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.
Prior to April 19, 2018, the fund was known as Putnam U.S. Government Income Trust. As of 4/19, Brett Kozlowski was added to the fund as a Portfolio Manager.
Active Income
Mortgage Securities Fund (Class Y) (PUSYX)
Seeking opportunities through mortgage-backed securities
Highlights
Objective
The fund seeks as high a level of current income as Putnam Management believes is consistent with preservation of capital.
Strategy and process
- Broad securitized opportunities:The fund invests in mortgage sectors, including agency MBS and CMOs, and non-agency RMBS and CMBS, and ABS.
- Higher potential returns: By investing in mortgage-backed bonds, the fund can offer the potential for higher returns than an investment strategy focused only on agency MBS.
- Leading research: The fund's portfolio managers use proprietary models to assist in the evaluation of mortgage-backed bonds and to manage the fund's interest-rate risk.
Fund price |
Yesterday’s close | 52-week high | 52-week low |
|---|---|---|---|
| Net asset value |
$12.96
0.15% | $0.02 |
$12.96
12/17/19 |
$11.99
12/21/18 |
Consistency of positive performance over five years
Performance shown does not reflect the effects of any sales charges. Click on the dots to see specific returns in each five-year period as of the date revealed. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please click on the performance tab.
12.45%
Best 5-year annualized return
(for period ending 06/30/89)
1.23%
Worst 5-year annualized return
(for period ending 03/31/18)
6.16%
Average 5-year annualized return
Fund facts as of 11/30/19
Total net assets
$937.39M
$937.39M
Turnover (fiscal year end)
1,089%
1,089%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
903
903
Fiscal year-end
September
September
CUSIP / Fund code
746885409 / 1817
746885409 / 1817
Inception date
04/11/94
04/11/94
Category
Taxable Income
Taxable Income
Open to new investors
Ticker
PUSYX
PUSYX
Management team
Co-Head of Fixed Income
Portfolio Manager
Portfolio Manager
Literature
Performance
Total return (%) as of 09/30/19
Annual performance as of 09/30/19
Annualized Total return (%) as of 09/30/19
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 10.12% | 3.40% | 2.43% | 3.52% |
| After sales charge | N/A | N/A | N/A | N/A |
| Bloomberg Barclays U.S. MBS Index | 7.80% | 2.32% | 2.80% | 3.14% |
| BBG Barc GNMA-BBG Barc U.S. MBS Linked Benchmark | 7.80% | 2.23% | 2.60% | 3.22% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 11/30/19 | 1.19% | - | |
| YTD as of 12/17/19 | 12.57% | - | |
Yield
| Distribution rate before sales charge as of 12/17/19 |
4.81% |
|---|---|
| Distribution rate after sales charge as of 12/17/19 |
4.81% |
| 30-day SEC yield with subsidy as of 11/29/19 |
4.03% |
| 30-day SEC yield without subsidy as of 11/29/19 |
3.89% |
Risk-adjusted performance as of 11/30/19
| Sharpe ratio (3 yrs.) | 1.14 |
|---|---|
| Information ratio (3 yrs.) | 0.68 |
Volatility as of 11/30/19
| Standard deviation (3 yrs.) | 2.29% |
|---|---|
| Beta | 0.72 |
| R-squared | 0.46 |
Lipper rankings as of 11/30/19
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 2/124 | 2% |
| 3 yrs. | 13/110 | 12% |
| 5 yrs. | 35/101 | 35% |
| 10 yrs. | 25/71 | 35% |
Morningstar Ratings™ as of 11/30/19
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 544 | |
| 3 yrs. | 544 | |
| 5 yrs. | 452 | |
| 10 yrs. | 336 |
Distributions
| Record/Ex dividend date | 11/18/19 |
|---|---|
| Payable date | 11/20/19 |
| Income | $0.052 |
| 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.
Compare
See how this fund stacks up against its peers with FundVisualizer®
New to FundVisualizer? Watch tutorials on how to get started.
For more tutorials, please visit Advisor Tech Tips
** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
Holdings
| Fnma Fn30 Tba Umbs 03.0000 01/01/2050 | 11.57% |
|---|---|
| Gnma Gii30 Tba 04.0000 01/01/2050 | 11.18% |
| Fnma Fn30 Tba Umbs 04.5000 12/01/2049 | 8.41% |
| Fnma Fn30 Tba Umbs 05.5000 12/01/2049 | 5.98% |
| Fncl 2.50 04/01/2042 | 5.51% |
| Gnma Gii30 Tba 04.5000 12/01/2049 | 3.90% |
| Fnr 2007-95 A3 02.0727 08/27/2036 | 2.58% |
| Fhs 315 Po Po 00.0000 09/15/2043 | 1.37% |
| Fnma Fn30 Tba Umbs 06.0000 12/01/2049 | 1.34% |
| Carr 2006-Nc2 A4 01.9480 06/25/2036 | 0.89% |
| Top 10 holdings, percent of portfolio | 52.73% |
| Top 10 holdings as of 11/30/19 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 01/01/2050 | |
| Gnma Gii30 Tba 04.0000 01/01/2050 | |
| Fnma Fn30 Tba Umbs 04.5000 12/01/2049 | |
| Fnma Fn30 Tba Umbs 05.5000 12/01/2049 | |
| Fncl 2.50 04/01/2042 | |
| Gnma Gii30 Tba 04.5000 12/01/2049 | |
| Fnr 2007-95 A3 02.0727 08/27/2036 | |
| Fhs 315 Po Po 00.0000 09/15/2043 | |
| Fnma Fn30 Tba Umbs 06.0000 12/01/2049 | |
| Carr 2006-Nc2 A4 01.9480 06/25/2036 | |
| Holdings represent 52.73% of portfolio | |
| Top 10 holdings as of 10/31/19 | |
|---|---|
| Gnma Gii30 Tba 04.0000 11/01/2049 | |
| Fnma Fn30 Tba Umbs 04.5000 11/01/2049 | |
| Gnma Gii30 Tba 05.0000 11/01/2049 | |
| Fnma Fn30 Tba Umbs 05.5000 11/01/2049 | |
| Fncl 2.50 04/01/2042 | |
| Gnma Gii30 Tba 04.5000 11/01/2049 | |
| Fnr 2007-95 A3 02.2684 08/27/2036 | |
| Fhs 315 Po Po 00.0000 09/15/2043 | |
| Fnma Fn30 Tba Umbs 06.0000 11/01/2049 | |
| Carr 2006-Nc2 A4 02.0628 06/25/2036 | |
| Holdings represent 47.87% of portfolio | |
| Top 10 holdings as of 09/30/19 | |
|---|---|
| Gnma Gii30 Tba 04.5000 10/01/2049 | |
| Gnma Gii30 Tba 03.5000 10/01/2049 | |
| Gnma Gii30 Tba 04.0000 10/01/2049 | |
| Gnma Gii30 Tba 05.0000 10/01/2049 | |
| Fnma Fn30 Tba Umbs 05.5000 10/01/2049 | |
| Fncl 2.50 04/01/2042 | |
| Gnma Gii30p 783937 03.5000 11/20/2043 | |
| Fnma Fn30 Tba Umbs 04.5000 10/01/2049 | |
| Fnr 2007-95 A3 02.3953 08/27/2036 | |
| Gnma Gii30p 784109 04.0000 10/20/2045 | |
| Holdings represent 55.05% of portfolio | |
| Top 10 holdings as of 08/31/19 | |
|---|---|
| Gnma Gii30 Tba 04.5000 09/01/2049 | |
| Gnma Gii30 Tba 03.5000 09/01/2049 | |
| Gnma Gii30 Tba 04.0000 09/01/2049 | |
| Gnma Gii30 Tba 05.0000 09/01/2049 | |
| Fnma Fn30 Tba Umbs 05.5000 09/01/2049 | |
| Fncl 2.50 04/01/2042 | |
| Gnma Gii30p 783937 03.5000 11/20/2043 | |
| Fnma Fn30 Tba Umbs 04.5000 09/01/2049 | |
| Fnr 2007-95 A3 02.5160 08/27/2036 | |
| Gnma Gii30p 784109 04.0000 10/20/2045 | |
| Holdings represent 55.43% of portfolio | |
| REPO TRIPA MORTG 1.64 12/02/2019 | 13.76% |
|---|---|
| FNMA FN30 TBA UMBS 03.0000 01/01/2050 | 11.57% |
| GNMA GII30 TBA 04.0000 01/01/2050 | 11.18% |
| FNMA FN30 TBA UMBS 04.5000 12/01/2049 | 8.40% |
| FNMA FN30 TBA UMBS 05.5000 12/01/2049 | 5.98% |
| FNMA FN30 AB8804 UMBS 02.5000 03/01/2043 | 5.50% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 4.10% |
| GNMA GII30 TBA 04.5000 12/01/2049 | 3.90% |
| US 2YR NOTE (CBT) MAR20 TUH0 | 2.85% |
| FNR 2007-95 A3 02.0727 08/27/2036 | 2.58% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 1.93% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 1.75% |
| TREASURY BILL 00.0000 12/12/2019 | 1.42% |
| FHS 315 PO PO 00.0000 09/15/2043 | 1.37% |
| FNMA FN30 TBA UMBS 06.0000 12/01/2049 | 1.34% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.02% |
| SWPTN 10YX10Y R 3.312 USD 11/27/2028 BA | 0.98% |
| CARR 2006-NC2 A4 01.9480 06/25/2036 | 0.89% |
| BAYV 2006-C 1A3 06.0280 11/28/2036 | 0.88% |
| MSC 2011-C3 E P/P 144A 05.4193 07/15/2049 | 0.85% |
| CAS 2017-C05 1B1 05.3080 01/25/2030 | 0.82% |
| STACR 2018-DNA1 B1 04.8580 07/25/2030 | 0.81% |
| STACR 2016-DNA3 M3 06.7080 12/25/2028 | 0.76% |
| SWPTN 1YX10Y R 2.7475 USD 02/13/2020 GS | 0.74% |
| FNR 2016-85 SL IO 04.3920 11/25/2046 | 0.73% |
| CWL 2007-10 1A1 01.8880 06/25/2047 | 0.72% |
| STACR 2018-DNA2 B1 05.4080 12/25/2030 | 0.72% |
| TREASURY BILL 00.0000 03/12/2020 | 0.70% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.70% |
| SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS | 0.69% |
| DBUBS 2011-LC3A D P/P 144A 05.5120 08/10/2044 | 0.66% |
| CAS 2018 - C01 1B1 05.2580 07/25/2030 | 0.65% |
| TREASURY BILL 00.0000 05/07/2020 | 0.61% |
| STACR 2019-DNA1 B2 12.4580 01/25/2049 | 0.61% |
| SWPTN 7YX30Y R 2.8025 USD 04/24/2026 MS | 0.61% |
| SWPTN 2YX13Y R 3.162 USD 11/30/2020 JP | 0.61% |
| CAS 2018-C02 2M2 03.9080 08/25/2030 | 0.57% |
| FNR 2016-83 BS IO 04.3920 11/25/2046 | 0.57% |
| TREASURY BILL 00.0000 04/16/2020 | 0.57% |
| WFRBS 2012-C9 D P/P 144A 04.9712 11/15/2045 | 0.56% |
| WAMU 2005-AR14 1A2 03.8601 12/25/2035 | 0.55% |
| GNR 2016-H11 HI IO 02.0997 01/20/2066 | 0.51% |
| FNR 2016-81 SA IO 04.4420 11/25/2046 | 0.50% |
| US ULTRA BOND CBT MAR20 WNH0 | 0.50% |
| FNR 2018-36 SD IO 04.5420 06/25/2048 | 0.50% |
| BF0101 03.5000 06/01/2056 | 0.49% |
| UBSCM 2012-C1 D P/P 144A 05.7560 05/10/2045 | 0.49% |
| SPST 2019-3 A 02.4080 06/24/2020 | 0.49% |
| CAS 2018-C04 2M2 04.2580 12/25/2030 | 0.48% |
| GSMS 2014-GC24 D P/P 144A 04.6652 09/10/2047 | 0.48% |
| SPST 2019-7 A 02.4080 09/24/2020 | 0.48% |
| GNR 2017-H20 AI IO 02.3545 10/20/2067 | 0.46% |
| GNR 2016-H23 NI IO 02.1562 10/20/2066 | 0.46% |
| CAS 2017-C06 2B1 06.1580 02/25/2030 | 0.46% |
| GSMS 2014-GC18 C 05.1565 01/10/2047 | 0.45% |
| GNMA GII30 TBA 03.0000 12/01/2049 | 0.44% |
| GNR 2016-H07 PI IO 02.2805 03/20/2066 | 0.44% |
| AHM 2007-1 GA1C 02.0128 05/25/2047 | 0.44% |
| CAS 2017-C07 1B1 05.7080 05/25/2030 | 0.43% |
| CAS 2016-C03 1B 13.4580 10/25/2028 | 0.43% |
| 1.45 R ISWP FWD US0003M P 12/18/2024 | 0.43% |
| JPMBB 2013-C14 D P/P 144A 04.8586 08/15/2046 | 0.43% |
| CAS 2017-C06 1B1 05.8580 02/25/2030 | 0.43% |
| FN BF0091 | 0.42% |
| FNR 2016-8 SA IO 04.3420 03/25/2046 | 0.41% |
| BMIR 2017-1 M2 P/P 144A 05.0580 10/25/2027 | 0.41% |
| CAS 2017-C01 1M2 05.2580 07/25/2029 | 0.41% |
| STACR 2019-HQA1 M2 04.0580 02/25/2049 | 0.40% |
| SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.40% |
| SWPTN 1YX10Y R 3.096 USD 11/29/2019 JP | 0.39% |
| MWST 2018-W1 A 02.5580 11/25/2051 | 0.39% |
| STACR 2018-HQA1 M2 04.0080 09/25/2030 | 0.39% |
| GNR 2019-125 SG IO 04.3264 10/20/2049 | 0.38% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.38% |
| GNR 2016-H27 GI IO 02.3251 12/20/2066 | 0.38% |
| MCAS 2019-01 M10 P/P 144A 04.9580 10/15/2049 | 0.38% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.38% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.38% |
| GNR 2017-H03 KI IO 02.8076 01/20/2067 | 0.37% |
| GNR 2019-121 SD IO 04.2764 10/20/2049 | 0.37% |
| FNR 2017-104 SL IO 04.4420 01/25/2048 | 0.36% |
| FHR 3065 DC 14.5639 03/15/2035 | 0.36% |
| COMM 2014-CR17 D P/P 144A 05.0116 05/10/2047 | 0.36% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.36% |
| STACR 2015-HQA1 B 10.5080 03/25/2028 | 0.36% |
| GNR 2017-H25 CI IO 02.2124 12/20/2067 | 0.36% |
| FNR 2016-50 SM IO 04.3920 08/25/2046 | 0.35% |
| GNR 2013-87 SA IO 04.4764 06/20/2043 | 0.35% |
| UBSC 2011-C1 D P/P 144A 06.2521 01/10/2045 | 0.35% |
| GNR 2017-H06 MI IO 02.2907 02/20/2067 | 0.35% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.35% |
| GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.34% |
| CAS 2016-C05 2M2 06.1580 01/25/2029 | 0.33% |
| STACR 2017-HQA2 M2 04.3580 12/25/2029 | 0.33% |
| CAS 2017-C06 1M2 04.3580 02/25/2030 | 0.32% |
| GNR 2015-H22 AI IO 01.7539 09/20/2065 | 0.32% |
| STACR 2019-DNA4 B2 07.9580 10/25/2049 | 0.32% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.32% |
| OMIR 2018-1A M2 04.5580 07/25/2028 | 0.32% |
| TREASURY BILL 00.0000 12/05/2019 | 0.32% |
| GNR 2015-H20 CI IO 02.0308 08/20/2065 | 0.31% |
| CAS 2016-C03 1M2 07.0080 10/25/2028 | 0.31% |
| GNR 2016-H13 IK IO 02.6197 06/20/2066 | 0.30% |
| FNR 2019-58 SA IO 04.3420 10/25/2049 | 0.30% |
| MWST 2019-1 A 02.5080 06/25/2052 | 0.30% |
| CAS 2018-C06 1B1 05.4580 03/25/2031 | 0.30% |
| GNR 2018-H01 XI IO 02.2241 01/20/2068 | 0.30% |
| COMM 2014-CR19 D P/P 144A 04.9055 08/10/2047 | 0.30% |
| FHR 4621 QI IO 03.5000 10/15/2046 | 0.29% |
| CAS 2018-C03 1M2 03.8580 10/25/2030 | 0.29% |
| GNMA GII30 AI6258 04.5000 05/20/2044 | 0.29% |
| GNR 2016-H18 QI IO 03.0910 06/20/2066 | 0.29% |
| MSBAM 2013-C12 E P/P 144A 04.9247 10/15/2046 | 0.29% |
| GNR 2018-H04 JI IO 02.1725 03/20/2068 | 0.29% |
| CWALT 2006-OA19 A1 01.9036 02/20/2047 | 0.29% |
| GNMA 10000 BQ7315 05.0000 10/20/2049 | 0.28% |
| COMM 2013-LC13 D P/P 144A 05.4436 08/10/2046 | 0.28% |
| JPMCC 2013-LC11 D 04.3067 04/15/2046 | 0.28% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.28% |
| FNR 2008-24 SP 17.0207 02/25/2038 | 0.27% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.27% |
| GNR 2017-H08 GI IO 02.4341 02/20/2067 | 0.27% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.27% |
| FNMA FN30 AV7052 UMBS 03.5000 03/01/2045 | 0.27% |
| CAS 2018-C05 1M2 04.0580 01/25/2031 | 0.27% |
| GNR 2019-83 SL IO 04.3764 07/20/2049 | 0.26% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.26% |
| SPST 2018-8 A 02.4080 02/24/2020 | 0.26% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.25% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.25% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.25% |
| GNR 2015-H10 HI IO 02.4432 04/20/2065 | 0.25% |
| GNR 2017-H08 EI IO 02.3901 02/20/2067 | 0.25% |
| 1.4925 R ISWP US0003M P 10/04/2029 | 0.25% |
| GNR 2015-H22 GI IO 02.5802 09/20/2065 | 0.25% |
| GNMA GN30 AM4380 04.0000 05/15/2045 | 0.25% |
| SPST 2019-WL1 A 02.3580 08/25/2052 | 0.25% |
| GNR 2016-H17 DI IO 02.5990 07/20/2066 | 0.25% |
| GNR 2017-H04 BI IO 02.5248 02/20/2067 | 0.25% |
| FNR 2018-20 SB IO 04.5420 03/25/2048 | 0.24% |
| FNR 2019-45 SD IO 04.3420 08/25/2049 | 0.24% |
| FNMA FN30 AV7059 UMBS 03.5000 04/01/2045 | 0.24% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.24% |
| BMIR 2018-2A M1C P/P 144A 03.3080 08/25/2028 | 0.24% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.24% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.24% |
| TREASURY BILL 00.0000 04/09/2020 | 0.24% |
| CAS 2017-C02 2B1 07.2080 09/25/2029 | 0.24% |
| JPALT 2006-A6 1A1 01.8680 11/25/2036 | 0.24% |
| STACR 2014-DN4 M3 06.2580 10/25/2024 | 0.23% |
| SPST 2019-11 A 02.4580 10/24/2020 | 0.23% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.23% |
| UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.23% |
| GNR 2016-H24 IO IO 02.1266 09/20/2066 | 0.23% |
| NHLT 2019-2A M4 05.6822 11/26/2029 | 0.22% |
| GNR 2015-H13 AI IO 02.3165 06/20/2065 | 0.22% |
| MSC 2012-C4 E P/P 144A 05.6000 03/15/2045 | 0.22% |
| FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.22% |
| GNR 2016-H10 AI IO 02.1438 04/20/2066 | 0.22% |
| GNR 2011-156 SK IO 04.8764 04/20/2038 | 0.21% |
| GNR 2014-H21 AI IO 01.3585 10/20/2064 | 0.21% |
| FNR 2017-19 IH IO 05.0000 03/25/2047 | 0.21% |
| FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.21% |
| JPMCC 2010-C2 D P/P 144A 05.7861 11/15/2043 | 0.21% |
| JPMCC 2011-C3 D P/P 144A 05.8527 02/15/2046 | 0.21% |
| MSBAM 2013-C10 F P/P 144A 04.2175 07/15/2046 | 0.21% |
| FNR 2018-51 BI IO 05.5000 07/25/2038 | 0.21% |
| GNR 2018-H02 IM IO 02.2969 02/20/2068 | 0.21% |
| GNMA GII30 AH8784 04.5000 06/20/2034 | 0.21% |
| GNR 2015-H23 TI IO 01.9618 09/20/2065 | 0.21% |
| GNR 2017-H08 NI IO 02.2059 03/20/2067 | 0.20% |
| GNR 2019-35 SE IO 04.3875 01/16/2044 | 0.20% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.20% |
| GNR 2015-H04 AI IO 02.2483 12/20/2064 | 0.20% |
| WFRBS 2012-C9 E P/P 144A 04.9712 11/15/2045 | 0.20% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.20% |
| FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.20% |
| GNR 2019-100 JS IO 04.3764 08/20/2049 | 0.20% |
| STACR 2017-DNA2 M2 05.1580 10/25/2029 | 0.19% |
| STACR 2018-HQA2 B2 12.7080 10/25/2048 | 0.19% |
| GNR 2017-H10 MI IO 01.8331 04/20/2067 | 0.19% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.19% |
| GNR 2017-H25 IO IO 01.2601 11/20/2067 | 0.19% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.19% |
| GNR 2016-H14 AI IO 02.4528 06/20/2066 | 0.19% |
| GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.18% |
| GNR 2016-H06 DI IO 02.0735 07/20/2065 | 0.18% |
| BMIR 2019-4A B1 P/P 144A 05.5580 10/25/2029 | 0.18% |
| GNR 2017-H03 CI IO 02.1643 12/20/2066 | 0.18% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.18% |
| FHR 4546 PI IO 04.0000 12/15/2045 | 0.18% |
| FNR 2018-47 SA IO 04.5420 07/25/2048 | 0.18% |
| GSMS 2014-GC22 C 04.8472 06/10/2047 | 0.18% |
| SWPTN 10YX10Y P 3.312 USD 11/27/2028 BA | 0.18% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.18% |
| WFRBS 2011-C4 E P/P 144A 05.3964 06/15/2044 | 0.18% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.18% |
| GNR 2016-H03 AI IO 02.4930 01/20/2066 | 0.18% |
| GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.17% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.17% |
| FASST 2019-HB1 M5 06.0000 04/25/2029 | 0.17% |
| GNR 2014-182 BI IO 04.0000 01/20/2039 | 0.17% |
| FHR 2976 LC 17.9469 05/15/2035 | 0.17% |
| UBSBB 2012-C4 D P/P 144A 04.6293 12/10/2045 | 0.17% |
| FHR 4436 SC IO 04.3846 02/15/2045 | 0.17% |
| JPMCC 2011-C3 E P/P 144A 05.8527 02/15/2046 | 0.17% |
| GNR 2011-H07 FI IO 01.2901 02/20/2061 | 0.17% |
| GNR 2016-H06 HI IO 02.0803 02/20/2066 | 0.16% |
| GNR 2017-H09 IO IO 01.8617 04/20/2067 | 0.16% |
| 1.512 R ISWP US0003M P 10/04/2021 | 0.16% |
| GNR 2016-80 SD IO 04.3764 06/20/2046 | 0.16% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.16% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.16% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.16% |
| OPTN FN30 3.0 01/07/20 CALL 101.34375 JPMC | 0.16% |
| GNR 2016-H04 KI IO 02.0863 02/20/2066 | 0.16% |
| JPMBB 2014-C23 E P/P 144A 03.3640 09/15/2047 | 0.16% |
| FNR 2011-4 CS 09.4840 05/25/2040 | 0.16% |
| GNR 2013-182 SP IO 04.9764 12/20/2043 | 0.16% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.16% |
| WFHET 2007-2 A3 01.9380 04/25/2037 | 0.16% |
| GNR 2016-H24 KI IO 02.2093 11/20/2066 | 0.16% |
| OMIR 2017-1A M2 P/P 144A 05.7080 04/25/2027 | 0.16% |
| GNR 2014-137 ID IO 05.5000 09/16/2044 | 0.15% |
| MCAS 2019-01 M7 P/P 144A 03.4080 10/15/2049 | 0.15% |
| GNR 2014-H25 BI IO 01.7401 12/20/2064 | 0.15% |
| GNR 2015-H25 BI IO 01.6873 10/20/2065 | 0.15% |
| FNR 2012-114 NI IO 03.5000 10/25/2041 | 0.15% |
| GNR 2016-H04 HI IO 02.3807 07/20/2065 | 0.15% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.15% |
| GNR 2014-119 SA IO 03.8764 08/20/2044 | 0.15% |
| GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.15% |
| GNR 2015-H16 XI IO 02.3394 07/20/2065 | 0.15% |
| SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.15% |
| GNR 2015-H24 HI IO 02.0344 09/20/2065 | 0.15% |
| CAS 2018-C06 2B1 05.8080 03/25/2031 | 0.14% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.14% |
| TREASURY BILL 00.0000 05/21/2020 | 0.14% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.14% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.14% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.14% |
| GNR 2018-H02 IO IO 02.2033 01/20/2068 | 0.14% |
| GNR 2017-H14 LI IO 02.2849 06/20/2067 | 0.14% |
| GNR 2017-H23 BI IO 01.9432 11/20/2067 | 0.14% |
| GNR 2014-100 NI IO 04.0000 06/20/2043 | 0.14% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.14% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.14% |
| SWPTN 7YX30Y P 2.8025 USD 04/24/2026 MS | 0.14% |
| GNR 2014-H18 CI IO 01.6456 09/20/2064 | 0.14% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.14% |
| FNR 2013-22 PI IO 03.5000 10/25/2042 | 0.13% |
| GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.13% |
| GNR 2018-H05 ID 02.0570 03/20/2068 | 0.13% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.13% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.13% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.13% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.13% |
| STACR 2017-DNA3 M2 04.2080 03/25/2030 | 0.13% |
| FHR 4425 EI IO 04.0000 01/15/2045 | 0.13% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.13% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.13% |
| GNR 2016-H06 AI IO 02.3950 02/20/2066 | 0.13% |
| GNR 2017-H14 JI IO 02.1899 06/20/2067 | 0.13% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.13% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.13% |
| TREASURY BILL 00.0000 02/20/2020 | 0.13% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.13% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.12% |
| BSCMS 2007-T26 AJ 05.5617 01/12/2045 | 0.12% |
| COMM 2012-CR4 B P/P 144A 03.7030 10/15/2045 | 0.12% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.12% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.12% |
| JPMBB 2013-C12 E P/P 144A 04.2369 07/15/2045 | 0.12% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.12% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.12% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.12% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.12% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.12% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.12% |
| STACR 2018-DNA2 M2 03.8580 12/25/2030 | 0.11% |
| CAS 2016-C04 1B 11.9580 01/25/2029 | 0.11% |
| GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.11% |
| GNR 2012-H11 FI IO 01.2685 02/20/2062 | 0.11% |
| SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.11% |
| FHR 2990 LB 12.4335 06/15/2034 | 0.11% |
| FNR 2005-74 NK 18.9600 05/25/2035 | 0.11% |
| GNR 2017-H25 AI IO 01.9206 12/20/2067 | 0.11% |
| MSAC 2004-HE9 M2 02.6380 11/25/2034 | 0.11% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.11% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.11% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.11% |
| STACR 2016-HQA1 M3 08.0580 09/25/2028 | 0.11% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.11% |
| STAR 2019-1 M1 03.7640 06/25/2049 | 0.10% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.10% |
| WAMU 2005-AR8 2AC2 02.6280 07/25/2045 | 0.10% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.10% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.10% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.10% |
| WFCM 2010-C1 E P/P 144A 04.0000 11/15/2043 | 0.10% |
| FNR 2005-106 JC 14.8279 12/25/2035 | 0.10% |
| GNR 2011-H16 FI IO 01.0855 07/20/2061 | 0.10% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.10% |
| GNR 2016-H01 HI IO 02.0795 10/20/2065 | 0.10% |
| STACR 2019-DNA1 M2 04.3580 01/25/2049 | 0.10% |
| TREASURY BILL 00.0000 04/02/2020 | 0.10% |
| GNR 2017-H06 EI IO 01.6347 02/20/2067 | 0.09% |
| GNMA GII30 AJ8849 03.0000 10/20/2044 | 0.09% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.09% |
| FHR 4530 HI IO 04.0000 11/15/2045 | 0.09% |
| STACR 2014-HQ3 M3 06.4580 10/25/2024 | 0.09% |
| FHR 4136 IQ IO 03.5000 11/15/2042 | 0.09% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.09% |
| FNR 2007-53 SP 17.9373 06/25/2037 | 0.09% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.09% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.09% |
| GNR 2016-H08 GI IO 01.4780 04/20/2066 | 0.09% |
| HVMLT 2005-2 1A 02.2533 05/19/2035 | 0.09% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.08% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.08% |
| BALTA 2005-8 21A1 04.1755 10/25/2035 | 0.08% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.08% |
| GNMA GII30 BA7681 04.6260 06/20/2067 | 0.08% |
| CAS 2019-R02 1M2 04.0080 08/25/2031 | 0.08% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.08% |
| CAS 2015-C04 1M2 07.4080 04/25/2028 | 0.08% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.08% |
| GNR 2016-H24 JI IO 02.1328 11/20/2066 | 0.08% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.08% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.08% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.08% |
| FNR 2006-8 HP 18.3040 03/25/2036 | 0.08% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.08% |
| STACR 2019-DNA2 M2 04.1580 03/25/2049 | 0.08% |
| CAS 2019-R01 2B1 06.0580 07/25/2031 | 0.08% |
| FNMA FN30 AV7026 UMBS 03.5000 11/01/2044 | 0.08% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.07% |
| OMIR 2019-1A B1B 06.0580 07/25/2029 | 0.07% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.07% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.07% |
| CAS 2016-C03 2B 14.4580 10/25/2028 | 0.07% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.07% |
| GNMA GII30 AY4779 04.5090 03/20/2067 | 0.07% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.07% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.07% |
| GNR 2015-24 AI IO 03.5000 12/20/2037 | 0.07% |
| OPTN FN30 3.5 12/05/19 CALL 102.53125 JPMC | 0.07% |
| STACR 2015-HQ1 M3 05.5080 03/25/2025 | 0.07% |
| CAS 2017-C07 2B1 06.1580 05/25/2030 | 0.07% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.07% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.07% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.07% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.07% |
| GNMA GII30 AJ4184 04.5000 09/20/2044 | 0.07% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.07% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.07% |
| FNR 2012-104 HI IO 04.0000 09/25/2027 | 0.06% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.06% |
| FNR 2006-62 PS 29.6520 07/25/2036 | 0.06% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.06% |
| TREASURY BILL 00.0000 01/02/2020 | 0.06% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| FHR 4019 JI IO 04.0000 05/15/2041 | 0.06% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% |
| OMIR 2019-1A B1A 05.2080 07/25/2029 | 0.06% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.06% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.06% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.06% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.06% |
| GNMA 10000 BQ7313 04.5000 10/20/2049 | 0.06% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.06% |
| GNR 2015-H23 DI IO 01.9122 09/20/2065 | 0.06% |
| GNR 2016-69 IO IO 04.0000 05/20/2046 | 0.06% |
| GNMA GII30 609117 04.5000 02/20/2044 | 0.06% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.06% |
| 1.466 R ISWP US0003M P 10/09/2029 | 0.06% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.06% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.06% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.06% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.06% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.05% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.05% |
| SAMI 2006-AR7 A1BG 01.8280 08/25/2036 | 0.05% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.05% |
| SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.05% |
| FHR 3408 EK 18.6894 04/15/2037 | 0.05% |
| GNMA GII30 AJ4182 04.5000 09/20/2044 | 0.05% |
| FNR 2005-122 SE 17.1220 11/25/2035 | 0.05% |
| GNMA GII30 BP2045 05.0000 07/20/2049 | 0.05% |
| FHR 4136 ES IO 04.4846 11/15/2042 | 0.05% |
| CAS 2018-C01 1M2 03.9580 07/25/2030 | 0.05% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.05% |
| GNMA GN30 AE8022 04.5000 12/15/2043 | 0.05% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.05% |
| GNMA GII30 AJ6287 04.0000 09/20/2044 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.05% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.04% |
| 1.58 R ISWP FWD US0003M P 12/18/2021 | 0.04% |
| 1.50 R ISWP US0003M P 09/30/2024 | 0.04% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.04% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.04% |
| GNR 2014-160 IB IO 03.0000 11/20/2040 | 0.04% |
| GNR 2014-174 AI IO 03.0000 11/16/2029 | 0.04% |
| OPTN GII30 3.0 12/05/19 CALL 102.40625 JPMC | 0.04% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.04% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.04% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.04% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.04% |
| STACR 2017-DNA1 M2 04.9580 07/25/2029 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.04% |
| GNMA GII30 AQ6653 04.5000 09/20/2045 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.04% |
| GNMA GII30 BO4634 05.0000 06/20/2049 | 0.04% |
| GNMA GN30 AG8989 04.5000 05/15/2044 | 0.04% |
| IOS.FN30.550.08 R USL1M P 01/12/39 BC | 0.04% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.04% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.04% |
| FNR 2005-75 GS 15.1260 08/25/2035 | 0.04% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% |
| GNMA GII30 BP3611 05.0000 07/20/2049 | 0.04% |
| GNMA GII30 BP3623 05.0000 08/20/2049 | 0.04% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.04% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.04% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.03% |
| GNR 2015-99 TI IO 03.5000 04/20/2039 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.03% |
| 1.5594 R ISWP US0003M P 09/30/2029 | 0.03% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.03% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.03% |
| GNMA GII30 BL2894 05.0000 04/20/2049 | 0.03% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.03% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.03% |
| FHR 3249 PS 16.4492 12/15/2036 | 0.03% |
| GNMA GII30 635065 04.5000 03/20/2046 | 0.03% |
| GNMA GII30 AL8543 04.0000 02/20/2045 | 0.03% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.03% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% |
| FNMA FN30 AV7020 UMBS 03.5000 10/01/2044 | 0.03% |
| GNMA GN30 704478 04.5000 04/15/2039 | 0.03% |
| GNMA GN30 AG8984 04.5000 05/15/2044 | 0.03% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.03% |
| STACR 2017-HQA2 B1 06.4580 12/25/2029 | 0.03% |
| 1.53 R ISWP US0003M P 10/01/2024 | 0.03% |
| CAS 2018-C03 1B1 05.4580 10/25/2030 | 0.03% |
| GNMA GII30 609118 04.5000 02/20/2034 | 0.03% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.03% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.03% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.03% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.03% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.03% |
| CAS 2016-C07 2M2 06.0580 05/25/2029 | 0.03% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.03% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.03% |
| 1.9425 R ISWP US0003M P 11/15/2049 | 0.03% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.03% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.03% |
| GNMA GII30 AW8447 04.3230 05/20/2067 | 0.02% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% |
| GNMA GII30 AO8363 04.0000 09/20/2045 | 0.02% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.02% |
| CAS 2017-C02 2M2 05.3580 09/25/2029 | 0.02% |
| GNMA GII30 BO2715 05.0000 07/20/2049 | 0.02% |
| GNMA GII30 BO4614 05.0000 06/20/2049 | 0.02% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.02% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.02% |
| 1.62779 R ISWP US0003M P 10/15/2029 | 0.02% |
| GNR 2010-20 SC IO 04.4264 02/20/2040 | 0.02% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.02% |
| SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS | 0.02% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| FNR 2011-123 KS IO 04.8920 10/25/2041 | 0.02% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.02% |
| GNMA 10000 BO6603 05.0000 07/20/2049 | 0.02% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.02% |
| FHLMC FR30 ZS0468 UMBS 07.5000 10/01/2029 | 0.02% |
| FNR 2005-83 QP 12.9532 11/25/2034 | 0.02% |
| FNR 2008-53 DO PO 00.0000 07/25/2038 | 0.02% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% |
| FNW 1998-W2 X IO 00.9816 06/25/2028 | 0.02% |
| GNMA GII30 AK1223 04.0000 02/20/2045 | 0.02% |
| GNMA GII30 AO8415 04.0000 10/20/2045 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 CS | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| GNMA GII30 BO8266 05.0000 07/20/2049 | 0.02% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.02% |
| OPTN GII30 3.5 12/05/19 CALL 103.40625 JPMC | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.02% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.02% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.02% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.02% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| GNMA GII30 AO7326 04.6660 09/20/2065 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| GNR 2019-78 SJ IO 04.3264 06/20/2049 | 0.02% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.02% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.02% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNR 2019-99 KS IO 04.3264 08/20/2049 | 0.02% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| MBX.GII30.450.10 R USL1M P 01/12/41 DE | 0.02% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FHR 3996 IK IO 04.0000 03/15/2039 | 0.02% |
| FHR 4199 CI IO 03.5000 12/15/2037 | 0.02% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.02% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| 2.86 R ISWP US0003M P 01/22/2020 | 0.01% |
| CAS 2018-C04 2B1 06.2080 12/25/2030 | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 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% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| 1.6486 R ISWP US0003M P 11/25/2029 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% |
| FHLMC FR30 ZS1312 UMBS 04.5000 01/01/2037 | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| MBX.GII30.500.10 R USL1M P 01/12/41 CS | 0.01% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.01% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FHS 304 C37 IO 03.5000 12/15/2027 | 0.01% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.01% |
| GNMA GII30 BL4980 05.0000 08/20/2049 | 0.01% |
| GNMA GII30 BL4992 05.0000 08/20/2049 | 0.01% |
| GNMA GII30 BM2243 05.0000 07/20/2049 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| SWPTN 1MX10Y P 1.746 USD 12/23/2019 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNR 2010-114 MI IO 04.0000 03/20/2039 | 0.01% |
| SWPTN 1MX10Y R 1.5925 USD 12/27/2019 GS | 0.01% |
| 1.675 R ISWP US0003M P 10/04/2049 | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.01% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| OPTN FN30 4.0 12/05/19 CALL 103.71875 JPMC | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| FNMA FN30 AA2892 UMBS 04.5000 03/01/2039 | 0.01% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.01% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| GNR 2011-71 IK IO 04.0000 04/16/2039 | 0.01% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.01% |
| 1.655 R ISWP US0003M P 11/29/2029 | 0.01% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 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 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.01% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.01% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.01% |
| 1.6425 R ISWP US0003M P 11/07/2024 | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| 1.5095 R ISWP FWD US0003M P 08/28/2030 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNW 1998-W5 X IO 00.7183 07/25/2028 | 0.00% |
| GNMA GII30 2987 07.5000 10/20/2030 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| SWPTN 3MX2Y P 1.715 USD 01/10/2020 TD | 0.00% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| FNMA FN15 888594 06.0000 08/01/2022 | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| SWPTN 2YX13Y P 3.162 USD 11/30/2020 JP | 0.00% |
| 1.6675 R ISWP US0003M P 12/31/2029 | 0.00% |
| 1.668 R ISWP FWD US0003M P 01/06/2030 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| FHLMC FR30 ZS1526 UMBS 04.5000 06/01/2037 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNMA FN30 AY3392 UMBS 04.0000 04/01/2045 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| FNR 2008-36 OV PO 00.0000 01/25/2036 | 0.00% |
| FNW 2003-W3 1A4 04.0999 08/25/2042 | 0.00% |
| FSPC T-59 1AX IO 00.2818 10/25/2043 | 0.00% |
| GNR 2011-81 SB IO 04.9425 11/16/2036 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| SWPTN 5WX10Y R 1.668 USD 01/02/2020 MS | 0.00% |
| 1.6025 R ISWP US0003M P 11/19/2024 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 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 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FNMA FN15 891706 06.0000 07/01/2021 | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2001-79 BI IO 00.2780 03/25/2045 | 0.00% |
| FNW 2003-W14 2A 04.5274 01/25/2043 | 0.00% |
| FSPC T-57 2A1 04.1185 07/25/2043 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 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 CS | 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 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.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| FEDL01 P ISWP SOFRRATE R 11/29/2020 | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FNMA FN15 893456 06.0000 09/01/2021 | 0.00% |
| FNR 2001-50 BI IO 00.3743 10/25/2041 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNW 2004-W2 4A 04.2658 02/25/2044 | 0.00% |
| FNW 2004-W7 A2 05.2128 03/25/2034 | 0.00% |
| FSPC T-59 2A1 03.9924 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4276 11/15/2028 | 0.00% |
| GNMA GIIARM 8913 03.2500 07/20/2026 | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| IOS.FN30.400.09 R USL1M P 01/12/40 DE | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| IOS.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| IOS.FN30.500.09 R USL1M P 01/12/40 DE | 0.00% |
| 1.5915 R ISWP US0003M P 10/17/2024 | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| FHLMC FR15 ZS5132 UMBS 06.0000 09/01/2021 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3314 PO PO 00.0000 11/15/2036 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FNMA FN15 745502 06.0000 04/01/2021 | 0.00% |
| FNMA FN15 746111 06.0000 09/01/2021 | 0.00% |
| FNMA FN15 823534 05.5000 07/01/2020 | 0.00% |
| FNMA FN15 829041 05.5000 07/01/2020 | 0.00% |
| FNMA FN15 829091 04.0000 09/01/2020 | 0.00% |
| FNMA FN15 831317 05.0000 03/01/2021 | 0.00% |
| FNMA FN15 831496 06.0000 05/01/2021 | 0.00% |
| FNMA FN15 833587 05.5000 09/01/2020 | 0.00% |
| FNMA FN15 836615 05.5000 10/01/2020 | 0.00% |
| FNMA FN15 840106 05.5000 10/01/2020 | 0.00% |
| FNMA FN15 843104 05.5000 10/01/2020 | 0.00% |
| FNMA FN15 847073 05.5000 08/01/2020 | 0.00% |
| FNMA FN15 849103 05.5000 01/01/2021 | 0.00% |
| FNMA FN15 852535 05.5000 01/01/2021 | 0.00% |
| FNMA FN15 872585 06.0000 04/01/2021 | 0.00% |
| FNMA FN15 879632 06.0000 06/01/2021 | 0.00% |
| FNMA FN15 880974 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 880975 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 887261 06.0000 07/01/2021 | 0.00% |
| FNMA FN15 894310 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 894829 06.0000 09/01/2021 | 0.00% |
| FNMA FN15 896560 06.0000 07/01/2021 | 0.00% |
| FNMA FN15 917693 06.0000 04/01/2022 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| FNW 2003-W11 A1 05.3339 06/25/2033 | 0.00% |
| GNMA GN30 497455 06.0000 01/15/2029 | 0.00% |
| GNMA GN30 645703 05.5000 08/15/2035 | 0.00% |
| GSMPS 1998-2 IO IO 01.0041 05/19/2027 | 0.00% |
| GSMPS 1998-3 IO IO 00.0000 09/19/2027 | 0.00% |
| GSMPS 1998-4 IO IO 00.0000 12/19/2026 | 0.00% |
| GSMPS 1999-2 IO IO 00.8396 09/19/2027 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| IOS.FN30.550.08 P USL1M R 01/12/39 BC | 0.00% |
| IOS.FN30.550.08 P USL1M R 01/12/39 GS | 0.00% |
| SWPTN 1YX10Y P 2.715 USD 02/27/2020 MS | 0.00% |
| SWPTN 1YX10Y P 2.7225 USD 02/18/2020 MS | 0.00% |
| SWPTN 1YX10Y P 2.7475 USD 02/13/2020 GS | 0.00% |
| SWPTN 1YX10Y P 3.096 USD 11/29/2019 JP | 0.00% |
| SWPTN 2YX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -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 CG | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -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 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-.7 2047-01-17 300.0 01/17/2047 MS | -0.00% |
| IOS.FN30.450.09 P USL1M R 01/12/40 DE | -0.00% |
| IOS.FN30.550.08 P USL1M R 01/12/39 BC | -0.00% |
| IOS.FN30.550.08 P USL1M R 01/12/39 BC | -0.00% |
| IOS.FN30.550.08 P USL1M R 01/12/39 CI | -0.00% |
| IOS.FN30.550.08 P USL1M R 01/12/39 CS | -0.00% |
| SWPTN 5WX10Y P 1.868 USD 01/02/2020 MS | -0.00% |
| 1.6937 R ISWP US0003M P 11/21/2029 | -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% |
| IOS.FN30.550.08 P USL1M R 01/12/39 BC | -0.00% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| 1.8595 R ISWP US0003M P 11/29/2049 | -0.00% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -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% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -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.FN30.350.12 P USL1M R 01/12/43 JP | -0.00% |
| SWPTN 1MX10Y P 1.8675 USD 12/27/2019 GS | -0.00% |
| 1.618 R ISWP US0003M P 11/08/2024 | -0.00% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| OPTN FN30 4.0 12/05/19 PUT 103.71875 JPMC | -0.00% |
| SWPTN 5WX10Y R 1.598 USD 01/02/2020 MS | -0.00% |
| 1.722 R ISWP US0003M P 10/23/2029 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 1MX10Y R 1.586 USD 12/23/2019 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 ML | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| 1.6915 R ISWP US0003M P 11/12/2024 | -0.01% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -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 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| OPTN GII30 3.0 12/05/19 PUT 102.40625 JPMC | -0.01% |
| SWPTN 1MX10Y R 1.6675 USD 12/27/2019 GS | -0.01% |
| SWPTN 3MX10Y P 1.8055 USD 01/10/2020 TD | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| 1.63942 R ISWP US0003M P 11/07/2024 | -0.01% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.01% |
| 1.92276 R ISWP US0003M P 11/08/2049 | -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 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| IOS.FN30.350.13 P US0001M R 01/12/44 JP | -0.01% |
| 1.6428 R ISWP US0003M P 11/04/2029 | -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% |
| 1.7975 R ISWP US0003M P 10/03/2049 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| OPTN FN30 3.5 12/05/19 PUT 102.53125 JPMC | -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% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| 1.3935 R ISWP US0003M P 10/07/2024 | -0.02% |
| 1.612 R ISWP US0003M P 11/05/2029 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| OPTN GII30 3.5 12/05/19 PUT 103.40625 JPMC | -0.02% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| 1.6815 R ISWP US0003M P 10/11/2049 | -0.03% |
| 1.741 R ISWP US0003M P 11/12/2024 | -0.03% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| IOS.FN30.550.08 P USL1M R 01/12/39 GS | -0.03% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.04% |
| SWPTN 5YX10Y P 3.229 USD 11/30/2023 JP | -0.04% |
| 1.8455 R ISWP US0003M P 11/14/2029 | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.04% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.04% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.04% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| SWPTN 2YX5Y R 1.3 USD 08/27/2021 UB | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.05% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.06% |
| SWPTN 5YX10Y P 2.9425 USD 02/13/2024 GS | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.06% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.06% |
| 1.438 R ISWP US0003M P 10/08/2029 | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.06% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.06% |
| IOS.FN30.650.67 P USL1M R 01/12/38 BC | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.07% |
| 1.4595 R ISWP US0003M P 10/10/2029 | -0.07% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.07% |
| 1.65 R ISWP FWD US0003M P 12/18/2049 | -0.07% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.08% |
| 2.098 R ISWP FWD US0003M P 03/04/2030 | -0.08% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.08% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.08% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.08% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.08% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.10% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.10% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.10% |
| SWPTN 2YX5Y P 1.3 USD 08/27/2021 UB | -0.10% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.10% |
| 2.44 R ISWP FWD US0003M P 03/26/2030 | -0.10% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.11% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.11% |
| SWPTN 7YX30Y P 3.195 USD 11/28/2025 BA | -0.12% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.13% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.14% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.14% |
| OPTN FN30 3.0 01/07/20 PUT 101.34375 JPMC | -0.15% |
| SWPTN 10YX30Y P 2.7875 USD 04/24/2029 MS | -0.16% |
| SWPTN 2YX3Y R 2.975 USD 11/30/2020 JP | -0.16% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.21% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.21% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.22% |
| GNMA GII30 TBA 03.5000 12/01/2049 | -0.22% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.28% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.29% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.30% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.32% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.36% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.37% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.38% |
| SWPTN 5YX10Y R 2.9425 USD 02/13/2024 GS | -0.41% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.45% |
| 1.396 R ISWP US0003M P 10/04/2024 | -0.49% |
| SWPTN 5YX10Y R 3.229 USD 11/30/2023 JP | -0.49% |
| SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS | -0.49% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.49% |
| SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS | -0.49% |
| SWPTN 10YX30Y R 2.7875 USD 04/24/2029 MS | -0.56% |
| 1.525 R ISWP FWD US0003M P 12/18/2029 | -0.68% |
| SWPTN 7YX30Y R 3.195 USD 11/28/2025 BA | -1.12% |
| US 5YR NOTE (CBT) MAR20 FVH0 | -3.22% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -5.20% |
| 90DAY EURO$ FUTR MAR20 EDH0 | 18.72% |
|---|---|
| REPO TRIPA MORTG 1.74 11/01/2019 | 12.76% |
| GNMA GII30 TBA 04.0000 11/01/2049 | 11.34% |
| FNMA FN30 TBA UMBS 04.5000 11/01/2049 | 8.52% |
| GNMA GII30 TBA 05.0000 11/01/2049 | 6.10% |
| FNMA FN30 TBA UMBS 05.5000 11/01/2049 | 6.05% |
| FNMA FN30 AB8804 UMBS 02.5000 03/01/2043 | 5.62% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 4.24% |
| GNMA GII30 TBA 04.5000 11/01/2049 | 3.96% |
| US 2YR NOTE (CBT) DEC19 TUZ9 | 3.28% |
| FNR 2007-95 A3 02.2684 08/27/2036 | 2.61% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 1.99% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 1.81% |
| TREASURY BILL 00.0000 12/12/2019 | 1.44% |
| FHS 315 PO PO 00.0000 09/15/2043 | 1.41% |
| FNMA FN30 TBA UMBS 06.0000 11/01/2049 | 1.36% |
| TREASURY BILL 00.0000 11/07/2019 | 1.28% |
| SWPTN 10YX10Y R 3.312 USD 11/27/2028 BA | 1.05% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.05% |
| CARR 2006-NC2 A4 02.0628 06/25/2036 | 0.90% |
| BAYV 2006-C 1A3 06.0280 11/28/2036 | 0.88% |
| MSC 2011-C3 E P/P 144A 05.2445 07/15/2049 | 0.86% |
| CAS 2017-C05 1B1 05.4228 01/25/2030 | 0.84% |
| SWPTN 1YX10Y R 2.7475 USD 02/13/2020 GS | 0.84% |
| STACR 2018-DNA1 B1 04.9728 07/25/2030 | 0.82% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.78% |
| SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS | 0.77% |
| FNR 2016-85 SL IO 04.2773 11/25/2046 | 0.77% |
| STACR 2016-DNA3 M3 06.8228 12/25/2028 | 0.76% |
| CWL 2007-10 1A1 02.0028 06/25/2047 | 0.74% |
| STACR 2018-DNA2 B1 05.5228 12/25/2030 | 0.72% |
| TREASURY BILL 00.0000 03/12/2020 | 0.71% |
| DBUBS 2011-LC3A D P/P 144A 05.3341 08/10/2044 | 0.67% |
| SWPTN 2YX13Y R 3.162 USD 11/30/2020 JP | 0.67% |
| SWPTN 7YX30Y R 2.8025 USD 04/24/2026 MS | 0.67% |
| CAS 2018 - C01 1B1 05.3728 07/25/2030 | 0.65% |
| TREASURY BILL 00.0000 11/21/2019 | 0.64% |
| STACR 2019-DNA1 B2 12.5728 01/25/2049 | 0.62% |
| FNR 2016-83 BS IO 04.2773 11/25/2046 | 0.60% |
| CAS 2018-C02 2M2 04.0228 08/25/2030 | 0.58% |
| TREASURY BILL 00.0000 04/16/2020 | 0.57% |
| STACR 2018-HQA1 M2 04.1228 09/25/2030 | 0.57% |
| WFRBS 2012-C9 D P/P 144A 04.8109 11/15/2045 | 0.57% |
| WAMU 2005-AR14 1A2 04.1045 12/25/2035 | 0.56% |
| FNR 2018-36 SD IO 04.4273 06/25/2048 | 0.52% |
| GNR 2016-H11 HI IO 02.0969 01/20/2066 | 0.52% |
| FNR 2016-81 SA IO 04.3273 11/25/2046 | 0.51% |
| US ULTRA BOND CBT DEC19 WNZ9 | 0.51% |
| BF0101 03.5000 06/01/2056 | 0.51% |
| SPST 2019-3 A 02.7459 06/24/2020 | 0.50% |
| UBSCM 2012-C1 D P/P 144A 05.5703 05/10/2045 | 0.49% |
| CAS 2018-C04 2M2 04.3728 12/25/2030 | 0.49% |
| GSMS 2014-GC24 D P/P 144A 04.5336 09/10/2047 | 0.48% |
| SPST 2019-7 A 02.7459 09/24/2020 | 0.48% |
| GNR 2016-H23 NI IO 02.1442 10/20/2066 | 0.48% |
| GNR 2017-H20 AI IO 01.7979 10/20/2067 | 0.47% |
| CAS 2017-C06 2B1 06.2728 02/25/2030 | 0.46% |
| TREASURY BILL 00.0000 11/14/2019 | 0.46% |
| GNR 2016-H07 PI IO 02.2763 03/20/2066 | 0.45% |
| AHM 2007-1 GA1C 02.0128 05/25/2047 | 0.45% |
| GNMA GII30 TBA 03.0000 12/01/2049 | 0.44% |
| SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.44% |
| CAS 2016-C03 1B 13.5728 10/25/2028 | 0.44% |
| CAS 2017-C07 1B1 05.8228 05/25/2030 | 0.44% |
| JPMBB 2013-C14 D P/P 144A 04.7019 08/15/2046 | 0.44% |
| CAS 2017-C06 1B1 05.9728 02/25/2030 | 0.43% |
| SWPTN 1YX10Y R 3.096 USD 11/29/2019 JP | 0.43% |
| FNR 2016-8 SA IO 04.2273 03/25/2046 | 0.43% |
| FN BF0091 | 0.42% |
| BMIR 2017-1 M2 P/P 144A 05.1728 10/25/2027 | 0.42% |
| CAS 2017-C01 1M2 05.3728 07/25/2029 | 0.41% |
| STACR 2019-HQA1 M2 04.1728 02/25/2049 | 0.41% |
| GNR 2019-125 SG IO 04.1590 10/20/2049 | 0.40% |
| MWST 2018-W1 A 02.6728 11/25/2051 | 0.39% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.39% |
| COMM 2014-CR19 D P/P 144A 04.7473 08/10/2047 | 0.39% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.39% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.39% |
| MCAS 2019-01 M10 P/P 144A 05.0496 10/15/2049 | 0.39% |
| GNR 2019-121 SD IO 04.0500 10/20/2049 | 0.38% |
| GNR 2016-H27 GI IO 02.3199 12/20/2066 | 0.38% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.38% |
| FNR 2017-104 SL IO 04.3273 01/25/2048 | 0.38% |
| GNR 2017-H03 KI IO 02.8112 01/20/2067 | 0.38% |
| GSMS 2014-GC18 C 04.9902 01/10/2047 | 0.38% |
| FHR 3065 DC 14.0963 03/15/2035 | 0.37% |
| FNR 2016-50 SM IO 04.2773 08/25/2046 | 0.37% |
| GNR 2013-87 SA IO 04.3536 06/20/2043 | 0.37% |
| GNR 2017-H25 CI IO 02.2148 12/20/2067 | 0.37% |
| COMM 2014-CR17 D P/P 144A 04.8500 05/10/2047 | 0.37% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.36% |
| STACR 2015-HQA1 B 10.6228 03/25/2028 | 0.36% |
| GNR 2017-H06 MI IO 02.3077 02/20/2067 | 0.36% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.36% |
| UBSC 2011-C1 D P/P 144A 06.0505 01/10/2045 | 0.36% |
| CAS 2016-C05 2M2 06.2728 01/25/2029 | 0.35% |
| GNR 2015-H22 AI IO 01.6152 09/20/2065 | 0.34% |
| GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.33% |
| STACR 2017-HQA2 M2 04.4728 12/25/2029 | 0.33% |
| CAS 2017-C06 1M2 04.4728 02/25/2030 | 0.33% |
| STACR 2019-DNA4 B2 08.1275 10/25/2049 | 0.33% |
| GNR 2015-H20 CI IO 01.8935 08/20/2065 | 0.32% |
| OMIR 2018-1A M2 04.6728 07/25/2028 | 0.32% |
| TREASURY BILL 00.0000 12/05/2019 | 0.32% |
| FNR 2019-58 SA IO 04.2273 10/25/2049 | 0.31% |
| GNR 2016-H13 IK IO 02.6174 06/20/2066 | 0.31% |
| CAS 2016-C03 1M2 07.1228 10/25/2028 | 0.31% |
| GNR 2018-H01 XI IO 02.2513 01/20/2068 | 0.31% |
| FHR 4621 QI IO 03.5000 10/15/2046 | 0.31% |
| MWST 2019-1 A 02.6228 06/25/2052 | 0.31% |
| CAS 2018-C06 1B1 05.5728 03/25/2031 | 0.30% |
| CWALT 2006-OA19 A1 02.0264 02/20/2047 | 0.30% |
| GNMA GII30 AI6258 04.5000 05/20/2044 | 0.30% |
| GNR 2016-H18 QI IO 02.9531 06/20/2066 | 0.30% |
| GNR 2018-H04 JI IO 02.2021 03/20/2068 | 0.30% |
| CAS 2018-C03 1M2 03.9728 10/25/2030 | 0.30% |
| MSBAM 2013-C12 E P/P 144A 04.7655 10/15/2046 | 0.29% |
| GNMA 10000 BQ7315 05.0000 10/20/2049 | 0.29% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.29% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.28% |
| FNR 2008-24 SP 16.5999 02/25/2038 | 0.28% |
| JPMCC 2013-LC11 D 04.1679 04/15/2046 | 0.28% |
| GNR 2017-H08 GI IO 02.4481 02/20/2067 | 0.28% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.28% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.28% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.28% |
| FNMA FN30 AV7052 UMBS 03.5000 03/01/2045 | 0.27% |
| GNR 2019-83 SL IO 04.2536 07/20/2049 | 0.27% |
| CAS 2018-C05 1M2 04.1728 01/25/2031 | 0.27% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.27% |
| GNR 2015-H10 HI IO 02.3158 04/20/2065 | 0.26% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.26% |
| GNR 2017-H08 EI IO 02.4064 02/20/2067 | 0.26% |
| SPST 2018-8 A 02.7459 02/24/2020 | 0.26% |
| GNR 2017-H04 BI IO 02.5338 02/20/2067 | 0.26% |
| FNR 2018-20 SB IO 04.4273 03/25/2048 | 0.26% |
| GNMA GN30 AM4380 04.0000 05/15/2045 | 0.25% |
| FNR 2019-45 SD IO 04.2273 08/25/2049 | 0.25% |
| GNR 2016-H17 DI IO 02.6101 07/20/2066 | 0.25% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.25% |
| GNR 2015-H22 GI IO 02.5754 09/20/2065 | 0.25% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.25% |
| FNMA FN30 AV7059 UMBS 03.5000 04/01/2045 | 0.24% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.24% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.24% |
| STACR 2014-DN4 M3 06.3728 10/25/2024 | 0.24% |
| JPALT 2006-A6 1A1 01.9828 11/25/2036 | 0.24% |
| BMIR 2018-2A M1C P/P 144A 03.4228 08/25/2028 | 0.24% |
| CAS 2017-C02 2B1 07.3228 09/25/2029 | 0.24% |
| TREASURY BILL 00.0000 04/09/2020 | 0.24% |
| SPST 2019-11 A 02.5718 10/24/2020 | 0.24% |
| UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.23% |
| FNR 2017-19 IH IO 05.0000 03/25/2047 | 0.23% |
| GNR 2016-H24 IO IO 02.1175 09/20/2066 | 0.23% |
| GNR 2015-H13 AI IO 02.1813 06/20/2065 | 0.23% |
| GNR 2011-156 SK IO 04.7536 04/20/2038 | 0.22% |
| GNR 2016-H10 AI IO 02.0160 04/20/2066 | 0.22% |
| MSC 2012-C4 E P/P 144A 05.4194 03/15/2045 | 0.22% |
| FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.22% |
| FNR 2018-51 BI IO 05.5000 07/25/2038 | 0.22% |
| GNR 2014-H21 AI IO 01.5517 10/20/2064 | 0.22% |
| GNR 2018-H02 IM IO 02.3377 02/20/2068 | 0.22% |
| GNR 2015-H23 TI IO 01.9213 09/20/2065 | 0.21% |
| JPMCC 2010-C2 D P/P 144A 05.5994 11/15/2043 | 0.21% |
| JPMCC 2011-C3 D P/P 144A 05.6639 02/15/2046 | 0.21% |
| FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.21% |
| GNR 2017-H08 NI IO 02.2174 03/20/2067 | 0.21% |
| MSBAM 2013-C10 F P/P 144A 04.0817 07/15/2046 | 0.21% |
| GNMA GII30 AH8784 04.5000 06/20/2034 | 0.21% |
| GNR 2019-35 SE IO 04.2365 01/16/2044 | 0.21% |
| GNR 2015-H04 AI IO 02.1112 12/20/2064 | 0.21% |
| GNR 2019-100 JS IO 04.2536 08/20/2049 | 0.20% |
| FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.20% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.20% |
| GNR 2017-H10 MI IO 01.8447 04/20/2067 | 0.20% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.20% |
| WFRBS 2012-C9 E P/P 144A 04.8109 11/15/2045 | 0.20% |
| STACR 2017-DNA2 M2 05.2728 10/25/2029 | 0.20% |
| GNR 2016-H14 AI IO 02.3151 06/20/2066 | 0.19% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.19% |
| GNR 2017-H25 IO IO 01.4385 11/20/2067 | 0.19% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.19% |
| GNR 2016-H06 DI IO 01.9331 07/20/2065 | 0.19% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.19% |
| STACR 2018-HQA2 B2 12.8228 10/25/2048 | 0.19% |
| GNR 2017-H03 CI IO 02.1765 12/20/2066 | 0.18% |
| GNR 2016-H03 AI IO 02.3783 01/20/2066 | 0.18% |
| GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.18% |
| BMIR 2019-4A B1 P/P 144A 05.7635 10/25/2029 | 0.18% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.18% |
| GSMS 2014-GC22 C 04.6909 06/10/2047 | 0.18% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.18% |
| WFRBS 2011-C4 E P/P 144A 05.2301 06/15/2044 | 0.18% |
| GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.18% |
| FHR 2976 LC 17.3754 05/15/2035 | 0.18% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.18% |
| FHR 4546 PI IO 04.0000 12/15/2045 | 0.18% |
| GNR 2011-H07 FI IO 01.2483 02/20/2061 | 0.18% |
| FASST 2019-HB1 M5 06.0000 04/25/2029 | 0.18% |
| FHR 4436 SC IO 04.2288 02/15/2045 | 0.17% |
| GNR 2014-182 BI IO 04.0000 01/20/2039 | 0.17% |
| SWPTN 10YX10Y P 3.312 USD 11/27/2028 BA | 0.17% |
| UBSBB 2012-C4 D P/P 144A 04.4803 12/10/2045 | 0.17% |
| GNR 2016-80 SD IO 04.2536 06/20/2046 | 0.17% |
| GNR 2016-H06 HI IO 02.0805 02/20/2066 | 0.17% |
| JPMCC 2011-C3 E P/P 144A 05.6639 02/15/2046 | 0.17% |
| OMIR 2017-1A M2 P/P 144A 05.8228 04/25/2027 | 0.17% |
| GNR 2017-H09 IO IO 01.8622 04/20/2067 | 0.17% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.17% |
| GNR 2016-H04 KI IO 02.0302 02/20/2066 | 0.17% |
| SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.17% |
| FNR 2018-47 SA IO 04.4273 07/25/2048 | 0.16% |
| GNR 2013-182 SP IO 04.8536 12/20/2043 | 0.16% |
| FNR 2011-4 CS 09.2545 05/25/2040 | 0.16% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.16% |
| GNR 2016-H24 KI IO 02.3559 11/20/2066 | 0.16% |
| WFHET 2007-2 A3 02.0528 04/25/2037 | 0.16% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.16% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.16% |
| SWPTN 3MX5Y P 1.3 USD 12/05/2019 CI | 0.16% |
| GNR 2014-119 SA IO 03.7536 08/20/2044 | 0.16% |
| JPMBB 2014-C23 E P/P 144A 03.3640 09/15/2047 | 0.16% |
| GNR 2015-H25 BI IO 01.6613 10/20/2065 | 0.16% |
| GNR 2014-137 ID IO 05.5000 09/16/2044 | 0.16% |
| GNR 2016-H04 HI IO 02.3811 07/20/2065 | 0.16% |
| GNR 2014-H25 BI IO 01.6979 12/20/2064 | 0.16% |
| MCAS 2019-01 M7 P/P 144A 03.4996 10/15/2049 | 0.16% |
| GNR 2015-H16 XI IO 02.2002 07/20/2065 | 0.15% |
| FNR 2012-114 NI IO 03.5000 10/25/2041 | 0.15% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.15% |
| GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.15% |
| GNR 2015-H24 HI IO 02.0349 09/20/2065 | 0.15% |
| CAS 2018-C06 2B1 05.9228 03/25/2031 | 0.15% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.15% |
| GNR 2017-H14 LI IO 02.2885 06/20/2067 | 0.15% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.14% |
| GNR 2017-H23 BI IO 01.9007 11/20/2067 | 0.14% |
| GNR 2018-H02 IO IO 02.2648 01/20/2068 | 0.14% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.14% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.14% |
| GNR 2014-100 NI IO 04.0000 06/20/2043 | 0.14% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.14% |
| GNR 2018-H05 ID 02.0570 03/20/2068 | 0.14% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.14% |
| GNR 2014-H18 CI IO 01.6059 09/20/2064 | 0.14% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.14% |
| FNR 2013-22 PI IO 03.5000 10/25/2042 | 0.14% |
| 1.4925 R ISWP US0003M P 10/04/2029 | 0.13% |
| FHR 4425 EI IO 04.0000 01/15/2045 | 0.13% |
| GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.13% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.13% |
| GNR 2016-H06 AI IO 02.2592 02/20/2066 | 0.13% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.13% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.13% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.13% |
| STACR 2017-DNA3 M2 04.3228 03/25/2030 | 0.13% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.13% |
| SWPTN 7YX30Y P 2.8025 USD 04/24/2026 MS | 0.13% |
| TREASURY BILL 00.0000 02/20/2020 | 0.13% |
| GNR 2017-H14 JI IO 02.1909 06/20/2067 | 0.13% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.13% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.13% |
| BSCMS 2007-T26 AJ 05.4502 01/12/2045 | 0.13% |
| WFCM 2010-C1 E P/P 144A 04.0000 11/15/2043 | 0.13% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.12% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.12% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.12% |
| COMM 2012-CR4 B P/P 144A 03.7030 10/15/2045 | 0.12% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.12% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.12% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.12% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.12% |
| FHR 2990 LB 12.0351 06/15/2034 | 0.12% |
| GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.12% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.12% |
| GNR 2017-H25 AI IO 02.0447 12/20/2067 | 0.12% |
| GNR 2012-H11 FI IO 01.2270 02/20/2062 | 0.12% |
| STACR 2018-DNA2 M2 03.9728 12/25/2030 | 0.12% |
| CAS 2016-C04 1B 12.0728 01/25/2029 | 0.11% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.11% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.11% |
| FNR 2005-74 NK 18.3863 05/25/2035 | 0.11% |
| MSAC 2004-HE9 M2 02.7528 11/25/2034 | 0.11% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.11% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.11% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.11% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.11% |
| STACR 2016-HQA1 M3 08.1728 09/25/2028 | 0.11% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.11% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.11% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.11% |
| STAR 2019-1 M1 03.7640 06/25/2049 | 0.11% |
| SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.11% |
| WAMU 2005-AR8 2AC2 02.7428 07/25/2045 | 0.10% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.10% |
| GNR 2017-H06 EI IO 01.5912 02/20/2067 | 0.10% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.10% |
| FNR 2005-106 JC 14.4721 12/25/2035 | 0.10% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.10% |
| GNR 2011-H16 FI IO 01.0442 07/20/2061 | 0.10% |
| STACR 2014-HQ3 M3 06.5728 10/25/2024 | 0.10% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.10% |
| STACR 2019-DNA1 M2 04.4728 01/25/2049 | 0.10% |
| TREASURY BILL 00.0000 04/02/2020 | 0.10% |
| GNMA GII30 AJ8849 03.0000 10/20/2044 | 0.10% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.09% |
| GNR 2016-H01 HI IO 02.0757 10/20/2065 | 0.09% |
| FHR 4136 IQ IO 03.5000 11/15/2042 | 0.09% |
| FNR 2007-53 SP 17.5166 06/25/2037 | 0.09% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.09% |
| FHR 4530 HI IO 04.0000 11/15/2045 | 0.09% |
| HVMLT 2005-2 1A 02.3664 05/19/2035 | 0.09% |
| GNR 2016-H08 GI IO 01.4352 04/20/2066 | 0.09% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.09% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.09% |
| 1.512 R ISWP US0003M P 10/04/2021 | 0.09% |
| BALTA 2005-8 21A1 04.2252 10/25/2035 | 0.09% |
| GNMA GII30 BA7681 04.6260 06/20/2067 | 0.09% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.09% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.09% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.08% |
| 1.45 R ISWP FWD US0003M P 12/18/2024 | 0.08% |
| CAS 2015-C04 1M2 07.5228 04/25/2028 | 0.08% |
| CAS 2019-R02 1M2 04.1228 08/25/2031 | 0.08% |
| GNR 2016-H24 JI IO 02.1222 11/20/2066 | 0.08% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.08% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.08% |
| FNR 2006-8 HP 17.8833 03/25/2036 | 0.08% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.08% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.08% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.08% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.08% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.08% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.08% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.08% |
| FNMA FN30 AV7026 UMBS 03.5000 11/01/2044 | 0.08% |
| STACR 2015-HQ1 M3 05.6228 03/25/2025 | 0.08% |
| STACR 2019-DNA2 M2 04.2728 03/25/2049 | 0.08% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.08% |
| CAS 2019-R01 2B1 06.1728 07/25/2031 | 0.08% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.08% |
| OMIR 2019-1A B1B 06.1728 07/25/2029 | 0.08% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.07% |
| CAS 2016-C03 2B 14.5728 10/25/2028 | 0.07% |
| GNMA GII30 AY4779 04.5090 03/20/2067 | 0.07% |
| GNR 2015-24 AI IO 03.5000 12/20/2037 | 0.07% |
| CAS 2017-C07 2B1 06.2728 05/25/2030 | 0.07% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.07% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.07% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.07% |
| GNMA GII30 AJ4184 04.5000 09/20/2044 | 0.07% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.07% |
| FNR 2006-62 PS 28.9635 07/25/2036 | 0.07% |
| FNR 2012-104 HI IO 04.0000 09/25/2027 | 0.07% |
| GNMA GII30 609117 04.5000 02/20/2044 | 0.07% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.07% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.07% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.07% |
| TREASURY BILL 00.0000 01/02/2020 | 0.06% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.06% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.06% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| OMIR 2019-1A B1A 05.3228 07/25/2029 | 0.06% |
| FHR 4019 JI IO 04.0000 05/15/2041 | 0.06% |
| GNR 2015-H23 DI IO 01.8696 09/20/2065 | 0.06% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.06% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.06% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.06% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.06% |
| GNR 2016-69 IO IO 04.0000 05/20/2046 | 0.06% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.06% |
| GNMA 10000 BQ7313 04.5000 10/20/2049 | 0.06% |
| OPTN FN30 3.0 11/06/19 CALL 101.625 JPMC | 0.06% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.06% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.06% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.06% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.06% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.06% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| GNMA GII30 AJ4182 04.5000 09/20/2044 | 0.05% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.05% |
| SAMI 2006-AR7 A1BG 01.9428 08/25/2036 | 0.05% |
| FHR 3408 EK 18.0622 04/15/2037 | 0.05% |
| FNR 2005-122 SE 16.7204 11/25/2035 | 0.05% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.05% |
| FHR 4136 ES IO 04.3288 11/15/2042 | 0.05% |
| GNMA GII30 BP2045 05.0000 07/20/2049 | 0.05% |
| GNMA GN30 AE8022 04.5000 12/15/2043 | 0.05% |
| CAS 2018-C01 1M2 04.0728 07/25/2030 | 0.05% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.05% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.05% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.05% |
| GNMA GII30 AJ6287 04.0000 09/20/2044 | 0.05% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.05% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.05% |
| SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.05% |
| GNR 2014-174 AI IO 03.0000 11/16/2029 | 0.04% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.04% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.04% |
| GNR 2014-160 IB IO 03.0000 11/20/2040 | 0.04% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.04% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.04% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.04% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.04% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.04% |
| STACR 2017-DNA1 M2 05.0728 07/25/2029 | 0.04% |
| GNMA GII30 AQ6653 04.5000 09/20/2045 | 0.04% |
| GNR 2015-99 TI IO 03.5000 04/20/2039 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.04% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.04% |
| GNMA GII30 BO4634 05.0000 06/20/2049 | 0.04% |
| GNMA GN30 AG8989 04.5000 05/15/2044 | 0.04% |
| IOS.FN30.550.08 R USL1M P 01/12/39 BC | 0.04% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.04% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.04% |
| FNR 2005-75 GS 14.7818 08/25/2035 | 0.04% |
| GNMA GII30 BP3611 05.0000 07/20/2049 | 0.04% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.04% |
| GNMA GII30 BL2894 05.0000 04/20/2049 | 0.04% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% |
| GNMA GII30 BP3623 05.0000 08/20/2049 | 0.04% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.03% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.03% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.03% |
| 1.466 R ISWP US0003M P 10/09/2029 | 0.03% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.03% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.03% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| FHR 3249 PS 15.9349 12/15/2036 | 0.03% |
| GNMA GII30 635065 04.5000 03/20/2046 | 0.03% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.03% |
| GNMA GII30 AL8543 04.0000 02/20/2045 | 0.03% |
| GNMA GN30 704478 04.5000 04/15/2039 | 0.03% |
| GNMA GN30 AG8984 04.5000 05/15/2044 | 0.03% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.03% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% |
| FNMA FN30 AV7020 UMBS 03.5000 10/01/2044 | 0.03% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.03% |
| OPTN FN30 3.5 11/06/19 CALL 102.71875 JPMC | 0.03% |
| OPTN GII30 3.0 11/06/19 CALL 102.65625 JPMC | 0.03% |
| STACR 2017-HQA2 B1 06.5728 12/25/2029 | 0.03% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.03% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.03% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.03% |
| CAS 2016-C07 2M2 06.1728 05/25/2029 | 0.03% |
| CAS 2018-C03 1B1 05.5728 10/25/2030 | 0.03% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.03% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.03% |
| GNMA GII30 609118 04.5000 02/20/2034 | 0.03% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.03% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.03% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.03% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.03% |
| GNMA GII30 AW8447 04.3230 05/20/2067 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.02% |
| GNMA GII30 AO8363 04.0000 09/20/2045 | 0.02% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.02% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| GNMA GII30 BO2715 05.0000 07/20/2049 | 0.02% |
| GNMA GII30 BO4614 05.0000 06/20/2049 | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% |
| 2.86 R ISWP US0003M P 01/22/2020 | 0.02% |
| CAS 2017-C02 2M2 05.4728 09/25/2029 | 0.02% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.02% |
| GNR 2010-20 SC IO 04.3036 02/20/2040 | 0.02% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.02% |
| 1.458 R ISWP US0003M P 10/08/2029 | 0.02% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% |
| FHLMC FR30 ZS0468 UMBS 07.5000 10/01/2029 | 0.02% |
| FNR 2008-53 DO PO 00.0000 07/25/2038 | 0.02% |
| FNR 2011-123 KS IO 04.7773 10/25/2041 | 0.02% |
| FNW 1998-W2 X IO 01.6146 06/25/2028 | 0.02% |
| GNMA 10000 BO6603 05.0000 07/20/2049 | 0.02% |
| GNMA GII30 AK1223 04.0000 02/20/2045 | 0.02% |
| GNMA GII30 AO8415 04.0000 10/20/2045 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 CS | 0.02% |
| 1.30 R ISWP US0003M P 12/09/2024 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FNR 2005-83 QP 12.6549 11/25/2034 | 0.02% |
| GNMA GII30 BO8266 05.0000 07/20/2049 | 0.02% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.02% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.02% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| GNMA GII30 AO7326 04.6660 09/20/2065 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.02% |
| OPTN GII30 3.5 11/06/19 CALL 103.71875 JPMC | 0.02% |
| SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS | 0.02% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.02% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| GNR 2019-78 SJ IO 04.2036 06/20/2049 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FHR 3996 IK IO 04.0000 03/15/2039 | 0.02% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.02% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNR 2019-99 KS IO 04.2036 08/20/2049 | 0.02% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| MBX.GII30.450.10 R USL1M P 01/12/41 DE | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FHR 4199 CI IO 03.5000 12/15/2037 | 0.02% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.02% |
| CAS 2018-C04 2B1 06.3228 12/25/2030 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| MBX.GII30.500.10 R USL1M P 01/12/41 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FHLMC FR30 ZS1312 UMBS 04.5000 01/01/2037 | 0.01% |
| FHS 304 C37 IO 03.5000 12/15/2027 | 0.01% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% |
| GNMA GII30 BL4980 05.0000 08/20/2049 | 0.01% |
| GNMA GII30 BL4992 05.0000 08/20/2049 | 0.01% |
| GNMA GII30 BM2243 05.0000 07/20/2049 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNR 2010-114 MI IO 04.0000 03/20/2039 | 0.01% |
| 1.534 R ISWP US0003M P 09/26/2029 | 0.01% |
| 1.5594 R ISWP US0003M P 09/30/2029 | 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% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.01% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| FNMA FN30 AA2892 UMBS 04.5000 03/01/2039 | 0.01% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.01% |
| GNR 2011-71 IK IO 04.0000 04/16/2039 | 0.01% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.01% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.01% |
| SWPTN 3MX2Y P 1.715 USD 01/10/2020 TD | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.01% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.01% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.01% |
| 1.416 R ISWP FWD US0003M P 12/09/2024 | 0.01% |
| 1.675 R ISWP US0003M P 10/04/2049 | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.01% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.01% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNW 1998-W5 X IO 00.7537 07/25/2028 | 0.00% |
| GNMA GII30 2987 07.5000 10/20/2030 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| FNMA FN15 888594 06.0000 08/01/2022 | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| GNR 2011-81 SB IO 04.8143 11/16/2036 | 0.00% |
| 1.5095 R ISWP FWD US0003M P 08/28/2030 | 0.00% |
| 1.527 R ISWP FWD US0003M P 12/09/2024 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 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 CS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| FHLMC FR30 ZS1526 UMBS 04.5000 06/01/2037 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNMA FN30 AY3392 UMBS 04.0000 04/01/2045 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| FNR 2008-36 OV PO 00.0000 01/25/2036 | 0.00% |
| FNW 2003-W3 1A4 04.1870 08/25/2042 | 0.00% |
| FSPC T-59 1AX IO 00.2817 10/25/2043 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| SWPTN 2YX13Y P 3.162 USD 11/30/2020 JP | 0.00% |
| 1.7975 R ISWP US0003M P 10/03/2049 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 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.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FNMA FN15 891706 06.0000 07/01/2021 | 0.00% |
| FNMA FN15 893456 06.0000 09/01/2021 | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2001-50 BI IO 00.3746 10/25/2041 | 0.00% |
| FNR 2001-79 BI IO 00.2781 03/25/2045 | 0.00% |
| FNW 2003-W14 2A 04.6275 01/25/2043 | 0.00% |
| FSPC T-57 2A1 04.1612 07/25/2043 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| OPTN FN30 3.0 11/06/19 PUT 101.2421875 JPMC | 0.00% |
| OPTN FN30 4.0 11/06/19 CALL 103.9375 JPMC | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 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 CS | 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 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.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 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FNMA FN15 894829 06.0000 09/01/2021 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNW 2004-W2 4A 04.4233 02/25/2044 | 0.00% |
| FNW 2004-W7 A2 05.2128 03/25/2034 | 0.00% |
| FSPC T-59 2A1 04.0276 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4245 11/15/2028 | 0.00% |
| GNMA GIIARM 8913 03.7500 07/20/2026 | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| IOS.FN30.400.09 R USL1M P 01/12/40 DE | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| IOS.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| IOS.FN30.500.09 R USL1M P 01/12/40 DE | 0.00% |
| OPTN GII30 3.5 11/06/19 CALL 103.71875 JPMC | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| FHLMC FR15 ZS5132 UMBS 06.0000 09/01/2021 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3314 PO PO 00.0000 11/15/2036 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FNMA FN15 745502 06.0000 04/01/2021 | 0.00% |
| FNMA FN15 746111 06.0000 09/01/2021 | 0.00% |
| FNMA FN15 807609 05.5000 12/01/2019 | 0.00% |
| FNMA FN15 823534 05.5000 07/01/2020 | 0.00% |
| FNMA FN15 829041 05.5000 07/01/2020 | 0.00% |
| FNMA FN15 829091 04.0000 09/01/2020 | 0.00% |
| FNMA FN15 831317 05.0000 03/01/2021 | 0.00% |
| FNMA FN15 831496 06.0000 05/01/2021 | 0.00% |
| FNMA FN15 833587 05.5000 09/01/2020 | 0.00% |
| FNMA FN15 836615 05.5000 10/01/2020 | 0.00% |
| FNMA FN15 840106 05.5000 10/01/2020 | 0.00% |
| FNMA FN15 843104 05.5000 10/01/2020 | 0.00% |
| FNMA FN15 847073 05.5000 08/01/2020 | 0.00% |
| FNMA FN15 849103 05.5000 01/01/2021 | 0.00% |
| FNMA FN15 852535 05.5000 01/01/2021 | 0.00% |
| FNMA FN15 872585 06.0000 04/01/2021 | 0.00% |
| FNMA FN15 879632 06.0000 06/01/2021 | 0.00% |
| FNMA FN15 880974 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 880975 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 887261 06.0000 07/01/2021 | 0.00% |
| FNMA FN15 894310 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 896560 06.0000 07/01/2021 | 0.00% |
| FNMA FN15 917693 06.0000 04/01/2022 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| FNW 2003-W11 A1 05.3339 06/25/2033 | 0.00% |
| GNMA GN30 497455 06.0000 01/15/2029 | 0.00% |
| GNMA GN30 645703 05.5000 08/15/2035 | 0.00% |
| GSMPS 1998-2 IO IO 01.0041 05/19/2027 | 0.00% |
| GSMPS 1998-3 IO IO 00.0000 09/19/2027 | 0.00% |
| GSMPS 1998-4 IO IO 00.0000 12/19/2026 | 0.00% |
| GSMPS 1999-2 IO IO 00.8396 09/19/2027 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| IOS.FN30.550.08 P USL1M R 01/12/39 BC | 0.00% |
| IOS.FN30.550.08 P USL1M R 01/12/39 GS | 0.00% |
| OPTN FN30 3.0 11/06/19 PUT 100.2421875 JPMC | 0.00% |
| OPTN FN30 3.0 11/06/19 PUT 100.7421875 JPMC | 0.00% |
| OPTN FN30 3.0 11/06/19 PUT 99.7421875 JPMC | 0.00% |
| OPTN FN30 4.0 11/06/19 CALL 104.0 JPMC | 0.00% |
| OPTN FN30 4.0 11/06/19 CALL 104.09375 JPMC | 0.00% |
| OPTN FN30 4.0 11/06/19 CALL 104.1875 JPMC | 0.00% |
| OPTN GII30 3.5 11/06/19 PUT 103.71875 JPMC | 0.00% |
| SWPTN 1YX10Y P 2.715 USD 02/27/2020 MS | 0.00% |
| SWPTN 1YX10Y P 2.7225 USD 02/18/2020 MS | 0.00% |
| SWPTN 1YX10Y P 2.7475 USD 02/13/2020 GS | 0.00% |
| SWPTN 1YX10Y P 3.096 USD 11/29/2019 JP | 0.00% |
| SWPTN 1YX2Y P 3.095 USD 11/19/2019 JP | 0.00% |
| SWPTN 1YX2Y P 3.0975 USD 11/18/2019 MS | 0.00% |
| SWPTN 1YX2Y P 3.3975 USD 11/18/2019 MS | 0.00% |
| SWPTN 1YX2Y P 3.415 USD 11/19/2019 JP | 0.00% |
| SWPTN 2YX3Y P 2.975 USD 11/30/2020 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 JP | -0.00% |
| IOS.FN30.450.09 P USL1M R 01/12/40 DE | -0.00% |
| IOS.FN30.550.08 P USL1M R 01/12/39 BC | -0.00% |
| IOS.FN30.550.08 P USL1M R 01/12/39 BC | -0.00% |
| IOS.FN30.550.08 P USL1M R 01/12/39 CI | -0.00% |
| IOS.FN30.550.08 P USL1M R 01/12/39 CS | -0.00% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -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 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.FN30.550.08 P USL1M R 01/12/39 BC | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| 1.50 R ISWP US0003M P 09/30/2024 | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -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% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -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.FN30.350.12 P USL1M R 01/12/43 JP | -0.00% |
| OPTN GII30 3.0 11/06/19 PUT 102.65625 JPMC | -0.00% |
| 1.53 R ISWP FWD US0003M P 12/09/2024 | -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-.7 2047-01-17 300.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | -0.01% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| 1.62779 R ISWP US0003M P 10/15/2029 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| OPTN GII30 3.5 11/06/19 PUT 103.71875 JPMC | -0.01% |
| 1.5775 R ISWP FWD US0003M P 12/09/2024 | -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 ML | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 3MX10Y P 1.8055 USD 01/10/2020 TD | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| 1.3935 R ISWP US0003M P 10/07/2024 | -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.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.01% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| 1.605 R ISWP FWD US0003M P 12/09/2024 | -0.01% |
| IOS.FN30.350.13 P US0001M R 01/12/44 JP | -0.01% |
| 1.5915 R ISWP US0003M P 10/17/2024 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| 1.6815 R ISWP US0003M P 10/11/2049 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.02% |
| 1.53 R ISWP US0003M P 10/01/2024 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.02% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.02% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.02% |
| OPTN FN30 4.0 11/06/19 PUT 103.9375 JPMC | -0.02% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.02% |
| 1.65 R ISWP FWD US0003M P 12/18/2049 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| IOS.FN30.550.08 P USL1M R 01/12/39 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| SWPTN 5YX10Y P 3.229 USD 11/30/2023 JP | -0.03% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% |
| 1.722 R ISWP US0003M P 10/23/2029 | -0.04% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.04% |
| 1.438 R ISWP US0003M P 10/08/2029 | -0.04% |
| OPTN FN30 3.5 11/06/19 PUT 102.71875 JPMC | -0.04% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.04% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.04% |
| 1.4595 R ISWP US0003M P 10/10/2029 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.05% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| OPTN FN30 3.0 11/06/19 PUT 101.625 JPMC | -0.05% |
| SWPTN 5YX10Y P 2.9425 USD 02/13/2024 GS | -0.05% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| SWPTN 2YX5Y R 1.3 USD 08/27/2021 UB | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.06% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -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 MS | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.06% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.07% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.07% |
| IOS.FN30.650.67 P USL1M R 01/12/38 BC | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.07% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.08% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.08% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.09% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.09% |
| 1.58 R ISWP FWD US0003M P 12/18/2021 | -0.09% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.09% |
| SWPTN 2YX5Y P 1.3 USD 08/27/2021 UB | -0.09% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.09% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.10% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.10% |
| 2.098 R ISWP FWD US0003M P 03/04/2030 | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.10% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.10% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.11% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.11% |
| GNMA GII30 TBA 03.5000 11/01/2049 | -0.11% |
| SWPTN 7YX30Y P 3.195 USD 11/28/2025 BA | -0.12% |
| 2.44 R ISWP FWD US0003M P 03/26/2030 | -0.12% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.13% |
| SWPTN 3MX5Y P 1.475 USD 12/05/2019 CI | -0.13% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.14% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.15% |
| SWPTN 10YX30Y P 2.7875 USD 04/24/2029 MS | -0.15% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.16% |
| SWPTN 2YX3Y R 2.975 USD 11/30/2020 JP | -0.18% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.18% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.22% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.23% |
| 1.396 R ISWP US0003M P 10/04/2024 | -0.24% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.29% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.30% |
| 1.525 R ISWP FWD US0003M P 12/18/2029 | -0.31% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.33% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.37% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.38% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.41% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.42% |
| SWPTN 5YX10Y R 2.9425 USD 02/13/2024 GS | -0.44% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.49% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.51% |
| SWPTN 5YX10Y R 3.229 USD 11/30/2023 JP | -0.52% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.53% |
| SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS | -0.55% |
| SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS | -0.55% |
| SWPTN 10YX30Y R 2.7875 USD 04/24/2029 MS | -0.61% |
| FNMA FN30 TBA UMBS 03.0000 12/01/2049 | -0.66% |
| SWPTN 7YX30Y R 3.195 USD 11/28/2025 BA | -1.21% |
| US 5YR NOTE (CBT) DEC19 FVZ9 | -3.49% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -5.36% |
| 90DAY EURO$ FUTR MAR21 EDH1 | -18.77% |
| 90DAY EURO$ FUTR MAR20 EDH0 | 18.68% |
|---|---|
| GNMA GII30 TBA 04.5000 10/01/2049 | 8.56% |
| GNMA GII30 TBA 03.5000 10/01/2049 | 7.93% |
| GNMA GII30 TBA 04.0000 10/01/2049 | 7.40% |
| GNMA GII30 TBA 05.0000 10/01/2049 | 6.42% |
| FNMA FN30 TBA UMBS 05.5000 10/01/2049 | 6.07% |
| FNMA FN30 AB8804 UMBS 02.5000 03/01/2043 | 5.64% |
| GNMA GII30P 783937 03.5000 11/20/2043 | 4.74% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 4.31% |
| REPO TRIPA MORTG 2.37 10/01/2019 | 4.07% |
| FNMA FN30 TBA UMBS 04.5000 10/01/2049 | 3.97% |
| US 2YR NOTE (CBT) DEC19 TUZ9 | 3.27% |
| FNR 2007-95 A3 02.3953 08/27/2036 | 2.60% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 2.02% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 1.83% |
| GNMA GII30P 784109 04.0000 10/20/2045 | 1.66% |
| TREASURY BILL 00.0000 12/12/2019 | 1.43% |
| FHS 315 PO PO 00.0000 09/15/2043 | 1.42% |
| FNMA FN30 TBA UMBS 06.0000 10/01/2049 | 1.36% |
| TREASURY BILL 00.0000 11/07/2019 | 1.27% |
| SWPTN 10YX10Y R 3.312 USD 11/27/2028 BA | 1.12% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.07% |
| FNMA FN30 AL6174 UMBS 04.0000 11/01/2044 | 0.94% |
| CARR 2006-NC2 A4 02.2584 06/25/2036 | 0.89% |
| BAYV 2006-C 1A3 06.0280 11/28/2036 | 0.88% |
| MSC 2011-C3 E P/P 144A 05.2925 07/15/2049 | 0.86% |
| SWPTN 1YX10Y R 2.7475 USD 02/13/2020 GS | 0.86% |
| CAS 2017-C05 1B1 05.6184 01/25/2030 | 0.84% |
| STACR 2018-DNA1 B1 05.1684 07/25/2030 | 0.82% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.81% |
| SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS | 0.81% |
| FNR 2016-85 SL IO 04.0816 11/25/2046 | 0.78% |
| STACR 2016-DNA3 M3 07.0184 12/25/2028 | 0.76% |
| GNMA GII30 609171 04.0000 07/20/2044 | 0.73% |
| CWL 2007-10 1A1 02.1984 06/25/2047 | 0.73% |
| STACR 2018-DNA2 B1 05.7184 12/25/2030 | 0.73% |
| SWPTN 7YX30Y R 2.8025 USD 04/24/2026 MS | 0.72% |
| TREASURY BILL 00.0000 03/12/2020 | 0.71% |
| SWPTN 2YX13Y R 3.162 USD 11/30/2020 JP | 0.70% |
| DBUBS 2011-LC3A D P/P 144A 05.5118 08/10/2044 | 0.67% |
| CAS 2018 - C01 1B1 05.5684 07/25/2030 | 0.66% |
| TREASURY BILL 00.0000 11/21/2019 | 0.64% |
| FNR 2016-83 BS IO 04.0816 11/25/2046 | 0.60% |
| MWST 2018-W1 A 02.8684 11/25/2051 | 0.59% |
| CAS 2018-C04 2M2 04.5684 12/25/2030 | 0.58% |
| WAMU 2005-AR14 1A2 04.1660 12/25/2035 | 0.58% |
| CAS 2018-C02 2M2 04.2184 08/25/2030 | 0.58% |
| STACR 2018-HQA1 M2 04.3184 09/25/2030 | 0.58% |
| WFRBS 2012-C9 D P/P 144A 04.9713 11/15/2045 | 0.56% |
| CAS 2017-C01 1M2 05.5684 07/25/2029 | 0.56% |
| FNR 2018-36 SD IO 04.2316 06/25/2048 | 0.53% |
| STACR 2017-HQA2 M2 04.6684 12/25/2029 | 0.52% |
| GNR 2016-H11 HI IO 02.0971 01/20/2066 | 0.52% |
| US ULTRA BOND CBT DEC19 WNZ9 | 0.52% |
| FNR 2016-81 SA IO 04.1316 11/25/2046 | 0.52% |
| BF0101 03.5000 06/01/2056 | 0.51% |
| GNR 2017-H20 AI IO 01.9970 10/20/2067 | 0.50% |
| SPST 2019-3 A 02.7365 06/24/2020 | 0.50% |
| UBSCM 2012-C1 D P/P 144A 05.7278 05/10/2045 | 0.49% |
| GSMS 2014-GC24 D P/P 144A 04.6665 09/10/2047 | 0.48% |
| GNR 2016-H23 NI IO 02.2585 10/20/2066 | 0.48% |
| SPST 2019-7 A 02.7365 09/24/2020 | 0.48% |
| SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.47% |
| CAS 2017-C06 1M2 04.6684 02/25/2030 | 0.46% |
| CAS 2017-C06 2B1 06.4684 02/25/2030 | 0.46% |
| TREASURY BILL 00.0000 11/14/2019 | 0.46% |
| GNR 2016-H07 PI IO 02.2749 03/20/2066 | 0.45% |
| CAS 2017-C07 1B1 06.0184 05/25/2030 | 0.44% |
| GNMA GII30 TBA 03.0000 10/01/2049 | 0.44% |
| SWPTN 1YX10Y R 3.096 USD 11/29/2019 JP | 0.44% |
| CAS 2016-C03 1B 13.7684 10/25/2028 | 0.44% |
| JPMBB 2013-C14 D P/P 144A 04.8586 08/15/2046 | 0.43% |
| CAS 2017-C06 1B1 06.1684 02/25/2030 | 0.43% |
| CAS 2016-C06 1M2 06.2684 04/25/2029 | 0.43% |
| FN BF0091 | 0.43% |
| FNR 2016-8 SA IO 04.0316 03/25/2046 | 0.42% |
| GNMA GII30 626906 03.5000 01/20/2045 | 0.42% |
| BMIR 2017-1 M2 P/P 144A 05.3684 10/25/2027 | 0.42% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.40% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.40% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.40% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.39% |
| GNR 2016-H27 GI IO 02.3201 12/20/2066 | 0.38% |
| GSMS 2014-GC18 C 05.1566 01/10/2047 | 0.38% |
| GNR 2017-H03 KI IO 02.6630 01/20/2067 | 0.38% |
| FHR 3065 DC 13.7775 03/15/2035 | 0.38% |
| FNR 2017-104 SL IO 04.1316 01/25/2048 | 0.38% |
| FNR 2016-50 SM IO 04.0816 08/25/2046 | 0.37% |
| GNR 2017-H25 CI IO 02.2136 12/20/2067 | 0.37% |
| GNR 2013-87 SA IO 04.1558 06/20/2043 | 0.37% |
| GNR 2017-H06 MI IO 02.3056 02/20/2067 | 0.37% |
| STACR 2015-HQA1 B 10.8184 03/25/2028 | 0.36% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.36% |
| CAS 2016-C05 2M2 06.4684 01/25/2029 | 0.36% |
| UBSC 2011-C1 D P/P 144A 06.2522 01/10/2045 | 0.36% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.35% |
| GNR 2015-H22 AI IO 01.7755 09/20/2065 | 0.34% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.34% |
| GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.34% |
| GNMA GII30 626939 04.0000 04/20/2045 | 0.33% |
| GNR 2015-H20 CI IO 01.7455 08/20/2065 | 0.33% |
| OMIR 2018-1A M2 04.8684 07/25/2028 | 0.32% |
| TREASURY BILL 00.0000 12/05/2019 | 0.32% |
| GNR 2018-H01 XI IO 02.2543 01/20/2068 | 0.31% |
| CAS 2016-C03 1M2 07.3184 10/25/2028 | 0.31% |
| FHR 4621 QI IO 03.5000 10/15/2046 | 0.31% |
| FNR 2019-58 SA IO 03.9680 10/25/2049 | 0.31% |
| GNR 2016-H13 IK IO 02.6178 06/20/2066 | 0.31% |
| MWST 2019-1 A 02.8184 06/25/2052 | 0.31% |
| CAS 2018-C06 1B1 05.7684 03/25/2031 | 0.30% |
| GNR 2016-H18 QI IO 02.8691 06/20/2066 | 0.30% |
| CWALT 2006-OA19 A1 02.2243 02/20/2047 | 0.30% |
| GNR 2018-H04 JI IO 02.2271 03/20/2068 | 0.30% |
| CAS 2018-C03 1M2 04.1684 10/25/2030 | 0.30% |
| GNMA GII30 AI6258 04.5000 05/20/2044 | 0.30% |
| MSBAM 2013-C12 E P/P 144A 04.9244 10/15/2046 | 0.29% |
| GNR 2017-H08 GI IO 02.4419 02/20/2067 | 0.29% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.29% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.28% |
| FNR 2008-24 SP 15.8826 02/25/2038 | 0.28% |
| COMM 2014-CR19 D P/P 144A 04.9056 08/10/2047 | 0.28% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.28% |
| JPMCC 2013-LC11 D 04.3069 04/15/2046 | 0.28% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.28% |
| GNR 2019-83 SL IO 04.0558 07/20/2049 | 0.28% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.27% |
| TREASURY BILL 00.0000 10/10/2019 | 0.27% |
| FNMA FN30 AV7052 UMBS 03.5000 03/01/2045 | 0.27% |
| CAS 2018-C05 1M2 04.3684 01/25/2031 | 0.27% |
| STACR 2017-DNA2 M2 05.4684 10/25/2029 | 0.27% |
| GNR 2017-H08 EI IO 02.4193 02/20/2067 | 0.26% |
| GNMA GN30 AM4380 04.0000 05/15/2045 | 0.26% |
| COMM 2014-CR17 D P/P 144A 05.0117 05/10/2047 | 0.26% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.26% |
| GNMA GII30 635083 04.0000 05/20/2046 | 0.26% |
| GNR 2015-H10 HI IO 02.1675 04/20/2065 | 0.26% |
| GNR 2015-H22 GI IO 02.5769 09/20/2065 | 0.26% |
| GNR 2017-H04 BI IO 02.5378 02/20/2067 | 0.26% |
| SPST 2018-8 A 02.7365 02/24/2020 | 0.26% |
| FNR 2018-20 SB IO 04.2316 03/25/2048 | 0.26% |
| GNR 2016-H17 DI IO 02.6145 07/20/2066 | 0.26% |
| GNMA GII30 626947 04.0000 05/20/2045 | 0.25% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.25% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.25% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.25% |
| STACR 2014-DN4 M3 06.5684 10/25/2024 | 0.25% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.25% |
| JPALT 2006-A6 1A1 02.1784 11/25/2036 | 0.25% |
| FNMA FN30 AV7059 UMBS 03.5000 04/01/2045 | 0.24% |
| FNR 2019-45 SD IO 04.0316 08/25/2049 | 0.24% |
| BMIR 2018-2A M1C P/P 144A 03.6184 08/25/2028 | 0.24% |
| SPST 2019-11 A 02.7865 10/24/2020 | 0.24% |
| FNR 2017-19 IH IO 05.0000 03/25/2047 | 0.23% |
| GNR 2016-H24 IO IO 02.1171 09/20/2066 | 0.23% |
| UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.23% |
| GNR 2016-H10 AI IO 01.8733 04/20/2066 | 0.22% |
| GNR 2015-H13 AI IO 02.0343 06/20/2065 | 0.22% |
| GNR 2015-H23 TI IO 01.9322 09/20/2065 | 0.22% |
| MSC 2012-C4 E P/P 144A 05.6001 03/15/2045 | 0.22% |
| FNR 2018-51 BI IO 05.5000 07/25/2038 | 0.22% |
| FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.22% |
| GNMA GII30 626924 03.5000 03/20/2045 | 0.22% |
| GNR 2014-H21 AI IO 01.6310 10/20/2064 | 0.22% |
| GNR 2011-156 SK IO 04.5558 04/20/2038 | 0.22% |
| GNR 2018-H02 IM IO 02.3462 02/20/2068 | 0.22% |
| GNR 2017-H08 NI IO 02.2255 03/20/2067 | 0.22% |
| JPMCC 2010-C2 D P/P 144A 05.7860 11/15/2043 | 0.21% |
| JPMCC 2011-C3 D P/P 144A 05.8526 02/15/2046 | 0.21% |
| GNMA GII30 AH8784 04.5000 06/20/2034 | 0.21% |
| GNR 2019-35 SE IO 04.1225 01/16/2044 | 0.21% |
| FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.21% |
| MSBAM 2013-C10 F P/P 144A 04.2179 07/15/2046 | 0.21% |
| GNR 2015-H04 AI IO 01.9634 12/20/2064 | 0.21% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.20% |
| GNR 2019-100 JS IO 04.0558 08/20/2049 | 0.20% |
| FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.20% |
| GNR 2017-H10 MI IO 01.8534 04/20/2067 | 0.20% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.20% |
| GNMA GII30 635063 04.0000 03/20/2046 | 0.20% |
| GNR 2016-H14 AI IO 02.1652 06/20/2066 | 0.20% |
| WFRBS 2012-C9 E P/P 144A 04.9713 11/15/2045 | 0.20% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.19% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.19% |
| GNR 2017-H25 IO IO 01.7277 11/20/2067 | 0.19% |
| GNR 2011-H07 FI IO 01.2587 02/20/2061 | 0.19% |
| GNR 2016-H06 DI IO 01.7825 07/20/2065 | 0.19% |
| SWPTN 3MX5Y P 1.3 USD 12/05/2019 CI | 0.19% |
| GNR 2016-H03 AI IO 02.2288 01/20/2066 | 0.19% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.19% |
| GNR 2017-H03 CI IO 02.1727 12/20/2066 | 0.19% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.19% |
| SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.19% |
| GNMA GII30 626972 03.5000 08/20/2045 | 0.19% |
| GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.18% |
| OMIR 2017-1A M2 P/P 144A 06.0184 04/25/2027 | 0.18% |
| GSMS 2014-GC22 C 04.8474 06/10/2047 | 0.18% |
| FHR 4436 SC IO 04.1225 02/15/2045 | 0.18% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.18% |
| FHR 2976 LC 16.9858 05/15/2035 | 0.18% |
| FHR 4546 PI IO 04.0000 12/15/2045 | 0.18% |
| GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.18% |
| WFRBS 2011-C4 E P/P 144A 05.3965 06/15/2044 | 0.18% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.18% |
| GNMA GII30P 784038 04.0000 01/20/2045 | 0.18% |
| FASST 2019-HB1 M5 P/P 144A 06.0000 04/25/2029 | 0.18% |
| GNMA GII30 626928 04.0000 03/20/2045 | 0.18% |
| GNR 2016-H04 KI IO 01.8909 02/20/2066 | 0.17% |
| UBSBB 2012-C4 D P/P 144A 04.6299 12/10/2045 | 0.17% |
| GNR 2014-182 BI IO 04.0000 01/20/2039 | 0.17% |
| GNR 2016-H06 HI IO 02.0818 02/20/2066 | 0.17% |
| GNR 2017-H09 IO IO 01.8613 04/20/2067 | 0.17% |
| JPMCC 2011-C3 E P/P 144A 05.8526 02/15/2046 | 0.17% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.17% |
| FNR 2018-47 SA IO 04.2316 07/25/2048 | 0.17% |
| SWPTN 10YX10Y P 3.312 USD 11/27/2028 BA | 0.17% |
| GNR 2016-H24 KI IO 02.3611 11/20/2066 | 0.17% |
| GNMA GII30 626917 04.0000 02/20/2045 | 0.16% |
| GNR 2013-182 SP IO 04.6558 12/20/2043 | 0.16% |
| FNR 2011-4 CS 08.8632 05/25/2040 | 0.16% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.16% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.16% |
| WFHET 2007-2 A3 02.2484 04/25/2037 | 0.16% |
| GNR 2015-H25 BI IO 01.8500 10/20/2065 | 0.16% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.16% |
| GNR 2014-137 ID IO 05.5000 09/16/2044 | 0.16% |
| GNR 2016-H04 HI IO 02.3801 07/20/2065 | 0.16% |
| STACR 2018-DNA2 M2 04.1684 12/25/2030 | 0.16% |
| GNR 2014-119 SA IO 03.5558 08/20/2044 | 0.16% |
| GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.16% |
| GNR 2014-H25 BI IO 01.7059 12/20/2064 | 0.16% |
| GNR 2015-H16 XI IO 02.0524 07/20/2065 | 0.16% |
| GNR 2015-H24 HI IO 02.0343 09/20/2065 | 0.16% |
| GNR 2017-H23 BI IO 01.9110 11/20/2067 | 0.15% |
| FNR 2012-114 NI IO 03.5000 10/25/2041 | 0.15% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.15% |
| GNR 2018-H02 IO IO 02.3119 01/20/2068 | 0.15% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.15% |
| GNR 2017-H14 LI IO 02.2949 06/20/2067 | 0.15% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.14% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.14% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.14% |
| GNR 2014-100 NI IO 04.0000 06/20/2043 | 0.14% |
| GNR 2018-H05 ID 02.0570 03/20/2068 | 0.14% |
| GNR 2014-H18 CI IO 01.6168 09/20/2064 | 0.14% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.14% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.14% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.14% |
| GNR 2016-H06 AI IO 02.1068 02/20/2066 | 0.14% |
| FHR 4425 EI IO 04.0000 01/15/2045 | 0.14% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.14% |
| FNR 2013-22 PI IO 03.5000 10/25/2042 | 0.13% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.13% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.13% |
| GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.13% |
| GNR 2017-H14 JI IO 02.1905 06/20/2067 | 0.13% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.13% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.13% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.13% |
| STACR 2017-DNA3 M2 04.5184 03/25/2030 | 0.13% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.13% |
| SWPTN 7YX30Y P 2.8025 USD 04/24/2026 MS | 0.13% |
| GNMA GN30 626998 03.5000 10/15/2042 | 0.13% |
| BSCMS 2007-T26 AJ 05.5660 01/12/2045 | 0.13% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.13% |
| WFCM 2010-C1 E P/P 144A 04.0000 11/15/2043 | 0.13% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.12% |
| FHR 2990 LB 11.7636 06/15/2034 | 0.12% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.12% |
| COMM 2012-CR4 B P/P 144A 03.7030 10/15/2045 | 0.12% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.12% |
| GNR 2017-H25 AI IO 02.1763 12/20/2067 | 0.12% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.12% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.12% |
| GNR 2012-H11 FI IO 01.2324 02/20/2062 | 0.12% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.12% |
| GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.12% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.12% |
| MSAC 2004-HE9 M2 02.9484 11/25/2034 | 0.12% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.12% |
| FNMA FN30 AV7053 UMBS 04.0000 02/01/2045 | 0.12% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.11% |
| FNR 2005-74 NK 17.4081 05/25/2035 | 0.11% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.11% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.11% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.11% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.11% |
| STACR 2016-HQA1 M3 08.3684 09/25/2028 | 0.11% |
| STACR 2019-DNA1 M2 04.6684 01/25/2049 | 0.11% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.11% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.11% |
| 1.45 R ISWP FWD US0003M P 12/18/2024 | 0.11% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.11% |
| STAR 2019-1 M1 03.7640 06/25/2049 | 0.11% |
| WAMU 2005-AR8 2AC2 02.9384 07/25/2045 | 0.10% |
| GNR 2017-H06 EI IO 01.6001 02/20/2067 | 0.10% |
| SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.10% |
| STACR 2014-HQ3 M3 06.7684 10/25/2024 | 0.10% |
| FNR 2005-106 JC 13.8655 12/25/2035 | 0.10% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.10% |
| GNR 2011-H16 FI IO 01.0553 07/20/2061 | 0.10% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.10% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.10% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.10% |
| FHR 4136 IQ IO 03.5000 11/15/2042 | 0.10% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.10% |
| CAS 2017-C02 2B1 07.5184 09/25/2029 | 0.09% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.09% |
| FHR 4530 HI IO 04.0000 11/15/2045 | 0.09% |
| FNR 2007-53 SP 16.7993 06/25/2037 | 0.09% |
| GNMA GII30 AJ8849 03.0000 10/20/2044 | 0.09% |
| GNR 2016-H01 HI IO 02.0718 10/20/2065 | 0.09% |
| GNMA GII30 626944 03.5000 05/20/2045 | 0.09% |
| GNMA GII30 635081 03.5000 05/20/2046 | 0.09% |
| GNR 2016-H08 GI IO 01.4458 04/20/2066 | 0.09% |
| HVMLT 2005-2 1A 02.5770 05/19/2035 | 0.09% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.09% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.09% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.09% |
| BALTA 2005-8 21A1 04.1831 10/25/2035 | 0.09% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.09% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.09% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.09% |
| GNMA GII30 BA7681 04.6260 06/20/2067 | 0.09% |
| FNMA FN30 AS6679 UMBS 04.0000 01/01/2046 | 0.08% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.08% |
| GNR 2016-H24 JI IO 02.1586 11/20/2066 | 0.08% |
| CAS 2015-C04 1M2 07.7184 04/25/2028 | 0.08% |
| GNMA GII30 626963 04.0000 07/20/2045 | 0.08% |
| CAS 2019-R02 1M2 04.3184 08/25/2031 | 0.08% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.08% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.08% |
| FNR 2006-8 HP 17.1659 03/25/2036 | 0.08% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.08% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.08% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.08% |
| STACR 2015-HQ1 M3 05.8184 03/25/2025 | 0.08% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.08% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.08% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.08% |
| FNMA FN30 AV7026 UMBS 03.5000 11/01/2044 | 0.08% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.08% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.08% |
| OMIR 2019-1A B1B 06.3684 07/25/2029 | 0.08% |
| CAS 2016-C03 2B 14.7684 10/25/2028 | 0.07% |
| GNR 2015-24 AI IO 03.5000 12/20/2037 | 0.07% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.07% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.07% |
| CAS 2017-C07 2B1 06.4684 05/25/2030 | 0.07% |
| GNMA GII30 AY4779 04.5090 03/20/2067 | 0.07% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.07% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.07% |
| FNR 2012-104 HI IO 04.0000 09/25/2027 | 0.07% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.07% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.07% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.07% |
| GNMA GII30 AJ4184 04.5000 09/20/2044 | 0.07% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.07% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.07% |
| FNR 2006-62 PS 27.7897 07/25/2036 | 0.07% |
| GNMA GII30 609117 04.5000 02/20/2044 | 0.07% |
| FNMA FN30 AV7042 UMBS 04.0000 01/01/2045 | 0.06% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.06% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.06% |
| TREASURY BILL 00.0000 01/02/2020 | 0.06% |
| GNR 2015-H23 DI IO 01.8799 09/20/2065 | 0.06% |
| STACR 2019-DNA2 M2 04.4684 03/25/2049 | 0.06% |
| FHR 4019 JI IO 04.0000 05/15/2041 | 0.06% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.06% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| OMIR 2019-1A B1A 05.5184 07/25/2029 | 0.06% |
| GNMA GII30 BP6877 05.0000 08/20/2049 | 0.06% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.06% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.06% |
| GNR 2016-69 IO IO 04.0000 05/20/2046 | 0.06% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.06% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.06% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.06% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.06% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| SAMI 2006-AR7 A1BG 02.1384 08/25/2036 | 0.06% |
| FNR 2005-122 SE 16.0357 11/25/2035 | 0.05% |
| GNMA GII30 AJ4182 04.5000 09/20/2044 | 0.05% |
| STACR 2017-DNA1 M2 05.2684 07/25/2029 | 0.05% |
| FHR 3408 EK 17.6347 04/15/2037 | 0.05% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.05% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.05% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.05% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.05% |
| FHR 4136 ES IO 04.2225 11/15/2042 | 0.05% |
| GNMA GII30 BP2045 05.0000 07/20/2049 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.05% |
| GNMA GN30 AE8022 04.5000 12/15/2043 | 0.05% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.05% |
| CAS 2018-C01 1M2 04.2684 07/25/2030 | 0.05% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.05% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.05% |
| GNMA GII30 BO3369 05.0000 06/20/2049 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.05% |
| GNMA GII30 AJ6287 04.0000 09/20/2044 | 0.05% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.05% |
| GNR 2014-160 IB IO 03.0000 11/20/2040 | 0.05% |
| SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.05% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.04% |
| GNR 2014-174 AI IO 03.0000 11/16/2029 | 0.04% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.04% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.04% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.04% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.04% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.04% |
| GNR 2015-99 TI IO 03.5000 04/20/2039 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.04% |
| FNMA FN30 AV7060 UMBS 04.0000 04/01/2045 | 0.04% |
| GNMA GII30 AQ6653 04.5000 09/20/2045 | 0.04% |
| GNMA GII30 BO4634 05.0000 06/20/2049 | 0.04% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.04% |
| GNMA GN30 AG8989 04.5000 05/15/2044 | 0.04% |
| IOS.FN30.550.08 R USL1M P 01/12/39 BC | 0.04% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.04% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.04% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.04% |
| FNR 2005-75 GS 14.1949 08/25/2035 | 0.04% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.04% |
| GNMA GII30 BL2894 05.0000 04/20/2049 | 0.04% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% |
| GNMA GII30 BP3611 05.0000 07/20/2049 | 0.04% |
| GNMA GII30 BP3623 05.0000 08/20/2049 | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.03% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.03% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.03% |
| GNMA GN30 704478 04.5000 04/15/2039 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| FHR 3249 PS 15.5843 12/15/2036 | 0.03% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% |
| GNMA GII30 635065 04.5000 03/20/2046 | 0.03% |
| GNMA GII30 AL8543 04.0000 02/20/2045 | 0.03% |
| GNMA GN30 AG8984 04.5000 05/15/2044 | 0.03% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.03% |
| CAS 2016-C07 2M2 06.3684 05/25/2029 | 0.03% |
| FNMA FN30 AV7020 UMBS 03.5000 10/01/2044 | 0.03% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.03% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.03% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.03% |
| STACR 2017-HQA2 B1 06.7684 12/25/2029 | 0.03% |
| CAS 2018-C03 1B1 05.7684 10/25/2030 | 0.03% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.03% |
| GNMA GII30 609118 04.5000 02/20/2034 | 0.03% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.03% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.03% |
| FNMA FN30 AX5516 UMBS 04.0000 03/01/2046 | 0.03% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.03% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.03% |
| GNMA GII30 AO8363 04.0000 09/20/2045 | 0.03% |
| GNMA GII30 AW8447 04.3230 05/20/2067 | 0.03% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.03% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| 2.86 R ISWP US0003M P 01/22/2020 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FNMA FN30 AX5490 UMBS 04.0000 10/01/2045 | 0.02% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.02% |
| GNMA GII30 BO2715 05.0000 07/20/2049 | 0.02% |
| GNMA GII30 BO4614 05.0000 06/20/2049 | 0.02% |
| GNR 2010-20 SC IO 04.1058 02/20/2040 | 0.02% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.02% |
| CAS 2017-C02 2M2 05.6684 09/25/2029 | 0.02% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% |
| OPTN FN30 3.0 10/03/19 CALL 101.71875 JPMC | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.02% |
| 1.30 R ISWP US0003M P 12/09/2024 | 0.02% |
| FHLMC FR30 ZS0468 UMBS 07.5000 10/01/2029 | 0.02% |
| FNR 2008-53 DO PO 00.0000 07/25/2038 | 0.02% |
| FNR 2011-123 KS IO 04.5816 10/25/2041 | 0.02% |
| FNW 1998-W2 X IO 00.9181 06/25/2028 | 0.02% |
| GNMA 10000 BO6603 05.0000 07/20/2049 | 0.02% |
| GNMA GII30 AK1223 04.0000 02/20/2045 | 0.02% |
| GNMA GII30 AO8415 04.0000 10/20/2045 | 0.02% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 CS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FNR 2005-83 QP 12.1462 11/25/2034 | 0.02% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.02% |
| GNMA GII30 BO8266 05.0000 07/20/2049 | 0.02% |
| GNR 2019-99 KS IO 04.0058 08/20/2049 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS | 0.02% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FHR 3996 IK IO 04.0000 03/15/2039 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.02% |
| GNMA GII30 AO7326 04.6660 09/20/2065 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BP3716 05.0000 08/20/2049 | 0.02% |
| OPTN FN30 3.0 11/06/19 PUT 101.2421875 JPMC | 0.02% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.02% |
| FHR 4199 CI IO 03.5000 12/15/2037 | 0.02% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.02% |
| FNMA FN30 AX5556 UMBS 04.0000 09/01/2046 | 0.02% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.02% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| GNR 2019-78 SJ IO 04.0058 06/20/2049 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| MBX.GII30.450.10 R USL1M P 01/12/41 DE | 0.02% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| MBX.GII30.500.10 R USL1M P 01/12/41 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| FHLMC FR30 ZS1312 UMBS 04.5000 01/01/2037 | 0.01% |
| FHS 304 C37 IO 03.5000 12/15/2027 | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| GNR 2010-114 MI IO 04.0000 03/20/2039 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.01% |
| GNMA GII30 BL4980 05.0000 08/20/2049 | 0.01% |
| GNMA GII30 BL4992 05.0000 08/20/2049 | 0.01% |
| GNMA GII30 BM2243 05.0000 07/20/2049 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.01% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.01% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 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 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FNMA FN30 AA2892 UMBS 04.5000 03/01/2039 | 0.01% |
| GNR 2011-71 IK IO 04.0000 04/16/2039 | 0.01% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.01% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.01% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.01% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.01% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.01% |
| 1.534 R ISWP US0003M P 09/26/2029 | 0.01% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| 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 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNW 1998-W5 X IO 00.7859 07/25/2028 | 0.00% |
| GNMA GII30 2987 07.5000 10/20/2030 | 0.00% |
| GNR 2011-81 SB IO 04.6775 11/16/2036 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| 1.50 R ISWP US0003M P 09/30/2024 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| FNMA FN15 888594 06.0000 08/01/2022 | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| SWPTN 2YX13Y P 3.162 USD 11/30/2020 JP | 0.00% |
| 1.5594 R ISWP US0003M P 09/30/2029 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 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 CS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| FHLMC FR30 ZS1526 UMBS 04.5000 06/01/2037 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNMA FN30 AY3392 UMBS 04.0000 04/01/2045 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| FNR 2008-36 OV PO 00.0000 01/25/2036 | 0.00% |
| FNW 2003-W3 1A4 04.2017 08/25/2042 | 0.00% |
| FSPC T-59 1AX IO 00.2804 10/25/2043 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| OPTN FN30 3.0 11/06/19 PUT 99.7421875 JPMC | 0.00% |
| OPTN FN30 3.5 10/03/19 CALL 102.9375 JPMC | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 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 CS | 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 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FNMA FN15 891706 06.0000 07/01/2021 | 0.00% |
| FNMA FN15 893456 06.0000 09/01/2021 | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2001-50 BI IO 00.3758 10/25/2041 | 0.00% |
| FNR 2001-79 BI IO 00.2761 03/25/2045 | 0.00% |
| FNW 2003-W14 2A 04.6269 01/25/2043 | 0.00% |
| FSPC T-57 2A1 04.1631 07/25/2043 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| 1.5095 R ISWP FWD US0003M P 08/28/2030 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FNMA FN15 745502 06.0000 04/01/2021 | 0.00% |
| FNMA FN15 894829 06.0000 09/01/2021 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNW 2004-W2 4A 04.4244 02/25/2044 | 0.00% |
| FNW 2004-W7 A2 05.2126 03/25/2034 | 0.00% |
| FSPC T-59 2A1 04.0323 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4270 11/15/2028 | 0.00% |
| GNMA GIIARM 8913 03.7500 07/20/2026 | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| IOS.FN30.400.09 R USL1M P 01/12/40 DE | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| IOS.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| IOS.FN30.500.09 R USL1M P 01/12/40 DE | 0.00% |
| OPTN FN30 4.0 10/03/19 CALL 103.9765625 JPMC | 0.00% |
| SWPTN 1YX10Y P 2.7475 USD 02/13/2020 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| FHLMC FR15 ZS5132 UMBS 06.0000 09/01/2021 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3314 PO PO 00.0000 11/15/2036 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FNMA FN15 746111 06.0000 09/01/2021 | 0.00% |
| FNMA FN15 807609 05.5000 12/01/2019 | 0.00% |
| FNMA FN15 823534 05.5000 07/01/2020 | 0.00% |
| FNMA FN15 829041 05.5000 07/01/2020 | 0.00% |
| FNMA FN15 829091 04.0000 09/01/2020 | 0.00% |
| FNMA FN15 831317 05.0000 03/01/2021 | 0.00% |
| FNMA FN15 831496 06.0000 05/01/2021 | 0.00% |
| FNMA FN15 833587 05.5000 09/01/2020 | 0.00% |
| FNMA FN15 836615 05.5000 10/01/2020 | 0.00% |
| FNMA FN15 840106 05.5000 10/01/2020 | 0.00% |
| FNMA FN15 843104 05.5000 10/01/2020 | 0.00% |
| FNMA FN15 847073 05.5000 08/01/2020 | 0.00% |
| FNMA FN15 849103 05.5000 01/01/2021 | 0.00% |
| FNMA FN15 852535 05.5000 01/01/2021 | 0.00% |
| FNMA FN15 872585 06.0000 04/01/2021 | 0.00% |
| FNMA FN15 879632 06.0000 06/01/2021 | 0.00% |
| FNMA FN15 880974 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 880975 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 887261 06.0000 07/01/2021 | 0.00% |
| FNMA FN15 894310 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 896560 06.0000 07/01/2021 | 0.00% |
| FNMA FN15 917693 06.0000 04/01/2022 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| FNW 2003-W11 A1 05.3339 06/25/2033 | 0.00% |
| GNMA GN30 497455 06.0000 01/15/2029 | 0.00% |
| GNMA GN30 645703 05.5000 08/15/2035 | 0.00% |
| GSMPS 1998-2 IO IO 01.0041 05/19/2027 | 0.00% |
| GSMPS 1998-3 IO IO 00.0000 09/19/2027 | 0.00% |
| GSMPS 1998-4 IO IO 00.0000 12/19/2026 | 0.00% |
| GSMPS 1999-2 IO IO 00.8396 09/19/2027 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| IOS.FN30.550.08 P USL1M R 01/12/39 BC | 0.00% |
| IOS.FN30.550.08 P USL1M R 01/12/39 GS | 0.00% |
| OPTN FN30 3.0 10/03/19 CALL 102.15625 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 100.1171875 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 100.3046875 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 100.4921875 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 99.0546875 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 99.2421875 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 99.4296875 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 99.5859375 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 99.7734375 JPMC | 0.00% |
| OPTN FN30 3.0 10/03/19 PUT 99.9609375 JPMC | 0.00% |
| OPTN GII30 3.0 10/03/19 CALL 103.25 JPMC | 0.00% |
| SWPTN 1YX10Y P 3.096 USD 11/29/2019 JP | 0.00% |
| SWPTN 1YX2Y P 3.095 USD 11/19/2019 JP | 0.00% |
| SWPTN 1YX2Y P 3.0975 USD 11/18/2019 MS | 0.00% |
| SWPTN 1YX2Y P 3.3975 USD 11/18/2019 MS | 0.00% |
| SWPTN 1YX2Y P 3.415 USD 11/19/2019 JP | 0.00% |
| SWPTN 2YX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 4MX10Y P 2.265 USD 10/03/2019 MS | 0.00% |
| SWPTN 4MX10Y P 2.401 USD 09/30/2019 BA | 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 MS | -0.00% |
| IOS.FN30.450.09 P USL1M R 01/12/40 DE | -0.00% |
| IOS.FN30.550.08 P USL1M R 01/12/39 BC | -0.00% |
| IOS.FN30.550.08 P USL1M R 01/12/39 BC | -0.00% |
| IOS.FN30.550.08 P USL1M R 01/12/39 CI | -0.00% |
| IOS.FN30.550.08 P USL1M R 01/12/39 CS | -0.00% |
| SWPTN 1YX10Y P 2.715 USD 02/27/2020 MS | -0.00% |
| SWPTN 1YX10Y P 2.7225 USD 02/18/2020 MS | -0.00% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -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 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 MS | -0.00% |
| IOS.FN30.550.08 P USL1M R 01/12/39 BC | -0.00% |
| OPTN FN30 4.0 11/06/19 CALL 104.09375 JPMC | -0.00% |
| OPTN FN30 4.0 11/06/19 CALL 104.1875 JPMC | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -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.FN30.350.12 P USL1M R 01/12/43 JP | -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 MS | -0.00% |
| OPTN FN30 3.0 11/06/19 PUT 100.2421875 JPMC | -0.00% |
| OPTN FN30 4.0 11/06/19 CALL 104.0 JPMC | -0.00% |
| 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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | -0.01% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -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 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% |
| 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% |
| OPTN FN30 3.0 11/06/19 PUT 100.7421875 JPMC | -0.01% |
| 1.53 R ISWP US0003M P 10/01/2024 | -0.01% |
| 1.65 R ISWP FWD US0003M P 12/18/2049 | -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.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.01% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.02% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| IOS.FN30.350.13 P US0001M R 01/12/44 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 JP | -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-.7 2047-01-17 300.0 01/17/2047 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| OPTN FN30 3.0 10/03/19 PUT 102.15625 JPMC | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.02% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| 1.655 R ISWP US0003M P 09/24/2029 | -0.03% |
| OPTN FN30 4.0 10/03/19 PUT 103.9765625 JPMC | -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 MS | -0.03% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.03% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| IOS.FN30.550.08 P USL1M R 01/12/39 GS | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.04% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.04% |
| SWPTN 5YX10Y P 3.229 USD 11/30/2023 JP | -0.04% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.04% |
| 1.58 R ISWP FWD US0003M P 12/18/2021 | -0.04% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.04% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.04% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| SWPTN 5YX10Y P 2.9425 USD 02/13/2024 GS | -0.05% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.05% |
| OPTN GII30 3.0 10/03/19 PUT 103.25 JPMC | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.06% |
| SWPTN 2YX5Y R 1.3 USD 08/27/2021 UB | -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 MS | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.06% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.07% |
| IOS.FN30.650.67 P USL1M R 01/12/38 BC | -0.07% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.07% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.08% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.08% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.08% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.08% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.08% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.09% |
| SWPTN 2YX5Y P 1.3 USD 08/27/2021 UB | -0.09% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.09% |
| OPTN FN30 3.0 10/03/19 PUT 101.71875 JPMC | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.10% |
| 2.098 R ISWP FWD US0003M P 03/04/2030 | -0.10% |
| SWPTN 7YX30Y P 3.195 USD 11/28/2025 BA | -0.12% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.12% |
| 2.44 R ISWP FWD US0003M P 03/26/2030 | -0.13% |
| OPTN FN30 3.5 10/03/19 PUT 102.9375 JPMC | -0.13% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.14% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.14% |
| SWPTN 10YX30Y P 2.7875 USD 04/24/2029 MS | -0.15% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.16% |
| 1.525 R ISWP FWD US0003M P 12/18/2029 | -0.16% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.17% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.17% |
| SWPTN 2YX3Y R 2.975 USD 11/30/2020 JP | -0.18% |
| SWPTN 3MX5Y P 1.475 USD 12/05/2019 CI | -0.21% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.24% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.24% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.29% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.30% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.34% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.38% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.39% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.41% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.42% |
| SWPTN 5YX10Y R 2.9425 USD 02/13/2024 GS | -0.47% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.50% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.51% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.52% |
| SWPTN 5YX10Y R 3.229 USD 11/30/2023 JP | -0.55% |
| SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS | -0.57% |
| SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS | -0.57% |
| FNMA FN30 TBA UMBS 03.0000 10/01/2049 | -0.66% |
| SWPTN 10YX30Y R 2.7875 USD 04/24/2029 MS | -0.66% |
| SWPTN 7YX30Y R 3.195 USD 11/28/2025 BA | -1.30% |
| US 5YR NOTE (CBT) DEC19 FVZ9 | -3.48% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -5.44% |
| 90DAY EURO$ FUTR MAR21 EDH1 | -18.73% |
Holdings information
(PDF)Fixed income statistics as of 11/30/19
| Average effective maturity | 6.10 yrs. |
|---|---|
| Average effective duration | 2.44 yrs. |
| Average yield to maturity | 5.44% |
| Average coupon | 5.99% |
Sector weightings as of 11/30/19
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Agency pass-through | 11.62% | 0.64 | 46.24% | 1.62 | 57.86% | 2.26 |
| Commercial MBS | 9.41% | 0.27 | 33.93% | 0.66 | 43.34% | 0.93 |
| Agency CMO | 38.98% | 1.51 | 0.70% | 0.03 | 39.68% | 1.54 |
| Residential MBS (non-agency) | 20.05% | 0.89 | 0.00% | 0.00 | 20.05% | 0.89 |
| Asset-backed securities (ABS) | 2.79% | 0.14 | 0.00% | 0.00 | 2.79% | 0.14 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -1.32 | 0.00% | -1.32 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | 0.01 | 0.00% | 0.01 |
| Net cash | 17.15% | 0.00 | 0.00% | 0.00 | 17.15% | 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 11/30/19
| 0 - 1 yr. | -27.12% |
|---|---|
| 1 - 5 yrs. | 76.27% |
| 5 - 10 yrs. | 49.94% |
| 10 - 15 yrs. | 0.59% |
| Over 15 yrs. | 0.32% |
Quality rating as of 11/30/19
| AAA | 93.50% |
|---|---|
| AA | 5.10% |
| A | 15.22% |
| BBB | 9.84% |
| BB | 3.50% |
| B | 5.59% |
| CCC and Below | 2.05% |
| Not Rated | -34.80% |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: Funds that invest in government securities are not guaranteed. Mortgage- and asset-backed securities are subject to prepayment risk, which means 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 may have to invest the proceeds from prepaid investments, including mortgage- and asset-backed investments, in other investments with less attractive terms and yields. 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 exposure to 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. 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). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Default risk is generally higher for non-qualified mortgages. 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. Unlike bonds, funds that invest in bonds have fees and expenses. 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. 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 B | Class C | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|
| Total expense ratio | 0.94% | 1.69% | 1.69% | 1.19% | 0.56% | 0.69% |
| What you pay† | 0.75% | 1.50% | 1.50% | 1.00% | 0.37% | 0.50% |
† 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 01/30/20
Sales charge
| Breakpoint | Class A | Class B | Class C | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|
| $0-$49,999 | 4.00% / 3.50% | 0.00% / 4.00% | 0.00% / 1.00% | -- | -- | -- |
| $50,000-$99,999 | 4.00% / 3.50% | 0.00% / 4.00% | 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 B | Class C | Class R | Class R6 | Class Y | |
|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- |
| 9 to 12 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- |
| 2 yrs. | 0.00% | 4.00% | 0.00% | -- | -- | -- |
| 3 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- |
| 4 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- |
| 5 yrs. | 0.00% | 2.00% | 0.00% | -- | -- | -- |
| 6 yrs. | 0.00% | 1.00% | 0.00% | -- | -- | -- |
| 7+ yrs. | 0.00% | 0.00% | 0.00% | -- | -- | -- |
Trail commissions
| Class A | Class B | Class C | Class R | Class R6 | Class Y | |
|---|---|---|---|---|---|---|
| 0.20%1 | 0.25% | 1.00% | 0.50% | 0.00% | 0.00% | |
| 0.25%2 | NA | NA | NA | NA | NA | |
| NA | NA | NA | NA | NA | NA |
- Through 03/31/90
- After 03/31/90
For sales and trail commission information on purchases over $500,000 and participant-directed qualified retirement plans, see a Putnam fund prospectus and the statement of additional information.
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). The Bloomberg Barclays GNMA Index is an unmanaged index of Government National Mortgage Association bonds. The Bloomberg Barclays GNMA - Bloomberg Barclays U.S. MBS Linked Benchmark represents performance of the Bloomberg Barclays GNMA Index through April 18, 2018 and performance of the Bloomberg Barclays U.S. MBS Index thereafter. You cannot invest directly in an index.
Consider these risks before investing: Funds that invest in government securities are not guaranteed. Mortgage- and asset-backed securities are subject to prepayment risk, which means 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 may have to invest the proceeds from prepaid investments, including mortgage- and asset-backed investments, in other investments with less attractive terms and yields. 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 exposure to 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. 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). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Default risk is generally higher for non-qualified mortgages. 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. Unlike bonds, funds that invest in bonds have fees and expenses. 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. 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.