| Over 15 yrs. | 0.51% |
Quality rating as of 01/31/21
| AAA | 40.39% |
|---|---|
| AA | 2.50% |
| A | 2.80% |
| BBB | 7.42% |
| BB | 4.93% |
| B | 3.93% |
| CCC and Below | 5.26% |
| Not Rated | 32.77% |
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.