Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds (2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund, which are 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 have been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Active Income
Mortgage Opportunities Fund (Class Y) (PMOYX)
A dynamic approach to securitized investing
Skip to
Highlights
Objective
The portfolio seeks to maximize total return consistent with what Putnam believes to be prudent risk.
Strategy and process
- Multiple securitized 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) |
$9.10 -0.22% | $-0.02 |
| 52-week high | $10.92 (12/17/19) |
| 52-week low | $8.62 (03/24/20) |
Yield
| Distribution rate before sales charge as of 09/17/20 |
3.56% |
|---|---|
| Distribution rate after sales charge as of 09/17/20 |
3.56% |
| 30-day SEC yield with subsidy as of 08/31/20 |
4.20% |
| 30-day SEC yield without subsidy as of 08/31/20 |
3.95% |
Fund facts as of 08/31/20
Total net assets
$207.66M
$207.66M
Turnover (fiscal year end)
1,311%
1,311%
Dividend frequency (view rate)
Monthly*
Monthly*
Number of holdings
860
860
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
Portfolio Manager
Portfolio Manager
Literature
Fund documents |
|
| Fact Sheet (Y share) (PDF) |
|
| Summary Prospectus (PDF) |
|
| Statutory Prospectus (PDF) |
|
| Statement of Additional Information (SAI) (PDF) | |
| Annual Report (PDF) |
|
| Semiannual Report (PDF) |
|
| Putnam active strategies pursue diverse income opportunities for client portfolios (PDF) |
|
Performance
Total return (%) as of 06/30/20
Annual performance as of 06/30/20
Annualized Total return (%) as of 06/30/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | Life (inception: 07/01/19 ) |
|---|---|---|---|---|
| Before sales charge | -4.99% | 1.61% | 2.24% | 2.28% |
| After sales charge | N/A | N/A | N/A | N/A |
| ICE BofA U.S. Treasury Bill Index | 1.71% | 1.80% | 1.22% | -- |
| Bloomberg Barclays U.S. MBS Index | 5.67% | 3.97% | 3.23% | -- |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 08/31/20 | 0.73% | - | |
| YTD as of 09/17/20 | -10.90% | - | |
Yield
| Distribution rate before sales charge as of 09/17/20 |
3.56% |
|---|---|
| Distribution rate after sales charge as of 09/17/20 |
3.56% |
| 30-day SEC yield with subsidy as of 08/31/20 |
4.20% |
| 30-day SEC yield without subsidy as of 08/31/20 |
3.95% |
Lipper rankings as of 08/31/20
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 147/170 | 86% |
| 3 yrs. | -- | |
| 5 yrs. | -- | |
| 10 yrs. | -- |
Distributions
| Record/Ex dividend date | 09/17/20 |
|---|---|
| Payable date | 09/21/20 |
| Income | $0.027 |
| 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 10/01/2050 | 4.11% |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 09/01/2050 | 3.59% |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2050 | 3.56% |
| Fnma Fn30 Tba Umbs 02.0000 10/01/2050 | 2.97% |
| Fnma Fn30 Tba Umbs 03.5000 09/01/2050 | 2.03% |
| Fnma Fn30 Tba Umbs 03.0000 09/01/2050 | 1.52% |
| Fhr 4964 Ia Io 04.5000 03/25/2050 | 1.12% |
| Gnma Gii30 Tba 04.0000 09/01/2050 | 1.03% |
| Fnma Fn30 Tba Umbs 03.0000 10/01/2050 | 1.01% |
| Stacr 2018-Hqa2 B1 04.4251 10/25/2048 | 1.01% |
| Top 10 holdings, percent of portfolio | 21.95% |
| Top 10 holdings as of 08/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 10/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 09/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2050 | |
| Fnma Fn30 Tba Umbs 02.0000 10/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 09/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 09/01/2050 | |
| Fhr 4964 Ia Io 04.5000 03/25/2050 | |
| Gnma Gii30 Tba 04.0000 09/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 10/01/2050 | |
| Stacr 2018-Hqa2 B1 04.4251 10/25/2048 | |
| Holdings represent 21.95% of portfolio | |
| Top 10 holdings as of 07/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 09/01/2050 | |
| Fnma Fn30 Tba Umbs 02.0000 09/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 09/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 08/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 09/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 08/01/2050 | |
| Stacr 2018-Dna2 M2 02.3216 12/25/2030 | |
| Fhr 4964 Ia Io 04.5000 03/25/2050 | |
| Gnr 2019-152 Es Io 05.8633 12/20/2049 | |
| Gnma Gii30 Tba 04.0000 08/01/2050 | |
| Holdings represent 20.80% of portfolio | |
| Top 10 holdings as of 06/30/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | |
| Fnma Fn30 Tba Umbs 03.5000 07/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 08/01/2050 | |
| Stacr 2018-Dna2 M2 02.3345 12/25/2030 | |
| Fhr 4964 Ia Io 04.5000 03/25/2050 | |
| Gnr 2019-152 Es Io 05.8600 12/20/2049 | |
| Stacr 2018-Hqa2 B1 04.4345 10/25/2048 | |
| Gnma Gii30 Tba 04.0000 07/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 07/01/2050 | |
| Stacr 2019-Hqa2 B2 11.4345 04/25/2049 | |
| Holdings represent 18.49% of portfolio | |
| Top 10 holdings as of 05/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 07/01/2050 | |
| Stacr 2018-Dna2 M2 02.3183 12/25/2030 | |
| Gnr 2019-152 Es Io 05.8793 12/20/2049 | |
| Fhr 4964 Ia Io 04.5000 03/25/2050 | |
| Gnr 2018-153 Ai Io 04.5000 09/16/2045 | |
| Gnma Gii30 Tba 04.5000 06/01/2050 | |
| Gnma Gii30 Tba 04.0000 06/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 06/01/2050 | |
| Stru Nsi-2513 Io 05.8818 06/25/2049 | |
| Holdings represent 14.77% of portfolio | |
| FNMA FN30 TBA UMBS 04.0000 09/01/2050 | 4.38% |
|---|---|
| TREASURY BILL 00.0000 10/08/2020 | 3.30% |
| TREASURY BILL 00.0000 08/11/2020 | 2.87% |
| CASH MGMT BILL 00.0000 10/27/2020 | 2.68% |
| FNMA FN30 TBA UMBS 03.5000 09/01/2050 | 2.61% |
| FNMA FN30 TBA UMBS 04.0000 08/01/2050 | 2.19% |
| FNMA FN30 TBA UMBS 03.0000 09/01/2050 | 2.18% |
| FNMA FN30 TBA UMBS 03.5000 08/01/2050 | 2.17% |
| TREASURY BILL 00.0000 08/20/2020 | 2.00% |
| TREASURY BILL 00.0000 08/06/2020 | 1.76% |
| TREASURY BILL 00.0000 09/22/2020 | 1.58% |
| TREASURY BILL 00.0000 09/10/2020 | 1.55% |
| TREASURY BILL 00.0000 08/13/2020 | 1.38% |
| TREASURY BILL 00.0000 08/25/2020 | 1.19% |
| STACR 2018-DNA2 M2 02.3216 12/25/2030 | 1.13% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 0.97% |
| GNMA GII30 TBA 04.0000 08/01/2050 | 0.87% |
| GNR 2019-152 ES IO 05.8633 12/20/2049 | 0.86% |
| STACR 2018-HQA2 B1 04.4216 10/25/2048 | 0.83% |
| TREASURY BILL 00.0000 10/15/2020 | 0.82% |
| STACR 2019-HQA2 B2 11.4216 04/25/2049 | 0.81% |
| CAS 2019-R04 2B1 05.4216 06/25/2039 | 0.80% |
| STACR 2016-HQA4 M3 04.0716 04/25/2029 | 0.80% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.75% |
| FNR 2019-28 S IO 05.8784 06/25/2049 | 0.73% |
| FNR 2019-50 SN IO 05.8784 09/25/2049 | 0.71% |
| GNR 2019-100 JS IO 05.9133 08/20/2049 | 0.69% |
| GNR 2020-H04 AI IO 03.4914 02/20/2070 | 0.68% |
| FHR 4290 LS IO 05.9253 07/15/2035 | 0.67% |
| GNR 2019-6 SM IO 05.8633 01/20/2049 | 0.66% |
| GNR 2020-7 SK IO 05.8633 01/20/2050 | 0.63% |
| FAHB 2020-HB1 M4 P/P 144A 04.0477 02/25/2030 | 0.63% |
| OPTN FN30 3.0 09/08/20 CALL 105.078125 JPMC | 0.63% |
| GNR 2019-158 AS IO 05.9734 09/16/2043 | 0.63% |
| FNR 2011-126 SJ IO 05.8284 12/25/2041 | 0.62% |
| GNR 2019-83 JS IO 05.9133 07/20/2049 | 0.62% |
| FNR 2019-75 KS IO 05.8284 11/25/2049 | 0.62% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.61% |
| STACR 2015-DNA2 B 07.7216 12/25/2027 | 0.59% |
| SPST 2019-7 A 00.8790 09/24/2020 | 0.56% |
| GNR 2019-15 SC IO 05.8633 02/20/2049 | 0.56% |
| CAS 2017-C07 2M2 02.6716 05/25/2030 | 0.56% |
| FNR 2019-45 SD IO 05.8784 08/25/2049 | 0.56% |
| SPST 2019-11 A 00.9290 10/24/2020 | 0.56% |
| OPTN FN30 2.5 08/06/20 CALL 104.03125 JPMC | 0.55% |
| FNR 2016-54 SD IO 05.8284 08/25/2046 | 0.54% |
| GNR 2019-121 SD IO 05.8133 10/20/2049 | 0.54% |
| GNR 2019-H03 AI IO 03.4519 11/20/2068 | 0.54% |
| CCMFC 2006-4A A2 00.3516 11/25/2047 | 0.52% |
| GNR 2019-78 SM IO 05.9133 06/20/2049 | 0.52% |
| CAS 2015-C04 1M2 05.8716 04/25/2028 | 0.49% |
| STACR 2019-HQA2 B1 04.2716 04/25/2049 | 0.48% |
| FNR 2016-91 AS IO 05.9284 12/25/2046 | 0.48% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.46% |
| CAS 2020-R01 1B1 03.4216 01/25/2040 | 0.46% |
| FHR 4752 PS IO 06.0253 11/15/2047 | 0.46% |
| FNR 2019-18 SH IO 05.9784 05/25/2049 | 0.45% |
| FNMA FN30 TBA UMBS 05.0000 08/01/2050 | 0.45% |
| FNR 2019-18 SL IO 05.9284 05/25/2049 | 0.45% |
| FNR 2019-66 SC IO 05.8284 11/25/2049 | 0.45% |
| CAS 2017-C02 2B1 05.6716 09/25/2029 | 0.45% |
| MRAIT 2020-2 A 02.1900 10/22/2020 | 0.44% |
| GNR 2014-131 BS IO 06.0234 09/16/2044 | 0.44% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.43% |
| GNR 2019-137 GI IO 04.0000 11/20/2049 | 0.42% |
| MCAS 2020-01 M10 P/P 144A 03.9216 03/25/2050 | 0.41% |
| AHM 2007-1 GA1C 00.3616 05/25/2047 | 0.41% |
| OPTN FN30 2.5 09/08/20 CALL 104.25 JPMC | 0.40% |
| CAS 2016-C03 2B 12.9216 10/25/2028 | 0.40% |
| CAS 2017-C04 2B1 05.2216 11/25/2029 | 0.39% |
| GNR 2018-H01 AI IO 02.2923 01/20/2068 | 0.39% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.38% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.37% |
| FNR 2016-85 SL IO 05.9284 11/25/2046 | 0.37% |
| GNR 2015-182 IC IO 04.5000 12/20/2045 | 0.35% |
| CAS 2018-C04 2B1 04.6716 12/25/2030 | 0.35% |
| FNR 2019-26 SM IO 05.8784 06/25/2049 | 0.35% |
| GNR 2017-H05 CI IO 03.6822 02/20/2067 | 0.34% |
| SPST 2020-2 A 01.0016 03/26/2021 | 0.34% |
| RMIR 2020-1 B1 P/P 144A 03.1716 02/25/2030 | 0.34% |
| GNR 2014-3 SM IO 05.9133 01/20/2044 | 0.34% |
| FNR 2018-38 SP IO 06.0284 06/25/2048 | 0.33% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.33% |
| STACR 2017-DNA1 B1 05.1216 07/25/2029 | 0.32% |
| GNR 2014-27 S IO 05.9133 02/20/2044 | 0.31% |
| STACR 2020-DNA3 B2 09.5216 06/25/2050 | 0.31% |
| STACR 2019-DNA2 B2 10.6716 03/25/2049 | 0.30% |
| CAS 2017-C06 2B1 04.6216 02/25/2030 | 0.30% |
| GNR 2019-143 HS IO 05.8633 09/20/2049 | 0.30% |
| FNR 2019-17 JS IO 05.9284 04/25/2049 | 0.29% |
| GNR 2019-H15 CI IO 01.6857 07/20/2069 | 0.29% |
| MWST 2019-1 A 00.9716 06/25/2052 | 0.29% |
| GNR 2013-9 S IO 06.5633 01/20/2043 | 0.29% |
| MSBAM 2012-C6 G P/P 144A 04.5000 11/15/2045 | 0.28% |
| SPST 2020-6 A 01.9290 09/07/2021 | 0.28% |
| COMM 2014-CR17 E P/P 144A 04.8473 05/10/2047 | 0.28% |
| SPST 2020-WL1 A 01.3216 06/25/2051 | 0.28% |
| JPMBB 2014-C18 D P/P 144A 04.8102 02/15/2047 | 0.27% |
| MRAFT 2020-2 A1 01.9383 05/30/2022 | 0.27% |
| STACR 2018-DNA3 B2 07.9216 09/25/2048 | 0.27% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.26% |
| GNR 2017-H21 AI IO 02.0993 10/20/2067 | 0.26% |
| FNR 2016-78 CS IO 05.9284 05/25/2039 | 0.26% |
| COMM 2012-CR4 B P/P 144A 03.7030 10/15/2045 | 0.26% |
| WFRBS 2013-C15 D P/P 144A 04.4930 08/15/2046 | 0.26% |
| TMIR 2019-1 B1 P/P 144A 04.3216 11/26/2029 | 0.26% |
| OMIR 2018-1A M2 03.0216 07/25/2028 | 0.26% |
| FHR 4808 SD IO 06.0253 07/15/2048 | 0.25% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.25% |
| GNR 2014-188 IB IO 04.0000 12/20/2044 | 0.25% |
| GNR 2019-35 SE IO 05.9734 01/16/2044 | 0.25% |
| MSBAM 2016-C29 C 04.7464 05/15/2049 | 0.25% |
| GSAA 2006-1 A1 00.2616 01/25/2036 | 0.25% |
| MSBAM 2013-C10 F P/P 144A 04.0823 07/15/2046 | 0.25% |
| CAS 2017-C03 1M2 03.1716 10/25/2029 | 0.24% |
| COMM 2013-LC6 C 04.2420 01/10/2046 | 0.24% |
| CAS 2017-C06 2M2 02.9716 02/25/2030 | 0.24% |
| GNR 2018-H02 HI IO 02.3433 01/20/2068 | 0.24% |
| NHLT 2018-2A M5 P/P 144A 06.0000 07/25/2028 | 0.23% |
| FNR 2018-36 SD IO 06.0784 06/25/2048 | 0.23% |
| STACR 2018-DNA3 B1 04.0716 09/25/2048 | 0.23% |
| GNR 2017-H20 GI IO 02.1493 09/20/2067 | 0.23% |
| FHR 4926 SP IO 05.8253 08/25/2049 | 0.22% |
| GNR 2017-H04 BI IO 02.4400 02/20/2067 | 0.22% |
| BALTA 2005-8 21A1 03.5633 10/25/2035 | 0.22% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.22% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.22% |
| GNR 2018-H07 IE IO 02.5168 02/20/2068 | 0.22% |
| GSMS 2013-GC13 D P/P 144A 04.0836 07/10/2046 | 0.22% |
| COMM 2014-CR19 D P/P 144A 04.7301 08/10/2047 | 0.21% |
| STACR 2019-DNA3 B2 08.3216 07/25/2049 | 0.21% |
| JPMCC 2013-LC11 D 04.1673 04/15/2046 | 0.21% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.21% |
| STACR 2019-DNA1 M2 02.8216 01/25/2049 | 0.21% |
| CAS 2017-C06 1M2 02.8216 02/25/2030 | 0.20% |
| FHR 3346 SC IO 06.3753 10/15/2033 | 0.20% |
| MSBAM 2013-C12 E P/P 144A 04.7632 10/15/2046 | 0.20% |
| DBUBS 2011-LC2A D P/P 144A 05.5296 07/10/2044 | 0.20% |
| GNR 2017-H11 NI IO 02.5625 05/20/2067 | 0.20% |
| JPMBB 2013-C12 C 04.0997 07/15/2045 | 0.20% |
| GNR 2016-H22 AI IO 03.8476 10/20/2066 | 0.19% |
| GNR 2018-72 IC IO 04.0000 05/20/2045 | 0.19% |
| GNR 2017-H10 MI IO 02.2698 04/20/2067 | 0.19% |
| COMM 2014-UBS4 C 04.6440 08/10/2047 | 0.18% |
| ARRW 2020-1 M1 04.2770 03/25/2055 | 0.18% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.18% |
| JPMBB 2013-C12 E P/P 144A 04.0997 07/15/2045 | 0.18% |
| GSR 2007-OA1 2A3A 00.4816 05/25/2037 | 0.18% |
| FHR 4789 AS IO 06.0253 05/15/2048 | 0.18% |
| CAS 2015-C04 2M2 05.7216 04/25/2028 | 0.18% |
| GNR 2017-H22 DI IO 02.4563 11/20/2067 | 0.18% |
| WFCM 2020-C56 C 03.7506 06/15/2053 | 0.17% |
| BALTA 2006-6 1A1 00.4916 11/25/2036 | 0.17% |
| GNR 2009-121 DI IO 04.5000 12/16/2039 | 0.17% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.17% |
| CAS 2016-C03 2M2 06.0716 10/25/2028 | 0.17% |
| COMM 2014-CR16 C 04.9276 04/10/2047 | 0.17% |
| GNR 2013-167 SG IO 05.9633 11/20/2043 | 0.17% |
| CGCMT 2012-GC8 C P/P 144A 04.8813 09/10/2045 | 0.17% |
| GNR 2014-H08 CI IO 01.6037 03/20/2064 | 0.17% |
| GNR 2017-H16 IB IO 01.7168 08/20/2067 | 0.17% |
| GSMS 2014-GC24 D P/P 144A 04.5316 09/10/2047 | 0.17% |
| JPMCC 2013-C16 D P/P 144A 05.0269 12/15/2046 | 0.17% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.17% |
| GNR 2017-H20 AI IO 02.3272 10/20/2067 | 0.16% |
| GNR 2019-H09 EI IO 03.3967 04/20/2069 | 0.16% |
| GNR 2010-125 SD IO 06.5034 01/16/2040 | 0.16% |
| GNR 2014-H23 BI IO 01.6974 11/20/2064 | 0.16% |
| UBSCM 2012-C1 D P/P 144A 05.5690 05/10/2045 | 0.16% |
| WFRBS 2012-C9 E P/P 144A 04.8107 11/15/2045 | 0.16% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.16% |
| OPTN FN30 2.0 08/06/20 CALL 102.09375 JPMC | 0.16% |
| CMLTI 2007-AR5 1A1A 03.9598 04/25/2037 | 0.16% |
| FNR 2016-83 BS IO 05.9284 11/25/2046 | 0.16% |
| SCRT 2017-3 M2 04.7500 07/25/2056 | 0.16% |
| JPMCC 2007-CB20 E P/P 144A 06.1688 02/12/2051 | 0.15% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.15% |
| MSBAM 2013-C11 D P/P 144A 04.3527 08/15/2046 | 0.15% |
| DBUBS 2011-LC1A C P/P 144A 05.6866 11/10/2046 | 0.15% |
| GNR 2018-H11 JI IO 01.6818 07/20/2068 | 0.15% |
| COMM 2014-CR17 D P/P 144A 04.8473 05/10/2047 | 0.15% |
| GNR 2018-H01 IB IO 01.7500 01/20/2068 | 0.14% |
| STACR 2016-DNA3 M3 05.1716 12/25/2028 | 0.14% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.14% |
| STACR 2016-HQA3 M3 04.0216 03/25/2029 | 0.14% |
| GNR 2016-H27 EI IO 03.3418 12/20/2066 | 0.14% |
| FNR 2010-99 NI IO 06.0000 09/25/2040 | 0.14% |
| MSRR 2010-R4 4B 02.7158 02/26/2037 | 0.14% |
| STACR 2015-DNA3 B 09.5216 04/25/2028 | 0.14% |
| GNR 2016-H21 AI IO 03.8679 09/20/2066 | 0.14% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.14% |
| JPMCC 2012-CBX B 04.9105 06/15/2045 | 0.14% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.14% |
| WFCM 2016-BNK1 C 03.0710 08/15/2049 | 0.14% |
| GNR 2018-H11 AI IO 01.6784 02/20/2068 | 0.14% |
| JPMCC 2011-C4 C P/P 144A 05.3429 07/15/2046 | 0.14% |
| BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.14% |
| GSMS 2014-GC20 C 04.9648 04/10/2047 | 0.14% |
| CAS 2016-C03 1M2 05.4716 10/25/2028 | 0.14% |
| CSAIL 2018-C14 D P/P 144A 04.8914 11/15/2051 | 0.14% |
| GNR 2016-H22 IO IO 01.9986 10/20/2066 | 0.13% |
| WFCM 2012-LC5 D P/P 144A 04.7591 10/15/2045 | 0.13% |
| MRAFT 2020-4 A1 00.0000 04/23/2023 | 0.13% |
| MSBAM 2013-C10 E P/P 144A 04.0823 07/15/2046 | 0.13% |
| MSBAM 2015-C23 D P/P 144A 04.1504 07/15/2050 | 0.13% |
| GNR 2016-H24 CI IO 01.8330 10/20/2066 | 0.13% |
| CWALT 2006-OA10 4A1 00.3616 08/25/2046 | 0.13% |
| GNR 2015-H01 BI IO 01.6976 01/20/2065 | 0.13% |
| GNR 2018-H02 IM IO 02.3375 02/20/2068 | 0.13% |
| JPMCC 2011-C3 D P/P 144A 05.6691 02/15/2046 | 0.13% |
| MSC 2011-C3 G P/P 144A 05.2444 07/15/2049 | 0.13% |
| GNR 2017-H03 DI IO 02.4128 12/20/2066 | 0.13% |
| GNR 2017-H16 CI IO 01.7914 07/20/2067 | 0.13% |
| FNR 2019-60 BS IO 05.8784 10/25/2049 | 0.13% |
| JPMBB 2014-C22 C 04.5538 09/15/2047 | 0.13% |
| GNR 2017-H02 BI IO 02.4092 01/20/2067 | 0.12% |
| SAMI 2006-AR7 A1BG 00.2916 08/25/2036 | 0.12% |
| STACR 2019-DNA1 B1 04.8216 01/25/2049 | 0.12% |
| CAS 2019-R05 1M2 02.1716 07/25/2039 | 0.12% |
| WFRBS 2012-C7 E P/P 144A 04.8113 06/15/2045 | 0.12% |
| COMM 2014-UBS3 C 04.7387 06/10/2047 | 0.12% |
| FHR 4560 IO IO 05.8120 05/15/2039 | 0.12% |
| GNR 2017-H14 JI IO 02.2605 06/20/2067 | 0.12% |
| EMIR 2020-1 B1 03.0216 01/25/2030 | 0.12% |
| BALTA 2005-7 21A1 03.2498 09/25/2035 | 0.12% |
| GNR 2015-H04 AI IO 03.0584 12/20/2064 | 0.12% |
| GNR 2016-H26 KI IO 02.9832 11/20/2066 | 0.12% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.12% |
| GNR 2013-182 SP IO 06.5133 12/20/2043 | 0.12% |
| STACR 2018-HQA2 B2 11.1716 10/25/2048 | 0.12% |
| GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.11% |
| CWALT 2006-OA19 A1 00.3668 02/20/2047 | 0.11% |
| GNR 2015-H22 HI IO 02.0619 08/20/2065 | 0.11% |
| GNR 2016-150 I IO 05.0000 11/20/2046 | 0.11% |
| GNR 2017-H08 EI IO 02.5415 02/20/2067 | 0.11% |
| CAS 2017-C07 2B1 04.6216 05/25/2030 | 0.11% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.11% |
| GNR 2013-99 AS IO 05.8633 06/20/2043 | 0.11% |
| GNR 2018-H08 FI IO 01.9207 06/20/2068 | 0.11% |
| STACR 2015-HQA2 B 10.6716 05/25/2028 | 0.11% |
| STACR 2016-DNA1 B 10.1716 07/25/2028 | 0.11% |
| BACM 2016-UB10 D P/P 144A 03.0000 07/15/2049 | 0.11% |
| CWALT 2006-OA10 3A1 00.3616 08/25/2046 | 0.11% |
| GNR 2014-H06 BI IO 01.5968 02/20/2064 | 0.11% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.11% |
| STACR 2019-DNA2 B1 04.5216 03/25/2049 | 0.11% |
| 0.6879 R ISWP US0003M P 07/06/2030 | 0.11% |
| STACR 2019-HQA1 B2 12.4216 02/25/2049 | 0.11% |
| CAS 2018-C06 2B1 04.2716 03/25/2031 | 0.10% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.10% |
| FNR 2016-65 CS IO 05.9284 09/25/2046 | 0.10% |
| JPMBB 2013-C14 F P/P 144A 03.5980 08/15/2046 | 0.10% |
| CAS 2016-C06 1B 09.4216 04/25/2029 | 0.10% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.10% |
| GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 | 0.10% |
| STACR 2017-DNA3 B1 04.6216 03/25/2030 | 0.10% |
| UBSBB 2012-C4 D P/P 144A 04.4715 12/10/2045 | 0.10% |
| TREASURY BILL 00.0000 09/08/2020 | 0.10% |
| WFRBS 2012-C10 D P/P 144A 04.4283 12/15/2045 | 0.10% |
| GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.10% |
| GNR 2018-H05 BI IO 02.5619 02/20/2068 | 0.10% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.10% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.10% |
| GNR 2014-95 JI IO 04.5000 12/16/2039 | 0.10% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.10% |
| GNR 2017-H16 KI IO 01.6024 08/20/2067 | 0.09% |
| GSAA 2005-15 2A2 00.4216 01/25/2036 | 0.09% |
| WFRBS 2012-C7 D P/P 144A 04.8113 06/15/2045 | 0.09% |
| BALTA 2005-10 11A1 00.6716 01/25/2036 | 0.09% |
| GSMS 2010-C1 D P/P 144A 05.9835 08/10/2043 | 0.09% |
| FHR 4451 CI IO 07.0000 03/15/2045 | 0.09% |
| GNR 2016-164 IO IO 06.5000 12/20/2046 | 0.09% |
| GNR 2016-H18 QI IO 02.4638 06/20/2066 | 0.09% |
| CMLTI 2007-WFH3 M1 00.4316 06/25/2037 | 0.09% |
| GNR 2011-148 SN IO 06.5134 11/16/2041 | 0.09% |
| GNR 2017-H14 EI IO 01.9119 06/20/2067 | 0.09% |
| RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029 | 0.09% |
| CMLTI 2007-AMC3 A2D 00.5216 03/25/2037 | 0.09% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.08% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.08% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.08% |
| SWPTN 5WX10Y R 0.687 USD 08/03/2020 CI | 0.08% |
| GNR 2016-H17 DI IO 01.9374 07/20/2066 | 0.08% |
| TREASURY BILL 00.0000 09/17/2020 | 0.08% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.08% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.08% |
| GNR 2018-91 SJ IO 06.0633 07/20/2048 | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.08% |
| GNR 2017-H13 QI IO 02.3915 06/20/2067 | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.08% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.08% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.08% |
| FNR 2012-132 PI IO 05.0000 10/25/2042 | 0.08% |
| WFCM 2013-LC12 D P/P 144A 04.2757 07/15/2046 | 0.08% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.08% |
| MSC 2012-C4 D P/P 144A 05.4189 03/15/2045 | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.08% |
| GNR 2012-H11 FI IO 01.3523 02/20/2062 | 0.08% |
| FHS 324 C21 IO 06.0000 06/15/2039 | 0.08% |
| FNR 2018-1 JI IO 05.0000 02/25/2048 | 0.08% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 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 2017-8 IO IO 06.0000 02/25/2047 | 0.07% |
| GNR 2012-H29 CI IO 01.5607 02/20/2062 | 0.07% |
| GNR 2015-165 IC IO 03.5000 07/16/2041 | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.07% |
| GNR 2017-H18 DI IO 01.9250 09/20/2067 | 0.07% |
| HVMLT 2004-11 1A 00.8868 01/19/2035 | 0.07% |
| GNR 2017-H06 MI IO 02.2422 02/20/2067 | 0.07% |
| CAS 2018-C01 1M2 02.4216 07/25/2030 | 0.07% |
| CAS 2019-R03 1B1 04.2716 09/25/2031 | 0.07% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.07% |
| OMIR 2019-1A B1B 04.5216 07/25/2029 | 0.07% |
| GNR 2015-H29 HI IO 02.0974 09/20/2065 | 0.07% |
| GNR 2017-H20 DI IO 02.3637 10/20/2067 | 0.07% |
| STACR 2019-DNA2 M2 02.6216 03/25/2049 | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.07% |
| FNR 2011-134 SP IO 05.8284 02/25/2041 | 0.07% |
| STACR 2019-DNA1 B2 10.9216 01/25/2049 | 0.06% |
| 0.66288 R ISWP US0003M P 07/03/2030 | 0.06% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.06% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.06% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.06% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.06% |
| GNR 2017-H09 DI IO 02.0369 03/20/2067 | 0.06% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.06% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.06% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.06% |
| GNR 2013-6 AI IO 03.5000 08/20/2039 | 0.06% |
| GNR 2016-H06 AI IO 03.0793 02/20/2066 | 0.06% |
| UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.06% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.06% |
| CWALT 2005-51 3A3A 00.8199 11/20/2035 | 0.06% |
| GNR 2014-58 SA IO 05.9133 04/20/2044 | 0.06% |
| OMIR 2019-1A B1A 03.6716 07/25/2029 | 0.06% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.06% |
| COMM 2012-CR3 E P/P 144A 04.7509 10/15/2045 | 0.06% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.06% |
| MSC 2012-C4 E P/P 144A 05.4189 03/15/2045 | 0.06% |
| FNR 2017-48 LI IO 04.0000 05/25/2047 | 0.06% |
| GNR 2012-103 CI IO 03.5000 08/16/2042 | 0.06% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.06% |
| FNR 2013-90 SD IO 06.4284 09/25/2043 | 0.05% |
| GNR 2017-H03 AI IO 02.5045 12/20/2066 | 0.05% |
| GNR 2018-77 IO IO 05.0000 06/20/2048 | 0.05% |
| GNR 2020-15 CS IO 05.8633 12/02/2021 | 0.05% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.05% |
| FNR 2016-102 JI IO 03.5000 02/25/2046 | 0.05% |
| GNR 2017-H20 HI IO 02.2896 10/20/2067 | 0.05% |
| FHR 3981 WS IO 06.3753 05/15/2041 | 0.05% |
| GNR 2015-40 KI IO 04.0000 07/20/2044 | 0.05% |
| FNR 2012-90 DI IO 04.0000 03/25/2042 | 0.05% |
| GNR 2014-H25 BI IO 01.8267 12/20/2064 | 0.05% |
| FHR 4127 PI IO 04.5000 07/15/2042 | 0.05% |
| FNR 2018-15 PI IO 04.0000 10/25/2047 | 0.05% |
| GNR 2017-H22 EI IO 02.3891 10/20/2067 | 0.05% |
| GNR 2017-H06 BI IO 02.3272 02/20/2067 | 0.05% |
| GNR 2017-H08 DI IO 02.7526 02/20/2067 | 0.05% |
| GNR 2017-H19 MI IO 02.0536 04/20/2067 | 0.05% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.05% |
| CWALT 2006-OA10 2A1 00.3616 08/25/2046 | 0.05% |
| WAMU 2004-AR12 A2B 01.0916 10/25/2044 | 0.05% |
| BSCMS 2007-T28 D P/P 144A 05.5336 09/11/2042 | 0.05% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.05% |
| GNR 2012-H10 AI IO 01.3321 12/20/2061 | 0.04% |
| JPMCC 2012-C6 E P/P 144A 05.1524 05/15/2045 | 0.04% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.04% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.04% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.04% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.04% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.04% |
| SAMI 2006-AR7 A1A 00.3816 08/25/2036 | 0.04% |
| CAS 2015-C03 2M2 05.1716 07/25/2025 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.04% |
| GNR 2011-135 DI IO 05.0000 04/16/2040 | 0.04% |
| CAS 2016-C03 1B 11.9216 10/25/2028 | 0.04% |
| GNR 2010-H20 IF IO 01.5797 10/20/2060 | 0.04% |
| GNR 2017-136 IY IO 05.0000 03/20/2045 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.04% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.04% |
| GNR 2017-130 IB IO 04.0000 08/20/2047 | 0.04% |
| GNR 2017-99 AI IO 04.0000 01/20/2047 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.04% |
| GNR 2017-123 IO IO 05.0000 08/16/2047 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% |
| GNR 2012-98 AI IO 04.5000 04/16/2042 | 0.04% |
| GNR 2017-68 IL IO 04.0000 08/20/2044 | 0.04% |
| JPALT 2007-A2 12A1 00.3716 06/25/2037 | 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 CS | 0.04% |
| CWALT 2006-OA10 1A1 02.2822 08/25/2046 | 0.04% |
| GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.04% |
| JPMCC 2011-C3 E P/P 144A 05.6691 02/15/2046 | 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 MS | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.04% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.04% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.04% |
| BSMF 2006-AR2 2A1 00.4016 09/25/2046 | 0.04% |
| CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.04% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 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% |
| WAMU 2005-AR13 A1C4 00.6016 10/25/2045 | 0.04% |
| FHR 3984 DS IO 05.7753 01/15/2042 | 0.04% |
| FHR 4134 PI IO 03.0000 11/15/2042 | 0.04% |
| FNR 2012-49 QI IO 04.5000 12/25/2040 | 0.04% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.03% |
| 0.645 R ISWP US0003M P 07/15/2030 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.03% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.03% |
| GNR 2017-H03 EI IO 02.4820 01/20/2067 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.03% |
| GNR 2016-49 IO IO 04.5000 11/16/2045 | 0.03% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.03% |
| 0.90 R ISWP FWD US0003M P 09/16/2050 | 0.03% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.03% |
| GNR 2016-H27 BI IO 02.4438 12/20/2066 | 0.03% |
| CAS 2016-C02 1B 12.4216 09/25/2028 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 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% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| FNR 2011-101 SA IO 05.7284 10/25/2041 | 0.03% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.03% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.03% |
| FHR 3747 SA IO 06.3253 10/15/2040 | 0.03% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.03% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.03% |
| GNR 2011-H15 AI IO 01.6791 06/20/2061 | 0.03% |
| GNR 2013-H15 CI IO 01.8817 07/20/2063 | 0.03% |
| 0.656 R ISWP US0003M P 07/08/2030 | 0.03% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.03% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.03% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.03% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.03% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.03% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.03% |
| GNR 2017-H16 JI IO 01.8895 08/20/2067 | 0.03% |
| STACR 2018-HQA2 M2 02.4716 10/25/2048 | 0.03% |
| 0.588 R ISWP US0003M P 07/13/2030 | 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% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.03% |
| FNR 2015-73 PI IO 03.5000 10/25/2045 | 0.03% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.02% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.02% |
| 0.35 R ISWP FWD US0003M P 07/06/2025 | 0.02% |
| 0.863 R ISWP US0003M P 07/17/2050 | 0.02% |
| GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.02% |
| GNR 2017-H06 DI IO 01.9136 02/20/2067 | 0.02% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.02% |
| GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.02% |
| FHR 4604 QI IO 03.5000 07/15/2046 | 0.02% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| FNR 2012-103 SD IO 05.8784 09/25/2042 | 0.02% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.02% |
| GNR 2016-29 IO IO 04.0000 02/16/2046 | 0.02% |
| SAMI 2007-AR1 2A1 00.3645 01/25/2037 | 0.02% |
| CAS 2016-C05 2B 10.9216 01/25/2029 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 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% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNR 2014-161 HI IO 04.5000 06/20/2044 | 0.02% |
| GNR 2017-H08 NI IO 02.3532 03/20/2067 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.02% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.02% |
| GNR 2011-H16 FI IO 01.1621 07/20/2061 | 0.02% |
| GNR 2019-78 SJ IO 05.8633 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-.12 2061-08-17 300.0 08/17/2061 JP | 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% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.02% |
| GNR 2019-H14 IB IO 03.4358 08/20/2069 | 0.02% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.02% |
| OPTN FN30 3.5 08/06/20 CALL 105.15625 JPMC | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.02% |
| FHR 4568 MI IO 04.0000 04/15/2046 | 0.02% |
| GNR 2016-77 SL IO 05.9633 03/20/2043 | 0.02% |
| GNR 2017-H09 IO IO 02.1858 04/20/2067 | 0.02% |
| 0.20 R ISWP FWD US0003M P 09/16/2022 | 0.02% |
| CWHL 2006-OA5 2A1 00.3716 04/25/2046 | 0.02% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.02% |
| FHR 4386 IL IO 04.0000 12/15/2043 | 0.02% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| GNR 2017-11 PI IO 04.0000 12/20/2046 | 0.02% |
| CAS 2016-C05 2M2 04.6216 01/25/2029 | 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% |
| CSMC 2008-C1 AJ P/P 144A 05.8033 02/15/2041 | 0.02% |
| FNR 2012-36 SN IO 06.2784 04/25/2042 | 0.02% |
| FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.02% |
| GNR 2016-H24 IO IO 02.1463 09/20/2066 | 0.02% |
| GNR 2017-H11 DI IO 01.9635 05/20/2067 | 0.02% |
| GNR 2019-99 KS IO 05.8633 08/20/2049 | 0.02% |
| 0.30 R ISWP US0003M P 07/14/2025 | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| FHR 4033 SC IO 06.3753 10/15/2036 | 0.01% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.01% |
| FHR 4475 CI IO 03.5000 01/15/2044 | 0.01% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.01% |
| CAS 2016-C01 1B 11.9216 08/25/2028 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 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% |
| 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 06.5253 07/15/2040 | 0.01% |
| FHR 4550 AI IO 03.0000 10/15/2040 | 0.01% |
| FNR 2010-35 SG IO 06.2284 04/25/2040 | 0.01% |
| GNR 2012-H29 AI IO 01.5561 10/20/2062 | 0.01% |
| GNR 2012-H29 FI IO 01.5561 10/20/2062 | 0.01% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.01% |
| GNR 2017-120 IJ IO 04.0000 04/20/2047 | 0.01% |
| GNR 2017-H14 DI IO 01.8438 06/20/2067 | 0.01% |
| GSAA 2006-8 2A2 00.3516 05/25/2036 | 0.01% |
| INDX 2006-AR11 2A1 03.5914 06/25/2036 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| FHR 3852 SC IO 06.4753 04/15/2040 | 0.01% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.01% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.01% |
| GNR 2017-17 EI IO 04.0000 09/20/2044 | 0.01% |
| GNR 2017-H03 HI IO 01.5596 01/20/2067 | 0.01% |
| CWALT 2006-OA7 1A2 02.2622 06/25/2046 | 0.01% |
| FHR 4403 CI IO 04.0000 10/15/2044 | 0.01% |
| GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.01% |
| GNR 2015-H13 AI IO 02.4773 06/20/2065 | 0.01% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| FHR 4425 WI IO 04.0000 03/15/2043 | 0.01% |
| FNR 2010-140 GS IO 05.8284 07/25/2039 | 0.01% |
| FNR 2016-24 CI IO 04.0000 02/25/2046 | 0.01% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.01% |
| FNR 2017-78 KI IO 03.5000 10/25/2047 | 0.01% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.01% |
| GNR 2016-H23 NI IO 03.7614 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 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FHR 4601 PI IO 04.5000 12/15/2045 | 0.01% |
| GNR 2015-H03 DI IO 03.0932 01/20/2065 | 0.01% |
| GNR 2016-H12 AI IO 01.7893 07/20/2065 | 0.01% |
| GNR 2016-H25 GI IO 01.6311 11/20/2066 | 0.01% |
| UBSBB 2012-C2 E P/P 144A 04.8888 05/10/2063 | 0.01% |
| FHR 3904 NI IO 03.5000 08/15/2026 | 0.01% |
| FHR 4413 HI IO 03.5000 03/15/2040 | 0.01% |
| FNR 2011-4 CS 12.5567 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-H06 AI IO 01.4724 01/20/2062 | 0.01% |
| GNR 2015-106 CI IO 04.0000 05/20/2045 | 0.01% |
| GNR 2015-52 IK IO 03.5000 04/20/2045 | 0.01% |
| GNR 2015-96 NI IO 03.5000 01/20/2039 | 0.01% |
| GNR 2016-37 IW IO 04.5000 02/20/2046 | 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 01.1166 08/25/2035 | 0.01% |
| FHR 3829 AS IO 06.7753 03/15/2041 | 0.01% |
| FHR 4694 GI IO 04.0000 02/15/2043 | 0.01% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.01% |
| GNR 2012-H23 WI IO 01.6909 10/20/2062 | 0.01% |
| GNR 2014-98 AI IO 04.5000 10/20/2041 | 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 2015-79 GI IO 05.0000 10/20/2039 | 0.01% |
| GNR 2015-H25 AI IO 01.7481 09/20/2065 | 0.01% |
| GNR 2015-H26 EI IO 01.8545 10/20/2065 | 0.01% |
| GNR 2016-H02 HI IO 02.9492 01/20/2066 | 0.01% |
| FHR 4267 CS IO 05.8753 05/15/2039 | 0.01% |
| FHR 4386 LI IO 04.0000 02/15/2043 | 0.01% |
| FHR 4530 TI IO 04.0000 11/15/2045 | 0.01% |
| GNR 2011-156 SK IO 06.4133 04/20/2038 | 0.01% |
| GNR 2013-H24 AI IO 01.5751 09/20/2063 | 0.01% |
| GNR 2014-H21 AI IO 03.1249 10/20/2064 | 0.01% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.01% |
| GNR 2015-H10 HI IO 03.0151 04/20/2065 | 0.01% |
| GNR 2015-H15 JI IO 02.0903 06/20/2065 | 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% |
| GNR 2017-6 DI IO 03.5000 01/20/2044 | 0.01% |
| JPMCC 2012-C6 G P/P 144A 02.9720 05/15/2045 | 0.01% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.00% |
| FHR 4299 JI IO 04.0000 07/15/2043 | 0.00% |
| FHR 4560 PI IO 03.5000 05/15/2045 | 0.00% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.00% |
| FNR 2013-57 IQ IO 03.0000 06/25/2041 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2010-H19 BI IO 01.5874 08/20/2060 | 0.00% |
| GNR 2010-H22 CI IO 02.5059 10/20/2060 | 0.00% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.00% |
| GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.00% |
| GNR 2015-H10 CI IO 01.9385 04/20/2065 | 0.00% |
| GNR 2015-H14 BI IO 01.7013 05/20/2065 | 0.00% |
| GNR 2015-H20 AI IO 01.9616 08/20/2065 | 0.00% |
| GNR 2015-H20 CI IO 03.5739 08/20/2065 | 0.00% |
| GNR 2015-H23 DI IO 01.9918 09/20/2065 | 0.00% |
| GNR 2015-H25 EI IO 01.9845 10/20/2065 | 0.00% |
| GNR 2015-H26 DI IO 03.3563 10/20/2065 | 0.00% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.00% |
| GNR 2016-77 SC IO 05.9133 10/20/2045 | 0.00% |
| GNR 2016-H06 HI IO 02.0784 02/20/2066 | 0.00% |
| BACM 2008-1 AJ 06.5669 02/10/2051 | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| FHR 3714 KI IO 04.5000 11/15/2039 | 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 4452 QI IO 04.0000 11/15/2044 | 0.00% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.00% |
| GNR 2010-134 ES IO 05.8133 11/20/2039 | 0.00% |
| GNR 2014-139 NI IO 03.5000 08/20/2028 | 0.00% |
| GNR 2014-H08 BI IO 01.5902 04/20/2064 | 0.00% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.00% |
| GNR 2015-H24 BI IO 01.7484 08/20/2065 | 0.00% |
| GNR 2015-H24 HI IO 02.0447 09/20/2065 | 0.00% |
| GNR 2015-H25 BI IO 03.4702 10/20/2065 | 0.00% |
| GNR 2015-H25 CI IO 03.3620 10/20/2065 | 0.00% |
| GNR 2016-69 IO IO 04.0000 05/20/2046 | 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% |
| 0.7835 R ISWP US0003M P 08/03/2050 | 0.00% |
| FHR 4462 PI IO 04.0000 04/15/2045 | 0.00% |
| FHR 4580 ID IO 03.5000 08/15/2045 | 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 2010-167 SG IO 06.3234 08/16/2038 | 0.00% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2011-H07 FI IO 01.3708 02/20/2061 | 0.00% |
| GNR 2011-H08 GI IO 01.3918 03/20/2061 | 0.00% |
| GNR 2013-182 SY IO 05.9133 12/20/2043 | 0.00% |
| GNR 2013-H14 XI IO 01.7778 03/20/2063 | 0.00% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.00% |
| GNR 2014-60 SE IO 05.9133 04/20/2044 | 0.00% |
| GNR 2014-H13 BI IO 01.6901 05/20/2064 | 0.00% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 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 2015-87 AI IO 03.5000 12/20/2038 | 0.00% |
| GNR 2015-H16 XI IO 03.1298 07/20/2065 | 0.00% |
| GNR 2015-H18 IA IO 01.9772 06/20/2065 | 0.00% |
| GNR 2015-H22 EI IO 01.7545 08/20/2065 | 0.00% |
| GNR 2015-H23 BI IO 01.8840 09/20/2065 | 0.00% |
| GNR 2015-H26 GI IO 01.9334 10/20/2065 | 0.00% |
| GNR 2016-H04 KI IO 02.9450 02/20/2066 | 0.00% |
| GNR 2016-H08 GI IO 01.5659 04/20/2066 | 0.00% |
| GNR 2017-H06 EI IO 01.7261 02/20/2067 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.00% |
| FHR 4074 KS IO 06.5253 02/15/2041 | 0.00% |
| FHR 4389 IA IO 04.0000 09/15/2044 | 0.00% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.00% |
| FHR 4510 HI IO 03.0000 03/15/2040 | 0.00% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.00% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.00% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2011-22 PS IO 05.8133 07/20/2040 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GNR 2014-100 LI IO 04.5000 10/16/2043 | 0.00% |
| GNR 2014-H09 AI IO 01.5550 01/20/2064 | 0.00% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.00% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.00% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.00% |
| GNR 2015-H09 BI IO 01.8255 03/20/2065 | 0.00% |
| GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.00% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.00% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 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 4355 DI IO 04.0000 03/15/2044 | 0.00% |
| FHR 4656 AI IO 03.0000 09/15/2037 | 0.00% |
| FHR 4663 KI IO 03.5000 11/15/2042 | 0.00% |
| FNR 2011-59 BI IO 06.0000 08/25/2040 | 0.00% |
| FNR 2013-41 SP IO 06.0284 06/25/2040 | 0.00% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.00% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2015-H26 CI IO 00.4064 08/20/2065 | 0.00% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.00% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.00% |
| MSC 2007-HQ11 B 05.5380 02/12/2044 | 0.00% |
| SWPTN 1MX5Y R 0.3 USD 08/10/2020 GS | 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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| FHR 4073 AS IO 05.8753 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% |
| FHR 4666 AI MTGE IO 03.0000 09/15/2035 | 0.00% |
| FNR 2012-86 CS IO 05.9284 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 06.3633 12/20/2038 | 0.00% |
| GNR 2014-115 EI IO 04.0000 06/20/2038 | 0.00% |
| GNR 2015-82 GI IO 03.5000 12/20/2038 | 0.00% |
| OPTN FN30 2.0 08/06/20 PUT 102.09375 JPMC | 0.00% |
| OPTN FN30 2.5 08/06/20 PUT 102.47265625 JPMC | 0.00% |
| OPTN FN30 2.5 08/06/20 PUT 103.03515625 JPMC | 0.00% |
| OPTN FN30 2.5 08/06/20 PUT 103.59765625 JPMC | 0.00% |
| OPTN FN30 2.5 08/06/20 PUT 104.03125 JPMC | 0.00% |
| OPTN FN30 3.0 08/06/20 PUT 105.21875 JPMC | 0.00% |
| OPTN FN30 3.5 08/06/20 PUT 105.15625 JPMC | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 BC | -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% |
| 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 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| 0.21 R ISWP US0003M P 07/24/2022 | -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.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| 0.2195 R ISWP US0003M P 07/21/2022 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| SWPTN 1MX5Y P 0.3 USD 08/10/2020 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| 0.5935 R ISWP US0003M P 07/16/2030 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.02% |
| OPTN FN30 3.0 09/08/20 PUT 105.078125 JPMC | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| 0.642 R ISWP US0003M P 07/09/2030 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| OPTN FN30 2.5 09/08/20 PUT 104.25 JPMC | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| 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 ML | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.05% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 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.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.05% |
| 0.602 R ISWP US0003M P 07/02/2030 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| 0.627 R ISWP US0003M P 07/10/2030 | -0.06% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.06% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -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 GS | -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 MS | -0.08% |
| SWPTN 5WX10Y P 0.687 USD 08/03/2020 CI | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.08% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -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 | -0.10% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -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 | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.15% |
| OPTN FN30 3.0 08/06/20 CALL 105.21875 JPMC | -0.18% |
| 0.70 R ISWP FWD US0003M P 09/16/2030 | -0.18% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.18% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.18% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.20% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.21% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.21% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.21% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.23% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.26% |
| 0.35 R ISWP FWD US0003M P 09/16/2025 | -0.30% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.31% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.32% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.34% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.39% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.41% |
| GNMA GII30 TBA 03.5000 08/01/2050 | -0.43% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.59% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.61% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.92% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -3.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -4.19% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -5.32% |
| US 2YR NOTE (CBT) SEP20 TUU0 | -195.40% |
| FNMA FN30 TBA UMBS 04.0000 07/01/2050 | 6.28% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 07/01/2050 | 4.57% |
| TREASURY BILL 00.0000 08/11/2020 | 2.76% |
| TREASURY BILL 00.0000 07/23/2020 | 2.48% |
| TREASURY BILL 00.0000 07/09/2020 | 2.08% |
| TREASURY BILL 00.0000 08/20/2020 | 1.91% |
| TREASURY BILL 00.0000 08/06/2020 | 1.69% |
| CASH MGMT BILL 00.0000 09/22/2020 | 1.52% |
| TREASURY BILL 00.0000 09/10/2020 | 1.49% |
| TREASURY BILL 00.0000 08/13/2020 | 1.32% |
| FNMA FN30 TBA UMBS 03.0000 08/01/2050 | 1.25% |
| TREASURY BILL 00.0000 08/25/2020 | 1.14% |
| STACR 2018-DNA2 M2 02.3345 12/25/2030 | 1.13% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 0.97% |
| GNR 2019-152 ES IO 05.8600 12/20/2049 | 0.93% |
| STACR 2018-HQA2 B1 04.4345 10/25/2048 | 0.84% |
| GNMA GII30 TBA 04.0000 07/01/2050 | 0.84% |
| FNMA FN30 TBA UMBS 03.0000 07/01/2050 | 0.83% |
| STACR 2019-HQA2 B2 11.4345 04/25/2049 | 0.82% |
| TREASURY BILL 00.0000 10/08/2020 | 0.82% |
| CAS 2019-R04 2B1 05.4345 06/25/2039 | 0.80% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.77% |
| STACR 2016-HQA4 M3 04.0845 04/25/2029 | 0.77% |
| FNR 2019-28 S IO 05.8655 06/25/2049 | 0.75% |
| FNR 2019-50 SN IO 05.8655 09/25/2049 | 0.75% |
| 0.85 R ISWP FWD US0003M P 06/17/2030 | 0.69% |
| GNR 2019-6 SM IO 05.8600 01/20/2049 | 0.68% |
| GNR 2019-100 JS IO 05.9100 08/20/2049 | 0.68% |
| GNR 2019-158 AS IO 05.9549 09/16/2043 | 0.68% |
| GNR 2020-H04 AI IO 02.9074 02/20/2070 | 0.67% |
| GNR 2020-7 SK IO 05.8600 01/20/2050 | 0.66% |
| FHR 4290 LS IO 05.9153 07/15/2035 | 0.66% |
| FNR 2019-75 KS IO 05.8155 11/25/2049 | 0.65% |
| FNR 2011-126 SJ IO 05.8155 12/25/2041 | 0.62% |
| GNR 2019-83 JS IO 05.9100 07/20/2049 | 0.62% |
| CAS 2017-C07 2M2 02.6845 05/25/2030 | 0.61% |
| FAHB 2020-HB1 M4 P/P 144A 04.0477 02/25/2030 | 0.60% |
| FNR 2019-45 SD IO 05.8655 08/25/2049 | 0.59% |
| STACR 2015-DNA2 B 07.7345 12/25/2027 | 0.59% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.58% |
| MRAIT 2020-2 A 02.1345 10/22/2020 | 0.57% |
| FNR 2016-54 SD IO 05.8155 08/25/2046 | 0.56% |
| GNR 2019-15 SC IO 05.8600 02/20/2049 | 0.56% |
| CAS 2019-R02 1B1 04.3345 08/25/2031 | 0.55% |
| SPST 2019-7 A 00.8848 09/24/2020 | 0.54% |
| SPST 2019-11 A 00.9348 10/24/2020 | 0.53% |
| GNR 2019-121 SD IO 05.8100 10/20/2049 | 0.53% |
| GNR 2019-78 SM IO 05.9100 06/20/2049 | 0.52% |
| GNR 2019-H03 AI IO 02.8623 11/20/2068 | 0.52% |
| FHR 4752 PS IO 06.0153 11/15/2047 | 0.51% |
| CCMFC 2006-4A A2 00.3645 11/25/2047 | 0.51% |
| CAS 2015-C04 1M2 05.8845 04/25/2028 | 0.50% |
| FNR 2019-18 SL IO 05.9155 05/25/2049 | 0.47% |
| FNR 2019-66 SC IO 05.8155 11/25/2049 | 0.46% |
| FNR 2016-91 AS IO 05.9155 12/25/2046 | 0.46% |
| GNR 2019-137 GI IO 04.0000 11/20/2049 | 0.45% |
| FNR 2019-18 SH IO 05.9655 05/25/2049 | 0.45% |
| STACR 2019-HQA2 B1 04.2845 04/25/2049 | 0.45% |
| CAS 2017-C02 2B1 05.6845 09/25/2029 | 0.44% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.44% |
| CAS 2020-R01 1B1 03.4345 01/25/2040 | 0.44% |
| GNR 2014-131 BS IO 06.0049 09/16/2044 | 0.44% |
| FNMA FN30 TBA UMBS 05.0000 07/01/2050 | 0.43% |
| OPTN FN30 2.5 07/07/20 CALL 103.3125 JPMC | 0.43% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.41% |
| AHM 2007-1 GA1C 00.3745 05/25/2047 | 0.41% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.39% |
| MCAS 2020-01 M10 P/P 144A 04.6500 03/25/2050 | 0.39% |
| CAS 2016-C03 2B 12.9345 10/25/2028 | 0.39% |
| CAS 2017-C04 2B1 05.2345 11/25/2029 | 0.39% |
| GNR 2015-182 IC IO 04.5000 12/20/2045 | 0.38% |
| GNR 2014-3 SM IO 05.9100 01/20/2044 | 0.37% |
| GNR 2018-H01 AI IO 02.3318 01/20/2068 | 0.37% |
| FNR 2016-85 SL IO 05.9155 11/25/2046 | 0.37% |
| FNR 2019-26 SM IO 05.8655 06/25/2049 | 0.36% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.36% |
| FNR 2018-38 SP IO 06.0155 06/25/2048 | 0.35% |
| WFRBS 2013-C15 D P/P 144A 04.6428 08/15/2046 | 0.35% |
| GNR 2014-27 S IO 05.9100 02/20/2044 | 0.34% |
| CAS 2018-C04 2B1 04.6845 12/25/2030 | 0.34% |
| GNR 2017-H05 CI IO 02.9791 02/20/2067 | 0.33% |
| GNR 2019-143 HS IO 05.8600 09/20/2049 | 0.33% |
| SPST 2020-2 A 01.0095 03/26/2021 | 0.33% |
| RMIR 2020-1 B1 05.1690 02/25/2030 | 0.32% |
| STACR 2017-DNA1 B1 05.1345 07/25/2029 | 0.32% |
| FASST 2019-HB1 M5 06.0000 04/25/2029 | 0.31% |
| STACR 2019-DNA2 M2 02.6345 03/25/2049 | 0.31% |
| STACR 2019-DNA2 B2 10.6845 03/25/2049 | 0.31% |
| COMM 2012-CR4 B P/P 144A 03.7030 10/15/2045 | 0.30% |
| FNR 2019-17 JS IO 05.9155 04/25/2049 | 0.30% |
| REPO TRIPA MORTG 0.09 07/01/2020 | 0.29% |
| CAS 2017-C06 2B1 04.6345 02/25/2030 | 0.29% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.29% |
| GNR 2013-9 S IO 06.5600 01/20/2043 | 0.28% |
| GNR 2019-H15 CI IO 01.6174 07/20/2069 | 0.28% |
| MWST 2019-1 A 00.9845 06/25/2052 | 0.28% |
| FHR 4808 SD IO 06.0153 07/15/2048 | 0.27% |
| MSBAM 2012-C6 G P/P 144A 04.5000 11/15/2045 | 0.27% |
| SPST 2020-6 A 00.9983 09/07/2021 | 0.27% |
| COMM 2014-CR17 E P/P 144A 05.0089 05/10/2047 | 0.27% |
| OPTN FN30 2.5 08/06/20 CALL 103.5625 JPMC | 0.27% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.27% |
| SPST 2020-WL1 A 00.8183 06/25/2051 | 0.27% |
| GNR 2014-188 IB IO 04.0000 12/20/2044 | 0.26% |
| JPMBB 2014-C18 D P/P 144A 04.9705 02/15/2047 | 0.26% |
| MRAFT 2020-2 A1 01.9266 05/30/2022 | 0.26% |
| FNR 2016-78 CS IO 05.9155 05/25/2039 | 0.26% |
| GNR 2017-H21 AI IO 02.2570 10/20/2067 | 0.26% |
| STACR 2018-DNA3 B2 07.9345 09/25/2048 | 0.26% |
| GNR 2019-35 SE IO 05.9549 01/16/2044 | 0.25% |
| OMIR 2018-1A M2 03.0345 07/25/2028 | 0.25% |
| CAS 2017-C06 2M2 02.9845 02/25/2030 | 0.25% |
| TMIR 2019-1 B1 P/P 144A 04.3345 11/26/2029 | 0.24% |
| GSAA 2006-1 A1 00.2745 01/25/2036 | 0.24% |
| FHR 4926 SP IO 05.8153 08/25/2049 | 0.24% |
| MSBAM 2016-C29 C 04.9047 05/15/2049 | 0.24% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.23% |
| STACR 2018-DNA3 B1 04.0845 09/25/2048 | 0.23% |
| COMM 2013-LC6 C 04.2420 01/10/2046 | 0.23% |
| FNR 2018-36 SD IO 06.0655 06/25/2048 | 0.23% |
| GNR 2017-H04 BI IO 02.4467 02/20/2067 | 0.22% |
| GNR 2018-H02 HI IO 02.3458 01/20/2068 | 0.22% |
| NHLT 2018-2A M5 P/P 144A 06.0000 07/25/2028 | 0.22% |
| GNR 2017-H20 GI IO 02.2645 09/20/2067 | 0.22% |
| STACR 2019-DNA3 B2 08.3345 07/25/2049 | 0.22% |
| BALTA 2005-8 21A1 03.7153 10/25/2035 | 0.22% |
| JPMCC 2013-LC11 D 04.3063 04/15/2046 | 0.21% |
| GNR 2018-72 IC IO 04.0000 05/20/2045 | 0.21% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.21% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.21% |
| MSBAM 2013-C10 F P/P 144A 04.2181 07/15/2046 | 0.21% |
| GSMS 2013-GC13 D P/P 144A 04.2196 07/10/2046 | 0.20% |
| FHR 4789 AS IO 06.0153 05/15/2048 | 0.20% |
| STACR 2019-DNA1 M2 02.8345 01/25/2049 | 0.20% |
| GNR 2018-H07 IE IO 02.3545 02/20/2068 | 0.20% |
| MSBAM 2013-C11 D P/P 144A 04.4979 08/15/2046 | 0.20% |
| DBUBS 2011-LC2A D P/P 144A 05.7140 07/10/2044 | 0.20% |
| FHR 3346 SC IO 06.3653 10/15/2033 | 0.20% |
| OPTN FN30 3.0 08/06/20 CALL 104.8125 JPMC | 0.19% |
| GNR 2017-H11 NI IO 02.6013 05/20/2067 | 0.19% |
| MSC 2011-C3 G P/P 144A 05.4192 07/15/2049 | 0.19% |
| JPMBB 2013-C12 C 04.2364 07/15/2045 | 0.19% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.19% |
| CAS 2015-C04 2M2 05.7345 04/25/2028 | 0.19% |
| GNR 2016-H22 AI IO 03.1401 10/20/2066 | 0.18% |
| GNR 2017-H10 MI IO 02.2949 04/20/2067 | 0.18% |
| GNR 2009-121 DI IO 04.5000 12/16/2039 | 0.18% |
| CAS 2016-C03 2M2 06.0845 10/25/2028 | 0.18% |
| COMM 2014-UBS4 C 04.8009 08/10/2047 | 0.18% |
| ARRW 2020-1 M1 04.2770 03/25/2055 | 0.18% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.17% |
| GSR 2007-OA1 2A3A 00.4945 05/25/2037 | 0.17% |
| GNR 2013-167 SG IO 05.9600 11/20/2043 | 0.17% |
| JPMBB 2013-C12 E P/P 144A 04.2364 07/15/2045 | 0.17% |
| BALTA 2006-6 1A1 00.5045 11/25/2036 | 0.17% |
| COMM 2014-CR19 D P/P 144A 04.8878 08/10/2047 | 0.17% |
| GNR 2017-H22 DI IO 02.4656 11/20/2067 | 0.17% |
| COMM 2014-CR16 C 05.0919 04/10/2047 | 0.16% |
| GNR 2014-H08 CI IO 01.4457 03/20/2064 | 0.16% |
| GNR 2019-H09 EI IO 02.8307 04/20/2069 | 0.16% |
| GNR 2017-H16 IB IO 01.8339 08/20/2067 | 0.16% |
| GNR 2010-125 SD IO 06.4849 01/16/2040 | 0.16% |
| GSMS 2014-GC24 D P/P 144A 04.6645 09/10/2047 | 0.16% |
| CGCMT 2012-GC8 C P/P 144A 05.0440 09/10/2045 | 0.16% |
| JPMCC 2013-C16 D P/P 144A 05.1946 12/15/2046 | 0.16% |
| GNR 2014-H23 BI IO 01.5340 11/20/2064 | 0.16% |
| GNR 2017-H20 AI IO 02.3357 10/20/2067 | 0.16% |
| FNR 2016-83 BS IO 05.9155 11/25/2046 | 0.15% |
| FNR 2019-60 BS IO 05.8655 10/25/2049 | 0.15% |
| UBSCM 2012-C1 D P/P 144A 05.7547 05/10/2045 | 0.15% |
| CMLTI 2007-AR5 1A1A 03.9736 04/25/2037 | 0.15% |
| SCRT 2017-3 M2 04.7500 07/25/2056 | 0.15% |
| STACR 2016-DNA3 M3 05.1845 12/25/2028 | 0.15% |
| GNR 2018-H11 JI IO 01.7992 07/20/2068 | 0.15% |
| JPMCC 2007-CB20 E P/P 144A 06.3745 02/12/2051 | 0.15% |
| OPTN FN30 3.0 08/06/20 CALL 104.875 JPMC | 0.15% |
| DBUBS 2011-LC1A C P/P 144A 05.8761 11/10/2046 | 0.15% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.14% |
| STACR 2015-DNA3 B 09.5345 04/25/2028 | 0.14% |
| FNR 2010-99 NI IO 06.0000 09/25/2040 | 0.14% |
| GNR 2016-H21 AI IO 03.1650 09/20/2066 | 0.14% |
| GNR 2018-H01 IB IO 01.5831 01/20/2068 | 0.14% |
| GNR 2016-H27 EI IO 02.6703 12/20/2066 | 0.14% |
| MSBAM 2013-C12 E P/P 144A 04.9243 10/15/2046 | 0.14% |
| GNR 2018-H11 AI IO 01.8020 02/20/2068 | 0.14% |
| STACR 2016-HQA3 M3 04.0345 03/25/2029 | 0.14% |
| WFCM 2016-BNK1 C 03.0710 08/15/2049 | 0.14% |
| WFCM 2020-C56 C 03.7506 06/15/2053 | 0.14% |
| CAS 2016-C03 1M2 05.4845 10/25/2028 | 0.14% |
| WFCM 2013-LC12 D P/P 144A 04.4111 07/15/2046 | 0.14% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.14% |
| GSMS 2010-C1 D P/P 144A 06.1326 08/10/2043 | 0.14% |
| MSRR 2010-R4 4B 02.9294 02/26/2037 | 0.14% |
| COMM 2014-CR17 D P/P 144A 05.0089 05/10/2047 | 0.14% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.13% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.13% |
| JPMCC 2011-C4 C P/P 144A 05.5257 07/15/2046 | 0.13% |
| JPMCC 2012-CBX B 05.0816 06/15/2045 | 0.13% |
| OPTN FN30 2.5 07/07/20 CALL 103.40234375 JPMC | 0.13% |
| CAS 2019-R05 1M2 02.1845 07/25/2039 | 0.13% |
| GNR 2017-H03 DI IO 02.7149 12/20/2066 | 0.13% |
| GNR 2013-99 AS IO 05.8600 06/20/2043 | 0.13% |
| GNR 2016-H22 IO IO 01.8324 10/20/2066 | 0.13% |
| GNR 2016-H24 CI IO 01.6670 10/20/2066 | 0.13% |
| WFCM 2012-LC5 D P/P 144A 04.9178 10/15/2045 | 0.13% |
| GNR 2018-H02 IM IO 02.3378 02/20/2068 | 0.13% |
| GNR 2015-H01 BI IO 01.5313 01/20/2065 | 0.13% |
| MSBAM 2013-C10 E P/P 144A 04.2181 07/15/2046 | 0.13% |
| GNR 2013-182 SP IO 06.5100 12/20/2043 | 0.12% |
| STACR 2019-DNA1 B1 04.8345 01/25/2049 | 0.12% |
| CWALT 2006-OA10 4A1 00.3745 08/25/2046 | 0.12% |
| GNR 2017-H16 CI IO 01.6278 07/20/2067 | 0.12% |
| GNR 2017-H02 BI IO 02.4254 01/20/2067 | 0.12% |
| JPMCC 2011-C3 D P/P 144A 05.8530 02/15/2046 | 0.12% |
| SAMI 2006-AR7 A1BG 00.3045 08/25/2036 | 0.12% |
| GNR 2016-150 I IO 05.0000 11/20/2046 | 0.12% |
| GNR 2015-H04 AI IO 02.3482 12/20/2064 | 0.12% |
| GNR 2016-H26 KI IO 02.3866 11/20/2066 | 0.12% |
| TREASURY BILL 00.0000 07/16/2020 | 0.12% |
| FHR 4560 IO IO 05.8104 05/15/2039 | 0.12% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.12% |
| GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.12% |
| WFRBS 2012-C7 E P/P 144A 04.9660 06/15/2045 | 0.12% |
| BALTA 2005-7 21A1 03.8420 09/25/2035 | 0.11% |
| GNR 2017-H14 JI IO 02.1797 06/20/2067 | 0.11% |
| COMM 2014-UBS3 C 04.8977 06/10/2047 | 0.11% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.11% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.11% |
| CAS 2017-C07 2B1 04.6345 05/25/2030 | 0.11% |
| STACR 2016-DNA1 B 10.1683 07/25/2028 | 0.11% |
| GNR 2017-H08 EI IO 02.5661 02/20/2067 | 0.11% |
| WFRBS 2012-C9 E P/P 144A 04.9710 11/15/2045 | 0.11% |
| GNR 2015-H22 HI IO 02.0579 08/20/2065 | 0.11% |
| STACR 2018-HQA2 B2 11.1845 10/25/2048 | 0.11% |
| CWALT 2006-OA19 A1 00.3700 02/20/2047 | 0.11% |
| GNR 2018-H08 FI IO 00.2538 06/20/2068 | 0.11% |
| OPTN FN30 3.0 08/06/20 CALL 104.84375 JPMC | 0.11% |
| STACR 2019-HQA1 B2 12.4183 02/25/2049 | 0.11% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.11% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.11% |
| STACR 2015-HQA2 B 10.6845 05/25/2028 | 0.10% |
| FNR 2016-65 CS IO 05.9155 09/25/2046 | 0.10% |
| GNR 2014-H06 BI IO 01.4376 02/20/2064 | 0.10% |
| STACR 2019-DNA2 B1 04.5345 03/25/2049 | 0.10% |
| CAS 2018-C06 2B1 04.2845 03/25/2031 | 0.10% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.10% |
| CWALT 2006-OA10 3A1 00.3745 08/25/2046 | 0.10% |
| GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.10% |
| JPMBB 2013-C14 F P/P 144A 03.5980 08/15/2046 | 0.10% |
| STACR 2017-DNA3 B1 04.6345 03/25/2030 | 0.10% |
| CAS 2016-C06 1B 09.4345 04/25/2029 | 0.10% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.10% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.10% |
| EMIR 2020-1 B1 04.9260 01/25/2030 | 0.10% |
| WFRBS 2012-C10 D P/P 144A 04.5762 12/15/2045 | 0.10% |
| GNR 2014-95 JI IO 04.5000 12/16/2039 | 0.10% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.10% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.10% |
| GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 | 0.10% |
| UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.10% |
| GNR 2011-148 SN IO 06.4949 11/16/2041 | 0.09% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.09% |
| BALTA 2005-10 11A1 00.6845 01/25/2036 | 0.09% |
| GNR 2016-164 IO IO 06.5000 12/20/2046 | 0.09% |
| GNR 2017-H16 KI IO 01.4356 08/20/2067 | 0.09% |
| GNR 2018-H05 BI IO 02.5633 02/20/2068 | 0.09% |
| GSAA 2005-15 2A2 00.4345 01/25/2036 | 0.09% |
| WFRBS 2012-C7 D P/P 144A 04.9660 06/15/2045 | 0.09% |
| FHR 4451 CI IO 07.0000 03/15/2045 | 0.09% |
| GNR 2016-H18 QI IO 03.3236 06/20/2066 | 0.09% |
| GNR 2017-H14 EI IO 00.4482 06/20/2067 | 0.09% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.09% |
| UBSBB 2012-C4 D P/P 144A 04.6209 12/10/2045 | 0.09% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.08% |
| CMLTI 2007-WFH3 M1 00.4445 06/25/2037 | 0.08% |
| GNR 2015-165 IC IO 03.5000 07/16/2041 | 0.08% |
| CMLTI 2007-AMC3 A2D 00.5345 03/25/2037 | 0.08% |
| GNR 2018-91 SJ IO 06.0600 07/20/2048 | 0.08% |
| RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029 | 0.08% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.08% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.08% |
| FNR 2012-132 PI IO 05.0000 10/25/2042 | 0.08% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.08% |
| GNR 2016-H17 DI IO 02.3166 07/20/2066 | 0.08% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.08% |
| TREASURY BILL 00.0000 09/17/2020 | 0.08% |
| GNR 2017-H13 QI IO 01.3861 06/20/2067 | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.08% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.08% |
| FNR 2018-1 JI IO 05.0000 02/25/2048 | 0.08% |
| FHS 324 C21 IO 06.0000 06/15/2039 | 0.08% |
| GNR 2012-H11 FI IO 01.1915 02/20/2062 | 0.08% |
| OPTN FN30 2.5 07/07/20 CALL 103.4140625 JPMC | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.07% |
| GNR 2012-H29 CI IO 01.3883 02/20/2062 | 0.07% |
| CAS 2018-C01 1M2 02.4345 07/25/2030 | 0.07% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.07% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.07% |
| MSC 2012-C4 D P/P 144A 05.5995 03/15/2045 | 0.07% |
| FNR 2017-8 IO IO 06.0000 02/25/2047 | 0.07% |
| STACR 2019-DNA1 B2 10.9345 01/25/2049 | 0.07% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.07% |
| FNR 2011-134 SP IO 05.8155 02/25/2041 | 0.07% |
| CAS 2019-R03 1B1 04.2845 09/25/2031 | 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% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.07% |
| HVMLT 2004-11 1A 00.8939 01/19/2035 | 0.07% |
| 0.84292 R ISWP US0003M P 05/12/2050 | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.07% |
| GNR 2017-H06 MI IO 02.2444 02/20/2067 | 0.07% |
| 0.7925 R ISWP US0003M P 04/28/2050 | 0.07% |
| GNR 2017-H18 DI IO 01.9185 09/20/2067 | 0.07% |
| GNR 2017-H20 DI IO 02.3627 10/20/2067 | 0.07% |
| OMIR 2019-1A B1B 04.5345 07/25/2029 | 0.07% |
| FNR 2017-48 LI IO 04.0000 05/25/2047 | 0.06% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.06% |
| GNR 2015-H29 HI IO 02.0975 09/20/2065 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.06% |
| GNR 2013-6 AI IO 03.5000 08/20/2039 | 0.06% |
| 0.452 R ISWP US0003M P 06/11/2025 | 0.06% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.06% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.06% |
| GNR 2014-58 SA IO 05.9100 04/20/2044 | 0.06% |
| GNR 2017-H09 DI IO 01.8738 03/20/2067 | 0.06% |
| 0.782 R ISWP US0003M P 05/01/2050 | 0.06% |
| FNR 2016-102 JI IO 03.5000 02/25/2046 | 0.06% |
| GNR 2016-H06 AI IO 02.3713 02/20/2066 | 0.06% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.06% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.06% |
| GNR 2020-15 CS IO 05.8600 12/02/2021 | 0.06% |
| OPTN FN30 2.0 07/07/20 CALL 101.671875 JPMC | 0.06% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.06% |
| CWALT 2005-51 3A3A 00.8300 11/20/2035 | 0.06% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.06% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.06% |
| GNR 2012-103 CI IO 03.5000 08/16/2042 | 0.06% |
| FNR 2013-90 SD IO 06.4155 09/25/2043 | 0.06% |
| GNR 2015-40 KI IO 04.0000 07/20/2044 | 0.06% |
| GNR 2017-H03 AI IO 02.5237 12/20/2066 | 0.06% |
| GNR 2018-77 IO IO 05.0000 06/20/2048 | 0.06% |
| OMIR 2019-1A B1A 03.6845 07/25/2029 | 0.06% |
| 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 MS | 0.05% |
| COMM 2012-CR3 E P/P 144A 04.9093 10/15/2045 | 0.05% |
| FNR 2012-90 DI IO 04.0000 03/25/2042 | 0.05% |
| MSC 2012-C4 E P/P 144A 05.5995 03/15/2045 | 0.05% |
| FHR 3981 WS IO 06.3653 05/15/2041 | 0.05% |
| GNR 2017-H20 HI IO 02.3045 10/20/2067 | 0.05% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.05% |
| FNR 2018-15 PI IO 04.0000 10/25/2047 | 0.05% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.05% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.05% |
| FHR 4127 PI IO 04.5000 07/15/2042 | 0.05% |
| GNR 2017-H08 DI IO 02.7547 02/20/2067 | 0.05% |
| GNR 2014-H25 BI IO 01.6624 12/20/2064 | 0.05% |
| GNR 2017-H22 EI IO 02.5047 10/20/2067 | 0.05% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.05% |
| GNR 2017-H19 MI IO 02.0513 04/20/2067 | 0.05% |
| GNR 2017-H06 BI IO 02.3512 02/20/2067 | 0.05% |
| WAMU 2004-AR12 A2B 01.0883 10/25/2044 | 0.05% |
| CWALT 2006-OA10 2A1 00.3745 08/25/2046 | 0.05% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.05% |
| BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.04% |
| CAS 2015-C03 2M2 05.1845 07/25/2025 | 0.04% |
| GNR 2011-135 DI IO 05.0000 04/16/2040 | 0.04% |
| GNR 2012-H10 AI IO 01.1702 12/20/2061 | 0.04% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.04% |
| GNR 2012-98 AI IO 04.5000 04/16/2042 | 0.04% |
| GNR 2017-130 IB IO 04.0000 08/20/2047 | 0.04% |
| JPMCC 2012-C6 E P/P 144A 05.3242 05/15/2045 | 0.04% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.04% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.04% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.04% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.04% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.04% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.04% |
| GNR 2017-123 IO IO 05.0000 08/16/2047 | 0.04% |
| GNR 2017-136 IY IO 05.0000 03/20/2045 | 0.04% |
| GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.04% |
| GNR 2017-99 AI IO 04.0000 01/20/2047 | 0.04% |
| SAMI 2006-AR7 A1A 00.3945 08/25/2036 | 0.04% |
| CAS 2016-C03 1B 11.9345 10/25/2028 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.04% |
| FNR 2012-49 QI IO 04.5000 12/25/2040 | 0.04% |
| GNR 2010-H20 IF IO 01.4148 10/20/2060 | 0.04% |
| GNR 2017-68 IL IO 04.0000 08/20/2044 | 0.04% |
| GNR 2017-26 EI IO 05.0000 02/20/2040 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% |
| FHR 4707 AI IO 04.0000 07/15/2047 | 0.04% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.04% |
| CASH MGMT BILL 00.0000 09/08/2020 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 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.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.04% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 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 CS | 0.04% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.04% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.04% |
| CWALT 2006-OA10 1A1 02.4638 08/25/2046 | 0.04% |
| JPALT 2007-A2 12A1 00.3845 06/25/2037 | 0.04% |
| BSMF 2006-AR2 2A1 00.4145 09/25/2046 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.04% |
| FHR 3984 DS IO 05.7653 01/15/2042 | 0.04% |
| GNR 2016-49 IO IO 04.5000 11/16/2045 | 0.04% |
| JPMCC 2011-C3 E P/P 144A 05.8530 02/15/2046 | 0.04% |
| WAMU 2005-AR13 A1C4 00.6145 10/25/2045 | 0.04% |
| CAS 2018-C06 1B1 03.9345 03/25/2031 | 0.03% |
| CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.03% |
| FHR 4134 PI IO 03.0000 11/15/2042 | 0.03% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.03% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.03% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.03% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.03% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.03% |
| GNR 2017-H03 EI IO 02.4793 01/20/2067 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 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% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.03% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.03% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.03% |
| GNR 2016-H27 BI IO 02.4819 12/20/2066 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.03% |
| FNR 2011-101 SA IO 05.7155 10/25/2041 | 0.03% |
| 0.4365 R ISWP US0003M P 06/12/2025 | 0.03% |
| CAS 2016-C02 1B 12.4345 09/25/2028 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| FHR 3747 SA IO 06.3153 10/15/2040 | 0.03% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.03% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| GNR 2011-H15 AI IO 01.5040 06/20/2061 | 0.03% |
| GNR 2017-H16 JI IO 02.1080 08/20/2067 | 0.03% |
| JPMCC 2012-C6 G P/P 144A 02.9720 05/15/2045 | 0.03% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.03% |
| FHR 4604 QI IO 03.5000 07/15/2046 | 0.03% |
| FNR 2015-73 PI IO 03.5000 10/25/2045 | 0.03% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.03% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.03% |
| GNR 2013-H15 CI IO 01.7190 07/20/2063 | 0.03% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.03% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.03% |
| 0.34312 R ISWP US0003M P 05/14/2025 | 0.03% |
| 0.6882 R ISWP US0003M P 06/16/2030 | 0.03% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 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 2018-127 IB IO 04.5000 06/20/2045 | 0.03% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.03% |
| STACR 2018-HQA2 M2 02.4845 10/25/2048 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.02% |
| FNR 2012-103 SD IO 05.8655 09/25/2042 | 0.02% |
| GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.02% |
| GNR 2017-H06 DI IO 01.7480 02/20/2067 | 0.02% |
| 0.2595 R ISWP US0003M P 05/18/2022 | 0.02% |
| 0.71729 R ISWP US0003M P 05/21/2030 | 0.02% |
| 0.7176 R ISWP US0003M P 05/21/2030 | 0.02% |
| 0.872 R ISWP US0003M P 05/12/2050 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| GNR 2014-161 HI IO 04.5000 06/20/2044 | 0.02% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.02% |
| GNR 2016-29 IO IO 04.0000 02/16/2046 | 0.02% |
| FHR 4386 IL IO 04.0000 12/15/2043 | 0.02% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.02% |
| OPTN FN30 2.0 07/07/20 CALL 101.52734375 JPMC | 0.02% |
| 0.6645 R ISWP US0003M P 06/03/2030 | 0.02% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.02% |
| GNR 2017-H08 NI IO 02.3726 03/20/2067 | 0.02% |
| GNR 2019-78 SJ IO 05.8600 06/20/2049 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.02% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.02% |
| OPTN FN30 2.5 08/06/20 PUT 103.59765625 JPMC | 0.02% |
| SAMI 2007-AR1 2A1 00.3645 01/25/2037 | 0.02% |
| 0.6915 R ISWP US0003M P 04/22/2030 | 0.02% |
| CAS 2016-C05 2B 10.9345 01/25/2029 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNR 2011-H16 FI IO 00.9984 07/20/2061 | 0.02% |
| GNR 2016-77 SL IO 05.9600 03/20/2043 | 0.02% |
| FHR 4475 CI IO 03.5000 01/15/2044 | 0.02% |
| FHR 4568 MI IO 04.0000 04/15/2046 | 0.02% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| GNR 2017-11 PI IO 04.0000 12/20/2046 | 0.02% |
| GNR 2019-H14 IB IO 02.8341 08/20/2069 | 0.02% |
| 0.685 R ISWP US0003M P 05/11/2030 | 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 CG | 0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.02% |
| FHR 4033 SC IO 06.3653 10/15/2036 | 0.02% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.02% |
| FHR 4550 AI IO 03.0000 10/15/2040 | 0.02% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.02% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.02% |
| GNR 2017-H09 IO IO 02.1852 04/20/2067 | 0.02% |
| 0.2616 R ISWP US0003M P 06/23/2022 | 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% |
| FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.02% |
| GNR 2019-99 KS IO 05.8600 08/20/2049 | 0.02% |
| 0.6975 R ISWP US0003M P 06/16/2030 | 0.02% |
| CAS 2016-C05 2M2 04.6345 01/25/2029 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CWHL 2006-OA5 2A1 00.3845 04/25/2046 | 0.02% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.02% |
| GNR 2017-120 IJ IO 04.0000 04/20/2047 | 0.02% |
| 0.2935 R ISWP US0003M P 06/10/2022 | 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 4076 MS IO 06.5153 07/15/2040 | 0.01% |
| FNR 2012-36 SN IO 06.2655 04/25/2042 | 0.01% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.01% |
| GNR 2016-H24 IO IO 02.1443 09/20/2066 | 0.01% |
| GNR 2017-H11 DI IO 01.9695 05/20/2067 | 0.01% |
| CAS 2016-C01 1B 11.9345 08/25/2028 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| FHR 3852 SC IO 06.4653 04/15/2040 | 0.01% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.01% |
| FNR 2010-35 SG IO 06.2155 04/25/2040 | 0.01% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.01% |
| GNR 2012-H29 AI IO 01.3959 10/20/2062 | 0.01% |
| GNR 2012-H29 FI IO 01.3959 10/20/2062 | 0.01% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.01% |
| GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.01% |
| GNR 2017-17 EI IO 04.0000 09/20/2044 | 0.01% |
| GNR 2017-H14 DI IO 01.6786 06/20/2067 | 0.01% |
| GSAA 2006-8 2A2 00.3645 05/25/2036 | 0.01% |
| INDX 2006-AR11 2A1 03.5950 06/25/2036 | 0.01% |
| 0.257 R ISWP US0003M P 06/25/2022 | 0.01% |
| 0.3535 R ISWP US0003M P 06/04/2025 | 0.01% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.01% |
| FHR 4403 CI IO 04.0000 10/15/2044 | 0.01% |
| FNR 2010-140 GS IO 05.8155 07/25/2039 | 0.01% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.01% |
| FNR 2017-78 KI IO 03.5000 10/25/2047 | 0.01% |
| CWALT 2006-OA7 1A2 02.4438 06/25/2046 | 0.01% |
| FHR 4425 WI IO 04.0000 03/15/2043 | 0.01% |
| GNR 2015-H13 AI IO 02.1717 06/20/2065 | 0.01% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.01% |
| GNR 2017-H03 HI IO 01.5593 01/20/2067 | 0.01% |
| 0.591 R ISWP US0003M P 05/12/2030 | 0.01% |
| FHR 4413 HI IO 03.5000 03/15/2040 | 0.01% |
| FNR 2016-24 CI IO 04.0000 02/25/2046 | 0.01% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.01% |
| GNR 2016-H23 NI IO 03.1674 10/20/2066 | 0.01% |
| GNR 2017-141 ID IO 03.5000 07/20/2047 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| FHR 4267 CS IO 05.8653 05/15/2039 | 0.01% |
| FHR 4601 PI IO 04.5000 12/15/2045 | 0.01% |
| GNR 2014-98 AI IO 04.5000 10/20/2041 | 0.01% |
| GNR 2015-106 CI IO 04.0000 05/20/2045 | 0.01% |
| GNR 2015-52 IK IO 03.5000 04/20/2045 | 0.01% |
| GNR 2015-H03 DI IO 02.3916 01/20/2065 | 0.01% |
| GNR 2016-H12 AI IO 01.6256 07/20/2065 | 0.01% |
| GNR 2016-H25 GI IO 01.4658 11/20/2066 | 0.01% |
| UBSBB 2012-C2 E P/P 144A 05.0460 05/10/2063 | 0.01% |
| 0.399 R ISWP US0003M P 05/11/2025 | 0.01% |
| 0.3998 R ISWP US0003M P 05/11/2025 | 0.01% |
| 0.401 R ISWP US0003M P 05/11/2025 | 0.01% |
| 0.4016 R ISWP US0003M P 05/11/2025 | 0.01% |
| 0.4035 R ISWP US0003M P 05/11/2025 | 0.01% |
| 0.66726 R ISWP US0003M P 04/24/2030 | 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% |
| 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% |
| FNR 2011-4 CS 12.5310 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 2015-79 GI IO 05.0000 10/20/2039 | 0.01% |
| GNR 2015-96 NI IO 03.5000 01/20/2039 | 0.01% |
| GNR 2016-37 IW IO 04.5000 02/20/2046 | 0.01% |
| GNR 2017-6 DI IO 03.5000 01/20/2044 | 0.01% |
| GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.01% |
| 0.39537 R ISWP US0003M P 05/11/2025 | 0.01% |
| 0.39637 R ISWP US0003M P 05/11/2025 | 0.01% |
| 0.6505 R ISWP US0003M P 05/26/2030 | 0.01% |
| 0.664 R ISWP US0003M P 04/24/2030 | 0.01% |
| FHR 3829 AS IO 06.7653 03/15/2041 | 0.01% |
| GNR 2012-H06 AI IO 01.3016 01/20/2062 | 0.01% |
| GNR 2012-H23 WI IO 01.5276 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-H25 AI IO 01.5826 09/20/2065 | 0.01% |
| GNR 2016-149 MI IO 05.5000 05/20/2039 | 0.01% |
| GNR 2016-H02 HI IO 02.2535 01/20/2066 | 0.01% |
| MHL 2005-3 M4 01.1295 08/25/2035 | 0.01% |
| 0.6205 R ISWP US0003M P 05/04/2030 | 0.01% |
| 0.6545 R ISWP US0003M P 06/30/2030 | 0.01% |
| FHR 4099 BI IO 03.5000 06/15/2039 | 0.01% |
| FHR 4299 JI IO 04.0000 07/15/2043 | 0.01% |
| FHR 4530 TI IO 04.0000 11/15/2045 | 0.01% |
| FHR 4560 PI IO 03.5000 05/15/2045 | 0.01% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.01% |
| GNR 2011-156 SK IO 06.4100 04/20/2038 | 0.01% |
| GNR 2013-H24 AI IO 01.4146 09/20/2063 | 0.01% |
| GNR 2014-H21 AI IO 02.4207 10/20/2064 | 0.01% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.01% |
| GNR 2015-H10 HI IO 02.3165 04/20/2065 | 0.01% |
| GNR 2015-H15 JI IO 01.9345 06/20/2065 | 0.01% |
| GNR 2015-H26 EI IO 01.6944 10/20/2065 | 0.01% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.01% |
| 0.615 R ISWP US0003M P 05/15/2030 | 0.00% |
| FHR 3714 KI IO 04.5000 11/15/2039 | 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 2013-57 IQ IO 03.0000 06/25/2041 | 0.00% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.00% |
| FNR 2016-97 KI IO 03.0000 06/25/2040 | 0.00% |
| GNR 2010-H19 BI IO 01.4259 08/20/2060 | 0.00% |
| GNR 2010-H22 CI IO 02.3417 10/20/2060 | 0.00% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.00% |
| GNR 2014-139 NI IO 03.5000 08/20/2028 | 0.00% |
| GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.00% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.00% |
| GNR 2015-H14 BI IO 01.5391 05/20/2065 | 0.00% |
| GNR 2015-H20 CI IO 03.0304 08/20/2065 | 0.00% |
| GNR 2015-H23 DI IO 01.8342 09/20/2065 | 0.00% |
| GNR 2015-H25 EI IO 01.8251 10/20/2065 | 0.00% |
| GNR 2016-69 IO IO 04.0000 05/20/2046 | 0.00% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.00% |
| GNR 2016-77 SC IO 05.9100 10/20/2045 | 0.00% |
| GNR 2016-H06 HI IO 02.0799 02/20/2066 | 0.00% |
| 0.6195 R ISWP US0003M P 05/15/2030 | 0.00% |
| BACM 2008-1 AJ 06.7858 02/10/2051 | 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% |
| GNR 2010-134 ES IO 05.8100 11/20/2039 | 0.00% |
| GNR 2014-H08 BI IO 01.4318 04/20/2064 | 0.00% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.00% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.00% |
| GNR 2015-H10 CI IO 01.7774 04/20/2065 | 0.00% |
| GNR 2015-H20 AI IO 01.7996 08/20/2065 | 0.00% |
| GNR 2015-H24 BI IO 01.5847 08/20/2065 | 0.00% |
| GNR 2015-H24 HI IO 02.0444 09/20/2065 | 0.00% |
| GNR 2015-H25 BI IO 02.7630 10/20/2065 | 0.00% |
| GNR 2015-H25 CI IO 02.6588 10/20/2065 | 0.00% |
| GNR 2015-H26 DI IO 02.6570 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% |
| 0.6675 R ISWP US0003M P 06/15/2030 | 0.00% |
| 0.66833 R ISWP US0003M P 06/15/2030 | 0.00% |
| 0.6685 R ISWP US0003M P 06/15/2030 | 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 4510 HI IO 03.0000 03/15/2040 | 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 2013-40 YI IO 03.5000 06/25/2042 | 0.00% |
| FNR 2017-15 LI IO 04.0000 06/25/2046 | 0.00% |
| GNR 2010-167 SG IO 06.3049 08/16/2038 | 0.00% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2011-H07 FI IO 01.2090 02/20/2061 | 0.00% |
| GNR 2013-182 SY IO 05.9100 12/20/2043 | 0.00% |
| GNR 2013-H14 XI IO 01.6115 03/20/2063 | 0.00% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.00% |
| GNR 2014-60 SE IO 05.9100 04/20/2044 | 0.00% |
| GNR 2014-H13 BI IO 01.5250 05/20/2064 | 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 2015-87 AI IO 03.5000 12/20/2038 | 0.00% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.00% |
| GNR 2015-H16 XI IO 03.0095 07/20/2065 | 0.00% |
| GNR 2015-H18 IA IO 01.8116 06/20/2065 | 0.00% |
| GNR 2015-H22 EI IO 01.5868 08/20/2065 | 0.00% |
| GNR 2015-H23 BI IO 01.7187 09/20/2065 | 0.00% |
| GNR 2015-H26 GI IO 01.7697 10/20/2065 | 0.00% |
| GNR 2016-H04 KI IO 02.2599 02/20/2066 | 0.00% |
| GNR 2016-H08 GI IO 01.4007 04/20/2066 | 0.00% |
| GNR 2017-H06 EI IO 01.5606 02/20/2067 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.00% |
| OPTN FN30 2.5 07/07/20 CALL 103.40625 JPMC | 0.00% |
| FHR 4000 LI IO 04.0000 02/15/2042 | 0.00% |
| FHR 4074 KS IO 06.5153 02/15/2041 | 0.00% |
| FHR 4389 IA IO 04.0000 09/15/2044 | 0.00% |
| FHR 4656 AI IO 03.0000 09/15/2037 | 0.00% |
| FHR 4663 KI IO 03.5000 11/15/2042 | 0.00% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.00% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2011-22 PS IO 05.8100 07/20/2040 | 0.00% |
| GNR 2011-H08 GI IO 01.2316 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 01.3916 01/20/2064 | 0.00% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.00% |
| GNR 2015-H09 BI IO 01.6604 03/20/2065 | 0.00% |
| GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.00% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.00% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.00% |
| OPTN FN30 3.0 07/07/20 PUT 105.0 JPMC | 0.00% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.00% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.00% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 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 2012-90 EI IO 03.5000 02/25/2039 | 0.00% |
| FNR 2013-41 SP IO 06.0155 06/25/2040 | 0.00% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.00% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2015-H26 CI IO 00.0000 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.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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| FHR 4073 AS IO 05.8653 08/15/2038 | 0.00% |
| FHR 4501 BI IO 03.5000 10/15/2043 | 0.00% |
| FHR 4666 AI MTGE IO 03.0000 09/15/2035 | 0.00% |
| FNR 2012-86 CS IO 05.9155 04/25/2039 | 0.00% |
| FNR 2014-95 TI IO 04.0000 05/25/2039 | 0.00% |
| GNR 2010-50 QS IO 06.3600 12/20/2038 | 0.00% |
| GNR 2014-115 EI IO 04.0000 06/20/2038 | 0.00% |
| GNR 2015-82 GI IO 03.5000 12/20/2038 | 0.00% |
| OPTN FN30 2.5 07/07/20 PUT 103.3125 JPMC | 0.00% |
| OPTN FN30 2.5 07/07/20 PUT 103.40234375 JPMC | 0.00% |
| OPTN FN30 2.5 07/07/20 PUT 103.40625 JPMC | 0.00% |
| OPTN FN30 2.5 07/07/20 PUT 103.4140625 JPMC | 0.00% |
| OPTN FN30 3.5 07/07/20 CALL 105.34375 JPMC | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 BC | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.00% |
| OPTN FN30 2.0 07/07/20 PUT 101.52734375 JPMC | -0.00% |
| SWPTN 4WX5Y R 0.36 USD 07/10/2020 GS | -0.00% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | -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 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| SWPTN 5WX10Y R 0.675 USD 07/13/2020 CI | -0.00% |
| 0.6505 R ISWP US0003M P 06/29/2030 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| OPTN FN30 2.0 07/07/20 PUT 101.671875 JPMC | -0.01% |
| 0.2541 R ISWP US0003M P 05/27/2022 | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.01% |
| 0.6585 R ISWP US0003M P 06/15/2030 | -0.01% |
| 0.9885 R ISWP US0003M P 06/04/2050 | -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.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| OPTN FN30 3.5 07/07/20 PUT 105.34375 JPMC | -0.01% |
| OPTN FN30 2.5 08/06/20 PUT 102.47265625 JPMC | -0.01% |
| 0.66003 R ISWP US0003M P 06/17/2030 | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| SWPTN 4WX5Y P 0.36 USD 07/10/2020 GS | -0.01% |
| 0.3615 R ISWP US0003M P 06/24/2025 | -0.01% |
| 0.6615 R ISWP US0003M P 06/02/2030 | -0.01% |
| 0.6795 R ISWP US0003M P 06/01/2030 | -0.01% |
| 0.667 R ISWP US0003M P 06/02/2030 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| OPTN FN30 2.5 08/06/20 PUT 103.03515625 JPMC | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 5WX10Y P 0.675 USD 07/13/2020 CI | -0.02% |
| 0.67619 R ISWP US0003M P 04/24/2030 | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% |
| 0.678 R ISWP US0003M P 04/24/2030 | -0.02% |
| SWPTN 1MX5Y R 0.358 USD 07/02/2020 CI | -0.02% |
| 0.6732 R ISWP US0003M P 05/14/2030 | -0.02% |
| 0.6693 R ISWP US0003M P 06/22/2030 | -0.02% |
| 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% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.02% |
| OPTN FN30 3.0 08/06/20 PUT 104.84375 JPMC | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.02% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% |
| 0.26407 R ISWP US0003M P 05/21/2022 | -0.03% |
| 0.6814 R ISWP US0003M P 04/20/2030 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| OPTN FN30 3.0 08/06/20 PUT 104.875 JPMC | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| OPTN FN30 3.0 08/06/20 PUT 104.8125 JPMC | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 ML | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| 0.90 R ISWP FWD US0003M P 06/17/2050 | -0.05% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.05% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.05% |
| SWPTN 1MX5Y P 0.358 USD 07/02/2020 CI | -0.05% |
| 0.9035 R ISWP US0003M P 06/09/2030 | -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 CG | -0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.06% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.07% |
| 0.7275 R ISWP US0003M P 04/22/2030 | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 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.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| 0.895 R ISWP US0003M P 04/22/2030 | -0.08% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.08% |
| OPTN FN30 2.5 08/06/20 PUT 103.5625 JPMC | -0.08% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.09% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.09% |
| OPTN FN30 3.0 07/07/20 CALL 105.0 JPMC | -0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 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-.6 2063-05-11 300.0 05/11/2063 MS | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -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 CS | -0.17% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.18% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.18% |
| 0.865 R ISWP US0003M P 06/09/2030 | -0.19% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.19% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.20% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.20% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.22% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.24% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.29% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.31% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.36% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.40% |
| GNMA GII30 TBA 03.5000 07/01/2050 | -0.42% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.54% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.56% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.90% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -1.95% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -3.60% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -3.89% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -5.18% |
| US 2YR NOTE (CBT) SEP20 TUU0 | -187.25% |
| FNMA FN30 TBA UMBS 04.0000 07/01/2050 | 6.27% |
|---|---|
| TREASURY BILL 00.0000 06/11/2020 | 2.96% |
| CASH MGMT BILL 00.0000 08/11/2020 | 2.74% |
| TREASURY BILL 00.0000 07/23/2020 | 2.46% |
| TREASURY BILL 00.0000 07/09/2020 | 2.06% |
| TREASURY BILL 00.0000 08/20/2020 | 1.90% |
| TREASURY BILL 00.0000 08/06/2020 | 1.68% |
| TREASURY BILL 00.0000 09/10/2020 | 1.48% |
| TREASURY BILL 00.0000 08/13/2020 | 1.31% |
| TREASURY BILL 00.0000 06/25/2020 | 1.25% |
| FNMA FN30 TBA UMBS 03.0000 07/01/2050 | 1.24% |
| CASH MGMT BILL 00.0000 08/25/2020 | 1.13% |
| STACR 2018-DNA2 M2 02.3183 12/25/2030 | 1.08% |
| GNR 2019-152 ES IO 05.8793 12/20/2049 | 1.00% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 0.97% |
| GNMA GII30 TBA 04.5000 06/01/2050 | 0.84% |
| GNMA GII30 TBA 04.0000 06/01/2050 | 0.84% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.83% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2050 | 0.83% |
| STRU NSI-2513 SA IO 05.8818 06/25/2049 | 0.81% |
| GNR 2019-158 AS IO 05.9679 09/16/2043 | 0.78% |
| FNR 2019-50 SN IO 05.8818 09/25/2049 | 0.78% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.77% |
| FNR 2019-28 S IO 05.8818 06/25/2049 | 0.77% |
| GNR 2019-123 SL IO 05.9793 10/20/2049 | 0.75% |
| STACR 2016-HQA4 M3 04.0683 04/25/2029 | 0.74% |
| GNR 2019-6 SM IO 05.8793 01/20/2049 | 0.72% |
| GNR 2019-100 JS IO 05.9293 08/20/2049 | 0.70% |
| GNR 2020-7 SK IO 05.8793 01/20/2050 | 0.69% |
| FNR 2019-75 KS IO 05.8318 11/25/2049 | 0.68% |
| FHR 4290 LS IO 05.9164 07/15/2035 | 0.67% |
| GNR 2019-83 JS IO 05.9293 07/20/2049 | 0.66% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.66% |
| GNR 2020-H04 AI IO 02.6858 02/20/2070 | 0.66% |
| TREASURY BILL 00.0000 06/04/2020 | 0.65% |
| CAS 2018-C05 1B1 04.4183 01/25/2031 | 0.65% |
| CAS 2019-R04 2B1 05.4183 06/25/2039 | 0.65% |
| 0.85 R ISWP FWD US0003M P 06/17/2030 | 0.64% |
| STACR 2018-HQA2 B1 04.4183 10/25/2048 | 0.64% |
| CAS 2017-C07 2M2 02.6683 05/25/2030 | 0.64% |
| FNR 2011-126 SJ IO 05.8318 12/25/2041 | 0.63% |
| FNR 2019-45 SD IO 05.8818 08/25/2049 | 0.62% |
| FAHB 2020-HB1 M4 P/P 144A 04.0477 02/25/2030 | 0.60% |
| GNR 2019-15 SC IO 05.8793 02/20/2049 | 0.58% |
| FHR 4752 PS IO 06.0164 11/15/2047 | 0.58% |
| GNR 2019-89 JS IO 05.8793 04/20/2049 | 0.56% |
| MRAIT 2020-2 A 02.1345 10/22/2020 | 0.56% |
| FNR 2016-54 SD IO 05.8318 08/25/2046 | 0.55% |
| GNR 2019-78 SM IO 05.9293 06/20/2049 | 0.55% |
| STACR 2018-DNA2 B1 03.8683 12/25/2030 | 0.54% |
| GNR 2019-121 SD IO 05.8293 10/20/2049 | 0.54% |
| SPST 2019-7 A 00.8683 09/24/2020 | 0.53% |
| SPST 2019-11 A 00.9183 10/24/2020 | 0.53% |
| GNR 2019-H03 AI IO 02.6573 11/20/2068 | 0.52% |
| CAS 2015-C04 1M2 05.8683 04/25/2028 | 0.52% |
| CCMFC 2006-4A A2 00.3483 11/25/2047 | 0.50% |
| FNR 2019-5 SA IO 05.9318 03/25/2049 | 0.50% |
| FNR 2019-18 SL IO 05.9318 05/25/2049 | 0.48% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.48% |
| FNR 2019-66 SC IO 05.8318 11/25/2049 | 0.48% |
| CAS 2019-R02 1B1 04.3183 08/25/2031 | 0.47% |
| GNR 2019-137 GI IO 04.0000 11/20/2049 | 0.47% |
| STACR 2015-DNA2 B 07.7183 12/25/2027 | 0.47% |
| FNR 2019-18 SH IO 05.9818 05/25/2049 | 0.46% |
| GNR 2018-H02 GI IO 02.3399 12/20/2067 | 0.46% |
| FNR 2016-91 AS IO 05.9318 12/25/2046 | 0.45% |
| GNR 2014-131 BS IO 06.0179 09/16/2044 | 0.45% |
| GNR 2019-23 VS IO 05.9793 02/20/2049 | 0.45% |
| FNMA FN30 TBA UMBS 05.0000 06/01/2050 | 0.43% |
| JPMBB 2014-C18 D P/P 144A 04.8102 02/15/2047 | 0.42% |
| GNR 2019-83 SA IO 05.9293 07/20/2049 | 0.42% |
| AHM 2007-1 GA1C 00.3583 05/25/2047 | 0.41% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2050 | 0.41% |
| FNR 2019-26 SM IO 05.8818 06/25/2049 | 0.40% |
| GNR 2014-3 SM IO 05.9293 01/20/2044 | 0.40% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.40% |
| GNR 2015-182 IC IO 04.5000 12/20/2045 | 0.40% |
| GNR 2019-H20 IA IO 01.5756 11/20/2069 | 0.39% |
| FNR 2016-85 SL IO 05.9318 11/25/2046 | 0.38% |
| FNR 2017-16 QS IO 05.9118 03/25/2047 | 0.38% |
| GNR 2018-H01 AI IO 02.3589 01/20/2068 | 0.37% |
| GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.37% |
| FHR 4922 SA IO 05.8664 08/25/2049 | 0.36% |
| GNR 2014-27 S IO 05.9293 02/20/2044 | 0.36% |
| FNR 2018-38 SP IO 06.0318 06/25/2048 | 0.36% |
| CAS 2017-C02 2B1 05.6683 09/25/2029 | 0.36% |
| SPST 2019-3 A 00.8683 06/24/2020 | 0.36% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.34% |
| GNR 2019-143 HS IO 05.8793 09/20/2049 | 0.34% |
| STACR 2019-HQA2 B2 11.4183 04/25/2049 | 0.34% |
| STACR 2019-DNA2 M2 02.6183 03/25/2049 | 0.34% |
| GNR 2017-H05 CI IO 02.6433 02/20/2067 | 0.34% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.34% |
| MCAS 2020-01 M10 P/P 144A 04.6500 03/25/2050 | 0.33% |
| WFRBS 2013-C15 D P/P 144A 04.4932 08/15/2046 | 0.33% |
| SPST 2020-2 A 00.9983 03/26/2021 | 0.32% |
| CAS 2016-C03 2B 12.9183 10/25/2028 | 0.32% |
| GNR 2013-9 S IO 06.5793 01/20/2043 | 0.32% |
| CAS 2017-C04 2B1 05.2183 11/25/2029 | 0.31% |
| FASST 2019-HB1 M5 06.0000 04/25/2029 | 0.31% |
| CAS 2018-C04 2B1 04.6683 12/25/2030 | 0.31% |
| FNS 422 C12 IO 04.0000 12/25/2045 | 0.31% |
| STACR 2019-HQA2 B1 04.2683 04/25/2049 | 0.31% |
| CAS 2020-R01 1B1 03.4183 01/25/2040 | 0.31% |
| FNR 2019-17 JS IO 05.9318 04/25/2049 | 0.30% |
| GNR 2014-188 IB IO 04.0000 12/20/2044 | 0.30% |
| COMM 2012-CR4 B P/P 144A 03.7030 10/15/2045 | 0.30% |
| FHR 4808 SD IO 06.0164 07/15/2048 | 0.29% |
| GNR 2019-H15 CI IO 01.5280 07/20/2069 | 0.28% |
| MWST 2019-1 A 00.9683 06/25/2052 | 0.28% |
| MSBAM 2012-C6 G P/P 144A 04.5000 11/15/2045 | 0.27% |
| COMM 2014-CR17 E P/P 144A 04.8474 05/10/2047 | 0.27% |
| CAS 2017-C06 2M2 02.9683 02/25/2030 | 0.26% |
| FNR 2016-78 CS IO 05.9318 05/25/2039 | 0.26% |
| STACR 2017-DNA1 B1 05.1183 07/25/2029 | 0.26% |
| GNR 2017-H21 AI IO 02.4063 10/20/2067 | 0.26% |
| MRAFT 2020-2 A1 01.1700 05/30/2022 | 0.26% |
| FHR 4926 SP IO 05.8164 08/25/2049 | 0.25% |
| GNR 2019-35 SE IO 05.9679 01/16/2044 | 0.25% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.24% |
| CAS 2017-C06 2B1 04.6183 02/25/2030 | 0.24% |
| CAS 2018 - C01 1B1 03.7183 07/25/2030 | 0.24% |
| GSAA 2006-1 A1 00.2583 01/25/2036 | 0.24% |
| FHR 4789 AS IO 06.0164 05/15/2048 | 0.24% |
| GSMS 2014-GC24 D P/P 144A 04.5316 09/10/2047 | 0.24% |
| FNR 2018-36 SD IO 06.0818 06/25/2048 | 0.23% |
| GNR 2018-72 IC IO 04.0000 05/20/2045 | 0.23% |
| COMM 2013-LC6 C 04.2420 01/10/2046 | 0.23% |
| GNR 2017-H04 BI IO 02.4532 02/20/2067 | 0.22% |
| OMIR 2018-1A M2 03.0183 07/25/2028 | 0.22% |
| NHLT 2018-2A M5 P/P 144A 06.0000 07/25/2028 | 0.22% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.22% |
| SPST 2019-WL1 A 00.8183 08/25/2052 | 0.22% |
| GNR 2017-H20 GI IO 02.3882 09/20/2067 | 0.22% |
| CAS 2019-R05 1B1 04.2683 07/25/2039 | 0.22% |
| BALTA 2005-8 21A1 03.7532 10/25/2035 | 0.21% |
| STACR 2019-DNA1 M2 02.8183 01/25/2049 | 0.21% |
| GNR 2018-H02 HI IO 02.3468 01/20/2068 | 0.21% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.21% |
| GNR 2018-H07 IE IO 02.5427 02/20/2068 | 0.21% |
| JPMCC 2011-C3 D P/P 144A 05.6641 02/15/2046 | 0.21% |
| TMIR 2019-1 B1 P/P 144A 04.3183 11/26/2029 | 0.21% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.21% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.21% |
| RMIR 2020-1 B1 05.1690 02/25/2030 | 0.21% |
| JPMCC 2013-LC11 D 04.1675 04/15/2046 | 0.20% |
| MSBAM 2013-C10 F P/P 144A 04.0822 07/15/2046 | 0.20% |
| OMIR 2017-1A B1 P/P 144A 05.9183 04/25/2027 | 0.20% |
| MSBAM 2013-C11 D P/P 144A 04.3529 08/15/2046 | 0.20% |
| CAS 2015-C04 2M2 05.7183 04/25/2028 | 0.20% |
| FHR 3346 SC IO 06.3664 10/15/2033 | 0.20% |
| FNR 2014-87 MS IO 06.0818 01/25/2045 | 0.19% |
| DBUBS 2011-LC2A D P/P 144A 05.5297 07/10/2044 | 0.19% |
| GNR 2017-H11 NI IO 01.5755 05/20/2067 | 0.19% |
| WFRBS 2012-C9 E P/P 144A 04.8107 11/15/2045 | 0.19% |
| CAS 2016-C03 2M2 06.0683 10/25/2028 | 0.19% |
| WFRBS 2012-C7 E P/P 144A 04.8119 06/15/2045 | 0.19% |
| GNR 2009-121 DI IO 04.5000 12/16/2039 | 0.19% |
| GNR 2017-H10 MI IO 02.3212 04/20/2067 | 0.19% |
| GNR 2016-H22 AI IO 02.8073 10/20/2066 | 0.19% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.18% |
| JPMBB 2013-C12 C 04.0998 07/15/2045 | 0.18% |
| STACR 2018-DNA3 B1 04.0683 09/25/2048 | 0.18% |
| MSC 2011-C3 G P/P 144A 05.2444 07/15/2049 | 0.18% |
| GNR 2013-167 SG IO 05.9793 11/20/2043 | 0.18% |
| FNR 2019-60 BS IO 05.8818 10/25/2049 | 0.18% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.18% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.18% |
| WFRBS 2012-C10 D P/P 144A 04.4288 12/15/2045 | 0.17% |
| GSR 2007-OA1 2A3A 00.4783 05/25/2037 | 0.17% |
| GSMS 2010-C1 D P/P 144A 05.9859 08/10/2043 | 0.17% |
| JPMBB 2013-C12 E P/P 144A 04.0998 07/15/2045 | 0.17% |
| GNR 2014-H08 CI IO 01.6359 03/20/2064 | 0.17% |
| GNR 2017-H22 DI IO 02.4614 11/20/2067 | 0.17% |
| BALTA 2006-6 1A1 00.4883 11/25/2036 | 0.16% |
| CAS 2018-R07 1B1 MTGE 04.5183 04/25/2031 | 0.16% |
| GNR 2010-125 SD IO 06.4979 01/16/2040 | 0.16% |
| GNR 2019-H09 EI IO 02.6335 04/20/2069 | 0.16% |
| GNR 2017-H16 IB IO 01.9180 08/20/2067 | 0.16% |
| GNR 2014-H23 BI IO 01.7226 11/20/2064 | 0.16% |
| COMM 2014-CR19 D P/P 144A 04.7302 08/10/2047 | 0.16% |
| STACR 2016-DNA3 M3 05.1683 12/25/2028 | 0.16% |
| COMM 2014-CR16 C 04.9277 04/10/2047 | 0.16% |
| GNR 2018-H11 JI IO 01.9022 07/20/2068 | 0.15% |
| CGCMT 2012-GC8 C P/P 144A 04.8813 09/10/2045 | 0.15% |
| STACR 2018-DNA1 B1 03.3183 07/25/2030 | 0.15% |
| FNR 2016-83 BS IO 05.9318 11/25/2046 | 0.15% |
| MSBAM 2013-C10 E P/P 144A 04.0822 07/15/2046 | 0.15% |
| STACR 2018-DNA3 B2 07.9183 09/25/2048 | 0.15% |
| CMLTI 2007-AR5 1A1A 03.9733 04/25/2037 | 0.15% |
| GSMS 2013-GC13 D P/P 144A 04.0834 07/10/2046 | 0.15% |
| JPMCC 2007-CB20 E P/P 144A 06.1688 02/12/2051 | 0.15% |
| UBSCM 2012-C1 D P/P 144A 05.5691 05/10/2045 | 0.15% |
| CAS 2016-C03 1M2 05.4683 10/25/2028 | 0.14% |
| FNR 2010-99 NI IO 06.0000 09/25/2040 | 0.14% |
| DBUBS 2011-LC1A C P/P 144A 05.6865 11/10/2046 | 0.14% |
| GNR 2018-H01 IB IO 01.7704 01/20/2068 | 0.14% |
| CAS 2019-R05 1M2 02.1683 07/25/2039 | 0.14% |
| GNR 2018-H11 AI IO 01.9080 02/20/2068 | 0.14% |
| STACR 2019-DNA2 B2 10.6683 03/25/2049 | 0.14% |
| GNR 2016-H21 AI IO 02.8349 09/20/2066 | 0.14% |
| GNR 2016-H27 EI IO 02.3624 12/20/2066 | 0.14% |
| GNR 2013-99 AS IO 05.8793 06/20/2043 | 0.14% |
| GNR 2017-H20 AI IO 02.3539 10/20/2067 | 0.14% |
| MSBAM 2013-C12 E P/P 144A 04.7655 10/15/2046 | 0.14% |
| WFCM 2020-C56 C 03.7506 06/15/2053 | 0.14% |
| CAS 2019-R06 2B1 03.9183 09/25/2039 | 0.14% |
| MSRR 2010-R4 4B 02.8658 02/26/2037 | 0.14% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.14% |
| GNR 2013-182 SP IO 06.5293 12/20/2043 | 0.14% |
| WFCM 2013-LC12 D P/P 144A 04.2762 07/15/2046 | 0.14% |
| STACR 2016-HQA3 M3 04.0183 03/25/2029 | 0.13% |
| WFCM 2012-LC5 D P/P 144A 04.7593 10/15/2045 | 0.13% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.13% |
| JPMCC 2011-C4 C P/P 144A 05.3431 07/15/2046 | 0.13% |
| GNR 2016-H22 IO IO 02.0209 10/20/2066 | 0.13% |
| SCRT 2017-3 M2 04.7500 07/25/2056 | 0.13% |
| WFCM 2016-BNK1 C 03.0710 08/15/2049 | 0.13% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.13% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.13% |
| COMM 2014-CR17 D P/P 144A 04.8474 05/10/2047 | 0.13% |
| JPMCC 2012-CBX B 04.9106 06/15/2045 | 0.13% |
| GNR 2016-H24 CI IO 01.8533 10/20/2066 | 0.13% |
| GNR 2015-H01 BI IO 01.7187 01/20/2065 | 0.13% |
| GNR 2017-H03 DI IO 02.7285 12/20/2066 | 0.13% |
| GNR 2018-H02 IM IO 02.3376 02/20/2068 | 0.13% |
| GNR 2016-150 I IO 05.0000 11/20/2046 | 0.13% |
| GNR 2017-H16 CI IO 01.8143 07/20/2067 | 0.12% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.12% |
| CWALT 2006-OA10 4A1 00.3583 08/25/2046 | 0.12% |
| GNR 2017-H02 BI IO 02.4424 01/20/2067 | 0.12% |
| GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.12% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.12% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.12% |
| FHR 4560 IO IO 05.8011 05/15/2039 | 0.12% |
| GNR 2015-H04 AI IO 02.0098 12/20/2064 | 0.12% |
| TREASURY BILL 00.0000 07/16/2020 | 0.12% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.12% |
| GNR 2016-H26 KI IO 02.1415 11/20/2066 | 0.12% |
| SAMI 2006-AR7 A1BG 00.2883 08/25/2036 | 0.12% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.12% |
| BALTA 2005-7 21A1 04.1261 09/25/2035 | 0.11% |
| GNR 2017-H08 EI IO 02.5997 02/20/2067 | 0.11% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.11% |
| GNR 2017-H03 CI IO 02.6794 12/20/2066 | 0.11% |
| GNR 2017-H14 JI IO 02.1933 06/20/2067 | 0.11% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.11% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.11% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.11% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.11% |
| CWALT 2006-OA19 A1 00.3508 02/20/2047 | 0.11% |
| GNR 2014-H06 BI IO 01.6245 02/20/2064 | 0.11% |
| STACR 2019-DNA3 B2 08.3183 07/25/2049 | 0.11% |
| FNR 2016-65 CS IO 05.9318 09/25/2046 | 0.11% |
| GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 | 0.11% |
| GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.10% |
| GNR 2018-H08 FI IO 01.1885 06/20/2068 | 0.10% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.10% |
| GNR 2015-H22 HI IO 02.0550 08/20/2065 | 0.10% |
| STACR 2015-DNA3 B 09.5183 04/25/2028 | 0.10% |
| STACR 2019-DNA1 B1 04.8183 01/25/2049 | 0.10% |
| CWALT 2006-OA10 3A1 00.3583 08/25/2046 | 0.10% |
| GNR 2014-95 JI IO 04.5000 12/16/2039 | 0.10% |
| JPMBB 2013-C14 F P/P 144A 03.5980 08/15/2046 | 0.10% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.10% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.10% |
| GNR 2011-148 SN IO 06.5079 11/16/2041 | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.09% |
| GNR 2016-164 IO IO 06.5000 12/20/2046 | 0.09% |
| CAS 2018-C06 2B1 04.2683 03/25/2031 | 0.09% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.09% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.09% |
| GNR 2017-H16 KI IO 01.6221 08/20/2067 | 0.09% |
| UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.09% |
| CAS 2017-C07 2B1 04.6183 05/25/2030 | 0.09% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.09% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.09% |
| GNR 2016-H18 QI IO 03.8715 06/20/2066 | 0.09% |
| WFRBS 2012-C7 D P/P 144A 04.8119 06/15/2045 | 0.09% |
| CAS 2016-C06 1B 09.4183 04/25/2029 | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.09% |
| FHR 4451 CI IO 07.0000 03/15/2045 | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.09% |
| GNR 2017-H14 EI IO 01.3726 06/20/2067 | 0.09% |
| STACR 2016-DNA1 B 10.1683 07/25/2028 | 0.09% |
| BALTA 2005-10 11A1 00.6683 01/25/2036 | 0.09% |
| GSAA 2005-15 2A2 00.4183 01/25/2036 | 0.09% |
| STACR 2019-DNA2 B1 04.5183 03/25/2049 | 0.09% |
| GNR 2018-91 SJ IO 06.0793 07/20/2048 | 0.09% |
| GNR 2018-H05 BI IO 02.5635 02/20/2068 | 0.09% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.08% |
| FNR 2012-132 PI IO 05.0000 10/25/2042 | 0.08% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.08% |
| STACR 2015-HQA2 B 10.6683 05/25/2028 | 0.08% |
| CMLTI 2007-WFH3 M1 00.4283 06/25/2037 | 0.08% |
| RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029 | 0.08% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.08% |
| 0.84292 R ISWP US0003M P 05/12/2050 | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.08% |
| CMLTI 2007-AMC3 A2D 00.5183 03/25/2037 | 0.08% |
| GNR 2016-H17 DI IO 02.4047 07/20/2066 | 0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.08% |
| GNR 2017-H13 QI IO 01.9879 06/20/2067 | 0.08% |
| TREASURY BILL 00.0000 09/17/2020 | 0.08% |
| UBSBB 2012-C4 D P/P 144A 04.4750 12/10/2045 | 0.08% |
| FNR 2018-1 JI IO 05.0000 02/25/2048 | 0.08% |
| STACR 2017-DNA3 B1 04.6183 03/25/2030 | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.08% |
| GNR 2012-H11 FI IO 01.3771 02/20/2062 | 0.08% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.08% |
| 0.7925 R ISWP US0003M P 04/28/2050 | 0.08% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.08% |
| FHS 324 C21 IO 06.0000 06/15/2039 | 0.08% |
| FNR 2011-134 SP IO 05.8318 02/25/2041 | 0.08% |
| GNR 2015-165 IC IO 03.5000 07/16/2041 | 0.08% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.08% |
| CAS 2018-C01 1M2 02.4183 07/25/2030 | 0.07% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.07% |
| JPMCC 2012-C6 E P/P 144A 05.1565 05/15/2045 | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.07% |
| FNR 2017-8 IO IO 06.0000 02/25/2047 | 0.07% |
| GNR 2012-H29 CI IO 01.5703 02/20/2062 | 0.07% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.07% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.07% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.07% |
| HVMLT 2004-11 1A 00.8724 01/19/2035 | 0.07% |
| GNR 2013-6 AI IO 03.5000 08/20/2039 | 0.07% |
| GNR 2017-H06 MI IO 02.2431 02/20/2067 | 0.07% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.07% |
| EMIR 2020-1 B1 04.9260 01/25/2030 | 0.07% |
| MSC 2012-C4 D P/P 144A 05.4190 03/15/2045 | 0.07% |
| GNR 2017-H18 DI IO 02.2543 09/20/2067 | 0.07% |
| GNR 2017-H20 DI IO 02.3589 10/20/2067 | 0.07% |
| 0.782 R ISWP US0003M P 05/01/2050 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.06% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.06% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.06% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.06% |
| GNR 2015-H29 HI IO 02.0978 09/20/2065 | 0.06% |
| GNR 2020-15 CS IO 05.8793 12/02/2021 | 0.06% |
| FNR 2016-102 JI IO 03.5000 02/25/2046 | 0.06% |
| FNR 2017-48 LI IO 04.0000 05/25/2047 | 0.06% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.06% |
| GNR 2014-58 SA IO 05.9293 04/20/2044 | 0.06% |
| GNR 2017-H09 DI IO 02.0599 03/20/2067 | 0.06% |
| CAS 2019-R03 1B1 04.2683 09/25/2031 | 0.06% |
| FNR 2012-90 DI IO 04.0000 03/25/2042 | 0.06% |
| GNR 2015-40 KI IO 04.0000 07/20/2044 | 0.06% |
| GNR 2016-H06 AI IO 02.0377 02/20/2066 | 0.06% |
| STACR 2018-HQA2 B2 11.1683 10/25/2048 | 0.06% |
| CWALT 2005-51 3A3A 00.8108 11/20/2035 | 0.06% |
| GNR 2012-103 CI IO 03.5000 08/16/2042 | 0.06% |
| FNR 2013-90 SD IO 06.4318 09/25/2043 | 0.06% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.06% |
| GNR 2018-77 IO IO 05.0000 06/20/2048 | 0.06% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.06% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.06% |
| GNR 2017-H03 AI IO 02.5328 12/20/2066 | 0.06% |
| COMM 2012-CR3 E P/P 144A 04.7511 10/15/2045 | 0.05% |
| MSC 2012-C4 E P/P 144A 05.4190 03/15/2045 | 0.05% |
| FHR 3981 WS IO 06.3664 05/15/2041 | 0.05% |
| FHR 4127 PI IO 04.5000 07/15/2042 | 0.05% |
| FNR 2018-15 PI IO 04.0000 10/25/2047 | 0.05% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.05% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.05% |
| GNR 2017-H20 HI IO 02.3042 10/20/2067 | 0.05% |
| GNR 2017-123 IO IO 05.0000 08/16/2047 | 0.05% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 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% |
| GNR 2014-H25 BI IO 01.8489 12/20/2064 | 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% |
| GNR 2011-135 DI IO 05.0000 04/16/2040 | 0.05% |
| GNR 2017-H22 EI IO 02.5816 10/20/2067 | 0.05% |
| CAS 2015-C03 2M2 05.1683 07/25/2025 | 0.05% |
| GNR 2017-H08 DI IO 02.7615 02/20/2067 | 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 CG | 0.05% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.05% |
| CWALT 2006-OA10 2A1 00.3583 08/25/2046 | 0.05% |
| GNR 2017-H06 BI IO 02.3704 02/20/2067 | 0.05% |
| WAMU 2004-AR12 A2B 01.0883 10/25/2044 | 0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.05% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.05% |
| GNR 2017-130 IB IO 04.0000 08/20/2047 | 0.05% |
| GNR 2017-136 IY IO 05.0000 03/20/2045 | 0.05% |
| BSCMS 2007-T28 D P/P 144A 05.5336 09/11/2042 | 0.04% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.04% |
| FNR 2012-49 QI IO 04.5000 12/25/2040 | 0.04% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% |
| GNR 2012-98 AI IO 04.5000 04/16/2042 | 0.04% |
| GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.04% |
| GNR 2017-99 AI IO 04.0000 01/20/2047 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.04% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.04% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.04% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.04% |
| GNR 2012-H10 AI IO 01.3560 12/20/2061 | 0.04% |
| OMIR 2019-1A B1B 04.5183 07/25/2029 | 0.04% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 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% |
| GNR 2017-68 IL IO 04.0000 08/20/2044 | 0.04% |
| GNR 2017-H19 MI IO 02.0534 04/20/2067 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.04% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.04% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.04% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.04% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.04% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.04% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.04% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.04% |
| GNR 2010-H20 IF IO 01.6015 10/20/2060 | 0.04% |
| JPMCC 2011-C3 E P/P 144A 05.6641 02/15/2046 | 0.04% |
| SAMI 2006-AR7 A1A 00.3783 08/25/2036 | 0.04% |
| STACR 2019-HQA1 B2 12.4183 02/25/2049 | 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% |
| OPTN FN30 2.5 06/04/20 CALL 103.96875 JPMC | 0.04% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.04% |
| CASH MGMT BILL 00.0000 09/08/2020 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.04% |
| GNR 2016-49 IO IO 04.5000 11/16/2045 | 0.04% |
| GNR 2016-H16 DI IO 02.0802 06/20/2066 | 0.04% |
| OMIR 2019-1A B1A 03.6683 07/25/2029 | 0.04% |
| FHR 3984 DS IO 05.7664 01/15/2042 | 0.04% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.04% |
| JPALT 2007-A2 12A1 00.3683 06/25/2037 | 0.04% |
| BSMF 2006-AR2 2A1 00.3983 09/25/2046 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.04% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.04% |
| CWALT 2006-OA10 1A1 02.6505 08/25/2046 | 0.04% |
| FHR 4134 PI IO 03.0000 11/15/2042 | 0.04% |
| CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.03% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.03% |
| WAMU 2005-AR13 A1C4 00.5983 10/25/2045 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| GNR 2017-H03 EI IO 02.4772 01/20/2067 | 0.03% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.03% |
| FNR 2011-101 SA IO 05.7318 10/25/2041 | 0.03% |
| CAS 2016-C03 1B 11.9183 10/25/2028 | 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% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.03% |
| GNR 2016-H27 BI IO 02.5120 12/20/2066 | 0.03% |
| STACR 2019-DNA1 B2 10.9183 01/25/2049 | 0.03% |
| 0.872 R ISWP US0003M P 05/12/2050 | 0.03% |
| FHR 3747 SA IO 06.3164 10/15/2040 | 0.03% |
| FHR 4604 QI IO 03.5000 07/15/2046 | 0.03% |
| FNR 2015-73 PI IO 03.5000 10/25/2045 | 0.03% |
| CAS 2018-C06 1B1 03.9183 03/25/2031 | 0.03% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.03% |
| GNR 2013-H15 CI IO 01.9038 07/20/2063 | 0.03% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 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% |
| GNR 2011-H15 AI IO 01.6857 06/20/2061 | 0.03% |
| GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.03% |
| GNR 2016-H20 NI IO 02.8660 09/20/2066 | 0.03% |
| GNR 2017-H16 JI IO 02.2729 08/20/2067 | 0.03% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.03% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.03% |
| JPMCC 2012-C6 G P/P 144A 02.9720 05/15/2045 | 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.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.03% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.03% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| STACR 2018-HQA2 M2 02.4683 10/25/2048 | 0.02% |
| FHR 4386 IL IO 04.0000 12/15/2043 | 0.02% |
| GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 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 CG | 0.02% |
| FNR 2012-103 SD IO 05.8818 09/25/2042 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNR 2014-161 HI IO 04.5000 06/20/2044 | 0.02% |
| GNR 2016-29 IO IO 04.0000 02/16/2046 | 0.02% |
| GNR 2017-H06 DI IO 01.9342 02/20/2067 | 0.02% |
| CAS 2016-C02 1B 12.4183 09/25/2028 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 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% |
| FHR 4475 CI IO 03.5000 01/15/2044 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.02% |
| GNR 2019-78 SJ IO 05.8793 06/20/2049 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.02% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 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 MS | 0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.02% |
| FHR 4550 AI IO 03.0000 10/15/2040 | 0.02% |
| FHR 4568 MI IO 04.0000 04/15/2046 | 0.02% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.02% |
| GNR 2016-77 SL IO 05.9793 03/20/2043 | 0.02% |
| GNR 2017-11 PI IO 04.0000 12/20/2046 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.02% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.02% |
| 0.71729 R ISWP US0003M P 05/21/2030 | 0.02% |
| 0.7176 R ISWP US0003M P 05/21/2030 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.02% |
| FHR 4033 SC IO 06.3664 10/15/2036 | 0.02% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| GNR 2017-H08 NI IO 02.3950 03/20/2067 | 0.02% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.02% |
| GNR 2011-H16 FI IO 01.1869 07/20/2061 | 0.02% |
| GNR 2019-H14 IB IO 02.6039 08/20/2069 | 0.02% |
| SAMI 2007-AR1 2A1 00.3483 01/25/2037 | 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% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.02% |
| GNR 2017-120 IJ IO 04.0000 04/20/2047 | 0.02% |
| GNR 2017-H09 IO IO 02.1811 04/20/2067 | 0.02% |
| GNR 2019-99 KS IO 05.8793 08/20/2049 | 0.02% |
| CAS 2016-C05 2B 10.9183 01/25/2029 | 0.02% |
| CAS 2016-C05 2M2 04.6183 01/25/2029 | 0.02% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.02% |
| FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.02% |
| GNR 2017-17 EI IO 04.0000 09/20/2044 | 0.02% |
| CWHL 2006-OA5 2A1 00.3683 04/25/2046 | 0.02% |
| FHR 4076 MS IO 06.5164 07/15/2040 | 0.02% |
| FNR 2012-36 SN IO 06.2818 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% |
| 0.685 R ISWP US0003M P 05/11/2030 | 0.01% |
| FHR 3852 SC IO 06.4664 04/15/2040 | 0.01% |
| FNR 2017-78 KI IO 03.5000 10/25/2047 | 0.01% |
| GNR 2012-H29 AI IO 01.5926 10/20/2062 | 0.01% |
| GNR 2012-H29 FI IO 01.5926 10/20/2062 | 0.01% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% |
| GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.01% |
| GNR 2016-H24 IO IO 02.1403 09/20/2066 | 0.01% |
| GNR 2017-H11 DI IO 01.5947 05/20/2067 | 0.01% |
| OPTN FN30 2.5 06/04/20 CALL 104.1875 JPMC | 0.01% |
| 0.591 R ISWP US0003M P 05/12/2030 | 0.01% |
| 0.6205 R ISWP US0003M P 05/04/2030 | 0.01% |
| 0.6915 R ISWP US0003M P 04/22/2030 | 0.01% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.01% |
| FHR 4413 HI IO 03.5000 03/15/2040 | 0.01% |
| FNR 2010-35 SG IO 06.2318 04/25/2040 | 0.01% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.01% |
| GNR 2017-H14 DI IO 01.8658 06/20/2067 | 0.01% |
| CSMC 2008-C1 AJ P/P 144A 05.8033 02/15/2041 | 0.01% |
| FHR 4403 CI IO 04.0000 10/15/2044 | 0.01% |
| FHR 4425 WI IO 04.0000 03/15/2043 | 0.01% |
| FNR 2010-140 GS IO 05.8318 07/25/2039 | 0.01% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.01% |
| GSAA 2006-8 2A2 00.3483 05/25/2036 | 0.01% |
| INDX 2006-AR11 2A1 03.5973 06/25/2036 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CWALT 2006-OA7 1A2 02.6305 06/25/2046 | 0.01% |
| FHR 4267 CS IO 05.8664 05/15/2039 | 0.01% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.01% |
| GNR 2015-H13 AI IO 02.6264 06/20/2065 | 0.01% |
| GNR 2017-141 ID IO 03.5000 07/20/2047 | 0.01% |
| GNR 2017-H03 HI IO 01.5607 01/20/2067 | 0.01% |
| CAS 2016-C01 1B 11.9183 08/25/2028 | 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 4386 LI IO 04.0000 02/15/2043 | 0.01% |
| FHR 4694 GI IO 04.0000 02/15/2043 | 0.01% |
| FNR 2016-24 CI IO 04.0000 02/25/2046 | 0.01% |
| GNR 2014-98 AI IO 04.5000 10/20/2041 | 0.01% |
| GNR 2015-106 CI IO 04.0000 05/20/2045 | 0.01% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.01% |
| GNR 2015-H03 DI IO 02.0565 01/20/2065 | 0.01% |
| GNR 2016-H23 NI IO 02.8654 10/20/2066 | 0.01% |
| GNR 2017-6 DI IO 03.5000 01/20/2044 | 0.01% |
| 0.615 R ISWP US0003M P 05/15/2030 | 0.01% |
| FHR 3904 NI IO 03.5000 08/15/2026 | 0.01% |
| FHR 4601 PI IO 04.5000 12/15/2045 | 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 2015-96 NI IO 03.5000 01/20/2039 | 0.01% |
| GNR 2016-37 IW IO 04.5000 02/20/2046 | 0.01% |
| GNR 2016-H12 AI IO 01.8140 07/20/2065 | 0.01% |
| GNR 2016-H25 GI IO 01.6531 11/20/2066 | 0.01% |
| GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.01% |
| UBSBB 2012-C2 E P/P 144A 04.8892 05/10/2063 | 0.01% |
| 0.2595 R ISWP US0003M P 05/18/2022 | 0.01% |
| FNR 2011-4 CS 12.5635 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-H06 AI IO 01.4922 01/20/2062 | 0.01% |
| GNR 2015-144 IA IO 04.0000 01/16/2043 | 0.01% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.01% |
| 0.6195 R ISWP US0003M P 05/15/2030 | 0.01% |
| FHR 3829 AS IO 06.7664 03/15/2041 | 0.01% |
| FHR 4099 BI IO 03.5000 06/15/2039 | 0.01% |
| FHR 4299 JI IO 04.0000 07/15/2043 | 0.01% |
| GNR 2012-H23 WI IO 01.7149 10/20/2062 | 0.01% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.01% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.01% |
| GNR 2016-149 MI IO 05.5000 05/20/2039 | 0.01% |
| GNR 2016-H02 HI IO 01.9308 01/20/2066 | 0.01% |
| GNR 2016-H14 AI IO 02.9131 06/20/2066 | 0.01% |
| MHL 2005-3 M4 01.1133 08/25/2035 | 0.01% |
| FHR 3714 KI IO 04.5000 11/15/2039 | 0.01% |
| FHR 4530 TI IO 04.0000 11/15/2045 | 0.01% |
| FHR 4560 PI IO 03.5000 05/15/2045 | 0.01% |
| FNR 2013-57 IQ IO 03.0000 06/25/2041 | 0.01% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.01% |
| FNR 2016-97 KI IO 03.0000 06/25/2040 | 0.01% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.01% |
| GNR 2011-156 SK IO 06.4293 04/20/2038 | 0.01% |
| GNR 2013-H24 AI IO 01.6048 09/20/2063 | 0.01% |
| GNR 2014-H21 AI IO 02.0860 10/20/2064 | 0.01% |
| GNR 2015-H10 HI IO 01.9779 04/20/2065 | 0.01% |
| GNR 2015-H15 JI IO 02.1253 06/20/2065 | 0.01% |
| GNR 2015-H25 AI IO 01.7695 09/20/2065 | 0.01% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.01% |
| 0.4035 R ISWP US0003M P 05/11/2025 | 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% |
| GNR 2010-134 ES IO 05.8293 11/20/2039 | 0.00% |
| GNR 2010-H19 BI IO 01.6184 08/20/2060 | 0.00% |
| GNR 2010-H22 CI IO 02.5282 10/20/2060 | 0.00% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.00% |
| GNR 2014-139 NI IO 03.5000 08/20/2028 | 0.00% |
| GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.00% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.00% |
| GNR 2015-H10 CI IO 01.9651 04/20/2065 | 0.00% |
| GNR 2015-H14 BI IO 01.7251 05/20/2065 | 0.00% |
| GNR 2015-H20 AI IO 01.9869 08/20/2065 | 0.00% |
| GNR 2015-H20 CI IO 02.7430 08/20/2065 | 0.00% |
| GNR 2015-H23 DI IO 02.0212 09/20/2065 | 0.00% |
| GNR 2015-H25 BI IO 02.4249 10/20/2065 | 0.00% |
| GNR 2015-H25 EI IO 02.0148 10/20/2065 | 0.00% |
| GNR 2015-H26 DI IO 02.3190 10/20/2065 | 0.00% |
| GNR 2015-H26 EI IO 01.8830 10/20/2065 | 0.00% |
| GNR 2016-69 IO IO 04.0000 05/20/2046 | 0.00% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.00% |
| GNR 2016-77 SC IO 05.9293 10/20/2045 | 0.00% |
| GNR 2016-H06 HI IO 02.0779 02/20/2066 | 0.00% |
| GNR 2016-H11 HI IO 02.1037 01/20/2066 | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.00% |
| 0.39537 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.39637 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.399 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.3998 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.401 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.4016 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.664 R ISWP US0003M P 04/24/2030 | 0.00% |
| 0.66726 R ISWP US0003M P 04/24/2030 | 0.00% |
| BACM 2008-1 AJ 06.5669 02/10/2051 | 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 4452 QI IO 04.0000 11/15/2044 | 0.00% |
| FNR 2017-15 LI IO 04.0000 06/25/2046 | 0.00% |
| GNR 2010-167 SG IO 06.3179 08/16/2038 | 0.00% |
| GNR 2013-182 SY IO 05.9293 12/20/2043 | 0.00% |
| GNR 2014-H08 BI IO 01.6197 04/20/2064 | 0.00% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.00% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.00% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.00% |
| GNR 2015-H24 BI IO 01.7684 08/20/2065 | 0.00% |
| GNR 2015-H24 HI IO 02.0377 09/20/2065 | 0.00% |
| GNR 2015-H25 CI IO 02.3247 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% |
| 0.6505 R ISWP US0003M P 05/26/2030 | 0.00% |
| FHR 4074 KS IO 06.5164 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 4510 HI IO 03.0000 03/15/2040 | 0.00% |
| FHR 4580 ID IO 03.5000 08/15/2045 | 0.00% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.00% |
| FHR 4663 KI IO 03.5000 11/15/2042 | 0.00% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.00% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2011-H07 FI IO 01.3961 02/20/2061 | 0.00% |
| GNR 2011-H08 GI IO 01.4204 03/20/2061 | 0.00% |
| GNR 2013-H14 XI IO 01.8016 03/20/2063 | 0.00% |
| GNR 2014-100 LI IO 04.5000 10/16/2043 | 0.00% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.00% |
| GNR 2014-60 SE IO 05.9293 04/20/2044 | 0.00% |
| GNR 2014-H13 BI IO 01.7136 05/20/2064 | 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-H16 XI IO 02.9630 07/20/2065 | 0.00% |
| GNR 2015-H18 IA IO 01.9985 06/20/2065 | 0.00% |
| GNR 2015-H22 EI IO 01.7728 08/20/2065 | 0.00% |
| GNR 2015-H23 BI IO 01.9043 09/20/2065 | 0.00% |
| GNR 2016-H04 KI IO 01.9391 02/20/2066 | 0.00% |
| GNR 2016-H08 GI IO 01.5872 04/20/2066 | 0.00% |
| GNR 2017-H06 EI IO 01.7449 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 04.8892 05/10/2063 | 0.00% |
| FHR 4000 LI IO 04.0000 02/15/2042 | 0.00% |
| FHR 4389 IA IO 04.0000 09/15/2044 | 0.00% |
| FHR 4656 AI IO 03.0000 09/15/2037 | 0.00% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2011-22 PS IO 05.8293 07/20/2040 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GNR 2014-H09 AI IO 01.5806 01/20/2064 | 0.00% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.00% |
| GNR 2015-H09 BI IO 01.8517 03/20/2065 | 0.00% |
| GNR 2015-H26 GI IO 01.9563 10/20/2065 | 0.00% |
| GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.00% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.00% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.00% |
| OPTN FN30 3.0 06/04/20 CALL 105.40625 JPMC | 0.00% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 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 TI IO 03.5000 10/15/2042 | 0.00% |
| FNR 2011-59 BI IO 06.0000 08/25/2040 | 0.00% |
| FNR 2012-90 EI IO 03.5000 02/25/2039 | 0.00% |
| FNR 2013-41 SP IO 06.0318 06/25/2040 | 0.00% |
| FNR 2014-95 TI IO 04.0000 05/25/2039 | 0.00% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.00% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.00% |
| GNR 2015-H26 CI IO 00.3940 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% |
| OPTN FN30 3.5 06/04/20 CALL 105.59375 JPMC | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| FHR 4073 AS IO 05.8664 08/15/2038 | 0.00% |
| FHR 4666 AI MTGE IO 03.0000 09/15/2035 | 0.00% |
| FNR 2011-98 AI IO 03.5000 11/25/2037 | 0.00% |
| FNR 2012-86 CS IO 05.9318 04/25/2039 | 0.00% |
| GNR 2010-50 QS IO 06.3793 12/20/2038 | 0.00% |
| GNR 2014-115 EI IO 04.0000 06/20/2038 | 0.00% |
| GNR 2015-82 GI IO 03.5000 12/20/2038 | 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% |
| 0.2541 R ISWP US0003M P 05/27/2022 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.00% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| 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% |
| OPTN FN30 3.5 06/04/20 PUT 105.59375 JPMC | -0.01% |
| 0.6795 R ISWP US0003M P 06/01/2030 | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| 0.67619 R ISWP US0003M P 04/24/2030 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| 0.678 R ISWP US0003M P 04/24/2030 | -0.01% |
| 0.26407 R ISWP US0003M P 05/21/2022 | -0.01% |
| 0.34312 R ISWP US0003M P 05/14/2025 | -0.01% |
| 0.6732 R ISWP US0003M P 05/14/2030 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| 0.6814 R ISWP US0003M P 04/20/2030 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -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 ML | -0.03% |
| 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 | -0.04% |
| 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 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 ML | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.05% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 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.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| 0.7275 R ISWP US0003M P 04/22/2030 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -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 MS | -0.06% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.07% |
| 0.895 R ISWP US0003M P 04/22/2030 | -0.07% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -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 | -0.08% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.08% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.08% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.09% |
| 0.90 R ISWP FWD US0003M P 06/17/2050 | -0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.09% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.11% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.12% |
| OPTN FN30 2.5 06/04/20 PUT 103.96875 JPMC | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.14% |
| OPTN FN30 2.5 06/04/20 PUT 104.1875 JPMC | -0.16% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.18% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.18% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.19% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.20% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.21% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.22% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.23% |
| OPTN FN30 3.0 06/04/20 PUT 105.40625 JPMC | -0.26% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.31% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.32% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.33% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.38% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.40% |
| GNMA GII30 TBA 03.5000 06/01/2050 | -0.42% |
| FNMA FN30 TBA UMBS 04.5000 06/01/2050 | -0.42% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.58% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.60% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.90% |
| FNMA FN30 TBA UMBS 03.5000 06/01/2050 | -1.24% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -1.73% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -4.27% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -4.31% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -5.51% |
| US 2YR NOTE (CBT) SEP20 TUU0 | -186.01% |
| FNMA FN30 TBA UMBS 04.0000 07/01/2050 | 4.34% |
|---|---|
| TREASURY BILL 00.0000 06/11/2020 | 2.79% |
| TREASURY BILL 00.0000 07/23/2020 | 2.32% |
| TREASURY BILL 00.0000 07/09/2020 | 1.95% |
| TREASURY BILL 00.0000 08/20/2020 | 1.80% |
| TREASURY BILL 00.0000 08/06/2020 | 1.59% |
| FNMA FN30 TBA UMBS 04.0000 06/01/2050 | 1.58% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2050 | 1.56% |
| TREASURY BILL 00.0000 09/10/2020 | 1.39% |
| TREASURY BILL 00.0000 08/13/2020 | 1.24% |
| TREASURY BILL 00.0000 06/25/2020 | 1.18% |
| TREASURY BILL 00.0000 05/21/2020 | 1.11% |
| GNR 2019-152 ES IO 05.3318 12/20/2049 | 1.00% |
| TREASURY BILL 00.0000 05/07/2020 | 0.99% |
| STACR 2018-DNA2 M2 02.6373 12/25/2030 | 0.94% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 0.93% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.83% |
| GNMA GII30 TBA 04.5000 05/01/2050 | 0.79% |
| GNR 2019-83 SL IO 05.3818 07/20/2049 | 0.79% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.79% |
| GNMA GII30 TBA 04.0000 05/01/2050 | 0.79% |
| STRU NSI-2513 SA IO 05.5628 06/25/2049 | 0.77% |
| GNR 2019-158 AS IO 05.3559 09/16/2043 | 0.74% |
| GNR 2019-123 SL IO 05.4318 10/20/2049 | 0.74% |
| FNR 2019-28 S IO 05.5628 06/25/2049 | 0.72% |
| FNR 2019-50 SN IO 05.5628 09/25/2049 | 0.71% |
| GNR 2020-7 SK IO 05.3318 01/20/2050 | 0.70% |
| STACR 2016-HQA4 M3 04.3873 04/25/2029 | 0.69% |
| GNR 2019-6 SM IO 05.3318 01/20/2049 | 0.69% |
| TREASURY BILL 00.0000 05/05/2020 | 0.68% |
| GNR 2019-100 JS IO 05.3818 08/20/2049 | 0.67% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.66% |
| FNR 2019-75 KS IO 05.5128 11/25/2049 | 0.63% |
| 0.85 R ISWP FWD US0003M P 06/17/2030 | 0.63% |
| FHR 4290 LS IO 05.2860 07/15/2035 | 0.62% |
| GNR 2019-83 JS IO 05.3818 07/20/2049 | 0.62% |
| TREASURY BILL 00.0000 06/04/2020 | 0.62% |
| GNR 2020-H04 AI IO 02.4951 02/20/2070 | 0.61% |
| CAS 2017-C07 2M2 02.9873 05/25/2030 | 0.60% |
| FNR 2011-126 SJ IO 05.5128 12/25/2041 | 0.59% |
| STACR 2018-HQA2 B1 04.7373 10/25/2048 | 0.58% |
| FAHB 2020-HB1 M4 P/P 144A 04.0477 02/25/2030 | 0.56% |
| FNR 2019-45 SD IO 05.5628 08/25/2049 | 0.56% |
| GNR 2019-15 SC IO 05.3318 02/20/2049 | 0.55% |
| GNR 2019-89 JS IO 05.3318 04/20/2049 | 0.55% |
| MRAIT 2020-2 A 02.1345 10/22/2020 | 0.54% |
| FHR 4752 PS IO 05.3860 11/15/2047 | 0.53% |
| CAS 2018-C05 1B1 04.7373 01/25/2031 | 0.53% |
| GNR 2019-121 SD IO 05.2818 10/20/2049 | 0.52% |
| GNR 2019-78 SM IO 05.3818 06/20/2049 | 0.52% |
| FNR 2019-58 SA IO 05.5628 10/25/2049 | 0.52% |
| FNR 2016-54 SD IO 05.5128 08/25/2046 | 0.52% |
| GNR 2019-83 SW IO 05.3818 07/20/2049 | 0.52% |
| SPST 2019-7 A 01.6285 09/24/2020 | 0.50% |
| SPST 2019-11 A 01.3198 10/24/2020 | 0.50% |
| GNR 2019-H03 AI IO 02.4490 11/20/2068 | 0.50% |
| FNR 2019-5 SA IO 05.6128 03/25/2049 | 0.48% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.47% |
| CAS 2015-C04 1M2 06.1873 04/25/2028 | 0.47% |
| CCMFC 2006-4A A2 00.6673 11/25/2047 | 0.47% |
| FNR 2019-18 SL IO 05.6128 05/25/2049 | 0.45% |
| GNR 2019-137 GI IO 04.0000 11/20/2049 | 0.44% |
| STACR 2015-DNA2 B 08.0373 12/25/2027 | 0.44% |
| GNR 2018-H02 GI IO 02.3415 12/20/2067 | 0.44% |
| FNR 2019-18 SH IO 05.6628 05/25/2049 | 0.44% |
| GNR 2014-131 BS IO 05.4059 09/16/2044 | 0.44% |
| FNR 2019-66 SC IO 05.5128 11/25/2049 | 0.43% |
| GNR 2019-23 VS IO 05.4318 02/20/2049 | 0.43% |
| CAS 2019-R04 2B1 05.7373 06/25/2039 | 0.43% |
| FNR 2016-91 AS IO 05.6128 12/25/2046 | 0.43% |
| STACR 2018-DNA2 B1 04.1873 12/25/2030 | 0.42% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.42% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.41% |
| FNMA FN30 TBA UMBS 05.0000 05/01/2050 | 0.40% |
| AHM 2007-1 GA1C 00.6773 05/25/2047 | 0.40% |
| JPMBB 2014-C18 D P/P 144A 04.9705 02/15/2047 | 0.40% |
| FNMA FN30 TBA UMBS 03.0000 05/01/2050 | 0.39% |
| GNR 2019-83 SA IO 05.3818 07/20/2049 | 0.39% |
| FNMA FN30 TBA UMBS 02.5000 05/01/2050 | 0.39% |
| GNR 2014-3 SM IO 05.3818 01/20/2044 | 0.38% |
| FNR 2019-26 SM IO 05.5628 06/25/2049 | 0.38% |
| GNR 2015-182 IC IO 04.5000 12/20/2045 | 0.38% |
| FNR 2018-38 SP IO 05.7128 06/25/2048 | 0.38% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.37% |
| CAS 2019-R02 1B1 04.6373 08/25/2031 | 0.36% |
| FNR 2016-85 SL IO 05.6128 11/25/2046 | 0.35% |
| GNR 2014-27 S IO 05.3818 02/20/2044 | 0.35% |
| GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.35% |
| GNR 2018-H01 AI IO 02.3799 01/20/2068 | 0.34% |
| FHR 4922 SA IO 05.2360 08/25/2049 | 0.34% |
| FNR 2017-16 QS IO 05.5928 03/25/2047 | 0.34% |
| SPST 2019-3 A 01.6285 06/24/2020 | 0.34% |
| STACR 2019-DNA2 M2 02.9373 03/25/2049 | 0.33% |
| GNR 2019-143 HS IO 05.3318 09/20/2049 | 0.33% |
| MCAS 2020-01 M10 P/P 144A 04.6500 03/25/2050 | 0.32% |
| GNR 2017-H05 CI IO 02.3424 02/20/2067 | 0.31% |
| STACR 2019-HQA2 B2 11.7373 04/25/2049 | 0.31% |
| GNR 2013-9 S IO 06.0318 01/20/2043 | 0.31% |
| WFRBS 2013-C15 D P/P 144A 04.6430 08/15/2046 | 0.30% |
| OPTN FN30 3.0 06/04/20 CALL 105.40625 JPMC | 0.30% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.30% |
| MSBAM 2012-C6 G P/P 144A 04.5000 11/15/2045 | 0.30% |
| CAS 2017-C02 2B1 05.9873 09/25/2029 | 0.30% |
| FASST 2019-HB1 M5 06.0000 04/25/2029 | 0.29% |
| FNR 2019-17 JS IO 05.6128 04/25/2049 | 0.28% |
| GNR 2014-188 IB IO 04.0000 12/20/2044 | 0.28% |
| GNR 2019-H20 IA IO 01.2702 11/20/2069 | 0.28% |
| COMM 2012-CR4 B P/P 144A 03.7030 10/15/2045 | 0.28% |
| FNS 422 C12 IO 04.0000 12/25/2045 | 0.28% |
| COMM 2014-CR17 E P/P 144A 05.0091 05/10/2047 | 0.27% |
| STACR 2019-HQA2 B1 04.5873 04/25/2049 | 0.26% |
| FHR 4808 SD IO 05.3860 07/15/2048 | 0.26% |
| SPST 2020-2 A 01.3173 03/26/2021 | 0.26% |
| CAS 2016-C03 2B 13.2373 10/25/2028 | 0.26% |
| CAS 2017-C04 2B1 05.5373 11/25/2029 | 0.26% |
| GNR 2019-H15 CI IO 01.3542 07/20/2069 | 0.26% |
| MWST 2019-1 A 01.2873 06/25/2052 | 0.26% |
| FNR 2016-78 CS IO 05.6128 05/25/2039 | 0.25% |
| CAS 2017-C06 2M2 03.2873 02/25/2030 | 0.24% |
| GNR 2019-35 SE IO 05.3559 01/16/2044 | 0.24% |
| GNR 2017-H21 AI IO 02.5497 10/20/2067 | 0.24% |
| FHR 4926 SP IO 05.1860 08/25/2049 | 0.24% |
| FNR 2016-88 BS IO 05.6128 12/25/2046 | 0.23% |
| OPTN FN30 2.5 06/04/20 CALL 103.96875 JPMC | 0.23% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.23% |
| CAS 2018-C04 2B1 04.9873 12/25/2030 | 0.23% |
| GSAA 2006-1 A1 00.5773 01/25/2036 | 0.22% |
| STACR 2017-DNA1 B1 05.4373 07/25/2029 | 0.22% |
| BALTA 2006-6 1A1 00.8073 11/25/2036 | 0.22% |
| GSMS 2014-GC24 D P/P 144A 04.6652 09/10/2047 | 0.22% |
| FHR 4789 AS IO 05.3860 05/15/2048 | 0.22% |
| FNR 2018-36 SD IO 05.7628 06/25/2048 | 0.22% |
| GNR 2018-72 IC IO 04.0000 05/20/2045 | 0.22% |
| GNR 2017-H04 BI IO 02.4614 02/20/2067 | 0.21% |
| CAS 2017-C06 2B1 04.9373 02/25/2030 | 0.21% |
| CAS 2020-R01 1B1 03.7373 01/25/2040 | 0.21% |
| GNR 2017-H20 GI IO 02.5205 09/20/2067 | 0.21% |
| 0.90 R ISWP FWD US0003M P 06/17/2050 | 0.21% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.21% |
| NHLT 2018-2A M5 P/P 144A 06.0000 07/25/2028 | 0.21% |
| JPMCC 2013-LC11 D 04.3064 04/15/2046 | 0.20% |
| BALTA 2005-8 21A1 03.7562 10/25/2035 | 0.20% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.20% |
| GNR 2018-H02 HI IO 02.3462 01/20/2068 | 0.20% |
| GNR 2018-H07 IE IO 02.3880 02/20/2068 | 0.20% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.20% |
| OMIR 2018-1A M2 03.3373 07/25/2028 | 0.20% |
| SPST 2019-WL1 A 01.1373 08/25/2052 | 0.19% |
| JPMCC 2011-C3 D P/P 144A 05.8529 02/15/2046 | 0.19% |
| STACR 2019-DNA1 M2 03.1373 01/25/2049 | 0.19% |
| TMIR 2019-1 B1 P/P 144A 04.6373 11/26/2029 | 0.19% |
| CAS 2018 - C01 1B1 04.0373 07/25/2030 | 0.19% |
| RMIR 2020-1 B1 05.1690 02/25/2030 | 0.19% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.19% |
| FHR 3346 SC IO 05.7360 10/15/2033 | 0.19% |
| WFRBS 2012-C10 D P/P 144A 04.5766 12/15/2045 | 0.19% |
| CAS 2016-C03 2M2 06.3873 10/25/2028 | 0.18% |
| GNR 2009-121 DI IO 04.5000 12/16/2039 | 0.18% |
| GSMS 2010-C1 D P/P 144A 06.1690 08/10/2043 | 0.18% |
| MSBAM 2013-C11 D P/P 144A 04.4981 08/15/2046 | 0.18% |
| FNR 2014-87 MS IO 05.7628 01/25/2045 | 0.18% |
| GNR 2017-H10 MI IO 01.4095 04/20/2067 | 0.18% |
| OMIR 2017-1A B1 P/P 144A 06.2373 04/25/2027 | 0.18% |
| WFRBS 2012-C7 E P/P 144A 04.9666 06/15/2045 | 0.18% |
| CAS 2015-C04 2M2 06.0373 04/25/2028 | 0.18% |
| GNR 2017-H11 NI IO 02.1330 05/20/2067 | 0.18% |
| WFRBS 2012-C9 E P/P 144A 04.9711 11/15/2045 | 0.17% |
| GNR 2016-H22 AI IO 02.5041 10/20/2066 | 0.17% |
| JPMBB 2013-C12 E P/P 144A 04.2365 07/15/2045 | 0.17% |
| GNR 2013-167 SG IO 05.4318 11/20/2043 | 0.17% |
| FNR 2019-60 BS IO 05.5628 10/25/2049 | 0.17% |
| MSBAM 2013-C10 F P/P 144A 04.2184 07/15/2046 | 0.17% |
| MSBAM 2013-C12 E P/P 144A 04.9244 10/15/2046 | 0.17% |
| MSC 2011-C3 G P/P 144A 05.4192 07/15/2049 | 0.17% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.16% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.16% |
| UBSBB 2012-C4 D P/P 144A 04.6245 12/10/2045 | 0.16% |
| GSR 2007-OA1 2A3A 00.7973 05/25/2037 | 0.16% |
| GNR 2010-125 SD IO 05.8859 01/16/2040 | 0.16% |
| GNR 2017-H22 DI IO 02.4622 11/20/2067 | 0.16% |
| GNR 2014-H08 CI IO 01.4777 03/20/2064 | 0.15% |
| GNR 2019-H09 EI IO 02.4612 04/20/2069 | 0.15% |
| STACR 2018-DNA3 B1 04.3873 09/25/2048 | 0.15% |
| OPTN FN30 2.5 06/04/20 CALL 104.1875 JPMC | 0.15% |
| GNR 2017-H16 IB IO 01.9937 08/20/2067 | 0.15% |
| STACR 2016-DNA3 M3 05.4873 12/25/2028 | 0.15% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.15% |
| GNR 2018-H01 IB IO 01.6097 01/20/2068 | 0.15% |
| GNR 2014-H23 BI IO 01.5620 11/20/2064 | 0.14% |
| STACR 2018-DNA3 B2 08.2373 09/25/2048 | 0.14% |
| UBSCM 2012-C1 D P/P 144A 05.7548 05/10/2045 | 0.14% |
| FNR 2016-83 BS IO 05.6128 11/25/2046 | 0.14% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.14% |
| GNR 2018-H11 JI IO 02.1005 07/20/2068 | 0.14% |
| CAS 2019-R05 1B1 04.5873 07/25/2039 | 0.14% |
| CMLTI 2007-AR5 1A1A 04.0137 04/25/2037 | 0.14% |
| MSBAM 2013-C10 E P/P 144A 04.2184 07/15/2046 | 0.14% |
| JPMCC 2007-CB20 E P/P 144A 06.3745 02/12/2051 | 0.14% |
| CAS 2016-C03 1M2 05.7873 10/25/2028 | 0.14% |
| COMM 2014-CR17 D P/P 144A 05.0091 05/10/2047 | 0.14% |
| FNR 2010-99 NI IO 06.0000 09/25/2040 | 0.14% |
| CAS 2019-R05 1M2 02.4873 07/25/2039 | 0.14% |
| DBUBS 2011-LC2A D P/P 144A 05.7140 07/10/2044 | 0.14% |
| GNR 2018-H11 AI IO 02.0139 02/20/2068 | 0.14% |
| GNR 2016-H21 AI IO 02.5309 09/20/2066 | 0.14% |
| GNR 2013-99 AS IO 05.3318 06/20/2043 | 0.13% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.13% |
| GNR 2016-H27 EI IO 02.0847 12/20/2066 | 0.13% |
| GNR 2013-182 SP IO 05.9818 12/20/2043 | 0.13% |
| GNR 2017-H20 AI IO 02.3548 10/20/2067 | 0.13% |
| MSRR 2010-R4 4B 02.7680 02/26/2037 | 0.13% |
| WFCM 2013-LC12 D P/P 144A 04.4120 07/15/2046 | 0.13% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.13% |
| STACR 2016-HQA3 M3 04.3373 03/25/2029 | 0.12% |
| CAS 2018-R07 1B1 MTGE 04.8373 04/25/2031 | 0.12% |
| GNR 2017-H03 DI IO 02.7296 12/20/2066 | 0.12% |
| GNR 2018-H02 IM IO 02.3389 02/20/2068 | 0.12% |
| SCRT 2017-3 M2 04.7500 07/25/2056 | 0.12% |
| GNR 2016-H22 IO IO 01.8582 10/20/2066 | 0.12% |
| GNR 2016-H24 CI IO 01.6923 10/20/2066 | 0.12% |
| STACR 2018-DNA1 B1 03.6373 07/25/2030 | 0.12% |
| GNR 2016-150 I IO 05.0000 11/20/2046 | 0.12% |
| CAS 2019-R06 2B1 04.2373 09/25/2039 | 0.12% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.12% |
| GNR 2015-H01 BI IO 01.5591 01/20/2065 | 0.12% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.12% |
| GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.12% |
| GNR 2017-H16 CI IO 01.6543 07/20/2067 | 0.12% |
| FHR 4560 IO IO 05.7997 05/15/2039 | 0.11% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.11% |
| COMM 2014-CR19 D P/P 144A 04.8879 08/10/2047 | 0.11% |
| GNR 2017-H02 BI IO 02.4550 01/20/2067 | 0.11% |
| MSC 2012-C4 D P/P 144A 05.5997 03/15/2045 | 0.11% |
| GNR 2015-H04 AI IO 01.7047 12/20/2064 | 0.11% |
| GNR 2016-H26 KI IO 01.9308 11/20/2066 | 0.11% |
| SAMI 2006-AR7 A1BG 00.6073 08/25/2036 | 0.11% |
| TREASURY BILL 00.0000 07/16/2020 | 0.11% |
| CWALT 2006-OA10 4A1 00.6773 08/25/2046 | 0.11% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.11% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.11% |
| UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.11% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.11% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.11% |
| MSC 2012-C4 E P/P 144A 05.5997 03/15/2045 | 0.11% |
| BALTA 2005-7 21A1 04.2486 09/25/2035 | 0.11% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.11% |
| GNR 2017-H03 CI IO 02.8777 12/20/2066 | 0.11% |
| GNR 2017-H08 EI IO 02.6287 02/20/2067 | 0.11% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.11% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.10% |
| GNR 2017-H14 JI IO 02.1897 06/20/2067 | 0.10% |
| GNR 2018-H08 FI IO 01.5397 06/20/2068 | 0.10% |
| STACR 2019-DNA2 B2 10.9873 03/25/2049 | 0.10% |
| FNR 2016-65 CS IO 05.6128 09/25/2046 | 0.10% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.10% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.10% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.10% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.10% |
| GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.10% |
| GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 | 0.10% |
| CWALT 2006-OA19 A1 00.8983 02/20/2047 | 0.10% |
| STACR 2015-DNA3 B 09.8373 04/25/2028 | 0.10% |
| GNR 2014-H06 BI IO 01.4640 02/20/2064 | 0.10% |
| CWALT 2006-OA10 3A1 00.6773 08/25/2046 | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.09% |
| JPMBB 2013-C14 F P/P 144A 03.5980 08/15/2046 | 0.09% |
| GNR 2015-H22 HI IO 02.0553 08/20/2065 | 0.09% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.09% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.09% |
| GNR 2014-95 JI IO 04.5000 12/16/2039 | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.09% |
| GNR 2016-164 IO IO 06.5000 12/20/2046 | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.09% |
| FHR 4451 CI IO 07.0000 03/15/2045 | 0.09% |
| GNR 2011-148 SN IO 05.8959 11/16/2041 | 0.09% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.09% |
| GNR 2017-H14 EI IO 01.4479 06/20/2067 | 0.09% |
| GNR 2017-H16 KI IO 01.4605 08/20/2067 | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.08% |
| GNR 2016-H18 QI IO 03.2565 06/20/2066 | 0.08% |
| WFRBS 2012-C7 D P/P 144A 04.9666 06/15/2045 | 0.08% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.08% |
| COMM 2012-CR3 E P/P 144A 04.9096 10/15/2045 | 0.08% |
| GSAA 2005-15 2A2 00.7373 01/25/2036 | 0.08% |
| BALTA 2005-10 11A1 00.9873 01/25/2036 | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.08% |
| GNR 2018-91 SJ IO 05.5318 07/20/2048 | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.08% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.08% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.08% |
| GNR 2018-H05 BI IO 02.5674 02/20/2068 | 0.08% |
| STACR 2015-HQA2 B 10.9873 05/25/2028 | 0.08% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.08% |
| FNR 2012-132 PI IO 05.0000 10/25/2042 | 0.08% |
| RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029 | 0.08% |
| STACR 2016-DNA1 B 10.4873 07/25/2028 | 0.08% |
| CAS 2016-C06 1B 09.7373 04/25/2029 | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.08% |
| CMLTI 2007-WFH3 M1 00.7473 06/25/2037 | 0.08% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.08% |
| CMLTI 2007-AMC3 A2D 00.8373 03/25/2037 | 0.08% |
| CAS 2017-C07 2B1 04.9373 05/25/2030 | 0.08% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.08% |
| GNR 2017-H13 QI IO 02.0477 06/20/2067 | 0.08% |
| TREASURY BILL 00.0000 05/14/2020 | 0.08% |
| STACR 2019-DNA3 B2 08.6373 07/25/2049 | 0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.07% |
| FNR 2018-1 JI IO 05.0000 02/25/2048 | 0.07% |
| GNR 2015-165 IC IO 03.5000 07/16/2041 | 0.07% |
| GNR 2016-H17 DI IO 02.4702 07/20/2066 | 0.07% |
| STACR 2019-DNA1 B1 05.1373 01/25/2049 | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.07% |
| FNR 2011-134 SP IO 05.5128 02/25/2041 | 0.07% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.07% |
| FHS 324 C21 IO 06.0000 06/15/2039 | 0.07% |
| GNR 2012-H29 CI IO 01.4134 02/20/2062 | 0.07% |
| STACR 2017-DNA3 B1 04.9373 03/25/2030 | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.07% |
| FNR 2017-8 IO IO 06.0000 02/25/2047 | 0.07% |
| GNR 2012-H11 FI IO 01.2147 02/20/2062 | 0.07% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.07% |
| CAS 2018-C06 2B1 04.5873 03/25/2031 | 0.07% |
| JPMCC 2012-C6 E P/P 144A 05.3286 05/15/2045 | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.07% |
| GNR 2013-6 AI IO 03.5000 08/20/2039 | 0.07% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.07% |
| GNR 2020-15 CS IO 05.3318 12/02/2021 | 0.07% |
| HVMLT 2004-11 1A 01.4183 01/19/2035 | 0.07% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.06% |
| GNR 2017-H06 MI IO 02.2449 02/20/2067 | 0.06% |
| CAS 2018-C01 1M2 02.7373 07/25/2030 | 0.06% |
| GNR 2017-H18 DI IO 02.4830 09/20/2067 | 0.06% |
| EMIR 2020-1 B1 04.9260 01/25/2030 | 0.06% |
| GNR 2017-H20 DI IO 02.3580 10/20/2067 | 0.06% |
| STACR 2019-DNA2 B1 04.8373 03/25/2049 | 0.06% |
| FNR 2017-48 LI IO 04.0000 05/25/2047 | 0.06% |
| GNR 2014-58 SA IO 05.3818 04/20/2044 | 0.06% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.06% |
| FNR 2016-102 JI IO 03.5000 02/25/2046 | 0.06% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.06% |
| GNR 2015-H29 HI IO 02.0969 09/20/2065 | 0.06% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.06% |
| STACR 2018-HQA2 B2 11.4873 10/25/2048 | 0.06% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.05% |
| GNR 2015-40 KI IO 04.0000 07/20/2044 | 0.05% |
| GNR 2017-H09 DI IO 01.9057 03/20/2067 | 0.05% |
| GNR 2018-77 IO IO 05.0000 06/20/2048 | 0.05% |
| OPTN FN30 2.5 06/04/20 PUT 104.28125 JPMC | 0.05% |
| FNR 2012-90 DI IO 04.0000 03/25/2042 | 0.05% |
| FNR 2013-90 SD IO 06.1128 09/25/2043 | 0.05% |
| GNR 2012-103 CI IO 03.5000 08/16/2042 | 0.05% |
| GNR 2016-H06 AI IO 01.7399 02/20/2066 | 0.05% |
| CWALT 2005-51 3A3A 01.3128 11/20/2035 | 0.05% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.05% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.05% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.05% |
| GNR 2017-H03 AI IO 02.5445 12/20/2066 | 0.05% |
| FHR 4127 PI IO 04.5000 07/15/2042 | 0.05% |
| FHR 3981 WS IO 05.7360 05/15/2041 | 0.05% |
| FNR 2018-15 PI IO 04.0000 10/25/2047 | 0.05% |
| GNR 2017-H20 HI IO 02.3001 10/20/2067 | 0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.05% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.05% |
| GNR 2017-123 IO IO 05.0000 08/16/2047 | 0.05% |
| GNR 2017-H22 EI IO 02.6706 10/20/2067 | 0.05% |
| GNR 2011-135 DI IO 05.0000 04/16/2040 | 0.05% |
| CAS 2015-C03 2M2 05.4873 07/25/2025 | 0.04% |
| CAS 2019-R03 1B1 04.5873 09/25/2031 | 0.04% |
| GNR 2014-H25 BI IO 01.6880 12/20/2064 | 0.04% |
| GNR 2017-H08 DI IO 02.7594 02/20/2067 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.04% |
| CWALT 2006-OA10 2A1 00.6773 08/25/2046 | 0.04% |
| GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.04% |
| WAMU 2004-AR12 A2B 01.4073 10/25/2044 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% |
| GNR 2012-98 AI IO 04.5000 04/16/2042 | 0.04% |
| GNR 2012-H10 AI IO 01.1960 12/20/2061 | 0.04% |
| GNR 2017-130 IB IO 04.0000 08/20/2047 | 0.04% |
| GNR 2017-136 IY IO 05.0000 03/20/2045 | 0.04% |
| GNR 2017-H06 BI IO 02.3927 02/20/2067 | 0.04% |
| BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.04% |
| FNR 2012-49 QI IO 04.5000 12/25/2040 | 0.04% |
| GNR 2017-99 AI IO 04.0000 01/20/2047 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 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% |
| GNR 2017-68 IL IO 04.0000 08/20/2044 | 0.04% |
| OMIR 2019-1A B1B 04.8373 07/25/2029 | 0.04% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.04% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.04% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.04% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.04% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.04% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.04% |
| GNR 2017-H19 MI IO 02.0568 04/20/2067 | 0.04% |
| SAMI 2006-AR7 A1A 00.6973 08/25/2036 | 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 2010-H20 IF IO 01.4411 10/20/2060 | 0.04% |
| JPMCC 2011-C3 E P/P 144A 05.8529 02/15/2046 | 0.04% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.04% |
| GNR 2016-49 IO IO 04.5000 11/16/2045 | 0.04% |
| GNR 2016-H16 DI IO 02.4543 06/20/2066 | 0.04% |
| STACR 2019-HQA1 B2 12.7373 02/25/2049 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.04% |
| FHR 3984 DS IO 05.1360 01/15/2042 | 0.04% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.03% |
| FHR 4134 PI IO 03.0000 11/15/2042 | 0.03% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.03% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.03% |
| OMIR 2019-1A B1A 03.9873 07/25/2029 | 0.03% |
| BSMF 2006-AR2 2A1 00.7173 09/25/2046 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.03% |
| CWALT 2006-OA10 1A1 02.8305 08/25/2046 | 0.03% |
| JPALT 2007-A2 12A1 00.6873 06/25/2037 | 0.03% |
| WAMU 2005-AR13 A1C4 00.9173 10/25/2045 | 0.03% |
| CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.03% |
| GNR 2017-H03 EI IO 02.4820 01/20/2067 | 0.03% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.03% |
| FNR 2015-73 PI IO 03.5000 10/25/2045 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| FNR 2011-101 SA IO 05.4128 10/25/2041 | 0.03% |
| GNR 2016-H27 BI IO 02.5390 12/20/2066 | 0.03% |
| FHR 3747 SA IO 05.6860 10/15/2040 | 0.03% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.03% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.03% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.03% |
| CAS 2016-C03 1B 12.2373 10/25/2028 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% |
| FHR 4604 QI IO 03.5000 07/15/2046 | 0.03% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.03% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.03% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.03% |
| GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.03% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 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% |
| GNR 2011-H15 AI IO 01.5109 06/20/2061 | 0.03% |
| GNR 2013-H15 CI IO 01.7430 07/20/2063 | 0.03% |
| GNR 2016-H20 NI IO 02.6209 09/20/2066 | 0.03% |
| GNR 2017-H16 JI IO 02.4340 08/20/2067 | 0.03% |
| JPMCC 2012-C6 G P/P 144A 02.9720 05/15/2045 | 0.03% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.02% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.02% |
| CAS 2018-C06 1B1 04.2373 03/25/2031 | 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% |
| GNR 2014-161 HI IO 04.5000 06/20/2044 | 0.02% |
| GNR 2019-78 SJ IO 05.3318 06/20/2049 | 0.02% |
| STACR 2019-DNA1 B2 11.2373 01/25/2049 | 0.02% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.02% |
| FNR 2012-103 SD IO 05.5628 09/25/2042 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNR 2016-29 IO IO 04.0000 02/16/2046 | 0.02% |
| STACR 2018-HQA2 M2 02.7873 10/25/2048 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| FHR 4386 IL IO 04.0000 12/15/2043 | 0.02% |
| FHR 4475 CI IO 03.5000 01/15/2044 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 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% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.02% |
| GNR 2016-77 SL IO 05.4318 03/20/2043 | 0.02% |
| GNR 2017-11 PI IO 04.0000 12/20/2046 | 0.02% |
| CAS 2016-C02 1B 12.7373 09/25/2028 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% |
| FHR 4033 SC IO 05.7360 10/15/2036 | 0.02% |
| FHR 4550 AI IO 03.0000 10/15/2040 | 0.02% |
| GNR 2017-H08 NI IO 02.4135 03/20/2067 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.02% |
| FHR 4568 MI IO 04.0000 04/15/2046 | 0.02% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNR 2017-H06 DI IO 01.7721 02/20/2067 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.02% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.02% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.02% |
| GNR 2011-H16 FI IO 01.0213 07/20/2061 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| GNR 2017-120 IJ IO 04.0000 04/20/2047 | 0.02% |
| GNR 2019-H14 IB IO 02.4213 08/20/2069 | 0.02% |
| CAS 2016-C05 2M2 04.9373 01/25/2029 | 0.02% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.02% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.02% |
| FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.02% |
| GNR 2017-17 EI IO 04.0000 09/20/2044 | 0.02% |
| GNR 2017-H09 IO IO 01.5357 04/20/2067 | 0.02% |
| GNR 2019-99 KS IO 05.3318 08/20/2049 | 0.02% |
| SAMI 2007-AR1 2A1 00.6673 01/25/2037 | 0.02% |
| FHR 4076 MS IO 05.8860 07/15/2040 | 0.02% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.02% |
| 0.6915 R ISWP US0003M P 04/22/2030 | 0.01% |
| 0.782 R ISWP US0003M P 05/01/2050 | 0.01% |
| CAS 2016-C05 2B 11.2373 01/25/2029 | 0.01% |
| CWHL 2006-OA5 2A1 00.6873 04/25/2046 | 0.01% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.01% |
| FHR 4413 HI IO 03.5000 03/15/2040 | 0.01% |
| FNR 2012-36 SN IO 05.9628 04/25/2042 | 0.01% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.01% |
| GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.01% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.01% |
| GNR 2017-H11 DI IO 01.8649 05/20/2067 | 0.01% |
| 0.7925 R ISWP US0003M P 04/28/2050 | 0.01% |
| FHR 3852 SC IO 05.8360 04/15/2040 | 0.01% |
| FNR 2017-78 KI IO 03.5000 10/25/2047 | 0.01% |
| GNR 2012-H29 AI IO 01.4359 10/20/2062 | 0.01% |
| GNR 2012-H29 FI IO 01.4359 10/20/2062 | 0.01% |
| GNR 2016-H24 IO IO 02.1362 09/20/2066 | 0.01% |
| GNR 2017-H14 DI IO 01.7063 06/20/2067 | 0.01% |
| FNR 2010-140 GS IO 05.5128 07/25/2039 | 0.01% |
| FNR 2010-35 SG IO 05.9128 04/25/2040 | 0.01% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.01% |
| GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.01% |
| GSAA 2006-8 2A2 00.6673 05/25/2036 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.01% |
| FHR 4267 CS IO 05.2360 05/15/2039 | 0.01% |
| FHR 4403 CI IO 04.0000 10/15/2044 | 0.01% |
| FHR 4425 WI IO 04.0000 03/15/2043 | 0.01% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.01% |
| GNR 2017-141 ID IO 03.5000 07/20/2047 | 0.01% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.01% |
| GNR 2017-6 DI IO 03.5000 01/20/2044 | 0.01% |
| INDX 2006-AR11 2A1 03.8708 06/25/2036 | 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% |
| CWALT 2006-OA7 1A2 02.8105 06/25/2046 | 0.01% |
| FHR 4694 GI IO 04.0000 02/15/2043 | 0.01% |
| FNR 2016-24 CI IO 04.0000 02/25/2046 | 0.01% |
| GNR 2014-98 AI IO 04.5000 10/20/2041 | 0.01% |
| GNR 2015-106 CI IO 04.0000 05/20/2045 | 0.01% |
| GNR 2015-H13 AI IO 02.5734 06/20/2065 | 0.01% |
| GNR 2016-H23 NI IO 02.5817 10/20/2066 | 0.01% |
| GNR 2017-H03 HI IO 01.5611 01/20/2067 | 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 4601 PI IO 04.5000 12/15/2045 | 0.01% |
| GNR 2015-52 IK IO 03.5000 04/20/2045 | 0.01% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.01% |
| GNR 2015-96 NI IO 03.5000 01/20/2039 | 0.01% |
| GNR 2015-H03 DI IO 01.7536 01/20/2065 | 0.01% |
| GNR 2016-37 IW IO 04.5000 02/20/2046 | 0.01% |
| CAS 2016-C01 1B 12.2373 08/25/2028 | 0.01% |
| FNR 2011-4 CS 11.9255 05/25/2040 | 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 2015-79 GI IO 05.0000 10/20/2039 | 0.01% |
| GNR 2016-H12 AI IO 01.6528 07/20/2065 | 0.01% |
| GNR 2016-H25 GI IO 01.4921 11/20/2066 | 0.01% |
| UBSBB 2012-C2 E P/P 144A 05.0464 05/10/2063 | 0.01% |
| FHR 3829 AS IO 06.1360 03/15/2041 | 0.01% |
| FHR 4099 BI IO 03.5000 06/15/2039 | 0.01% |
| FHR 4299 JI IO 04.0000 07/15/2043 | 0.01% |
| FHR 4560 PI IO 03.5000 05/15/2045 | 0.01% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.01% |
| GNR 2012-H06 AI IO 01.3358 01/20/2062 | 0.01% |
| GNR 2012-H23 WI IO 01.5537 10/20/2062 | 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 2016-149 MI IO 05.5000 05/20/2039 | 0.01% |
| GNR 2016-H02 HI IO 01.6406 01/20/2066 | 0.01% |
| GNR 2016-H14 AI IO 02.8596 06/20/2066 | 0.01% |
| MHL 2005-3 M4 01.4323 08/25/2035 | 0.01% |
| FHR 3714 KI IO 04.5000 11/15/2039 | 0.01% |
| FHR 4530 TI IO 04.0000 11/15/2045 | 0.01% |
| FNR 2013-57 IQ IO 03.0000 06/25/2041 | 0.01% |
| FNR 2016-97 KI IO 03.0000 06/25/2040 | 0.01% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.01% |
| GNR 2011-156 SK IO 05.8818 04/20/2038 | 0.01% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.01% |
| GNR 2015-H10 HI IO 02.1284 04/20/2065 | 0.01% |
| 0.66726 R ISWP US0003M P 04/24/2030 | 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 2010-134 ES IO 05.2818 11/20/2039 | 0.00% |
| GNR 2010-167 SG IO 05.7059 08/16/2038 | 0.00% |
| GNR 2010-H22 CI IO 02.3679 10/20/2060 | 0.00% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.00% |
| GNR 2013-H24 AI IO 01.4460 09/20/2063 | 0.00% |
| GNR 2014-H21 AI IO 01.7826 10/20/2064 | 0.00% |
| GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.00% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.00% |
| GNR 2015-H14 BI IO 01.5612 05/20/2065 | 0.00% |
| GNR 2015-H15 JI IO 01.9705 06/20/2065 | 0.00% |
| GNR 2015-H20 CI IO 02.4433 08/20/2065 | 0.00% |
| GNR 2015-H23 DI IO 01.8649 09/20/2065 | 0.00% |
| GNR 2015-H25 AI IO 01.6082 09/20/2065 | 0.00% |
| GNR 2015-H25 EI IO 01.8573 10/20/2065 | 0.00% |
| GNR 2015-H26 EI IO 01.7253 10/20/2065 | 0.00% |
| GNR 2016-69 IO IO 04.0000 05/20/2046 | 0.00% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.00% |
| GNR 2016-77 SC IO 05.3818 10/20/2045 | 0.00% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.00% |
| GNR 2016-H06 HI IO 02.0785 02/20/2066 | 0.00% |
| GNR 2016-H11 HI IO 02.1022 01/20/2066 | 0.00% |
| 0.664 R ISWP US0003M P 04/24/2030 | 0.00% |
| BACM 2008-1 AJ 06.7858 02/10/2051 | 0.00% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.00% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.00% |
| FNR 2017-15 LI IO 04.0000 06/25/2046 | 0.00% |
| GNR 2010-H19 BI IO 01.4578 08/20/2060 | 0.00% |
| GNR 2014-139 NI IO 03.5000 08/20/2028 | 0.00% |
| GNR 2014-H08 BI IO 01.4588 04/20/2064 | 0.00% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.00% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.00% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.00% |
| GNR 2015-H10 CI IO 01.8050 04/20/2065 | 0.00% |
| GNR 2015-H20 AI IO 01.8266 08/20/2065 | 0.00% |
| GNR 2015-H24 BI IO 01.6070 08/20/2065 | 0.00% |
| GNR 2015-H24 HI IO 02.0391 09/20/2065 | 0.00% |
| GNR 2015-H25 BI IO 02.1211 10/20/2065 | 0.00% |
| GNR 2015-H25 CI IO 02.0221 10/20/2065 | 0.00% |
| GNR 2015-H26 DI IO 02.0161 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% |
| CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% |
| FHR 4074 KS IO 05.8860 02/15/2041 | 0.00% |
| FHR 4462 PI IO 04.0000 04/15/2045 | 0.00% |
| FHR 4510 HI IO 03.0000 03/15/2040 | 0.00% |
| FHR 4580 ID IO 03.5000 08/15/2045 | 0.00% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.00% |
| FHR 4656 AI IO 03.0000 09/15/2037 | 0.00% |
| FHR 4663 KI IO 03.5000 11/15/2042 | 0.00% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.00% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2011-H07 FI IO 01.2361 02/20/2061 | 0.00% |
| GNR 2013-182 SY IO 05.3818 12/20/2043 | 0.00% |
| GNR 2013-H14 XI IO 01.6442 03/20/2063 | 0.00% |
| GNR 2014-100 LI IO 04.5000 10/16/2043 | 0.00% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.00% |
| GNR 2014-60 SE IO 05.3818 04/20/2044 | 0.00% |
| GNR 2014-H13 BI IO 01.5538 05/20/2064 | 0.00% |
| GNR 2015-187 JI IO 04.0000 03/20/2045 | 0.00% |
| GNR 2015-H16 XI IO 02.6911 07/20/2065 | 0.00% |
| GNR 2015-H22 EI IO 01.6111 08/20/2065 | 0.00% |
| GNR 2016-H04 KI IO 01.6441 02/20/2066 | 0.00% |
| GNR 2016-H08 GI IO 01.4261 04/20/2066 | 0.00% |
| GNR 2017-H06 EI IO 01.5826 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% |
| FHR 4000 LI IO 04.0000 02/15/2042 | 0.00% |
| FHR 4389 IA IO 04.0000 09/15/2044 | 0.00% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.00% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.00% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2011-22 PS IO 05.2818 07/20/2040 | 0.00% |
| GNR 2011-H08 GI IO 01.2614 03/20/2061 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GNR 2014-H09 AI IO 01.4224 01/20/2064 | 0.00% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.00% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.00% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.00% |
| GNR 2015-H09 BI IO 01.6903 03/20/2065 | 0.00% |
| GNR 2015-H18 IA IO 01.8335 06/20/2065 | 0.00% |
| GNR 2015-H23 BI IO 01.7445 09/20/2065 | 0.00% |
| GNR 2015-H26 GI IO 01.7954 10/20/2065 | 0.00% |
| GNR 2016-104 GI IO 04.5000 01/20/2046 | 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% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 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 TI IO 03.5000 10/15/2042 | 0.00% |
| FNR 2011-59 BI IO 06.0000 08/25/2040 | 0.00% |
| FNR 2012-90 EI IO 03.5000 02/25/2039 | 0.00% |
| FNR 2013-41 SP IO 05.7128 06/25/2040 | 0.00% |
| FNR 2014-95 TI IO 04.0000 05/25/2039 | 0.00% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.00% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.00% |
| GNR 2015-H26 CI IO 00.4278 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.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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| FHR 4073 AS IO 05.2360 08/15/2038 | 0.00% |
| FHR 4666 AI MTGE IO 03.0000 09/15/2035 | 0.00% |
| FNR 2011-98 AI IO 03.5000 11/25/2037 | 0.00% |
| FNR 2012-86 CS IO 05.6128 04/25/2039 | 0.00% |
| GNR 2010-50 QS IO 05.8318 12/20/2038 | 0.00% |
| GNR 2014-115 EI IO 04.0000 06/20/2038 | 0.00% |
| GNR 2015-82 GI IO 03.5000 12/20/2038 | 0.00% |
| OPTN FN30 3.5 05/06/20 CALL 106.15625 JPMC | 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% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| 0.67619 R ISWP US0003M P 04/24/2030 | -0.01% |
| 0.678 R ISWP US0003M P 04/24/2030 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| OPTN FN30 2.5 06/04/20 PUT 102.96875 JPMC | -0.02% |
| 0.6814 R ISWP US0003M P 04/20/2030 | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.02% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.02% |
| OPTN FN30 2.5 06/04/20 PUT 103.625 JPMC | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 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 ML | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.05% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.05% |
| OPTN FN30 3.5 05/06/20 PUT 106.15625 JPMC | -0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.06% |
| 0.7275 R ISWP US0003M P 04/22/2030 | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.06% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.07% |
| 0.895 R ISWP US0003M P 04/22/2030 | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 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.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 MS | -0.08% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.09% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -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 | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.16% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.17% |
| 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 ML | -0.19% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.19% |
| OPTN FN30 2.5 06/04/20 PUT 104.1875 JPMC | -0.20% |
| OPTN FN30 2.5 06/04/20 PUT 103.96875 JPMC | -0.21% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.21% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.21% |
| OPTN FN30 3.0 06/04/20 PUT 105.40625 JPMC | -0.23% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.28% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.28% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.30% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.35% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.38% |
| GNMA GII30 TBA 03.5000 05/01/2050 | -0.39% |
| FNMA FN30 TBA UMBS 04.5000 05/01/2050 | -0.40% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.53% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.55% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.86% |
| FNMA FN30 TBA UMBS 03.5000 05/01/2050 | -1.18% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -1.40% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -4.20% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -4.23% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -5.06% |
| US 2YR NOTE (CBT) JUN20 TUM0 | -177.21% |
Fixed income statistics as of 08/31/20
| Average effective maturity | 0.02 yrs. |
|---|---|
| Average effective duration | -0.22 yrs. |
| Average yield to maturity | 13.26% |
| Average coupon | 4.91% |
Sector weightings as of 08/31/20
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Commercial MBS | 13.27% | 0.38 | 29.74% | 0.12 | 43.01% | 0.50 |
| Agency CMO | 37.10% | 1.17 | 0.01% | 0.00 | 37.11% | 1.17 |
| Residential MBS (non-agency) | 20.32% | 1.00 | 0.00% | 0.00 | 20.32% | 1.00 |
| Agency pass-through | 1.40% | 0.05 | 16.30% | 0.46 | 17.70% | 0.51 |
| Asset-backed securities (ABS) | 5.33% | 0.16 | 0.00% | 0.00 | 5.33% | 0.16 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -5.28 | 0.00% | -5.28 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -3.78 | 0.00% | -3.78 |
| Net cash | 22.58% | 0.00 | 0.00% | 0.00 | 22.58% | 0.00 |
Spread duration is displayed in years and reflects the contribution by sector to the portfolio's total spread duration with the exception of the Treasury and Interest-rate swap sectors where effective duration is displayed. Spread duration estimates the price sensitivity of a specific sector or asset class to a 100 basis-point movement, 1%, (either widening or narrowing) in its yield spread relative to Treasuries. Effective duration provides a measure of a portfolio's interest-rate sensitivity. The longer a portfolio's duration, the more sensitive the portfolio is to shifts in the interest rates. Allocations may not total 100% of net assets because the table includes the notional value of derivatives (the economic value for purposes of calculating periodic payment obligations), in addition to the market value of securities.
Maturity detail as of 08/31/20
| 0 - 1 yr. | 9.36% |
|---|---|
| 1 - 5 yrs. | 67.24% |
| 5 - 10 yrs. | 20.50% |
| 10 - 15 yrs. | 2.54% |
| Over 15 yrs. | 0.36% |
Quality rating as of 08/31/20
| AAA | 71.92% |
|---|---|
| AA | 3.40% |
| A | 3.78% |
| BBB | 8.69% |
| BB | 4.24% |
| B | 3.61% |
| CCC and Below | 3.81% |
| Not Rated | 0.55% |
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 05/31/22
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.