Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds (2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which have been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Active Income
Mortgage Opportunities Fund (Class Y) (PMOYX)
A dynamic approach to securitized investing
Highlights
Objective
The portfolio seeks to maximize total return consistent with what Putnam believes to be prudent risk.
Strategy and process
- Multiple securitized sectors:Investing in residential and commercial MBS and collateralized mortgage obligations, the portfolio managers can pursue strategies independent of the direction of the U.S. housing market.
- Portfolio diversification:Securitized sectors offer effective diversification potential to portfolios with equity, corporate credit, and emerging-market debt exposures.
- Dynamic risk allocation:Our differentiated approach actively allocates to credit, prepayment, and liquidity risks while deemphasizing interest-rate risk.
Fund price
| Net asset value (yesterday’s close) |
$8.98 -0.44% | $-0.04 |
| 52-week high | $10.92 (12/17/19) |
| 52-week low | $8.62 (03/24/20) |
Yield
| Distribution rate before sales charge as of 04/01/20 |
4.41% |
|---|---|
| Distribution rate after sales charge as of 04/01/20 |
4.41% |
| 30-day SEC yield with subsidy as of 03/31/20 |
4.19% |
| 30-day SEC yield without subsidy as of 03/31/20 |
3.92% |
Fund facts as of 02/29/20
Total net assets
$397.89M
$397.89M
Turnover (fiscal year end)
1,012%
1,012%
Dividend frequency (view rate)
Monthly*
Monthly*
Number of holdings
853
853
Fiscal year-end
May
May
CUSIP / Fund code
74676A477 / 1886
74676A477 / 1886
Inception date
07/01/19
07/01/19
Category
Taxable Income
Taxable Income
Open to new investors
Ticker
PMOYX
PMOYX
* On June 28, 2019, the Board of Trustees of Putnam Mortgage Opportunities Fund voted to change the frequency of the fund’s distributions from annual to monthly. The first monthly distribution is expected to take place in August 2019.
Management team
Co-Head of Fixed Income
Portfolio Manager
Portfolio Manager
Literature
Fund documents |
|
| Fact Sheet (Y share) (PDF) |
|
| Summary Prospectus (PDF) |
|
| Statutory Prospectus (PDF) |
|
| Statement of Additional Information (SAI) (PDF) | |
| Annual Report (PDF) |
|
| Semiannual Report (PDF) |
|
| Putnam active strategies pursue diverse income opportunities for client portfolios (PDF) |
|
| Why securitized products can enhance fixed income diversification (PDF) | |
Performance
Total return (%) as of 03/31/20
Annual performance as of 03/31/20
Annualized Total return (%) as of 03/31/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | Life (inception: 07/01/19 ) |
|---|---|---|---|---|
| Before sales charge | -6.34% | 0.81% | -- | 1.62% |
| After sales charge | N/A | N/A | N/A | N/A |
| ICE BofA U.S. Treasury Bill Index | 2.38% | 1.86% | 1.22% | -- |
| Bloomberg Barclays U.S. MBS Index | 7.03% | 4.04% | 2.94% | -- |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 03/31/20 | -13.88% | - | |
| YTD as of 04/01/20 | -13.64% | - | |
Yield
| Distribution rate before sales charge as of 04/01/20 |
4.41% |
|---|---|
| Distribution rate after sales charge as of 04/01/20 |
4.41% |
| 30-day SEC yield with subsidy as of 03/31/20 |
4.19% |
| 30-day SEC yield without subsidy as of 03/31/20 |
3.92% |
Distributions
| Record/Ex dividend date | 03/18/20 |
|---|---|
| Payable date | 03/20/20 |
| Income | $0.033 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Holdings
| Fnma Fn30 Tba Umbs 03.0000 04/01/2050 | 20.17% |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 03/01/2050 | 10.35% |
| Fnma Fn30 Tba Umbs 04.0000 03/01/2050 | 3.97% |
| Fnma Fn30 Tba Umbs 02.5000 03/01/2050 | 2.82% |
| Fhr 4964 Ia Io 04.5000 03/25/2050 | 0.83% |
| Stacr 2019-Hqa2 B2 12.8768 04/25/2049 | 0.76% |
| Stacr 2018-Dna2 M2 03.7768 12/25/2030 | 0.74% |
| Gnr 2019-152 Es Io 04.4030 12/20/2049 | 0.71% |
| Stacr 2018-Hqa2 B1 05.8768 10/25/2048 | 0.64% |
| Cas 2019-R04 2b1 06.8768 06/25/2039 | 0.62% |
| Top 10 holdings, percent of portfolio | 41.61% |
| Top 10 holdings as of 02/29/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 04/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 03/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 03/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 03/01/2050 | |
| Fhr 4964 Ia Io 04.5000 03/25/2050 | |
| Stacr 2019-Hqa2 B2 12.8768 04/25/2049 | |
| Stacr 2018-Dna2 M2 03.7768 12/25/2030 | |
| Gnr 2019-152 Es Io 04.4030 12/20/2049 | |
| Stacr 2018-Hqa2 B1 05.8768 10/25/2048 | |
| Cas 2019-R04 2b1 06.8768 06/25/2039 | |
| Holdings represent 41.61% of portfolio | |
| Top 10 holdings as of 01/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 02/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 03/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 02/01/2050 | |
| Gnr 2018-153 Ai Io 04.5000 09/16/2045 | |
| Stacr 2018-Hqa2 B1 05.9109 10/25/2048 | |
| Cas 2019-R04 2b1 06.9109 06/25/2039 | |
| Fnr 2018-39 Io 04.5391 06/25/2048 | |
| Gnr 2019-83 Sl Io 04.4423 07/20/2049 | |
| Fnr 2019-41 Sb Io 04.3891 08/25/2049 | |
| Cas 2018-C05 1b1 05.9109 01/25/2031 | |
| Holdings represent 43.25% of portfolio | |
| Top 10 holdings as of 12/31/19 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 01/01/2050 | |
| Fnma Fn30 Tba Umbs 03.0000 02/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 01/01/2050 | |
| Gnr 2018-153 Ai Io 04.5000 09/16/2045 | |
| Fnr 2018-39 Io 04.4080 06/25/2048 | |
| Fnr 2019-41 Sb Io 04.2580 08/25/2049 | |
| Gnr 2019-83 Sl Io 04.3354 07/20/2049 | |
| Cas 2018-C05 1b1 06.0420 01/25/2031 | |
| Stru Nsi-2513 Io 04.2580 06/25/2049 | |
| Gnma Gii30 Tba 04.5000 01/01/2050 | |
| Holdings represent 40.70% of portfolio | |
| Top 10 holdings as of 11/30/19 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 01/01/2050 | |
| Fnma Fn30 Tba Umbs 04.0000 12/01/2049 | |
| Gnr 2018-153 Ai Io 04.5000 09/16/2045 | |
| Fnr 2018-39 Io 04.4920 06/25/2048 | |
| Fnr 2019-41 Sb Io 04.3420 08/25/2049 | |
| Gnr 2019-83 Sl Io 04.3764 07/20/2049 | |
| Cas 2018-C05 1b1 05.9580 01/25/2031 | |
| Gnma Gii30 Tba 04.5000 12/01/2049 | |
| Cas 2017-C07 2m2 04.2080 05/25/2030 | |
| Gnma Gii30 Tba 04.0000 01/01/2050 | |
| Holdings represent 41.61% of portfolio | |
| FNMA FN30 TBA UMBS 03.0000 03/01/2050 | 18.90% |
|---|---|
| REPO TRIPA MORTG 1.61 03/02/2020 | 12.42% |
| FNMA FN30 TBA UMBS 03.0000 04/01/2050 | 11.64% |
| FNMA FN30 TBA UMBS 04.0000 03/01/2050 | 3.97% |
| FNMA FN30 TBA UMBS 02.5000 03/01/2050 | 2.82% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | 2.20% |
| TREASURY BILL 00.0000 06/11/2020 | 1.45% |
| 1.734 R ISWP US0003M P 02/12/2030 | 0.97% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 0.81% |
| STACR 2019-HQA2 B2 12.8768 04/25/2049 | 0.75% |
| TREASURY BILL 00.0000 05/21/2020 | 0.75% |
| STACR 2018-DNA2 M2 03.7768 12/25/2030 | 0.74% |
| GNR 2019-152 ES IO 04.4030 12/20/2049 | 0.70% |
| TREASURY BILL 00.0000 05/07/2020 | 0.67% |
| STACR 2018-HQA2 B1 05.8768 10/25/2048 | 0.64% |
| TREASURY BILL 00.0000 04/21/2020 | 0.63% |
| OPTN FN30 3.0 03/05/20 CALL 101.96875 JPMC | 0.63% |
| CAS 2019-R04 2B1 06.8768 06/25/2039 | 0.62% |
| TREASURY BILL 00.0000 04/16/2020 | 0.61% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.60% |
| FNR 2018-39 SA IO 04.5733 06/25/2048 | 0.59% |
| FNR 2019-41 SB IO 04.4233 08/25/2049 | 0.58% |
| GNR 2019-123 SL IO 04.5030 10/20/2049 | 0.57% |
| CAS 2018-C05 1B1 05.8768 01/25/2031 | 0.56% |
| STRU NSI-2513 SA IO 04.4233 06/25/2049 | 0.56% |
| GNR 2019-83 SL IO 04.4530 07/20/2049 | 0.55% |
| 1.67 R ISWP US0003M P 12/31/2029 | 0.54% |
| GNMA GII30 TBA 04.5000 03/01/2050 | 0.53% |
| GNMA GII30 TBA 04.0000 03/01/2050 | 0.52% |
| FNR 2019-28 S IO 04.4233 06/25/2049 | 0.51% |
| FNR 2019-50 SN IO 04.4233 09/25/2049 | 0.51% |
| STACR 2016-HQA4 M3 05.5268 04/25/2029 | 0.51% |
| GNR 2020-7 SK IO 04.4030 01/20/2050 | 0.49% |
| CAS 2017-C07 2M2 04.1268 05/25/2030 | 0.48% |
| GNR 2019-6 SM IO 04.4030 01/20/2049 | 0.48% |
| GNR 2019-158 AS IO 04.4915 09/16/2043 | 0.48% |
| STACR 2018-DNA2 B1 05.3268 12/25/2030 | 0.48% |
| FNR 2019-75 KS IO 04.3733 11/25/2049 | 0.46% |
| TREASURY BILL 00.0000 03/12/2020 | 0.45% |
| FAHB 2020-HB1 M4 04.0754 03/25/2020 | 0.45% |
| GNR 2020-H04 AI IO 02.6264 02/20/2070 | 0.44% |
| GNR 2019-83 JS IO 04.4530 07/20/2049 | 0.44% |
| GNR 2019-100 JS IO 04.4530 08/20/2049 | 0.43% |
| STACR 2015-DNA2 B 09.1768 12/25/2027 | 0.42% |
| TREASURY BILL 00.0000 06/04/2020 | 0.42% |
| CAS 2019-R02 1B1 05.7768 08/25/2031 | 0.41% |
| FNR 2019-45 SD IO 04.4233 08/25/2049 | 0.40% |
| CAS 2020-R01 1B1 04.8768 01/25/2040 | 0.40% |
| FHR 4290 LS IO 04.4415 07/15/2035 | 0.40% |
| FHR 4752 PS IO 04.5415 11/15/2047 | 0.40% |
| FNR 2011-126 SJ IO 04.3733 12/25/2041 | 0.39% |
| GNR 2019-15 SC IO 04.4030 02/20/2049 | 0.39% |
| STACR 2016-HQA1 M3 07.9768 09/25/2028 | 0.38% |
| CAS 2015-C04 1M2 07.3268 04/25/2028 | 0.38% |
| GNR 2019-89 JS IO 04.4030 04/20/2049 | 0.37% |
| CCMFC 2006-4A A2 01.8068 11/25/2047 | 0.37% |
| GNR 2019-83 SW IO 04.4530 07/20/2049 | 0.36% |
| FNR 2019-58 SA IO 04.4233 10/25/2049 | 0.36% |
| MRAIT 2020-2 A 01.1500 10/22/2020 | 0.36% |
| GNR 2019-137 GI IO 04.0000 11/20/2049 | 0.35% |
| GNR 2019-H03 AI IO 02.5521 11/20/2068 | 0.35% |
| FNR 2016-54 SD IO 04.3733 08/25/2046 | 0.35% |
| SPST 2019-7 A 02.3289 09/24/2020 | 0.34% |
| GNR 2019-121 SD IO 04.3530 10/20/2049 | 0.34% |
| SPST 2019-11 A 02.3789 10/24/2020 | 0.34% |
| GNR 2018-H02 GI IO 01.3373 12/20/2067 | 0.33% |
| GNR 2019-78 SM IO 04.4530 06/20/2049 | 0.33% |
| FNR 2019-5 SA IO 04.4733 03/25/2049 | 0.33% |
| CAS 2017-C02 2B1 07.1268 09/25/2029 | 0.32% |
| AHM 2007-1 GA1C 01.8168 05/25/2047 | 0.32% |
| JPMBB 2014-C18 D P/P 144A 04.8169 02/15/2047 | 0.32% |
| STACR 2019-HQA2 B1 05.7268 04/25/2049 | 0.32% |
| GNR 2019-112 GS IO 04.4230 09/20/2049 | 0.32% |
| FHR 4839 WS IO 04.4415 08/15/2056 | 0.31% |
| CAS 2019-R04 2M2 03.7268 06/25/2039 | 0.31% |
| STACR 2019-DNA2 M2 04.0768 03/25/2049 | 0.31% |
| FNR 2019-18 SL IO 04.4733 05/25/2049 | 0.31% |
| FNR 2019-66 SC IO 04.3733 11/25/2049 | 0.30% |
| FNR 2019-21 SB IO 04.4233 05/25/2049 | 0.29% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.29% |
| CAS 2016-C03 2B 14.3768 10/25/2028 | 0.29% |
| CAS 2017-C03 1B1 06.4768 10/25/2029 | 0.29% |
| GNR 2019-23 VS IO 04.5030 02/20/2049 | 0.29% |
| GNR 2019-83 SA IO 04.4530 07/20/2049 | 0.29% |
| FNR 2019-18 SH IO 04.5233 05/25/2049 | 0.28% |
| MSBAM 2013-C10 F P/P 144A 04.0827 07/15/2046 | 0.28% |
| CAS 2017-C04 2B1 06.6768 11/25/2029 | 0.28% |
| GNR 2014-131 BS IO 04.5415 09/16/2044 | 0.28% |
| FNR 2016-91 AS IO 04.4733 12/25/2046 | 0.28% |
| GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.28% |
| FNR 2019-26 SM IO 04.4233 06/25/2049 | 0.28% |
| STACR 2019-DNA1 M2 04.2768 01/25/2049 | 0.28% |
| FNMA FN30 TBA UMBS 05.0000 03/01/2050 | 0.27% |
| GNR 2015-182 IC IO 04.5000 12/20/2045 | 0.27% |
| FASST 2019-HB1 M5 06.0000 04/25/2029 | 0.27% |
| GNR 2018-H01 AI IO 02.4084 01/20/2068 | 0.27% |
| MSBAM 2012-C6 G P/P 144A 04.5000 11/15/2045 | 0.27% |
| WFRBS 2013-C15 D P/P 144A 04.4935 08/15/2046 | 0.27% |
| GNR 2019-H20 IA IO 01.2359 11/20/2069 | 0.26% |
| SWPTN 4WX2Y R 1.303 USD 03/10/2020 MS | 0.26% |
| CAS 2018-C04 2B1 06.1268 12/25/2030 | 0.26% |
| RMIR 2020-1 B1 05.1690 02/25/2030 | 0.26% |
| FHR 4922 SA IO 04.3915 08/25/2049 | 0.26% |
| STACR 2019-DNA2 B2 12.1268 03/25/2049 | 0.25% |
| SWPTN 5WX10Y R 1.39875 USD 03/16/2020 GS | 0.25% |
| BSCMS 2007-T26 AJ 05.4496 01/12/2045 | 0.25% |
| GNR 2014-3 SM IO 04.4530 01/20/2044 | 0.25% |
| GNR 2019-143 HS IO 04.4030 09/20/2049 | 0.24% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.24% |
| FNR 2018-38 SP IO 04.5733 06/25/2048 | 0.24% |
| GSMS 2014-GC24 D P/P 144A 04.5323 09/10/2047 | 0.24% |
| STACR 2018-DNA3 B2 09.3768 09/25/2048 | 0.24% |
| FNR 2017-8 SB IO 04.4733 02/25/2047 | 0.23% |
| SPST 2019-3 A 02.3289 06/24/2020 | 0.23% |
| TMIR 2019-1 B1 P/P 144A 05.7768 11/26/2029 | 0.23% |
| GNR 2014-27 S IO 04.4530 02/20/2044 | 0.23% |
| FNS 422 C12 IO 04.0000 12/25/2045 | 0.22% |
| STACR 2017-DNA1 B1 06.5768 07/25/2029 | 0.22% |
| FNR 2017-16 QS IO 04.4533 03/25/2047 | 0.22% |
| GNR 2017-H05 CI IO 02.5571 02/20/2067 | 0.22% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.22% |
| COMM 2012-CR4 B P/P 144A 03.7030 10/15/2045 | 0.22% |
| COMM 2014-CR17 E P/P 144A 04.8476 05/10/2047 | 0.22% |
| FNR 2016-85 SL IO 04.4733 11/25/2046 | 0.22% |
| GNR 2014-188 IB IO 04.0000 12/20/2044 | 0.21% |
| CAS 2017-C06 2B1 06.0768 02/25/2030 | 0.21% |
| CAS 2017-C05 1B1 05.2268 01/25/2030 | 0.20% |
| CAS 2018 - C01 1B1 05.1768 07/25/2030 | 0.20% |
| SWPTN 6MX5Y R 1.58 USD 03/13/2020 CI | 0.20% |
| GNR 2013-9 S IO 05.1030 01/20/2043 | 0.20% |
| CAS 2017-C06 2M2 04.4268 02/25/2030 | 0.20% |
| FNR 2016-78 CS IO 04.4733 05/25/2039 | 0.20% |
| FNR 2019-17 JS IO 04.4733 04/25/2049 | 0.20% |
| STACR 2019-DNA3 B2 09.7768 07/25/2049 | 0.19% |
| FHR 4808 SD IO 04.5415 07/15/2048 | 0.19% |
| CAS 2019-R05 1B1 05.7268 07/25/2039 | 0.18% |
| CAS 2019-R06 2B1 05.3768 09/25/2039 | 0.18% |
| JPMCC 2007-CB20 E P/P 144A 06.2787 02/12/2051 | 0.18% |
| GNR 2017-H21 AI IO 02.6862 10/20/2067 | 0.18% |
| MWST 2019-1 A 02.4268 06/25/2052 | 0.18% |
| SPST 2020-2 A 00.0000 03/26/2021 | 0.18% |
| MSC 2011-C3 G P/P 144A 05.2445 07/15/2049 | 0.18% |
| GNR 2019-H15 CI IO 01.5735 07/20/2069 | 0.18% |
| JPMCC 2013-LC11 D 04.1676 04/15/2046 | 0.17% |
| 2.0735 R ISWP US0003M P 12/30/2049 | 0.17% |
| FHR 4926 SP IO 04.3415 08/25/2049 | 0.17% |
| OMIR 2018-1A M2 04.4768 07/25/2028 | 0.17% |
| GNR 2018-72 IC IO 04.0000 05/20/2045 | 0.17% |
| GSAA 2006-1 A1 01.7168 01/25/2036 | 0.17% |
| STACR 2018-DNA3 B1 05.5268 09/25/2048 | 0.17% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.16% |
| JPMCC 2011-C3 D P/P 144A 05.6640 02/15/2046 | 0.16% |
| GNR 2017-H04 BI IO 01.6842 02/20/2067 | 0.16% |
| OMIR 2017-1A B1 P/P 144A 07.3768 04/25/2027 | 0.16% |
| FHR 4789 AS IO 04.5415 05/15/2048 | 0.16% |
| 2.069 R ISWP US0003M P 12/27/2049 | 0.16% |
| STACR 2018-HQA1 M2 03.9268 09/25/2030 | 0.16% |
| GNR 2018-H02 HI IO 01.3537 01/20/2068 | 0.16% |
| BALTA 2005-8 21A1 03.8289 10/25/2035 | 0.15% |
| BALTA 2006-6 1A1 01.9468 11/25/2036 | 0.15% |
| FNR 2016-88 BS IO 04.4733 12/25/2046 | 0.15% |
| GNR 2017-H20 GI IO 02.6536 09/20/2067 | 0.15% |
| GNR 2019-35 SE IO 04.4915 01/16/2044 | 0.15% |
| WFRBS 2012-C10 D P/P 144A 04.4294 12/15/2045 | 0.15% |
| JPMBB 2013-C12 E P/P 144A 04.1000 07/15/2045 | 0.15% |
| GNR 2009-121 DI IO 04.5000 12/16/2039 | 0.15% |
| NHLT 2018-2A M5 P/P 144A 06.0000 07/25/2028 | 0.15% |
| WFRBS 2012-C9 E P/P 144A 04.8108 11/15/2045 | 0.15% |
| CAS 2015-C04 2M2 07.1768 04/25/2028 | 0.14% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.14% |
| GNR 2018-H07 IE IO 02.3963 02/20/2068 | 0.14% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.14% |
| WFRBS 2012-C7 E P/P 144A 04.8128 06/15/2045 | 0.14% |
| 1.743 R ISWP US0003M P 02/18/2050 | 0.14% |
| CAS 2016-C03 2M2 07.5268 10/25/2028 | 0.14% |
| CAS 2018-R07 1B1 MTGE 05.9768 04/25/2031 | 0.14% |
| UBSCM 2012-C1 D P/P 144A 05.5702 05/10/2045 | 0.14% |
| FNR 2018-36 SD IO 04.6233 06/25/2048 | 0.14% |
| FHR 3346 SC IO 04.8915 10/15/2033 | 0.14% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.13% |
| GNR 2017-H10 MI IO 01.7602 04/20/2067 | 0.13% |
| SPST 2019-WL1 A 02.2768 08/25/2052 | 0.13% |
| STACR 2018-DNA1 B1 04.7768 07/25/2030 | 0.13% |
| MSBAM 2013-C12 E P/P 144A 04.7657 10/15/2046 | 0.13% |
| 1.5615 R ISWP US0003M P 02/18/2030 | 0.13% |
| FNR 2019-60 BS IO 04.4233 10/25/2049 | 0.13% |
| GNR 2016-H22 AI IO 02.4740 10/20/2066 | 0.12% |
| GNR 2017-H11 NI IO 02.1804 05/20/2067 | 0.12% |
| UBSBB 2012-C4 D P/P 144A 04.4760 12/10/2045 | 0.12% |
| MSBAM 2013-C11 D P/P 144A 04.3533 08/15/2046 | 0.12% |
| COMM 2014-CR17 D P/P 144A 04.8476 05/10/2047 | 0.12% |
| GNR 2017-H22 DI IO 02.4588 11/20/2067 | 0.12% |
| FNR 2014-87 MS IO 04.6233 01/25/2045 | 0.12% |
| MSBAM 2013-C10 E P/P 144A 04.0827 07/15/2046 | 0.11% |
| STACR 2016-DNA3 M3 06.6268 12/25/2028 | 0.11% |
| GNR 2019-H09 EI IO 02.5922 04/20/2069 | 0.11% |
| CMLTI 2007-AR5 1A1A 04.0820 04/25/2037 | 0.11% |
| GNR 2013-167 SG IO 04.5030 11/20/2043 | 0.11% |
| WFCM 2013-LC12 D P/P 144A 04.2853 07/15/2046 | 0.11% |
| COMM 2014-CR19 D P/P 144A 04.7303 08/10/2047 | 0.11% |
| CAS 2019-R05 1M2 03.6268 07/25/2039 | 0.11% |
| GNR 2017-H16 IB IO 02.0613 08/20/2067 | 0.11% |
| GNR 2014-H08 CI IO 01.4852 03/20/2064 | 0.11% |
| GNR 2018-H11 JI IO 02.3342 07/20/2068 | 0.11% |
| SCRT 2017-3 M2 04.7500 07/25/2056 | 0.11% |
| 1.8035 R ISWP US0003M P 01/10/2030 | 0.10% |
| GNR 2014-H23 BI IO 01.5658 11/20/2064 | 0.10% |
| STACR 2018-HQA2 B2 12.6268 10/25/2048 | 0.10% |
| CAS 2016-C03 1M2 06.9268 10/25/2028 | 0.10% |
| EMIR 2020-1 B1 04.9260 01/25/2030 | 0.10% |
| GNR 2010-125 SD IO 05.0215 01/16/2040 | 0.10% |
| FNR 2010-99 NI IO 06.0000 09/25/2040 | 0.10% |
| STACR 2015-DNA3 B 10.9768 04/25/2028 | 0.10% |
| GNR 2017-H20 AI IO 02.3543 10/20/2067 | 0.10% |
| STACR 2019-HQA1 M2 03.9768 02/25/2049 | 0.10% |
| GNR 2018-H01 IB IO 01.6208 01/20/2068 | 0.10% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.10% |
| CAS 2016-C07 2M2 05.9768 05/25/2029 | 0.10% |
| GNR 2018-H11 AI IO 02.1161 02/20/2068 | 0.10% |
| GSR 2007-OA1 2A3A 01.9368 05/25/2037 | 0.10% |
| GNR 2016-H21 AI IO 02.4968 09/20/2066 | 0.10% |
| GNR 2013-99 AS IO 04.4030 06/20/2043 | 0.09% |
| GNR 2016-H27 EI IO 02.0801 12/20/2066 | 0.09% |
| STACR 2019-HQA1 B2 13.8768 02/25/2049 | 0.09% |
| FNR 2016-83 BS IO 04.4733 11/25/2046 | 0.09% |
| MSRR 2010-R4 4B 03.0468 02/26/2037 | 0.09% |
| GNR 2016-150 I IO 05.0000 11/20/2046 | 0.09% |
| GNR 2017-H03 DI IO 02.7248 12/20/2066 | 0.09% |
| STACR 2016-HQA3 M3 05.4768 03/25/2029 | 0.09% |
| UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.09% |
| GNR 2016-H24 CI IO 01.6973 10/20/2066 | 0.09% |
| GNR 2018-H02 IM IO 01.3944 02/20/2068 | 0.09% |
| STACR 2019-DNA1 B1 06.2768 01/25/2049 | 0.09% |
| WFMBS 2006-AR5 1A1 04.9256 04/25/2036 | 0.09% |
| GNR 2017-H02 BI IO 02.4731 01/20/2067 | 0.09% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.09% |
| JPMBB 2013-C14 F P/P 144A 03.5980 08/15/2046 | 0.09% |
| SAMI 2006-AR7 A1BG 01.7468 08/25/2036 | 0.09% |
| GNR 2013-182 SP IO 05.0530 12/20/2043 | 0.08% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.08% |
| MSC 2012-C4 D P/P 144A 05.4192 03/15/2045 | 0.08% |
| WAMU 2005-AR10 1A3 04.1293 09/25/2035 | 0.08% |
| MSC 2012-C4 E P/P 144A 05.4192 03/15/2045 | 0.08% |
| GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.08% |
| GNR 2015-H01 BI IO 01.5676 01/20/2065 | 0.08% |
| GNR 2016-H22 IO IO 01.8648 10/20/2066 | 0.08% |
| GNR 2017-H16 CI IO 01.6630 07/20/2067 | 0.08% |
| STACR 2015-HQA2 B 12.1268 05/25/2028 | 0.08% |
| STACR 2016-DNA1 B 11.6268 07/25/2028 | 0.08% |
| CAS 2016-C06 1B 10.8768 04/25/2029 | 0.08% |
| CAS 2017-C07 2B1 06.0768 05/25/2030 | 0.08% |
| CWALT 2006-OA10 4A1 01.8168 08/25/2046 | 0.08% |
| BALTA 2005-7 21A1 04.2559 09/25/2035 | 0.08% |
| FHR 4560 IO IO 05.8026 05/15/2039 | 0.08% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.08% |
| CWALT 2006-OA19 A1 01.8270 02/20/2047 | 0.08% |
| GNR 2017-H03 CI IO 02.8747 12/20/2066 | 0.08% |
| CAS 2018-C06 2B1 05.7268 03/25/2031 | 0.08% |
| GNR 2017-H08 EI IO 01.6145 02/20/2067 | 0.08% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.08% |
| CWALT 2006-OA10 3A1 01.8168 08/25/2046 | 0.08% |
| GNR 2015-H04 AI IO 01.6731 12/20/2064 | 0.08% |
| GNR 2016-H26 KI IO 02.0021 11/20/2066 | 0.08% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.08% |
| GNR 2017-H14 JI IO 02.1897 06/20/2067 | 0.08% |
| GNR 2018-H08 FI IO 01.6063 06/20/2068 | 0.08% |
| TREASURY BILL 00.0000 07/16/2020 | 0.08% |
| GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 | 0.07% |
| STACR 2019-DNA2 B1 05.9768 03/25/2049 | 0.07% |
| GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.07% |
| GNR 2015-H22 HI IO 02.0558 08/20/2065 | 0.07% |
| STACR 2017-DNA2 B1 06.7768 10/25/2029 | 0.07% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | 0.07% |
| 2.0115 R ISWP US0003M P 01/10/2050 | 0.07% |
| STACR 2017-DNA3 B1 06.0768 03/25/2030 | 0.07% |
| GNR 2014-H06 BI IO 01.4756 02/20/2064 | 0.07% |
| 1.73 R ISWP US0003M P 01/02/2025 | 0.07% |
| CAS 2018-C04 2M2 04.1768 12/25/2030 | 0.07% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.07% |
| BALTA 2005-10 11A1 02.1268 01/25/2036 | 0.06% |
| FHR 4451 CI IO 07.0000 03/15/2045 | 0.06% |
| FNR 2016-65 CS IO 04.4733 09/25/2046 | 0.06% |
| GNR 2014-95 JI IO 04.5000 12/16/2039 | 0.06% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.06% |
| GSAA 2005-15 2A2 01.8768 01/25/2036 | 0.06% |
| GNR 2016-164 IO IO 06.5000 12/20/2046 | 0.06% |
| GNR 2017-H16 KI IO 01.4685 08/20/2067 | 0.06% |
| GNR 2018-H05 BI IO 01.6373 02/20/2068 | 0.06% |
| GNR 2011-148 SN IO 05.0315 11/16/2041 | 0.06% |
| FNR 2012-132 PI IO 05.0000 10/25/2042 | 0.06% |
| JPMCC 2011-C3 E P/P 144A 05.6640 02/15/2046 | 0.06% |
| GNR 2016-H18 QI IO 03.1041 06/20/2066 | 0.06% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.06% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.06% |
| GNR 2017-H14 EI IO 01.4937 06/20/2067 | 0.06% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.06% |
| WFRBS 2012-C7 D P/P 144A 04.8128 06/15/2045 | 0.06% |
| COMM 2012-CR3 E P/P 144A 04.7514 10/15/2045 | 0.06% |
| GNR 2015-165 IC IO 03.5000 07/16/2041 | 0.06% |
| STACR 2019-DNA1 B2 12.3768 01/25/2049 | 0.06% |
| CMLTI 2007-AMC3 A2D 01.9768 03/25/2037 | 0.06% |
| FNR 2016-102 JI IO 03.5000 02/25/2046 | 0.06% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.06% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.06% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.06% |
| GNR 2017-H13 QI IO 02.0860 06/20/2067 | 0.06% |
| HVMLT 2004-11 1A 02.3468 01/19/2035 | 0.06% |
| JPMCC 2012-C6 E P/P 144A 05.1569 05/15/2045 | 0.06% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.05% |
| FNR 2017-8 IO IO 06.0000 02/25/2047 | 0.05% |
| GNR 2016-H17 DI IO 02.5351 07/20/2066 | 0.05% |
| FNR 2018-1 JI IO 05.0000 02/25/2048 | 0.05% |
| GNR 2018-91 SJ IO 04.6030 07/20/2048 | 0.05% |
| FNR 2011-134 SP IO 04.3733 02/25/2041 | 0.05% |
| GNR 2020-15 CS IO 04.3920 12/02/2021 | 0.05% |
| CMLTI 2007-WFH3 M1 01.8868 06/25/2037 | 0.05% |
| FNR 2017-48 LI IO 04.0000 05/25/2047 | 0.05% |
| GNR 2012-H29 CI IO 01.4344 02/20/2062 | 0.05% |
| OPTN FN30 3.5 03/05/20 CALL 103.140625 JPMC | 0.05% |
| RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029 | 0.05% |
| TREASURY BILL 00.0000 05/14/2020 | 0.05% |
| CAS 2018-C01 1M2 03.8768 07/25/2030 | 0.05% |
| CAS 2019-R03 1B1 05.7268 09/25/2031 | 0.05% |
| GNR 2017-H06 MI IO 01.6776 02/20/2067 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.05% |
| GNR 2012-H11 FI IO 01.2233 02/20/2062 | 0.05% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.05% |
| FNR 2012-90 DI IO 04.0000 03/25/2042 | 0.05% |
| GNR 2013-6 AI IO 03.5000 08/20/2039 | 0.05% |
| OMIR 2019-1A B1B 05.9768 07/25/2029 | 0.05% |
| BMIR 2019-4A B1 P/P 144A 05.4768 10/25/2029 | 0.05% |
| GNR 2017-H20 DI IO 02.3538 10/20/2067 | 0.05% |
| FHS 324 C21 IO 06.0000 06/15/2039 | 0.05% |
| GNR 2015-H29 HI IO 02.0965 09/20/2065 | 0.04% |
| GNR 2017-H18 DI IO 02.4811 09/20/2067 | 0.04% |
| FNR 2018-15 PI IO 04.0000 10/25/2047 | 0.04% |
| TREASURY BILL 00.0000 04/09/2020 | 0.04% |
| GNR 2014-58 SA IO 04.4530 04/20/2044 | 0.04% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.04% |
| GNR 2015-40 KI IO 04.0000 07/20/2044 | 0.04% |
| GNR 2018-77 IO IO 05.0000 06/20/2048 | 0.04% |
| OMIR 2019-1A B1A 05.1268 07/25/2029 | 0.04% |
| TREASURY BILL 00.0000 04/23/2020 | 0.04% |
| CWALT 2005-51 3A3A 02.2870 11/20/2035 | 0.04% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.04% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.04% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.04% |
| FHR 4127 PI IO 04.5000 07/15/2042 | 0.04% |
| GNR 2017-H03 AI IO 02.5543 12/20/2066 | 0.04% |
| GNR 2017-H09 DI IO 01.9163 03/20/2067 | 0.04% |
| FNR 2013-90 SD IO 04.9733 09/25/2043 | 0.04% |
| CAS 2015-C03 2M2 06.6268 07/25/2025 | 0.04% |
| FHR 4707 AI IO 04.0000 07/15/2047 | 0.04% |
| GNR 2017-H20 HI IO 02.3046 10/20/2067 | 0.04% |
| FHR 3981 WS IO 04.8915 05/15/2041 | 0.04% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.04% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.04% |
| GNR 2012-103 CI IO 03.5000 08/16/2042 | 0.04% |
| GNR 2016-H06 AI IO 02.2127 02/20/2066 | 0.04% |
| GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.04% |
| WAMU 2004-AR12 A2B 02.5468 10/25/2044 | 0.04% |
| FNR 2012-49 QI IO 04.5000 12/25/2040 | 0.03% |
| GNR 2017-68 IL IO 04.0000 08/20/2044 | 0.03% |
| GNR 2017-H06 BI IO 02.0080 02/20/2067 | 0.03% |
| GNR 2017-H08 DI IO 01.7983 02/20/2067 | 0.03% |
| GNR 2017-H22 EI IO 02.7974 10/20/2067 | 0.03% |
| GNR 2017-123 IO IO 05.0000 08/16/2047 | 0.03% |
| GNR 2017-99 AI IO 04.0000 01/20/2047 | 0.03% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.03% |
| GNR 2011-135 DI IO 05.0000 04/16/2040 | 0.03% |
| GNR 2014-H25 BI IO 01.6941 12/20/2064 | 0.03% |
| GNR 2017-136 IY IO 05.0000 03/20/2045 | 0.03% |
| GNR 2017-H19 MI IO 02.0530 04/20/2067 | 0.03% |
| CAS 2016-C03 1B 13.3768 10/25/2028 | 0.03% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.03% |
| GNR 2012-98 AI IO 04.5000 04/16/2042 | 0.03% |
| GNR 2012-H10 AI IO 01.2057 12/20/2061 | 0.03% |
| GNR 2017-130 IB IO 04.0000 08/20/2047 | 0.03% |
| BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| CWALT 2006-OA10 2A1 01.8168 08/25/2046 | 0.03% |
| FNR 2015-73 PI IO 03.5000 10/25/2045 | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| GNR 2017-26 EI IO 05.0000 02/20/2040 | 0.03% |
| JPALT 2007-A2 12A1 01.8268 06/25/2037 | 0.03% |
| SAMI 2006-AR7 A1A 01.8368 08/25/2036 | 0.03% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.03% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.03% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.03% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.03% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.03% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.03% |
| GNR 2010-H20 IF IO 01.4466 10/20/2060 | 0.03% |
| CWALT 2006-OA10 1A1 03.0131 08/25/2046 | 0.03% |
| FHR 4604 QI IO 03.5000 07/15/2046 | 0.03% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.03% |
| GNR 2016-49 IO IO 04.5000 11/16/2045 | 0.03% |
| CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.02% |
| FHR 4134 PI IO 03.0000 11/15/2042 | 0.02% |
| GNR 2016-H16 DI IO 02.4671 06/20/2066 | 0.02% |
| WAMU 2005-AR13 A1C4 02.0568 10/25/2045 | 0.02% |
| BSMF 2006-AR2 2A1 01.8568 09/25/2046 | 0.02% |
| CAS 2018-C06 1B1 05.3768 03/25/2031 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.02% |
| GNR 2017-H03 EI IO 02.4793 01/20/2067 | 0.02% |
| FHR 3984 DS IO 04.2915 01/15/2042 | 0.02% |
| FHR 4475 CI IO 03.5000 01/15/2044 | 0.02% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% |
| GNR 2016-H27 BI IO 02.5661 12/20/2066 | 0.02% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.02% |
| CAS 2016-C02 1B 13.8768 09/25/2028 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.02% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.02% |
| JPMCC 2012-C6 G P/P 144A 02.9720 05/15/2045 | 0.02% |
| FHR 3747 SA IO 04.8415 10/15/2040 | 0.02% |
| FHR 4550 AI IO 03.0000 10/15/2040 | 0.02% |
| FNR 2011-101 SA IO 04.2733 10/25/2041 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.02% |
| GNR 2011-H15 AI IO 01.5390 06/20/2061 | 0.02% |
| GNR 2013-H15 CI IO 01.7527 07/20/2063 | 0.02% |
| GNR 2017-H16 JI IO 02.5057 08/20/2067 | 0.02% |
| GNR 2019-78 SJ IO 04.4030 06/20/2049 | 0.02% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% |
| GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.02% |
| GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.02% |
| GNR 2016-H20 NI IO 02.6194 09/20/2066 | 0.02% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.02% |
| STACR 2018-HQA2 M2 03.9268 10/25/2048 | 0.02% |
| FHR 4033 SC IO 04.8915 10/15/2036 | 0.02% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 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% |
| GNR 2017-11 PI IO 04.0000 12/20/2046 | 0.02% |
| FNR 2017-78 KI IO 03.5000 10/25/2047 | 0.02% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.02% |
| CAS 2016-C05 2B 12.3768 01/25/2029 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.02% |
| FNR 2012-103 SD IO 04.4233 09/25/2042 | 0.02% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNR 2017-120 IJ IO 04.0000 04/20/2047 | 0.02% |
| GNR 2017-H06 DI IO 01.7822 02/20/2067 | 0.02% |
| GNR 2017-H08 NI IO 02.0575 03/20/2067 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| FHR 4413 HI IO 03.5000 03/15/2040 | 0.01% |
| FHR 4568 MI IO 04.0000 04/15/2046 | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.01% |
| GNR 2016-77 SL IO 04.5030 03/20/2043 | 0.01% |
| GNR 2017-17 EI IO 04.0000 09/20/2044 | 0.01% |
| SAMI 2007-AR1 2A1 01.8068 01/25/2037 | 0.01% |
| CAS 2018-C05 1M2 03.9768 01/25/2031 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| FHR 4386 IL IO 04.0000 12/15/2043 | 0.01% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.01% |
| FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.01% |
| CAS 2016-C05 2M2 06.0768 01/25/2029 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.01% |
| FHR 4076 MS IO 05.0415 07/15/2040 | 0.01% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| GNR 2011-H16 FI IO 01.0293 07/20/2061 | 0.01% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.01% |
| GNR 2017-H09 IO IO 01.8580 04/20/2067 | 0.01% |
| GNR 2019-H14 IB IO 02.5553 08/20/2069 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.01% |
| CWHL 2006-OA5 2A1 01.8268 04/25/2046 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.01% |
| GNR 2017-141 ID IO 03.5000 07/20/2047 | 0.01% |
| CAS 2016-C01 1B 13.3768 08/25/2028 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| FHR 4425 WI IO 04.0000 03/15/2043 | 0.01% |
| FHR 4694 GI IO 04.0000 02/15/2043 | 0.01% |
| FNR 2012-36 SN IO 04.8233 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 2017-6 DI IO 03.5000 01/20/2044 | 0.01% |
| GNR 2017-H11 DI IO 01.8895 05/20/2067 | 0.01% |
| GNR 2019-99 KS IO 04.4030 08/20/2049 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| FHR 3852 SC IO 04.9915 04/15/2040 | 0.01% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.01% |
| FHR 4267 CS IO 04.3915 05/15/2039 | 0.01% |
| FHR 4403 CI IO 04.0000 10/15/2044 | 0.01% |
| FNR 2016-97 KI IO 03.0000 06/25/2040 | 0.01% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.01% |
| GNR 2012-H29 AI IO 01.4461 10/20/2062 | 0.01% |
| GNR 2012-H29 FI IO 01.4461 10/20/2062 | 0.01% |
| GNR 2016-H24 IO IO 02.1344 09/20/2066 | 0.01% |
| GNR 2017-H14 DI IO 01.7102 06/20/2067 | 0.01% |
| GSAA 2006-8 2A2 01.8068 05/25/2036 | 0.01% |
| INDX 2006-AR11 2A1 04.0536 06/25/2036 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% |
| CWALT 2006-OA7 1A2 02.9931 06/25/2046 | 0.01% |
| FNR 2010-140 GS IO 04.3733 07/25/2039 | 0.01% |
| FNR 2010-35 SG IO 04.7733 04/25/2040 | 0.01% |
| FNR 2016-24 CI IO 04.0000 02/25/2046 | 0.01% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.01% |
| GNR 2015-96 NI IO 03.5000 01/20/2039 | 0.01% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.01% |
| GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.01% |
| GNR 2017-H03 HI IO 01.5608 01/20/2067 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FHR 3904 NI IO 03.5000 08/15/2026 | 0.01% |
| FHR 4099 BI IO 03.5000 06/15/2039 | 0.01% |
| FHR 4560 PI IO 03.5000 05/15/2045 | 0.01% |
| FHR 4601 PI IO 04.5000 12/15/2045 | 0.01% |
| GNR 2014-98 AI IO 04.5000 10/20/2041 | 0.01% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.01% |
| GNR 2015-H13 AI IO 02.6853 06/20/2065 | 0.01% |
| GNR 2016-H23 NI IO 02.5513 10/20/2066 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FHR 3714 KI IO 04.5000 11/15/2039 | 0.01% |
| FHR 4299 JI IO 04.0000 07/15/2043 | 0.01% |
| FHR 4530 TI IO 04.0000 11/15/2045 | 0.01% |
| 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 2015-106 CI IO 04.0000 05/20/2045 | 0.01% |
| GNR 2015-52 IK IO 03.5000 04/20/2045 | 0.01% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.01% |
| GNR 2015-H03 DI IO 01.7264 01/20/2065 | 0.01% |
| GNR 2016-37 IW IO 04.5000 02/20/2046 | 0.01% |
| GNR 2016-H12 AI IO 01.6572 07/20/2065 | 0.01% |
| GNR 2016-H25 GI IO 01.5035 11/20/2066 | 0.01% |
| UBSBB 2012-C2 E P/P 144A 04.8911 05/10/2063 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| FHR 3829 AS IO 05.2915 03/15/2041 | 0.00% |
| FHR 4386 LI IO 04.0000 02/15/2043 | 0.00% |
| FNR 2011-4 CS 09.6465 05/25/2040 | 0.00% |
| FNR 2013-57 IQ IO 03.0000 06/25/2041 | 0.00% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.00% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.00% |
| GNR 2010-167 SG IO 04.8415 08/16/2038 | 0.00% |
| GNR 2012-H06 AI IO 01.3475 01/20/2062 | 0.00% |
| GNR 2012-H23 WI IO 01.5617 10/20/2062 | 0.00% |
| GNR 2015-144 IA IO 04.0000 01/16/2043 | 0.00% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.00% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.00% |
| GNR 2016-149 MI IO 05.5000 05/20/2039 | 0.00% |
| GNR 2016-H02 HI IO 01.6166 01/20/2066 | 0.00% |
| GNR 2016-H14 AI IO 02.8372 06/20/2066 | 0.00% |
| MHL 2005-3 M4 02.5718 08/25/2035 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.00% |
| FHR 4656 AI IO 03.0000 09/15/2037 | 0.00% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.00% |
| FNR 2017-15 LI IO 04.0000 06/25/2046 | 0.00% |
| GNR 2010-134 ES IO 04.3530 11/20/2039 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2010-H22 CI IO 02.3755 10/20/2060 | 0.00% |
| GNR 2011-156 SK IO 04.9530 04/20/2038 | 0.00% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.00% |
| GNR 2013-H24 AI IO 01.4540 09/20/2063 | 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-H10 HI IO 02.7658 04/20/2065 | 0.00% |
| GNR 2015-H15 JI IO 01.9775 06/20/2065 | 0.00% |
| GNR 2015-H20 CI IO 02.4139 08/20/2065 | 0.00% |
| GNR 2015-H25 AI IO 01.6134 09/20/2065 | 0.00% |
| GNR 2015-H26 EI IO 01.7315 10/20/2065 | 0.00% |
| GNR 2016-69 IO IO 04.0000 05/20/2046 | 0.00% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.00% |
| GNR 2016-H11 HI IO 02.0996 01/20/2066 | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.00% |
| BACM 2008-1 AJ 06.7858 02/10/2051 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.00% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.00% |
| FHR 4462 PI IO 04.0000 04/15/2045 | 0.00% |
| FHR 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-H19 BI IO 01.4625 08/20/2060 | 0.00% |
| GNR 2014-H08 BI IO 01.4631 04/20/2064 | 0.00% |
| GNR 2014-H21 AI IO 01.7523 10/20/2064 | 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 2015-80 IA IO 04.5000 06/20/2045 | 0.00% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.00% |
| GNR 2015-H10 CI IO 01.8137 04/20/2065 | 0.00% |
| GNR 2015-H14 BI IO 01.5718 05/20/2065 | 0.00% |
| GNR 2015-H20 AI IO 01.8311 08/20/2065 | 0.00% |
| GNR 2015-H23 DI IO 01.8680 09/20/2065 | 0.00% |
| GNR 2015-H24 BI IO 01.6194 08/20/2065 | 0.00% |
| GNR 2015-H24 HI IO 02.0390 09/20/2065 | 0.00% |
| GNR 2015-H25 BI IO 02.0803 10/20/2065 | 0.00% |
| GNR 2015-H25 CI IO 01.9941 10/20/2065 | 0.00% |
| GNR 2015-H25 EI IO 01.8584 10/20/2065 | 0.00% |
| GNR 2015-H26 DI IO 01.9852 10/20/2065 | 0.00% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.00% |
| GNR 2016-77 SC IO 04.4530 10/20/2045 | 0.00% |
| GNR 2016-H06 HI IO 02.0794 02/20/2066 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| FHR 4000 LI IO 04.0000 02/15/2042 | 0.00% |
| FHR 4074 KS IO 05.0415 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 4663 TI IO 03.5000 10/15/2042 | 0.00% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2011-H07 FI IO 01.2417 02/20/2061 | 0.00% |
| GNR 2011-H08 GI IO 01.2656 03/20/2061 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GNR 2013-182 SY IO 04.4530 12/20/2043 | 0.00% |
| GNR 2013-H14 XI IO 01.6538 03/20/2063 | 0.00% |
| GNR 2014-100 LI IO 04.5000 10/16/2043 | 0.00% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.00% |
| GNR 2014-60 SE IO 04.4530 04/20/2044 | 0.00% |
| GNR 2014-H13 BI IO 01.5618 05/20/2064 | 0.00% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.00% |
| GNR 2015-187 JI IO 04.0000 03/20/2045 | 0.00% |
| GNR 2015-20 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 02.7204 07/20/2065 | 0.00% |
| GNR 2015-H18 IA IO 01.8365 06/20/2065 | 0.00% |
| GNR 2015-H22 EI IO 01.6228 08/20/2065 | 0.00% |
| GNR 2015-H23 BI IO 01.7483 09/20/2065 | 0.00% |
| GNR 2015-H26 GI IO 01.8001 10/20/2065 | 0.00% |
| GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.00% |
| GNR 2016-H04 KI IO 02.1367 02/20/2066 | 0.00% |
| GNR 2016-H08 GI IO 01.4319 04/20/2066 | 0.00% |
| GNR 2017-H06 EI IO 01.5876 02/20/2067 | 0.00% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.00% |
| SWPTN 5WX10Y P 1.61875 USD 03/16/2020 GS | 0.00% |
| UBSBB 2012-C2 F P/P 144A 04.8911 05/10/2063 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| FHR 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 4666 AI MTGE IO 03.0000 09/15/2035 | 0.00% |
| FNR 2011-59 BI IO 06.0000 08/25/2040 | 0.00% |
| FNR 2011-98 AI IO 03.5000 11/25/2037 | 0.00% |
| FNR 2012-90 EI IO 03.5000 02/25/2039 | 0.00% |
| FNR 2013-41 SP IO 04.5733 06/25/2040 | 0.00% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.00% |
| FNR 2014-95 TI IO 04.0000 05/25/2039 | 0.00% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.00% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2011-22 PS IO 04.3530 07/20/2040 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2014-H09 AI IO 01.4317 01/20/2064 | 0.00% |
| GNR 2015-H09 BI IO 01.6975 03/20/2065 | 0.00% |
| GNR 2015-H26 CI IO 00.4360 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% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 BC | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| FHR 4073 AS IO 04.3915 08/15/2038 | 0.00% |
| FNR 2012-86 CS IO 04.4733 04/25/2039 | 0.00% |
| GNR 2010-50 QS IO 04.9030 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% |
| GNR 2016-167 SB IO 04.3530 04/20/2038 | 0.00% |
| OPTN FN30 3.0 03/05/20 PUT 101.96875 JPMC | 0.00% |
| OPTN FN30 3.5 03/05/20 PUT 103.140625 JPMC | 0.00% |
| SWPTN 4WX2Y P 1.393 USD 03/10/2020 MS | 0.00% |
| SWPTN 4WX2Y P 1.483 USD 03/10/2020 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-.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 GS | -0.00% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.00% |
| SWPTN 5WX10Y P 1.50875 USD 03/16/2020 GS | -0.00% |
| 1.1575 R ISWP US0003M P 02/28/2025 | -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.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| 1.188 R ISWP US0003M P 02/26/2025 | -0.02% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.02% |
| IOS.FN30.350.12 P USL1M R 01/12/43 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 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 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 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 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 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 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.05% |
| 1.1975 R ISWP US0003M P 02/27/2025 | -0.06% |
| 1.641 R ISWP US0003M P 01/10/2022 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.06% |
| 1.4735 R ISWP US0003M P 02/18/2022 | -0.07% |
| 1.5545 R ISWP US0003M P 01/29/2030 | -0.07% |
| 1.5585 R ISWP US0003M P 02/25/2050 | -0.07% |
| 1.744 R ISWP US0003M P 01/08/2030 | -0.07% |
| 1.395 R ISWP US0003M P 02/18/2025 | -0.08% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.08% |
| 1.5905 R ISWP US0003M P 01/23/2025 | -0.08% |
| 1.859 R ISWP US0003M P 12/30/2029 | -0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.09% |
| SWPTN 6MX5Y P 1.58 USD 03/13/2020 CI | -0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.09% |
| SWPTN 4WX2Y R 1.393 USD 03/10/2020 MS | -0.16% |
| SWPTN 5WX10Y R 1.50875 USD 03/16/2020 GS | -0.17% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.24% |
| GNMA GII30 TBA 03.5000 03/01/2050 | -0.26% |
| FNMA FN30 TBA UMBS 04.5000 03/01/2050 | -0.27% |
| 1.829 R ISWP US0003M P 02/12/2030 | -0.56% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.74% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.74% |
| FNMA FN30 TBA UMBS 03.5000 03/01/2050 | -0.78% |
| 1.79 R ISWP US0003M P 12/31/2029 | -1.31% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.34% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | -1.71% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | -1.89% |
| FNMA FN30 TBA UMBS 03.0000 02/01/2050 | 34.05% |
|---|---|
| REPO TRIPA MORTG 1.59 02/03/2020 | 12.00% |
| FNMA FN30 TBA UMBS 04.0000 02/01/2050 | 4.42% |
| TREASURY BILL 00.0000 06/11/2020 | 1.63% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | 0.97% |
| TREASURY BILL 00.0000 05/07/2020 | 0.75% |
| STACR 2018-HQA2 B1 05.9109 10/25/2048 | 0.72% |
| CAS 2019-R04 2B1 06.9109 06/25/2039 | 0.71% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.70% |
| FNR 2018-39 SA IO 04.5391 06/25/2048 | 0.68% |
| TREASURY BILL 00.0000 04/16/2020 | 0.68% |
| GNR 2019-83 SL IO 04.4423 07/20/2049 | 0.66% |
| FNR 2019-41 SB IO 04.3891 08/25/2049 | 0.65% |
| CAS 2018-C05 1B1 05.9109 01/25/2031 | 0.64% |
| TREASURY BILL 00.0000 05/21/2020 | 0.61% |
| STRU NSI-2513 SA IO 04.3891 06/25/2049 | 0.61% |
| GNMA GII30 TBA 04.5000 02/01/2050 | 0.59% |
| GNMA GII30 TBA 04.0000 02/01/2050 | 0.58% |
| STACR 2016-HQA4 M3 05.5609 04/25/2029 | 0.58% |
| CAS 2017-C07 2M2 04.1609 05/25/2030 | 0.56% |
| FNR 2019-28 S IO 04.3891 06/25/2049 | 0.56% |
| GNR 2019-6 SM IO 04.3923 01/20/2049 | 0.56% |
| STACR 2018-DNA2 B1 05.3609 12/25/2030 | 0.54% |
| GNR 2019-158 AS IO 04.4804 09/16/2043 | 0.52% |
| FNR 2019-75 KS IO 04.3391 11/25/2049 | 0.52% |
| GNR 2019-83 JS IO 04.4423 07/20/2049 | 0.50% |
| TREASURY BILL 00.0000 03/12/2020 | 0.50% |
| FHR 4752 PS IO 04.5238 11/15/2047 | 0.48% |
| STACR 2015-DNA2 B 09.2109 12/25/2027 | 0.47% |
| TREASURY BILL 00.0000 06/04/2020 | 0.47% |
| SWPTN 5WX10Y R 1.734 USD 02/10/2020 CI | 0.46% |
| GNR 2019-100 JS IO 04.4423 08/20/2049 | 0.46% |
| FNR 2019-45 SD IO 04.3891 08/25/2049 | 0.46% |
| CAS 2019-R02 1B1 05.8109 08/25/2031 | 0.46% |
| CAS 2020-R01 1B1 04.9421 01/25/2040 | 0.45% |
| CAS 2015-C04 1M2 07.3609 04/25/2028 | 0.44% |
| GNR 2019-15 SC IO 04.3923 02/20/2049 | 0.44% |
| STACR 2016-HQA1 M3 08.0109 09/25/2028 | 0.44% |
| GNR 2019-137 GI IO 04.0000 11/20/2049 | 0.43% |
| FHR 4290 LS IO 04.4238 07/15/2035 | 0.42% |
| FNR 2011-126 SJ IO 04.3391 12/25/2041 | 0.42% |
| GNR 2019-89 JS IO 04.3923 04/20/2049 | 0.42% |
| GNR 2019-83 SW IO 04.4423 07/20/2049 | 0.42% |
| CCMFC 2006-4A A2 01.8409 11/25/2047 | 0.41% |
| FNR 2019-58 SA IO 04.3891 10/25/2049 | 0.41% |
| OPTN FN30 3.0 02/05/20 CALL 101.703125 JPMC | 0.40% |
| GNR 2019-H03 AI IO 02.5603 11/20/2068 | 0.39% |
| SPST 2019-7 A 02.3594 09/24/2020 | 0.38% |
| SPST 2019-11 A 02.4094 10/24/2020 | 0.38% |
| GNR 2019-121 SD IO 04.3423 10/20/2049 | 0.38% |
| GNR 2018-H02 GI IO 01.3379 12/20/2067 | 0.37% |
| GNR 2019-78 SM IO 04.4423 06/20/2049 | 0.37% |
| AHM 2007-1 GA1C 01.9820 05/25/2047 | 0.37% |
| CAS 2017-C02 2B1 07.1609 09/25/2029 | 0.36% |
| STACR 2019-DNA2 M2 04.1109 03/25/2049 | 0.36% |
| STACR 2019-HQA2 B1 05.7609 04/25/2049 | 0.36% |
| CAS 2019-R04 2M2 03.7609 06/25/2039 | 0.35% |
| FNR 2019-5 SA IO 04.4391 03/25/2049 | 0.35% |
| FHR 4839 WS IO 04.4238 08/15/2056 | 0.34% |
| GNR 2019-83 SA IO 04.4423 07/20/2049 | 0.34% |
| FNR 2019-18 SL IO 04.4391 05/25/2049 | 0.34% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.34% |
| FNR 2019-21 SB IO 04.3891 05/25/2049 | 0.33% |
| CAS 2016-C03 2B 14.4109 10/25/2028 | 0.32% |
| CAS 2017-C03 1B1 06.5109 10/25/2029 | 0.32% |
| GNR 2019-23 VS IO 04.4923 02/20/2049 | 0.32% |
| CAS 2017-C04 2B1 06.7109 11/25/2029 | 0.32% |
| MSBAM 2013-C10 F P/P 144A 04.2172 07/15/2046 | 0.31% |
| STACR 2019-DNA1 M2 04.3109 01/25/2049 | 0.31% |
| GNR 2015-182 IC IO 04.5000 12/20/2045 | 0.31% |
| FNR 2019-26 SM IO 04.3891 06/25/2049 | 0.31% |
| FNR 2016-91 AS IO 04.4391 12/25/2046 | 0.31% |
| FNR 2019-18 SH IO 04.4891 05/25/2049 | 0.30% |
| FNMA FN30 TBA UMBS 05.0000 02/01/2050 | 0.30% |
| FASST 2019-HB1 M5 06.0000 04/25/2029 | 0.30% |
| GNR 2018-H01 AI IO 01.9222 01/20/2068 | 0.30% |
| WFRBS 2013-C15 D P/P 144A 04.6433 08/15/2046 | 0.30% |
| GNR 2014-131 BS IO 04.5304 09/16/2044 | 0.30% |
| GNR 2019-H20 IA IO 01.2125 11/20/2069 | 0.30% |
| CAS 2018-C04 2B1 06.1609 12/25/2030 | 0.30% |
| FHR 4922 SA IO 04.3738 08/25/2049 | 0.29% |
| STACR 2019-DNA2 B2 12.1609 03/25/2049 | 0.29% |
| RMIR 2020-1 B1 05.1690 02/25/2030 | 0.29% |
| BSCMS 2007-T26 AJ 05.5613 01/12/2045 | 0.28% |
| FNR 2018-38 SP IO 04.5391 06/25/2048 | 0.28% |
| STACR 2018-DNA3 B2 09.4109 09/25/2048 | 0.28% |
| GNR 2014-3 SM IO 04.4423 01/20/2044 | 0.27% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.27% |
| FNS 422 C12 IO 04.0000 12/25/2045 | 0.27% |
| GSMS 2014-GC24 D P/P 144A 04.6652 09/10/2047 | 0.26% |
| STACR 2018-DNA2 M2 03.8109 12/25/2030 | 0.26% |
| GNR 2014-188 IB IO 04.0000 12/20/2044 | 0.26% |
| SPST 2018-8 A 02.3594 02/24/2020 | 0.26% |
| SPST 2019-3 A 02.3594 06/24/2020 | 0.26% |
| COMM 2014-CR19 D P/P 144A 04.9054 08/10/2047 | 0.25% |
| STACR 2017-DNA1 B1 06.6109 07/25/2029 | 0.25% |
| FNR 2017-8 SB IO 04.4391 02/25/2047 | 0.25% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.25% |
| GNR 2014-27 S IO 04.4423 02/20/2044 | 0.25% |
| GNR 2017-H05 CI IO 02.9680 02/20/2067 | 0.24% |
| COMM 2014-CR17 E P/P 144A 05.0093 05/10/2047 | 0.24% |
| COMM 2012-CR4 B P/P 144A 03.7030 10/15/2045 | 0.24% |
| FNR 2017-16 QS IO 04.4191 03/25/2047 | 0.24% |
| CAS 2017-C06 2B1 06.1109 02/25/2030 | 0.24% |
| CAS 2018 - C01 1B1 05.2109 07/25/2030 | 0.23% |
| FNR 2016-85 SL IO 04.4391 11/25/2046 | 0.23% |
| CAS 2017-C06 2M2 04.4609 02/25/2030 | 0.23% |
| CAS 2017-C05 1B1 05.2609 01/25/2030 | 0.23% |
| JPMBB 2014-C18 D P/P 144A 04.9705 02/15/2047 | 0.22% |
| JPMCC 2007-CB20 E P/P 144A 06.3745 02/12/2051 | 0.22% |
| SPST 2019-WL1 A 02.3109 08/25/2052 | 0.22% |
| GNR 2013-9 S IO 05.0923 01/20/2043 | 0.22% |
| FNR 2019-17 JS IO 04.4391 04/25/2049 | 0.22% |
| FHR 4808 SD IO 04.5238 07/15/2048 | 0.21% |
| CAS 2019-R05 1B1 05.7609 07/25/2039 | 0.21% |
| 1.67 R ISWP US0003M P 12/31/2029 | 0.21% |
| FNR 2016-78 CS IO 04.4391 05/25/2039 | 0.21% |
| CAS 2019-R06 2B1 05.4109 09/25/2039 | 0.21% |
| GNR 2017-H21 AI IO 02.7544 10/20/2067 | 0.20% |
| GNR 2019-H15 CI IO 01.4902 07/20/2069 | 0.20% |
| MWST 2019-1 A 02.4609 06/25/2052 | 0.20% |
| MSC 2011-C3 G P/P 144A 05.4193 07/15/2049 | 0.20% |
| GNR 2018-72 IC IO 04.0000 05/20/2045 | 0.20% |
| STACR 2019-DNA3 B2 09.8109 07/25/2049 | 0.20% |
| FHR 4926 SP IO 04.3238 08/25/2049 | 0.19% |
| JPMCC 2013-LC11 D 04.3066 04/15/2046 | 0.19% |
| FHR 4789 AS IO 04.5238 05/15/2048 | 0.19% |
| OMIR 2018-1A M2 04.5109 07/25/2028 | 0.19% |
| GSAA 2006-1 A1 01.7509 01/25/2036 | 0.19% |
| CAS 2016-C03 2M2 07.5609 10/25/2028 | 0.18% |
| JPMCC 2011-C3 D P/P 144A 05.8528 02/15/2046 | 0.18% |
| OMIR 2017-1A B1 P/P 144A 07.4109 04/25/2027 | 0.18% |
| GNR 2017-H04 BI IO 02.3748 02/20/2067 | 0.18% |
| GNR 2018-H02 HI IO 01.6932 01/20/2068 | 0.18% |
| MCAS 2019-01 M10 P/P 144A 04.9109 10/15/2049 | 0.18% |
| STACR 2018-HQA1 M2 03.9609 09/25/2030 | 0.18% |
| BALTA 2005-8 21A1 04.0553 10/25/2035 | 0.17% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.17% |
| GNR 2009-121 DI IO 04.5000 12/16/2039 | 0.17% |
| GNR 2017-H20 GI IO 02.7267 09/20/2067 | 0.17% |
| WFRBS 2012-C10 D P/P 144A 04.5773 12/15/2045 | 0.17% |
| NHLT 2018-2A M5 P/P 144A 06.0000 07/25/2028 | 0.17% |
| FNR 2019-60 BS IO 04.3891 10/25/2049 | 0.17% |
| CAS 2015-C04 2M2 07.2109 04/25/2028 | 0.16% |
| FNR 2016-88 BS IO 04.4391 12/25/2046 | 0.16% |
| GNR 2019-35 SE IO 04.4804 01/16/2044 | 0.16% |
| WFRBS 2012-C9 E P/P 144A 04.9712 11/15/2045 | 0.16% |
| JPMBB 2013-C12 E P/P 144A 04.2367 07/15/2045 | 0.16% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.16% |
| BALTA 2006-6 1A1 01.9809 11/25/2036 | 0.16% |
| GNR 2018-H07 IE IO 02.4262 02/20/2068 | 0.16% |
| WFRBS 2012-C7 E P/P 144A 04.9675 06/15/2045 | 0.16% |
| CAS 2018-R07 1B1 MTGE 06.0109 04/25/2031 | 0.16% |
| STACR 2018-DNA3 B1 05.5609 09/25/2048 | 0.16% |
| UBSCM 2012-C1 D P/P 144A 05.7559 05/10/2045 | 0.15% |
| FNR 2018-36 SD IO 04.5891 06/25/2048 | 0.15% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.15% |
| FHR 3346 SC IO 04.8738 10/15/2033 | 0.15% |
| STACR 2018-DNA1 B1 04.8109 07/25/2030 | 0.15% |
| GNR 2017-H10 MI IO 01.7981 04/20/2067 | 0.14% |
| MSBAM 2013-C12 E P/P 144A 04.9246 10/15/2046 | 0.14% |
| GNR 2016-H22 AI IO 02.3930 10/20/2066 | 0.14% |
| GNR 2017-H11 NI IO 02.2058 05/20/2067 | 0.14% |
| MSBAM 2013-C11 D P/P 144A 04.4985 08/15/2046 | 0.14% |
| UBSBB 2012-C4 D P/P 144A 04.6255 12/10/2045 | 0.14% |
| COMM 2014-CR17 D P/P 144A 05.0093 05/10/2047 | 0.14% |
| STACR 2016-DNA3 M3 06.6609 12/25/2028 | 0.13% |
| GNR 2017-H22 DI IO 02.4585 11/20/2067 | 0.13% |
| FNR 2014-87 MS IO 04.5891 01/25/2045 | 0.13% |
| MSBAM 2013-C10 E P/P 144A 04.2172 07/15/2046 | 0.13% |
| GNR 2019-H09 EI IO 02.6223 04/20/2069 | 0.12% |
| CMLTI 2007-AR5 1A1A 04.3403 04/25/2037 | 0.12% |
| CAS 2019-R05 1M2 03.6609 07/25/2039 | 0.12% |
| WFCM 2013-LC12 D P/P 144A 04.4195 07/15/2046 | 0.12% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.12% |
| GNR 2013-167 SG IO 04.4923 11/20/2043 | 0.12% |
| GNR 2017-H16 IB IO 02.0969 08/20/2067 | 0.12% |
| CAS 2016-C03 1M2 06.9609 10/25/2028 | 0.12% |
| GNR 2014-H08 CI IO 01.5174 03/20/2064 | 0.12% |
| GNR 2018-H11 JI IO 02.4387 07/20/2068 | 0.12% |
| FNR 2010-99 NI IO 06.0000 09/25/2040 | 0.12% |
| GNR 2014-H23 BI IO 01.5950 11/20/2064 | 0.12% |
| STACR 2018-HQA2 B2 12.6609 10/25/2048 | 0.12% |
| EMIR 2020-1 B1 04.9260 01/25/2030 | 0.11% |
| GNR 2017-H20 AI IO 02.3533 10/20/2067 | 0.11% |
| CAS 2016-C07 2M2 06.0109 05/25/2029 | 0.11% |
| GNR 2010-125 SD IO 05.0104 01/16/2040 | 0.11% |
| STACR 2015-DNA3 B 11.0109 04/25/2028 | 0.11% |
| GSR 2007-OA1 2A3A 01.9709 05/25/2037 | 0.11% |
| GNR 2018-H01 IB IO 01.6443 01/20/2068 | 0.11% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.11% |
| GNR 2018-H11 AI IO 02.2019 02/20/2068 | 0.11% |
| GNR 2013-99 AS IO 04.3923 06/20/2043 | 0.10% |
| GNR 2016-H21 AI IO 02.4165 09/20/2066 | 0.10% |
| GNR 2016-150 I IO 05.0000 11/20/2046 | 0.10% |
| MSRR 2010-R4 4B 02.4303 02/26/2037 | 0.10% |
| STACR 2016-HQA3 M3 05.5109 03/25/2029 | 0.10% |
| GNR 2016-H24 CI IO 01.7244 10/20/2066 | 0.10% |
| GNR 2016-H27 EI IO 02.0173 12/20/2066 | 0.10% |
| UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.10% |
| WFMBS 2006-AR5 1A1 05.1539 04/25/2036 | 0.10% |
| GNR 2017-H03 DI IO 01.5784 12/20/2066 | 0.10% |
| GNR 2018-H02 IM IO 01.6784 02/20/2068 | 0.10% |
| STACR 2019-DNA1 B1 06.3109 01/25/2049 | 0.10% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.10% |
| STACR 2019-HQA1 B2 13.9109 02/25/2049 | 0.10% |
| FNR 2016-83 BS IO 04.4391 11/25/2046 | 0.10% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.10% |
| GNR 2017-H02 BI IO 01.8037 01/20/2067 | 0.10% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.10% |
| WAMU 2005-AR10 1A3 04.1314 09/25/2035 | 0.10% |
| SAMI 2006-AR7 A1BG 01.7809 08/25/2036 | 0.10% |
| GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.10% |
| JPMBB 2013-C14 F P/P 144A 03.5980 08/15/2046 | 0.10% |
| MSC 2012-C4 D P/P 144A 05.5999 03/15/2045 | 0.10% |
| GNR 2013-182 SP IO 05.0423 12/20/2043 | 0.09% |
| MSC 2012-C4 E P/P 144A 05.5999 03/15/2045 | 0.09% |
| STACR 2016-DNA1 B 11.6609 07/25/2028 | 0.09% |
| CWALT 2006-OA10 4A1 01.8509 08/25/2046 | 0.09% |
| STACR 2015-HQA2 B 12.1609 05/25/2028 | 0.09% |
| BALTA 2005-7 21A1 04.2673 09/25/2035 | 0.09% |
| CAS 2016-C06 1B 10.9109 04/25/2029 | 0.09% |
| GNR 2015-H01 BI IO 01.5937 01/20/2065 | 0.09% |
| GNR 2016-H22 IO IO 01.8928 10/20/2066 | 0.09% |
| GNR 2017-H16 CI IO 01.6908 07/20/2067 | 0.09% |
| CAS 2017-C07 2B1 06.1109 05/25/2030 | 0.09% |
| CWALT 2006-OA19 A1 01.8344 02/20/2047 | 0.09% |
| FHR 4560 IO IO 05.7990 05/15/2039 | 0.09% |
| 2.0735 R ISWP US0003M P 12/30/2049 | 0.09% |
| STACR 2019-HQA1 M2 04.0109 02/25/2049 | 0.09% |
| CAS 2018-C06 2B1 05.7609 03/25/2031 | 0.09% |
| CWALT 2006-OA10 3A1 01.8509 08/25/2046 | 0.09% |
| GNR 2017-H03 CI IO 01.7229 12/20/2066 | 0.09% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.09% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.09% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.09% |
| GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.08% |
| GNR 2017-H08 EI IO 02.2245 02/20/2067 | 0.08% |
| GNR 2016-H26 KI IO 01.9685 11/20/2066 | 0.08% |
| GNR 2018-H08 FI IO 01.6040 06/20/2068 | 0.08% |
| GNR 2015-H04 AI IO 01.5939 12/20/2064 | 0.08% |
| GNR 2017-H14 JI IO 02.1977 06/20/2067 | 0.08% |
| GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 | 0.08% |
| STACR 2017-DNA2 B1 06.8109 10/25/2029 | 0.08% |
| STACR 2019-DNA2 B1 06.0109 03/25/2049 | 0.08% |
| 2.069 R ISWP US0003M P 12/27/2049 | 0.08% |
| GNR 2015-H22 HI IO 02.0518 08/20/2065 | 0.08% |
| STACR 2017-DNA3 B1 06.1109 03/25/2030 | 0.08% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.08% |
| GNR 2014-H06 BI IO 01.5035 02/20/2064 | 0.08% |
| CAS 2018-C04 2M2 04.2109 12/25/2030 | 0.08% |
| GNR 2014-95 JI IO 04.5000 12/16/2039 | 0.08% |
| FHR 4451 CI IO 07.0000 03/15/2045 | 0.07% |
| FNR 2012-132 PI IO 05.0000 10/25/2042 | 0.07% |
| GSAA 2005-15 2A2 01.9109 01/25/2036 | 0.07% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.07% |
| FNR 2016-102 JI IO 03.5000 02/25/2046 | 0.07% |
| GNR 2018-H05 BI IO 01.7633 02/20/2068 | 0.07% |
| FNR 2016-65 CS IO 04.4391 09/25/2046 | 0.07% |
| GNR 2016-164 IO IO 06.5000 12/20/2046 | 0.07% |
| GNR 2017-H16 KI IO 01.4970 08/20/2067 | 0.07% |
| GNR 2015-165 IC IO 03.5000 07/16/2041 | 0.07% |
| GNR 2016-H18 QI IO 03.1371 06/20/2066 | 0.07% |
| JPMCC 2011-C3 E P/P 144A 05.8528 02/15/2046 | 0.07% |
| FNR 2017-48 LI IO 04.0000 05/25/2047 | 0.07% |
| GNR 2011-148 SN IO 05.0204 11/16/2041 | 0.07% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.07% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.06% |
| HVMLT 2004-11 1A 02.3544 01/19/2035 | 0.06% |
| GNR 2017-H14 EI IO 01.5180 06/20/2067 | 0.06% |
| STACR 2019-DNA1 B2 12.4109 01/25/2049 | 0.06% |
| COMM 2012-CR3 E P/P 144A 04.9099 10/15/2045 | 0.06% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.06% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.06% |
| WFRBS 2012-C7 D P/P 144A 04.9675 06/15/2045 | 0.06% |
| CMLTI 2007-AMC3 A2D 02.0109 03/25/2037 | 0.06% |
| GNMA GII30 BP3623 05.0000 08/20/2049 | 0.06% |
| GNMA GII30 BQ7315 05.0000 10/20/2049 | 0.06% |
| FNR 2017-8 IO IO 06.0000 02/25/2047 | 0.06% |
| FNR 2018-1 JI IO 05.0000 02/25/2048 | 0.06% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.06% |
| GNR 2016-H17 DI IO 02.5632 07/20/2066 | 0.06% |
| GNR 2017-H13 QI IO 02.1097 06/20/2067 | 0.06% |
| JPMCC 2012-C6 E P/P 144A 05.3289 05/15/2045 | 0.06% |
| FNR 2011-134 SP IO 04.3391 02/25/2041 | 0.06% |
| GNR 2018-91 SJ IO 04.5923 07/20/2048 | 0.06% |
| FNR 2012-90 DI IO 04.0000 03/25/2042 | 0.06% |
| GNR 2012-H29 CI IO 01.4434 02/20/2062 | 0.06% |
| CMLTI 2007-WFH3 M1 01.9209 06/25/2037 | 0.06% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.06% |
| RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029 | 0.06% |
| CAS 2018-C01 1M2 03.9109 07/25/2030 | 0.06% |
| CAS 2019-R03 1B1 05.7609 09/25/2031 | 0.06% |
| GNR 2012-H11 FI IO 01.2482 02/20/2062 | 0.06% |
| GNR 2013-6 AI IO 03.5000 08/20/2039 | 0.06% |
| 1.8035 R ISWP US0003M P 01/10/2030 | 0.06% |
| GNR 2017-H06 MI IO 02.0659 02/20/2067 | 0.06% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.05% |
| OMIR 2019-1A B1B 06.0109 07/25/2029 | 0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.05% |
| FHS 324 C21 IO 06.0000 06/15/2039 | 0.05% |
| FNR 2018-15 PI IO 04.0000 10/25/2047 | 0.05% |
| GNMA GII30 BL2894 05.0000 04/20/2049 | 0.05% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.05% |
| BMIR 2019-4A B1 P/P 144A 05.5109 10/25/2029 | 0.05% |
| GNR 2015-H29 HI IO 02.0958 09/20/2065 | 0.05% |
| GNR 2017-H20 DI IO 02.3542 10/20/2067 | 0.05% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.05% |
| GNMA GII30 BO5417 05.0000 06/20/2049 | 0.05% |
| GNR 2017-H18 DI IO 02.4832 09/20/2067 | 0.05% |
| GNR 2018-77 IO IO 05.0000 06/20/2048 | 0.05% |
| TREASURY BILL 00.0000 04/09/2020 | 0.05% |
| GNMA GII30 BO4634 05.0000 06/20/2049 | 0.05% |
| GNR 2015-40 KI IO 04.0000 07/20/2044 | 0.05% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.05% |
| FHR 4707 AI IO 04.0000 07/15/2047 | 0.05% |
| OMIR 2019-1A B1A 05.1609 07/25/2029 | 0.05% |
| TREASURY BILL 00.0000 04/23/2020 | 0.05% |
| CWALT 2005-51 3A3A 02.2934 11/20/2035 | 0.04% |
| FHR 4127 PI IO 04.5000 07/15/2042 | 0.04% |
| GNR 2014-58 SA IO 04.4423 04/20/2044 | 0.04% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.04% |
| FNR 2012-49 QI IO 04.5000 12/25/2040 | 0.04% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.04% |
| GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.04% |
| GNR 2017-H09 DI IO 01.9426 03/20/2067 | 0.04% |
| CAS 2015-C03 2M2 06.6609 07/25/2025 | 0.04% |
| FNR 2015-73 PI IO 03.5000 10/25/2045 | 0.04% |
| GNMA GII30 BP2045 05.0000 07/20/2049 | 0.04% |
| GNR 2017-H03 AI IO 01.4226 12/20/2066 | 0.04% |
| SWPTN 6MX5Y R 1.58 USD 03/13/2020 CI | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.04% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.04% |
| GNR 2012-103 CI IO 03.5000 08/16/2042 | 0.04% |
| GNR 2017-68 IL IO 04.0000 08/20/2044 | 0.04% |
| GNR 2017-H20 HI IO 02.3048 10/20/2067 | 0.04% |
| FHR 3981 WS IO 04.8738 05/15/2041 | 0.04% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.04% |
| FNR 2013-90 SD IO 04.9391 09/25/2043 | 0.04% |
| GNR 2017-99 AI IO 04.0000 01/20/2047 | 0.04% |
| WAMU 2004-AR12 A2B 02.5809 10/25/2044 | 0.04% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.04% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.04% |
| GNR 2016-H06 AI IO 02.6899 02/20/2066 | 0.04% |
| 1.73 R ISWP US0003M P 01/02/2025 | 0.04% |
| GNR 2017-123 IO IO 05.0000 08/16/2047 | 0.04% |
| GNR 2017-130 IB IO 04.0000 08/20/2047 | 0.04% |
| GNR 2017-H06 BI IO 02.2796 02/20/2067 | 0.04% |
| GNR 2017-H08 DI IO 02.5466 02/20/2067 | 0.04% |
| GNR 2017-H22 EI IO 02.8615 10/20/2067 | 0.04% |
| GNR 2012-98 AI IO 04.5000 04/16/2042 | 0.04% |
| GNR 2017-136 IY IO 05.0000 03/20/2045 | 0.04% |
| GNR 2017-H19 MI IO 02.0489 04/20/2067 | 0.04% |
| GNR 2011-135 DI IO 05.0000 04/16/2040 | 0.04% |
| CAS 2016-C03 1B 13.4109 10/25/2028 | 0.04% |
| CWALT 2006-OA10 2A1 01.8509 08/25/2046 | 0.04% |
| FHR 4604 QI IO 03.5000 07/15/2046 | 0.04% |
| GNR 2014-H25 BI IO 01.7203 12/20/2064 | 0.04% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | 0.03% |
| BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.03% |
| GNR 2012-H10 AI IO 01.2312 12/20/2061 | 0.03% |
| GNR 2017-26 EI IO 05.0000 02/20/2040 | 0.03% |
| 2.0115 R ISWP US0003M P 01/10/2050 | 0.03% |
| JPALT 2007-A2 12A1 01.8609 06/25/2037 | 0.03% |
| FHR 4475 CI IO 03.5000 01/15/2044 | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| SAMI 2006-AR7 A1A 01.8709 08/25/2036 | 0.03% |
| GNMA GII30 BO2715 05.0000 07/20/2049 | 0.03% |
| GNMA GII30 BO4614 05.0000 06/20/2049 | 0.03% |
| GNMA GII30 BP3611 05.0000 07/20/2049 | 0.03% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.03% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.03% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.03% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.03% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.03% |
| GNR 2016-49 IO IO 04.5000 11/16/2045 | 0.03% |
| CWALT 2006-OA10 1A1 03.1053 08/25/2046 | 0.03% |
| FHR 4134 PI IO 03.0000 11/15/2042 | 0.03% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.03% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.03% |
| GNR 2010-H20 IF IO 01.4758 10/20/2060 | 0.03% |
| WAMU 2005-AR13 A1C4 02.0909 10/25/2045 | 0.03% |
| CAS 2018-C06 1B1 05.4109 03/25/2031 | 0.03% |
| CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.03% |
| GNMA GII30 BO6603 05.0000 07/20/2049 | 0.03% |
| GNR 2016-H16 DI IO 02.4675 06/20/2066 | 0.03% |
| BSMF 2006-AR2 2A1 01.8909 09/25/2046 | 0.03% |
| FHR 4550 AI IO 03.0000 10/15/2040 | 0.03% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.03% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.03% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.03% |
| GNR 2017-H03 EI IO 02.0428 01/20/2067 | 0.03% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.03% |
| CAS 2016-C02 1B 13.9109 09/25/2028 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| FHR 3984 DS IO 04.2738 01/15/2042 | 0.02% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.02% |
| GNR 2016-H27 BI IO 02.5834 12/20/2066 | 0.02% |
| GNMA GII30 BO8266 05.0000 07/20/2049 | 0.02% |
| JPMCC 2012-C6 G P/P 144A 02.9720 05/15/2045 | 0.02% |
| FHR 3747 SA IO 04.8238 10/15/2040 | 0.02% |
| GNR 2019-78 SJ IO 04.3923 06/20/2049 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| FNR 2011-101 SA IO 04.2391 10/25/2041 | 0.02% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.02% |
| GNR 2011-H15 AI IO 01.5416 06/20/2061 | 0.02% |
| GNR 2013-H15 CI IO 01.7864 07/20/2063 | 0.02% |
| GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.02% |
| GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.02% |
| GNR 2016-H20 NI IO 02.5534 09/20/2066 | 0.02% |
| GNR 2017-11 PI IO 04.0000 12/20/2046 | 0.02% |
| GNR 2017-H16 JI IO 02.6359 08/20/2067 | 0.02% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.02% |
| OPTN FN30 3.5 02/05/20 CALL 103.0 JPMC | 0.02% |
| FHR 4033 SC IO 04.8738 10/15/2036 | 0.02% |
| FNR 2017-78 KI IO 03.5000 10/25/2047 | 0.02% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% |
| GNR 2014-161 HI IO 04.5000 06/20/2044 | 0.02% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.02% |
| STACR 2018-HQA2 M2 03.9609 10/25/2048 | 0.02% |
| FHR 4413 HI IO 03.5000 03/15/2040 | 0.02% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.02% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.02% |
| GNR 2016-29 IO IO 04.0000 02/16/2046 | 0.02% |
| GNR 2017-120 IJ IO 04.0000 04/20/2047 | 0.02% |
| FHR 4386 IL IO 04.0000 12/15/2043 | 0.02% |
| FHR 4568 MI IO 04.0000 04/15/2046 | 0.02% |
| GNR 2017-17 EI IO 04.0000 09/20/2044 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.02% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.02% |
| CAS 2016-C05 2B 12.4109 01/25/2029 | 0.02% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.02% |
| FNR 2012-103 SD IO 04.3891 09/25/2042 | 0.02% |
| FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.02% |
| GNR 2017-H06 DI IO 01.8084 02/20/2067 | 0.02% |
| CAS 2016-C05 2M2 06.1109 01/25/2029 | 0.02% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.02% |
| GNR 2017-141 ID IO 03.5000 07/20/2047 | 0.02% |
| GNR 2017-H08 NI IO 02.1671 03/20/2067 | 0.02% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.02% |
| GNR 2016-77 SL IO 04.4923 03/20/2043 | 0.02% |
| GNR 2017-6 DI IO 03.5000 01/20/2044 | 0.02% |
| CAS 2018-C05 1M2 04.0109 01/25/2031 | 0.01% |
| FHR 4076 MS IO 05.0238 07/15/2040 | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| GNR 2011-H16 FI IO 01.0583 07/20/2061 | 0.01% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.01% |
| GNR 2019-H14 IB IO 02.5789 08/20/2069 | 0.01% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.01% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.01% |
| GNR 2017-H09 IO IO 01.8606 04/20/2067 | 0.01% |
| CWHL 2006-OA5 2A1 01.8609 04/25/2046 | 0.01% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.01% |
| FHR 4267 CS IO 04.3738 05/15/2039 | 0.01% |
| FHR 4425 WI IO 04.0000 03/15/2043 | 0.01% |
| FHR 4694 GI IO 04.0000 02/15/2043 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.01% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.01% |
| GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.01% |
| SAMI 2007-AR1 2A1 01.8409 01/25/2037 | 0.01% |
| CAS 2016-C01 1B 13.4109 08/25/2028 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.01% |
| FHR 3852 SC IO 04.9738 04/15/2040 | 0.01% |
| FHR 4403 CI IO 04.0000 10/15/2044 | 0.01% |
| FNR 2012-36 SN IO 04.7891 04/25/2042 | 0.01% |
| FNR 2016-97 KI IO 03.0000 06/25/2040 | 0.01% |
| GNR 2016-H24 IO IO 02.1352 09/20/2066 | 0.01% |
| GNR 2017-H11 DI IO 01.8980 05/20/2067 | 0.01% |
| GNR 2019-99 KS IO 04.3923 08/20/2049 | 0.01% |
| GSAA 2006-8 2A2 01.8409 05/25/2036 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| GNR 2012-H29 AI IO 01.4780 10/20/2062 | 0.01% |
| GNR 2012-H29 FI IO 01.4780 10/20/2062 | 0.01% |
| GNR 2015-96 NI IO 03.5000 01/20/2039 | 0.01% |
| GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.01% |
| GNR 2017-H14 DI IO 01.7369 06/20/2067 | 0.01% |
| INDX 2006-AR11 2A1 04.0914 06/25/2036 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| CWALT 2006-OA7 1A2 03.0853 06/25/2046 | 0.01% |
| FHR 3904 NI IO 03.5000 08/15/2026 | 0.01% |
| FHR 4099 BI IO 03.5000 06/15/2039 | 0.01% |
| FHR 4560 PI IO 03.5000 05/15/2045 | 0.01% |
| FNR 2010-140 GS IO 04.3391 07/25/2039 | 0.01% |
| FNR 2010-35 SG IO 04.7391 04/25/2040 | 0.01% |
| FNR 2016-24 CI IO 04.0000 02/25/2046 | 0.01% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.01% |
| GNR 2014-98 AI IO 04.5000 10/20/2041 | 0.01% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.01% |
| GNR 2017-H03 HI IO 01.5613 01/20/2067 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| FHR 4299 JI IO 04.0000 07/15/2043 | 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 2015-106 CI IO 04.0000 05/20/2045 | 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-H13 AI IO 02.6293 06/20/2065 | 0.01% |
| GNR 2016-37 IW IO 04.5000 02/20/2046 | 0.01% |
| GNR 2016-H23 NI IO 02.4688 10/20/2066 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| FHR 3714 KI IO 04.5000 11/15/2039 | 0.01% |
| FHR 4530 TI IO 04.0000 11/15/2045 | 0.01% |
| FHR 4656 AI IO 03.0000 09/15/2037 | 0.01% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 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 2016-H12 AI IO 01.6844 07/20/2065 | 0.01% |
| GNR 2016-H25 GI IO 01.5281 11/20/2066 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FNR 2011-4 CS 09.5782 05/25/2040 | 0.01% |
| FNR 2013-57 IQ IO 03.0000 06/25/2041 | 0.01% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.01% |
| GNR 2010-167 SG IO 04.8304 08/16/2038 | 0.01% |
| GNR 2012-H06 AI IO 01.3690 01/20/2062 | 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 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-H03 DI IO 02.3323 01/20/2065 | 0.01% |
| GNR 2016-149 MI IO 05.5000 05/20/2039 | 0.01% |
| MHL 2005-3 M4 02.6059 08/25/2035 | 0.01% |
| UBSBB 2012-C2 E P/P 144A 05.0469 05/10/2063 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| FHR 3829 AS IO 05.2738 03/15/2041 | 0.00% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.00% |
| FNR 2017-15 LI IO 04.0000 06/25/2046 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.00% |
| GNR 2012-H23 WI IO 01.5891 10/20/2062 | 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-H25 AI IO 01.6409 09/20/2065 | 0.00% |
| GNR 2015-H26 EI IO 01.7603 10/20/2065 | 0.00% |
| GNR 2016-H02 HI IO 02.2414 01/20/2066 | 0.00% |
| GNR 2016-H14 AI IO 02.7595 06/20/2066 | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.00% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.00% |
| 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 2013-27 PI IO 03.0000 12/25/2041 | 0.00% |
| GNR 2010-134 ES IO 04.3423 11/20/2039 | 0.00% |
| GNR 2010-H22 CI IO 02.4007 10/20/2060 | 0.00% |
| GNR 2011-156 SK IO 04.9423 04/20/2038 | 0.00% |
| GNR 2013-H24 AI IO 01.4914 09/20/2063 | 0.00% |
| GNR 2014-H21 AI IO 01.6686 10/20/2064 | 0.00% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.00% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.00% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.00% |
| GNR 2015-H10 CI IO 01.8408 04/20/2065 | 0.00% |
| GNR 2015-H10 HI IO 02.7285 04/20/2065 | 0.00% |
| GNR 2015-H14 BI IO 01.5976 05/20/2065 | 0.00% |
| GNR 2015-H15 JI IO 02.0062 06/20/2065 | 0.00% |
| GNR 2015-H20 CI IO 02.3402 08/20/2065 | 0.00% |
| GNR 2015-H23 DI IO 01.8928 09/20/2065 | 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 04.4423 10/20/2045 | 0.00% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.00% |
| GNR 2016-H06 HI IO 02.0755 02/20/2066 | 0.00% |
| GNR 2016-H11 HI IO 02.0999 01/20/2066 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.00% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.00% |
| BACM 2008-1 AJ 06.7858 02/10/2051 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% |
| FHR 4462 PI IO 04.0000 04/15/2045 | 0.00% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.00% |
| FHR 4663 TI IO 03.5000 10/15/2042 | 0.00% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.00% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2010-H19 BI IO 01.4902 08/20/2060 | 0.00% |
| GNR 2011-H07 FI IO 01.2691 02/20/2061 | 0.00% |
| GNR 2014-60 SE IO 04.4423 04/20/2044 | 0.00% |
| GNR 2014-H08 BI IO 01.4900 04/20/2064 | 0.00% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.00% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.00% |
| GNR 2015-187 JI IO 04.0000 03/20/2045 | 0.00% |
| GNR 2015-H20 AI IO 01.8573 08/20/2065 | 0.00% |
| GNR 2015-H24 BI IO 01.6487 08/20/2065 | 0.00% |
| GNR 2015-H24 HI IO 02.0388 09/20/2065 | 0.00% |
| GNR 2015-H25 BI IO 02.0015 10/20/2065 | 0.00% |
| GNR 2015-H25 CI IO 01.9149 10/20/2065 | 0.00% |
| GNR 2015-H25 EI IO 01.8835 10/20/2065 | 0.00% |
| GNR 2015-H26 DI IO 01.9057 10/20/2065 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| FHR 4000 LI IO 04.0000 02/15/2042 | 0.00% |
| FHR 4074 KS IO 05.0238 02/15/2041 | 0.00% |
| FHR 4389 IA IO 04.0000 09/15/2044 | 0.00% |
| FNR 2011-59 BI IO 06.0000 08/25/2040 | 0.00% |
| FNR 2011-98 AI IO 03.5000 11/25/2037 | 0.00% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2011-22 PS IO 04.3423 07/20/2040 | 0.00% |
| GNR 2011-H08 GI IO 01.2932 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 2013-182 SY IO 04.4423 12/20/2043 | 0.00% |
| GNR 2013-H14 XI IO 01.6793 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-H09 AI IO 01.4608 01/20/2064 | 0.00% |
| GNR 2014-H13 BI IO 01.5903 05/20/2064 | 0.00% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.00% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.00% |
| GNR 2015-H16 XI IO 02.6425 07/20/2065 | 0.00% |
| GNR 2015-H18 IA IO 01.8634 06/20/2065 | 0.00% |
| GNR 2015-H22 EI IO 01.6374 08/20/2065 | 0.00% |
| GNR 2015-H23 BI IO 01.7731 09/20/2065 | 0.00% |
| GNR 2015-H26 GI IO 01.8286 10/20/2065 | 0.00% |
| GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.00% |
| GNR 2016-H04 KI IO 02.3377 02/20/2066 | 0.00% |
| GNR 2016-H08 GI IO 01.4589 04/20/2066 | 0.00% |
| GNR 2017-H06 EI IO 01.6125 02/20/2067 | 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% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.00% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.00% |
| FHR 4501 BI IO 03.5000 10/15/2043 | 0.00% |
| FHR 4666 AI MTGE IO 03.0000 09/15/2035 | 0.00% |
| FNR 2012-86 CS IO 04.4391 04/25/2039 | 0.00% |
| FNR 2012-90 EI IO 03.5000 02/25/2039 | 0.00% |
| FNR 2013-41 SP IO 04.5391 06/25/2040 | 0.00% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.00% |
| FNR 2014-95 TI IO 04.0000 05/25/2039 | 0.00% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.00% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2015-H09 BI IO 01.7244 03/20/2065 | 0.00% |
| GNR 2015-H26 CI IO 00.3555 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 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 BC | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| FHR 4073 AS IO 04.3738 08/15/2038 | 0.00% |
| GNR 2010-50 QS IO 04.8923 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% |
| GNR 2016-167 SB IO 04.3423 04/20/2038 | 0.00% |
| SWPTN 5WX10Y P 1.829 USD 02/10/2020 CI | 0.00% |
| SWPTN 5WX10Y P 1.924 USD 02/10/2020 CI | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| OPTN FN30 3.5 02/05/20 PUT 103.0 JPMC | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.01% |
| OPTN FN30 3.0 02/05/20 PUT 101.703125 JPMC | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| 1.5545 R ISWP US0003M P 01/29/2030 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 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.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% |
| 1.641 R ISWP US0003M P 01/10/2022 | -0.02% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| 1.744 R ISWP US0003M P 01/08/2030 | -0.03% |
| 1.5905 R ISWP US0003M P 01/23/2025 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.04% |
| 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 MS | -0.05% |
| 1.859 R ISWP US0003M P 12/30/2029 | -0.05% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.05% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.07% |
| 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 | -0.09% |
| SWPTN 6MX5Y P 1.58 USD 03/13/2020 CI | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.16% |
| GNMA GII30 TBA 03.5000 02/01/2050 | -0.29% |
| FNMA FN30 TBA UMBS 04.5000 02/01/2050 | -0.30% |
| SWPTN 5WX10Y R 1.829 USD 02/10/2020 CI | -0.31% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.35% |
| 1.79 R ISWP US0003M P 12/31/2029 | -0.67% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | -0.72% |
| FNMA FN30 TBA UMBS 03.5000 02/01/2050 | -0.87% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | -0.94% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.05% |
| FNMA FN30 TBA UMBS 03.0000 01/01/2050 | 19.53% |
|---|---|
| REPO TRIPA MORTG 1.57 01/02/2020 | 13.60% |
| FNMA FN30 TBA UMBS 03.0000 02/01/2050 | 11.59% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2050 | 4.69% |
| TREASURY BILL 00.0000 06/11/2020 | 1.56% |
| TREASURY BILL 00.0000 05/07/2020 | 0.80% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.79% |
| FNR 2018-39 SA IO 04.4080 06/25/2048 | 0.76% |
| TREASURY BILL 00.0000 04/16/2020 | 0.72% |
| FNR 2019-41 SB IO 04.2580 08/25/2049 | 0.70% |
| GNR 2019-83 SL IO 04.3354 07/20/2049 | 0.67% |
| CAS 2018-C05 1B1 06.0420 01/25/2031 | 0.66% |
| TREASURY BILL 00.0000 05/21/2020 | 0.65% |
| STRU NSI-2513 SA IO 04.2580 06/25/2049 | 0.64% |
| GNMA GII30 TBA 04.5000 01/01/2050 | 0.63% |
| GNMA GII30 TBA 04.0000 01/01/2050 | 0.62% |
| CAS 2017-C07 2M2 04.2920 05/25/2030 | 0.62% |
| STACR 2016-HQA4 M3 05.6920 04/25/2029 | 0.61% |
| GNR 2019-6 SM IO 04.2854 01/20/2049 | 0.59% |
| FNR 2019-28 S IO 04.2580 06/25/2049 | 0.58% |
| STACR 2018-DNA2 B1 05.4920 12/25/2030 | 0.57% |
| STACR 2019-DNA2 M2 04.2420 03/25/2049 | 0.55% |
| STACR 2018-HQA2 B1 06.0420 10/25/2048 | 0.54% |
| TREASURY BILL 00.0000 03/12/2020 | 0.54% |
| GNR 2019-83 JS IO 04.3354 07/20/2049 | 0.53% |
| STACR 2015-DNA2 B 09.3420 12/25/2027 | 0.51% |
| FNR 2019-45 SD IO 04.2580 08/25/2049 | 0.49% |
| GNR 2019-100 JS IO 04.3354 08/20/2049 | 0.48% |
| CAS 2015-C04 1M2 07.4920 04/25/2028 | 0.48% |
| CAS 2019-R02 1B1 05.9420 08/25/2031 | 0.47% |
| GNR 2019-89 JS IO 04.2854 04/20/2049 | 0.45% |
| STACR 2016-HQA1 M3 08.1420 09/25/2028 | 0.45% |
| CCMFC 2006-4A A2 01.9720 11/25/2047 | 0.45% |
| GNR 2019-83 SW IO 04.3354 07/20/2049 | 0.45% |
| FNR 2019-58 SA IO 04.2580 10/25/2049 | 0.44% |
| FHR 4290 LS IO 04.3603 07/15/2035 | 0.43% |
| GNR 2019-78 SM IO 04.3354 06/20/2049 | 0.43% |
| FNR 2011-126 SJ IO 04.2080 12/25/2041 | 0.43% |
| GNR 2019-H03 AI IO 02.4127 11/20/2068 | 0.41% |
| SPST 2019-7 A 02.4799 09/24/2020 | 0.41% |
| AHM 2007-1 GA1C 01.9820 05/25/2047 | 0.41% |
| SPST 2019-11 A 02.5299 10/24/2020 | 0.41% |
| CAS 2019-R04 2B1 07.0420 06/25/2039 | 0.40% |
| GNR 2019-121 SD IO 04.2354 10/20/2049 | 0.40% |
| CAS 2017-C02 2B1 07.2920 09/25/2029 | 0.38% |
| STACR 2019-HQA2 B1 05.8920 04/25/2049 | 0.38% |
| CAS 2019-R04 2M2 03.8920 06/25/2039 | 0.37% |
| GNR 2019-83 SA IO 04.3354 07/20/2049 | 0.36% |
| FNR 2019-5 SA IO 04.3080 03/25/2049 | 0.36% |
| FNR 2019-18 SL IO 04.3080 05/25/2049 | 0.36% |
| FHR 4839 WS IO 04.3603 08/15/2056 | 0.35% |
| FNR 2019-21 SB IO 04.2580 05/25/2049 | 0.35% |
| GNR 2015-182 IC IO 04.5000 12/20/2045 | 0.35% |
| CAS 2016-C03 2B 14.5420 10/25/2028 | 0.35% |
| CAS 2017-C03 1B1 06.6420 10/25/2029 | 0.34% |
| STACR 2019-DNA1 M2 04.4420 01/25/2049 | 0.33% |
| CAS 2017-C04 2B1 06.8420 11/25/2029 | 0.33% |
| FNR 2019-26 SM IO 04.2580 06/25/2049 | 0.33% |
| MSBAM 2013-C10 F P/P 144A 04.0814 07/15/2046 | 0.33% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | 0.33% |
| FNR 2018-38 SP IO 04.4080 06/25/2048 | 0.33% |
| WFRBS 2013-C15 D P/P 144A 04.4936 08/15/2046 | 0.32% |
| FNMA FN30 TBA UMBS 05.0000 01/01/2050 | 0.32% |
| FASST 2019-HB1 M5 06.0000 04/25/2029 | 0.32% |
| GNR 2018-H01 AI IO 01.9804 01/20/2068 | 0.32% |
| FHR 4922 SA IO 04.3103 08/25/2049 | 0.31% |
| FNR 2016-91 AS IO 04.3080 12/25/2046 | 0.31% |
| GNR 2019-H20 IA IO 01.2124 11/20/2069 | 0.31% |
| FNR 2019-18 SH IO 04.3580 05/25/2049 | 0.31% |
| FNS 422 C12 IO 04.0000 12/25/2045 | 0.30% |
| BSCMS 2007-T26 AJ 05.4499 01/12/2045 | 0.30% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.29% |
| GNR 2014-188 IB IO 04.0000 12/20/2044 | 0.29% |
| GNR 2014-3 SM IO 04.3354 01/20/2044 | 0.29% |
| STACR 2018-DNA2 M2 03.9420 12/25/2030 | 0.28% |
| GSMS 2014-GC24 D P/P 144A 04.5323 09/10/2047 | 0.28% |
| SPST 2018-8 A 02.4799 02/24/2020 | 0.28% |
| SPST 2019-3 A 02.4799 06/24/2020 | 0.27% |
| COMM 2014-CR19 D P/P 144A 04.7472 08/10/2047 | 0.27% |
| STACR 2018-DNA3 B2 09.5420 09/25/2048 | 0.27% |
| JPMCC 2007-CB20 E P/P 144A 06.1834 02/12/2051 | 0.27% |
| STACR 2017-DNA1 B1 06.7420 07/25/2029 | 0.26% |
| COMM 2014-CR17 E P/P 144A 04.8499 05/10/2047 | 0.26% |
| GNR 2017-H05 CI IO 03.0331 02/20/2067 | 0.26% |
| COMM 2012-CR4 B P/P 144A 03.7030 10/15/2045 | 0.26% |
| FNR 2017-8 SB IO 04.3080 02/25/2047 | 0.26% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.26% |
| GNR 2014-27 S IO 04.3354 02/20/2044 | 0.25% |
| CAS 2017-C06 2B1 06.2420 02/25/2030 | 0.25% |
| CAS 2017-C06 2M2 04.5920 02/25/2030 | 0.25% |
| FNR 2017-16 QS IO 04.2880 03/25/2047 | 0.24% |
| CAS 2018 - C01 1B1 05.3420 07/25/2030 | 0.24% |
| CAS 2017-C05 1B1 05.3920 01/25/2030 | 0.24% |
| FNR 2016-85 SL IO 04.3080 11/25/2046 | 0.24% |
| SPST 2019-WL1 A 02.4420 08/25/2052 | 0.24% |
| FHR 4808 SD IO 04.4603 07/15/2048 | 0.23% |
| JPMBB 2014-C18 D P/P 144A 04.8101 02/15/2047 | 0.23% |
| 1.79 R ISWP US0003M P 12/31/2029 | 0.23% |
| FNR 2019-17 JS IO 04.3080 04/25/2049 | 0.23% |
| GNR 2013-9 S IO 04.9854 01/20/2043 | 0.23% |
| GNR 2018-72 IC IO 04.0000 05/20/2045 | 0.23% |
| CAS 2016-C03 2M2 07.6920 10/25/2028 | 0.22% |
| CAS 2017-C06 1M2 04.4420 02/25/2030 | 0.22% |
| CAS 2019-R06 2B1 05.5420 09/25/2039 | 0.22% |
| GNR 2017-H21 AI IO 02.8276 10/20/2067 | 0.22% |
| FHR 4789 AS IO 04.4603 05/15/2048 | 0.21% |
| FHR 4926 SP IO 04.2603 08/25/2049 | 0.21% |
| GNR 2019-H15 CI IO 01.2650 07/20/2069 | 0.21% |
| MSC 2011-C3 G P/P 144A 05.2445 07/15/2049 | 0.21% |
| MWST 2019-1 A 02.5920 06/25/2052 | 0.21% |
| FNR 2016-78 CS IO 04.3080 05/25/2039 | 0.20% |
| GNR 2018-H02 HI IO 02.1090 01/20/2068 | 0.20% |
| JPMCC 2013-LC11 D 04.1678 04/15/2046 | 0.20% |
| OMIR 2018-1A M2 04.6420 07/25/2028 | 0.20% |
| FNR 2019-60 BS IO 04.2580 10/25/2049 | 0.20% |
| JPMCC 2011-C3 D P/P 144A 05.6639 02/15/2046 | 0.19% |
| GNR 2009-121 DI IO 04.5000 12/16/2039 | 0.19% |
| OMIR 2017-1A B1 P/P 144A 07.5420 04/25/2027 | 0.19% |
| BALTA 2005-8 21A1 04.1641 10/25/2035 | 0.19% |
| MCAS 2019-01 M10 P/P 144A 05.0420 10/15/2049 | 0.19% |
| GNR 2017-H04 BI IO 02.4952 02/20/2067 | 0.19% |
| STACR 2018-HQA1 M2 04.0920 09/25/2030 | 0.19% |
| CAS 2015-C04 2M2 07.3420 04/25/2028 | 0.18% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.18% |
| GNR 2017-H20 GI IO 02.7773 09/20/2067 | 0.18% |
| NHLT 2018-2A M5 P/P 144A 06.0000 07/25/2028 | 0.18% |
| TREASURY BILL 00.0000 01/02/2020 | 0.18% |
| WFRBS 2012-C10 D P/P 144A 04.4298 12/15/2045 | 0.18% |
| WFRBS 2012-C9 E P/P 144A 04.8108 11/15/2045 | 0.17% |
| GNR 2018-H07 IE IO 02.4333 02/20/2068 | 0.17% |
| JPMBB 2013-C12 E P/P 144A 04.1001 07/15/2045 | 0.17% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.17% |
| BALTA 2006-6 1A1 02.1120 11/25/2036 | 0.17% |
| WFRBS 2012-C7 E P/P 144A 04.8134 06/15/2045 | 0.17% |
| FNR 2016-88 BS IO 04.3080 12/25/2046 | 0.17% |
| GNR 2019-35 SE IO 04.4103 01/16/2044 | 0.17% |
| UBSCM 2012-C1 D P/P 144A 05.5703 05/10/2045 | 0.16% |
| STACR 2018-DNA3 B1 05.6920 09/25/2048 | 0.16% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.16% |
| GSAA 2006-1 A1 01.8820 01/25/2036 | 0.16% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.15% |
| STACR 2017-HQA1 M2 05.3420 08/25/2029 | 0.15% |
| GNR 2017-H10 MI IO 01.8149 04/20/2067 | 0.15% |
| FNR 2018-36 SD IO 04.4580 06/25/2048 | 0.15% |
| STACR 2018-DNA1 B1 04.9420 07/25/2030 | 0.15% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | 0.15% |
| MSBAM 2013-C12 E P/P 144A 04.7658 10/15/2046 | 0.15% |
| GNR 2016-H22 AI IO 02.1738 10/20/2066 | 0.15% |
| MSBAM 2013-C11 D P/P 144A 04.3535 08/15/2046 | 0.15% |
| FHR 3346 SC IO 04.8103 10/15/2033 | 0.14% |
| UBSBB 2012-C4 D P/P 144A 04.4797 12/10/2045 | 0.14% |
| GNR 2017-H11 NI IO 02.2271 05/20/2067 | 0.14% |
| COMM 2014-CR17 D P/P 144A 04.8499 05/10/2047 | 0.14% |
| STACR 2016-DNA3 M3 06.7920 12/25/2028 | 0.14% |
| CMLTI 2007-AR5 1A1A 04.4430 04/25/2037 | 0.13% |
| GNR 2017-H22 DI IO 02.4573 11/20/2067 | 0.13% |
| GNR 2019-H09 EI IO 02.4954 04/20/2069 | 0.13% |
| MSBAM 2013-C10 E P/P 144A 04.0814 07/15/2046 | 0.13% |
| CAS 2019-R05 1M2 03.7920 07/25/2039 | 0.13% |
| FNR 2010-99 NI IO 06.0000 09/25/2040 | 0.13% |
| FNR 2014-87 MS IO 04.4580 01/25/2045 | 0.13% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.13% |
| WFCM 2013-LC12 D P/P 144A 04.2843 07/15/2046 | 0.13% |
| GNR 2017-H20 AI IO 02.3538 10/20/2067 | 0.13% |
| GNR 2014-H08 CI IO 01.5244 03/20/2064 | 0.13% |
| CAS 2016-C03 1M2 07.0920 10/25/2028 | 0.12% |
| GNR 2017-H16 IB IO 02.1184 08/20/2067 | 0.12% |
| GNR 2018-H11 JI IO 02.5272 07/20/2068 | 0.12% |
| OPTN FN30 3.0 01/07/20 CALL 101.34375 JPMC | 0.12% |
| CAS 2016-C07 2M2 06.1420 05/25/2029 | 0.12% |
| GNR 2013-167 SG IO 04.3854 11/20/2043 | 0.12% |
| GNR 2014-H23 BI IO 01.5993 11/20/2064 | 0.12% |
| STACR 2015-DNA3 B 11.1420 04/25/2028 | 0.12% |
| GSR 2007-OA1 2A3A 02.1020 05/25/2037 | 0.12% |
| GNR 2010-125 SD IO 04.9403 01/16/2040 | 0.12% |
| STACR 2018-HQA2 B2 12.7920 10/25/2048 | 0.12% |
| GNR 2018-H01 IB IO 01.6495 01/20/2068 | 0.12% |
| GNR 2016-150 I IO 05.0000 11/20/2046 | 0.11% |
| GNR 2013-99 AS IO 04.2854 06/20/2043 | 0.11% |
| MSRR 2010-R4 4B 03.0270 02/26/2037 | 0.11% |
| GNR 2016-H21 AI IO 02.1945 09/20/2066 | 0.11% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.11% |
| GNR 2018-H11 AI IO 02.4668 02/20/2068 | 0.11% |
| STACR 2016-HQA3 M3 05.6420 03/25/2029 | 0.11% |
| WFMBS 2006-AR5 1A1 05.1720 04/25/2036 | 0.11% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.11% |
| GNR 2016-H24 CI IO 01.7303 10/20/2066 | 0.11% |
| GNR 2016-H27 EI IO 02.4050 12/20/2066 | 0.11% |
| UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.11% |
| GNR 2017-H03 DI IO 01.8138 12/20/2066 | 0.11% |
| GNR 2018-H02 IM IO 01.9927 02/20/2068 | 0.11% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.10% |
| GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.10% |
| GNR 2017-H02 BI IO 02.2577 01/20/2067 | 0.10% |
| WAMU 2005-AR10 1A3 04.1407 09/25/2035 | 0.10% |
| SAMI 2006-AR7 A1BG 01.9120 08/25/2036 | 0.10% |
| STACR 2019-DNA1 B1 06.4420 01/25/2049 | 0.10% |
| STACR 2019-HQA1 B2 14.0420 02/25/2049 | 0.10% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.10% |
| MSC 2012-C4 D P/P 144A 05.4193 03/15/2045 | 0.10% |
| BALTA 2005-7 21A1 04.3392 09/25/2035 | 0.10% |
| FNR 2016-83 BS IO 04.3080 11/25/2046 | 0.10% |
| MSC 2012-C4 E P/P 144A 05.4193 03/15/2045 | 0.10% |
| STACR 2016-DNA1 B 11.7920 07/25/2028 | 0.10% |
| CWALT 2006-OA10 4A1 01.9820 08/25/2046 | 0.10% |
| CWALT 2006-OA19 A1 01.9446 02/20/2047 | 0.10% |
| STACR 2015-HQA2 B 12.2920 05/25/2028 | 0.10% |
| CAS 2016-C06 1B 11.0420 04/25/2029 | 0.10% |
| FHR 4560 IO IO 05.7987 05/15/2039 | 0.10% |
| GNR 2013-182 SP IO 04.9354 12/20/2043 | 0.10% |
| GNR 2015-H01 BI IO 01.6007 01/20/2065 | 0.10% |
| GNR 2016-H22 IO IO 01.8960 10/20/2066 | 0.10% |
| GNR 2017-H16 CI IO 01.6950 07/20/2067 | 0.10% |
| FNR 2016-102 JI IO 03.5000 02/25/2046 | 0.10% |
| STACR 2019-HQA1 M2 04.1420 02/25/2049 | 0.10% |
| GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.09% |
| GNR 2017-H03 CI IO 01.9934 12/20/2066 | 0.09% |
| JPMBB 2013-C14 F P/P 144A 03.5980 08/15/2046 | 0.09% |
| CWALT 2006-OA10 3A1 01.9820 08/25/2046 | 0.09% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.09% |
| GNR 2017-H14 JI IO 02.1949 06/20/2067 | 0.09% |
| CAS 2018-C06 2B1 05.8920 03/25/2031 | 0.09% |
| COMM 2012-CR3 E P/P 144A 04.7516 10/15/2045 | 0.09% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.09% |
| GNR 2018-H08 FI IO 01.6057 06/20/2068 | 0.09% |
| GNR 2017-H08 EI IO 02.3756 02/20/2067 | 0.09% |
| GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 | 0.09% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.09% |
| GNR 2015-H04 AI IO 01.8418 12/20/2064 | 0.09% |
| GNR 2016-H26 KI IO 01.8370 11/20/2066 | 0.09% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.09% |
| STACR 2017-DNA2 B1 06.9420 10/25/2029 | 0.09% |
| STACR 2019-DNA2 B1 06.1420 03/25/2049 | 0.09% |
| CAS 2016-C05 2M2 06.2420 01/25/2029 | 0.09% |
| GNR 2015-165 IC IO 03.5000 07/16/2041 | 0.09% |
| FNR 2012-132 PI IO 05.0000 10/25/2042 | 0.08% |
| GNR 2014-95 JI IO 04.5000 12/16/2039 | 0.08% |
| GNR 2015-H22 HI IO 02.0527 08/20/2065 | 0.08% |
| FNR 2017-48 LI IO 04.0000 05/25/2047 | 0.08% |
| STACR 2017-DNA3 B1 06.2420 03/25/2030 | 0.08% |
| GNR 2018-H05 BI IO 02.0504 02/20/2068 | 0.08% |
| FHR 4451 CI IO 07.0000 03/15/2045 | 0.08% |
| GNR 2014-H06 BI IO 01.5085 02/20/2064 | 0.08% |
| CAS 2018-C04 2M2 04.3420 12/25/2030 | 0.08% |
| GSAA 2005-15 2A2 02.0420 01/25/2036 | 0.08% |
| GNR 2016-164 IO IO 06.5000 12/20/2046 | 0.08% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.08% |
| STACR 2019-DNA2 B2 12.2920 03/25/2049 | 0.08% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.08% |
| GNR 2017-H16 KI IO 01.5024 08/20/2067 | 0.08% |
| FNR 2016-65 CS IO 04.3080 09/25/2046 | 0.07% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.07% |
| HVMLT 2004-11 1A 02.4639 01/19/2035 | 0.07% |
| JPMCC 2011-C3 E P/P 144A 05.6639 02/15/2046 | 0.07% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.07% |
| GNR 2016-H18 QI IO 03.1065 06/20/2066 | 0.07% |
| FNR 2018-1 JI IO 05.0000 02/25/2048 | 0.07% |
| GNR 2011-148 SN IO 04.9503 11/16/2041 | 0.07% |
| FNR 2012-90 DI IO 04.0000 03/25/2042 | 0.07% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.07% |
| GNR 2017-H14 EI IO 01.5368 06/20/2067 | 0.07% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.07% |
| WFRBS 2012-C7 D P/P 144A 04.8134 06/15/2045 | 0.07% |
| CMLTI 2007-AMC3 A2D 02.1420 03/25/2037 | 0.07% |
| FNR 2017-8 IO IO 06.0000 02/25/2047 | 0.07% |
| GNMA GII30 BP3623 05.0000 08/20/2049 | 0.07% |
| GNMA GII30 BQ7315 05.0000 10/20/2049 | 0.07% |
| FNR 2011-134 SP IO 04.2080 02/25/2041 | 0.06% |
| FNR 2018-15 PI IO 04.0000 10/25/2047 | 0.06% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.06% |
| JPMCC 2012-C6 E P/P 144A 05.1571 05/15/2045 | 0.06% |
| STACR 2019-DNA1 B2 12.5420 01/25/2049 | 0.06% |
| GNR 2016-H17 DI IO 02.5851 07/20/2066 | 0.06% |
| GNR 2017-H13 QI IO 02.1242 06/20/2067 | 0.06% |
| FNR 2015-73 PI IO 03.5000 10/25/2045 | 0.06% |
| GNR 2013-6 AI IO 03.5000 08/20/2039 | 0.06% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.06% |
| GNR 2018-91 SJ IO 04.4854 07/20/2048 | 0.06% |
| GNR 2012-H29 CI IO 01.4519 02/20/2062 | 0.06% |
| CMLTI 2007-WFH3 M1 02.0520 06/25/2037 | 0.06% |
| GNR 2012-H11 FI IO 01.2529 02/20/2062 | 0.06% |
| RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029 | 0.06% |
| CAS 2018-C01 1M2 04.0420 07/25/2030 | 0.06% |
| CAS 2019-R03 1B1 05.8920 09/25/2031 | 0.06% |
| FHR 4707 AI IO 04.0000 07/15/2047 | 0.06% |
| FHS 324 C21 IO 06.0000 06/15/2039 | 0.06% |
| GNR 2015-40 KI IO 04.0000 07/20/2044 | 0.06% |
| GNR 2017-H06 MI IO 02.2525 02/20/2067 | 0.06% |
| TREASURY BILL 00.0000 06/04/2020 | 0.06% |
| GNR 2018-77 IO IO 05.0000 06/20/2048 | 0.06% |
| OMIR 2019-1A B1B 06.1420 07/25/2029 | 0.06% |
| BMIR 2019-4A B1 P/P 144A 05.6420 10/25/2029 | 0.06% |
| GNMA GII30 BL2894 05.0000 04/20/2049 | 0.06% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.06% |
| GNR 2015-H29 HI IO 02.0953 09/20/2065 | 0.06% |
| GNR 2017-H20 DI IO 02.3548 10/20/2067 | 0.06% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.06% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.05% |
| GNMA GII30 BO5417 05.0000 06/20/2049 | 0.05% |
| GNR 2017-H18 DI IO 02.4821 09/20/2067 | 0.05% |
| TREASURY BILL 00.0000 04/09/2020 | 0.05% |
| FHR 4127 PI IO 04.5000 07/15/2042 | 0.05% |
| GNMA GII30 BO4634 05.0000 06/20/2049 | 0.05% |
| FNR 2012-49 QI IO 04.5000 12/25/2040 | 0.05% |
| CWALT 2005-51 3A3A 02.4046 11/20/2035 | 0.05% |
| GNR 2017-68 IL IO 04.0000 08/20/2044 | 0.05% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.05% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.05% |
| GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.05% |
| OMIR 2019-1A B1A 05.2920 07/25/2029 | 0.05% |
| TREASURY BILL 00.0000 04/23/2020 | 0.05% |
| FHR 4475 CI IO 03.5000 01/15/2044 | 0.05% |
| CAS 2015-C03 2M2 06.7920 07/25/2025 | 0.05% |
| FHR 3981 WS IO 04.8103 05/15/2041 | 0.05% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.05% |
| GNR 2017-130 IB IO 04.0000 08/20/2047 | 0.05% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.05% |
| GNR 2012-103 CI IO 03.5000 08/16/2042 | 0.05% |
| GNR 2014-58 SA IO 04.3354 04/20/2044 | 0.05% |
| GNR 2017-99 AI IO 04.0000 01/20/2047 | 0.04% |
| GNR 2017-H03 AI IO 01.6528 12/20/2066 | 0.04% |
| GNR 2017-H09 DI IO 01.9441 03/20/2067 | 0.04% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | 0.04% |
| FHR 4604 QI IO 03.5000 07/15/2046 | 0.04% |
| GNMA GII30 BP2045 05.0000 07/20/2049 | 0.04% |
| CWALT 2006-45T1 2A7 02.1320 02/25/2037 | 0.04% |
| GNR 2012-98 AI IO 04.5000 04/16/2042 | 0.04% |
| GNR 2017-H20 HI IO 02.3037 10/20/2067 | 0.04% |
| WAMU 2004-AR12 A2B 02.7120 10/25/2044 | 0.04% |
| FNR 2013-90 SD IO 04.8080 09/25/2043 | 0.04% |
| GNR 2017-123 IO IO 05.0000 08/16/2047 | 0.04% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.04% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.04% |
| GNR 2017-H08 DI IO 02.6828 02/20/2067 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.04% |
| GNR 2011-135 DI IO 05.0000 04/16/2040 | 0.04% |
| GNR 2016-H06 AI IO 02.4861 02/20/2066 | 0.04% |
| GNR 2017-136 IY IO 05.0000 03/20/2045 | 0.04% |
| GNR 2017-26 EI IO 05.0000 02/20/2040 | 0.04% |
| GNR 2017-H06 BI IO 02.3132 02/20/2067 | 0.04% |
| GNR 2017-H22 EI IO 02.9643 10/20/2067 | 0.04% |
| CWALT 2006-OA10 2A1 01.9820 08/25/2046 | 0.04% |
| GNR 2017-H19 MI IO 02.0496 04/20/2067 | 0.04% |
| CAS 2016-C03 1B 13.5420 10/25/2028 | 0.04% |
| GNR 2014-H25 BI IO 01.7241 12/20/2064 | 0.04% |
| BSCMS 2007-T28 D P/P 144A 05.5336 09/11/2042 | 0.04% |
| GNR 2012-H10 AI IO 01.2383 12/20/2061 | 0.04% |
| JPALT 2007-A2 12A1 01.9920 06/25/2037 | 0.04% |
| FHR 4134 PI IO 03.0000 11/15/2042 | 0.03% |
| FHR 4550 AI IO 03.0000 10/15/2040 | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| SAMI 2006-AR7 A1A 02.0020 08/25/2036 | 0.03% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.03% |
| GNMA GII30 BO2715 05.0000 07/20/2049 | 0.03% |
| GNMA GII30 BO4614 05.0000 06/20/2049 | 0.03% |
| GNMA GII30 BP3611 05.0000 07/20/2049 | 0.03% |
| GNR 2016-49 IO IO 04.5000 11/16/2045 | 0.03% |
| CWALT 2006-OA10 1A1 03.1995 08/25/2046 | 0.03% |
| WAMU 2005-AR13 A1C4 02.2220 10/25/2045 | 0.03% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.03% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.03% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.03% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.03% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.03% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.03% |
| GNR 2010-H20 IF IO 01.4803 10/20/2060 | 0.03% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.03% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.03% |
| BSMF 2006-AR2 2A1 02.0220 09/25/2046 | 0.03% |
| CAS 2018-C06 1B1 05.5420 03/25/2031 | 0.03% |
| CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.03% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.03% |
| GNMA GII30 BO6603 05.0000 07/20/2049 | 0.03% |
| GNR 2016-H16 DI IO 02.4684 06/20/2066 | 0.03% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.03% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.03% |
| FHR 3984 DS IO 04.2103 01/15/2042 | 0.03% |
| GNMA GII30 BO8266 05.0000 07/20/2049 | 0.03% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.03% |
| GNR 2016-H27 BI IO 02.0275 12/20/2066 | 0.03% |
| GNR 2017-H03 EI IO 02.2926 01/20/2067 | 0.03% |
| CAS 2016-C02 1B 14.0420 09/25/2028 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| CAS 2017-C07 2B1 06.2420 05/25/2030 | 0.02% |
| FHR 4033 SC IO 04.8103 10/15/2036 | 0.02% |
| FNR 2017-78 KI IO 03.5000 10/25/2047 | 0.02% |
| GNR 2017-11 PI IO 04.0000 12/20/2046 | 0.02% |
| FHR 3747 SA IO 04.7603 10/15/2040 | 0.02% |
| FHR 4386 IL IO 04.0000 12/15/2043 | 0.02% |
| GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.02% |
| GNR 2017-120 IJ IO 04.0000 04/20/2047 | 0.02% |
| JPMCC 2012-C6 G P/P 144A 02.9720 05/15/2045 | 0.02% |
| FHR 4413 HI IO 03.5000 03/15/2040 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| FNR 2011-101 SA IO 04.1080 10/25/2041 | 0.02% |
| GNR 2013-H15 CI IO 01.7967 07/20/2063 | 0.02% |
| GNR 2014-161 HI IO 04.5000 06/20/2044 | 0.02% |
| GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.02% |
| GNR 2017-141 ID IO 03.5000 07/20/2047 | 0.02% |
| GNR 2017-17 EI IO 04.0000 09/20/2044 | 0.02% |
| GNR 2019-78 SJ IO 04.2854 06/20/2049 | 0.02% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.02% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.02% |
| GNR 2011-H15 AI IO 01.5533 06/20/2061 | 0.02% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.02% |
| GNR 2016-H20 NI IO 02.3414 09/20/2066 | 0.02% |
| GNR 2017-6 DI IO 03.5000 01/20/2044 | 0.02% |
| GNR 2017-H16 JI IO 02.6761 08/20/2067 | 0.02% |
| FHR 4568 MI IO 04.0000 04/15/2046 | 0.02% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% |
| GNR 2016-29 IO IO 04.0000 02/16/2046 | 0.02% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.02% |
| STACR 2018-HQA2 M2 04.0920 10/25/2048 | 0.02% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.02% |
| FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.02% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.02% |
| CAS 2016-C05 2B 12.5420 01/25/2029 | 0.02% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.02% |
| FNR 2012-103 SD IO 04.2580 09/25/2042 | 0.02% |
| GNR 2017-H06 DI IO 01.8121 02/20/2067 | 0.02% |
| OPTN FN30 3.5 01/07/20 CALL 102.8125 JPMC | 0.02% |
| FHR 4076 MS IO 04.9603 07/15/2040 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| GNR 2017-H08 NI IO 02.1894 03/20/2067 | 0.02% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.02% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| GNR 2016-77 SL IO 04.3854 03/20/2043 | 0.02% |
| CAS 2018-C05 1M2 04.1420 01/25/2031 | 0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.02% |
| FHR 4267 CS IO 04.3103 05/15/2039 | 0.02% |
| FHR 4694 GI IO 04.0000 02/15/2043 | 0.02% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.02% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.02% |
| GNR 2019-H14 IB IO 02.4638 08/20/2069 | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.01% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.01% |
| FHR 4425 WI IO 04.0000 03/15/2043 | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| FNR 2016-97 KI IO 03.0000 06/25/2040 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| GNR 2011-H16 FI IO 01.0666 07/20/2061 | 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 2017-H09 IO IO 01.8606 04/20/2067 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | 0.01% |
| CSMC 2008-C1 AJ P/P 144A 05.8033 02/15/2041 | 0.01% |
| CWHL 2006-OA5 2A1 01.9920 04/25/2046 | 0.01% |
| FHR 4403 CI IO 04.0000 10/15/2044 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GNR 2015-96 NI IO 03.5000 01/20/2039 | 0.01% |
| SAMI 2007-AR1 2A1 01.9720 01/25/2037 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| FNR 2012-36 SN IO 04.6580 04/25/2042 | 0.01% |
| GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.01% |
| GNR 2017-H11 DI IO 01.9078 05/20/2067 | 0.01% |
| GNR 2019-99 KS IO 04.2854 08/20/2049 | 0.01% |
| CAS 2016-C01 1B 13.5420 08/25/2028 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CWALT 2005-59 1A1 02.0946 11/20/2035 | 0.01% |
| FHR 3852 SC IO 04.9103 04/15/2040 | 0.01% |
| FHR 3904 NI IO 03.5000 08/15/2026 | 0.01% |
| FHR 4099 BI IO 03.5000 06/15/2039 | 0.01% |
| FHR 4386 LI IO 04.0000 02/15/2043 | 0.01% |
| FHR 4560 PI IO 03.5000 05/15/2045 | 0.01% |
| FNR 2016-24 CI IO 04.0000 02/25/2046 | 0.01% |
| GNR 2012-H29 AI IO 01.4864 10/20/2062 | 0.01% |
| GNR 2012-H29 FI IO 01.4864 10/20/2062 | 0.01% |
| GNR 2014-98 AI IO 04.5000 10/20/2041 | 0.01% |
| GNR 2016-H24 IO IO 02.1308 09/20/2066 | 0.01% |
| GNR 2017-H14 DI IO 01.7377 06/20/2067 | 0.01% |
| GSAA 2006-8 2A2 01.9720 05/25/2036 | 0.01% |
| INDX 2006-AR11 2A1 04.0856 06/25/2036 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| FHR 4656 AI IO 03.0000 09/15/2037 | 0.01% |
| FNR 2010-140 GS IO 04.2080 07/25/2039 | 0.01% |
| GNR 2015-106 CI IO 04.0000 05/20/2045 | 0.01% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.01% |
| CWALT 2006-OA7 1A2 03.1795 06/25/2046 | 0.01% |
| FHR 3714 KI IO 04.5000 11/15/2039 | 0.01% |
| FHR 4299 JI IO 04.0000 07/15/2043 | 0.01% |
| FHR 4601 PI IO 04.5000 12/15/2045 | 0.01% |
| FNR 2010-35 SG IO 04.6080 04/25/2040 | 0.01% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.01% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.01% |
| GNR 2015-52 IK IO 03.5000 04/20/2045 | 0.01% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.01% |
| GNR 2017-H03 HI IO 01.5608 01/20/2067 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| FHR 4530 TI IO 04.0000 11/15/2045 | 0.01% |
| FNR 2013-57 IQ IO 03.0000 06/25/2041 | 0.01% |
| FNR 2017-15 LI IO 04.0000 06/25/2046 | 0.01% |
| GNR 2015-144 IA IO 04.0000 01/16/2043 | 0.01% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.01% |
| GNR 2015-H13 AI IO 02.4074 06/20/2065 | 0.01% |
| GNR 2016-37 IW IO 04.5000 02/20/2046 | 0.01% |
| GNR 2016-H23 NI IO 02.2467 10/20/2066 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
| FHR 4510 HI IO 03.0000 03/15/2040 | 0.01% |
| FNR 2011-4 CS 09.3160 05/25/2040 | 0.01% |
| GNR 2010-167 SG IO 04.7603 08/16/2038 | 0.01% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.01% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.01% |
| GNR 2015-H03 DI IO 02.2877 01/20/2065 | 0.01% |
| GNR 2016-149 MI IO 05.5000 05/20/2039 | 0.01% |
| GNR 2016-H12 AI IO 01.6872 07/20/2065 | 0.01% |
| GNR 2016-H25 GI IO 01.5346 11/20/2066 | 0.01% |
| UBSBB 2012-C2 E P/P 144A 04.8901 05/10/2063 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FHR 3829 AS IO 05.2103 03/15/2041 | 0.01% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.01% |
| FHR 4663 KI IO 03.5000 11/15/2042 | 0.01% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.01% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.01% |
| GNR 2012-H06 AI IO 01.3761 01/20/2062 | 0.01% |
| GNR 2012-H23 WI IO 01.5941 10/20/2062 | 0.01% |
| GNR 2014-139 NI IO 03.5000 08/20/2028 | 0.01% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.01% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.01% |
| MHL 2005-3 M4 02.7370 08/25/2035 | 0.01% |
| 1.859 R ISWP US0003M P 12/30/2029 | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| FHR 4580 ID IO 03.5000 08/15/2045 | 0.00% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.00% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.00% |
| GNR 2010-134 ES IO 04.2354 11/20/2039 | 0.00% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.00% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.00% |
| GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.00% |
| GNR 2015-H15 JI IO 02.0124 06/20/2065 | 0.00% |
| GNR 2015-H25 AI IO 01.6447 09/20/2065 | 0.00% |
| GNR 2015-H26 EI IO 01.7656 10/20/2065 | 0.00% |
| GNR 2016-69 IO IO 04.0000 05/20/2046 | 0.00% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.00% |
| GNR 2016-H02 HI IO 02.2874 01/20/2066 | 0.00% |
| GNR 2016-H14 AI IO 02.5419 06/20/2066 | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.00% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.00% |
| FHR 4462 PI IO 04.0000 04/15/2045 | 0.00% |
| FHR 4663 TI IO 03.5000 10/15/2042 | 0.00% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.00% |
| GNR 2010-H19 BI IO 01.4986 08/20/2060 | 0.00% |
| GNR 2010-H22 CI IO 02.4056 10/20/2060 | 0.00% |
| GNR 2011-156 SK IO 04.8354 04/20/2038 | 0.00% |
| GNR 2013-H24 AI IO 01.4992 09/20/2063 | 0.00% |
| GNR 2014-H21 AI IO 01.4490 10/20/2064 | 0.00% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.00% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.00% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.00% |
| GNR 2015-H10 CI IO 01.8460 04/20/2065 | 0.00% |
| GNR 2015-H10 HI IO 02.5228 04/20/2065 | 0.00% |
| GNR 2015-H14 BI IO 01.6044 05/20/2065 | 0.00% |
| GNR 2015-H20 CI IO 02.1183 08/20/2065 | 0.00% |
| GNR 2015-H23 DI IO 01.8981 09/20/2065 | 0.00% |
| GNR 2015-H25 EI IO 01.8891 10/20/2065 | 0.00% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.00% |
| GNR 2016-77 SC IO 04.3354 10/20/2045 | 0.00% |
| GNR 2016-H06 HI IO 02.0770 02/20/2066 | 0.00% |
| GNR 2016-H11 HI IO 02.1003 01/20/2066 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.00% |
| BACM 2008-1 AJ 06.5669 02/10/2051 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.00% |
| FNR 2011-98 AI IO 03.5000 11/25/2037 | 0.00% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2011-H07 FI IO 01.2741 02/20/2061 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GNR 2013-182 SY IO 04.3354 12/20/2043 | 0.00% |
| GNR 2013-H14 XI IO 01.6856 03/20/2063 | 0.00% |
| GNR 2014-100 LI IO 04.5000 10/16/2043 | 0.00% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.00% |
| GNR 2014-60 SE IO 04.3354 04/20/2044 | 0.00% |
| GNR 2014-H08 BI IO 01.4933 04/20/2064 | 0.00% |
| GNR 2014-H13 BI IO 01.5966 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-H20 AI IO 01.8617 08/20/2065 | 0.00% |
| GNR 2015-H24 BI IO 01.6552 08/20/2065 | 0.00% |
| GNR 2015-H24 HI IO 02.0373 09/20/2065 | 0.00% |
| GNR 2015-H25 BI IO 01.7779 10/20/2065 | 0.00% |
| GNR 2015-H25 CI IO 01.6938 10/20/2065 | 0.00% |
| GNR 2015-H26 DI IO 01.6822 10/20/2065 | 0.00% |
| GNR 2017-H06 EI IO 01.6178 02/20/2067 | 0.00% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.00% |
| UBSBB 2012-C2 F P/P 144A 04.8901 05/10/2063 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| FHR 4000 LI IO 04.0000 02/15/2042 | 0.00% |
| FHR 4074 KS IO 04.9603 02/15/2041 | 0.00% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.00% |
| FHR 4389 IA IO 04.0000 09/15/2044 | 0.00% |
| FHR 4501 BI IO 03.5000 10/15/2043 | 0.00% |
| FNR 2011-59 BI IO 06.0000 08/25/2040 | 0.00% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.00% |
| GNR 2010-35 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 04.2354 07/20/2040 | 0.00% |
| GNR 2011-H08 GI IO 01.2999 03/20/2061 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2014-H09 AI IO 01.4652 01/20/2064 | 0.00% |
| GNR 2015-H16 XI IO 02.4257 07/20/2065 | 0.00% |
| GNR 2015-H18 IA IO 01.8693 06/20/2065 | 0.00% |
| GNR 2015-H22 EI IO 01.6454 08/20/2065 | 0.00% |
| GNR 2015-H23 BI IO 01.7754 09/20/2065 | 0.00% |
| GNR 2015-H26 GI IO 01.8337 10/20/2065 | 0.00% |
| GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.00% |
| GNR 2016-H04 KI IO 02.1475 02/20/2066 | 0.00% |
| GNR 2016-H08 GI IO 01.4622 04/20/2066 | 0.00% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| FHR 4073 AS IO 04.3103 08/15/2038 | 0.00% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.00% |
| FHR 4666 AI MTGE IO 03.0000 09/15/2035 | 0.00% |
| FNR 2012-86 CS IO 04.3080 04/25/2039 | 0.00% |
| FNR 2012-90 EI IO 03.5000 02/25/2039 | 0.00% |
| FNR 2013-41 SP IO 04.4080 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-H09 BI IO 01.7302 03/20/2065 | 0.00% |
| GNR 2015-H26 CI IO 00.3325 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% |
| 1.73 R ISWP US0003M P 01/02/2025 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 BC | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| GNR 2010-50 QS IO 04.7854 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% |
| GNR 2016-167 SB IO 04.2354 04/20/2038 | 0.00% |
| SWPTN 5WX10Y R 1.621 USD 01/06/2020 CI | 0.00% |
| SWPTN 5WX10Y R 1.706 USD 01/06/2020 CI | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| 2.0735 R ISWP US0003M P 12/30/2049 | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| 2.069 R ISWP US0003M P 12/27/2049 | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.01% |
| SWPTN 6MX5Y P 1.58 USD 03/13/2020 CI | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| OPTN FN30 3.5 01/07/20 PUT 102.8125 JPMC | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.03% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.04% |
| OPTN FN30 3.0 01/07/20 PUT 101.34375 JPMC | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -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 ML | -0.07% |
| SWPTN 6MX5Y R 1.58 USD 03/13/2020 CI | -0.08% |
| 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% |
| 1.67 R ISWP US0003M P 12/31/2029 | -0.25% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.30% |
| GNMA GII30 TBA 03.5000 01/01/2050 | -0.31% |
| FNMA FN30 TBA UMBS 04.5000 01/01/2050 | -0.32% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | -0.63% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2050 | -0.93% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.94% |
| FNMA FN30 TBA UMBS 03.0000 01/01/2050 | 30.40% |
|---|---|
| REPO TRIPA MORTG 1.64 12/02/2019 | 9.11% |
| FNMA FN30 TBA UMBS 04.0000 12/01/2049 | 5.13% |
| TREASURY BILL 00.0000 12/12/2019 | 1.81% |
| TREASURY BILL 00.0000 05/07/2020 | 0.87% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.87% |
| FNR 2018-39 SA IO 04.4920 06/25/2048 | 0.85% |
| FNR 2019-41 SB IO 04.3420 08/25/2049 | 0.79% |
| TREASURY BILL 00.0000 04/16/2020 | 0.79% |
| GNR 2019-83 SL IO 04.3764 07/20/2049 | 0.75% |
| CAS 2018-C05 1B1 05.9580 01/25/2031 | 0.72% |
| TREASURY BILL 00.0000 05/21/2020 | 0.71% |
| GNMA GII30 TBA 04.5000 12/01/2049 | 0.69% |
| CAS 2017-C07 2M2 04.2080 05/25/2030 | 0.68% |
| GNMA GII30 TBA 04.0000 01/01/2050 | 0.68% |
| STRU NSI-2513 SA IO 04.3420 06/25/2049 | 0.68% |
| 1.45 R ISWP FWD US0003M P 12/18/2024 | 0.68% |
| GNR 2019-6 SM IO 04.3264 01/20/2049 | 0.67% |
| STACR 2016-HQA4 M3 05.6080 04/25/2029 | 0.67% |
| FNR 2019-28 S IO 04.3420 06/25/2049 | 0.66% |
| STACR 2019-DNA2 M2 04.1580 03/25/2049 | 0.62% |
| STACR 2018-DNA2 B1 05.4080 12/25/2030 | 0.62% |
| STACR 2018-HQA2 B1 05.9580 10/25/2048 | 0.59% |
| TREASURY BILL 00.0000 03/12/2020 | 0.59% |
| GNR 2019-83 JS IO 04.3764 07/20/2049 | 0.58% |
| FNR 2019-45 SD IO 04.3420 08/25/2049 | 0.56% |
| GNR 2019-100 JS IO 04.3764 08/20/2049 | 0.54% |
| CAS 2015-C04 1M2 07.4080 04/25/2028 | 0.54% |
| GNR 2019-89 JS IO 04.3264 04/20/2049 | 0.51% |
| CCMFC 2006-4A A2 01.8880 11/25/2047 | 0.50% |
| FNR 2019-58 SA IO 04.3420 10/25/2049 | 0.50% |
| STACR 2016-HQA1 M3 08.0580 09/25/2028 | 0.50% |
| FHR 4290 LS IO 04.3346 07/15/2035 | 0.50% |
| GNR 2019-83 SW IO 04.3764 07/20/2049 | 0.49% |
| FNR 2011-126 SJ IO 04.2920 12/25/2041 | 0.49% |
| GNR 2019-78 SM IO 04.3764 06/20/2049 | 0.47% |
| GNR 2019-H03 AI IO 02.3947 11/20/2068 | 0.46% |
| GNR 2019-121 SD IO 04.2764 10/20/2049 | 0.46% |
| SPST 2019-7 A 02.4080 09/24/2020 | 0.45% |
| SPST 2019-11 A 02.4580 10/24/2020 | 0.44% |
| CAS 2019-R04 2B1 06.9580 06/25/2039 | 0.44% |
| CAS 2017-C02 2B1 07.2080 09/25/2029 | 0.42% |
| FNR 2019-5 SA IO 04.3920 03/25/2049 | 0.41% |
| CAS 2019-R04 2M2 03.8080 06/25/2039 | 0.41% |
| FNR 2019-21 SB IO 04.3420 05/25/2049 | 0.40% |
| FNR 2019-18 SL IO 04.3920 05/25/2049 | 0.40% |
| FHR 4839 WS IO 04.3346 08/15/2056 | 0.40% |
| GNR 2019-83 SA IO 04.3764 07/20/2049 | 0.40% |
| GNR 2015-182 IC IO 04.5000 12/20/2045 | 0.39% |
| CAS 2016-C03 2B 14.4580 10/25/2028 | 0.38% |
| FNR 2019-26 SM IO 04.3420 06/25/2049 | 0.37% |
| CAS 2017-C03 1B1 06.5580 10/25/2029 | 0.37% |
| GNR 2018-H01 AI IO 02.1834 01/20/2068 | 0.37% |
| FNR 2018-38 SP IO 04.4920 06/25/2048 | 0.37% |
| FNR 2016-91 AS IO 04.3920 12/25/2046 | 0.36% |
| STACR 2019-DNA1 M2 04.3580 01/25/2049 | 0.36% |
| CAS 2017-C04 2B1 06.7580 11/25/2029 | 0.36% |
| MSBAM 2013-C10 F P/P 144A 04.2175 07/15/2046 | 0.36% |
| WFRBS 2013-C15 D P/P 144A 04.6435 08/15/2046 | 0.36% |
| FNMA FN30 TBA UMBS 05.0000 12/01/2049 | 0.35% |
| FASST 2019-HB1 M5 06.0000 04/25/2029 | 0.35% |
| FNR 2019-18 SH IO 04.4420 05/25/2049 | 0.35% |
| TEMP CF-H361 I IO 01.2125 12/01/2049 | 0.34% |
| FHR 4922 SA IO 04.2846 08/25/2049 | 0.34% |
| CAS 2019-R02 1B1 05.8580 08/25/2031 | 0.34% |
| BSCMS 2007-T26 AJ 05.5617 01/12/2045 | 0.34% |
| OPTN FN30 3.0 01/07/20 CALL 101.34375 JPMC | 0.34% |
| GNR 2014-3 SM IO 04.3764 01/20/2044 | 0.32% |
| RMIR 2018-1 M2 04.2100 03/25/2028 | 0.32% |
| GNR 2014-188 IB IO 04.0000 12/20/2044 | 0.32% |
| STACR 2018-DNA2 M2 03.8580 12/25/2030 | 0.30% |
| GSMS 2014-GC24 D P/P 144A 04.6652 09/10/2047 | 0.30% |
| SPST 2018-8 A 02.4080 02/24/2020 | 0.30% |
| SPST 2019-3 A 02.4080 06/24/2020 | 0.30% |
| GNR 2017-H05 CI IO 03.0053 02/20/2067 | 0.30% |
| COMM 2014-CR19 D P/P 144A 04.9055 08/10/2047 | 0.30% |
| JPMCC 2007-CB20 E P/P 144A 06.3895 02/12/2051 | 0.30% |
| FNR 2017-8 SB IO 04.3920 02/25/2047 | 0.29% |
| GNR 2014-27 S IO 04.3764 02/20/2044 | 0.29% |
| STACR 2017-DNA1 B1 06.6580 07/25/2029 | 0.29% |
| STACR 2018-DNA3 B2 09.4580 09/25/2048 | 0.29% |
| COMM 2014-CR17 E P/P 144A 05.0116 05/10/2047 | 0.28% |
| CAS 2017-C06 2M2 04.5080 02/25/2030 | 0.28% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.28% |
| FNR 2017-16 QS IO 04.3720 03/25/2047 | 0.28% |
| CAS 2017-C06 2B1 06.1580 02/25/2030 | 0.27% |
| FNR 2016-85 SL IO 04.3920 11/25/2046 | 0.27% |
| FHR 4808 SD IO 04.4346 07/15/2048 | 0.26% |
| CAS 2018 - C01 1B1 05.2580 07/25/2030 | 0.26% |
| CAS 2017-C05 1B1 05.3080 01/25/2030 | 0.26% |
| FNR 2019-17 JS IO 04.3920 04/25/2049 | 0.26% |
| GNR 2013-9 S IO 05.0264 01/20/2043 | 0.26% |
| SPST 2019-WL1 A 02.3580 08/25/2052 | 0.26% |
| CAS 2016-C03 2M2 07.6080 10/25/2028 | 0.25% |
| JPMBB 2014-C18 D P/P 144A 04.9728 02/15/2047 | 0.25% |
| GNR 2017-H21 AI IO 02.8896 10/20/2067 | 0.25% |
| TREASURY BILL 00.0000 12/05/2019 | 0.25% |
| AHM 2007-1 GA1C 02.0128 05/25/2047 | 0.25% |
| FNR 2016-78 CS IO 04.3920 05/25/2039 | 0.24% |
| GNR 2018-72 IC IO 04.0000 05/20/2045 | 0.24% |
| FHR 4926 SP IO 04.2346 08/25/2049 | 0.24% |
| CAS 2017-C06 1M2 04.3580 02/25/2030 | 0.24% |
| GNR 2019-H15 CI IO 01.1721 07/20/2069 | 0.24% |
| FHR 4789 AS IO 04.4346 05/15/2048 | 0.23% |
| MWST 2019-1 A 02.5080 06/25/2052 | 0.23% |
| CAS 2019-R06 2B1 05.4580 09/25/2039 | 0.23% |
| MSC 2011-C3 G P/P 144A 05.4193 07/15/2049 | 0.23% |
| JPMCC 2013-LC11 D 04.3067 04/15/2046 | 0.22% |
| OMIR 2018-1A M2 04.5580 07/25/2028 | 0.22% |
| OMIR 2017-1A B1 P/P 144A 07.4580 04/25/2027 | 0.22% |
| FNR 2019-60 BS IO 04.3420 10/25/2049 | 0.21% |
| GNR 2009-121 DI IO 04.5000 12/16/2039 | 0.21% |
| GNR 2018-H02 HI IO 02.3448 01/20/2068 | 0.21% |
| BALTA 2005-8 21A1 04.1755 10/25/2035 | 0.21% |
| GNR 2017-H04 BI IO 02.5248 02/20/2067 | 0.21% |
| JPMCC 2011-C3 D P/P 144A 05.8527 02/15/2046 | 0.21% |
| CAS 2015-C04 2M2 07.2580 04/25/2028 | 0.21% |
| MCAS 2019-01 M10 P/P 144A 04.9580 10/15/2049 | 0.20% |
| STACR 2018-HQA1 M2 04.0080 09/25/2030 | 0.20% |
| GNR 2017-H20 GI IO 02.8162 09/20/2067 | 0.20% |
| 1.675 R ISWP US0003M P 10/04/2049 | 0.20% |
| GNR 2018-H07 IE IO 02.4520 02/20/2068 | 0.20% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.20% |
| NHLT 2018-2A M5 P/P 144A 06.0000 07/25/2028 | 0.20% |
| TREASURY BILL 00.0000 01/02/2020 | 0.19% |
| WFRBS 2012-C10 D P/P 144A 04.5825 12/15/2045 | 0.19% |
| FNR 2016-88 BS IO 04.3920 12/25/2046 | 0.19% |
| GNR 2019-35 SE IO 04.3875 01/16/2044 | 0.19% |
| WFRBS 2012-C9 E P/P 144A 04.9712 11/15/2045 | 0.19% |
| STACR 2015-DNA2 B 09.2580 12/25/2027 | 0.19% |
| JPMBB 2013-C12 E P/P 144A 04.2369 07/15/2045 | 0.19% |
| BALTA 2006-6 1A1 02.0280 11/25/2036 | 0.19% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.18% |
| WFRBS 2012-C7 E P/P 144A 04.9681 06/15/2045 | 0.18% |
| 1.512 R ISWP US0003M P 10/04/2021 | 0.18% |
| UBSCM 2012-C1 D P/P 144A 05.7560 05/10/2045 | 0.18% |
| COMM 2012-CR4 B P/P 144A 03.7030 10/15/2045 | 0.18% |
| STACR 2018-DNA3 B1 05.6080 09/25/2048 | 0.18% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.18% |
| GNR 2017-H10 MI IO 01.8331 04/20/2067 | 0.17% |
| GSAA 2006-1 A1 01.7980 01/25/2036 | 0.17% |
| FNR 2018-36 SD IO 04.5420 06/25/2048 | 0.17% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.17% |
| GNR 2016-H22 AI IO 02.0867 10/20/2066 | 0.17% |
| STACR 2017-HQA1 M2 05.2580 08/25/2029 | 0.17% |
| STACR 2018-DNA1 B1 04.8580 07/25/2030 | 0.16% |
| FHR 3346 SC IO 04.7846 10/15/2033 | 0.16% |
| MSBAM 2013-C12 E P/P 144A 04.9247 10/15/2046 | 0.16% |
| GNR 2017-H11 NI IO 02.2457 05/20/2067 | 0.16% |
| MSBAM 2013-C11 D P/P 144A 04.4987 08/15/2046 | 0.16% |
| UBSBB 2012-C4 D P/P 144A 04.6293 12/10/2045 | 0.16% |
| COMM 2014-CR17 D P/P 144A 05.0116 05/10/2047 | 0.16% |
| GNR 2017-H16 IB IO 02.1333 08/20/2067 | 0.16% |
| GNR 2019-H09 EI IO 02.4830 04/20/2069 | 0.15% |
| STACR 2016-DNA3 M3 06.7080 12/25/2028 | 0.15% |
| CMLTI 2007-AR5 1A1A 04.6025 04/25/2037 | 0.15% |
| GNR 2017-H22 DI IO 01.5250 11/20/2067 | 0.15% |
| WFCM 2013-LC12 D P/P 144A 04.4199 07/15/2046 | 0.15% |
| FNR 2014-87 MS IO 04.5420 01/25/2045 | 0.15% |
| GNR 2014-H08 CI IO 01.5383 03/20/2064 | 0.15% |
| MSBAM 2013-C10 E P/P 144A 04.2175 07/15/2046 | 0.14% |
| FNR 2010-99 NI IO 06.0000 09/25/2040 | 0.14% |
| GNR 2018-H11 JI IO 02.6103 07/20/2068 | 0.14% |
| CAS 2019-R05 1M2 03.7080 07/25/2039 | 0.14% |
| GNR 2017-H20 AI IO 02.3545 10/20/2067 | 0.14% |
| CAS 2016-C07 2M2 06.0580 05/25/2029 | 0.14% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.14% |
| GNR 2013-167 SG IO 04.4264 11/20/2043 | 0.14% |
| GNR 2010-125 SD IO 04.9175 01/16/2040 | 0.14% |
| CAS 2016-C03 1M2 07.0080 10/25/2028 | 0.14% |
| GNR 2018-H01 IB IO 01.6674 01/20/2068 | 0.14% |
| GNR 2014-H23 BI IO 01.6139 11/20/2064 | 0.14% |
| GSR 2007-OA1 2A3A 02.0180 05/25/2037 | 0.13% |
| STACR 2015-DNA3 B 11.0580 04/25/2028 | 0.13% |
| UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.13% |
| GNR 2016-150 I IO 05.0000 11/20/2046 | 0.13% |
| GNR 2016-H21 AI IO 02.1007 09/20/2066 | 0.13% |
| GNR 2013-99 AS IO 04.3264 06/20/2043 | 0.13% |
| GNR 2016-H27 EI IO 02.5207 12/20/2066 | 0.12% |
| MSRR 2010-R4 4B 04.5986 02/26/2037 | 0.12% |
| STACR 2018-HQA2 B2 12.7080 10/25/2048 | 0.12% |
| GNR 2018-H11 AI IO 02.5260 02/20/2068 | 0.12% |
| WFMBS 2006-AR5 1A1 05.1832 04/25/2036 | 0.12% |
| GNR 2016-H24 CI IO 01.7465 10/20/2066 | 0.12% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.12% |
| GNR 2017-H02 BI IO 02.3175 01/20/2067 | 0.12% |
| GNR 2017-H03 DI IO 02.0421 12/20/2066 | 0.12% |
| STACR 2016-HQA3 M3 05.5580 03/25/2029 | 0.12% |
| WAMU 2005-AR10 1A3 04.1661 09/25/2035 | 0.12% |
| GNR 2016-H22 IO IO 01.9112 10/20/2066 | 0.12% |
| GNR 2018-H02 IM IO 02.2969 02/20/2068 | 0.12% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.12% |
| COMM 2015-LC19 D P/P 144A 02.8670 02/10/2048 | 0.11% |
| FNR 2016-83 BS IO 04.3920 11/25/2046 | 0.11% |
| SAMI 2006-AR7 A1BG 01.8280 08/25/2036 | 0.11% |
| STACR 2019-DNA1 B1 06.3580 01/25/2049 | 0.11% |
| STACR 2019-HQA1 B2 13.9580 02/25/2049 | 0.11% |
| GNR 2015-H01 BI IO 01.6160 01/20/2065 | 0.11% |
| GNR 2017-H16 CI IO 01.7115 07/20/2067 | 0.11% |
| BALTA 2005-7 21A1 04.4267 09/25/2035 | 0.11% |
| CWALT 2006-OA10 4A1 01.8980 08/25/2046 | 0.11% |
| MSC 2012-C4 D P/P 144A 05.6000 03/15/2045 | 0.11% |
| CWALT 2006-OA19 A1 01.9036 02/20/2047 | 0.11% |
| GNR 2013-182 SP IO 04.9764 12/20/2043 | 0.11% |
| MSC 2012-C4 E P/P 144A 05.6000 03/15/2045 | 0.11% |
| GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.11% |
| STACR 2015-HQA2 B 12.2080 05/25/2028 | 0.11% |
| FHR 4560 IO IO 05.7951 05/15/2039 | 0.11% |
| CAS 2016-C06 1B 10.9580 04/25/2029 | 0.11% |
| GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.10% |
| GNR 2017-H03 CI IO 02.1643 12/20/2066 | 0.10% |
| STACR 2019-HQA1 M2 04.0580 02/25/2049 | 0.10% |
| CWALT 2006-OA10 3A1 01.8980 08/25/2046 | 0.10% |
| GNR 2018-H08 FI IO 01.5958 06/20/2068 | 0.10% |
| GNR 2016-H26 KI IO 01.9061 11/20/2066 | 0.10% |
| GNR 2017-H14 JI IO 02.1899 06/20/2067 | 0.10% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.10% |
| JPMBB 2013-C14 F P/P 144A 03.5980 08/15/2046 | 0.10% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.10% |
| GNR 2017-H08 EI IO 02.3901 02/20/2067 | 0.10% |
| COMM 2012-CR3 E P/P 144A 04.9101 10/15/2045 | 0.10% |
| GNR 2015-H04 AI IO 02.2483 12/20/2064 | 0.10% |
| CAS 2016-C05 2M2 06.1580 01/25/2029 | 0.10% |
| CAS 2018-C06 2B1 05.8080 03/25/2031 | 0.10% |
| GSMS 2011-GC3 E P/P 144A 05.0000 03/10/2044 | 0.10% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.10% |
| FNR 2016-102 JI IO 03.5000 02/25/2046 | 0.10% |
| STACR 2017-DNA2 B1 06.8580 10/25/2029 | 0.10% |
| STACR 2019-DNA2 B1 06.0580 03/25/2049 | 0.10% |
| GNR 2014-95 JI IO 04.5000 12/16/2039 | 0.09% |
| GNR 2015-H22 HI IO 02.0536 08/20/2065 | 0.09% |
| FNR 2012-132 PI IO 05.0000 10/25/2042 | 0.09% |
| GNR 2015-165 IC IO 03.5000 07/16/2041 | 0.09% |
| STACR 2017-DNA3 B1 06.1580 03/25/2030 | 0.09% |
| FHR 4451 CI IO 07.0000 03/15/2045 | 0.09% |
| GNR 2014-H06 BI IO 01.5294 02/20/2064 | 0.09% |
| GSAA 2005-15 2A2 01.9580 01/25/2036 | 0.09% |
| CAS 2018-C04 2M2 04.2580 12/25/2030 | 0.09% |
| FNR 2017-48 LI IO 04.0000 05/25/2047 | 0.09% |
| GNR 2016-164 IO IO 06.5000 12/20/2046 | 0.09% |
| GNR 2018-H05 BI IO 02.3097 02/20/2068 | 0.09% |
| GNR 2017-H16 KI IO 01.5186 08/20/2067 | 0.09% |
| FNR 2016-65 CS IO 04.3920 09/25/2046 | 0.08% |
| GNR 2016-H18 QI IO 03.0910 06/20/2066 | 0.08% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.08% |
| STACR 2019-DNA2 B2 12.2080 03/25/2049 | 0.08% |
| SWPTN 5WX10Y P 1.79 USD 12/27/2019 CI | 0.08% |
| GNR 2011-148 SN IO 04.9275 11/16/2041 | 0.08% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.08% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.08% |
| HVMLT 2004-11 1A 02.4333 01/19/2035 | 0.08% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.08% |
| FNR 2018-1 JI IO 05.0000 02/25/2048 | 0.08% |
| JPMCC 2011-C3 E P/P 144A 05.8527 02/15/2046 | 0.08% |
| FNR 2012-90 DI IO 04.0000 03/25/2042 | 0.08% |
| 1.4575 R ISWP US0003M P 10/11/2029 | 0.08% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.08% |
| GNR 2017-H14 EI IO 01.5470 06/20/2067 | 0.08% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.08% |
| CMLTI 2007-AMC3 A2D 02.0580 03/25/2037 | 0.07% |
| FNR 2011-134 SP IO 04.2920 02/25/2041 | 0.07% |
| FNR 2017-8 IO IO 06.0000 02/25/2047 | 0.07% |
| GNMA 10000 BQ7315 05.0000 10/20/2049 | 0.07% |
| GNR 2016-H17 DI IO 02.5990 07/20/2066 | 0.07% |
| GNR 2017-H13 QI IO 02.1334 06/20/2067 | 0.07% |
| WFRBS 2012-C7 D P/P 144A 04.9681 06/15/2045 | 0.07% |
| FNR 2015-73 PI IO 03.5000 10/25/2045 | 0.07% |
| GNMA GII30 BP3623 05.0000 08/20/2049 | 0.07% |
| GNMA 10000 BQ7313 04.5000 10/20/2049 | 0.07% |
| GNR 2018-91 SJ IO 04.5264 07/20/2048 | 0.07% |
| JPMCC 2012-C6 E P/P 144A 05.3290 05/15/2045 | 0.07% |
| GNR 2013-6 AI IO 03.5000 08/20/2039 | 0.07% |
| GNR 2012-H29 CI IO 01.4787 02/20/2062 | 0.07% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.07% |
| FNR 2018-15 PI IO 04.0000 10/25/2047 | 0.07% |
| GNR 2012-H11 FI IO 01.2685 02/20/2062 | 0.07% |
| STACR 2019-DNA1 B2 12.4580 01/25/2049 | 0.07% |
| CMLTI 2007-WFH3 M1 01.9680 06/25/2037 | 0.07% |
| FHS 324 C21 IO 06.0000 06/15/2039 | 0.07% |
| GNMA GII30 BL2894 05.0000 04/20/2049 | 0.07% |
| GNR 2017-H06 MI IO 02.2907 02/20/2067 | 0.07% |
| RBIT 2019-1 M5 P/P 144A 06.0000 07/25/2029 | 0.07% |
| CAS 2018-C01 1M2 03.9580 07/25/2030 | 0.06% |
| FHR 4707 AI IO 04.0000 07/15/2047 | 0.06% |
| GNR 2015-40 KI IO 04.0000 07/20/2044 | 0.06% |
| CAS 2019-R03 1B1 05.8080 09/25/2031 | 0.06% |
| GNR 2017-H20 DI IO 02.3540 10/20/2067 | 0.06% |
| 1.58 R ISWP FWD US0003M P 12/18/2021 | 0.06% |
| OMIR 2019-1A B1B 06.0580 07/25/2029 | 0.06% |
| GNR 2015-H29 HI IO 02.0950 09/20/2065 | 0.06% |
| GNR 2018-77 IO IO 05.0000 06/20/2048 | 0.06% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.06% |
| BMIR 2019-4A B1 P/P 144A 05.5580 10/25/2029 | 0.06% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.06% |
| FNR 2012-49 QI IO 04.5000 12/25/2040 | 0.06% |
| GNR 2017-H18 DI IO 02.4847 09/20/2067 | 0.06% |
| GNMA 10000 BO5417 05.0000 06/20/2049 | 0.06% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.06% |
| TREASURY BILL 00.0000 04/09/2020 | 0.06% |
| FHR 4127 PI IO 04.5000 07/15/2042 | 0.06% |
| GNMA GII30 BO4634 05.0000 06/20/2049 | 0.06% |
| GNR 2017-H09 DI IO 01.9614 03/20/2067 | 0.06% |
| WFCM 2010-C1 E P/P 144A 04.0000 11/15/2043 | 0.06% |
| CWALT 2005-51 3A3A 02.3636 11/20/2035 | 0.06% |
| GNR 2017-68 IL IO 04.0000 08/20/2044 | 0.06% |
| GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.05% |
| TREASURY BILL 00.0000 04/23/2020 | 0.05% |
| CAS 2015-C03 2M2 06.7080 07/25/2025 | 0.05% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.05% |
| GNR 2014-58 SA IO 04.3764 04/20/2044 | 0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.05% |
| FHR 4475 CI IO 03.5000 01/15/2044 | 0.05% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.05% |
| GNR 2017-130 IB IO 04.0000 08/20/2047 | 0.05% |
| OMIR 2019-1A B1A 05.2080 07/25/2029 | 0.05% |
| FHR 3981 WS IO 04.7846 05/15/2041 | 0.05% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.05% |
| GNMA GII30 BP2045 05.0000 07/20/2049 | 0.05% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.05% |
| GNR 2012-103 CI IO 03.5000 08/16/2042 | 0.05% |
| GNR 2017-H03 AI IO 01.8586 12/20/2066 | 0.05% |
| GNR 2017-99 AI IO 04.0000 01/20/2047 | 0.05% |
| WAMU 2004-AR12 A2B 02.6280 10/25/2044 | 0.05% |
| FNR 2013-90 SD IO 04.8920 09/25/2043 | 0.05% |
| GNR 2012-98 AI IO 04.5000 04/16/2042 | 0.05% |
| GNR 2017-123 IO IO 05.0000 08/16/2047 | 0.05% |
| GNR 2017-H20 HI IO 02.3029 10/20/2067 | 0.05% |
| CWALT 2006-45T1 2A7 02.0480 02/25/2037 | 0.05% |
| FHR 4604 QI IO 03.5000 07/15/2046 | 0.05% |
| GNR 2016-H06 AI IO 02.3950 02/20/2066 | 0.05% |
| SWPTN 5WX10Y R 1.55 USD 12/27/2019 CI | 0.05% |
| GNR 2017-26 EI IO 05.0000 02/20/2040 | 0.04% |
| GNR 2017-H06 BI IO 02.3313 02/20/2067 | 0.04% |
| GNR 2017-H08 DI IO 02.6969 02/20/2067 | 0.04% |
| GNR 2017-H22 EI IO 02.1639 10/20/2067 | 0.04% |
| GNR 2011-135 DI IO 05.0000 04/16/2040 | 0.04% |
| GNR 2017-136 IY IO 05.0000 03/20/2045 | 0.04% |
| CWALT 2006-OA10 2A1 01.8980 08/25/2046 | 0.04% |
| GNR 2014-H25 BI IO 01.7401 12/20/2064 | 0.04% |
| GNR 2017-H19 MI IO 02.0493 04/20/2067 | 0.04% |
| GNR 2012-H10 AI IO 01.2551 12/20/2061 | 0.04% |
| CAS 2016-C03 1B 13.4580 10/25/2028 | 0.04% |
| BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.04% |
| SAMI 2006-AR7 A1A 01.9180 08/25/2036 | 0.04% |
| JPALT 2007-A2 12A1 02.0228 06/25/2037 | 0.04% |
| 1.5594 R ISWP US0003M P 09/30/2029 | 0.04% |
| 1.62779 R ISWP US0003M P 10/15/2029 | 0.04% |
| FHR 4134 PI IO 03.0000 11/15/2042 | 0.04% |
| FHR 4550 AI IO 03.0000 10/15/2040 | 0.04% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% |
| GNR 2016-49 IO IO 04.5000 11/16/2045 | 0.04% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.04% |
| GNMA GII30 BO2715 05.0000 07/20/2049 | 0.04% |
| GNMA GII30 BO4614 05.0000 06/20/2049 | 0.04% |
| GNMA GII30 BP3611 05.0000 07/20/2049 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.04% |
| CWALT 2006-OA10 1A1 03.2864 08/25/2046 | 0.04% |
| GNMA GII30 BL9363 03.5000 10/20/2049 | 0.04% |
| GNMA GII30 BP7305 03.5000 10/20/2049 | 0.04% |
| GNMA GII30 BP7323 03.5000 10/20/2049 | 0.04% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.04% |
| GNMA GII30 BQ3216 03.5000 09/20/2049 | 0.04% |
| GNR 2010-H20 IF IO 01.4957 10/20/2060 | 0.04% |
| WAMU 2005-AR13 A1C4 02.1380 10/25/2045 | 0.04% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.03% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.03% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.03% |
| BSMF 2006-AR2 2A1 01.9380 09/25/2046 | 0.03% |
| GNR 2016-H16 DI IO 02.4636 06/20/2066 | 0.03% |
| CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 | 0.03% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.03% |
| GNMA 10000 BO6603 05.0000 07/20/2049 | 0.03% |
| CAS 2018-C06 1B1 05.4580 03/25/2031 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.03% |
| GNR 2016-H27 BI IO 02.2345 12/20/2066 | 0.03% |
| FHR 3984 DS IO 04.1846 01/15/2042 | 0.03% |
| GNMA GII30 BO8266 05.0000 07/20/2049 | 0.03% |
| GNR 2017-H03 EI IO 02.4214 01/20/2067 | 0.03% |
| CAS 2016-C02 1B 13.9580 09/25/2028 | 0.03% |
| FHR 4033 SC IO 04.7846 10/15/2036 | 0.03% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.03% |
| CAS 2017-C07 2B1 06.1580 05/25/2030 | 0.03% |
| FNR 2017-78 KI IO 03.5000 10/25/2047 | 0.03% |
| GNR 2013-H15 CI IO 01.8140 07/20/2063 | 0.03% |
| GNR 2017-11 PI IO 04.0000 12/20/2046 | 0.03% |
| FHR 3747 SA IO 04.7346 10/15/2040 | 0.03% |
| FHR 4413 HI IO 03.5000 03/15/2040 | 0.03% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.03% |
| GNR 2016-42 IO IO 05.0000 02/20/2046 | 0.03% |
| JPMCC 2012-C6 G P/P 144A 02.9720 05/15/2045 | 0.03% |
| CAS 2018-C05 1M2 04.0580 01/25/2031 | 0.03% |
| FHR 4386 IL IO 04.0000 12/15/2043 | 0.03% |
| FNR 2011-101 SA IO 04.1920 10/25/2041 | 0.03% |
| GNR 2014-161 HI IO 04.5000 06/20/2044 | 0.03% |
| GNR 2014-44 IA IO 03.5000 05/20/2028 | 0.03% |
| GNR 2017-120 IJ IO 04.0000 04/20/2047 | 0.03% |
| GNR 2017-141 ID IO 03.5000 07/20/2047 | 0.03% |
| GNR 2017-17 EI IO 04.0000 09/20/2044 | 0.03% |
| GNR 2019-78 SJ IO 04.3264 06/20/2049 | 0.03% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.02% |
| GNR 2011-H15 AI IO 01.5733 06/20/2061 | 0.02% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.02% |
| GNR 2016-H20 NI IO 02.2572 09/20/2066 | 0.02% |
| GNR 2017-6 DI IO 03.5000 01/20/2044 | 0.02% |
| GNR 2016-29 IO IO 04.0000 02/16/2046 | 0.02% |
| GNR 2017-H16 JI IO 02.7126 08/20/2067 | 0.02% |
| FHR 4568 MI IO 04.0000 04/15/2046 | 0.02% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.02% |
| STACR 2018-HQA2 M2 04.0080 10/25/2048 | 0.02% |
| FNR 2017-7 JI IO 04.0000 02/25/2047 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.02% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.02% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.02% |
| CAS 2016-C05 2B 12.4580 01/25/2029 | 0.02% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.02% |
| FNR 2012-103 SD IO 04.3420 09/25/2042 | 0.02% |
| GNR 2017-H06 DI IO 01.8278 02/20/2067 | 0.02% |
| FHR 4076 MS IO 04.9346 07/15/2040 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNR 2016-77 SL IO 04.4264 03/20/2043 | 0.02% |
| GNR 2017-H08 NI IO 02.2059 03/20/2067 | 0.02% |
| 1.6355 R ISWP US0003M P 11/22/2029 | 0.02% |
| FHR 4267 CS IO 04.2846 05/15/2039 | 0.02% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| OPTN FN30 3.5 12/05/19 CALL 102.53125 JPMC | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| FHR 4694 GI IO 04.0000 02/15/2043 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNR 2011-H16 FI IO 01.0855 07/20/2061 | 0.02% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.02% |
| GNR 2019-H14 IB IO 02.4782 08/20/2069 | 0.02% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.02% |
| FHR 4425 WI IO 04.0000 03/15/2043 | 0.02% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% |
| FNR 2016-97 KI IO 03.0000 06/25/2040 | 0.02% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.02% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.02% |
| GNR 2015-69 IK IO 03.5000 03/20/2038 | 0.02% |
| GNR 2017-H09 IO IO 01.8617 04/20/2067 | 0.02% |
| 1.7485 R ISWP US0003M P 11/01/2029 | 0.02% |
| 1.9425 R ISWP US0003M P 11/15/2049 | 0.02% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.02% |
| CWHL 2006-OA5 2A1 01.9080 04/25/2046 | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.02% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| FHR 4403 CI IO 04.0000 10/15/2044 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2012-36 SN IO 04.7420 04/25/2042 | 0.01% |
| GNR 2015-96 NI IO 03.5000 01/20/2039 | 0.01% |
| GNR 2017-63 PI IO 04.0000 12/20/2043 | 0.01% |
| SAMI 2007-AR1 2A1 01.8880 01/25/2037 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| FHR 3852 SC IO 04.8846 04/15/2040 | 0.01% |
| FHR 4099 BI IO 03.5000 06/15/2039 | 0.01% |
| GNR 2014-98 AI IO 04.5000 10/20/2041 | 0.01% |
| GNR 2017-H11 DI IO 01.9205 05/20/2067 | 0.01% |
| GNR 2017-H14 DI IO 01.7529 06/20/2067 | 0.01% |
| GNR 2019-99 KS IO 04.3264 08/20/2049 | 0.01% |
| GSAA 2006-8 2A2 01.8880 05/25/2036 | 0.01% |
| INDX 2006-AR11 2A1 04.0861 06/25/2036 | 0.01% |
| 1.6486 R ISWP US0003M P 11/25/2029 | 0.01% |
| 1.8525 R ISWP US0003M P 10/18/2049 | 0.01% |
| CAS 2016-C01 1B 13.4580 08/25/2028 | 0.01% |
| CWALT 2005-59 1A1 02.0536 11/20/2035 | 0.01% |
| FHR 3904 NI IO 03.5000 08/15/2026 | 0.01% |
| FHR 4386 LI IO 04.0000 02/15/2043 | 0.01% |
| FHR 4560 PI IO 03.5000 05/15/2045 | 0.01% |
| GNR 2012-H29 AI IO 01.5028 10/20/2062 | 0.01% |
| GNR 2012-H29 FI IO 01.5028 10/20/2062 | 0.01% |
| GNR 2016-H24 IO IO 02.1266 09/20/2066 | 0.01% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.01% |
| 1.759 R ISWP US0003M P 11/07/2029 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| FHR 3714 KI IO 04.5000 11/15/2039 | 0.01% |
| FHR 4656 AI IO 03.0000 09/15/2037 | 0.01% |
| FNR 2010-140 GS IO 04.2920 07/25/2039 | 0.01% |
| FNR 2016-24 CI IO 04.0000 02/25/2046 | 0.01% |
| GNR 2015-106 CI IO 04.0000 05/20/2045 | 0.01% |
| GNR 2017-H03 HI IO 01.5613 01/20/2067 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CWALT 2006-OA7 1A2 03.2664 06/25/2046 | 0.01% |
| FHR 4299 JI IO 04.0000 07/15/2043 | 0.01% |
| FHR 4601 PI IO 04.5000 12/15/2045 | 0.01% |
| FNR 2010-35 SG IO 04.6920 04/25/2040 | 0.01% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.01% |
| GNR 2015-52 IK IO 03.5000 04/20/2045 | 0.01% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.01% |
| 1.6785 R ISWP US0003M P 10/22/2029 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| FHR 4530 TI IO 04.0000 11/15/2045 | 0.01% |
| FNR 2013-57 IQ IO 03.0000 06/25/2041 | 0.01% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.01% |
| FNR 2017-15 LI IO 04.0000 06/25/2046 | 0.01% |
| GNR 2010-167 SG IO 04.7375 08/16/2038 | 0.01% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.01% |
| GNR 2015-H13 AI IO 02.3165 06/20/2065 | 0.01% |
| GNR 2016-37 IW IO 04.5000 02/20/2046 | 0.01% |
| GNR 2016-H23 NI IO 02.1562 10/20/2066 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.01% |
| GNR 2015-144 IA IO 04.0000 01/16/2043 | 0.01% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.01% |
| GNR 2016-149 MI IO 05.5000 05/20/2039 | 0.01% |
| GNR 2016-H12 AI IO 01.7032 07/20/2065 | 0.01% |
| GNR 2016-H25 GI IO 01.5531 11/20/2066 | 0.01% |
| 1.5345 R ISWP US0003M P 11/29/2024 | 0.01% |
| 1.6175 R ISWP US0003M P 11/08/2024 | 0.01% |
| 1.682 R ISWP US0003M P 11/27/2029 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FHR 3829 AS IO 05.1846 03/15/2041 | 0.01% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.01% |
| FHR 4663 KI IO 03.5000 11/15/2042 | 0.01% |
| FNR 2011-4 CS 09.4840 05/25/2040 | 0.01% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.01% |
| GNR 2012-H06 AI IO 01.3941 01/20/2062 | 0.01% |
| GNR 2012-H23 WI IO 01.6106 10/20/2062 | 0.01% |
| GNR 2014-139 NI IO 03.5000 08/20/2028 | 0.01% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.01% |
| GNR 2015-H03 DI IO 02.2037 01/20/2065 | 0.01% |
| MHL 2005-3 M4 02.6530 08/25/2035 | 0.01% |
| UBSBB 2012-C2 E P/P 144A 05.0473 05/10/2063 | 0.01% |
| 1.7505 R ISWP US0003M P 11/08/2029 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FHR 4510 HI IO 03.0000 03/15/2040 | 0.01% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.01% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.01% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.01% |
| GNR 2015-186 AI IO 04.0000 12/20/2045 | 0.01% |
| GNR 2015-87 AI IO 03.5000 12/20/2038 | 0.01% |
| GNR 2015-H25 AI IO 01.6608 09/20/2065 | 0.01% |
| GNR 2015-H26 EI IO 01.7825 10/20/2065 | 0.01% |
| GNR 2016-H02 HI IO 02.2569 01/20/2066 | 0.01% |
| GNR 2016-H14 AI IO 02.4528 06/20/2066 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.01% |
| 1.5635 R ISWP US0003M P 10/21/2024 | 0.00% |
| 1.6425 R ISWP US0003M P 11/07/2024 | 0.00% |
| 1.669 R ISWP US0003M P 10/22/2029 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| FHR 4580 ID IO 03.5000 08/15/2045 | 0.00% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.00% |
| GNR 2010-134 ES IO 04.2764 11/20/2039 | 0.00% |
| GNR 2010-H22 CI IO 02.4226 10/20/2060 | 0.00% |
| GNR 2011-156 SK IO 04.8764 04/20/2038 | 0.00% |
| GNR 2013-H24 AI IO 01.5182 09/20/2063 | 0.00% |
| GNR 2014-H21 AI IO 01.3585 10/20/2064 | 0.00% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.00% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.00% |
| GNR 2015-H10 HI IO 02.4432 04/20/2065 | 0.00% |
| GNR 2015-H15 JI IO 02.0282 06/20/2065 | 0.00% |
| GNR 2015-H20 CI IO 02.0308 08/20/2065 | 0.00% |
| GNR 2016-69 IO IO 04.0000 05/20/2046 | 0.00% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.00% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.00% |
| GNR 2016-H06 HI IO 02.0803 02/20/2066 | 0.00% |
| GNR 2016-H11 HI IO 02.0997 01/20/2066 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.00% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.00% |
| FHR 4462 PI IO 04.0000 04/15/2045 | 0.00% |
| FHR 4663 TI IO 03.5000 10/15/2042 | 0.00% |
| FNR 2011-98 AI IO 03.5000 11/25/2037 | 0.00% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.00% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2010-H19 BI IO 01.5134 08/20/2060 | 0.00% |
| GNR 2014-H08 BI IO 01.5052 04/20/2064 | 0.00% |
| GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.00% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.00% |
| GNR 2015-187 JI IO 04.0000 03/20/2045 | 0.00% |
| GNR 2015-H10 CI IO 01.8616 04/20/2065 | 0.00% |
| GNR 2015-H14 BI IO 01.6217 05/20/2065 | 0.00% |
| GNR 2015-H20 AI IO 01.8808 08/20/2065 | 0.00% |
| GNR 2015-H23 DI IO 01.9122 09/20/2065 | 0.00% |
| GNR 2015-H24 BI IO 01.6717 08/20/2065 | 0.00% |
| GNR 2015-H25 BI IO 01.6873 10/20/2065 | 0.00% |
| GNR 2015-H25 CI IO 01.6041 10/20/2065 | 0.00% |
| GNR 2015-H25 EI IO 01.9079 10/20/2065 | 0.00% |
| GNR 2015-H26 DI IO 01.5910 10/20/2065 | 0.00% |
| GNR 2016-77 SC IO 04.3764 10/20/2045 | 0.00% |
| BACM 2008-1 AJ 06.7858 02/10/2051 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% |
| FHR 4000 LI IO 04.0000 02/15/2042 | 0.00% |
| FHR 4074 KS IO 04.9346 02/15/2041 | 0.00% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.00% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.00% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.00% |
| GNR 2011-H07 FI IO 01.2901 02/20/2061 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GNR 2013-182 SY IO 04.3764 12/20/2043 | 0.00% |
| GNR 2013-H14 XI IO 01.7037 03/20/2063 | 0.00% |
| GNR 2014-100 LI IO 04.5000 10/16/2043 | 0.00% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.00% |
| GNR 2014-60 SE IO 04.3764 04/20/2044 | 0.00% |
| GNR 2014-H13 BI IO 01.6141 05/20/2064 | 0.00% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.00% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.00% |
| GNR 2015-H16 XI IO 02.3394 07/20/2065 | 0.00% |
| GNR 2015-H22 EI IO 01.6641 08/20/2065 | 0.00% |
| GNR 2015-H23 BI IO 01.7902 09/20/2065 | 0.00% |
| GNR 2015-H24 HI IO 02.0344 09/20/2065 | 0.00% |
| GNR 2016-104 GI IO 04.5000 01/20/2046 | 0.00% |
| GNR 2016-H04 KI IO 02.0863 02/20/2066 | 0.00% |
| GNR 2016-H08 GI IO 01.4780 04/20/2066 | 0.00% |
| GNR 2017-H06 EI IO 01.6347 02/20/2067 | 0.00% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.00% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.00% |
| FHR 4389 IA IO 04.0000 09/15/2044 | 0.00% |
| FHR 4501 BI IO 03.5000 10/15/2043 | 0.00% |
| FHR 4666 AI MTGE IO 03.0000 09/15/2035 | 0.00% |
| FNR 2011-59 BI IO 06.0000 08/25/2040 | 0.00% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2011-22 PS IO 04.2764 07/20/2040 | 0.00% |
| GNR 2011-H08 GI IO 01.3145 03/20/2061 | 0.00% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.00% |
| GNR 2014-H09 AI IO 01.4835 01/20/2064 | 0.00% |
| GNR 2015-H09 BI IO 01.7475 03/20/2065 | 0.00% |
| GNR 2015-H18 IA IO 01.8844 06/20/2065 | 0.00% |
| GNR 2015-H26 GI IO 01.8504 10/20/2065 | 0.00% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.00% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.00% |
| 1.579 R ISWP US0003M P 10/23/2024 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| FHR 4073 AS IO 04.2846 08/15/2038 | 0.00% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.00% |
| FNR 2012-86 CS IO 04.3920 04/25/2039 | 0.00% |
| FNR 2012-90 EI IO 03.5000 02/25/2039 | 0.00% |
| FNR 2013-41 SP IO 04.4920 06/25/2040 | 0.00% |
| FNR 2014-95 TI IO 04.0000 05/25/2039 | 0.00% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.00% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.00% |
| GNR 2010-50 QS IO 04.8264 12/20/2038 | 0.00% |
| GNR 2015-82 GI IO 03.5000 12/20/2038 | 0.00% |
| GNR 2015-H26 CI IO 00.2007 08/20/2065 | 0.00% |
| MSC 2007-HQ11 B 05.5380 02/12/2044 | 0.00% |
| 1.70334 R ISWP US0003M P 10/24/2029 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 BC | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| GNR 2014-115 EI IO 04.0000 06/20/2038 | 0.00% |
| GNR 2016-167 SB IO 04.2764 04/20/2038 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| 1.6535 R ISWP US0003M P 11/08/2021 | -0.00% |
| 1.6937 R ISWP US0003M P 11/21/2029 | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.00% |
| 1.8595 R ISWP US0003M P 11/29/2049 | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| 1.684 R ISWP US0003M P 10/28/2029 | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| OPTN FN30 3.5 12/05/19 PUT 102.53125 JPMC | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| 1.6805 R ISWP US0003M P 11/06/2029 | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 6MX5Y R 1.731 USD 12/30/2019 BC | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.01% |
| 1.63942 R ISWP US0003M P 11/07/2024 | -0.01% |
| 1.7325 R ISWP US0003M P 11/19/2029 | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| 1.741 R ISWP US0003M P 11/12/2024 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| 1.6915 R ISWP US0003M P 11/12/2024 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.01% |
| 1.6445 R ISWP US0003M P 11/29/2029 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| 1.6465 R ISWP US0003M P 11/26/2029 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| 1.7975 R ISWP US0003M P 10/03/2049 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.03% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.03% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.03% |
| 1.737 R ISWP US0003M P 10/02/2049 | -0.03% |
| SWPTN 6MX5Y R 1.58 USD 03/13/2020 CI | -0.04% |
| SWPTN 6MX5Y P 1.731 USD 12/30/2019 BC | -0.04% |
| 1.92276 R ISWP US0003M P 11/08/2049 | -0.04% |
| SWPTN 6MX5Y P 1.58 USD 03/13/2020 CI | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| SWPTN 5WX10Y R 1.67 USD 12/27/2019 CI | -0.06% |
| 1.631 R ISWP FWD US0003M P 10/22/2029 | -0.07% |
| 1.6455 R ISWP US0003M P 10/09/2049 | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.09% |
| SWPTN 5WX10Y P 1.67 USD 12/27/2019 CI | -0.10% |
| 1.4925 R ISWP US0003M P 10/04/2029 | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.20% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.20% |
| 1.65 R ISWP FWD US0003M P 12/18/2049 | -0.22% |
| OPTN FN30 3.0 01/07/20 PUT 101.34375 JPMC | -0.31% |
| GNMA GII30 TBA 03.5000 12/01/2049 | -0.34% |
| FNMA FN30 TBA UMBS 04.5000 12/01/2049 | -0.35% |
| 1.396 R ISWP US0003M P 10/04/2024 | -0.35% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.41% |
| 1.525 R ISWP FWD US0003M P 12/18/2029 | -0.64% |
| FNMA FN30 TBA UMBS 03.5000 12/01/2049 | -1.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.26% |
Fixed income statistics as of 02/29/20
| Average effective maturity | 3.97 yrs. |
|---|---|
| Average effective duration | -0.75 yrs. |
| Average yield to maturity | 4.92% |
| Average coupon | 4.98% |
Sector weightings as of 02/29/20
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Commercial MBS | 5.92% | 0.18 | 35.60% | 0.56 | 41.52% | 0.74 |
| Agency pass-through | 0.78% | 0.03 | 37.33% | 1.29 | 38.11% | 1.32 |
| Agency CMO | 33.89% | 1.22 | 0.01% | 0.00 | 33.90% | 1.22 |
| Residential MBS (non-agency) | 18.76% | 1.03 | 0.00% | 0.00 | 18.76% | 1.03 |
| Asset-backed securities (ABS) | 2.67% | 0.02 | 0.00% | 0.00 | 2.67% | 0.02 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -1.41 | 0.00% | -1.41 |
| Net cash | 37.98% | 0.00 | 0.00% | 0.00 | 37.98% | 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 02/29/20
| 0 - 1 yr. | 2.44% |
|---|---|
| 1 - 5 yrs. | 76.05% |
| 5 - 10 yrs. | 19.92% |
| 10 - 15 yrs. | 1.19% |
| Over 15 yrs. | 0.40% |
Quality rating as of 02/29/20
| AAA | 76.19% |
|---|---|
| AA | 1.31% |
| A | 13.16% |
| BBB | 4.85% |
| BB | 4.04% |
| B | 3.63% |
| CCC and Below | 2.69% |
| Not Rated | -5.87% |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political, or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography (such as a region of the United States), industry, or sector, such as the housing or real estate markets. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings or in relevant markets. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Mortgage-and asset-backed securities are subject to prepayment risk and the risk that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. The fund's investments in mortgage-backed securities and asset-backed securities, and in certain other securities and derivatives, may be or become illiquid. The fund's concentration in an industry group comprising privately issued mortgage-backed securities and mortgage-backed securities issued or guaranteed by the U.S. government or its agencies or instrumentalities may make the fund's net asset value more susceptible to economic, market, political, and other developments affecting the housing or real estate markets. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Our use of short selling may result in losses if the securities appreciate in value. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.
Expenses
Expense ratio |
Class A | Class C | Class Y |
|---|---|---|---|
| Total expense ratio | 1.08% | 1.83% | 0.83% |
| What you pay† | 0.87% | 1.62% | 0.62% |
† The fund's expense ratio is taken from the most recent prospectus and is subject to change. What you pay reflects Putnam Management's decision to contractually limit expenses through 09/30/20
Sales charge
| Breakpoint | Class A | Class C | Class Y |
|---|---|---|---|
| $0-$49,999 | 4.00% / 3.50% | 0.00% / 1.00% | -- |
| $50,000-$99,999 | 4.00% / 3.50% | 0.00% / 1.00% | -- |
| $100,000-$249,999 | 3.25% / 2.75% | 0.00% / 1.00% | -- |
| $250,000-$499,999 | 2.50% / 2.00% | 0.00% / 1.00% | -- |
| $500,000-$999,999 | 0.00% / 1.00% | -- | -- |
| $1M-$4M | 0.00% / 1.00% | -- | -- |
| $4M-$50M | 0.00% / 0.50% | -- | -- |
| $50M+ | 0.00% / 0.25% | -- | -- |
CDSC
| Class A (sales for $500,000+) | Class C | Class Y | |
|---|---|---|---|
| 0 to 9 mts. | 1.00% | 1.00% | -- |
| 9 to 12 mts. | 1.00% | 1.00% | -- |
| 2 yrs. | 0.00% | 0.00% | -- |
| 3 yrs. | 0.00% | 0.00% | -- |
| 4 yrs. | 0.00% | 0.00% | -- |
| 5 yrs. | 0.00% | 0.00% | -- |
| 6 yrs. | 0.00% | 0.00% | -- |
| 7+ yrs. | 0.00% | 0.00% | -- |
Trail commissions
| Class A | Class C | Class Y | |
|---|---|---|---|
| 0.25% | 1.00% | 0.00% | |
| NA | NA | NA | |
| NA | NA | NA |
The ICE BofA U.S. Treasury Bill Index is an unmanaged index that tracks the performance of U.S. dollar denominated U.S. Treasury Bills publicly issued in the U.S. domestic market. Qualifying securities must have a remaining term of at least one month to final maturity and a minimum amount outstanding of $1 billion. The Bloomberg Barclays U.S. MBS Index covers the mortgage-backed pass-through securities of Ginnie Mae (GNMA), Fannie Mae (FNMA), and Freddie Mac (FHLMC). You cannot invest directly in an index.
Consider these risks before investing: The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political, or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography (such as a region of the United States), industry, or sector, such as the housing or real estate markets. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings or in relevant markets. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Mortgage-and asset-backed securities are subject to prepayment risk and the risk that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. The fund's investments in mortgage-backed securities and asset-backed securities, and in certain other securities and derivatives, may be or become illiquid. The fund's concentration in an industry group comprising privately issued mortgage-backed securities and mortgage-backed securities issued or guaranteed by the U.S. government or its agencies or instrumentalities may make the fund's net asset value more susceptible to economic, market, political, and other developments affecting the housing or real estate markets. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Our use of short selling may result in losses if the securities appreciate in value. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.