Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds (2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which have been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
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
Skip to
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
| Net asset value (yesterday’s close) |
$12.41 0.40% | $0.05 |
| 52-week high | $13.11 (03/06/20) |
| 52-week low | $11.09 (03/23/20) |
Yield
| Distribution rate before sales charge as of 01/14/21 |
4.16% |
|---|---|
| Distribution rate after sales charge as of 01/14/21 |
4.16% |
| 30-day SEC yield with subsidy as of 12/31/20 |
4.60% |
| 30-day SEC yield without subsidy as of 12/31/20 |
4.46% |
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)
0.73%
Worst 5-year annualized return
(for period ending 03/31/20)
5.99%
Average 5-year annualized return
Fund facts as of 12/31/20
Total net assets
$751.59M
$751.59M
Turnover (fiscal year end)
916%
916%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
996
996
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-Chief Investment Officer, Fixed Income
Co-Head of Structured Credit
Co-Head of Structured Credit
Literature
Fund documents |
|
| Fact Sheet (Y share) (PDF) |
|
| Fact Sheet (A share) (PDF) |
|
| Summary Prospectus (PDF) |
|
| Statutory Prospectus (PDF) |
|
| Statement of Additional Information (SAI) (PDF) | |
| Annual Report (PDF) |
|
| Semiannual Report (PDF) |
|
| Putnam active strategies pursue diverse income opportunities for client portfolios (PDF) |
|
| Proxy voting results (Form N-PX) (PDF) | |
| Comparing Putnam’s Taxable income funds (PDF) | |
| Alternating bond market leadership (PDF) | |
Performance
Total return (%) as of 12/31/20
Annual performance as of 12/31/20
Annualized Total return (%) as of 12/31/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | -0.39% | 3.71% | 2.62% | 2.70% |
| After sales charge | N/A | N/A | N/A | N/A |
| Bloomberg Barclays U.S. MBS Index | 3.87% | 3.71% | 3.05% | 3.01% |
| BBG Barc GNMA-BBG Barc U.S. MBS Linked Benchmark | 3.87% | 3.73% | 2.92% | 2.99% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 12/31/20 | 1.68% | - | |
| YTD as of 01/14/21 | 0.98% | - | |
Yield
| Distribution rate before sales charge as of 01/14/21 |
4.16% |
|---|---|
| Distribution rate after sales charge as of 01/14/21 |
4.16% |
| 30-day SEC yield with subsidy as of 12/31/20 |
4.60% |
| 30-day SEC yield without subsidy as of 12/31/20 |
4.46% |
Risk-adjusted performance as of 11/30/20
| Sharpe ratio (3 yrs.) | 0.22 |
|---|---|
| Information ratio (3 yrs.) | -0.10 |
Volatility as of 11/30/20
| Standard deviation (3 yrs.) | 6.96% |
|---|---|
| Beta | -0.03 |
| R-squared | 0.00 |
Fixed income statistics as of 11/30/20
| Average effective duration | 2.25 yrs. |
|---|
Lipper rankings as of 11/30/20
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 120/128 | 94% |
| 3 yrs. | 81/110 | 73% |
| 5 yrs. | 82/104 | 79% |
| 10 yrs. | 51/73 | 69% |
Morningstar Ratings™ as of 11/30/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 543 | |
| 3 yrs. | 543 | |
| 5 yrs. | 456 | |
| 10 yrs. | 338 |
Distributions
| Record/Ex dividend date | 12/17/20 |
|---|---|
| Payable date | 12/21/20 |
| Income | $0.043 |
| 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.
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** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
Holdings
| Fnma Fn30 Tba Umbs 04.5000 12/01/2050 | 13.68% |
|---|---|
| Fnma Fn30 Tba Umbs 05.5000 12/01/2050 | 7.72% |
| Gnma Gii30 Tba 03.0000 12/01/2050 | 6.10% |
| Fnma Fn30 Tba Umbs 01.5000 12/01/2050 | 4.97% |
| Fncl 2.50 04/01/2042 | 3.01% |
| Fnr 2007-95 A3 00.3993 08/27/2036 | 2.97% |
| Fnma Fn30 Tba Umbs 06.0000 12/01/2050 | 1.70% |
| Gnma Gii30 Tba 02.0000 12/01/2050 | 1.53% |
| Fhs 315 Po Po 00.0000 09/15/2043 | 1.53% |
| Bayv 2006-C 1a3 06.5280 11/28/2036 | 1.09% |
| Top 10 holdings, percent of portfolio | 44.30% |
| Top 10 holdings as of 11/30/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.5000 12/01/2050 | |
| Fnma Fn30 Tba Umbs 05.5000 12/01/2050 | |
| Gnma Gii30 Tba 03.0000 12/01/2050 | |
| Fnma Fn30 Tba Umbs 01.5000 12/01/2050 | |
| Fncl 2.50 04/01/2042 | |
| Fnr 2007-95 A3 00.3993 08/27/2036 | |
| Fnma Fn30 Tba Umbs 06.0000 12/01/2050 | |
| Gnma Gii30 Tba 02.0000 12/01/2050 | |
| Fhs 315 Po Po 00.0000 09/15/2043 | |
| Bayv 2006-C 1a3 06.5280 11/28/2036 | |
| Holdings represent 44.30% of portfolio | |
| Top 10 holdings as of 10/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.5000 11/01/2050 | |
| Fnma Fn30 Tba Umbs 05.5000 11/01/2050 | |
| Gnma Gii30 Tba 03.0000 11/01/2050 | |
| Fnma Fn30 Tba Umbs 01.5000 12/01/2050 | |
| Fncl 2.50 04/01/2042 | |
| Fnr 2007-95 A3 00.3981 08/27/2036 | |
| Fnma Fn30 Tba Umbs 06.0000 11/01/2050 | |
| Fhs 315 Po Po 00.0000 09/15/2043 | |
| Gnma Gii30 Tba 02.0000 11/01/2050 | |
| Bayv 2006-C 1a3 06.0280 11/28/2036 | |
| Holdings represent 43.49% of portfolio | |
| Top 10 holdings as of 09/30/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.5000 10/01/2050 | |
| Fnma Fn30 Tba Umbs 05.5000 10/01/2050 | |
| Gnma Gii30 Tba 03.0000 10/01/2050 | |
| Fncl 2.50 04/01/2042 | |
| Fnr 2007-95 A3 00.4251 08/27/2036 | |
| Fnma Fn30 Tba Umbs 06.0000 10/01/2050 | |
| Fhs 315 Po Po 00.0000 09/15/2043 | |
| Gnma Gii30 Tba 02.0000 10/01/2050 | |
| Fnma Fn30 Tba Umbs 02.0000 11/01/2050 | |
| Bayv 2006-C 1a3 06.0280 11/28/2036 | |
| Holdings represent 39.65% of portfolio | |
| Top 10 holdings as of 08/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.5000 09/01/2050 | |
| Fnma Fn30 Tba Umbs 05.5000 09/01/2050 | |
| Fncl 2.50 04/01/2042 | |
| Fnr 2007-95 A3 00.4216 08/27/2036 | |
| Fnma Fn30 Tba Umbs 06.0000 09/01/2050 | |
| Fhs 315 Po Po 00.0000 09/15/2043 | |
| Bayv 2006-C 1a3 06.0280 11/28/2036 | |
| Carr 2006-Nc2 A4 00.4151 06/25/2036 | |
| Fnr 2016-85 Sl Io 05.9249 11/25/2046 | |
| Cas 2017-C05 1b1 03.7751 01/25/2030 | |
| Holdings represent 33.49% of portfolio | |
| FNMA FN30 TBA UMBS 04.5000 01/01/2051 | 13.70% |
|---|---|
| FNMA FN30 TBA UMBS 05.5000 01/01/2051 | 7.73% |
| GNMA GII30 TBA 03.0000 01/01/2051 | 6.12% |
| REPO TRIPA MORTG 0.07 01/04/2021 | 5.80% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.96% |
| FNR 2007-95 A3 00.4001 08/27/2036 | 3.00% |
| FNMA FN30 AB8804 UMBS 02.5000 03/01/2043 | 2.95% |
| TREASURY BILL 00.0000 02/23/2021 | 2.13% |
| TREASURY BILL 00.0000 02/02/2021 | 2.00% |
| TREASURY BILL 00.0000 03/25/2021 | 1.92% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 1.76% |
| FNMA FN30 TBA UMBS 06.0000 01/01/2051 | 1.70% |
| FNMA FN30 TBA UMBS 01.5000 01/01/2051 | 1.61% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 1.60% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 1.53% |
| GNMA GII30 TBA 02.0000 01/01/2051 | 1.53% |
| FHS 315 PO PO 00.0000 09/15/2043 | 1.49% |
| TREASURY BILL 00.0000 02/09/2021 | 1.38% |
| TREASURY BILL 00.0000 01/19/2021 | 1.18% |
| TREASURY BILL 00.0000 02/16/2021 | 1.18% |
| CARR 2006-NC2 A4 00.3880 06/25/2036 | 1.10% |
| BAYV 2006-C 1A3 06.5280 11/28/2036 | 1.10% |
| SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 1.05% |
| CAS 2017-C05 1B1 03.7480 01/25/2030 | 1.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.98% |
| FNR 2016-85 SL IO 05.9520 11/25/2046 | 0.89% |
| TREASURY BILL 00.0000 03/18/2021 | 0.82% |
| MSC 2011-C3 E P/P 144A 05.2443 07/15/2049 | 0.80% |
| MCAS 2019-01 M10 P/P 144A 03.3980 10/15/2049 | 0.77% |
| CWL 2007-10 1A1 00.3280 06/25/2047 | 0.75% |
| STACR 2016-DNA3 M3 05.1480 12/25/2028 | 0.73% |
| FNR 2016-83 BS IO 05.9520 11/25/2046 | 0.70% |
| US ULTRA BOND CBT MAR21 WNH1 | 0.68% |
| STACR 2019-DNA1 B2 10.8980 01/25/2049 | 0.67% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.65% |
| DBUBS 2011-LC3A D P/P 144A 05.3353 08/10/2044 | 0.61% |
| FNR 2018-36 SD IO 06.1020 06/25/2048 | 0.59% |
| STACR 2018-DNA2 B1 03.8480 12/25/2030 | 0.59% |
| FNR 2016-81 SA IO 06.0020 11/25/2046 | 0.59% |
| CAS 2017-C03 1M2 03.1480 10/25/2029 | 0.58% |
| BF0101 03.5000 06/01/2056 | 0.57% |
| WFRBS 2012-C9 D P/P 144A 04.8105 11/15/2045 | 0.56% |
| SPST 2020-2 A 00.9780 03/26/2021 | 0.56% |
| CAS 2017-C06 2B1 04.5980 02/25/2030 | 0.53% |
| WAMU 2005-AR14 1A2 02.8991 12/25/2035 | 0.52% |
| CAS 2017-C07 1B1 04.1480 05/25/2030 | 0.51% |
| STACR 2018-DNA1 B1 03.2980 07/25/2030 | 0.50% |
| CAS 2017-C06 1B1 04.2980 02/25/2030 | 0.50% |
| GNR 2017-H20 AI IO 02.2394 10/20/2067 | 0.48% |
| FN BF0091 | 0.48% |
| SHRP 2020-1 NOTE 03.1065 07/25/2024 | 0.47% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.46% |
| CAS 2016-C03 1B 11.8980 10/25/2028 | 0.46% |
| AHM 2007-1 GA1C 00.3380 05/25/2047 | 0.46% |
| GSMS 2014-GC18 C 04.9886 01/10/2047 | 0.46% |
| COMM 2014-CR17 D P/P 144A 04.8470 05/10/2047 | 0.44% |
| UBSCM 2012-C1 D P/P 144A 05.5689 05/10/2045 | 0.44% |
| GNR 2016-H07 PI IO 02.2814 03/20/2066 | 0.44% |
| GNR 2016-H23 NI IO 02.3708 10/20/2066 | 0.43% |
| FNR 2016-50 SM IO 05.9520 08/25/2046 | 0.42% |
| STACR 2020-DNA4 B2 10.1480 08/25/2050 | 0.42% |
| GNR 2020-133 CS IO 06.1484 09/20/2050 | 0.42% |
| BMIR 2017-1 M2 P/P 144A 03.4980 10/25/2027 | 0.41% |
| FNR 2019-51 SA IO 05.9020 09/25/2049 | 0.41% |
| GNR 2019-125 SG IO 05.8984 10/20/2049 | 0.40% |
| STACR 2019-DNA4 B2 06.3980 10/25/2049 | 0.40% |
| GNR 2017-H03 KI IO 03.4835 01/20/2067 | 0.40% |
| FNR 2020-31 IO IO 04.5000 05/25/2050 | 0.40% |
| FNR 2016-8 SA IO 05.9020 03/25/2046 | 0.39% |
| GNR 2019-121 SD IO 05.8484 10/20/2049 | 0.39% |
| GNR 2016-H27 GI IO 02.3336 12/20/2066 | 0.39% |
| STACR 2015-HQA1 B 08.9480 03/25/2028 | 0.39% |
| OMIR 2018-1A M2 02.9980 07/25/2028 | 0.38% |
| GNR 2020-138 IB IO 02.5000 09/20/2050 | 0.38% |
| FHR 3065 DC 19.3841 03/15/2035 | 0.38% |
| CAS 2017-C07 2B1 04.5980 05/25/2030 | 0.38% |
| MWST 2019-1 A 00.9480 06/25/2052 | 0.38% |
| STACR 2018-HQA1 M2 02.4480 09/25/2030 | 0.38% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.37% |
| UBSC 2011-C1 D P/P 144A 06.0502 01/10/2045 | 0.37% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.37% |
| STACR 2017-HQA2 M2 02.7980 12/25/2029 | 0.37% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.36% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.36% |
| CAS 2017-C01 1M2 03.6980 07/25/2029 | 0.35% |
| GNR 2015-H22 AI IO 01.9413 09/20/2065 | 0.35% |
| GNR 2017-H25 CI IO 01.6701 12/20/2067 | 0.35% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.35% |
| BACM 2016-UB10 D P/P 144A 03.0000 07/15/2049 | 0.35% |
| GNR 2013-87 SA IO 06.0484 06/20/2043 | 0.35% |
| GNR 2016-H13 IK IO 02.6367 06/20/2066 | 0.35% |
| CAS 2018-C04 2B1 04.6480 12/25/2030 | 0.34% |
| FNMA FN30 AV7052 UMBS 03.5000 03/01/2045 | 0.34% |
| JPMBB 2013-C14 D P/P 144A 04.7018 08/15/2046 | 0.34% |
| MCAS 2020-01 M10 P/P 144A 03.8980 03/25/2050 | 0.34% |
| GNR 2015-H20 CI IO 02.1982 08/20/2065 | 0.34% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.33% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.33% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.33% |
| FNR 2017-104 SL IO 06.0020 01/25/2048 | 0.33% |
| FNR 2019-45 SD IO 05.9020 08/25/2049 | 0.32% |
| GNR 2017-H06 MI IO 02.1282 02/20/2067 | 0.32% |
| GNR 2020-175 JI IO 03.5000 11/20/2050 | 0.32% |
| FHR 5003 DS IO 05.9520 08/25/2050 | 0.31% |
| SPST 2020-13 A 01.6433 10/10/2021 | 0.31% |
| SPST 2020-15 A 01.5133 12/10/2021 | 0.31% |
| CAS 2018-C02 2M2 02.3480 08/25/2030 | 0.31% |
| MSBAM 2013-C12 E P/P 144A 04.7629 10/15/2046 | 0.31% |
| GNR 2019-56 SK IO 05.9984 05/20/2049 | 0.30% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.30% |
| CAS 2016-C03 1M2 05.4480 10/25/2028 | 0.30% |
| JPMCC 2013-LC11 D 04.1670 04/15/2046 | 0.29% |
| CAS 2020-SBT1 1B1 06.8980 02/25/2040 | 0.29% |
| JPMCC 2013-C16 D P/P 144A 05.0268 12/15/2046 | 0.29% |
| GNR 2018-H01 XI IO 01.9695 01/20/2068 | 0.29% |
| MRAIT 2020-2 A2 | 0.29% |
| CWALT 2006-OA19 A1 00.3316 02/20/2047 | 0.29% |
| GNMA GII30 TBA 04.5000 01/01/2051 | 0.29% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.28% |
| GNR 2016-H18 QI IO 02.9372 06/20/2066 | 0.28% |
| MRAIT 2020-12 A1X 07/15/2021 | 0.28% |
| SPST 2020-WL1 A 01.2980 06/25/2051 | 0.28% |
| NHLT 2019-2A M4 P/P 144A 05.6822 11/25/2029 | 0.28% |
| SPST 2020-6 A 01.8933 09/07/2021 | 0.27% |
| DBUBS 2011-LC2A D P/P 144A 05.4874 07/10/2044 | 0.27% |
| FNR 2008-24 SP 22.7407 02/25/2038 | 0.27% |
| COMM 2013-LC13 D P/P 144A 05.2867 08/10/2046 | 0.27% |
| GSMS 2014-GC24 D P/P 144A 04.5315 09/10/2047 | 0.27% |
| MSBAM 2016-C29 C 04.7457 05/15/2049 | 0.27% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.27% |
| GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.27% |
| CAS 2017-C02 2B1 05.6480 09/25/2029 | 0.27% |
| SWPTN 3MX10Y P 0.964 USD 03/18/2021 JP | 0.27% |
| GNR 2017-H08 GI IO 02.5826 02/20/2067 | 0.26% |
| WFCM 2020-C57 C 04.0242 08/15/2053 | 0.26% |
| COMM 2014-CR19 D P/P 144A 04.7108 08/10/2047 | 0.26% |
| GNR 2018-H04 JI IO 02.0900 03/20/2068 | 0.26% |
| GNR 2019-158 AS IO 05.9969 09/16/2043 | 0.26% |
| CAS 2020-SBT1 1M2 03.7980 02/25/2040 | 0.25% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.25% |
| GNR 2015-H22 GI IO 02.5994 09/20/2065 | 0.25% |
| GNMA GII30 AI6258 04.5000 05/20/2044 | 0.25% |
| GNR 2015-H10 HI IO 03.1024 04/20/2065 | 0.25% |
| GSMS 2013-GC10 D P/P 144A 04.4021 02/10/2046 | 0.25% |
| GNR 2016-H17 DI IO 02.4665 07/20/2066 | 0.25% |
| MSBAM 2015-C23 D P/P 144A 04.1446 07/15/2050 | 0.25% |
| FREMF 2019-KF65 B P/P 144A 02.5534 07/25/2029 | 0.25% |
| GNMA GN30 AM4380 04.0000 05/15/2045 | 0.25% |
| COMM 2012-CR4 B P/P 144A 03.7030 10/15/2045 | 0.25% |
| GNR 2017-H08 EI IO 02.3864 02/20/2067 | 0.25% |
| GNR 2016-H24 IO IO 02.1464 09/20/2066 | 0.24% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.24% |
| JPALT 2006-A6 1A1 00.4680 11/25/2036 | 0.24% |
| FREMF 2019-KF66 B P/P 144A 02.5534 07/25/2029 | 0.24% |
| FNR 2020-20 IK IO 03.5000 03/25/2050 | 0.24% |
| FNMA FN30 AV7059 UMBS 03.5000 04/01/2045 | 0.24% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.24% |
| UBSC 2011-C1 B P/P 144A 06.0502 01/10/2045 | 0.24% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.24% |
| STACR 2017-DNA2 M2 03.5980 10/25/2029 | 0.23% |
| GNR 2019-35 SE IO 05.9969 01/16/2044 | 0.23% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.23% |
| GNR 2015-H13 AI IO 02.6329 06/20/2065 | 0.23% |
| GNMA GII30 AH8784 04.5000 06/20/2034 | 0.23% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.23% |
| GNR 2017-H04 BI IO 02.3369 02/20/2067 | 0.23% |
| JPMCC 2011-C3 D P/P 144A 05.6961 02/15/2046 | 0.23% |
| CAS 2018-C06 1B1 03.8980 03/25/2031 | 0.22% |
| COMM 2013-LC6 C 04.2420 01/10/2046 | 0.22% |
| GNR 2016-H10 AI IO 02.7764 04/20/2066 | 0.22% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.22% |
| COMM 2014-UBS3 D P/P 144A 04.7683 06/10/2047 | 0.22% |
| FNR 2018-20 SB IO 06.1020 03/25/2048 | 0.22% |
| GNR 2011-156 SK IO 06.4484 04/20/2038 | 0.22% |
| BANK 2020-BN25 C 03.3537 01/15/2063 | 0.22% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.22% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.22% |
| GNR 2014-H21 AI IO 01.6368 10/20/2064 | 0.22% |
| GNR 2015-H23 TI IO 01.9058 09/20/2065 | 0.22% |
| MWST 2020-1 A 01.0480 10/25/2053 | 0.22% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.22% |
| JPMDB 2017-C7 C 04.1794 10/15/2050 | 0.22% |
| STACR 2018-HQA2 B2 11.1480 10/25/2048 | 0.22% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.21% |
| TREASURY BILL 00.0000 01/26/2021 | 0.21% |
| FHR 4949 WS IO 05.8520 02/25/2050 | 0.21% |
| GNR 2018-H02 IM IO 01.6516 02/20/2068 | 0.21% |
| GSMS 2014-GC22 C 04.6918 06/10/2047 | 0.21% |
| FNR 2018-47 SA IO 06.1020 07/25/2048 | 0.20% |
| JPMBB 2014-C19 D P/P 144A 04.6760 04/15/2047 | 0.20% |
| FHR 2976 LC 23.8384 05/15/2035 | 0.20% |
| FNR 2017-19 IH IO 05.0000 03/25/2047 | 0.20% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.19% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.19% |
| GNR 2013-39 IJ IO 04.5000 03/20/2043 | 0.19% |
| BBCMS 2019-C4 E P/P 144A 03.2500 08/15/2052 | 0.19% |
| GNR 2019-100 JS IO 05.9484 08/20/2049 | 0.19% |
| GNR 2015-H04 AI IO 02.2667 12/20/2064 | 0.19% |
| BMIR 2018-2A M1C P/P 144A 01.7480 08/25/2028 | 0.18% |
| GNR 2017-H25 IO IO 00.5729 11/20/2067 | 0.18% |
| GNR 2017-H08 NI IO 02.2436 03/20/2067 | 0.18% |
| JPMBB 2013-C12 C 04.0993 07/15/2045 | 0.18% |
| STACR 2019-HQA1 M2 02.4980 02/25/2049 | 0.18% |
| GNR 2016-H06 DI IO 02.1869 07/20/2065 | 0.18% |
| STACR 2018-HQA2 B1 04.3980 10/25/2048 | 0.18% |
| BMARK 2019-B11 D P/P 144A 03.0000 05/15/2052 | 0.18% |
| FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.18% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.18% |
| FNR 2018-51 BI IO 05.5000 07/25/2038 | 0.18% |
| GNR 2017-H10 MI IO 02.1534 04/20/2067 | 0.18% |
| WFRBS 2012-C9 E P/P 144A 04.8105 11/15/2045 | 0.18% |
| BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.18% |
| CD 2017-CD4 C 04.3490 05/10/2050 | 0.18% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.18% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.17% |
| GNR 2016-H03 AI IO 03.1888 01/20/2066 | 0.17% |
| GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.17% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.17% |
| GSMS 2014-GC20 C 04.9624 04/10/2047 | 0.17% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.17% |
| CAS 2018-C06 2B1 04.2480 03/25/2031 | 0.17% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.17% |
| JPMCC 2012-CBX B 04.9223 06/15/2045 | 0.17% |
| OPTN FN30 2.0 02/04/21 CALL 103.3125 JPMC | 0.17% |
| STACR 2017-DNA2 B1 05.2980 10/25/2029 | 0.17% |
| WFCM 2020-C56 C 03.7500 06/15/2053 | 0.17% |
| GNR 2016-80 SD IO 05.9484 06/20/2046 | 0.17% |
| JPMBB 2014-C23 D P/P 144A 03.9718 09/15/2047 | 0.17% |
| FHR 4436 SC IO 05.9914 02/15/2045 | 0.17% |
| GNR 2016-H06 HI IO 02.0780 02/20/2066 | 0.17% |
| JPMBB 2014-C22 C 04.5535 09/15/2047 | 0.17% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.17% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.17% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.17% |
| MCAS 2019-01 M7 P/P 144A 01.8480 10/15/2049 | 0.17% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.16% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.16% |
| CGCMT 2012-GC8 C P/P 144A 04.8804 09/10/2045 | 0.16% |
| FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.16% |
| CSAIL 2018-C14 D P/P 144A 04.8907 11/15/2051 | 0.16% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.16% |
| MSC 2012-C4 E P/P 144A 05.4185 03/15/2045 | 0.16% |
| WFHET 2007-2 A3 00.3780 04/25/2037 | 0.16% |
| COMM 2014-UBS4 C 04.6440 08/10/2047 | 0.16% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.16% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.16% |
| TREASURY BILL 00.0000 04/15/2021 | 0.16% |
| GNR 2015-H25 BI IO 01.9420 10/20/2065 | 0.16% |
| GNR 2017-H09 IO IO 02.1855 04/20/2067 | 0.16% |
| MRAFT 2020-5 A1 01.1488 08/10/2023 | 0.16% |
| FHR 4953 AI IO 04.0000 02/25/2050 | 0.16% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.16% |
| GNR 2014-H25 BI IO 01.6925 12/20/2064 | 0.16% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.16% |
| STACR 2014-DN4 M3 04.6980 10/25/2024 | 0.16% |
| CAS 2018-C03 1B1 03.8980 10/25/2030 | 0.16% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.16% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.15% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.15% |
| GNR 2016-H04 KI IO 02.8081 02/20/2066 | 0.15% |
| GNR 2016-H24 KI IO 02.8808 11/20/2066 | 0.15% |
| JPMCC 2011-C4 C P/P 144A 05.4261 07/15/2046 | 0.15% |
| GNR 2013-182 SP IO 06.5484 12/20/2043 | 0.15% |
| COMM 2014-CR16 C 04.9281 04/10/2047 | 0.15% |
| FHR 4621 QI IO 03.5000 10/15/2046 | 0.15% |
| MSBAM 2013-C9 D P/P 144A 04.1183 05/15/2046 | 0.15% |
| GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.15% |
| GNR 2014-119 SA IO 05.4484 08/20/2044 | 0.15% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.15% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.15% |
| COMM 2018-COR3 C 04.5606 05/10/2051 | 0.14% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.14% |
| GNR 2017-H23 BI IO 01.8921 11/20/2067 | 0.14% |
| STACR 2020-HQA3 B2 10.1480 07/25/2050 | 0.14% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.14% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.14% |
| GNR 2015-H16 XI IO 02.4638 07/20/2065 | 0.14% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.14% |
| GNR 2017-H14 LI IO 02.4392 06/20/2067 | 0.14% |
| FNR 2011-4 CS 12.6040 05/25/2040 | 0.14% |
| JPMCC 2010-C2 D P/P 144A 05.6545 11/15/2043 | 0.14% |
| GNR 2014-H18 CI IO 01.5819 09/20/2064 | 0.14% |
| UBSCM 2018-C10 D P/P 144A 03.0000 05/15/2051 | 0.14% |
| BSCMS 2007-T26 AJ 05.4318 01/12/2045 | 0.14% |
| GNR 2014-137 ID IO 05.5000 09/16/2044 | 0.14% |
| COMM 2014-CR14 D P/P 144A 04.6200 02/10/2047 | 0.14% |
| PRET 2020-RPL1 03.8194 05/27/2060 | 0.14% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.13% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.13% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.13% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.13% |
| GNR 2016-H04 HI IO 02.3831 07/20/2065 | 0.13% |
| GNR 2016-H06 AI IO 03.2313 02/20/2066 | 0.13% |
| GNR 2017-H14 JI IO 02.2605 06/20/2067 | 0.13% |
| WFRBS 2011-C4 E P/P 144A 05.1930 06/15/2044 | 0.13% |
| COMM 2014-UBS2 C 04.9603 03/10/2047 | 0.13% |
| COMM 2014-UBS3 C 04.7383 06/10/2047 | 0.13% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.13% |
| GNR 2015-H24 HI IO 02.0447 09/20/2065 | 0.13% |
| STAR 2019-1 M1 03.7640 06/25/2049 | 0.13% |
| CGCMT 2013-GC11 C 04.1340 04/10/2046 | 0.13% |
| DBUBS 2011-LC1A C P/P 144A 05.5649 11/10/2046 | 0.13% |
| GNR 2011-H07 FI IO 01.2383 02/20/2061 | 0.13% |
| GSMS 2012-GC6 C P/P 144A 05.6506 01/10/2045 | 0.13% |
| MRAFT 2020-4 A1 01.4988 04/23/2023 | 0.13% |
| MWST 2020-2 A 00.9531 11/25/2053 | 0.13% |
| UBSCM 2018-C11 D P/P 144A 03.0000 06/15/2051 | 0.13% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.13% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.13% |
| FNR 2005-74 NK 26.7600 05/25/2035 | 0.13% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.13% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.13% |
| OPTN FN30 3.0 01/07/21 CALL 104.53125 JPMC | 0.13% |
| TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.13% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.13% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.12% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.12% |
| STACR 2017-HQA1 M2 03.6980 08/25/2029 | 0.12% |
| UBSBB 2012-C4 D P/P 144A 04.4698 12/10/2045 | 0.12% |
| MSC 2012-C4 C P/P 144A 05.4185 03/15/2045 | 0.12% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.12% |
| CAS 2016-C04 1B 10.3980 01/25/2029 | 0.12% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.12% |
| GNR 2018-H05 ID 02.0570 03/20/2068 | 0.12% |
| WFCM 2018-C46 C 04.9785 08/15/2051 | 0.12% |
| GNR 2014-182 BI IO 04.0000 01/20/2039 | 0.12% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.12% |
| GNR 2018-H02 IO IO 01.6510 01/20/2068 | 0.12% |
| CSAIL 2020-C19 D P/P 144A 02.5000 03/15/2053 | 0.12% |
| FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.12% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.12% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.11% |
| JPMBB 2013-C12 E P/P 144A 04.0993 07/15/2045 | 0.11% |
| CGCMT 2015-P1 C 04.3685 09/15/2048 | 0.11% |
| FNR 2005-106 JC 19.6651 12/25/2035 | 0.11% |
| SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | 0.11% |
| OPTN FN30 2.5 01/07/21 CALL 104.5 JPMC | 0.11% |
| FHR 4546 PI IO 04.0000 12/15/2045 | 0.11% |
| GNMA GII30 AJ8849 03.0000 10/20/2044 | 0.11% |
| WFCM 2018-C48 C 05.1200 01/15/2052 | 0.11% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.11% |
| GNR 2012-H11 FI IO 01.2158 02/20/2062 | 0.11% |
| GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.11% |
| MSAC 2004-HE9 M2 01.0780 11/25/2034 | 0.11% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.11% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.11% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.11% |
| OPTN GII30 3.5 01/07/21 CALL 105.34375 JPMC | 0.11% |
| UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.11% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.11% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.11% |
| MSBAM 2012-C6 G P/P 144A 04.5000 11/15/2045 | 0.11% |
| TREASURY BILL 00.0000 04/08/2021 | 0.11% |
| GNR 2016-H01 HI IO 02.1067 10/20/2065 | 0.10% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.10% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.10% |
| GNR 2017-H25 AI IO 01.3582 12/20/2067 | 0.10% |
| STACR 2019-DNA1 M2 02.7980 01/25/2049 | 0.10% |
| WAMU 2005-AR8 2AC2 01.0680 07/25/2045 | 0.10% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.10% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.10% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.10% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.10% |
| GNR 2011-H16 FI IO 01.0307 07/20/2061 | 0.10% |
| MSBAM 2013-C10 F P/P 144A 04.0816 07/15/2046 | 0.10% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.10% |
| FHR 2990 LB 16.5402 06/15/2034 | 0.10% |
| FNMA FN30 AV7026 UMBS 03.5000 11/01/2044 | 0.10% |
| FNR 2007-53 SP 23.6573 06/25/2037 | 0.10% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.10% |
| EMIR 2020-1 B1 02.9980 01/25/2030 | 0.09% |
| STACR 2019-HQA2 B2 11.3980 04/25/2049 | 0.09% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.09% |
| GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.09% |
| GNR 2017-H06 EI IO 01.5890 02/20/2067 | 0.09% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.09% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.09% |
| FHR 4136 IQ IO 03.5000 11/15/2042 | 0.09% |
| GNR 2016-H08 GI IO 01.4302 04/20/2066 | 0.09% |
| MSBAM 2013-C12 D P/P 144A 04.7629 10/15/2046 | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.09% |
| GNMA GII30 AY4779 04.5110 03/20/2067 | 0.09% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.09% |
| CAS 2019-R01 2B1 04.4980 07/25/2031 | 0.09% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.09% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.09% |
| GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.09% |
| OMIR 2017-1A M2 P/P 144A 04.1480 04/25/2027 | 0.09% |
| OPTN FN30 3.5 01/07/21 CALL 105.5625 JPMC | 0.09% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.09% |
| GNMA GII30 BA7681 04.6110 06/20/2067 | 0.09% |
| OPTN FN30 2.0 02/04/21 CALL 103.34375 JPMC | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.08% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.08% |
| FNR 2006-8 HP 24.0240 03/25/2036 | 0.08% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.08% |
| OMIR 2019-1A B1B 04.4980 07/25/2029 | 0.08% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.08% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.08% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.08% |
| FHR 4425 EI IO 04.0000 01/15/2045 | 0.08% |
| HVMLT 2005-2 1A 00.6716 05/19/2035 | 0.08% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.08% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.08% |
| BALTA 2005-8 21A1 02.9508 10/25/2035 | 0.08% |
| CAS 2016-C03 2B 12.8980 10/25/2028 | 0.08% |
| GNR 2016-H24 JI IO 02.1979 11/20/2066 | 0.07% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.07% |
| 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.07% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.07% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.07% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.07% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.07% |
| FNR 2006-62 PS 39.0120 07/25/2036 | 0.07% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.07% |
| GNR 2014-100 NI IO 04.0000 06/20/2043 | 0.07% |
| OMIR 2019-1A B1A 03.6480 07/25/2029 | 0.07% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.07% |
| CAS 2015-C04 1M2 05.8480 04/25/2028 | 0.07% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.07% |
| SWPTN 3MX5Y P 0.418 USD 01/13/2021 BC | 0.07% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.06% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.06% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.06% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| JPMCC 2011-C3 E P/P 144A 05.6961 02/15/2046 | 0.06% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.06% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.06% |
| BALTA 2005-10 11A1 00.6480 01/25/2036 | 0.06% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.06% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.06% |
| FHR 3408 EK 25.1548 04/15/2037 | 0.06% |
| GNR 2015-H23 DI IO 01.8548 09/20/2065 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.06% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.06% |
| FNR 2013-22 PI IO 03.5000 10/25/2042 | 0.06% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.06% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.06% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.06% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.06% |
| GNMA GN30 AE8022 04.5000 12/15/2043 | 0.06% |
| SAMI 2006-AR7 A1BG 00.2680 08/25/2036 | 0.06% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 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 CI | 0.05% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.05% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.05% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.05% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.05% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.05% |
| STACR 2015-DNA3 B 09.4980 04/25/2028 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.05% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.05% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.05% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.05% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.05% |
| STACR 2019-DNA3 B2 08.2980 07/25/2049 | 0.05% |
| FNR 2005-122 SE 22.5820 11/25/2035 | 0.05% |
| FNR 2012-104 HI IO 04.0000 09/25/2027 | 0.05% |
| FNR 2012-114 NI IO 03.5000 10/25/2041 | 0.05% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.05% |
| GNR 2020-15 CS IO 05.8984 02/20/2050 | 0.05% |
| SWPTN 3MX30Y P 1.315 USD 01/22/2021 BA | 0.05% |
| FHR 4136 ES IO 06.0914 11/15/2042 | 0.05% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.05% |
| RMIR 2020-1 B1 P/P 144A 03.1480 02/25/2030 | 0.05% |
| STACR 2017-DNA1 M2 03.3980 07/25/2029 | 0.05% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.05% |
| SWPTN 3MX30Y P 1.3175 USD 01/22/2021 CI | 0.05% |
| CAS 2020-R01 1B1 03.3980 01/25/2040 | 0.05% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.05% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.04% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| STACR 2014-HQ3 M3 04.8980 10/25/2024 | 0.04% |
| CAS 2016-C05 2M2 04.5980 01/25/2029 | 0.04% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.04% |
| GNMA GII30 609117 04.5000 02/20/2044 | 0.04% |
| CAS 2018-C01 1M2 02.3980 07/25/2030 | 0.04% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.04% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% |
| STACR 2019-FTR3 B2 04.9501 09/25/2047 | 0.04% |
| FHR 4530 HI IO 04.0000 11/15/2045 | 0.04% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.04% |
| GNMA GII30 AJ6287 04.0000 09/20/2044 | 0.04% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.04% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.04% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.04% |
| GNMA GII30 AJ4182 04.5000 09/20/2044 | 0.04% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.04% |
| GNR 2016-69 IO IO 04.0000 05/20/2046 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| CAS 2018-C05 1M2 02.4980 01/25/2031 | 0.04% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.04% |
| GNMA GII30 AJ4184 04.5000 09/20/2044 | 0.04% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.04% |
| CAS 2020-R02 2B1 03.1480 01/25/2040 | 0.04% |
| FHR 4019 JI IO 04.0000 05/15/2041 | 0.04% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.04% |
| GNMA GN30 AG8989 04.5000 05/15/2044 | 0.04% |
| STACR 2019-DNA2 M2 02.5980 03/25/2049 | 0.04% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.04% |
| FNMA FN30 AV7020 UMBS 03.5000 10/01/2044 | 0.04% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.04% |
| STACR 2019-DNA2 B2 10.6480 03/25/2049 | 0.04% |
| FHR 3249 PS 21.7515 12/15/2036 | 0.04% |
| FNR 2005-75 GS 19.8060 08/25/2035 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.04% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.04% |
| GNR 2014-174 AI IO 03.0000 11/16/2029 | 0.04% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.04% |
| GNMA GII30 609118 04.5000 02/20/2034 | 0.03% |
| GNMA GII30 AW8447 04.3260 05/20/2067 | 0.03% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% |
| STACR 2017-HQA2 B1 04.8980 12/25/2029 | 0.03% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.03% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% |
| OPTN FN30 4.0 01/07/21 CALL 106.59375 JPMC | 0.03% |
| SWPTN 3MX30Y P 1.232 USD 01/27/2021 CI | 0.03% |
| GNMA GII30 635065 04.5000 03/20/2046 | 0.03% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.03% |
| GNMA GN30 704478 04.5000 04/15/2039 | 0.03% |
| GNMA GN30 AG8984 04.5000 05/15/2044 | 0.03% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% |
| GSMS 2010-C1 D P/P 144A 05.9819 08/10/2043 | 0.03% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.03% |
| GNR 2015-24 AI IO 03.5000 12/20/2037 | 0.03% |
| OPTN GII30 4.0 01/07/21 CALL 106.40625 JPMC | 0.03% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.03% |
| GNMA GII30 AK1223 04.0000 02/20/2045 | 0.03% |
| GNMA GII30 AL8543 04.0000 02/20/2045 | 0.03% |
| GNMA GII30 AQ6653 04.5000 09/20/2045 | 0.03% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.02% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.02% |
| GNMA GII30 AO8363 04.0000 09/20/2045 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.02% |
| GNR 2010-20 SC IO 05.9984 02/20/2040 | 0.02% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.02% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.02% |
| FNR 2008-53 DO PO 00.0000 07/25/2038 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| FHLMC FR30 ZS0468 UMBS 07.5000 10/01/2029 | 0.02% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.02% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.02% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| FNW 1998-W2 X IO 00.3188 06/25/2028 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.02% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.02% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.02% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.02% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.02% |
| GNMA GII30 AO7326 04.6600 09/20/2065 | 0.02% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.02% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.02% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.02% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.02% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.02% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% |
| GNR 2019-99 KS IO 05.8984 08/20/2049 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.02% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| FNR 2005-83 QP 17.0092 11/25/2034 | 0.02% |
| GNMA GII30 AO8415 04.0000 10/20/2045 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.02% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 CS | 0.01% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.01% |
| FHLMC FR30 ZS1312 UMBS 04.5000 01/01/2037 | 0.01% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| CAS 2019-R01 2M2 02.5980 07/25/2031 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.01% |
| FNR 2011-123 KS IO 06.4520 10/25/2041 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.01% |
| GNR 2019-78 SJ IO 05.8984 06/20/2049 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.01% |
| GNR 2014-160 IB IO 03.0000 11/20/2040 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| FHS 304 C37 IO 03.5000 12/15/2027 | 0.01% |
| FNMA FN30 AA2892 UMBS 04.5000 03/01/2039 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.01% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.01% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 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% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.01% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.01% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.01% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| STACR 2015-HQ1 M3 03.9480 03/25/2025 | 0.01% |
| SWPTN 1MX5Y P 0.43 USD 01/11/2021 GS | 0.01% |
| SWPTN 1MX5Y R 0.43 USD 01/11/2021 GS | 0.01% |
| 0.41 R ISWP FWD US0003M P 07/05/2024 | 0.00% |
| 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNW 1998-W5 X IO 00.5698 07/25/2028 | 0.00% |
| GNMA GII30 2987 07.5000 10/20/2030 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 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% |
| FSPC T-59 1AX IO 00.2862 10/25/2043 | 0.00% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.00% |
| GNR 2015-99 TI IO 03.5000 04/20/2039 | 0.00% |
| SWPTN 3MX30Y R 1.232 USD 01/27/2021 CI | 0.00% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| FHLMC FR30 ZS1526 UMBS 04.5000 06/01/2037 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FNMA FN30 AY3392 UMBS 04.0000 04/01/2045 | 0.00% |
| FNR 2008-36 OV PO 00.0000 01/25/2036 | 0.00% |
| FNW 2003-W3 1A4 03.7389 08/25/2042 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | 0.00% |
| 0.4515 R ISWP US0003M P 12/31/2025 | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3864 10/25/2041 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| FNW 2003-W14 2A 04.0734 01/25/2043 | 0.00% |
| FSPC T-57 2A1 03.8045 07/25/2043 | 0.00% |
| GNR 2011-71 IK IO 04.0000 04/16/2039 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.00% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FHR 4199 CI IO 03.5000 12/15/2037 | 0.00% |
| FNMA FN15 888594 06.0000 08/01/2022 | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2001-79 BI IO 00.2693 03/25/2045 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNW 2004-W2 4A 03.5255 02/25/2044 | 0.00% |
| FNW 2004-W7 A2 03.5414 03/25/2034 | 0.00% |
| FSPC T-59 2A1 03.6650 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4361 11/15/2028 | 0.00% |
| GNMA GIIARM 8913 02.2500 07/20/2026 | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GNR 2010-114 MI IO 04.0000 03/20/2039 | 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 BC | 0.00% |
| SWPTN 5WX10Y P 1.1213 USD 01/11/2021 BA | 0.00% |
| SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | 0.00% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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% |
| FHR 3996 IK IO 04.0000 03/15/2039 | 0.00% |
| FNMA FN15 745502 06.0000 04/01/2021 | 0.00% |
| FNMA FN15 831317 05.0000 03/01/2021 | 0.00% |
| FNMA FN15 831496 06.0000 05/01/2021 | 0.00% |
| FNMA FN15 849103 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 891706 06.0000 07/01/2021 | 0.00% |
| FNMA FN15 893456 06.0000 09/01/2021 | 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 03.3450 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 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| OPTN FN30 4.0 01/07/21 PUT 106.59375 JPMC | 0.00% |
| OPTN GII30 3.5 01/07/21 PUT 105.34375 JPMC | 0.00% |
| OPTN GII30 4.0 01/07/21 PUT 106.40625 JPMC | 0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| OPTN FN30 2.5 01/07/21 PUT 104.5 JPMC | -0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 5WX30Y P 1.5843 USD 01/11/2021 BA | -0.00% |
| SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | -0.00% |
| 0.41 R ISWP US0003M P 10/13/2025 | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| OPTN FN30 3.5 01/07/21 PUT 105.5625 JPMC | -0.00% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.00% |
| OPTN FN30 3.0 01/07/21 PUT 104.53125 JPMC | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.01% |
| 1.26 R ISWP US0003M P 12/01/2050 | -0.01% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.01% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.01% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| 0.30 R ISWP US0003M P 12/02/2023 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.01% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.01% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.01% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.01% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.02% |
| 0.471 R ISWP US0003M P 11/16/2025 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.02% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 3MX30Y P 1.5275 USD 01/22/2021 CI | -0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.02% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.02% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.02% |
| SWPTN 3MX30Y P 1.525 USD 01/22/2021 BA | -0.02% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.02% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | -0.03% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.03% |
| SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.03% |
| SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.03% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.04% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.04% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.04% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.04% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.04% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.04% |
| SWPTN 3MX5Y R 0.418 USD 01/13/2021 BC | -0.04% |
| 0.90 R ISWP FWD US0003M P 03/17/2031 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| OPTN FN30 2.0 02/04/21 PUT 103.34375 JPMC | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.04% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.04% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.05% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.05% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.05% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.05% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.06% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.06% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.06% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.06% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.06% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.06% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.06% |
| IOS.FN30.650.67 P USL1M R 01/12/38 BC | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.07% |
| OPTN FN30 2.0 02/04/21 PUT 103.3125 JPMC | -0.08% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.08% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.08% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.08% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.08% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.09% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.09% |
| 1.25 R ISWP FWD US0003M P 03/17/2051 | -0.09% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.09% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.10% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.11% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.12% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.12% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.13% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.13% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.13% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.13% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.14% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.14% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.15% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.15% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.16% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.20% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.20% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.21% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.26% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.27% |
| SWPTN 3MX10Y R 0.964 USD 03/18/2021 JP | -0.30% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.31% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.31% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.31% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.32% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.32% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.34% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.34% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.35% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.38% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.38% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.40% |
| GNMA GII30 TBA 03.5000 01/01/2051 | -0.42% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.52% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.70% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.74% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.86% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.95% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.77% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -1.80% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.89% |
| US 5YR NOTE (CBT) MAR21 FVH1 | -3.81% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -5.47% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -5.52% |
| US 2YR NOTE (CBT) MAR21 TUH1 | -173.76% |
| FNMA FN30 TBA UMBS 04.5000 12/01/2050 | 13.68% |
|---|---|
| FNMA FN30 TBA UMBS 05.5000 12/01/2050 | 7.72% |
| GNMA GII30 TBA 03.0000 12/01/2050 | 6.10% |
| FNMA FN30 TBA UMBS 01.5000 12/01/2050 | 4.97% |
| REPO TRIPA MORTG 0.09 12/01/2020 | 4.65% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 4.07% |
| FNMA FN30 AB8804 UMBS 02.5000 03/01/2043 | 3.00% |
| FNR 2007-95 A3 00.3993 08/27/2036 | 2.97% |
| TREASURY BILL 00.0000 12/10/2020 | 2.32% |
| CASH MGMT BILL 00.0000 02/23/2021 | 2.12% |
| CASH MGMT BILL 00.0000 02/02/2021 | 1.99% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 1.81% |
| FNMA FN30 TBA UMBS 06.0000 12/01/2050 | 1.70% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 1.65% |
| GNMA GII30 TBA 02.0000 12/01/2050 | 1.53% |
| FHS 315 PO PO 00.0000 09/15/2043 | 1.52% |
| CASH MGMT BILL 00.0000 02/09/2021 | 1.38% |
| TREASURY BILL 00.0000 12/03/2020 | 1.33% |
| CASH MGMT BILL 00.0000 02/16/2021 | 1.18% |
| TREASURY BILL 00.0000 01/19/2021 | 1.18% |
| BAYV 2006-C 1A3 06.5280 11/28/2036 | 1.09% |
| CARR 2006-NC2 A4 00.3901 06/25/2036 | 1.07% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.01% |
| FED HOME LN DISCOUNT NT 313384S83 GDC 12/11/2020 | 1.00% |
| CAS 2017-C05 1B1 03.7501 01/25/2030 | 0.98% |
| FNMA FN30 TBA UMBS 02.0000 01/01/2051 | 0.96% |
| FNR 2016-85 SL IO 05.9499 11/25/2046 | 0.91% |
| MSC 2011-C3 E P/P 144A 05.4191 07/15/2049 | 0.87% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.78% |
| CWL 2007-10 1A1 00.3301 06/25/2047 | 0.77% |
| MCAS 2019-01 M10 P/P 144A 03.4001 10/15/2049 | 0.76% |
| STACR 2016-DNA3 M3 05.1501 12/25/2028 | 0.73% |
| FNR 2016-83 BS IO 05.9499 11/25/2046 | 0.71% |
| US ULTRA BOND CBT MAR21 WNH1 | 0.69% |
| DBUBS 2011-LC3A D P/P 144A 05.5131 08/10/2044 | 0.68% |
| STACR 2019-DNA1 B2 10.9001 01/25/2049 | 0.62% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.61% |
| FNR 2018-36 SD IO 06.0999 06/25/2048 | 0.60% |
| FNR 2016-81 SA IO 05.9999 11/25/2046 | 0.60% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.59% |
| STACR 2018-DNA2 B1 03.8501 12/25/2030 | 0.58% |
| CAS 2017-C03 1M2 03.1501 10/25/2029 | 0.58% |
| BF0101 03.5000 06/01/2056 | 0.57% |
| SPST 2020-2 A 00.9755 03/26/2021 | 0.56% |
| WFRBS 2012-C9 D P/P 144A 04.9709 11/15/2045 | 0.55% |
| SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 0.53% |
| WAMU 2005-AR14 1A2 02.9174 12/25/2035 | 0.53% |
| OPTN FN30 2.0 01/07/21 CALL 102.59375 JPMC | 0.52% |
| CAS 2017-C06 2B1 04.6001 02/25/2030 | 0.52% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.51% |
| GNR 2017-H20 AI IO 02.2396 10/20/2067 | 0.50% |
| CAS 2017-C07 1B1 04.1501 05/25/2030 | 0.50% |
| CAS 2017-C06 1B1 04.3001 02/25/2030 | 0.49% |
| STACR 2018-DNA1 B1 03.3001 07/25/2030 | 0.49% |
| FN BF0091 | 0.48% |
| SHRP 2020-1 NOTE 03.1091 07/25/2024 | 0.47% |
| GNR 2016-H07 PI IO 02.2873 03/20/2066 | 0.46% |
| GNR 2016-H23 NI IO 02.3557 10/20/2066 | 0.46% |
| CAS 2018-C02 2M2 02.3501 08/25/2030 | 0.45% |
| GSMS 2014-GC18 C 05.1549 01/10/2047 | 0.45% |
| AHM 2007-1 GA1C 00.3401 05/25/2047 | 0.45% |
| CAS 2016-C03 1B 11.9001 10/25/2028 | 0.45% |
| FNR 2016-50 SM IO 05.9499 08/25/2046 | 0.43% |
| FNR 2019-51 SA IO 05.8999 09/25/2049 | 0.43% |
| UBSCM 2012-C1 D P/P 144A 05.7545 05/10/2045 | 0.43% |
| GNR 2020-133 CS IO 06.1535 09/20/2050 | 0.42% |
| BMIR 2017-1 M2 P/P 144A 03.5001 10/25/2027 | 0.41% |
| GNR 2019-125 SG IO 05.9035 10/20/2049 | 0.41% |
| GNR 2017-H03 KI IO 03.4912 01/20/2067 | 0.40% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.40% |
| GNR 2016-H27 GI IO 02.4037 12/20/2066 | 0.40% |
| STACR 2020-DNA4 B2 10.1501 08/25/2050 | 0.40% |
| COMM 2014-CR17 D P/P 144A 05.0086 05/10/2047 | 0.39% |
| FNR 2016-8 SA IO 05.8999 03/25/2046 | 0.39% |
| GNR 2019-121 SD IO 05.8535 10/20/2049 | 0.39% |
| FHR 3065 DC 19.4374 03/15/2035 | 0.39% |
| STACR 2015-HQA1 B 08.9501 03/25/2028 | 0.39% |
| SWPTN 3MX10Y P 0.7075 USD 12/18/2020 JP | 0.38% |
| MWST 2019-1 A 00.9501 06/25/2052 | 0.38% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.38% |
| OMIR 2018-1A M2 03.0001 07/25/2028 | 0.38% |
| STACR 2018-HQA1 M2 02.4501 09/25/2030 | 0.37% |
| UBSC 2011-C1 D P/P 144A 06.2519 01/10/2045 | 0.37% |
| CAS 2017-C07 2B1 04.6001 05/25/2030 | 0.37% |
| GNR 2017-H25 CI IO 02.3735 12/20/2067 | 0.37% |
| STACR 2017-HQA2 M2 02.8001 12/25/2029 | 0.37% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.37% |
| GNR 2015-H22 AI IO 01.9267 09/20/2065 | 0.36% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.36% |
| STACR 2019-HQA1 M2 02.5001 02/25/2049 | 0.36% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.36% |
| GNR 2016-H13 IK IO 02.6355 06/20/2066 | 0.36% |
| CAS 2017-C01 1M2 03.7001 07/25/2029 | 0.35% |
| GNR 2013-87 SA IO 06.0535 06/20/2043 | 0.35% |
| FNR 2019-45 SD IO 05.8999 08/25/2049 | 0.35% |
| BACM 2016-UB10 D P/P 144A 03.0000 07/15/2049 | 0.34% |
| GNR 2015-H20 CI IO 02.1878 08/20/2065 | 0.34% |
| FNMA FN30 AV7052 UMBS 03.5000 03/01/2045 | 0.34% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.34% |
| CAS 2018-C04 2B1 04.6501 12/25/2030 | 0.33% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.33% |
| GNR 2017-H06 MI IO 02.2163 02/20/2067 | 0.33% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.33% |
| FNR 2017-104 SL IO 05.9999 01/25/2048 | 0.33% |
| JPMBB 2013-C14 D P/P 144A 04.8585 08/15/2046 | 0.33% |
| STACR 2019-DNA4 B2 06.4001 10/25/2049 | 0.33% |
| FHR 5003 DS IO 05.9499 08/25/2050 | 0.32% |
| MCAS 2020-01 M10 P/P 144A 03.9001 03/25/2050 | 0.32% |
| GNR 2019-56 SK IO 06.0035 05/20/2049 | 0.32% |
| SPST 2020-13 A 01.6501 10/10/2021 | 0.31% |
| SPST 2020-15 A 01.5201 12/10/2021 | 0.31% |
| MSBAM 2013-C12 E P/P 144A 04.9217 10/15/2046 | 0.31% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.30% |
| GNR 2018-H01 XI IO 02.2686 01/20/2068 | 0.30% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.30% |
| CAS 2016-C03 1M2 05.4501 10/25/2028 | 0.30% |
| MSBAM 2015-C23 D P/P 144A 04.2828 07/15/2050 | 0.30% |
| GNR 2016-H18 QI IO 02.8613 06/20/2066 | 0.29% |
| CWALT 2006-OA19 A1 00.3265 02/20/2047 | 0.29% |
| JPMCC 2013-C16 D P/P 144A 05.1944 12/15/2046 | 0.29% |
| JPMCC 2013-LC11 D 04.3060 04/15/2046 | 0.29% |
| MRAIT 2020-2 A2 | 0.29% |
| GNMA GII30 TBA 04.5000 12/01/2050 | 0.28% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.28% |
| FNR 2008-24 SP 22.7329 02/25/2038 | 0.28% |
| GNR 2017-H08 GI IO 02.6030 02/20/2067 | 0.28% |
| SPST 2020-WL1 A 01.3001 06/25/2051 | 0.28% |
| NHLT 2019-2A M4 P/P 144A 05.6822 11/25/2029 | 0.28% |
| SPST 2020-6 A 01.9001 09/07/2021 | 0.27% |
| GNMA GN30 AM4380 04.0000 05/15/2045 | 0.27% |
| COMM 2013-LC13 D P/P 144A 05.4630 08/10/2046 | 0.27% |
| GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.27% |
| GSMS 2014-GC24 D P/P 144A 04.6645 09/10/2047 | 0.27% |
| DBUBS 2011-LC2A D P/P 144A 05.6703 07/10/2044 | 0.27% |
| GNR 2015-H10 HI IO 03.1109 04/20/2065 | 0.27% |
| MSBAM 2016-C29 C 04.9040 05/15/2049 | 0.27% |
| GNR 2019-158 AS IO 06.0091 09/16/2043 | 0.26% |
| GNR 2018-H04 JI IO 02.1716 03/20/2068 | 0.26% |
| GNR 2017-H08 EI IO 02.4177 02/20/2067 | 0.26% |
| FNR 2020-20 IK IO 03.5000 03/25/2050 | 0.26% |
| GNR 2015-H22 GI IO 02.5948 09/20/2065 | 0.26% |
| CAS 2017-C02 2B1 05.6501 09/25/2029 | 0.26% |
| COMM 2014-CR19 D P/P 144A 04.8679 08/10/2047 | 0.26% |
| GNR 2016-H17 DI IO 02.4972 07/20/2066 | 0.25% |
| GNMA GII30 AI6258 04.5000 05/20/2044 | 0.25% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.25% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.25% |
| GNR 2015-H13 AI IO 02.6177 06/20/2065 | 0.25% |
| CAS 2020-SBT1 1M2 03.8001 02/25/2040 | 0.25% |
| GNR 2016-H24 IO IO 02.1439 09/20/2066 | 0.25% |
| JPALT 2006-A6 1A1 00.4701 11/25/2036 | 0.24% |
| FREMF 2019-KF65 B P/P 144A 02.5403 07/25/2029 | 0.24% |
| GSMS 2013-GC10 D P/P 144A 04.5489 02/10/2046 | 0.24% |
| CAS 2020-SBT1 1B1 06.9001 02/25/2040 | 0.24% |
| COMM 2012-CR4 B P/P 144A 03.7030 10/15/2045 | 0.24% |
| GNR 2016-H10 AI IO 02.8464 04/20/2066 | 0.24% |
| FNMA FN30 AV7059 UMBS 03.5000 04/01/2045 | 0.24% |
| UBSC 2011-C1 B P/P 144A 06.2519 01/10/2045 | 0.24% |
| FREMF 2019-KF66 B P/P 144A 02.5403 07/25/2029 | 0.24% |
| GNR 2019-35 SE IO 06.0091 01/16/2044 | 0.24% |
| GNR 2017-H04 BI IO 02.3956 02/20/2067 | 0.24% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.24% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.24% |
| STACR 2017-DNA2 M2 03.6001 10/25/2029 | 0.23% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.23% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.23% |
| FNR 2018-20 SB IO 06.0999 03/25/2048 | 0.23% |
| GNR 2014-H21 AI IO 01.6213 10/20/2064 | 0.23% |
| BMIR 2018-2A M1C P/P 144A 01.7501 08/25/2028 | 0.23% |
| GNMA GII30 AH8784 04.5000 06/20/2034 | 0.23% |
| GNR 2011-156 SK IO 06.4535 04/20/2038 | 0.23% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.23% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.23% |
| STACR 2018-DNA2 M2 02.3001 12/25/2030 | 0.23% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.23% |
| GNR 2015-H23 TI IO 01.9011 09/20/2065 | 0.22% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.22% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.22% |
| JPMCC 2011-C3 D P/P 144A 05.9091 02/15/2046 | 0.22% |
| CAS 2018-C06 1B1 03.9001 03/25/2031 | 0.22% |
| MWST 2020-1 A 01.0501 10/25/2053 | 0.22% |
| GNR 2018-H02 IM IO 02.2307 02/20/2068 | 0.22% |
| TREASURY BILL 00.0000 01/26/2021 | 0.21% |
| FHR 4949 WS IO 05.8499 02/25/2050 | 0.21% |
| COMM 2013-LC6 C 04.2420 01/10/2046 | 0.21% |
| FNR 2018-47 SA IO 06.0999 07/25/2048 | 0.21% |
| GSMS 2014-GC22 C 04.8483 06/10/2047 | 0.21% |
| GNR 2015-H04 AI IO 03.2019 12/20/2064 | 0.20% |
| GNR 2019-100 JS IO 05.9535 08/20/2049 | 0.20% |
| FNR 2017-19 IH IO 05.0000 03/25/2047 | 0.20% |
| FHR 2976 LC 23.9034 05/15/2035 | 0.20% |
| JPMBB 2014-C19 D P/P 144A 04.8322 04/15/2047 | 0.20% |
| STACR 2018-HQA2 B2 11.1501 10/25/2048 | 0.20% |
| GNR 2016-H06 DI IO 02.3280 07/20/2065 | 0.20% |
| GNR 2017-H25 IO IO 00.8923 11/20/2067 | 0.20% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.19% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.19% |
| GNR 2013-39 IJ IO 04.5000 03/20/2043 | 0.19% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.19% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.19% |
| FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.19% |
| GNR 2017-H08 NI IO 02.2716 03/20/2067 | 0.19% |
| GNR 2016-H03 AI IO 03.2736 01/20/2066 | 0.19% |
| BANK 2020-BN25 C 03.4675 01/15/2063 | 0.18% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.18% |
| FNR 2018-51 BI IO 05.5000 07/25/2038 | 0.18% |
| GNR 2017-H10 MI IO 02.1833 04/20/2067 | 0.18% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.18% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.18% |
| STACR 2018-HQA2 B1 04.4001 10/25/2048 | 0.18% |
| WFRBS 2012-C9 E P/P 144A 04.9709 11/15/2045 | 0.18% |
| FHR 4436 SC IO 06.0091 02/15/2045 | 0.18% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.18% |
| GNR 2016-80 SD IO 05.9535 06/20/2046 | 0.17% |
| BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.17% |
| GNR 2016-H06 HI IO 02.0773 02/20/2066 | 0.17% |
| GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.17% |
| JPMBB 2013-C12 C 04.2360 07/15/2045 | 0.17% |
| JPMCC 2012-CBX B 05.0813 06/15/2045 | 0.17% |
| STACR 2017-DNA2 B1 05.3001 10/25/2029 | 0.17% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.17% |
| CAS 2018-C06 2B1 04.2501 03/25/2031 | 0.17% |
| GNR 2016-H04 KI IO 02.8379 02/20/2066 | 0.17% |
| GSMS 2014-GC20 C 05.1279 04/10/2047 | 0.17% |
| FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.17% |
| CAS 2018-C05 1M2 02.5001 01/25/2031 | 0.17% |
| JPMBB 2014-C22 C 04.7054 09/15/2047 | 0.17% |
| MCAS 2019-01 M7 P/P 144A 01.8501 10/15/2049 | 0.17% |
| STACR 2014-DN4 M3 04.7001 10/25/2024 | 0.17% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.16% |
| GNR 2015-H25 BI IO 01.9291 10/20/2065 | 0.16% |
| GNR 2017-H09 IO IO 02.1871 04/20/2067 | 0.16% |
| JPMBB 2014-C23 D P/P 144A 04.1210 09/15/2047 | 0.16% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.16% |
| WFHET 2007-2 A3 00.3801 04/25/2037 | 0.16% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.16% |
| MSC 2012-C4 E P/P 144A 05.5992 03/15/2045 | 0.16% |
| CGCMT 2012-GC8 C P/P 144A 05.0431 09/10/2045 | 0.16% |
| FHR 4621 QI IO 03.5000 10/15/2046 | 0.16% |
| GNR 2016-H24 KI IO 01.6241 11/20/2066 | 0.16% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.16% |
| FHR 4953 AI IO 04.0000 02/25/2050 | 0.16% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.16% |
| GNR 2014-H25 BI IO 01.6870 12/20/2064 | 0.16% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.16% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.16% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.16% |
| WFCM 2020-C56 C 03.8721 06/15/2053 | 0.16% |
| CSAIL 2018-C14 D P/P 144A 05.0539 11/15/2051 | 0.16% |
| MRAFT 2020-5 A1 08/10/2023 | 0.16% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.16% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.16% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.15% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.15% |
| GNR 2013-182 SP IO 06.5535 12/20/2043 | 0.15% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.15% |
| GNR 2014-119 SA IO 05.4535 08/20/2044 | 0.15% |
| CAS 2018-C03 1B1 03.9001 10/25/2030 | 0.15% |
| JPMCC 2011-C4 C P/P 144A 05.5253 07/15/2046 | 0.15% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.15% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.15% |
| GNR 2015-H16 XI IO 02.4469 07/20/2065 | 0.15% |
| GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.15% |
| GNR 2017-H14 LI IO 02.4489 06/20/2067 | 0.15% |
| GNR 2017-H23 BI IO 01.8878 11/20/2067 | 0.15% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.15% |
| FNR 2011-4 CS 12.5997 05/25/2040 | 0.14% |
| GNR 2016-H06 AI IO 03.2197 02/20/2066 | 0.14% |
| COMM 2014-CR16 C 05.0914 04/10/2047 | 0.14% |
| COMM 2018-COR3 C 04.7127 05/10/2051 | 0.14% |
| GNR 2014-H18 CI IO 01.5771 09/20/2064 | 0.14% |
| GNR 2015-H24 HI IO 02.0446 09/20/2065 | 0.14% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.14% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.14% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.14% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.14% |
| GNR 2017-H14 JI IO 02.2615 06/20/2067 | 0.14% |
| BSCMS 2007-T26 AJ 05.5411 01/12/2045 | 0.14% |
| GNR 2014-137 ID IO 05.5000 09/16/2044 | 0.14% |
| GNR 2016-H04 HI IO 02.3822 07/20/2065 | 0.14% |
| JPMCC 2010-C2 D P/P 144A 05.8430 11/15/2043 | 0.14% |
| COMM 2014-UBS4 C 04.8009 08/10/2047 | 0.14% |
| WFRBS 2011-C4 E P/P 144A 05.3828 06/15/2044 | 0.14% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.14% |
| PRET 2020-RPL1 03.8194 05/27/2060 | 0.14% |
| GNR 2011-H07 FI IO 01.2338 02/20/2061 | 0.14% |
| UBSCM 2018-C10 D P/P 144A 03.0000 05/15/2051 | 0.14% |
| COMM 2014-CR14 D P/P 144A 04.7665 02/10/2047 | 0.13% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.13% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.13% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.13% |
| MSBAM 2013-C10 F P/P 144A 04.2178 07/15/2046 | 0.13% |
| MSBAM 2013-C9 D P/P 144A 04.2559 05/15/2046 | 0.13% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.13% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.13% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.13% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.13% |
| STAR 2019-1 M1 03.7640 06/25/2049 | 0.13% |
| CGCMT 2013-GC11 C 04.1340 04/10/2046 | 0.13% |
| FNR 2005-74 NK 26.7494 05/25/2035 | 0.13% |
| GSMS 2012-GC6 C P/P 144A 05.8390 01/10/2045 | 0.13% |
| MRAFT 2020-4 A1 01.4778 04/23/2023 | 0.13% |
| STACR 2020-HQA3 B2 10.1501 07/25/2050 | 0.13% |
| COMM 2014-UBS2 C 05.1267 03/10/2047 | 0.13% |
| DBUBS 2011-LC1A C P/P 144A 05.7673 11/10/2046 | 0.13% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.13% |
| COMM 2014-UBS3 C 04.8974 06/10/2047 | 0.13% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.13% |
| GNR 2018-H05 ID 02.0570 03/20/2068 | 0.13% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.13% |
| TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.13% |
| UBSCM 2018-C11 D P/P 144A 03.0000 06/15/2051 | 0.13% |
| STACR 2017-HQA1 M2 03.7001 08/25/2029 | 0.12% |
| GNR 2014-182 BI IO 04.0000 01/20/2039 | 0.12% |
| MSC 2012-C4 C P/P 144A 05.5992 03/15/2045 | 0.12% |
| GNR 2018-H02 IO IO 01.8592 01/20/2068 | 0.12% |
| FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.12% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.12% |
| UBSBB 2012-C4 D P/P 144A 04.6192 12/10/2045 | 0.12% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.12% |
| CAS 2016-C04 1B 10.4001 01/25/2029 | 0.12% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.12% |
| FNR 2005-106 JC 19.6585 12/25/2035 | 0.11% |
| CGCMT 2015-P1 C 04.5141 09/15/2048 | 0.11% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.11% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.11% |
| GNR 2012-H11 FI IO 01.2098 02/20/2062 | 0.11% |
| FHR 4546 PI IO 04.0000 12/15/2045 | 0.11% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.11% |
| GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.11% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.11% |
| GNMA GII30 AJ8849 03.0000 10/20/2044 | 0.11% |
| GNR 2016-H01 HI IO 02.1030 10/20/2065 | 0.11% |
| GNR 2017-H25 AI IO 01.7077 12/20/2067 | 0.11% |
| JPMBB 2013-C12 E P/P 144A 04.2360 07/15/2045 | 0.11% |
| MSAC 2004-HE9 M2 01.0801 11/25/2034 | 0.11% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.11% |
| SWPTN 3MX5Y P 0.418 USD 01/13/2021 BC | 0.11% |
| WFCM 2018-C48 C 05.2907 01/15/2052 | 0.11% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.11% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.10% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.10% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.10% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.10% |
| WAMU 2005-AR8 2AC2 01.0701 07/25/2045 | 0.10% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.10% |
| MSBAM 2012-C6 G P/P 144A 04.5000 11/15/2045 | 0.10% |
| STACR 2019-DNA1 M2 02.8001 01/25/2049 | 0.10% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.10% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.10% |
| FHR 2990 LB 16.5856 06/15/2034 | 0.10% |
| UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.10% |
| GNR 2011-H16 FI IO 01.0247 07/20/2061 | 0.10% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.10% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.10% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.10% |
| FNR 2007-53 SP 23.6495 06/25/2037 | 0.10% |
| FNMA FN30 AV7026 UMBS 03.5000 11/01/2044 | 0.10% |
| GNMA GII30 AY4779 04.5110 03/20/2067 | 0.10% |
| GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.09% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.09% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.09% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.09% |
| GNR 2017-H06 EI IO 01.5828 02/20/2067 | 0.09% |
| STACR 2018-DNA1 M2 01.9501 07/25/2030 | 0.09% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.09% |
| GNR 2016-H08 GI IO 01.4265 04/20/2066 | 0.09% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.09% |
| MSBAM 2013-C12 D P/P 144A 04.9217 10/15/2046 | 0.09% |
| FHR 4136 IQ IO 03.5000 11/15/2042 | 0.09% |
| OPTN FN30 2.5 12/07/20 CALL 104.0625 JPMC | 0.09% |
| GNMA GII30 BA7681 04.6120 06/20/2067 | 0.09% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.09% |
| GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.09% |
| OMIR 2017-1A M2 P/P 144A 04.1501 04/25/2027 | 0.09% |
| CAS 2019-R01 2B1 04.5001 07/25/2031 | 0.09% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.08% |
| FNR 2006-8 HP 24.0162 03/25/2036 | 0.08% |
| EMIR 2020-1 B1 03.0001 01/25/2030 | 0.08% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.08% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.08% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.08% |
| OMIR 2019-1A B1B 04.5001 07/25/2029 | 0.08% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.08% |
| GNR 2016-H24 JI IO 02.5352 11/20/2066 | 0.08% |
| HVMLT 2005-2 1A 00.6695 05/19/2035 | 0.08% |
| STACR 2019-HQA2 B2 11.4001 04/25/2049 | 0.08% |
| TREASURY BILL 00.0000 12/08/2020 | 0.08% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.08% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.08% |
| BALTA 2005-8 21A1 02.9656 10/25/2035 | 0.08% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.08% |
| FHR 4425 EI IO 04.0000 01/15/2045 | 0.08% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.08% |
| CAS 2016-C03 2B 12.9001 10/25/2028 | 0.07% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.07% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.07% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.07% |
| GNR 2014-100 NI IO 04.0000 06/20/2043 | 0.07% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.07% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.07% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.07% |
| FNR 2006-62 PS 38.9992 07/25/2036 | 0.07% |
| OMIR 2019-1A B1A 03.6501 07/25/2029 | 0.07% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | 0.07% |
| CAS 2015-C04 1M2 05.8501 04/25/2028 | 0.07% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.07% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.07% |
| JPMCC 2011-C3 E P/P 144A 05.9091 02/15/2046 | 0.07% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.07% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | 0.07% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.06% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.06% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.06% |
| FNR 2013-22 PI IO 03.5000 10/25/2042 | 0.06% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.06% |
| GNR 2015-H23 DI IO 01.8511 09/20/2065 | 0.06% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.06% |
| FHR 3408 EK 25.2262 04/15/2037 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.06% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.06% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.06% |
| BALTA 2005-10 11A1 00.6501 01/25/2036 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.06% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.06% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.06% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.06% |
| GNMA GN30 AE8022 04.5000 12/15/2043 | 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% |
| SAMI 2006-AR7 A1BG 00.2701 08/25/2036 | 0.06% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.06% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.05% |
| FNR 2012-114 NI IO 03.5000 10/25/2041 | 0.05% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.05% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.05% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.05% |
| STACR 2015-DNA3 B 09.5001 04/25/2028 | 0.05% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.05% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.05% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.05% |
| FNR 2005-122 SE 22.5745 11/25/2035 | 0.05% |
| GNR 2020-15 CS IO 05.9035 02/20/2050 | 0.05% |
| STACR 2014-HQ3 M3 04.9001 10/25/2024 | 0.05% |
| STACR 2019-DNA3 B2 08.3001 07/25/2049 | 0.05% |
| FNR 2012-104 HI IO 04.0000 09/25/2027 | 0.05% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.05% |
| FHR 4136 ES IO 06.1091 11/15/2042 | 0.05% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.05% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.05% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| RMIR 2020-1 B1 P/P 144A 03.1501 02/25/2030 | 0.05% |
| STACR 2017-DNA1 M2 03.4001 07/25/2029 | 0.05% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.05% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.05% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.05% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.05% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.04% |
| FHR 4530 HI IO 04.0000 11/15/2045 | 0.04% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.04% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.04% |
| OPTN GII30 3.5 12/07/20 CALL 105.375 JPMC | 0.04% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| CAS 2016-C05 2M2 04.6001 01/25/2029 | 0.04% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.04% |
| GNMA GII30 609117 04.5000 02/20/2044 | 0.04% |
| GNMA GII30 AJ6287 04.0000 09/20/2044 | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% |
| CAS 2018-C01 1M2 02.4001 07/25/2030 | 0.04% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.04% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.04% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.04% |
| CAS 2020-R01 1B1 03.4001 01/25/2040 | 0.04% |
| FHR 4019 JI IO 04.0000 05/15/2041 | 0.04% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.04% |
| GNMA GII30 AJ4182 04.5000 09/20/2044 | 0.04% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% |
| GNR 2016-69 IO IO 04.0000 05/20/2046 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.04% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.04% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.04% |
| GNMA GII30 AJ4184 04.5000 09/20/2044 | 0.04% |
| STACR 2019-FTR3 B2 04.9493 09/25/2047 | 0.04% |
| GNMA GN30 AG8989 04.5000 05/15/2044 | 0.04% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.04% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.04% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.04% |
| STACR 2019-DNA2 B2 10.6501 03/25/2049 | 0.04% |
| STACR 2019-DNA2 M2 02.6001 03/25/2049 | 0.04% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.04% |
| FHR 3249 PS 21.8101 12/15/2036 | 0.04% |
| FNMA FN30 AV7020 UMBS 03.5000 10/01/2044 | 0.04% |
| FNR 2005-75 GS 19.7996 08/25/2035 | 0.04% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.04% |
| CAS 2020-R02 2B1 03.1501 01/25/2040 | 0.04% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.04% |
| GNR 2014-174 AI IO 03.0000 11/16/2029 | 0.04% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.04% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.04% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.04% |
| GNMA GII30 609118 04.5000 02/20/2034 | 0.03% |
| GNMA GII30 AW8447 04.3260 05/20/2067 | 0.03% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% |
| STACR 2017-HQA2 B1 04.9001 12/25/2029 | 0.03% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% |
| GNMA GN30 704478 04.5000 04/15/2039 | 0.03% |
| SWPTN 3MX30Y P 1.315 USD 01/22/2021 BA | 0.03% |
| SWPTN 3MX30Y P 1.3175 USD 01/22/2021 CI | 0.03% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.03% |
| GNMA GII30 635065 04.5000 03/20/2046 | 0.03% |
| GNR 2015-24 AI IO 03.5000 12/20/2037 | 0.03% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% |
| GNMA GN30 AG8984 04.5000 05/15/2044 | 0.03% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% |
| GSMS 2010-C1 D P/P 144A 06.1257 08/10/2043 | 0.03% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.03% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.03% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.03% |
| 0.93 R ISWP US0003M P 11/12/2030 | 0.03% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.03% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.03% |
| GNMA GII30 AK1223 04.0000 02/20/2045 | 0.03% |
| GNMA GII30 AL8543 04.0000 02/20/2045 | 0.03% |
| GNMA GII30 AQ6653 04.5000 09/20/2045 | 0.03% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.03% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.02% |
| GNMA GII30 AO8363 04.0000 09/20/2045 | 0.02% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.02% |
| GNR 2010-20 SC IO 06.0035 02/20/2040 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.02% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.02% |
| SWPTN 3MX30Y P 1.232 USD 01/27/2021 CI | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| FHLMC FR30 ZS0468 UMBS 07.5000 10/01/2029 | 0.02% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.02% |
| FNR 2008-53 DO PO 00.0000 07/25/2038 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.02% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.02% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.02% |
| FNW 1998-W2 X IO 00.6026 06/25/2028 | 0.02% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| FNR 2005-83 QP 17.0037 11/25/2034 | 0.02% |
| GNMA GII30 AO7326 04.6600 09/20/2065 | 0.02% |
| GNMA GII30 AO8415 04.0000 10/20/2045 | 0.02% |
| GNR 2019-99 KS IO 05.9035 08/20/2049 | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.02% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.02% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.02% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.02% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.02% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| SWPTN 5WX5Y R 0.48625 USD 12/14/2020 GS | 0.02% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.02% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.02% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| SWPTN 3MX30Y R 1.232 USD 01/27/2021 CI | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 CS | 0.01% |
| OPTN FN30 3.0 12/07/20 CALL 104.546875 JPMC | 0.01% |
| 0.25 R ISWP FWD US0003M P 12/16/2022 | 0.01% |
| 1.2965 R ISWP US0003M P 11/17/2050 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| FHLMC FR30 ZS1312 UMBS 04.5000 01/01/2037 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2011-123 KS IO 06.4499 10/25/2041 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.01% |
| GNR 2014-160 IB IO 03.0000 11/20/2040 | 0.01% |
| CAS 2019-R01 2M2 02.6001 07/25/2031 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.01% |
| GNR 2019-78 SJ IO 05.9035 06/20/2049 | 0.01% |
| STACR 2015-HQ1 M3 03.9501 03/25/2025 | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| FHS 304 C37 IO 03.5000 12/15/2027 | 0.01% |
| FNMA FN30 AA2892 UMBS 04.5000 03/01/2039 | 0.01% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.01% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.01% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.01% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | 0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.01% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 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.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.01% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.01% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNW 1998-W5 X IO 00.5698 07/25/2028 | 0.00% |
| GNMA GII30 2987 07.5000 10/20/2030 | 0.00% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.00% |
| GNR 2015-99 TI IO 03.5000 04/20/2039 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 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% |
| FSPC T-59 1AX IO 00.2837 10/25/2043 | 0.00% |
| 0.2575 R ISWP US0003M P 11/16/2022 | 0.00% |
| 0.41 R ISWP FWD US0003M P 07/05/2024 | 0.00% |
| 0.43509 R ISWP US0003M P 11/02/2025 | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| FHLMC FR30 ZS1526 UMBS 04.5000 06/01/2037 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FNMA FN30 AY3392 UMBS 04.0000 04/01/2045 | 0.00% |
| FNR 2008-36 OV PO 00.0000 01/25/2036 | 0.00% |
| FNW 2003-W3 1A4 03.7370 08/25/2042 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| OPTN FN30 3.5 12/07/20 CALL 105.625 JPMC | 0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.00% |
| 0.97 R ISWP US0003M P 11/12/2030 | 0.00% |
| 1.2765 R ISWP US0003M P 11/20/2050 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FNMA FN15 888594 06.0000 08/01/2022 | 0.00% |
| FNR 2001-50 BI IO 00.3865 10/25/2041 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| FNW 2003-W14 2A 04.0708 01/25/2043 | 0.00% |
| FSPC T-57 2A1 03.8237 07/25/2043 | 0.00% |
| GNR 2011-71 IK IO 04.0000 04/16/2039 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| SWPTN 5WX5Y P 0.48625 USD 12/14/2020 GS | 0.00% |
| 0.234 R ISWP US0003M P 11/09/2022 | 0.00% |
| 0.2345 R ISWP US0003M P 10/23/2022 | 0.00% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.00% |
| 0.8025 R ISWP US0003M P 11/06/2030 | 0.00% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FHR 4199 CI IO 03.5000 12/15/2037 | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2001-79 BI IO 00.2684 03/25/2045 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNW 2004-W2 4A 03.5239 02/25/2044 | 0.00% |
| FNW 2004-W7 A2 03.5206 03/25/2034 | 0.00% |
| FSPC T-59 2A1 03.6643 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4383 11/15/2028 | 0.00% |
| GNMA GIIARM 8913 02.2500 07/20/2026 | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GNR 2010-114 MI IO 04.0000 03/20/2039 | 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 BC | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| 0.2325 R ISWP US0003M P 11/06/2022 | 0.00% |
| 0.838 R ISWP US0003M P 10/23/2030 | 0.00% |
| 0.84005 R ISWP US0003M P 10/28/2030 | 0.00% |
| 1.15 R ISWP FWD US0003M P 12/16/2050 | 0.00% |
| 1.26 R ISWP US0003M P 12/01/2050 | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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% |
| FHR 3996 IK IO 04.0000 03/15/2039 | 0.00% |
| FNMA FN15 745502 06.0000 04/01/2021 | 0.00% |
| FNMA FN15 831317 05.0000 03/01/2021 | 0.00% |
| FNMA FN15 831496 06.0000 05/01/2021 | 0.00% |
| FNMA FN15 849103 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 891706 06.0000 07/01/2021 | 0.00% |
| FNMA FN15 893456 06.0000 09/01/2021 | 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 03.3450 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 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| OPTN FN30 4.0 12/07/20 CALL 106.84375 JPMC | 0.00% |
| OPTN GII30 3.5 12/07/20 PUT 105.375 JPMC | 0.00% |
| OPTN GII30 4.0 12/07/20 CALL 106.4375 JPMC | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| 0.2475 R ISWP US0003M P 11/12/2022 | -0.00% |
| 0.8425 R ISWP US0003M P 10/23/2030 | -0.00% |
| 0.8454 R ISWP US0003M P 11/03/2030 | -0.00% |
| 1.2445 R ISWP US0003M P 11/24/2050 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| OPTN FN30 2.5 12/07/20 PUT 104.0625 JPMC | -0.00% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -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.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| 0.7805 R ISWP US0003M P 10/30/2030 | -0.00% |
| 0.925 R ISWP US0003M P 11/16/2030 | -0.00% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.00% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.00% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.01% |
| 0.921 R ISWP US0003M P 11/16/2030 | -0.01% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.01% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.01% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| 0.8855 R ISWP US0003M P 11/27/2030 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| 0.792 R ISWP US0003M P 10/21/2030 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.01% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| 1.192 R ISWP US0003M P 11/09/2050 | -0.01% |
| 0.471 R ISWP US0003M P 11/16/2025 | -0.01% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.01% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| OPTN GII30 4.0 12/07/20 PUT 106.4375 JPMC | -0.02% |
| 0.97164 R ISWP US0003M P 11/12/2030 | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.02% |
| 0.9745 R ISWP US0003M P 11/12/2030 | -0.02% |
| 0.977 R ISWP US0003M P 11/12/2030 | -0.02% |
| 0.97881 R ISWP US0003M P 11/12/2030 | -0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| SWPTN 3MX30Y P 1.525 USD 01/22/2021 BA | -0.02% |
| SWPTN 3MX30Y P 1.5275 USD 01/22/2021 CI | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.02% |
| SWPTN 3MX10Y R 0.7075 USD 12/18/2020 JP | -0.02% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.02% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.02% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | -0.02% |
| OPTN FN30 4.0 12/07/20 PUT 106.84375 JPMC | -0.02% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.02% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.03% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.03% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | -0.03% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 GS | -0.03% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.03% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.03% |
| 0.7505 R ISWP US0003M P 10/16/2030 | -0.04% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.04% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.04% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.05% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.05% |
| OPTN FN30 3.0 12/07/20 PUT 104.546875 JPMC | -0.05% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.05% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.05% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.05% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.05% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.05% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.06% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.06% |
| OPTN FN30 3.5 12/07/20 PUT 105.625 JPMC | -0.06% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.06% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.06% |
| SWPTN 3MX5Y R 0.418 USD 01/13/2021 BC | -0.06% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.06% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.06% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.07% |
| OPTN FN30 2.0 01/07/21 PUT 102.59375 JPMC | -0.07% |
| IOS.FN30.650.67 P USL1M R 01/12/38 BC | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.07% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | -0.07% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.08% |
| SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | -0.08% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.08% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.08% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.08% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.09% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.10% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.10% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.12% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.12% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.12% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.12% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.14% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.14% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.15% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.15% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.16% |
| 0.70 R ISWP FWD US0003M P 12/16/2030 | -0.17% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.18% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.18% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.20% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.22% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.22% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.26% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.26% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.29% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.34% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.34% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.35% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.37% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.37% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.38% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.38% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.39% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.41% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.41% |
| GNMA GII30 TBA 03.5000 12/01/2050 | -0.42% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.47% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.47% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.53% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.76% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.79% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -0.89% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.92% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -1.95% |
| US 5YR NOTE (CBT) MAR21 FVH1 | -3.80% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -5.61% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -5.92% |
| US 2YR NOTE (CBT) MAR21 TUH1 | -173.39% |
| FNMA FN30 TBA UMBS 04.5000 11/01/2050 | 13.67% |
|---|---|
| FNMA FN30 TBA UMBS 05.5000 11/01/2050 | 7.69% |
| GNMA GII30 TBA 03.0000 11/01/2050 | 6.11% |
| REPO TRIPA MORTG 0.09 11/02/2020 | 5.11% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 4.18% |
| FNMA FN30 TBA UMBS 01.5000 12/01/2050 | 4.14% |
| FNMA FN30 AB8804 UMBS 02.5000 03/01/2043 | 3.06% |
| FNR 2007-95 A3 00.3981 08/27/2036 | 2.96% |
| TREASURY BILL 00.0000 11/19/2020 | 2.38% |
| TREASURY BILL 00.0000 12/10/2020 | 2.33% |
| TREASURY BILL 00.0000 11/05/2020 | 2.00% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 1.89% |
| FNMA FN30 TBA UMBS 06.0000 11/01/2050 | 1.70% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 1.61% |
| FHS 315 PO PO 00.0000 09/15/2043 | 1.55% |
| GNMA GII30 TBA 02.0000 11/01/2050 | 1.52% |
| TREASURY BILL 00.0000 11/12/2020 | 1.40% |
| TREASURY BILL 00.0000 11/10/2020 | 1.36% |
| TREASURY BILL 00.0000 12/03/2020 | 1.33% |
| CASH MGMT BILL 00.0000 01/19/2021 | 1.18% |
| BAYV 2006-C 1A3 06.0280 11/28/2036 | 1.09% |
| CARR 2006-NC2 A4 00.3893 06/25/2036 | 1.06% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.04% |
| FED HOME LN DISCOUNT NT 313384S83 GDC 12/11/2020 | 1.00% |
| FNMA FN30 TBA UMBS 02.0000 12/01/2050 | 0.96% |
| CAS 2017-C05 1B1 03.7493 01/25/2030 | 0.94% |
| FNR 2016-85 SL IO 05.9508 11/25/2046 | 0.93% |
| MSC 2011-C3 E P/P 144A 05.2443 07/15/2049 | 0.86% |
| CWL 2007-10 1A1 00.3293 06/25/2047 | 0.78% |
| MCAS 2019-01 M10 P/P 144A 03.3993 10/15/2049 | 0.76% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.75% |
| DBUBS 2011-LC3A D P/P 144A 05.3351 08/10/2044 | 0.74% |
| STACR 2016-DNA3 M3 05.1493 12/25/2028 | 0.73% |
| FNR 2016-83 BS IO 05.9508 11/25/2046 | 0.72% |
| US ULTRA BOND CBT DEC20 WNZ0 | 0.69% |
| FNR 2018-36 SD IO 06.1008 06/25/2048 | 0.62% |
| TREASURY BILL 00.0000 11/17/2020 | 0.61% |
| FNR 2016-81 SA IO 06.0008 11/25/2046 | 0.61% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.60% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.58% |
| BF0101 03.5000 06/01/2056 | 0.58% |
| CAS 2017-C03 1M2 03.1493 10/25/2029 | 0.58% |
| SWPTN 3MX10Y P 0.7075 USD 12/18/2020 JP | 0.57% |
| SPST 2020-2 A 00.9793 03/26/2021 | 0.56% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.56% |
| STACR 2018-DNA2 B1 03.8493 12/25/2030 | 0.55% |
| WAMU 2005-AR14 1A2 03.3725 12/25/2035 | 0.55% |
| WFRBS 2012-C9 D P/P 144A 04.8106 11/15/2045 | 0.55% |
| STACR 2019-DNA1 B2 10.8993 01/25/2049 | 0.55% |
| SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 0.52% |
| GNR 2017-H20 AI IO 01.3263 10/20/2067 | 0.51% |
| CAS 2017-C06 2B1 04.5993 02/25/2030 | 0.51% |
| FN BF0091 | 0.49% |
| GNR 2016-H07 PI IO 02.2825 03/20/2066 | 0.48% |
| CAS 2017-C07 1B1 04.1493 05/25/2030 | 0.47% |
| GNR 2016-H23 NI IO 02.6167 10/20/2066 | 0.47% |
| SHRP 2020-1 NOTE 03.1250 07/25/2024 | 0.47% |
| CAS 2017-C06 1B1 04.2993 02/25/2030 | 0.47% |
| STACR 2018-DNA1 B1 03.2993 07/25/2030 | 0.46% |
| AHM 2007-1 GA1C 00.3393 05/25/2047 | 0.46% |
| CAS 2018-C02 2M2 02.3493 08/25/2030 | 0.46% |
| FNR 2019-51 SA IO 05.9008 09/25/2049 | 0.45% |
| GSMS 2014-GC18 C 04.9887 01/10/2047 | 0.45% |
| CAS 2016-C03 1B 11.8993 10/25/2028 | 0.44% |
| FNR 2016-50 SM IO 05.9508 08/25/2046 | 0.44% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.42% |
| GNR 2020-133 CS IO 06.1486 09/20/2050 | 0.42% |
| GNR 2019-125 SG IO 05.8986 10/20/2049 | 0.42% |
| UBSCM 2012-C1 D P/P 144A 05.5689 05/10/2045 | 0.42% |
| GNR 2017-H03 KI IO 03.7641 01/20/2067 | 0.41% |
| FNR 2016-8 SA IO 05.9008 03/25/2046 | 0.41% |
| BMIR 2017-1 M2 P/P 144A 03.4993 10/25/2027 | 0.40% |
| GNR 2016-H27 GI IO 02.4007 12/20/2066 | 0.40% |
| JPMBB 2013-C14 D P/P 144A 04.7018 08/15/2046 | 0.40% |
| FHR 3065 DC 19.4149 03/15/2035 | 0.39% |
| GNR 2019-121 SD IO 05.8486 10/20/2049 | 0.39% |
| COMM 2014-CR17 D P/P 144A 04.8471 05/10/2047 | 0.39% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.38% |
| STACR 2015-HQA1 B 08.9493 03/25/2028 | 0.38% |
| STACR 2020-DNA4 B2 10.1493 08/25/2050 | 0.38% |
| MWST 2019-1 A 00.9493 06/25/2052 | 0.38% |
| OMIR 2018-1A M2 02.9993 07/25/2028 | 0.38% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.37% |
| GNR 2015-H22 AI IO 01.9267 09/20/2065 | 0.37% |
| STACR 2018-HQA1 M2 02.4493 09/25/2030 | 0.37% |
| STACR 2017-HQA2 M2 02.7993 12/25/2029 | 0.37% |
| GNR 2017-H25 CI IO 02.3838 12/20/2067 | 0.37% |
| UBSC 2011-C1 D P/P 144A 06.0503 01/10/2045 | 0.37% |
| GNR 2013-87 SA IO 06.0486 06/20/2043 | 0.36% |
| GNR 2016-H13 IK IO 02.6323 06/20/2066 | 0.36% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.36% |
| CAS 2017-C07 2B1 04.5993 05/25/2030 | 0.35% |
| STACR 2019-HQA1 M2 02.4993 02/25/2049 | 0.35% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.35% |
| CAS 2017-C01 1M2 03.6993 07/25/2029 | 0.35% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.35% |
| FHR 5003 DS IO 05.9516 08/25/2050 | 0.35% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.35% |
| GNR 2017-H06 MI IO 02.2423 02/20/2067 | 0.35% |
| GNR 2015-H20 CI IO 02.1903 08/20/2065 | 0.34% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.34% |
| FNMA FN30 AV7052 UMBS 03.5000 03/01/2045 | 0.34% |
| FNR 2017-104 SL IO 06.0008 01/25/2048 | 0.34% |
| BACM 2016-UB10 D P/P 144A 03.0000 07/15/2049 | 0.33% |
| MCAS 2020-01 M10 P/P 144A 03.8993 03/25/2050 | 0.33% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.33% |
| GNR 2019-56 SK IO 05.9986 05/20/2049 | 0.32% |
| CAS 2018-C04 2B1 04.6493 12/25/2030 | 0.32% |
| SPST 2020-13 A 01.6493 10/10/2021 | 0.31% |
| SPST 2020-15 A 00.0000 12/10/2021 | 0.31% |
| MSBAM 2013-C12 E P/P 144A 04.7630 10/15/2046 | 0.31% |
| GNR 2018-H01 XI IO 02.3257 01/20/2068 | 0.30% |
| CAS 2016-C03 1M2 05.4493 10/25/2028 | 0.30% |
| GNR 2016-H18 QI IO 02.8465 06/20/2066 | 0.30% |
| STACR 2019-DNA4 B2 06.3993 10/25/2049 | 0.29% |
| CWALT 2006-OA19 A1 00.3314 02/20/2047 | 0.29% |
| MSBAM 2015-C23 D P/P 144A 04.1448 07/15/2050 | 0.29% |
| FNR 2008-24 SP 22.7361 02/25/2038 | 0.29% |
| JPMCC 2013-C16 D P/P 144A 05.0268 12/15/2046 | 0.29% |
| JPMCC 2013-LC11 D 04.1671 04/15/2046 | 0.29% |
| GNR 2017-H08 GI IO 02.6055 02/20/2067 | 0.29% |
| MRAIT 2020-2 A2 | 0.29% |
| GNMA GII30 TBA 04.5000 11/01/2050 | 0.28% |
| BMIR 2018-2A M1C P/P 144A 01.7493 08/25/2028 | 0.28% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.28% |
| FNR 2020-20 IK IO 03.5000 03/25/2050 | 0.28% |
| GNR 2015-H10 HI IO 03.1371 04/20/2065 | 0.28% |
| GNMA GII30 AI6258 04.5000 05/20/2044 | 0.28% |
| GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.28% |
| FNMA FN30 AV7059 UMBS 03.5000 04/01/2045 | 0.28% |
| SPST 2020-WL1 A 01.2993 06/25/2051 | 0.28% |
| NHLT 2019-2A M4 P/P 144A 05.6822 11/25/2029 | 0.28% |
| GNMA GN30 AM4380 04.0000 05/15/2045 | 0.27% |
| SPST 2020-6 A 01.8993 09/07/2021 | 0.27% |
| COMM 2013-LC13 D P/P 144A 05.2868 08/10/2046 | 0.27% |
| GNR 2019-158 AS IO 06.0043 09/16/2043 | 0.27% |
| GSMS 2014-GC24 D P/P 144A 04.5316 09/10/2047 | 0.27% |
| GNR 2018-H04 JI IO 02.2303 03/20/2068 | 0.27% |
| MRAFT 2020-2 A1 01.8969 05/29/2022 | 0.27% |
| DBUBS 2011-LC2A D P/P 144A 05.4874 07/10/2044 | 0.26% |
| GNR 2015-H22 GI IO 02.5963 09/20/2065 | 0.26% |
| GNR 2016-H17 DI IO 02.5229 07/20/2066 | 0.26% |
| GNR 2017-H08 EI IO 02.4476 02/20/2067 | 0.26% |
| MSBAM 2016-C29 C 04.7460 05/15/2049 | 0.26% |
| GNR 2016-H24 IO IO 02.1472 09/20/2066 | 0.26% |
| CAS 2017-C02 2B1 05.6493 09/25/2029 | 0.26% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.25% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.25% |
| GNR 2016-H10 AI IO 02.8708 04/20/2066 | 0.25% |
| GNR 2015-H13 AI IO 02.6172 06/20/2065 | 0.24% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.24% |
| GNR 2019-35 SE IO 06.0043 01/16/2044 | 0.24% |
| GSMS 2013-GC10 D P/P 144A 04.4023 02/10/2046 | 0.24% |
| JPALT 2006-A6 1A1 00.3093 11/25/2036 | 0.24% |
| COMM 2014-CR19 D P/P 144A 04.7109 08/10/2047 | 0.24% |
| FNR 2018-20 SB IO 06.1008 03/25/2048 | 0.24% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.24% |
| COMM 2012-CR4 B P/P 144A 03.7030 10/15/2045 | 0.24% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.24% |
| FREMF 2019-KF65 B P/P 144A 02.5483 07/25/2029 | 0.24% |
| GNR 2017-H04 BI IO 02.4081 02/20/2067 | 0.24% |
| GNR 2011-156 SK IO 06.4486 04/20/2038 | 0.24% |
| UBSC 2011-C1 B P/P 144A 06.0503 01/10/2045 | 0.24% |
| FREMF 2019-KF66 B P/P 144A 02.5483 07/25/2029 | 0.24% |
| GNR 2014-H21 AI IO 02.2587 10/20/2064 | 0.24% |
| CAS 2020-SBT1 1M2 03.7993 02/25/2040 | 0.23% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.23% |
| STACR 2017-DNA2 M2 03.5993 10/25/2029 | 0.23% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.23% |
| GNMA GII30 AH8784 04.5000 06/20/2034 | 0.23% |
| GNR 2015-H23 TI IO 01.9173 09/20/2065 | 0.23% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.23% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.23% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.22% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.22% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.22% |
| STACR 2018-DNA2 M2 02.2993 12/25/2030 | 0.22% |
| FHR 4949 WS IO 05.8516 02/25/2050 | 0.22% |
| FNR 2019-45 SD IO 05.9008 08/25/2049 | 0.22% |
| MWST 2020-1 A 01.0493 10/25/2053 | 0.22% |
| GNR 2018-H02 IM IO 02.3068 02/20/2068 | 0.22% |
| SWPTN 3MX5Y P 0.418 USD 01/13/2021 BC | 0.22% |
| JPMCC 2011-C3 D P/P 144A 05.7068 02/15/2046 | 0.22% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.22% |
| CAS 2020-SBT1 1B1 06.8993 02/25/2040 | 0.22% |
| FNR 2018-47 SA IO 06.1008 07/25/2048 | 0.21% |
| GNR 2015-H04 AI IO 03.2071 12/20/2064 | 0.21% |
| GNR 2019-100 JS IO 05.9486 08/20/2049 | 0.21% |
| COMM 2013-LC6 C 04.2420 01/10/2046 | 0.21% |
| CAS 2018-C06 1B1 03.8993 03/25/2031 | 0.20% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.20% |
| FNR 2017-19 IH IO 05.0000 03/25/2047 | 0.20% |
| GSMS 2014-GC22 C 04.6920 06/10/2047 | 0.20% |
| FHR 2976 LC 23.8759 05/15/2035 | 0.20% |
| GNR 2013-39 IJ IO 04.5000 03/20/2043 | 0.20% |
| GNR 2016-H06 DI IO 02.3279 07/20/2065 | 0.20% |
| GNR 2017-H25 IO IO 01.2507 11/20/2067 | 0.20% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.20% |
| JPMBB 2014-C19 D P/P 144A 04.6766 04/15/2047 | 0.20% |
| FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.20% |
| GNR 2016-H03 AI IO 03.3229 01/20/2066 | 0.19% |
| GNR 2017-H08 NI IO 02.2910 03/20/2067 | 0.19% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.19% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.19% |
| GNR 2017-H10 MI IO 02.2064 04/20/2067 | 0.19% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.19% |
| FNR 2018-51 BI IO 05.5000 07/25/2038 | 0.19% |
| GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.18% |
| FHR 4436 SC IO 06.0016 02/15/2045 | 0.18% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.18% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.18% |
| BANK 2020-BN25 C 03.3537 01/15/2063 | 0.18% |
| GNR 2016-80 SD IO 05.9486 06/20/2046 | 0.18% |
| GNR 2016-H06 HI IO 02.0780 02/20/2066 | 0.18% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.18% |
| STACR 2014-DN4 M3 04.6993 10/25/2024 | 0.18% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.18% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.18% |
| GNR 2016-H04 KI IO 03.0194 02/20/2066 | 0.18% |
| FHR 4953 AI IO 04.0000 02/25/2050 | 0.17% |
| FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.17% |
| WFRBS 2012-C9 E P/P 144A 04.8106 11/15/2045 | 0.17% |
| BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.17% |
| JPMBB 2013-C12 C 04.0995 07/15/2045 | 0.17% |
| STACR 2018-HQA2 B2 11.1493 10/25/2048 | 0.17% |
| GNR 2015-H25 BI IO 02.1340 10/20/2065 | 0.17% |
| JPMCC 2012-CBX B 04.9103 06/15/2045 | 0.17% |
| STACR 2017-DNA2 B1 05.2993 10/25/2029 | 0.17% |
| GNR 2017-H09 IO IO 02.1865 04/20/2067 | 0.17% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.17% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.17% |
| MCAS 2019-01 M7 P/P 144A 01.8493 10/15/2049 | 0.17% |
| STACR 2018-HQA2 B1 04.3993 10/25/2048 | 0.17% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.17% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.17% |
| GNR 2014-H25 BI IO 01.7032 12/20/2064 | 0.17% |
| WFHET 2007-2 A3 00.3793 04/25/2037 | 0.17% |
| CAS 2018-C05 1M2 02.4993 01/25/2031 | 0.16% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.16% |
| GNR 2016-H24 KI IO 01.9195 11/20/2066 | 0.16% |
| GSMS 2014-GC20 C 04.9647 04/10/2047 | 0.16% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.16% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.16% |
| GNR 2014-119 SA IO 05.4486 08/20/2044 | 0.16% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.16% |
| JPMBB 2014-C22 C 04.5537 09/15/2047 | 0.16% |
| MSC 2012-C4 E P/P 144A 05.4187 03/15/2045 | 0.16% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.16% |
| JPMBB 2014-C23 D P/P 144A 03.9721 09/15/2047 | 0.16% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.16% |
| CGCMT 2012-GC8 C P/P 144A 04.8813 09/10/2045 | 0.16% |
| FHR 4621 QI IO 03.5000 10/15/2046 | 0.16% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.16% |
| CAS 2018-C06 2B1 04.2493 03/25/2031 | 0.16% |
| WFCM 2020-C56 C 03.7503 06/15/2053 | 0.16% |
| GNR 2013-182 SP IO 06.5486 12/20/2043 | 0.16% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.16% |
| GNR 2015-H16 XI IO 02.4464 07/20/2065 | 0.16% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.15% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.15% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.15% |
| GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.15% |
| GNR 2017-H14 LI IO 02.4553 06/20/2067 | 0.15% |
| JPMCC 2011-C4 C P/P 144A 05.3427 07/15/2046 | 0.15% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.15% |
| FNR 2011-4 CS 12.6015 05/25/2040 | 0.15% |
| GNR 2017-H23 BI IO 01.9053 11/20/2067 | 0.15% |
| GNR 2015-H24 HI IO 02.0454 09/20/2065 | 0.15% |
| GNR 2016-H06 AI IO 03.2212 02/20/2066 | 0.15% |
| CSAIL 2018-C14 D P/P 144A 04.8910 11/15/2051 | 0.15% |
| GNR 2014-H18 CI IO 01.5935 09/20/2064 | 0.14% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.14% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.14% |
| GNR 2014-137 ID IO 05.5000 09/16/2044 | 0.14% |
| GNR 2016-H04 HI IO 02.3831 07/20/2065 | 0.14% |
| GNR 2017-H14 JI IO 02.2615 06/20/2067 | 0.14% |
| CAS 2018-C03 1B1 03.8993 10/25/2030 | 0.14% |
| COMM 2014-CR16 C 04.9273 04/10/2047 | 0.14% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.14% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.14% |
| BSCMS 2007-T26 AJ 05.4320 01/12/2045 | 0.14% |
| COMM 2018-COR3 C 04.5607 05/10/2051 | 0.14% |
| GNR 2011-H07 FI IO 01.2502 02/20/2061 | 0.14% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.14% |
| JPMCC 2010-C2 D P/P 144A 05.6545 11/15/2043 | 0.14% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.14% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.14% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.14% |
| PRET 2020-RPL1 03.8194 05/27/2060 | 0.14% |
| COMM 2014-UBS4 C 04.6440 08/10/2047 | 0.14% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.14% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.14% |
| MSBAM 2013-C9 D P/P 144A 04.1189 05/15/2046 | 0.14% |
| FNR 2005-74 NK 26.7538 05/25/2035 | 0.13% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.13% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.13% |
| MSBAM 2013-C10 F P/P 144A 04.0818 07/15/2046 | 0.13% |
| COMM 2014-CR14 D P/P 144A 04.6212 02/10/2047 | 0.13% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.13% |
| STAR 2019-1 M1 03.7640 06/25/2049 | 0.13% |
| CGCMT 2013-GC11 C 04.1340 04/10/2046 | 0.13% |
| GNR 2018-H05 ID 02.0570 03/20/2068 | 0.13% |
| GSMS 2012-GC6 C P/P 144A 05.6507 01/10/2045 | 0.13% |
| MRAFT 2020-4 A1 01.4953 04/23/2023 | 0.13% |
| DBUBS 2011-LC1A C P/P 144A 05.5938 11/10/2046 | 0.13% |
| STACR 2020-HQA3 B2 10.1493 07/25/2050 | 0.13% |
| UBSCM 2018-C10 D P/P 144A 03.0000 05/15/2051 | 0.13% |
| COMM 2014-UBS2 C 04.9603 03/10/2047 | 0.13% |
| COMM 2014-UBS3 C 04.7385 06/10/2047 | 0.13% |
| GNR 2018-H02 IO IO 01.9755 01/20/2068 | 0.13% |
| OPTN FN30 2.0 12/07/20 CALL 102.71875 JPMC | 0.13% |
| TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.13% |
| FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.12% |
| STACR 2017-HQA1 M2 03.6993 08/25/2029 | 0.12% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.12% |
| WFRBS 2011-C4 E P/P 144A 05.2205 06/15/2044 | 0.12% |
| MSC 2012-C4 C P/P 144A 05.4187 03/15/2045 | 0.12% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.12% |
| UBSCM 2018-C11 D P/P 144A 03.0000 06/15/2051 | 0.12% |
| CASH MGMT BILL 00.0000 01/26/2021 | 0.12% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.12% |
| FHR 4546 PI IO 04.0000 12/15/2045 | 0.12% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.12% |
| UBSBB 2012-C4 D P/P 144A 04.4705 12/10/2045 | 0.12% |
| CAS 2016-C04 1B 10.3993 01/25/2029 | 0.12% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.12% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.12% |
| FNR 2005-106 JC 19.6612 12/25/2035 | 0.12% |
| GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.12% |
| GNR 2012-H11 FI IO 01.2287 02/20/2062 | 0.12% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.12% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.11% |
| GNR 2014-182 BI IO 04.0000 01/20/2039 | 0.11% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.11% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.11% |
| MSAC 2004-HE9 M2 01.0793 11/25/2034 | 0.11% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.11% |
| GNMA GII30 AJ8849 03.0000 10/20/2044 | 0.11% |
| GNR 2016-H01 HI IO 02.0992 10/20/2065 | 0.11% |
| GNR 2017-H25 AI IO 01.9724 12/20/2067 | 0.11% |
| JPMBB 2013-C12 E P/P 144A 04.0995 07/15/2045 | 0.11% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.11% |
| MSBAM 2013-C12 D P/P 144A 04.7630 10/15/2046 | 0.11% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.11% |
| WAMU 2005-AR8 2AC2 01.0693 07/25/2045 | 0.11% |
| WFCM 2018-C48 C 05.1201 01/15/2052 | 0.11% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.10% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.10% |
| GNR 2011-H16 FI IO 01.0427 07/20/2061 | 0.10% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.10% |
| MSBAM 2012-C6 G P/P 144A 04.5000 11/15/2045 | 0.10% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.10% |
| FHR 2990 LB 16.5664 06/15/2034 | 0.10% |
| STACR 2019-DNA1 M2 02.7993 01/25/2049 | 0.10% |
| FNR 2007-53 SP 23.6528 06/25/2037 | 0.10% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.10% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.10% |
| GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.10% |
| FHR 4136 IQ IO 03.5000 11/15/2042 | 0.10% |
| FNMA FN30 AV7026 UMBS 03.5000 11/01/2044 | 0.10% |
| GNMA GII30 AY4779 04.5110 03/20/2067 | 0.10% |
| GNMA GII30 BA7681 04.6160 06/20/2067 | 0.10% |
| GNR 2016-H08 GI IO 01.4431 04/20/2066 | 0.10% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.10% |
| GNR 2017-H06 EI IO 01.6007 02/20/2067 | 0.09% |
| UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.09% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.09% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.09% |
| STACR 2018-DNA1 M2 01.9493 07/25/2030 | 0.09% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.09% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.09% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.09% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.09% |
| GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.09% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.09% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.09% |
| FNR 2006-8 HP 24.0194 03/25/2036 | 0.09% |
| OMIR 2017-1A M2 P/P 144A 04.1493 04/25/2027 | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.08% |
| FHR 4425 EI IO 04.0000 01/15/2045 | 0.08% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.08% |
| EMIR 2020-1 B1 02.9993 01/25/2030 | 0.08% |
| CAS 2019-R01 2B1 04.4993 07/25/2031 | 0.08% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.08% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.08% |
| GNR 2016-H24 JI IO 02.7790 11/20/2066 | 0.08% |
| OMIR 2019-1A B1B 04.4993 07/25/2029 | 0.08% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.08% |
| BALTA 2005-8 21A1 02.9698 10/25/2035 | 0.08% |
| HVMLT 2005-2 1A 00.6673 05/19/2035 | 0.08% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.08% |
| TREASURY BILL 00.0000 12/08/2020 | 0.08% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.08% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.08% |
| STACR 2019-HQA2 B2 11.3993 04/25/2049 | 0.08% |
| OPTN FN30 3.5 12/07/20 CALL 105.625 JPMC | 0.08% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.08% |
| GNR 2014-100 NI IO 04.0000 06/20/2043 | 0.08% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.07% |
| CAS 2016-C03 2B 12.8993 10/25/2028 | 0.07% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.07% |
| FNR 2006-62 PS 39.0045 07/25/2036 | 0.07% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.07% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.07% |
| OPTN FN30 2.5 12/07/20 CALL 104.0625 JPMC | 0.07% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.07% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.07% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.07% |
| FNR 2013-22 PI IO 03.5000 10/25/2042 | 0.07% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.07% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.07% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.07% |
| OMIR 2019-1A B1A 03.6493 07/25/2029 | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.07% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.07% |
| CAS 2015-C04 1M2 05.8493 04/25/2028 | 0.07% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.07% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.07% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 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% |
| JPMCC 2011-C3 E P/P 144A 05.7068 02/15/2046 | 0.06% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.06% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.06% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.06% |
| GNR 2015-H23 DI IO 01.8693 09/20/2065 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.06% |
| OPTN GII30 3.5 11/05/20 CALL 105.03125 JPMC | 0.06% |
| FHR 3408 EK 25.1960 04/15/2037 | 0.06% |
| SWPTN 3MX30Y P 1.315 USD 01/22/2021 BA | 0.06% |
| SWPTN 3MX30Y P 1.3175 USD 01/22/2021 CI | 0.06% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | 0.06% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.06% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.06% |
| FNR 2012-114 NI IO 03.5000 10/25/2041 | 0.06% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.06% |
| BALTA 2005-10 11A1 00.6493 01/25/2036 | 0.06% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.06% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.06% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.06% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.06% |
| GNMA GN30 AE8022 04.5000 12/15/2043 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| SAMI 2006-AR7 A1BG 00.2693 08/25/2036 | 0.06% |
| STACR 2014-HQ3 M3 04.8993 10/25/2024 | 0.06% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.06% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.06% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | 0.06% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.05% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.05% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.05% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.05% |
| FNR 2005-122 SE 22.5776 11/25/2035 | 0.05% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.05% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.05% |
| STACR 2015-DNA3 B 09.4993 04/25/2028 | 0.05% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.05% |
| FNR 2012-104 HI IO 04.0000 09/25/2027 | 0.05% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.05% |
| FHR 4136 ES IO 06.1016 11/15/2042 | 0.05% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.05% |
| GNMA GII30 AJ4184 04.5000 09/20/2044 | 0.05% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.05% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.05% |
| GNR 2020-15 CS IO 05.8986 02/20/2050 | 0.05% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.05% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.05% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.05% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.05% |
| GNMA GII30 AJ6287 04.0000 09/20/2044 | 0.05% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.05% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.05% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.05% |
| RMIR 2020-1 B1 P/P 144A 03.1493 02/25/2030 | 0.05% |
| STACR 2017-DNA1 M2 03.3993 07/25/2029 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.05% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.05% |
| FHR 4530 HI IO 04.0000 11/15/2045 | 0.05% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.05% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.05% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.05% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.04% |
| STACR 2019-DNA3 B2 08.2993 07/25/2049 | 0.04% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| CAS 2016-C05 2M2 04.5993 01/25/2029 | 0.04% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.04% |
| FHR 4019 JI IO 04.0000 05/15/2041 | 0.04% |
| GNMA GII30 609117 04.5000 02/20/2044 | 0.04% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.04% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.04% |
| OPTN FN30 2.0 11/05/20 CALL 103.1875 JPMC | 0.04% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.04% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.04% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.04% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.04% |
| GNR 2016-69 IO IO 04.0000 05/20/2046 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| CAS 2018-C01 1M2 02.3993 07/25/2030 | 0.04% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.04% |
| GNMA GII30 AJ4182 04.5000 09/20/2044 | 0.04% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.04% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.04% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.04% |
| GNMA GN30 AG8989 04.5000 05/15/2044 | 0.04% |
| FNR 2005-75 GS 19.8023 08/25/2035 | 0.04% |
| STACR 2019-DNA2 M2 02.5993 03/25/2049 | 0.04% |
| FHR 3249 PS 21.7853 12/15/2036 | 0.04% |
| FNMA FN30 AV7020 UMBS 03.5000 10/01/2044 | 0.04% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.04% |
| GNR 2014-174 AI IO 03.0000 11/16/2029 | 0.04% |
| STACR 2019-FTR3 B2 04.9481 09/25/2047 | 0.04% |
| CAS 2020-R01 1B1 03.3993 01/25/2040 | 0.04% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.04% |
| STACR 2019-DNA2 B2 10.6493 03/25/2049 | 0.04% |
| SWPTN 3MX30Y P 1.232 USD 01/27/2021 CI | 0.04% |
| GNMA GII30 609118 04.5000 02/20/2034 | 0.03% |
| GNMA GII30 635065 04.5000 03/20/2046 | 0.03% |
| GNMA GII30 AW8447 04.3260 05/20/2067 | 0.03% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.03% |
| GNR 2015-24 AI IO 03.5000 12/20/2037 | 0.03% |
| STACR 2017-HQA2 B1 04.8993 12/25/2029 | 0.03% |
| CAS 2020-R02 2B1 03.1493 01/25/2040 | 0.03% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.03% |
| GNMA GN30 704478 04.5000 04/15/2039 | 0.03% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.03% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.03% |
| GNMA GN30 AG8984 04.5000 05/15/2044 | 0.03% |
| GSMS 2010-C1 D P/P 144A 05.9814 08/10/2043 | 0.03% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.03% |
| OPTN FN30 3.0 11/05/20 CALL 104.703125 JPMC | 0.03% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.03% |
| GNMA GII30 AO8363 04.0000 09/20/2045 | 0.03% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.03% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.03% |
| GNMA GII30 AK1223 04.0000 02/20/2045 | 0.03% |
| GNMA GII30 AL8543 04.0000 02/20/2045 | 0.03% |
| GNMA GII30 AQ6653 04.5000 09/20/2045 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.03% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.02% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% |
| SWPTN 3MX30Y R 1.232 USD 01/27/2021 CI | 0.02% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% |
| GNR 2010-20 SC IO 05.9986 02/20/2040 | 0.02% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.02% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.02% |
| FNR 2008-53 DO PO 00.0000 07/25/2038 | 0.02% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| FHLMC FR30 ZS0468 UMBS 07.5000 10/01/2029 | 0.02% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.02% |
| FNW 1998-W2 X IO 00.0000 06/25/2028 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% |
| FNR 2005-83 QP 17.0060 11/25/2034 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.02% |
| STACR 2015-HQ1 M3 03.9493 03/25/2025 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.02% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.02% |
| GNMA GII30 AO7326 04.6600 09/20/2065 | 0.02% |
| GNMA GII30 AO8415 04.0000 10/20/2045 | 0.02% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.02% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.02% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.02% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.02% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.02% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.02% |
| GNR 2019-99 KS IO 05.8986 08/20/2049 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.02% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.02% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.02% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 CS | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.02% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.02% |
| GNR 2014-160 IB IO 03.0000 11/20/2040 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.02% |
| SWPTN 2YX2Y R 0.3 USD 06/30/2022 BA | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.01% |
| FNR 2011-123 KS IO 06.4508 10/25/2041 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| FHLMC FR30 ZS1312 UMBS 04.5000 01/01/2037 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.01% |
| CAS 2019-R01 2M2 02.5993 07/25/2031 | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| OPTN FN30 4.0 11/05/20 CALL 106.77734375 JPMC | 0.01% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.01% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% |
| GNR 2019-78 SJ IO 05.8986 06/20/2049 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| FHS 304 C37 IO 03.5000 12/15/2027 | 0.01% |
| FNMA FN30 AA2892 UMBS 04.5000 03/01/2039 | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 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 5YX10Y P 0.902 USD 04/02/2025 UB | 0.01% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.01% |
| 0.838 R ISWP US0003M P 10/23/2030 | 0.01% |
| 0.84005 R ISWP US0003M P 10/28/2030 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.01% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| 1.263 R ISWP US0003M P 10/23/2050 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.01% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| 0.8425 R ISWP US0003M P 10/23/2030 | 0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | 0.01% |
| 1.2545 R ISWP US0003M P 10/23/2050 | 0.01% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.01% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.01% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.01% |
| GNR 2015-99 TI IO 03.5000 04/20/2039 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNW 1998-W5 X IO 00.7814 07/25/2028 | 0.00% |
| GNMA GII30 2987 07.5000 10/20/2030 | 0.00% |
| OPTN GII30 4.0 11/05/20 CALL 106.34375 JPMC | 0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 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% |
| FSPC T-59 1AX IO 00.2839 10/25/2043 | 0.00% |
| 0.25 R ISWP FWD US0003M P 12/16/2022 | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| FHLMC FR30 ZS1526 UMBS 04.5000 06/01/2037 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 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 03.9003 08/25/2042 | 0.00% |
| GNR 2011-71 IK IO 04.0000 04/16/2039 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FNMA FN15 888594 06.0000 08/01/2022 | 0.00% |
| FNR 2001-50 BI IO 00.3869 10/25/2041 | 0.00% |
| FNW 2003-W14 2A 04.2273 01/25/2043 | 0.00% |
| FSPC T-57 2A1 03.8691 07/25/2043 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| SWPTN 5WX5Y P 0.42 USD 11/12/2020 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FHR 3996 IK IO 04.0000 03/15/2039 | 0.00% |
| FHR 4199 CI IO 03.5000 12/15/2037 | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2001-79 BI IO 00.2680 03/25/2045 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNW 2004-W2 4A 03.8173 02/25/2044 | 0.00% |
| FNW 2004-W7 A2 03.5037 03/25/2034 | 0.00% |
| FSPC T-59 2A1 03.7302 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4365 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% |
| GNR 2010-114 MI IO 04.0000 03/20/2039 | 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 BC | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| 0.2345 R ISWP US0003M P 10/23/2022 | 0.00% |
| 1.15 R ISWP FWD US0003M P 12/16/2050 | 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 831317 05.0000 03/01/2021 | 0.00% |
| FNMA FN15 831496 06.0000 05/01/2021 | 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 891706 06.0000 07/01/2021 | 0.00% |
| FNMA FN15 893456 06.0000 09/01/2021 | 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 04.0710 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 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| OPTN GII30 3.5 11/05/20 PUT 105.03125 JPMC | -0.00% |
| OPTN GII30 4.0 11/05/20 PUT 106.34375 JPMC | -0.00% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.00% |
| 0.43509 R ISWP US0003M P 11/02/2025 | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | -0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 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 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 5WX5Y R 0.42 USD 11/12/2020 GS | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.01% |
| 0.7805 R ISWP US0003M P 10/30/2030 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% |
| OPTN FN30 4.0 11/05/20 PUT 106.77734375 JPMC | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.01% |
| SWPTN 2YX2Y P 0.6 USD 06/30/2022 BA | -0.01% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.01% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.01% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% |
| 0.792 R ISWP US0003M P 10/21/2030 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% |
| SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| 1.241 R ISWP US0003M P 10/23/2050 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | -0.03% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.03% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.03% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.03% |
| SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.03% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 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% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.03% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.04% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.04% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.05% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.05% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.05% |
| 0.7505 R ISWP US0003M P 10/16/2030 | -0.05% |
| OPTN FN30 2.0 11/05/20 PUT 103.1875 JPMC | -0.05% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.05% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.05% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.05% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.05% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.06% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.06% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.06% |
| SWPTN 3MX30Y P 1.525 USD 01/22/2021 BA | -0.06% |
| SWPTN 3MX30Y P 1.5275 USD 01/22/2021 CI | -0.06% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.06% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.06% |
| OPTN FN30 3.5 12/07/20 PUT 105.625 JPMC | -0.06% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.07% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.07% |
| SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | -0.07% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | -0.07% |
| IOS.FN30.650.67 P USL1M R 01/12/38 BC | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.07% |
| OPTN FN30 2.5 12/07/20 PUT 104.0625 JPMC | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.07% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.07% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.08% |
| OPTN FN30 2.0 12/07/20 PUT 102.71875 JPMC | -0.08% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.08% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.08% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.09% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.09% |
| SWPTN 3MX10Y R 0.7075 USD 12/18/2020 JP | -0.09% |
| SWPTN 3MX5Y R 0.418 USD 01/13/2021 BC | -0.10% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.10% |
| OPTN FN30 3.0 11/05/20 PUT 104.703125 JPMC | -0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.12% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.12% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.12% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.13% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.13% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.13% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.14% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.14% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.15% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.15% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.16% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.17% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.18% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.18% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.20% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.21% |
| 0.70 R ISWP FWD US0003M P 12/16/2030 | -0.23% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.26% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.29% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.30% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.32% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.33% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.35% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.36% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.36% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.37% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.37% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.38% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.39% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.40% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.40% |
| GNMA GII30 TBA 03.5000 11/01/2050 | -0.42% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.45% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.54% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.63% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.77% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.85% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -0.86% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -2.15% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -2.18% |
| US 5YR NOTE (CBT) DEC20 FVZ0 | -3.91% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -5.72% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -6.66% |
| US 2YR NOTE (CBT) DEC20 TUZ0 | -178.98% |
| FNMA FN30 TBA UMBS 04.5000 10/01/2050 | 13.27% |
|---|---|
| FNMA FN30 TBA UMBS 05.5000 10/01/2050 | 7.46% |
| GNMA GII30 TBA 03.0000 10/01/2050 | 5.95% |
| REPO TRIPA MORTG 0.08 10/01/2020 | 5.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 4.17% |
| FNMA FN30 AB8804 UMBS 02.5000 03/01/2043 | 3.04% |
| FNR 2007-95 A3 00.4251 08/27/2036 | 2.87% |
| TREASURY BILL 00.0000 11/19/2020 | 2.31% |
| TREASURY BILL 00.0000 12/10/2020 | 2.26% |
| TREASURY BILL 00.0000 11/05/2020 | 1.94% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 1.90% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 1.72% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 1.71% |
| FNMA FN30 TBA UMBS 06.0000 10/01/2050 | 1.65% |
| FHS 315 PO PO 00.0000 09/15/2043 | 1.53% |
| GNMA GII30 TBA 02.0000 10/01/2050 | 1.48% |
| TREASURY BILL 00.0000 11/12/2020 | 1.36% |
| FNMA FN30 TBA UMBS 02.0000 11/01/2050 | 1.33% |
| TREASURY BILL 00.0000 11/10/2020 | 1.32% |
| TREASURY BILL 00.0000 12/03/2020 | 1.29% |
| TREASURY BILL 00.0000 10/27/2020 | 1.14% |
| TREASURY BILL 00.0000 10/20/2020 | 1.10% |
| BAYV 2006-C 1A3 06.0280 11/28/2036 | 1.06% |
| FNMA FN30 TBA UMBS 01.5000 10/01/2050 | 1.04% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.04% |
| CARR 2006-NC2 A4 00.3881 06/25/2036 | 1.03% |
| FED HOME LN DISCOUNT NT 313384S83 GDC 12/11/2020 | 0.97% |
| FNR 2016-85 SL IO 05.9519 11/25/2046 | 0.93% |
| CAS 2017-C05 1B1 03.7481 01/25/2030 | 0.91% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.88% |
| 1.57 R ISWP US0003M P 02/18/2030 | 0.83% |
| MSC 2011-C3 E P/P 144A 05.4192 07/15/2049 | 0.82% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.82% |
| TREASURY BILL 00.0000 10/08/2020 | 0.80% |
| CWL 2007-10 1A1 00.3281 06/25/2047 | 0.76% |
| MCAS 2019-01 M10 P/P 144A 03.3981 10/15/2049 | 0.74% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.73% |
| FNR 2016-83 BS IO 05.9519 11/25/2046 | 0.72% |
| DBUBS 2011-LC3A D P/P 144A 05.5129 08/10/2044 | 0.72% |
| STACR 2016-DNA3 M3 05.1481 12/25/2028 | 0.71% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.70% |
| US ULTRA BOND CBT DEC20 WNZ0 | 0.69% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.67% |
| SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 0.66% |
| FNR 2018-36 SD IO 06.1019 06/25/2048 | 0.62% |
| FNR 2016-81 SA IO 06.0019 11/25/2046 | 0.61% |
| TREASURY BILL 00.0000 11/17/2020 | 0.59% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.59% |
| BF0101 03.5000 06/01/2056 | 0.57% |
| CAS 2017-C03 1M2 03.1481 10/25/2029 | 0.56% |
| SPST 2020-2 A 00.9748 03/26/2021 | 0.54% |
| WAMU 2005-AR14 1A2 03.6837 12/25/2035 | 0.54% |
| STACR 2019-DNA1 B2 10.8981 01/25/2049 | 0.53% |
| STACR 2018-DNA2 B1 03.8481 12/25/2030 | 0.53% |
| WFRBS 2012-C9 D P/P 144A 04.9710 11/15/2045 | 0.53% |
| MRAIT 2020-2 A 01.3051 07/21/2021 | 0.51% |
| GNR 2017-H20 AI IO 01.8816 10/20/2067 | 0.50% |
| CAS 2017-C06 2B1 04.5981 02/25/2030 | 0.49% |
| FN BF0091 | 0.48% |
| GNR 2016-H23 NI IO 03.3469 10/20/2066 | 0.47% |
| GNR 2016-H07 PI IO 02.2854 03/20/2066 | 0.47% |
| MWST 2018-W1 A 00.9981 11/25/2051 | 0.47% |
| FNR 2019-51 SA IO 05.9019 09/25/2049 | 0.46% |
| GSMS 2014-GC18 C 05.1550 01/10/2047 | 0.46% |
| CAS 2017-C07 1B1 04.1481 05/25/2030 | 0.46% |
| SHRP 2020-1 NOTE 03.1250 07/25/2024 | 0.45% |
| STACR 2018-DNA1 B1 03.2981 07/25/2030 | 0.45% |
| CAS 2017-C06 1B1 04.2981 02/25/2030 | 0.45% |
| CAS 2018-C02 2M2 02.3481 08/25/2030 | 0.45% |
| FNR 2016-50 SM IO 05.9519 08/25/2046 | 0.44% |
| AHM 2007-1 GA1C 00.3651 05/25/2047 | 0.44% |
| GNR 2019-125 SG IO 05.8938 10/20/2049 | 0.43% |
| GNR 2017-H03 KI IO 03.7595 01/20/2067 | 0.42% |
| CAS 2016-C03 1B 11.8981 10/25/2028 | 0.41% |
| GNR 2019-121 SD IO 05.8438 10/20/2049 | 0.41% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.41% |
| FNR 2016-8 SA IO 05.9019 03/25/2046 | 0.41% |
| FHR 3065 DC 19.4029 03/15/2035 | 0.40% |
| UBSCM 2012-C1 D P/P 144A 05.7546 05/10/2045 | 0.40% |
| GNR 2016-H27 GI IO 02.3927 12/20/2066 | 0.39% |
| BMIR 2017-1 M2 P/P 144A 03.4981 10/25/2027 | 0.39% |
| JPMBB 2013-C14 D P/P 144A 04.8585 08/15/2046 | 0.38% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.38% |
| GNR 2015-H22 AI IO 02.8149 09/20/2065 | 0.38% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.38% |
| COMM 2014-CR17 D P/P 144A 05.0087 05/10/2047 | 0.38% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.37% |
| MWST 2019-1 A 00.9481 06/25/2052 | 0.36% |
| GNR 2017-H25 CI IO 02.3825 12/20/2067 | 0.36% |
| OMIR 2018-1A M2 02.9981 07/25/2028 | 0.36% |
| STACR 2018-HQA1 M2 02.4481 09/25/2030 | 0.36% |
| GNR 2013-87 SA IO 06.0438 06/20/2043 | 0.36% |
| STACR 2017-HQA2 M2 02.7981 12/25/2029 | 0.36% |
| UBSC 2011-C1 D P/P 144A 06.2520 01/10/2045 | 0.35% |
| STACR 2015-HQA1 B 08.9481 03/25/2028 | 0.35% |
| GNR 2016-H13 IK IO 02.6320 06/20/2066 | 0.35% |
| STACR 2019-HQA1 M2 02.4981 02/25/2049 | 0.35% |
| STACR 2020-DNA4 B2 10.1580 08/25/2050 | 0.35% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.34% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.34% |
| CAS 2017-C01 1M2 03.6981 07/25/2029 | 0.34% |
| FNR 2017-104 SL IO 06.0019 01/25/2048 | 0.34% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.34% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.34% |
| CAS 2017-C07 2B1 04.5981 05/25/2030 | 0.34% |
| GNR 2017-H06 MI IO 02.2411 02/20/2067 | 0.34% |
| SPST 2019-11 A 00.9011 10/24/2020 | 0.34% |
| GNR 2015-H20 CI IO 02.1811 08/20/2065 | 0.33% |
| FNMA FN30 AV7052 UMBS 03.5000 03/01/2045 | 0.33% |
| GNR 2019-56 SK IO 05.9938 05/20/2049 | 0.33% |
| BACM 2016-UB10 D P/P 144A 03.0000 07/15/2049 | 0.32% |
| CAS 2016-C03 1M2 05.4481 10/25/2028 | 0.32% |
| MCAS 2020-01 M10 P/P 144A 03.8981 03/25/2050 | 0.32% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.32% |
| SWPTN 3MX10Y P 0.7075 USD 12/18/2020 JP | 0.32% |
| CAS 2018-C04 2B1 04.6481 12/25/2030 | 0.30% |
| GNR 2018-H01 XI IO 02.3351 01/20/2068 | 0.30% |
| SPST 2020-13 A 01.6511 10/10/2021 | 0.30% |
| FNR 2020-20 IK IO 03.5000 03/25/2050 | 0.30% |
| MSBAM 2013-C12 E P/P 144A 04.9219 10/15/2046 | 0.30% |
| GNR 2016-H18 QI IO 02.7580 06/20/2066 | 0.30% |
| FNR 2008-24 SP 22.7402 02/25/2038 | 0.30% |
| STACR 2019-DNA4 B2 06.3981 10/25/2049 | 0.29% |
| GNR 2015-H10 HI IO 03.1430 04/20/2065 | 0.28% |
| CWALT 2006-OA19 A1 00.3363 02/20/2047 | 0.28% |
| MSBAM 2015-C23 D P/P 144A 04.2886 07/15/2050 | 0.28% |
| BMIR 2018-2A M1C P/P 144A 01.7481 08/25/2028 | 0.28% |
| GNR 2017-H08 GI IO 02.6037 02/20/2067 | 0.28% |
| JPMCC 2013-LC11 D 04.3061 04/15/2046 | 0.28% |
| GNMA GII30 TBA 04.5000 10/01/2050 | 0.28% |
| JPMCC 2013-C16 D P/P 144A 05.1944 12/15/2046 | 0.28% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.28% |
| CAS 2018 - C01 1B1 03.6981 07/25/2030 | 0.27% |
| GNMA GII30 AI6258 04.5000 05/20/2044 | 0.27% |
| GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.27% |
| GNR 2019-158 AS IO 05.9979 09/16/2043 | 0.27% |
| FNMA FN30 AV7059 UMBS 03.5000 04/01/2045 | 0.27% |
| GNR 2018-H04 JI IO 02.3000 03/20/2068 | 0.27% |
| SPST 2020-WL1 A 01.2981 06/25/2051 | 0.27% |
| NHLT 2019-2A M4 05.6822 11/26/2029 | 0.27% |
| SPST 2020-6 A 01.9011 09/07/2021 | 0.27% |
| GNMA GN30 AM4380 04.0000 05/15/2045 | 0.26% |
| COMM 2013-LC13 D P/P 144A 05.4631 08/10/2046 | 0.26% |
| GSMS 2014-GC24 D P/P 144A 04.6645 09/10/2047 | 0.26% |
| GNR 2015-H22 GI IO 02.5968 09/20/2065 | 0.26% |
| GNR 2017-H08 EI IO 02.4799 02/20/2067 | 0.26% |
| GNR 2016-H17 DI IO 02.5410 07/20/2066 | 0.26% |
| MRAFT 2020-2 A1 01.9055 05/29/2022 | 0.26% |
| GNR 2016-H24 IO IO 02.1518 09/20/2066 | 0.26% |
| DBUBS 2011-LC2A D P/P 144A 05.6704 07/10/2044 | 0.26% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.25% |
| MSBAM 2016-C29 C 04.9043 05/15/2049 | 0.25% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.25% |
| GNR 2016-H10 AI IO 02.8813 04/20/2066 | 0.25% |
| CAS 2017-C02 2B1 05.6481 09/25/2029 | 0.25% |
| GNR 2019-35 SE IO 05.9979 01/16/2044 | 0.24% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.24% |
| GNR 2017-H04 BI IO 02.4175 02/20/2067 | 0.24% |
| FNR 2018-20 SB IO 06.1019 03/25/2048 | 0.24% |
| GNR 2011-156 SK IO 06.4438 04/20/2038 | 0.24% |
| GNR 2015-H13 AI IO 02.6138 06/20/2065 | 0.24% |
| COMM 2014-CR19 D P/P 144A 04.8680 08/10/2047 | 0.24% |
| JPALT 2006-A6 1A1 00.3081 11/25/2036 | 0.24% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.23% |
| GNR 2014-H21 AI IO 02.9114 10/20/2064 | 0.23% |
| FREMF 2019-KF65 B P/P 144A 02.5568 07/25/2029 | 0.23% |
| UBSC 2011-C1 B P/P 144A 06.2520 01/10/2045 | 0.23% |
| FREMF 2019-KF66 B P/P 144A 02.5568 07/25/2029 | 0.23% |
| COMM 2012-CR4 B P/P 144A 03.7030 10/15/2045 | 0.23% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.23% |
| CAS 2020-SBT1 1M2 03.7981 02/25/2040 | 0.23% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.23% |
| GNR 2015-H23 TI IO 01.9137 09/20/2065 | 0.23% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.23% |
| STACR 2017-DNA2 M2 03.5981 10/25/2029 | 0.23% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.22% |
| GNMA GII30 AH8784 04.5000 06/20/2034 | 0.22% |
| GNR 2019-100 JS IO 05.9438 08/20/2049 | 0.22% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.22% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.22% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.22% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.22% |
| STACR 2018-DNA2 M2 02.2981 12/25/2030 | 0.22% |
| FNR 2019-45 SD IO 05.9019 08/25/2049 | 0.22% |
| GNR 2015-H04 AI IO 03.1984 12/20/2064 | 0.22% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.21% |
| GNR 2018-H02 IM IO 02.3325 02/20/2068 | 0.21% |
| CAS 2020-SBT1 1B1 06.8981 02/25/2040 | 0.21% |
| FNR 2018-47 SA IO 06.1019 07/25/2048 | 0.21% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.21% |
| JPMCC 2011-C3 D P/P 144A 05.8533 02/15/2046 | 0.20% |
| FNR 2017-19 IH IO 05.0000 03/25/2047 | 0.20% |
| COMM 2013-LC6 C 04.2420 01/10/2046 | 0.20% |
| CAS 2018-C06 1B1 03.8981 03/25/2031 | 0.20% |
| FHR 2976 LC 23.8613 05/15/2035 | 0.20% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.20% |
| GNR 2016-H06 DI IO 02.3200 07/20/2065 | 0.20% |
| GNR 2017-H25 IO IO 02.0446 11/20/2067 | 0.20% |
| GNR 2013-39 IJ IO 04.5000 03/20/2043 | 0.20% |
| GNR 2016-H03 AI IO 03.3207 01/20/2066 | 0.20% |
| GSMS 2014-GC22 C 04.8485 06/10/2047 | 0.20% |
| FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.19% |
| GNR 2017-H08 NI IO 02.3087 03/20/2067 | 0.19% |
| OPTN FN30 2.0 10/07/20 CALL 102.625 JPMC | 0.19% |
| JPMBB 2014-C19 D P/P 144A 04.8327 04/15/2047 | 0.19% |
| COMM 2014-UBS4 C 04.8009 08/10/2047 | 0.19% |
| FNR 2018-51 BI IO 05.5000 07/25/2038 | 0.19% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.19% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.19% |
| FHR 4436 SC IO 05.9976 02/15/2045 | 0.19% |
| GNR 2017-H10 MI IO 02.2244 04/20/2067 | 0.19% |
| STACR 2014-DN4 M3 04.6981 10/25/2024 | 0.18% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.18% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.18% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.18% |
| CAS 2019-R05 1B1 04.2481 07/25/2039 | 0.18% |
| GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.18% |
| GNR 2016-80 SD IO 05.9438 06/20/2046 | 0.18% |
| GNR 2016-H04 KI IO 03.0408 02/20/2066 | 0.18% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.18% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.18% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.18% |
| GNR 2016-H06 HI IO 02.0773 02/20/2066 | 0.18% |
| BANK 2020-BN25 C 03.3536 01/15/2063 | 0.18% |
| FHR 4953 AI IO 04.0000 02/25/2050 | 0.17% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.17% |
| STACR 2018-HQA2 B2 11.1481 10/25/2048 | 0.17% |
| FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.17% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.17% |
| GNR 2015-H25 BI IO 03.0807 10/20/2065 | 0.17% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.17% |
| GNR 2017-H09 IO IO 02.1846 04/20/2067 | 0.17% |
| BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.17% |
| JPMBB 2013-C12 C 04.2362 07/15/2045 | 0.17% |
| GNR 2014-119 SA IO 05.4438 08/20/2044 | 0.16% |
| GNR 2014-H25 BI IO 01.7002 12/20/2064 | 0.16% |
| JPMCC 2012-CBX B 05.0814 06/15/2045 | 0.16% |
| WFRBS 2012-C9 E P/P 144A 04.9710 11/15/2045 | 0.16% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.16% |
| GNR 2016-H24 KI IO 01.9634 11/20/2066 | 0.16% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.16% |
| MCAS 2019-01 M7 P/P 144A 01.8481 10/15/2049 | 0.16% |
| WFHET 2007-2 A3 00.3781 04/25/2037 | 0.16% |
| STACR 2017-DNA2 B1 05.2981 10/25/2029 | 0.16% |
| STACR 2018-HQA2 B1 04.3981 10/25/2048 | 0.16% |
| CAS 2018-C05 1M2 02.4981 01/25/2031 | 0.16% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.16% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.16% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.16% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.16% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.16% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.16% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.16% |
| MSC 2012-C4 E P/P 144A 05.5994 03/15/2045 | 0.16% |
| GNR 2015-H16 XI IO 02.4328 07/20/2065 | 0.16% |
| CAS 2018-C06 2B1 04.2481 03/25/2031 | 0.16% |
| CGCMT 2012-GC8 C P/P 144A 05.0440 09/10/2045 | 0.16% |
| GNR 2013-182 SP IO 06.5438 12/20/2043 | 0.16% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.16% |
| WFCM 2020-C56 C 03.7506 06/15/2053 | 0.16% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.15% |
| FHR 4621 QI IO 03.5000 10/15/2046 | 0.15% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.15% |
| GSMS 2014-GC20 C 05.1302 04/10/2047 | 0.15% |
| FNR 2011-4 CS 12.6037 05/25/2040 | 0.15% |
| GNR 2016-H06 AI IO 03.2131 02/20/2066 | 0.15% |
| GNR 2017-H14 LI IO 02.4704 06/20/2067 | 0.15% |
| GNR 2017-H23 BI IO 01.9015 11/20/2067 | 0.15% |
| JPMCC 2010-C2 D P/P 144A 05.8407 11/15/2043 | 0.15% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.15% |
| GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.15% |
| GNR 2015-H24 HI IO 02.0442 09/20/2065 | 0.15% |
| 0.815 R ISWP US0003M P 07/30/2050 | 0.15% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.15% |
| MSBAM 2013-C10 F P/P 144A 04.2180 07/15/2046 | 0.15% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.14% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.14% |
| CSAIL 2018-C14 D P/P 144A 05.0542 11/15/2051 | 0.14% |
| GNR 2014-137 ID IO 05.5000 09/16/2044 | 0.14% |
| GNR 2016-H04 HI IO 02.3843 07/20/2065 | 0.14% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.14% |
| GNR 2014-H18 CI IO 01.5893 09/20/2064 | 0.14% |
| GNR 2011-H07 FI IO 01.2465 02/20/2061 | 0.14% |
| GNR 2017-H14 JI IO 02.2605 06/20/2067 | 0.14% |
| CAS 2018-C03 1B1 03.8981 10/25/2030 | 0.14% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.14% |
| GSMS 2013-GC10 D P/P 144A 04.5491 02/10/2046 | 0.14% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.14% |
| COMM 2018-COR3 C 04.7127 05/10/2051 | 0.14% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.14% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.14% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.14% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.14% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.13% |
| JPMBB 2014-C22 C 04.7055 09/15/2047 | 0.13% |
| PRET 2020-RPL1 03.8194 05/27/2060 | 0.13% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.13% |
| COMM 2014-CR16 C 05.0916 04/10/2047 | 0.13% |
| FNR 2005-74 NK 26.7594 05/25/2035 | 0.13% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.13% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.13% |
| MSBAM 2013-C9 D P/P 144A 04.2566 05/15/2046 | 0.13% |
| GNR 2018-H05 ID 02.0570 03/20/2068 | 0.13% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.13% |
| GNR 2014-182 BI IO 04.0000 01/20/2039 | 0.13% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.13% |
| COMM 2014-CR14 D P/P 144A 04.7677 02/10/2047 | 0.13% |
| FHR 4546 PI IO 04.0000 12/15/2045 | 0.13% |
| STAR 2019-1 M1 03.7640 06/25/2049 | 0.13% |
| CGCMT 2013-GC11 C 04.1340 04/10/2046 | 0.13% |
| DBUBS 2011-LC1A C P/P 144A 05.7904 11/10/2046 | 0.13% |
| MRAFT 2020-4 A1 01.5055 04/23/2023 | 0.13% |
| GSMS 2012-GC6 C P/P 144A 05.8391 01/10/2045 | 0.13% |
| JPMBB 2014-C23 D P/P 144A 04.1212 09/15/2047 | 0.13% |
| JPMCC 2011-C4 C P/P 144A 05.5254 07/15/2046 | 0.13% |
| UBSCM 2018-C10 D P/P 144A 03.0000 05/15/2051 | 0.13% |
| FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.12% |
| GNR 2018-H02 IO IO 02.1044 01/20/2068 | 0.12% |
| 0.78 R ISWP US0003M P 04/28/2050 | 0.12% |
| BSCMS 2007-T26 AJ 05.5414 01/12/2045 | 0.12% |
| COMM 2014-UBS3 C 04.8975 06/10/2047 | 0.12% |
| STACR 2017-HQA1 M2 03.6981 08/25/2029 | 0.12% |
| TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.12% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.12% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.12% |
| WFRBS 2011-C4 E P/P 144A 05.3897 06/15/2044 | 0.12% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.12% |
| GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.12% |
| STACR 2020-HQA3 B2 10.1481 07/25/2050 | 0.12% |
| MSC 2012-C4 C P/P 144A 05.5994 03/15/2045 | 0.12% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.12% |
| UBSCM 2018-C11 D P/P 144A 03.0000 06/15/2051 | 0.12% |
| CAS 2016-C04 1B 10.3981 01/25/2029 | 0.12% |
| GNR 2012-H11 FI IO 01.2225 02/20/2062 | 0.12% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.11% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.11% |
| JPMBB 2013-C12 E P/P 144A 04.2362 07/15/2045 | 0.11% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.11% |
| FNR 2005-106 JC 19.6647 12/25/2035 | 0.11% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.11% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.11% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.11% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.11% |
| UBSBB 2012-C4 D P/P 144A 04.6199 12/10/2045 | 0.11% |
| GNR 2017-H25 AI IO 02.2598 12/20/2067 | 0.11% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.11% |
| GNMA GII30 AJ8849 03.0000 10/20/2044 | 0.11% |
| MSAC 2004-HE9 M2 01.0781 11/25/2034 | 0.11% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.11% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.11% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.11% |
| GNR 2016-H01 HI IO 02.1011 10/20/2065 | 0.11% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.11% |
| WAMU 2005-AR8 2AC2 01.0681 07/25/2045 | 0.10% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.10% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.10% |
| FNR 2007-53 SP 23.6569 06/25/2037 | 0.10% |
| FHR 2990 LB 16.5562 06/15/2034 | 0.10% |
| GNR 2011-H16 FI IO 01.0386 07/20/2061 | 0.10% |
| MSBAM 2013-C12 D P/P 144A 04.9219 10/15/2046 | 0.10% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.10% |
| WFCM 2018-C48 C 05.2909 01/15/2052 | 0.10% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.10% |
| MSBAM 2012-C6 G P/P 144A 04.5000 11/15/2045 | 0.10% |
| STACR 2019-DNA1 M2 02.7981 01/25/2049 | 0.10% |
| GNMA GII30 BA7681 04.6160 06/20/2067 | 0.10% |
| GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.10% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.10% |
| GNR 2016-H08 GI IO 01.4407 04/20/2066 | 0.10% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.10% |
| FHR 4136 IQ IO 03.5000 11/15/2042 | 0.09% |
| GNR 2017-H06 EI IO 01.5972 02/20/2067 | 0.09% |
| UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.09% |
| FNMA FN30 AV7026 UMBS 03.5000 11/01/2044 | 0.09% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.09% |
| GNMA GII30 AY4779 04.5110 03/20/2067 | 0.09% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.09% |
| STACR 2018-DNA1 M2 01.9481 07/25/2030 | 0.09% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.09% |
| GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.09% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.09% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.09% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.09% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.09% |
| FNR 2006-8 HP 24.0235 03/25/2036 | 0.09% |
| GSMS 2010-C1 D P/P 144A 06.1251 08/10/2043 | 0.09% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.08% |
| OMIR 2017-1A M2 P/P 144A 04.1481 04/25/2027 | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.08% |
| GNR 2016-H24 JI IO 03.3048 11/20/2066 | 0.08% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.08% |
| BALTA 2005-8 21A1 02.9885 10/25/2035 | 0.08% |
| FHR 4425 EI IO 04.0000 01/15/2045 | 0.08% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.08% |
| CAS 2019-R01 2B1 04.4981 07/25/2031 | 0.08% |
| EMIR 2020-1 B1 02.9981 01/25/2030 | 0.08% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.08% |
| HVMLT 2005-2 1A 00.6763 05/19/2035 | 0.08% |
| OMIR 2019-1A B1B 04.4981 07/25/2029 | 0.08% |
| CASH MGMT BILL 00.0000 12/08/2020 | 0.08% |
| FNR 2013-22 PI IO 03.5000 10/25/2042 | 0.08% |
| STACR 2019-HQA2 B2 11.3981 04/25/2049 | 0.08% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.08% |
| GNR 2014-100 NI IO 04.0000 06/20/2043 | 0.08% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.07% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.07% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.07% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.07% |
| OPTN FN30 3.0 11/05/20 CALL 104.703125 JPMC | 0.07% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.07% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.07% |
| FNR 2012-114 NI IO 03.5000 10/25/2041 | 0.07% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.07% |
| CAS 2016-C03 2B 12.8981 10/25/2028 | 0.07% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.07% |
| FNR 2006-62 PS 39.0112 07/25/2036 | 0.07% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.07% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.07% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.07% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.07% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.07% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.07% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.07% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.07% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.07% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.07% |
| OMIR 2019-1A B1A 03.6481 07/25/2029 | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| CAS 2015-C04 1M2 05.8481 04/25/2028 | 0.06% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.06% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.06% |
| GNR 2015-H23 DI IO 01.8668 09/20/2065 | 0.06% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.06% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.06% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | 0.06% |
| FHR 3408 EK 25.1799 04/15/2037 | 0.06% |
| GNMA GII30 609117 04.5000 02/20/2044 | 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% |
| STACR 2014-HQ3 M3 04.8981 10/25/2024 | 0.06% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.06% |
| JPMCC 2011-C3 E P/P 144A 05.8533 02/15/2046 | 0.06% |
| BALTA 2005-10 11A1 00.6481 01/25/2036 | 0.06% |
| GNMA GII30 AJ4184 04.5000 09/20/2044 | 0.06% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.06% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.06% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.06% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.06% |
| GNMA GN30 AE8022 04.5000 12/15/2043 | 0.06% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.06% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| OPTN GII30 3.5 11/05/20 CALL 105.03125 JPMC | 0.06% |
| SAMI 2006-AR7 A1BG 00.2681 08/25/2036 | 0.06% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.05% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.05% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.05% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.05% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.05% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | 0.05% |
| FHR 4530 HI IO 04.0000 11/15/2045 | 0.05% |
| FNR 2012-104 HI IO 04.0000 09/25/2027 | 0.05% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.05% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.05% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.05% |
| FNR 2005-122 SE 22.5815 11/25/2035 | 0.05% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.05% |
| FHR 4136 ES IO 06.0976 11/15/2042 | 0.05% |
| STACR 2015-DNA3 B 09.4981 04/25/2028 | 0.05% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.05% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.05% |
| GNR 2020-15 CS IO 05.8938 02/20/2050 | 0.05% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.05% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.05% |
| OPTN FN30 2.5 11/05/20 CALL 104.703125 JPMC | 0.05% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.05% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.05% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 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 4019 JI IO 04.0000 05/15/2041 | 0.05% |
| GNMA GII30 AJ6287 04.0000 09/20/2044 | 0.05% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.05% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.05% |
| STACR 2017-DNA1 M2 03.3981 07/25/2029 | 0.05% |
| 0.65 R ISWP US0003M P 05/26/2030 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.04% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.04% |
| RMIR 2020-1 B1 P/P 144A 03.1481 02/25/2030 | 0.04% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.04% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.04% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.04% |
| CAS 2016-C05 2M2 04.5981 01/25/2029 | 0.04% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.04% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.04% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.04% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.04% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| STACR 2019-DNA3 B2 08.2981 07/25/2049 | 0.04% |
| CAS 2018-C01 1M2 02.3981 07/25/2030 | 0.04% |
| GNMA GII30 AJ4182 04.5000 09/20/2044 | 0.04% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% |
| GNR 2016-69 IO IO 04.0000 05/20/2046 | 0.04% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.04% |
| GNMA GN30 AG8989 04.5000 05/15/2044 | 0.04% |
| GNR 2014-174 AI IO 03.0000 11/16/2029 | 0.04% |
| OPTN FN30 2.0 11/05/20 CALL 103.0625 JPMC | 0.04% |
| FHR 3249 PS 21.7721 12/15/2036 | 0.04% |
| FNR 2005-75 GS 19.8056 08/25/2035 | 0.04% |
| STACR 2019-DNA2 M2 02.5981 03/25/2049 | 0.04% |
| FNMA FN30 AV7020 UMBS 03.5000 10/01/2044 | 0.04% |
| GNMA GII30 635065 04.5000 03/20/2046 | 0.04% |
| GNMA GII30 AQ6653 04.5000 09/20/2045 | 0.04% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.04% |
| GNMA GII30 609118 04.5000 02/20/2034 | 0.04% |
| STACR 2019-FTR3 B2 04.9751 09/25/2047 | 0.04% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.04% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.03% |
| CAS 2020-R01 1B1 03.3981 01/25/2040 | 0.03% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.03% |
| GNR 2015-24 AI IO 03.5000 12/20/2037 | 0.03% |
| STACR 2019-DNA2 B2 10.6481 03/25/2049 | 0.03% |
| GNMA GII30 AW8447 04.3260 05/20/2067 | 0.03% |
| IOS.FN30.550.08 R USL1M P 01/12/39 BC | 0.03% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.03% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.03% |
| GNMA GN30 704478 04.5000 04/15/2039 | 0.03% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% |
| STACR 2017-HQA2 B1 04.8981 12/25/2029 | 0.03% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.03% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% |
| CAS 2020-R02 2B1 03.1481 01/25/2040 | 0.03% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.03% |
| GNMA GII30 AL8543 04.0000 02/20/2045 | 0.03% |
| GNMA GN30 AG8984 04.5000 05/15/2044 | 0.03% |
| SWPTN 2MX5Y P 0.359 USD 10/13/2020 BC | 0.03% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.03% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.03% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.03% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.03% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.03% |
| GNMA GII30 AO8363 04.0000 09/20/2045 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.03% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.02% |
| GNMA GII30 AK1223 04.0000 02/20/2045 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| STACR 2015-HQ1 M3 03.9481 03/25/2025 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.02% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| GNR 2010-20 SC IO 05.9938 02/20/2040 | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.02% |
| FNR 2008-53 DO PO 00.0000 07/25/2038 | 0.02% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.02% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.02% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.02% |
| FHLMC FR30 ZS0468 UMBS 07.5000 10/01/2029 | 0.02% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.02% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| SWPTN 2YX2Y R 0.3 USD 06/30/2022 BA | 0.02% |
| SWPTN 3MX10Y P 0.923 USD 12/22/2020 CI | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% |
| FNW 1998-W2 X IO 00.0000 06/25/2028 | 0.02% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.02% |
| FNR 2005-83 QP 17.0089 11/25/2034 | 0.02% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.02% |
| GNMA GII30 AO8415 04.0000 10/20/2045 | 0.02% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.02% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.02% |
| GNMA GII30 AO7326 04.6630 09/20/2065 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| 0.439 R ISWP US0003M P 08/10/2025 | 0.02% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.02% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.02% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| FNR 2011-123 KS IO 06.4519 10/25/2041 | 0.02% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.02% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| SWPTN 3MX10Y P 0.6225 USD 10/15/2020 JP | 0.02% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.02% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% |
| GNR 2014-160 IB IO 03.0000 11/20/2040 | 0.02% |
| GNR 2019-99 KS IO 05.8938 08/20/2049 | 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% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.02% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.02% |
| MBX.GII30.450.10 R USL1M P 01/12/41 DE | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.01% |
| 0.352 R ISWP FWD US0003M P 06/30/2025 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| FHLMC FR30 ZS1312 UMBS 04.5000 01/01/2037 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.01% |
| MBX.GII30.500.10 R USL1M P 01/12/41 CS | 0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% |
| CAS 2019-R01 2M2 02.5981 07/25/2031 | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| 0.62 R ISWP US0003M P 05/19/2030 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| GNR 2019-78 SJ IO 05.8938 06/20/2049 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% |
| SWPTN 1MX10Y R 0.635 USD 10/28/2020 CI | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| FHS 304 C37 IO 03.5000 12/15/2027 | 0.01% |
| FNMA FN30 AA2892 UMBS 04.5000 03/01/2039 | 0.01% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 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 10YX20Y P 1.275 USD 03/05/2030 BA | 0.01% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.01% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.01% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNR 2015-99 TI IO 03.5000 04/20/2039 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.01% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.01% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.01% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.01% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.01% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.00% |
| 0.338 R ISWP US0003M P 07/01/2025 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNW 1998-W5 X IO 07.8761 07/25/2028 | 0.00% |
| GNMA GII30 2987 07.5000 10/20/2030 | 0.00% |
| OPTN FN30 2.5 10/07/20 CALL 104.984375 JPMC | 0.00% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.00% |
| 0.25 R ISWP FWD US0003M P 12/16/2022 | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 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% |
| FSPC T-59 1AX IO 00.2841 10/25/2043 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.00% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.00% |
| FHLMC FR30 ZS1526 UMBS 04.5000 06/01/2037 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 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 03.8994 08/25/2042 | 0.00% |
| GNR 2011-71 IK IO 04.0000 04/16/2039 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.00% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 4199 CI IO 03.5000 12/15/2037 | 0.00% |
| FNMA FN15 888594 06.0000 08/01/2022 | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2001-50 BI IO 00.3869 10/25/2041 | 0.00% |
| FNW 2003-W14 2A 04.2252 01/25/2043 | 0.00% |
| FSPC T-57 2A1 03.8677 07/25/2043 | 0.00% |
| GNR 2010-114 MI IO 04.0000 03/20/2039 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| OPTN FN30 3.5 10/07/20 CALL 105.5625 JPMC | 0.00% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FHR 3996 IK IO 04.0000 03/15/2039 | 0.00% |
| FNMA FN15 891706 06.0000 07/01/2021 | 0.00% |
| FNMA FN15 893456 06.0000 09/01/2021 | 0.00% |
| FNR 2001-79 BI IO 00.2668 03/25/2045 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNW 2004-W2 4A 03.8176 02/25/2044 | 0.00% |
| FNW 2004-W7 A2 03.8396 03/25/2034 | 0.00% |
| FSPC T-59 2A1 03.7299 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4342 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.FN30.350.12 R USL1M P 01/12/43 CS | 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% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| 0.429 R ISWP FWD US0003M P 08/10/2025 | 0.00% |
| 0.70 R ISWP US0003M P 09/11/2030 | 0.00% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | 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 831317 05.0000 03/01/2021 | 0.00% |
| FNMA FN15 831496 06.0000 05/01/2021 | 0.00% |
| FNMA FN15 843104 05.5000 10/01/2020 | 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 04.0710 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 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 10/07/20 CALL 105.5625 JPMC | 0.00% |
| OPTN FN30 4.0 10/07/20 CALL 106.6875 JPMC | 0.00% |
| OPTN GII30 4.0 10/07/20 CALL 106.59375 JPMC | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.00% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | 0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | -0.00% |
| 0.6915 R ISWP US0003M P 09/30/2030 | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -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 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 1.805 USD 01/14/2021 CI | -0.00% |
| SWPTN 3MX10Y P 0.8225 USD 10/15/2020 JP | -0.00% |
| 0.3845 R ISWP FWD US0003M P 08/25/2025 | -0.00% |
| 0.75 R ISWP FWD US0003M P 08/12/2030 | -0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| OPTN FN30 2.0 10/07/20 PUT 102.625 JPMC | -0.00% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| OPTN FN30 4.0 10/07/20 PUT 106.6875 JPMC | -0.00% |
| OPTN GII30 3.5 11/05/20 PUT 105.03125 JPMC | -0.00% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.00% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.01% |
| SWPTN 3MX10Y P 0.7225 USD 10/15/2020 JP | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.01% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.01% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.01% |
| 0.739 R ISWP US0003M P 09/30/2030 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% |
| SWPTN 1MX5Y P 0.344 USD 10/08/2020 GS | -0.01% |
| SWPTN 2YX2Y P 0.6 USD 06/30/2022 BA | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| OPTN FN30 2.5 10/07/20 PUT 104.984375 JPMC | -0.01% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 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 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| IOS.FN30.350.13 P US0001M R 01/12/44 JP | -0.01% |
| SWPTN 1MX5Y R 0.344 USD 10/08/2020 GS | -0.01% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.01% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 1MX10Y R 0.705 USD 10/28/2020 CI | -0.01% |
| SWPTN 1MX30Y P 1.241 USD 10/21/2020 CI | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| 1.08 R ISWP FWD US0003M P 12/16/2050 | -0.01% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.01% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% |
| SWPTN 3MX10Y R 0.523 USD 12/22/2020 CI | -0.02% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.02% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% |
| OPTN FN30 2.0 11/05/20 PUT 103.0625 JPMC | -0.02% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.02% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.03% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.03% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.03% |
| 0.70 R ISWP FWD US0003M P 12/16/2030 | -0.03% |
| 1.5095 R ISWP FWD US0003M P 08/28/2030 | -0.03% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| IOS.FN30.550.08 P USL1M R 01/12/39 GS | -0.03% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.03% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.03% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.03% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -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 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.03% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.03% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| OPTN FN30 2.5 11/05/20 PUT 104.703125 JPMC | -0.04% |
| OPTN GII30 4.0 10/07/20 PUT 106.59375 JPMC | -0.04% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.04% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.04% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.04% |
| OPTN FN30 3.0 11/05/20 PUT 104.703125 JPMC | -0.04% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.05% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.05% |
| SWPTN 2MX5Y R 0.359 USD 10/13/2020 BC | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.05% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.06% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.06% |
| OPTN FN30 3.5 10/07/20 PUT 105.5625 JPMC | -0.06% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.06% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.06% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.06% |
| 0.385 R ISWP US0003M P 05/21/2025 | -0.06% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.06% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.07% |
| SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | -0.07% |
| IOS.FN30.650.67 P USL1M R 01/12/38 BC | -0.07% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | -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 CG | -0.07% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.07% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.07% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.08% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.08% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.08% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.08% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.09% |
| OPTN FN30 3.0 10/07/20 PUT 105.5625 JPMC | -0.09% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.09% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.09% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.09% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.11% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.11% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.12% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.12% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.14% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.15% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.15% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.16% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.16% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.17% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.17% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.18% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.20% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.20% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.21% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.22% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.23% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.24% |
| SWPTN 3MX10Y R 0.7075 USD 12/18/2020 JP | -0.24% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.29% |
| 2.44 R ISWP FWD US0003M P 03/26/2030 | -0.31% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.31% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.33% |
| 2.098 R ISWP FWD US0003M P 03/04/2030 | -0.33% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.35% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.36% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.38% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.38% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.39% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.39% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.40% |
| GNMA GII30 TBA 03.5000 10/01/2050 | -0.41% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.41% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.41% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.43% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.44% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.53% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.57% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.63% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.85% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.85% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.07% |
| FNMA FN30 TBA UMBS 02.5000 11/01/2050 | -1.35% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -2.15% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -2.18% |
| US 5YR NOTE (CBT) DEC20 FVZ0 | -3.81% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -5.65% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -6.67% |
| US 2YR NOTE (CBT) DEC20 TUZ0 | -173.88% |
Fixed income statistics as of 11/30/20
| Average effective maturity | 2.61 yrs. |
|---|---|
| Average effective duration | 2.25 yrs. |
| Average yield to maturity | 11.51% |
| Average coupon | 5.81% |
Sector weightings as of 11/30/20
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Agency pass-through | 9.49% | 0.48 | 37.44% | 1.41 | 46.93% | 1.89 |
| Commercial MBS | 17.26% | 0.54 | 26.27% | 0.13 | 43.53% | 0.67 |
| Agency CMO | 39.08% | 1.13 | 0.62% | 0.02 | 39.70% | 1.15 |
| Residential MBS (non-agency) | 21.46% | 1.03 | 0.00% | 0.00 | 21.46% | 1.03 |
| Asset-backed securities (ABS) | 3.94% | 0.16 | 0.00% | 0.00 | 3.94% | 0.16 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -2.66 | 0.00% | -2.66 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -2.95 | 0.00% | -2.95 |
| Net cash | 8.77% | 0.00 | 0.00% | 0.00 | 8.77% | 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 11/30/20
| 0 - 1 yr. | -21.48% |
|---|---|
| 1 - 5 yrs. | 84.71% |
| 5 - 10 yrs. | 34.51% |
| 10 - 15 yrs. | 1.89% |
| Over 15 yrs. | 0.37% |
Quality rating as of 11/30/20
| AAA | 94.40% |
|---|---|
| AA | 6.13% |
| A | 9.25% |
| BBB | 11.10% |
| BB | 5.31% |
| B | 4.42% |
| CCC and Below | 2.28% |
| Not Rated | -32.89% |
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. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.
Expenses
Expense ratio |
Class A | Class B | Class C | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|
| Total expense ratio | 0.90% | 1.65% | 1.65% | 1.15% | 0.52% | 0.65% |
| 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 01/30/21
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 | |
|---|---|---|---|---|---|---|
| 0.25% | 0.25% | 1.00% | 0.50% | 0.00% | 0.00% | |
| NA | NA | NA | NA | NA | NA | |
| NA | NA | NA | NA | NA | NA |
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. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.