Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds (2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, 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) |
$11.92 0.51% | $0.06 |
| 52-week high | $13.11 (03/06/20) |
| 52-week low | $11.09 (03/23/20) |
Yield
| Distribution rate before sales charge as of 08/07/20 |
4.33% |
|---|---|
| Distribution rate after sales charge as of 08/07/20 |
4.33% |
| 30-day SEC yield with subsidy as of 07/31/20 |
3.84% |
| 30-day SEC yield without subsidy as of 07/31/20 |
3.77% |
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)
6.05%
Average 5-year annualized return
Fund facts as of 07/31/20
Total net assets
$782.22M
$782.22M
Turnover (fiscal year end)
1,089%
1,089%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1015
1015
Fiscal year-end
September
September
CUSIP / Fund code
746885409 / 1817
746885409 / 1817
Inception date
04/11/94
04/11/94
Category
Taxable Income
Taxable Income
Open to new investors
Ticker
PUSYX
PUSYX
Management team
Co-Head of Fixed Income
Portfolio Manager
Portfolio Manager
Literature
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 tax-free income funds (PDF) | |
| Alternating bond market leadership (PDF) | |
Performance
Total return (%) as of 06/30/20
Annual performance as of 06/30/20
Annualized Total return (%) as of 06/30/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | -0.26% | 2.20% | 1.43% | 2.29% |
| After sales charge | N/A | N/A | N/A | N/A |
| Bloomberg Barclays U.S. MBS Index | 5.67% | 3.97% | 3.23% | 3.06% |
| BBG Barc GNMA-BBG Barc U.S. MBS Linked Benchmark | 5.67% | 3.94% | 3.11% | 3.09% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 07/31/20 | -0.98% | - | |
| YTD as of 08/07/20 | -5.12% | - | |
Yield
| Distribution rate before sales charge as of 08/07/20 |
4.33% |
|---|---|
| Distribution rate after sales charge as of 08/07/20 |
4.33% |
| 30-day SEC yield with subsidy as of 07/31/20 |
3.84% |
| 30-day SEC yield without subsidy as of 07/31/20 |
3.77% |
Risk-adjusted performance as of 06/30/20
| Sharpe ratio (3 yrs.) | 0.08 |
|---|---|
| Information ratio (3 yrs.) | -0.24 |
Volatility as of 06/30/20
| Standard deviation (3 yrs.) | 6.83% |
|---|---|
| Beta | 0.03 |
| R-squared | 0.00 |
Lipper rankings as of 06/30/20
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 116/124 | 93% |
| 3 yrs. | 104/110 | 94% |
| 5 yrs. | 98/102 | 96% |
| 10 yrs. | 61/74 | 82% |
Morningstar Ratings™ as of 06/30/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 534 | |
| 3 yrs. | 534 | |
| 5 yrs. | 455 | |
| 10 yrs. | 333 |
Distributions
| Record/Ex dividend date | 07/16/20 |
|---|---|
| Payable date | 07/20/20 |
| 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 07/01/2050 | 12.72% |
|---|---|
| Fnma Fn30 Tba Umbs 05.5000 07/01/2050 | 7.14% |
| Fnma Fn30 Tba Umbs 02.5000 07/01/2050 | 3.64% |
| Fncl 2.50 04/01/2042 | 3.12% |
| Fnr 2007-95 A3 00.4183 08/27/2036 | 2.73% |
| Fnma Fn30 Tba Umbs 06.0000 07/01/2050 | 1.58% |
| Fhs 315 Po Po 00.0000 09/15/2043 | 1.57% |
| Fnma Fn30 Tba Umbs 02.5000 08/01/2050 | 1.17% |
| Bayv 2006-C 1a3 06.0280 11/28/2036 | 1.02% |
| Fnr 2016-85 Sl Io 05.9155 11/25/2046 | 0.97% |
| Top 10 holdings, percent of portfolio | 35.66% |
| Top 10 holdings as of 06/30/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.5000 07/01/2050 | |
| Fnma Fn30 Tba Umbs 05.5000 07/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 07/01/2050 | |
| Fncl 2.50 04/01/2042 | |
| Fnr 2007-95 A3 00.4183 08/27/2036 | |
| Fnma Fn30 Tba Umbs 06.0000 07/01/2050 | |
| Fhs 315 Po Po 00.0000 09/15/2043 | |
| Fnma Fn30 Tba Umbs 02.5000 08/01/2050 | |
| Bayv 2006-C 1a3 06.0280 11/28/2036 | |
| Fnr 2016-85 Sl Io 05.9155 11/25/2046 | |
| Holdings represent 35.66% of portfolio | |
| Top 10 holdings as of 05/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.5000 06/01/2050 | |
| Fnma Fn30 Tba Umbs 05.5000 06/01/2050 | |
| Gnma Gii30 Tba 04.5000 06/01/2050 | |
| Fncl 2.50 04/01/2042 | |
| Fnma Fn30 Tba Umbs 02.5000 07/01/2050 | |
| Fnr 2007-95 A3 00.7372 08/27/2036 | |
| Fnma Fn30 Tba Umbs 06.0000 06/01/2050 | |
| Fhs 315 Po Po 00.0000 09/15/2043 | |
| Fnma Fn30 Tba Umbs 02.0000 07/01/2050 | |
| Fnr 2016-85 Sl Io 05.9318 11/25/2046 | |
| Holdings represent 36.44% of portfolio | |
| Top 10 holdings as of 04/30/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.5000 05/01/2050 | |
| Fnma Fn30 Tba Umbs 05.5000 05/01/2050 | |
| Gnma Gii30 Tba 04.5000 05/01/2050 | |
| Fncl 2.50 04/01/2042 | |
| Fnr 2007-95 A3 01.1966 08/27/2036 | |
| Fhs 315 Po Po 00.0000 09/15/2043 | |
| Fnma Fn30 Tba Umbs 06.0000 05/01/2050 | |
| Fnr 2016-85 Sl Io 05.6128 11/25/2046 | |
| Bayv 2006-C 1a3 06.0280 11/28/2036 | |
| Carr 2006-Nc2 A4 00.7273 06/25/2036 | |
| Holdings represent 33.69% of portfolio | |
| Top 10 holdings as of 03/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.5000 04/01/2050 | |
| Fnma Fn30 Tba Umbs 05.5000 04/01/2050 | |
| Gnma Gii30 Tba 04.5000 04/01/2050 | |
| Fncl 2.50 04/01/2042 | |
| Fnr 2007-95 A3 01.8767 08/27/2036 | |
| Fhs 315 Po Po 00.0000 09/15/2043 | |
| Fnma Fn30 Tba Umbs 06.0000 04/01/2050 | |
| Fnr 2016-85 Sl Io 05.1534 11/25/2046 | |
| Bayv 2006-C 1a3 06.0280 11/28/2036 | |
| Msc 2011-C3 E P/P 144a 05.2448 07/15/2049 | |
| Holdings represent 33.06% of portfolio | |
| FNMA FN30 TBA UMBS 04.5000 07/01/2050 | 12.72% |
|---|---|
| REPO TRIPA MORTG 0.09 07/01/2020 | 9.22% |
| FNMA FN30 TBA UMBS 05.5000 07/01/2050 | 7.14% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 4.33% |
| FNMA FN30 TBA UMBS 02.5000 07/01/2050 | 3.64% |
| FNMA FN30 AB8804 UMBS 02.5000 03/01/2043 | 3.12% |
| TREASURY BILL 00.0000 08/11/2020 | 3.06% |
| FNR 2007-95 A3 00.4183 08/27/2036 | 2.73% |
| TREASURY BILL 00.0000 08/13/2020 | 2.40% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 2.02% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 1.86% |
| CASH MGMT BILL 00.0000 09/22/2020 | 1.84% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 1.72% |
| FNMA FN30 TBA UMBS 06.0000 07/01/2050 | 1.58% |
| FHS 315 PO PO 00.0000 09/15/2043 | 1.57% |
| TREASURY BILL 00.0000 08/20/2020 | 1.43% |
| TREASURY BILL 00.0000 08/06/2020 | 1.18% |
| FNMA FN30 TBA UMBS 02.5000 08/01/2050 | 1.17% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.08% |
| TREASURY BILL 00.0000 07/23/2020 | 1.08% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 1.05% |
| BAYV 2006-C 1A3 06.0280 11/28/2036 | 1.01% |
| CARR 2006-NC2 A4 00.4245 06/25/2036 | 0.97% |
| FNR 2016-85 SL IO 05.9155 11/25/2046 | 0.96% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.94% |
| FED HOME LN DISCOUNT NT 313384F38 GDC 09/09/2020 | 0.94% |
| CAS 2017-C05 1B1 03.7845 01/25/2030 | 0.89% |
| TREASURY BILL 00.0000 09/10/2020 | 0.89% |
| SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 0.88% |
| 1.57 R ISWP US0003M P 02/18/2030 | 0.87% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.82% |
| MSC 2011-C3 E P/P 144A 05.4192 07/15/2049 | 0.80% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.76% |
| CWL 2007-10 1A1 00.3645 06/25/2047 | 0.74% |
| FNR 2016-83 BS IO 05.9155 11/25/2046 | 0.74% |
| DBUBS 2011-LC3A D P/P 144A 05.5126 08/10/2044 | 0.74% |
| TREASURY BILL 00.0000 07/09/2020 | 0.73% |
| STACR 2016-DNA3 M3 05.1845 12/25/2028 | 0.73% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.71% |
| MCAS 2019-01 M10 P/P 144A 03.4345 10/15/2049 | 0.70% |
| US ULTRA BOND CBT SEP20 WNU0 | 0.68% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.66% |
| CAS 2018 - C01 1B1 03.7345 07/25/2030 | 0.65% |
| FNR 2018-36 SD IO 06.0655 06/25/2048 | 0.64% |
| FNR 2016-81 SA IO 05.9655 11/25/2046 | 0.62% |
| STACR 2019-DNA1 B2 10.9345 01/25/2049 | 0.62% |
| STACR 2018-DNA2 B1 03.8845 12/25/2030 | 0.60% |
| WAMU 2005-AR14 1A2 03.8279 12/25/2035 | 0.56% |
| BF0101 03.5000 06/01/2056 | 0.56% |
| SPST 2019-7 A 00.8848 09/24/2020 | 0.56% |
| SPST 2020-2 A 01.0095 03/26/2021 | 0.53% |
| CAS 2018-C02 2M2 02.3845 08/25/2030 | 0.51% |
| GNR 2017-H20 AI IO 02.3357 10/20/2067 | 0.50% |
| MRAIT 2020-2 A 02.1345 10/22/2020 | 0.50% |
| GSMS 2014-GC18 C 05.1551 01/10/2047 | 0.49% |
| WFRBS 2012-C9 D P/P 144A 04.9710 11/15/2045 | 0.49% |
| GNR 2016-H23 NI IO 03.1674 10/20/2066 | 0.48% |
| GNR 2019-125 SG IO 05.8600 10/20/2049 | 0.48% |
| CAS 2017-C07 1B1 04.1845 05/25/2030 | 0.47% |
| CAS 2017-C06 1B1 04.3345 02/25/2030 | 0.47% |
| CAS 2017-C06 2B1 04.6345 02/25/2030 | 0.47% |
| FN BF0091 | 0.47% |
| FNR 2016-50 SM IO 05.9155 08/25/2046 | 0.46% |
| AHM 2007-1 GA1C 00.3745 05/25/2047 | 0.45% |
| MWST 2018-W1 A 01.0345 11/25/2051 | 0.45% |
| GNR 2016-H07 PI IO 02.2797 03/20/2066 | 0.45% |
| STACR 2018-DNA1 B1 03.3345 07/25/2030 | 0.44% |
| TREASURY BILL 00.0000 10/08/2020 | 0.43% |
| FNR 2016-8 SA IO 05.8655 03/25/2046 | 0.43% |
| CAS 2016-C03 1B 11.9345 10/25/2028 | 0.42% |
| GNR 2019-121 SD IO 05.8100 10/20/2049 | 0.41% |
| UBSCM 2012-C1 D P/P 144A 05.7547 05/10/2045 | 0.41% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.41% |
| FHR 3065 DC 19.3058 03/15/2035 | 0.41% |
| CAS 2017-C01 1M2 03.7345 07/25/2029 | 0.41% |
| GNR 2017-H03 KI IO 02.9368 01/20/2067 | 0.40% |
| GNR 2013-87 SA IO 06.0100 06/20/2043 | 0.40% |
| GNR 2016-H27 GI IO 02.3937 12/20/2066 | 0.40% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.40% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.40% |
| JPMBB 2013-C14 D P/P 144A 04.8585 08/15/2046 | 0.39% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.39% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.38% |
| FNR 2017-104 SL IO 05.9655 01/25/2048 | 0.38% |
| CAS 2016-C03 1M2 05.4845 10/25/2028 | 0.38% |
| GNR 2017-H25 CI IO 02.3825 12/20/2067 | 0.37% |
| BMIR 2017-1 M2 P/P 144A 03.5345 10/25/2027 | 0.37% |
| GNR 2015-H22 AI IO 02.8197 09/20/2065 | 0.37% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.36% |
| GNR 2019-56 SK IO 05.9600 05/20/2049 | 0.36% |
| STACR 2018-HQA1 M2 02.4845 09/25/2030 | 0.35% |
| GNR 2017-H06 MI IO 02.2444 02/20/2067 | 0.35% |
| MWST 2019-1 A 00.9845 06/25/2052 | 0.35% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.35% |
| OMIR 2018-1A M2 03.0345 07/25/2028 | 0.35% |
| STACR 2017-HQA2 M2 02.8345 12/25/2029 | 0.35% |
| UBSC 2011-C1 D P/P 144A 06.2520 01/10/2045 | 0.35% |
| CAS 2017-C07 2B1 04.6345 05/25/2030 | 0.34% |
| STACR 2015-HQA1 B 08.9845 03/25/2028 | 0.34% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.34% |
| COMM 2014-CR17 D P/P 144A 05.0089 05/10/2047 | 0.33% |
| STACR 2019-HQA1 M2 02.5183 02/25/2049 | 0.33% |
| GNR 2015-H20 CI IO 03.0304 08/20/2065 | 0.33% |
| SPST 2019-11 A 00.9348 10/24/2020 | 0.33% |
| GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.32% |
| FNMA FN30 AV7052 UMBS 03.5000 03/01/2045 | 0.32% |
| CAS 2018-C06 1B1 03.9345 03/25/2031 | 0.32% |
| GNR 2016-H13 IK IO 02.6244 06/20/2066 | 0.32% |
| GNR 2016-H18 QI IO 03.3236 06/20/2066 | 0.31% |
| FNR 2008-24 SP 22.6068 02/25/2038 | 0.30% |
| GNR 2019-158 AS IO 05.9549 09/16/2043 | 0.30% |
| STACR 2019-DNA4 B2 06.4345 10/25/2049 | 0.30% |
| MCAS 2020-01 M10 P/P 144A 04.6500 03/25/2050 | 0.30% |
| CAS 2018-C04 2B1 04.6845 12/25/2030 | 0.29% |
| GNR 2018-H01 XI IO 02.3361 01/20/2068 | 0.29% |
| GNMA GII30 AI6258 04.5000 05/20/2044 | 0.29% |
| GNR 2015-H10 HI IO 02.3165 04/20/2065 | 0.29% |
| COMM 2013-LC13 D P/P 144A 05.4633 08/10/2046 | 0.29% |
| GNR 2017-H08 GI IO 02.5825 02/20/2067 | 0.29% |
| GNMA GN30 AM4380 04.0000 05/15/2045 | 0.28% |
| CWALT 2006-OA19 A1 00.3700 02/20/2047 | 0.28% |
| GNR 2018-H04 JI IO 02.4691 03/20/2068 | 0.28% |
| GNR 2017-H08 EI IO 02.5661 02/20/2067 | 0.27% |
| GNR 2015-H22 GI IO 02.5915 09/20/2065 | 0.27% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.27% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.27% |
| GNMA GII30 TBA 04.5000 07/01/2050 | 0.27% |
| GNR 2016-H10 AI IO 02.2022 04/20/2066 | 0.26% |
| GNR 2016-H17 DI IO 02.3166 07/20/2066 | 0.26% |
| JPMCC 2013-LC11 D 04.3063 04/15/2046 | 0.26% |
| BMIR 2018-2A M1C P/P 144A 01.7845 08/25/2028 | 0.26% |
| FNR 2018-20 SB IO 06.0655 03/25/2048 | 0.26% |
| FNMA FN30 AV7059 UMBS 03.5000 04/01/2045 | 0.26% |
| COMM 2012-CR4 B P/P 144A 03.7030 10/15/2045 | 0.26% |
| NHLT 2019-2A M4 P/P 144A 05.6822 11/26/2029 | 0.26% |
| SPST 2020-WL1 A 00.8183 06/25/2051 | 0.26% |
| GNR 2017-H04 BI IO 02.4467 02/20/2067 | 0.26% |
| SPST 2020-6 A 00.9983 09/07/2021 | 0.26% |
| GNR 2019-35 SE IO 05.9549 01/16/2044 | 0.26% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.26% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.25% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.25% |
| FNR 2019-45 SD IO 05.8655 08/25/2049 | 0.25% |
| 0.85 R ISWP FWD US0003M P 06/17/2030 | 0.25% |
| GNR 2015-H13 AI IO 02.1717 06/20/2065 | 0.25% |
| GNR 2011-156 SK IO 06.4100 04/20/2038 | 0.25% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.25% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.25% |
| MRAFT 2020-2 A1 01.9266 05/30/2022 | 0.25% |
| GSMS 2014-GC24 D P/P 144A 04.6645 09/10/2047 | 0.25% |
| CAS 2017-C02 2B1 05.6845 09/25/2029 | 0.24% |
| GNR 2016-H24 IO IO 02.1443 09/20/2066 | 0.24% |
| MSBAM 2013-C12 E P/P 144A 04.9243 10/15/2046 | 0.24% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.24% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.24% |
| GNR 2014-H21 AI IO 02.4207 10/20/2064 | 0.24% |
| GNR 2019-100 JS IO 05.9100 08/20/2049 | 0.24% |
| MSBAM 2016-C29 C 04.9047 05/15/2049 | 0.23% |
| GNR 2013-39 IJ IO 04.5000 03/20/2043 | 0.23% |
| GNR 2015-H04 AI IO 02.3482 12/20/2064 | 0.23% |
| GNR 2015-H23 TI IO 01.8772 09/20/2065 | 0.23% |
| GNMA GII30 AH8784 04.5000 06/20/2034 | 0.23% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.22% |
| JPALT 2006-A6 1A1 00.3283 11/25/2036 | 0.22% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.22% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.22% |
| GNR 2018-H02 IM IO 02.3378 02/20/2068 | 0.22% |
| CAS 2020-SBT1 1M2 03.6500 02/25/2040 | 0.22% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.22% |
| DBUBS 2011-LC2A D P/P 144A 05.7140 07/10/2044 | 0.22% |
| JPMCC 2010-C2 D P/P 144A 05.8216 11/15/2043 | 0.22% |
| STACR 2017-DNA2 M2 03.6345 10/25/2029 | 0.22% |
| TREASURY BILL 00.0000 08/25/2020 | 0.22% |
| FNR 2018-47 SA IO 06.0655 07/25/2048 | 0.21% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.21% |
| STACR 2014-DN4 M3 04.7345 10/25/2024 | 0.21% |
| STACR 2018-DNA2 M2 02.3345 12/25/2030 | 0.21% |
| FNR 2017-19 IH IO 05.0000 03/25/2047 | 0.21% |
| GNR 2016-H03 AI IO 02.4845 01/20/2066 | 0.21% |
| FHR 4436 SC IO 05.9653 02/15/2045 | 0.21% |
| UBSC 2011-C1 B P/P 144A 06.2520 01/10/2045 | 0.21% |
| FHR 2976 LC 23.7426 05/15/2035 | 0.20% |
| GNR 2016-H06 DI IO 02.4687 07/20/2065 | 0.20% |
| GNR 2017-H08 NI IO 02.3726 03/20/2067 | 0.20% |
| FHR 4953 AI IO 04.0000 02/25/2050 | 0.20% |
| CAS 2018-C03 1M2 02.3345 10/25/2030 | 0.20% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.20% |
| FHR 4621 QI IO 03.5000 10/15/2046 | 0.20% |
| FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.20% |
| FNR 2018-51 BI IO 05.5000 07/25/2038 | 0.20% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.20% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.20% |
| GNR 2017-H10 MI IO 02.2949 04/20/2067 | 0.20% |
| GNR 2017-H25 IO IO 02.2625 11/20/2067 | 0.19% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.19% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.19% |
| CAS 2020-SBT1 1B1 06.7500 02/25/2040 | 0.19% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.19% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.19% |
| COMM 2013-LC6 C 04.2420 01/10/2046 | 0.19% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.19% |
| GNR 2016-80 SD IO 05.9100 06/20/2046 | 0.19% |
| GNR 2016-H04 KI IO 02.2599 02/20/2066 | 0.19% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.18% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.18% |
| GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.18% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.18% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.18% |
| GSMS 2014-GC22 C 04.8467 06/10/2047 | 0.18% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.18% |
| CAS 2018-C05 1M2 02.5345 01/25/2031 | 0.18% |
| FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.18% |
| GNR 2016-H06 HI IO 02.0799 02/20/2066 | 0.18% |
| GNR 2014-119 SA IO 05.4100 08/20/2044 | 0.18% |
| CAS 2019-R05 1B1 04.2845 07/25/2039 | 0.18% |
| JPMBB 2014-C19 D P/P 144A 04.8335 04/15/2047 | 0.18% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.18% |
| COMM 2014-UBS4 C 04.8009 08/10/2047 | 0.17% |
| GNR 2013-182 SP IO 06.5100 12/20/2043 | 0.17% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.17% |
| GNR 2017-H09 IO IO 02.1852 04/20/2067 | 0.17% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.17% |
| GNR 2014-H25 BI IO 01.6624 12/20/2064 | 0.17% |
| GNR 2015-H25 BI IO 02.7630 10/20/2065 | 0.17% |
| GNR 2016-H24 KI IO 02.0093 11/20/2066 | 0.17% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.16% |
| OPTN FN30 2.5 07/07/20 CALL 103.3125 JPMC | 0.16% |
| STACR 2018-HQA2 B2 11.1845 10/25/2048 | 0.16% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.16% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.16% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.16% |
| FNR 2011-4 CS 12.5310 05/25/2040 | 0.16% |
| WFHET 2007-2 A3 00.4145 04/25/2037 | 0.16% |
| GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.16% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.16% |
| UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.16% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.16% |
| JPMCC 2013-C16 D P/P 144A 05.1946 12/15/2046 | 0.16% |
| STACR 2017-DNA2 B1 05.3345 10/25/2029 | 0.16% |
| BANK 2020-BN25 C 03.3536 01/15/2063 | 0.16% |
| GNR 2015-H16 XI IO 03.0095 07/20/2065 | 0.16% |
| GNR 2016-H06 AI IO 02.3713 02/20/2066 | 0.16% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.16% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.16% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.16% |
| GNR 2017-H14 LI IO 01.6488 06/20/2067 | 0.16% |
| STACR 2018-HQA2 B1 04.4345 10/25/2048 | 0.16% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.16% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.16% |
| GNR 2011-H07 FI IO 01.2090 02/20/2061 | 0.16% |
| GNR 2015-H24 HI IO 02.0444 09/20/2065 | 0.16% |
| JPMBB 2013-C12 C 04.2364 07/15/2045 | 0.16% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.15% |
| COMM 2014-CR19 D P/P 144A 04.8878 08/10/2047 | 0.15% |
| GNR 2016-H04 HI IO 02.3834 07/20/2065 | 0.15% |
| GNR 2017-H23 BI IO 01.8601 11/20/2067 | 0.15% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.15% |
| FASST 2019-HB1 M5 06.0000 04/25/2029 | 0.15% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.15% |
| GNR 2014-137 ID IO 05.5000 09/16/2044 | 0.15% |
| CAS 2018-C06 2B1 04.2845 03/25/2031 | 0.15% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.15% |
| CGCMT 2012-GC8 C P/P 144A 05.0440 09/10/2045 | 0.15% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.14% |
| GNR 2014-H18 CI IO 01.5526 09/20/2064 | 0.14% |
| MCAS 2019-01 M7 P/P 144A 01.8845 10/15/2049 | 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 GS | 0.14% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.14% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.14% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.14% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.14% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.14% |
| GNR 2017-H14 JI IO 02.1797 06/20/2067 | 0.14% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.14% |
| CAS 2017-C03 1M2 03.1845 10/25/2029 | 0.14% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.14% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.14% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.14% |
| GNR 2018-H05 ID 02.0570 03/20/2068 | 0.14% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.14% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.14% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.13% |
| FHR 4546 PI IO 04.0000 12/15/2045 | 0.13% |
| FNR 2005-74 NK 26.5775 05/25/2035 | 0.13% |
| CAS 2018-C03 1B1 03.9345 10/25/2030 | 0.13% |
| GNR 2014-182 BI IO 04.0000 01/20/2039 | 0.13% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.13% |
| FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.13% |
| GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.13% |
| GSMS 2010-C1 D P/P 144A 06.1326 08/10/2043 | 0.13% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.13% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.13% |
| GNR 2018-H02 IO IO 02.4513 01/20/2068 | 0.13% |
| WFCM 2020-C56 C 03.7506 06/15/2053 | 0.13% |
| COMM 2014-CR16 C 05.0919 04/10/2047 | 0.12% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.12% |
| DBUBS 2011-LC1A C P/P 144A 05.8761 11/10/2046 | 0.12% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.12% |
| GNR 2012-H11 FI IO 01.1915 02/20/2062 | 0.12% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.12% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.12% |
| JPMCC 2011-C4 C P/P 144A 05.5257 07/15/2046 | 0.12% |
| CGCMT 2013-GC11 C 04.1340 04/10/2046 | 0.12% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.12% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.12% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.12% |
| JPMCC 2011-C3 D P/P 144A 05.8530 02/15/2046 | 0.12% |
| MSBAM 2013-C10 F P/P 144A 04.2181 07/15/2046 | 0.12% |
| STACR 2017-HQA1 M2 03.7345 08/25/2029 | 0.12% |
| MSC 2012-C4 C P/P 144A 05.5995 03/15/2045 | 0.12% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.12% |
| TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.12% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.12% |
| BSCMS 2007-T26 AJ 05.5417 01/12/2045 | 0.12% |
| STAR 2019-1 M1 03.7640 06/25/2049 | 0.12% |
| JPMBB 2014-C23 D P/P 144A 04.1216 09/15/2047 | 0.11% |
| COMM 2014-UBS3 C 04.8977 06/10/2047 | 0.11% |
| FNR 2005-106 JC 19.5519 12/25/2035 | 0.11% |
| MSAC 2004-HE9 M2 01.1145 11/25/2034 | 0.11% |
| GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.11% |
| GNR 2016-H01 HI IO 02.0947 10/20/2065 | 0.11% |
| STACR 2018-DNA1 M2 01.9845 07/25/2030 | 0.11% |
| WFRBS 2012-C9 E P/P 144A 04.9710 11/15/2045 | 0.11% |
| GNR 2017-H25 AI IO 02.5893 12/20/2067 | 0.11% |
| FHR 2990 LB 16.4735 06/15/2034 | 0.11% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.11% |
| GNR 2011-H16 FI IO 00.9984 07/20/2061 | 0.11% |
| JPMBB 2013-C12 E P/P 144A 04.2364 07/15/2045 | 0.11% |
| MSC 2012-C4 E P/P 144A 05.5995 03/15/2045 | 0.11% |
| WAMU 2005-AR8 2AC2 01.1045 07/25/2045 | 0.11% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.10% |
| FNR 2007-53 SP 23.5235 06/25/2037 | 0.10% |
| OPTN FN30 2.5 08/06/20 CALL 103.5625 JPMC | 0.10% |
| GNMA GII30 AJ8849 03.0000 10/20/2044 | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.10% |
| FHR 4425 EI IO 04.0000 01/15/2045 | 0.10% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.10% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.10% |
| GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.10% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.10% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.10% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.10% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.10% |
| CAS 2016-C04 1B 10.4345 01/25/2029 | 0.10% |
| SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.10% |
| GNR 2016-H08 GI IO 01.4007 04/20/2066 | 0.10% |
| FHR 4136 IQ IO 03.5000 11/15/2042 | 0.10% |
| GNMA GII30 BA7681 04.6210 06/20/2067 | 0.10% |
| MSBAM 2013-C12 D P/P 144A 04.9243 10/15/2046 | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.10% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.10% |
| MSBAM 2012-C6 G P/P 144A 04.5000 11/15/2045 | 0.10% |
| WFRBS 2011-C4 E P/P 144A 05.3900 06/15/2044 | 0.10% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.10% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.10% |
| STACR 2019-DNA1 M2 02.8345 01/25/2049 | 0.10% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | 0.09% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.09% |
| GNR 2017-H06 EI IO 01.5606 02/20/2067 | 0.09% |
| WFCM 2018-C48 C 05.2911 01/15/2052 | 0.09% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.09% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.09% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.09% |
| FNMA FN30 AV7026 UMBS 03.5000 11/01/2044 | 0.09% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.09% |
| GNR 2016-H24 JI IO 02.9784 11/20/2066 | 0.09% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.09% |
| UBSBB 2012-C4 D P/P 144A 04.6209 12/10/2045 | 0.09% |
| GNR 2014-100 NI IO 04.0000 06/20/2043 | 0.09% |
| SWPTN 3MX5Y P 0.353 USD 08/13/2020 BC | 0.09% |
| FNR 2006-8 HP 23.8902 03/25/2036 | 0.09% |
| GNMA GII30 AY4779 04.5100 03/20/2067 | 0.09% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.09% |
| OPTN FN30 3.0 08/06/20 CALL 104.8125 JPMC | 0.09% |
| BALTA 2005-8 21A1 03.7153 10/25/2035 | 0.08% |
| FNR 2012-114 NI IO 03.5000 10/25/2041 | 0.08% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.08% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.08% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.08% |
| FNR 2013-22 PI IO 03.5000 10/25/2042 | 0.08% |
| HVMLT 2005-2 1A 00.7139 05/19/2035 | 0.08% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.08% |
| CAS 2019-R01 2B1 04.5345 07/25/2031 | 0.08% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.08% |
| STACR 2019-HQA2 B2 11.4345 04/25/2049 | 0.08% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.08% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.08% |
| OMIR 2019-1A B1B 04.5345 07/25/2029 | 0.08% |
| STACR 2014-HQ3 M3 04.9345 10/25/2024 | 0.08% |
| FNR 2006-62 PS 38.7930 07/25/2036 | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.07% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.07% |
| JPMCC 2011-C3 E P/P 144A 05.8530 02/15/2046 | 0.07% |
| CAS 2015-C04 1M2 05.8845 04/25/2028 | 0.07% |
| 0.805 R ISWP US0003M P 05/04/2050 | 0.07% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.07% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 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% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.07% |
| CAS 2016-C03 2B 12.9345 10/25/2028 | 0.07% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.07% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.07% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.07% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.07% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.07% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.07% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.07% |
| OPTN FN30 3.0 08/06/20 CALL 104.875 JPMC | 0.07% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| GNMA GII30 AJ4184 04.5000 09/20/2044 | 0.06% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.06% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.06% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | 0.06% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.06% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.06% |
| OMIR 2019-1A B1A 03.6845 07/25/2029 | 0.06% |
| BALTA 2005-10 11A1 00.6845 01/25/2036 | 0.06% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.06% |
| FHR 3408 EK 25.0497 04/15/2037 | 0.06% |
| GNR 2015-H23 DI IO 01.8342 09/20/2065 | 0.06% |
| OMIR 2017-1A M2 P/P 144A 04.1845 04/25/2027 | 0.06% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.06% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.06% |
| FHR 4530 HI IO 04.0000 11/15/2045 | 0.06% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.06% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.06% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.06% |
| EMIR 2020-1 B1 04.9260 01/25/2030 | 0.06% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.06% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.06% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.06% |
| GNMA GII30 609117 04.5000 02/20/2044 | 0.06% |
| FHR 4136 ES IO 06.0653 11/15/2042 | 0.06% |
| FNR 2012-104 HI IO 04.0000 09/25/2027 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | 0.06% |
| CAS 2016-C05 2M2 04.6345 01/25/2029 | 0.06% |
| FHR 4019 JI IO 04.0000 05/15/2041 | 0.06% |
| GNMA GN30 AE8022 04.5000 12/15/2043 | 0.06% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.06% |
| SAMI 2006-AR7 A1BG 00.3045 08/25/2036 | 0.06% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.06% |
| FNR 2005-122 SE 22.4543 11/25/2035 | 0.05% |
| GNR 2020-15 CS IO 05.8600 12/02/2021 | 0.05% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.05% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.05% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.05% |
| 0.78 R ISWP US0003M P 04/28/2050 | 0.05% |
| CAS 2018-C01 1M2 02.4345 07/25/2030 | 0.05% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.05% |
| GNMA GII30 AJ6287 04.0000 09/20/2044 | 0.05% |
| GNMA GII30 AJ4182 04.5000 09/20/2044 | 0.05% |
| OPTN FN30 2.5 07/07/20 CALL 103.40625 JPMC | 0.05% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.05% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.05% |
| GNR 2016-69 IO IO 04.0000 05/20/2046 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| OPTN FN30 3.0 08/06/20 CALL 104.84375 JPMC | 0.05% |
| STACR 2015-DNA3 B 09.5345 04/25/2028 | 0.05% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.05% |
| STACR 2015-HQ1 M3 03.9845 03/25/2025 | 0.05% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.05% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.05% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.05% |
| STACR 2017-DNA1 M2 03.4345 07/25/2029 | 0.04% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.04% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.04% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.04% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.04% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.04% |
| GNR 2015-24 AI IO 03.5000 12/20/2037 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| OPTN GII30 3.0 07/07/20 CALL 105.5625 JPMC | 0.04% |
| RMIR 2020-1 B1 05.1690 02/25/2030 | 0.04% |
| STACR 2019-DNA3 B2 08.3345 07/25/2049 | 0.04% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.04% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.04% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% |
| GNMA GN30 AG8989 04.5000 05/15/2044 | 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% |
| GNR 2014-174 AI IO 03.0000 11/16/2029 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.04% |
| STACR 2019-DNA2 M2 02.6345 03/25/2049 | 0.04% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | 0.04% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.04% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% |
| CAS 2019-R02 1M2 02.4845 08/25/2031 | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.04% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.04% |
| FNR 2005-75 GS 19.6965 08/25/2035 | 0.04% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.04% |
| 0.353 R ISWP FWD US0003M P 08/17/2025 | 0.04% |
| FHR 3249 PS 21.6653 12/15/2036 | 0.04% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.04% |
| STACR 2019-FTR3 B2 04.9683 09/25/2047 | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.04% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.04% |
| STACR 2019-DNA2 B2 10.6845 03/25/2049 | 0.04% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.04% |
| FNMA FN30 AV7020 UMBS 03.5000 10/01/2044 | 0.04% |
| GNMA GII30 635065 04.5000 03/20/2046 | 0.03% |
| GNMA GII30 AL8543 04.0000 02/20/2045 | 0.03% |
| GNMA GII30 AQ6653 04.5000 09/20/2045 | 0.03% |
| IOS.FN30.550.08 R USL1M P 01/12/39 BC | 0.03% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.03% |
| 0.85537 R ISWP US0003M P 04/20/2050 | 0.03% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.03% |
| GNMA GII30 609118 04.5000 02/20/2034 | 0.03% |
| GNMA GN30 704478 04.5000 04/15/2039 | 0.03% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% |
| STACR 2017-HQA2 B1 04.9345 12/25/2029 | 0.03% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.03% |
| GNMA GII30 AW8447 04.3250 05/20/2067 | 0.03% |
| CAS 2020-R01 1B1 03.4345 01/25/2040 | 0.03% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.03% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.03% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.03% |
| TREASURY BILL 00.0000 07/16/2020 | 0.03% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.03% |
| GNMA GN30 AG8984 04.5000 05/15/2044 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.03% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| 0.4365 R ISWP US0003M P 06/12/2025 | 0.03% |
| CAS 2020-R02 2B1 04.6609 01/25/2040 | 0.03% |
| GNMA GII30 AO8363 04.0000 09/20/2045 | 0.03% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.03% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.03% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.03% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.03% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.02% |
| GNR 2010-20 SC IO 05.9600 02/20/2040 | 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% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.02% |
| GNMA GII30 AK1223 04.0000 02/20/2045 | 0.02% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.02% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.02% |
| FNR 2008-53 DO PO 00.0000 07/25/2038 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| FHLMC FR30 ZS0468 UMBS 07.5000 10/01/2029 | 0.02% |
| FNR 2005-83 QP 16.9143 11/25/2034 | 0.02% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.02% |
| FNR 2011-123 KS IO 06.4155 10/25/2041 | 0.02% |
| FNW 1998-W2 X IO 00.0000 06/25/2028 | 0.02% |
| GNMA GII30 AO7326 04.6650 09/20/2065 | 0.02% |
| GNMA GII30 AO8415 04.0000 10/20/2045 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| SWPTN 3MX5Y R 0.439 USD 08/06/2020 CI | 0.02% |
| 0.408 R ISWP US0003M P 05/07/2025 | 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% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.02% |
| GNR 2019-99 KS IO 05.8600 08/20/2049 | 0.02% |
| 0.34312 R ISWP US0003M P 05/14/2025 | 0.02% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.02% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 CS | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| 0.352 R ISWP FWD US0003M P 06/30/2025 | 0.02% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.02% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.02% |
| FNR 2013-30 IP IO 03.0000 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% |
| MBX.GII30.450.10 R USL1M P 01/12/41 DE | 0.02% |
| 0.6882 R ISWP US0003M P 06/16/2030 | 0.02% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.02% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.02% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.02% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% |
| CAS 2019-R01 2M2 02.6345 07/25/2031 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 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 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 CG | 0.01% |
| FHLMC FR30 ZS1312 UMBS 04.5000 01/01/2037 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| MBX.GII30.500.10 R USL1M P 01/12/41 CS | 0.01% |
| OPTN FN30 2.0 07/07/20 CALL 101.375 JPMC | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| 0.2616 R ISWP US0003M P 06/23/2022 | 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% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNR 2019-78 SJ IO 05.8600 06/20/2049 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| OPTN FN30 2.5 08/06/20 PUT 103.59765625 JPMC | 0.01% |
| 0.591 R ISWP US0003M P 05/12/2030 | 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% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 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% |
| GNR 2015-99 TI IO 03.5000 04/20/2039 | 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% |
| OPTN FN30 2.0 07/07/20 CALL 101.52734375 JPMC | 0.01% |
| STACR 2019-HQA3 B1 03.1845 09/25/2049 | 0.01% |
| 0.6585 R ISWP US0003M P 06/04/2030 | 0.01% |
| 0.71729 R ISWP US0003M P 05/21/2030 | 0.01% |
| 0.7176 R ISWP US0003M P 05/21/2030 | 0.01% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.01% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% |
| 0.2595 R ISWP US0003M P 05/18/2022 | 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 CS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% |
| FHS 304 C37 IO 03.5000 12/15/2027 | 0.01% |
| FNMA FN30 AA2892 UMBS 04.5000 03/01/2039 | 0.01% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 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% |
| 0.6915 R ISWP US0003M P 04/22/2030 | 0.01% |
| 0.6975 R ISWP US0003M P 06/16/2030 | 0.01% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 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% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| SWPTN 1MX10Y P 0.67 USD 07/22/2020 JP | 0.01% |
| 0.338 R ISWP US0003M P 07/01/2025 | 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% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.01% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 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% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 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% |
| 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% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| 0.39537 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.39637 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.399 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.3998 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.401 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.4016 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.4035 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.664 R ISWP US0003M P 04/24/2030 | 0.00% |
| 0.66726 R ISWP US0003M P 04/24/2030 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNW 1998-W5 X IO 00.7101 07/25/2028 | 0.00% |
| GNMA GII30 2987 07.5000 10/20/2030 | 0.00% |
| GNR 2011-71 IK IO 04.0000 04/16/2039 | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| 0.6505 R ISWP US0003M P 05/26/2030 | 0.00% |
| FHR 3996 IK IO 04.0000 03/15/2039 | 0.00% |
| FHR 4199 CI IO 03.5000 12/15/2037 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| GNR 2010-114 MI IO 04.0000 03/20/2039 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| 0.615 R ISWP US0003M P 05/15/2030 | 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% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNMA FN15 888594 06.0000 08/01/2022 | 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 03.9800 08/25/2042 | 0.00% |
| FSPC T-59 1AX IO 00.2867 10/25/2043 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.00% |
| 0.6195 R ISWP US0003M P 05/15/2030 | 0.00% |
| 0.62 R ISWP US0003M P 05/19/2030 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2001-50 BI IO 00.3857 10/25/2041 | 0.00% |
| FNW 2003-W14 2A 04.2769 01/25/2043 | 0.00% |
| FSPC T-57 2A1 03.9875 07/25/2043 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.00% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | 0.00% |
| SWPTN 3MX5Y P 0.439 USD 08/06/2020 CI | 0.00% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.00% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 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% |
| 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 00.2684 03/25/2045 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNW 2004-W2 4A 03.9911 02/25/2044 | 0.00% |
| FNW 2004-W7 A2 04.5043 03/25/2034 | 0.00% |
| FSPC T-59 2A1 03.7586 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4266 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 2011-81 SB IO 06.5099 11/16/2036 | 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% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | 0.00% |
| 0.429 R ISWP FWD US0003M P 08/10/2025 | 0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | 0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | 0.00% |
| FHLMC FR15 ZS5132 UMBS 06.0000 09/01/2021 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3314 PO PO 00.0000 11/15/2036 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FNMA FN15 745502 06.0000 04/01/2021 | 0.00% |
| FNMA FN15 746111 06.0000 09/01/2021 | 0.00% |
| FNMA FN15 829091 04.0000 09/01/2020 | 0.00% |
| FNMA FN15 831317 05.0000 03/01/2021 | 0.00% |
| FNMA FN15 831496 06.0000 05/01/2021 | 0.00% |
| FNMA FN15 833587 05.5000 09/01/2020 | 0.00% |
| FNMA FN15 836615 05.5000 10/01/2020 | 0.00% |
| FNMA FN15 840106 05.5000 10/01/2020 | 0.00% |
| FNMA FN15 843104 05.5000 10/01/2020 | 0.00% |
| FNMA FN15 847073 05.5000 08/01/2020 | 0.00% |
| FNMA FN15 849103 05.5000 01/01/2021 | 0.00% |
| FNMA FN15 852535 05.5000 01/01/2021 | 0.00% |
| FNMA FN15 872585 06.0000 04/01/2021 | 0.00% |
| FNMA FN15 879632 06.0000 06/01/2021 | 0.00% |
| FNMA FN15 880974 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 880975 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 887261 06.0000 07/01/2021 | 0.00% |
| FNMA FN15 894310 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 894829 06.0000 09/01/2021 | 0.00% |
| FNMA FN15 896560 06.0000 07/01/2021 | 0.00% |
| FNMA FN15 917693 06.0000 04/01/2022 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| FNW 2003-W11 A1 04.3450 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 00.8396 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 2.5 07/07/20 PUT 103.3125 JPMC | 0.00% |
| OPTN FN30 2.5 07/07/20 PUT 103.40625 JPMC | 0.00% |
| OPTN FN30 3.0 07/07/20 PUT 105.0 JPMC | 0.00% |
| OPTN FN30 3.5 07/07/20 CALL 105.34375 JPMC | 0.00% |
| OPTN FN30 4.0 07/07/20 CALL 106.46875 JPMC | 0.00% |
| OPTN GII30 3.0 07/07/20 PUT 105.5625 JPMC | 0.00% |
| OPTN GII30 3.5 07/07/20 CALL 106.09375 JPMC | 0.00% |
| OPTN GII30 4.0 07/07/20 CALL 106.53125 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 5YX5Y P 0.958 USD 05/06/2025 UB | 0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -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% |
| OPTN FN30 2.0 07/07/20 PUT 101.375 JPMC | -0.00% |
| OPTN FN30 2.0 07/07/20 PUT 101.52734375 JPMC | -0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | -0.00% |
| 0.27 R ISWP US0003M P 06/12/2022 | -0.00% |
| 0.3845 R ISWP FWD US0003M P 08/25/2025 | -0.00% |
| 0.639 R ISWP US0003M P 05/13/2030 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.00% |
| SWPTN 1MX10Y P 0.81 USD 07/22/2020 JP | -0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.00% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.00% |
| SWPTN 4WX5Y R 0.36 USD 07/10/2020 GS | -0.00% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | -0.00% |
| 0.75 R ISWP FWD US0003M P 08/12/2030 | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| SWPTN 5WX10Y R 0.675 USD 07/13/2020 CI | -0.00% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% |
| OPTN FN30 3.0 07/07/20 CALL 105.0 JPMC | -0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| SWPTN 1MX10Y P 0.74 USD 07/22/2020 JP | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| OPTN FN30 2.5 08/06/20 PUT 102.47265625 JPMC | -0.01% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -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 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| 0.66003 R ISWP US0003M P 06/17/2030 | -0.01% |
| 0.6693 R ISWP US0003M P 06/22/2030 | -0.01% |
| 0.6732 R ISWP US0003M P 05/14/2030 | -0.01% |
| 0.67619 R ISWP US0003M P 04/24/2030 | -0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | -0.01% |
| 0.273 R ISWP US0003M P 05/12/2022 | -0.01% |
| 0.678 R ISWP US0003M P 04/24/2030 | -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.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 08/06/20 PUT 103.03515625 JPMC | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% |
| OPTN FN30 3.0 08/06/20 PUT 104.84375 JPMC | -0.01% |
| SWPTN 4WX5Y P 0.36 USD 07/10/2020 GS | -0.01% |
| 0.3615 R ISWP US0003M P 06/24/2025 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| IOS.FN30.350.13 P US0001M R 01/12/44 JP | -0.01% |
| 0.3665 R ISWP US0003M P 06/02/2025 | -0.01% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.01% |
| SWPTN 5WX10Y P 0.675 USD 07/13/2020 CI | -0.01% |
| 0.765 R ISWP US0003M P 06/12/2030 | -0.01% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | -0.01% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% |
| OPTN FN30 3.0 08/06/20 PUT 104.875 JPMC | -0.02% |
| 0.683 R ISWP US0003M P 05/22/2030 | -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.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| OPTN FN30 3.0 08/06/20 PUT 104.8125 JPMC | -0.02% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| 0.38588 R ISWP US0003M P 05/21/2025 | -0.02% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.02% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% |
| 0.65 R ISWP US0003M P 05/26/2030 | -0.02% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.02% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.02% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.02% |
| 0.3765 R ISWP US0003M P 04/29/2022 | -0.02% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% |
| SWPTN 6MX30Y R 0.442 USD 09/23/2020 JP | -0.03% |
| 0.90 R ISWP FWD US0003M P 06/17/2050 | -0.03% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -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% |
| 1.5095 R ISWP FWD US0003M P 08/28/2030 | -0.03% |
| IOS.FN30.550.08 P USL1M R 01/12/39 GS | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.03% |
| 0.404 R ISWP US0003M P 06/08/2025 | -0.03% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | -0.03% |
| 0.4029 R ISWP US0003M P 04/27/2022 | -0.03% |
| 0.7275 R ISWP US0003M P 04/22/2030 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| OPTN FN30 2.5 08/06/20 PUT 103.5625 JPMC | -0.03% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.03% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.03% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.03% |
| 0.895 R ISWP US0003M P 04/22/2030 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.04% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 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% |
| 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 | -0.05% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.05% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -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 5YX30Y P 1.727 USD 01/22/2025 GS | -0.05% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.05% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.05% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -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 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.05% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.06% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.06% |
| OPTN GII30 4.0 07/07/20 PUT 106.53125 JPMC | -0.06% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.06% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.06% |
| 0.385 R ISWP US0003M P 05/21/2025 | -0.07% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.07% |
| OPTN FN30 3.5 07/07/20 PUT 105.34375 JPMC | -0.07% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -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% |
| OPTN FN30 4.0 07/07/20 PUT 106.46875 JPMC | -0.07% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.07% |
| SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | -0.07% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.08% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | -0.08% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.08% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.08% |
| OPTN GII30 3.5 07/07/20 PUT 106.09375 JPMC | -0.08% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.08% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.08% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.09% |
| 0.8955 R ISWP US0003M P 06/10/2030 | -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% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.11% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.11% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.11% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.12% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.12% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.12% |
| SWPTN 3MX5Y R 0.353 USD 08/13/2020 BC | -0.12% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.13% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.13% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -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 | -0.15% |
| 1.4765 R ISWP US0003M P 02/18/2030 | -0.15% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.16% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.16% |
| 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 | -0.17% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.18% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.19% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.20% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.20% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.23% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.24% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.24% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.26% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.28% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.28% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.29% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.29% |
| 2.44 R ISWP FWD US0003M P 03/26/2030 | -0.32% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.32% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.34% |
| 2.098 R ISWP FWD US0003M P 03/04/2030 | -0.34% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.35% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.37% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.38% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.39% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.39% |
| GNMA GII30 TBA 03.5000 07/01/2050 | -0.40% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.44% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.44% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.44% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.48% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.49% |
| 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 | -0.62% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.73% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.77% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.79% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.88% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.40% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -2.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -2.89% |
| US 5YR NOTE (CBT) SEP20 FVU0 | -3.71% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -5.71% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -6.23% |
| US 2YR NOTE (CBT) SEP20 TUU0 | -169.88% |
| FNMA FN30 TBA UMBS 04.5000 06/01/2050 | 10.28% |
|---|---|
| FNMA FN30 TBA UMBS 05.5000 06/01/2050 | 7.27% |
| REPO TRIPA MORTG 0.07 06/01/2020 | 5.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 4.52% |
| GNMA GII30 TBA 04.5000 06/01/2050 | 4.37% |
| FNMA FN30 AB8804 UMBS 02.5000 03/01/2043 | 3.24% |
| CASH MGMT BILL 00.0000 08/11/2020 | 3.11% |
| FNR 2007-95 A3 00.7372 08/27/2036 | 2.70% |
| TREASURY BILL 00.0000 06/25/2020 | 2.50% |
| TREASURY BILL 00.0000 08/13/2020 | 2.44% |
| TREASURY BILL 00.0000 06/11/2020 | 2.30% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 2.12% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 1.94% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 1.74% |
| FNMA FN30 TBA UMBS 06.0000 06/01/2050 | 1.61% |
| FHS 315 PO PO 00.0000 09/15/2043 | 1.61% |
| TREASURY BILL 00.0000 08/20/2020 | 1.46% |
| TREASURY BILL 00.0000 08/06/2020 | 1.20% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.12% |
| TREASURY BILL 00.0000 07/23/2020 | 1.10% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 1.06% |
| FNR 2016-85 SL IO 05.9318 11/25/2046 | 1.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 1.02% |
| BAYV 2006-C 1A3 06.0280 11/28/2036 | 1.02% |
| CARR 2006-NC2 A4 00.4083 06/25/2036 | 0.97% |
| FED HOME LN DISCOUNT NT 313384F38 GDC 09/09/2020 | 0.95% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.94% |
| TREASURY BILL 00.0000 09/10/2020 | 0.90% |
| 1.57 R ISWP US0003M P 02/18/2030 | 0.88% |
| SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 0.88% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.84% |
| STACR 2016-DNA3 M3 05.1683 12/25/2028 | 0.80% |
| MSC 2011-C3 E P/P 144A 05.2444 07/15/2049 | 0.78% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.77% |
| FNR 2016-83 BS IO 05.9318 11/25/2046 | 0.76% |
| CAS 2017-C05 1B1 03.7683 01/25/2030 | 0.76% |
| CWL 2007-10 1A1 00.3483 06/25/2047 | 0.76% |
| TREASURY BILL 00.0000 07/09/2020 | 0.75% |
| STACR 2018-DNA1 B1 03.3183 07/25/2030 | 0.74% |
| DBUBS 2011-LC3A D P/P 144A 05.3347 08/10/2044 | 0.73% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.72% |
| US ULTRA BOND CBT SEP20 WNU0 | 0.69% |
| FNR 2018-36 SD IO 06.0818 06/25/2048 | 0.67% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.66% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.65% |
| FNR 2016-81 SA IO 05.9818 11/25/2046 | 0.65% |
| STACR 2018-DNA2 B1 03.8683 12/25/2030 | 0.63% |
| CAS 2018 - C01 1B1 03.7183 07/25/2030 | 0.59% |
| WFRBS 2012-C9 D P/P 144A 04.8107 11/15/2045 | 0.59% |
| MCAS 2019-01 M10 P/P 144A 03.4183 10/15/2049 | 0.58% |
| SPST 2019-3 A 00.8683 06/24/2020 | 0.58% |
| BF0101 03.5000 06/01/2056 | 0.58% |
| WAMU 2005-AR14 1A2 03.8314 12/25/2035 | 0.57% |
| SPST 2019-7 A 00.8683 09/24/2020 | 0.57% |
| CAS 2018-C02 2M2 02.3683 08/25/2030 | 0.54% |
| SPST 2020-2 A 00.9983 03/26/2021 | 0.54% |
| GNR 2016-H11 HI IO 02.1037 01/20/2066 | 0.52% |
| GNR 2016-H23 NI IO 02.8654 10/20/2066 | 0.51% |
| GNR 2019-125 SG IO 05.8793 10/20/2049 | 0.51% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.50% |
| MRAIT 2020-2 A 02.1345 10/22/2020 | 0.50% |
| GSMS 2014-GC18 C 04.9888 01/10/2047 | 0.50% |
| FN BF0091 | 0.48% |
| FNR 2016-50 SM IO 05.9318 08/25/2046 | 0.48% |
| AHM 2007-1 GA1C 00.3583 05/25/2047 | 0.47% |
| MWST 2018-W1 A 01.0183 11/25/2051 | 0.46% |
| GNR 2017-H20 AI IO 02.3539 10/20/2067 | 0.46% |
| GNR 2013-87 SA IO 06.0293 06/20/2043 | 0.45% |
| FNR 2016-8 SA IO 05.8818 03/25/2046 | 0.45% |
| GNR 2016-H07 PI IO 02.2821 03/20/2066 | 0.45% |
| CAS 2017-C01 1M2 03.7183 07/25/2029 | 0.44% |
| FHR 3065 DC 19.3091 03/15/2035 | 0.43% |
| GNR 2019-121 SD IO 05.8293 10/20/2049 | 0.43% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.42% |
| GNR 2016-H27 GI IO 02.3917 12/20/2066 | 0.42% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.41% |
| GNR 2017-H03 KI IO 02.6159 01/20/2067 | 0.41% |
| CAS 2016-C03 1M2 05.4683 10/25/2028 | 0.41% |
| FNR 2017-104 SL IO 05.9818 01/25/2048 | 0.40% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.40% |
| CAS 2017-C06 2B1 04.6183 02/25/2030 | 0.40% |
| UBSCM 2012-C1 D P/P 144A 05.5691 05/10/2045 | 0.40% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.40% |
| BMIR 2017-1 M2 P/P 144A 03.5183 10/25/2027 | 0.40% |
| GNR 2019-56 SK IO 05.9793 05/20/2049 | 0.39% |
| JPMBB 2013-C14 D P/P 144A 04.7018 08/15/2046 | 0.38% |
| GNR 2017-H25 CI IO 02.3783 12/20/2067 | 0.38% |
| GNR 2015-H22 AI IO 02.4920 09/20/2065 | 0.38% |
| GSMS 2014-GC24 D P/P 144A 04.5316 09/10/2047 | 0.37% |
| STACR 2017-HQA2 M2 02.8183 12/25/2029 | 0.37% |
| STACR 2019-HQA1 M2 02.5183 02/25/2049 | 0.37% |
| STACR 2018-HQA1 M2 02.4683 09/25/2030 | 0.37% |
| GNR 2017-H06 MI IO 02.2431 02/20/2067 | 0.36% |
| TREASURY BILL 00.0000 06/04/2020 | 0.36% |
| CAS 2017-C07 1B1 04.1683 05/25/2030 | 0.36% |
| CAS 2017-C06 1B1 04.3183 02/25/2030 | 0.36% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.36% |
| MWST 2019-1 A 00.9683 06/25/2052 | 0.36% |
| GNR 2019-158 AS IO 05.9679 09/16/2043 | 0.36% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.36% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.35% |
| UBSC 2011-C1 D P/P 144A 06.0504 01/10/2045 | 0.34% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.34% |
| GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.34% |
| GNR 2015-H20 CI IO 02.7430 08/20/2065 | 0.34% |
| SPST 2019-11 A 00.9183 10/24/2020 | 0.33% |
| FNMA FN30 AV7052 UMBS 03.5000 03/01/2045 | 0.33% |
| CAS 2016-C03 1B 11.9183 10/25/2028 | 0.33% |
| OMIR 2018-1A M2 03.0183 07/25/2028 | 0.32% |
| COMM 2014-CR17 D P/P 144A 04.8474 05/10/2047 | 0.32% |
| GNR 2016-H18 QI IO 03.8715 06/20/2066 | 0.32% |
| FNR 2008-24 SP 22.6664 02/25/2038 | 0.32% |
| GNR 2018-H01 XI IO 02.3363 01/20/2068 | 0.32% |
| GNR 2016-H13 IK IO 02.6254 06/20/2066 | 0.32% |
| GNR 2015-H10 HI IO 01.9779 04/20/2065 | 0.31% |
| GNMA GII30 AI6258 04.5000 05/20/2044 | 0.30% |
| GNR 2017-H08 GI IO 02.5796 02/20/2067 | 0.29% |
| GNR 2018-H04 JI IO 02.5192 03/20/2068 | 0.29% |
| GNMA GN30 AM4380 04.0000 05/15/2045 | 0.29% |
| CAS 2017-C07 2B1 04.6183 05/25/2030 | 0.28% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.28% |
| FNR 2018-20 SB IO 06.0818 03/25/2048 | 0.28% |
| CWALT 2006-OA19 A1 00.3508 02/20/2047 | 0.28% |
| CAS 2018-C06 1B1 03.9183 03/25/2031 | 0.28% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.28% |
| GNR 2017-H08 EI IO 02.5997 02/20/2067 | 0.28% |
| STACR 2019-DNA1 B2 10.9183 01/25/2049 | 0.28% |
| STACR 2015-HQA1 B 08.9683 03/25/2028 | 0.28% |
| CAS 2018-C04 2B1 04.6683 12/25/2030 | 0.27% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.27% |
| GNR 2016-H10 AI IO 01.9648 04/20/2066 | 0.27% |
| FNR 2019-45 SD IO 05.8818 08/25/2049 | 0.27% |
| GNR 2016-H17 DI IO 02.4047 07/20/2066 | 0.27% |
| FNMA FN30 AV7059 UMBS 03.5000 04/01/2045 | 0.27% |
| GNR 2019-35 SE IO 05.9679 01/16/2044 | 0.27% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.27% |
| COMM 2013-LC13 D P/P 144A 05.2872 08/10/2046 | 0.26% |
| GNR 2015-H22 GI IO 02.5877 09/20/2065 | 0.26% |
| COMM 2012-CR4 B P/P 144A 03.7030 10/15/2045 | 0.26% |
| GNR 2017-H04 BI IO 02.4532 02/20/2067 | 0.26% |
| NHLT 2019-2A M4 P/P 144A 05.6822 11/26/2029 | 0.26% |
| GNR 2011-156 SK IO 06.4293 04/20/2038 | 0.26% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.26% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.26% |
| BMIR 2018-2A M1C P/P 144A 01.7683 08/25/2028 | 0.26% |
| JPMCC 2013-LC11 D 04.1675 04/15/2046 | 0.26% |
| MCAS 2020-01 M10 P/P 144A 04.6500 03/25/2050 | 0.26% |
| GNR 2013-39 IJ IO 04.5000 03/20/2043 | 0.26% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.25% |
| MRAFT 2020-2 A1 01.1700 05/30/2022 | 0.25% |
| GNR 2015-H13 AI IO 02.6264 06/20/2065 | 0.25% |
| GNR 2019-100 JS IO 05.9293 08/20/2049 | 0.25% |
| GNR 2016-H24 IO IO 02.1403 09/20/2066 | 0.25% |
| GNR 2014-H21 AI IO 02.0860 10/20/2064 | 0.25% |
| MSBAM 2013-C12 E P/P 144A 04.7655 10/15/2046 | 0.25% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.24% |
| 0.85 R ISWP FWD US0003M P 06/17/2030 | 0.24% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.24% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.24% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.24% |
| GNMA GII30 AH8784 04.5000 06/20/2034 | 0.24% |
| GNR 2015-H04 AI IO 02.0098 12/20/2064 | 0.24% |
| GNR 2015-H23 TI IO 02.0646 09/20/2065 | 0.23% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.23% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.23% |
| JPALT 2006-A6 1A1 00.3283 11/25/2036 | 0.23% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.23% |
| GNR 2018-H02 IM IO 02.3376 02/20/2068 | 0.22% |
| FHR 4953 AI IO 04.0000 02/25/2050 | 0.22% |
| FNR 2018-47 SA IO 06.0818 07/25/2048 | 0.22% |
| CASH MGMT BILL 00.0000 08/25/2020 | 0.22% |
| STACR 2017-DNA2 M2 03.6183 10/25/2029 | 0.22% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.22% |
| FNR 2017-19 IH IO 05.0000 03/25/2047 | 0.22% |
| DBUBS 2011-LC2A D P/P 144A 05.5297 07/10/2044 | 0.22% |
| FHR 2976 LC 23.7467 05/15/2035 | 0.22% |
| GNR 2016-H14 AI IO 02.9131 06/20/2066 | 0.22% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.22% |
| CAS 2018-C03 1M2 02.3183 10/25/2030 | 0.21% |
| FHR 4436 SC IO 05.9664 02/15/2045 | 0.21% |
| JPMBB 2014-C19 D P/P 144A 04.6778 04/15/2047 | 0.21% |
| STACR 2014-DN4 M3 04.7183 10/25/2024 | 0.21% |
| JPMCC 2010-C2 D P/P 144A 05.6353 11/15/2043 | 0.21% |
| SPST 2019-WL1 A 00.8183 08/25/2052 | 0.21% |
| FHR 4621 QI IO 03.5000 10/15/2046 | 0.21% |
| GNR 2016-H03 AI IO 02.1521 01/20/2066 | 0.21% |
| GNR 2016-H06 DI IO 02.5283 07/20/2065 | 0.21% |
| JPMCC 2011-C3 D P/P 144A 05.6641 02/15/2046 | 0.21% |
| STACR 2018-DNA2 M2 02.3183 12/25/2030 | 0.21% |
| FNR 2018-51 BI IO 05.5000 07/25/2038 | 0.21% |
| UBSC 2011-C1 B P/P 144A 06.0504 01/10/2045 | 0.21% |
| GNR 2017-H10 MI IO 02.3212 04/20/2067 | 0.21% |
| FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.20% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.20% |
| GNR 2017-H08 NI IO 02.3950 03/20/2067 | 0.20% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.20% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.20% |
| CAS 2017-C02 2B1 05.6683 09/25/2029 | 0.20% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.20% |
| GNR 2016-80 SD IO 05.9293 06/20/2046 | 0.20% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.20% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.20% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.20% |
| WFRBS 2012-C9 E P/P 144A 04.8107 11/15/2045 | 0.20% |
| GNR 2013-182 SP IO 06.5293 12/20/2043 | 0.19% |
| GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.19% |
| CAS 2018-C05 1M2 02.5183 01/25/2031 | 0.19% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.19% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.19% |
| COMM 2013-LC6 C 04.2420 01/10/2046 | 0.19% |
| GNR 2014-119 SA IO 05.4293 08/20/2044 | 0.19% |
| GNR 2017-H03 CI IO 02.6794 12/20/2066 | 0.19% |
| GNR 2016-H04 KI IO 01.9391 02/20/2066 | 0.19% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.19% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.19% |
| STACR 2019-DNA4 B2 06.4183 10/25/2049 | 0.19% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.19% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.19% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.19% |
| FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.19% |
| GNR 2016-H06 HI IO 02.0779 02/20/2066 | 0.19% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.18% |
| CAS 2020-SBT1 1M2 03.6500 02/25/2040 | 0.18% |
| GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.18% |
| GNR 2017-H25 IO IO 02.2624 11/20/2067 | 0.18% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 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 GS | 0.18% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.18% |
| GNR 2014-H25 BI IO 01.8489 12/20/2064 | 0.18% |
| GNR 2017-H09 IO IO 02.1811 04/20/2067 | 0.18% |
| SWPTN 3MX5Y P 0.353 USD 08/13/2020 BC | 0.18% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.18% |
| GNR 2015-H25 BI IO 02.4249 10/20/2065 | 0.18% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.17% |
| FNR 2011-4 CS 12.5635 05/25/2040 | 0.17% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.17% |
| GNR 2016-H24 KI IO 02.9731 11/20/2066 | 0.17% |
| GNR 2011-H07 FI IO 01.3961 02/20/2061 | 0.17% |
| GSMS 2014-GC22 C 04.6904 06/10/2047 | 0.17% |
| WFHET 2007-2 A3 00.3983 04/25/2037 | 0.16% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.16% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.16% |
| GSMS 2010-C1 D P/P 144A 05.9859 08/10/2043 | 0.16% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.16% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.16% |
| GNR 2016-H06 AI IO 02.0377 02/20/2066 | 0.16% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.16% |
| GNR 2014-137 ID IO 05.5000 09/16/2044 | 0.16% |
| GNR 2015-H24 HI IO 02.0377 09/20/2065 | 0.16% |
| GNR 2017-H14 LI IO 02.1808 06/20/2067 | 0.16% |
| UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.16% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.16% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.16% |
| GNR 2015-H16 XI IO 02.9630 07/20/2065 | 0.16% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.16% |
| CAS 2019-R05 1B1 04.2683 07/25/2039 | 0.16% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.16% |
| JPMBB 2013-C12 C 04.0998 07/15/2045 | 0.16% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.16% |
| GNR 2017-H23 BI IO 02.0477 11/20/2067 | 0.15% |
| FASST 2019-HB1 M5 06.0000 04/25/2029 | 0.15% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.15% |
| GNR 2016-H04 HI IO 02.3806 07/20/2065 | 0.15% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.15% |
| MCAS 2019-01 M7 P/P 144A 01.8683 10/15/2049 | 0.15% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.15% |
| COMM 2014-CR19 D P/P 144A 04.7302 08/10/2047 | 0.15% |
| GNR 2014-H18 CI IO 01.7361 09/20/2064 | 0.15% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.15% |
| BANK 2020-BN25 C 03.3536 01/15/2063 | 0.15% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.15% |
| FHR 4546 PI IO 04.0000 12/15/2045 | 0.14% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.14% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.14% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.14% |
| CGCMT 2012-GC8 C P/P 144A 04.8813 09/10/2045 | 0.14% |
| FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.14% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.14% |
| CAS 2017-C03 1M2 03.1683 10/25/2029 | 0.14% |
| GNR 2018-H05 ID 02.0570 03/20/2068 | 0.14% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.14% |
| GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.14% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.14% |
| GNR 2014-182 BI IO 04.0000 01/20/2039 | 0.14% |
| GNR 2017-H14 JI IO 02.1933 06/20/2067 | 0.14% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.14% |
| CAS 2018-C06 2B1 04.2683 03/25/2031 | 0.14% |
| FNR 2005-74 NK 26.6588 05/25/2035 | 0.14% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.14% |
| CAS 2020-SBT1 1B1 06.7500 02/25/2040 | 0.13% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2050 | 0.13% |
| STACR 2017-DNA2 B1 05.3183 10/25/2029 | 0.13% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.13% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.13% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.13% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.13% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.13% |
| WFCM 2020-C56 C 03.7506 06/15/2053 | 0.13% |
| GNR 2018-H02 IO IO 02.5659 01/20/2068 | 0.13% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.13% |
| GNR 2012-H11 FI IO 01.3771 02/20/2062 | 0.13% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.12% |
| STACR 2017-HQA1 M2 03.7183 08/25/2029 | 0.12% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.12% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.12% |
| DBUBS 2011-LC1A C P/P 144A 05.6865 11/10/2046 | 0.12% |
| GNR 2016-H01 HI IO 02.0906 10/20/2065 | 0.12% |
| JPMCC 2011-C4 C P/P 144A 05.3431 07/15/2046 | 0.12% |
| STACR 2018-HQA2 B1 04.4183 10/25/2048 | 0.12% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.12% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.12% |
| COMM 2014-CR16 C 04.9277 04/10/2047 | 0.12% |
| GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.12% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.12% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.12% |
| STACR 2018-DNA1 M2 01.9683 07/25/2030 | 0.12% |
| CAS 2018-C03 1B1 03.9183 10/25/2030 | 0.12% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.12% |
| FNR 2005-106 JC 19.6023 12/25/2035 | 0.12% |
| SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.12% |
| MSBAM 2013-C10 F P/P 144A 04.0822 07/15/2046 | 0.12% |
| BSCMS 2007-T26 AJ 05.4325 01/12/2045 | 0.12% |
| MSAC 2004-HE9 M2 01.0983 11/25/2034 | 0.12% |
| CGCMT 2013-GC11 C 04.1340 04/10/2046 | 0.12% |
| FHR 2990 LB 16.4763 06/15/2034 | 0.12% |
| GNR 2017-H25 AI IO 02.6644 12/20/2067 | 0.12% |
| TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.12% |
| STAR 2019-1 M1 03.7640 06/25/2049 | 0.11% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.11% |
| WFCM 2018-C48 C 05.1205 01/15/2052 | 0.11% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.11% |
| FNR 2007-53 SP 23.5831 06/25/2037 | 0.11% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.11% |
| MSC 2012-C4 C P/P 144A 05.4190 03/15/2045 | 0.11% |
| WAMU 2005-AR8 2AC2 01.0883 07/25/2045 | 0.11% |
| JPMBB 2013-C12 E P/P 144A 04.0998 07/15/2045 | 0.11% |
| JPMBB 2014-C23 D P/P 144A 03.9726 09/15/2047 | 0.11% |
| MSC 2012-C4 E P/P 144A 05.4190 03/15/2045 | 0.11% |
| GNR 2011-H16 FI IO 01.1869 07/20/2061 | 0.11% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.11% |
| GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.11% |
| GNMA GII30 AJ8849 03.0000 10/20/2044 | 0.10% |
| STACR 2019-DNA1 M2 02.8183 01/25/2049 | 0.10% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.10% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.10% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.10% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.10% |
| FHR 4136 IQ IO 03.5000 11/15/2042 | 0.10% |
| FHR 4425 EI IO 04.0000 01/15/2045 | 0.10% |
| GNR 2016-H08 GI IO 01.5872 04/20/2066 | 0.10% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.10% |
| GNR 2014-100 NI IO 04.0000 06/20/2043 | 0.10% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.10% |
| GNMA GII30 BA7681 04.6220 06/20/2067 | 0.10% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.10% |
| MSBAM 2012-C6 G P/P 144A 04.5000 11/15/2045 | 0.10% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.10% |
| GNR 2017-H06 EI IO 01.7449 02/20/2067 | 0.10% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.10% |
| MSBAM 2013-C12 D P/P 144A 04.7655 10/15/2046 | 0.10% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.10% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.09% |
| CAS 2016-C04 1B 10.4183 01/25/2029 | 0.09% |
| FNMA FN30 AV7026 UMBS 03.5000 11/01/2044 | 0.09% |
| FNR 2012-114 NI IO 03.5000 10/25/2041 | 0.09% |
| FNR 2013-22 PI IO 03.5000 10/25/2042 | 0.09% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.09% |
| GNR 2016-H24 JI IO 02.6801 11/20/2066 | 0.09% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.09% |
| WFRBS 2011-C4 E P/P 144A 05.2210 06/15/2044 | 0.09% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.09% |
| FNR 2006-8 HP 23.9498 03/25/2036 | 0.09% |
| JPMCC 2011-C3 E P/P 144A 05.6641 02/15/2046 | 0.09% |
| STACR 2018-HQA2 B2 11.1683 10/25/2048 | 0.09% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | 0.09% |
| GNMA GII30 AY4779 04.5100 03/20/2067 | 0.09% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.09% |
| BALTA 2005-8 21A1 03.7532 10/25/2035 | 0.08% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.08% |
| 0.805 R ISWP US0003M P 05/04/2050 | 0.08% |
| UBSBB 2012-C4 D P/P 144A 04.4750 12/10/2045 | 0.08% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.08% |
| HVMLT 2005-2 1A 00.6924 05/19/2035 | 0.08% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.08% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.08% |
| OMIR 2017-1A M2 P/P 144A 04.1683 04/25/2027 | 0.08% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.08% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.08% |
| CAS 2015-C04 1M2 05.8683 04/25/2028 | 0.08% |
| FNR 2006-62 PS 38.8905 07/25/2036 | 0.08% |
| STACR 2014-HQ3 M3 04.9183 10/25/2024 | 0.08% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | 0.08% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.08% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.08% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.08% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.08% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.08% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.07% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.07% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.07% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.07% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.07% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.07% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.07% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.07% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.07% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.07% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.07% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | 0.07% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.07% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.07% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.07% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.07% |
| FHR 4530 HI IO 04.0000 11/15/2045 | 0.07% |
| GNMA GII30 AJ4184 04.5000 09/20/2044 | 0.07% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.07% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| FHR 3408 EK 25.0542 04/15/2037 | 0.06% |
| CAS 2019-R01 2B1 04.5183 07/25/2031 | 0.06% |
| GNR 2015-H23 DI IO 02.0212 09/20/2065 | 0.06% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.06% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.06% |
| GNR 2020-15 CS IO 05.8793 12/02/2021 | 0.06% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.06% |
| BALTA 2005-10 11A1 00.6683 01/25/2036 | 0.06% |
| FHR 4019 JI IO 04.0000 05/15/2041 | 0.06% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.06% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.06% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.06% |
| 0.78 R ISWP US0003M P 04/28/2050 | 0.06% |
| CAS 2016-C03 2B 12.9183 10/25/2028 | 0.06% |
| CAS 2016-C05 2M2 04.6183 01/25/2029 | 0.06% |
| FHR 4136 ES IO 06.0664 11/15/2042 | 0.06% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.06% |
| GNMA GII30 609117 04.5000 02/20/2044 | 0.06% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.06% |
| FNR 2012-104 HI IO 04.0000 09/25/2027 | 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% |
| FNR 2005-122 SE 22.5111 11/25/2035 | 0.06% |
| CAS 2018-C01 1M2 02.4183 07/25/2030 | 0.06% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.06% |
| STACR 2015-HQ1 M3 03.9683 03/25/2025 | 0.06% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.05% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.05% |
| SAMI 2006-AR7 A1BG 00.2883 08/25/2036 | 0.05% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.05% |
| GNMA GII30 AJ6287 04.0000 09/20/2044 | 0.05% |
| GNR 2016-69 IO IO 04.0000 05/20/2046 | 0.05% |
| OMIR 2019-1A B1B 04.5183 07/25/2029 | 0.05% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | 0.05% |
| GNMA GII30 AJ4182 04.5000 09/20/2044 | 0.05% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.05% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.05% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.05% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.05% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.05% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.05% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.05% |
| GNR 2015-24 AI IO 03.5000 12/20/2037 | 0.05% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.05% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.05% |
| STACR 2017-DNA1 M2 03.4183 07/25/2029 | 0.05% |
| STACR 2019-DNA2 M2 02.6183 03/25/2049 | 0.04% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.04% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.04% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| 0.85537 R ISWP US0003M P 04/20/2050 | 0.04% |
| CAS 2019-R02 1M2 02.4683 08/25/2031 | 0.04% |
| GNR 2014-174 AI IO 03.0000 11/16/2029 | 0.04% |
| OMIR 2019-1A B1A 03.6683 07/25/2029 | 0.04% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.04% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% |
| GNMA GN30 AG8989 04.5000 05/15/2044 | 0.04% |
| EMIR 2020-1 B1 04.9260 01/25/2030 | 0.04% |
| FNR 2005-75 GS 19.7453 08/25/2035 | 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% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.04% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.04% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.04% |
| FHR 3249 PS 21.6690 12/15/2036 | 0.04% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.04% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.04% |
| FNMA FN30 AV7020 UMBS 03.5000 10/01/2044 | 0.04% |
| GNMA GN30 704478 04.5000 04/15/2039 | 0.04% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.04% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.04% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.04% |
| GNMA GII30 AL8543 04.0000 02/20/2045 | 0.04% |
| GNMA GII30 AQ6653 04.5000 09/20/2045 | 0.04% |
| IOS.FN30.550.08 R USL1M P 01/12/39 BC | 0.04% |
| STACR 2015-DNA3 B 09.5183 04/25/2028 | 0.04% |
| GNMA GII30 609118 04.5000 02/20/2034 | 0.03% |
| GNMA GII30 635065 04.5000 03/20/2046 | 0.03% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.03% |
| GNMA GN30 AG8984 04.5000 05/15/2044 | 0.03% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% |
| STACR 2019-HQA2 B2 11.4183 04/25/2049 | 0.03% |
| GNMA GII30 AW8447 04.3250 05/20/2067 | 0.03% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.03% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.03% |
| TREASURY BILL 00.0000 07/16/2020 | 0.03% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.03% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.03% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.03% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.03% |
| GNR 2010-20 SC IO 05.9793 02/20/2040 | 0.03% |
| GNR 2014-160 IB IO 03.0000 11/20/2040 | 0.03% |
| RMIR 2020-1 B1 05.1690 02/25/2030 | 0.03% |
| GNMA GII30 AO8363 04.0000 09/20/2045 | 0.03% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.03% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.03% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.03% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | 0.03% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.03% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.03% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.03% |
| STACR 2017-HQA2 B1 04.9183 12/25/2029 | 0.03% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| GNMA GII30 AK1223 04.0000 02/20/2045 | 0.02% |
| OPTN GII30 3.5 06/04/20 CALL 105.84375 JPMC | 0.02% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.02% |
| FNR 2008-53 DO PO 00.0000 07/25/2038 | 0.02% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.02% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.02% |
| CAS 2020-R01 1B1 03.4183 01/25/2040 | 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% |
| FHLMC FR30 ZS0468 UMBS 07.5000 10/01/2029 | 0.02% |
| FNR 2005-83 QP 16.9566 11/25/2034 | 0.02% |
| FNR 2011-123 KS IO 06.4318 10/25/2041 | 0.02% |
| GNMA GII30 AO8415 04.0000 10/20/2045 | 0.02% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% |
| STACR 2019-DNA3 B2 08.3183 07/25/2049 | 0.02% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.02% |
| FNW 1998-W2 X IO 06.9543 06/25/2028 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.02% |
| CAS 2020-R02 2B1 04.6609 01/25/2040 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.02% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| GNMA GII30 AO7326 04.6650 09/20/2065 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| GNR 2019-99 KS IO 05.8793 08/20/2049 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| STACR 2019-FTR3 B2 05.2873 09/25/2047 | 0.02% |
| SWPTN 3MX5Y R 0.439 USD 08/06/2020 CI | 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 MS | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.02% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 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 MA2242 UMBS 04.0000 04/01/2045 | 0.02% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 CS | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 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 AX8877 UMBS 04.5000 12/01/2044 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| MBX.GII30.450.10 R USL1M P 01/12/41 DE | 0.02% |
| STACR 2019-DNA2 B2 10.6683 03/25/2049 | 0.02% |
| 0.591 R ISWP US0003M P 05/12/2030 | 0.02% |
| CAS 2019-R01 2M2 02.6183 07/25/2031 | 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% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.02% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.02% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% |
| GNR 2015-99 TI IO 03.5000 04/20/2039 | 0.02% |
| GNR 2019-78 SJ IO 05.8793 06/20/2049 | 0.02% |
| MBX.GII30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| OPTN FN30 2.5 06/04/20 CALL 103.96875 JPMC | 0.02% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.02% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% |
| FHLMC FR30 ZS1312 UMBS 04.5000 01/01/2037 | 0.01% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| 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% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 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 BT5534 05.0000 03/20/2050 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 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% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.01% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| 0.408 R ISWP US0003M P 05/07/2025 | 0.01% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 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.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% |
| FHS 304 C37 IO 03.5000 12/15/2027 | 0.01% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 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% |
| 0.71729 R ISWP US0003M P 05/21/2030 | 0.01% |
| 0.7176 R ISWP US0003M P 05/21/2030 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| FNMA FN30 AA2892 UMBS 04.5000 03/01/2039 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 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% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% |
| STACR 2019-HQA3 B1 03.1683 09/25/2049 | 0.01% |
| SWPTN 3MX5Y P 0.439 USD 08/06/2020 CI | 0.01% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.01% |
| GNR 2011-71 IK IO 04.0000 04/16/2039 | 0.01% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.01% |
| 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% |
| 0.6915 R ISWP US0003M P 04/22/2030 | 0.01% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.01% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.01% |
| FHR 3996 IK IO 04.0000 03/15/2039 | 0.01% |
| OPTN GII30 4.0 06/04/20 CALL 106.5 JPMC | 0.01% |
| 0.615 R ISWP US0003M P 05/15/2030 | 0.00% |
| 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% |
| FHR 4199 CI IO 03.5000 12/15/2037 | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNW 1998-W5 X IO 00.6385 07/25/2028 | 0.00% |
| GNMA GII30 2987 07.5000 10/20/2030 | 0.00% |
| GNR 2010-114 MI IO 04.0000 03/20/2039 | 0.00% |
| OPTN FN30 2.5 06/04/20 CALL 104.1875 JPMC | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| 0.2595 R ISWP US0003M P 05/18/2022 | 0.00% |
| 0.6195 R ISWP US0003M P 05/15/2030 | 0.00% |
| 0.62 R ISWP US0003M P 05/19/2030 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 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% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| 0.39537 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.39637 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.399 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.3998 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.401 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.4016 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.4035 R ISWP US0003M P 05/11/2025 | 0.00% |
| 0.66726 R ISWP US0003M P 04/24/2030 | 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 FN15 888594 06.0000 08/01/2022 | 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 03.9794 08/25/2042 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| OPTN FN30 3.5 06/04/20 CALL 105.59375 JPMC | 0.00% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.00% |
| 0.6505 R ISWP US0003M P 05/26/2030 | 0.00% |
| 0.664 R ISWP US0003M P 04/24/2030 | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2001-50 BI IO 00.3841 10/25/2041 | 0.00% |
| FNW 2003-W14 2A 04.2791 01/25/2043 | 0.00% |
| FSPC T-57 2A1 03.9752 07/25/2043 | 0.00% |
| GNR 2011-81 SB IO 06.5229 11/16/2036 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| 0.639 R ISWP US0003M P 05/13/2030 | 0.00% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 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 00.2738 03/25/2045 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNW 2004-W2 4A 03.9855 02/25/2044 | 0.00% |
| FNW 2004-W7 A2 04.5040 03/25/2034 | 0.00% |
| FSPC T-59 2A1 03.7587 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4218 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% |
| OPTN FN30 3.0 06/04/20 CALL 105.40625 JPMC | 0.00% |
| OPTN GII30 3.0 06/04/20 CALL 106.0625 JPMC | 0.00% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 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 5YX10Y P 0.902 USD 04/02/2025 UB | 0.00% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | 0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | 0.00% |
| FHLMC FR15 ZS5132 UMBS 06.0000 09/01/2021 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3314 PO PO 00.0000 11/15/2036 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FNMA FN15 745502 06.0000 04/01/2021 | 0.00% |
| FNMA FN15 746111 06.0000 09/01/2021 | 0.00% |
| FNMA FN15 823534 05.5000 07/01/2020 | 0.00% |
| FNMA FN15 829091 04.0000 09/01/2020 | 0.00% |
| FNMA FN15 831317 05.0000 03/01/2021 | 0.00% |
| FNMA FN15 831496 06.0000 05/01/2021 | 0.00% |
| FNMA FN15 833587 05.5000 09/01/2020 | 0.00% |
| FNMA FN15 836615 05.5000 10/01/2020 | 0.00% |
| FNMA FN15 840106 05.5000 10/01/2020 | 0.00% |
| FNMA FN15 843104 05.5000 10/01/2020 | 0.00% |
| FNMA FN15 847073 05.5000 08/01/2020 | 0.00% |
| FNMA FN15 849103 05.5000 01/01/2021 | 0.00% |
| FNMA FN15 852535 05.5000 01/01/2021 | 0.00% |
| FNMA FN15 872585 06.0000 04/01/2021 | 0.00% |
| FNMA FN15 879632 06.0000 06/01/2021 | 0.00% |
| FNMA FN15 880974 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 880975 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 887261 06.0000 07/01/2021 | 0.00% |
| FNMA FN15 894310 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 894829 06.0000 09/01/2021 | 0.00% |
| FNMA FN15 896560 06.0000 07/01/2021 | 0.00% |
| FNMA FN15 917693 06.0000 04/01/2022 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| FNW 2003-W11 A1 04.3450 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 00.8396 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 4.0 06/04/20 CALL 106.625 JPMC | 0.00% |
| OPTN GII30 3.5 06/04/20 PUT 105.84375 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 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -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 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | -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% |
| OPTN GII30 4.0 06/04/20 PUT 106.5 JPMC | -0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.00% |
| 0.273 R ISWP US0003M P 05/12/2022 | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.00% |
| 0.67619 R ISWP US0003M P 04/24/2030 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| 0.6732 R ISWP US0003M P 05/14/2030 | -0.01% |
| 0.678 R ISWP US0003M P 04/24/2030 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| 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% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | -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 MS | -0.01% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.01% |
| 0.34312 R ISWP US0003M P 05/14/2025 | -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% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% |
| 0.38588 R ISWP US0003M P 05/21/2025 | -0.01% |
| 0.65 R ISWP US0003M P 05/26/2030 | -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% |
| 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% |
| IOS.FN30.350.13 P US0001M R 01/12/44 JP | -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% |
| 0.683 R ISWP US0003M P 05/22/2030 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 5YX30Y R 1.17 USD 03/13/2025 TD | -0.02% |
| 0.3765 R ISWP US0003M P 04/29/2022 | -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 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| OPTN GII30 3.0 06/04/20 PUT 106.0625 JPMC | -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 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% |
| 0.4029 R ISWP US0003M P 04/27/2022 | -0.02% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.02% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.02% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% |
| 0.7275 R ISWP US0003M P 04/22/2030 | -0.03% |
| OPTN FN30 4.0 06/04/20 PUT 106.625 JPMC | -0.03% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.03% |
| 1.5095 R ISWP FWD US0003M P 08/28/2030 | -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% |
| IOS.FN30.550.08 P USL1M R 01/12/39 GS | -0.03% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | -0.03% |
| OPTN FN30 3.5 06/04/20 PUT 105.59375 JPMC | -0.03% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.03% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.03% |
| SWPTN 6MX30Y R 0.442 USD 09/23/2020 JP | -0.03% |
| 0.385 R ISWP US0003M P 05/21/2025 | -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 3YX10Y P 1.512 USD 08/30/2022 MS | -0.03% |
| 0.353 R ISWP FWD US0003M P 08/17/2025 | -0.03% |
| 0.895 R ISWP US0003M P 04/22/2030 | -0.03% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.04% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | -0.04% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.04% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.04% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -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 | -0.05% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.05% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.05% |
| OPTN FN30 2.5 06/04/20 PUT 103.96875 JPMC | -0.05% |
| 0.90 R ISWP FWD US0003M P 06/17/2050 | -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 7YX25Y P 2.902 USD 11/08/2024 JP | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.06% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.06% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.06% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.06% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.06% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.06% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.06% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.06% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.06% |
| OPTN FN30 2.5 06/04/20 PUT 104.1875 JPMC | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.07% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.07% |
| IOS.FN30.650.67 P USL1M R 01/12/38 BC | -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% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.08% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.08% |
| SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | -0.08% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.08% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.09% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.09% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | -0.09% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.10% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.11% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.11% |
| OPTN FN30 3.0 06/04/20 PUT 105.40625 JPMC | -0.12% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.12% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.12% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 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 | -0.12% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.12% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.13% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.13% |
| SWPTN 3MX5Y R 0.353 USD 08/13/2020 BC | -0.15% |
| 1.4765 R ISWP US0003M P 02/18/2030 | -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 | -0.15% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.16% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.16% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.16% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.16% |
| 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 | -0.17% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.18% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.18% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.19% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.20% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.20% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.23% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.24% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.25% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.28% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.28% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.30% |
| 2.44 R ISWP FWD US0003M P 03/26/2030 | -0.32% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.32% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.33% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.33% |
| 2.098 R ISWP FWD US0003M P 03/04/2030 | -0.35% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.36% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.37% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.38% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.38% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.40% |
| GNMA GII30 TBA 03.5000 06/01/2050 | -0.40% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.40% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.44% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.44% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.45% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.48% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.50% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.56% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.67% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.79% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.80% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.84% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.90% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.41% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -2.23% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -3.50% |
| US 5YR NOTE (CBT) SEP20 FVU0 | -3.78% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -5.87% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -6.78% |
| US 2YR NOTE (CBT) SEP20 TUU0 | -173.04% |
| FNMA FN30 TBA UMBS 04.5000 05/01/2050 | 10.16% |
|---|---|
| FNMA FN30 TBA UMBS 05.5000 05/01/2050 | 7.17% |
| REPO TRIPA MORTG 0.04 05/01/2020 | 5.89% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 4.54% |
| GNMA GII30 TBA 04.5000 05/01/2050 | 4.30% |
| FNMA FN30 AB8804 UMBS 02.5000 03/01/2043 | 3.28% |
| FNR 2007-95 A3 01.1966 08/27/2036 | 2.61% |
| TREASURY BILL 00.0000 06/25/2020 | 2.48% |
| REPO TRIPA MORTG 0.04 05/01/2020 | 2.43% |
| TREASURY BILL 00.0000 08/13/2020 | 2.42% |
| TREASURY BILL 00.0000 06/11/2020 | 2.28% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 2.14% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 1.94% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 1.72% |
| FHS 315 PO PO 00.0000 09/15/2043 | 1.63% |
| FNMA FN30 TBA UMBS 06.0000 05/01/2049 | 1.59% |
| TREASURY BILL 00.0000 08/20/2020 | 1.44% |
| TREASURY BILL 00.0000 08/06/2020 | 1.19% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 1.15% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.13% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 1.09% |
| TREASURY BILL 00.0000 07/23/2020 | 1.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 1.07% |
| FNR 2016-85 SL IO 05.6128 11/25/2046 | 1.00% |
| SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 1.00% |
| BAYV 2006-C 1A3 06.0280 11/28/2036 | 0.99% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.94% |
| FED HOME LN DISCOUNT NT 313384F38 GDC 09/09/2020 | 0.94% |
| CARR 2006-NC2 A4 00.7273 06/25/2036 | 0.94% |
| TREASURY BILL 00.0000 09/10/2020 | 0.89% |
| 1.57 R ISWP US0003M P 02/18/2030 | 0.87% |
| TREASURY BILL 00.0000 05/05/2020 | 0.85% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.84% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.81% |
| STACR 2016-DNA3 M3 05.4873 12/25/2028 | 0.79% |
| MSC 2011-C3 E P/P 144A 05.4192 07/15/2049 | 0.76% |
| FNR 2016-83 BS IO 05.6128 11/25/2046 | 0.75% |
| TREASURY BILL 00.0000 07/09/2020 | 0.74% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.74% |
| CWL 2007-10 1A1 00.6673 06/25/2047 | 0.73% |
| TREASURY BILL 00.0000 05/07/2020 | 0.73% |
| DBUBS 2011-LC3A D P/P 144A 05.5124 08/10/2044 | 0.72% |
| US ULTRA BOND CBT JUN20 WNM0 | 0.71% |
| CAS 2017-C05 1B1 04.0873 01/25/2030 | 0.67% |
| FNR 2018-36 SD IO 05.7628 06/25/2048 | 0.66% |
| FNR 2016-81 SA IO 05.6628 11/25/2046 | 0.64% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.62% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.62% |
| STACR 2018-DNA1 B1 03.6373 07/25/2030 | 0.61% |
| WFRBS 2012-C9 D P/P 144A 04.9711 11/15/2045 | 0.58% |
| SPST 2019-3 A 01.6285 06/24/2020 | 0.58% |
| MCAS 2019-01 M10 P/P 144A 03.7373 10/15/2049 | 0.58% |
| BF0101 03.5000 06/01/2056 | 0.57% |
| WAMU 2005-AR14 1A2 03.8313 12/25/2035 | 0.56% |
| SPST 2019-7 A 01.6285 09/24/2020 | 0.56% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.54% |
| SPST 2020-2 A 01.3173 03/26/2021 | 0.53% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.53% |
| GNR 2016-H11 HI IO 02.1022 01/20/2066 | 0.52% |
| STACR 2018-DNA2 B1 04.1873 12/25/2030 | 0.51% |
| CAS 2018-C02 2M2 02.6873 08/25/2030 | 0.51% |
| MRAIT 2020-2 A 02.1345 10/22/2020 | 0.51% |
| GNR 2019-125 SG IO 05.3318 10/20/2049 | 0.51% |
| CAS 2018 - C01 1B1 04.0373 07/25/2030 | 0.50% |
| GNR 2016-H23 NI IO 02.5817 10/20/2066 | 0.49% |
| GSMS 2014-GC18 C 05.1552 01/10/2047 | 0.48% |
| AHM 2007-1 GA1C 00.6773 05/25/2047 | 0.48% |
| FN BF0091 | 0.48% |
| FNR 2016-50 SM IO 05.6128 08/25/2046 | 0.48% |
| MWST 2018-W1 A 01.3373 11/25/2051 | 0.46% |
| GNR 2013-87 SA IO 05.4818 06/20/2043 | 0.46% |
| GNR 2016-H07 PI IO 02.2780 03/20/2066 | 0.45% |
| FNR 2016-8 SA IO 05.5628 03/25/2046 | 0.45% |
| GNR 2019-121 SD IO 05.2818 10/20/2049 | 0.44% |
| GNR 2017-H20 AI IO 02.3548 10/20/2067 | 0.44% |
| CAS 2017-C01 1M2 04.0373 07/25/2029 | 0.43% |
| FHR 3065 DC 17.4180 03/15/2035 | 0.43% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.42% |
| UBSCM 2012-C1 D P/P 144A 05.7548 05/10/2045 | 0.42% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.42% |
| BMIR 2017-1 M2 P/P 144A 03.8373 10/25/2027 | 0.41% |
| GNR 2019-56 SK IO 05.4318 05/20/2049 | 0.40% |
| CAS 2016-C03 1M2 05.7873 10/25/2028 | 0.40% |
| FNR 2017-104 SL IO 05.6628 01/25/2048 | 0.40% |
| GNR 2016-H27 GI IO 02.3902 12/20/2066 | 0.40% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.40% |
| GNR 2017-H03 KI IO 02.3107 01/20/2067 | 0.40% |
| STACR 2019-HQA1 M2 02.8373 02/25/2049 | 0.39% |
| JPMBB 2013-C14 D P/P 144A 04.8586 08/15/2046 | 0.39% |
| GNR 2017-H25 CI IO 02.3769 12/20/2067 | 0.39% |
| GNR 2015-H22 AI IO 02.1868 09/20/2065 | 0.38% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.38% |
| CAS 2017-C06 2B1 04.9373 02/25/2030 | 0.37% |
| STACR 2018-HQA1 M2 02.7873 09/25/2030 | 0.37% |
| GSMS 2014-GC24 D P/P 144A 04.6652 09/10/2047 | 0.37% |
| COMM 2014-CR17 D P/P 144A 05.0091 05/10/2047 | 0.36% |
| TREASURY BILL 00.0000 06/04/2020 | 0.36% |
| CAS 2017-C07 1B1 04.4873 05/25/2030 | 0.36% |
| GNR 2017-H06 MI IO 02.2449 02/20/2067 | 0.36% |
| GNR 2019-158 AS IO 05.3559 09/16/2043 | 0.36% |
| CAS 2017-C06 1B1 04.6373 02/25/2030 | 0.36% |
| MWST 2019-1 A 01.2873 06/25/2052 | 0.36% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.35% |
| UBSC 2011-C1 D P/P 144A 06.2521 01/10/2045 | 0.34% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.34% |
| STACR 2017-HQA2 M2 03.1373 12/25/2029 | 0.34% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.34% |
| GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.33% |
| FNR 2019-58 SA IO 05.5628 10/25/2049 | 0.33% |
| FNMA FN30 AV7052 UMBS 03.5000 03/01/2045 | 0.32% |
| GNR 2015-H20 CI IO 02.4433 08/20/2065 | 0.32% |
| FNR 2008-24 SP 21.4967 02/25/2038 | 0.32% |
| GNR 2018-H01 XI IO 02.3369 01/20/2068 | 0.32% |
| GNR 2016-H13 IK IO 02.6243 06/20/2066 | 0.32% |
| GNR 2016-H18 QI IO 03.2565 06/20/2066 | 0.31% |
| MSBAM 2013-C12 E P/P 144A 04.9244 10/15/2046 | 0.31% |
| GNR 2015-H10 HI IO 02.1284 04/20/2065 | 0.30% |
| CAS 2016-C03 1B 12.2373 10/25/2028 | 0.30% |
| OMIR 2018-1A M2 03.3373 07/25/2028 | 0.30% |
| STACR 2015-HQA1 B 09.2873 03/25/2028 | 0.29% |
| GNMA GII30 AI6258 04.5000 05/20/2044 | 0.29% |
| GNR 2017-H08 GI IO 02.5784 02/20/2067 | 0.29% |
| FNR 2018-20 SB IO 05.7628 03/25/2048 | 0.29% |
| GNR 2019-83 SL IO 05.3818 07/20/2049 | 0.29% |
| GNR 2018-H04 JI IO 02.5631 03/20/2068 | 0.28% |
| GNMA GN30 AM4380 04.0000 05/15/2045 | 0.28% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.28% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.28% |
| GNR 2017-H08 EI IO 02.6287 02/20/2067 | 0.28% |
| SPST 2019-11 A 01.3198 10/24/2020 | 0.27% |
| JPMCC 2013-LC11 D 04.3064 04/15/2046 | 0.27% |
| CWALT 2006-OA19 A1 00.8983 02/20/2047 | 0.27% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.27% |
| GNR 2019-35 SE IO 05.3559 01/16/2044 | 0.27% |
| FNMA FN30 AV7059 UMBS 03.5000 04/01/2045 | 0.27% |
| GNR 2011-156 SK IO 05.8818 04/20/2038 | 0.26% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.26% |
| GNR 2017-H04 BI IO 02.4614 02/20/2067 | 0.26% |
| COMM 2013-LC13 D P/P 144A 05.4635 08/10/2046 | 0.26% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.26% |
| MCAS 2020-01 M10 P/P 144A 04.6500 03/25/2050 | 0.26% |
| NHLT 2019-2A M4 P/P 144A 05.6822 11/26/2029 | 0.26% |
| GNR 2016-H17 DI IO 02.4702 07/20/2066 | 0.26% |
| COMM 2012-CR4 B P/P 144A 03.7030 10/15/2045 | 0.26% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.26% |
| GNR 2016-H10 AI IO 01.7427 04/20/2066 | 0.26% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.26% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.26% |
| FNR 2019-45 SD IO 05.5628 08/25/2049 | 0.26% |
| GNR 2013-39 IJ IO 04.5000 03/20/2043 | 0.26% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.25% |
| GNR 2019-100 JS IO 05.3818 08/20/2049 | 0.25% |
| 0.85 R ISWP FWD US0003M P 06/17/2030 | 0.25% |
| GNR 2015-H13 AI IO 02.5734 06/20/2065 | 0.25% |
| GNR 2015-H22 GI IO 02.5843 09/20/2065 | 0.25% |
| CAS 2017-C07 2B1 04.9373 05/25/2030 | 0.25% |
| BMIR 2018-2A M1C P/P 144A 02.0873 08/25/2028 | 0.24% |
| GNR 2016-H24 IO IO 02.1362 09/20/2066 | 0.24% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.24% |
| GNMA GII30 AH8784 04.5000 06/20/2034 | 0.24% |
| CAS 2018-C06 1B1 04.2373 03/25/2031 | 0.24% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.24% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.23% |
| GNR 2015-H04 AI IO 01.7047 12/20/2064 | 0.23% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.23% |
| GNR 2014-H21 AI IO 01.7826 10/20/2064 | 0.23% |
| GNR 2018-H02 IM IO 02.3389 02/20/2068 | 0.22% |
| MSC 2012-C4 E P/P 144A 05.5997 03/15/2045 | 0.22% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.22% |
| FNR 2018-47 SA IO 05.7628 07/25/2048 | 0.22% |
| JPALT 2006-A6 1A1 00.6473 11/25/2036 | 0.22% |
| FNR 2017-19 IH IO 05.0000 03/25/2047 | 0.22% |
| FHR 4953 AI IO 04.0000 02/25/2050 | 0.22% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.22% |
| FHR 2976 LC 21.4353 05/15/2035 | 0.22% |
| FHR 4436 SC IO 05.3360 02/15/2045 | 0.22% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.21% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.21% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.21% |
| JPMBB 2014-C19 D P/P 144A 04.8340 04/15/2047 | 0.21% |
| STACR 2019-DNA1 B2 11.2373 01/25/2049 | 0.21% |
| CAS 2018-C04 2B1 04.9873 12/25/2030 | 0.21% |
| GNR 2017-H08 NI IO 02.4135 03/20/2067 | 0.21% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.21% |
| OPTN GII30 3.0 05/06/20 CALL 104.5625 JPMC | 0.21% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.21% |
| FNR 2018-51 BI IO 05.5000 07/25/2038 | 0.21% |
| GNR 2016-H14 AI IO 02.8596 06/20/2066 | 0.21% |
| GNR 2017-H10 MI IO 01.4095 04/20/2067 | 0.21% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.21% |
| GNR 2016-H03 AI IO 01.8489 01/20/2066 | 0.21% |
| STACR 2017-DNA2 M2 03.9373 10/25/2029 | 0.20% |
| JPMCC 2010-C2 D P/P 144A 05.8231 11/15/2043 | 0.20% |
| FHR 4621 QI IO 03.5000 10/15/2046 | 0.20% |
| FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.20% |
| JPMCC 2011-C3 D P/P 144A 05.8529 02/15/2046 | 0.20% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.20% |
| STACR 2014-DN4 M3 05.0373 10/25/2024 | 0.20% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.20% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.20% |
| GNR 2016-80 SD IO 05.3818 06/20/2046 | 0.20% |
| UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.20% |
| GNR 2016-H06 DI IO 02.3900 07/20/2065 | 0.20% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.20% |
| GNR 2015-H23 TI IO 01.9057 09/20/2065 | 0.19% |
| GNR 2017-H03 CI IO 02.8777 12/20/2066 | 0.19% |
| GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.19% |
| SPST 2019-WL1 A 01.1373 08/25/2052 | 0.19% |
| CAS 2018-C03 1M2 02.6373 10/25/2030 | 0.19% |
| GNR 2013-182 SP IO 05.9818 12/20/2043 | 0.19% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.19% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.19% |
| GNR 2014-119 SA IO 04.8818 08/20/2044 | 0.19% |
| STACR 2018-DNA2 M2 02.6373 12/25/2030 | 0.19% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.19% |
| WFRBS 2012-C9 E P/P 144A 04.9711 11/15/2045 | 0.19% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.19% |
| FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.19% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.19% |
| GNR 2016-H04 KI IO 01.6441 02/20/2066 | 0.19% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.19% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.19% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.19% |
| GSMS 2010-C1 D P/P 144A 06.1690 08/10/2043 | 0.18% |
| GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.18% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.18% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.18% |
| CAS 2018-C05 1M2 02.8373 01/25/2031 | 0.18% |
| GNR 2016-H06 HI IO 02.0785 02/20/2066 | 0.18% |
| GNR 2017-H09 IO IO 01.5357 04/20/2067 | 0.18% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.18% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.18% |
| GNR 2011-H07 FI IO 01.2361 02/20/2061 | 0.18% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | 0.18% |
| UBSBB 2012-C4 D P/P 144A 04.6245 12/10/2045 | 0.18% |
| CAS 2017-C02 2B1 05.9873 09/25/2029 | 0.18% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.17% |
| FNR 2011-4 CS 11.9255 05/25/2040 | 0.17% |
| GNR 2017-H25 IO IO 02.2632 11/20/2067 | 0.17% |
| DBUBS 2011-LC2A D P/P 144A 05.7140 07/10/2044 | 0.17% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.17% |
| GNR 2016-H24 KI IO 02.9962 11/20/2066 | 0.17% |
| TREASURY BILL 00.0000 05/21/2020 | 0.17% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.17% |
| GNR 2014-H25 BI IO 01.6880 12/20/2064 | 0.17% |
| STACR 2019-DNA4 B2 06.7373 10/25/2049 | 0.17% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.17% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.17% |
| GNR 2015-H25 BI IO 02.1211 10/20/2065 | 0.17% |
| GSMS 2014-GC22 C 04.8469 06/10/2047 | 0.17% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.16% |
| GNR 2017-H14 LI IO 02.2335 06/20/2067 | 0.16% |
| WFHET 2007-2 A3 00.7173 04/25/2037 | 0.16% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.16% |
| GNR 2014-137 ID IO 05.5000 09/16/2044 | 0.16% |
| GNR 2015-H24 HI IO 02.0391 09/20/2065 | 0.16% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.16% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.16% |
| GNR 2015-H16 XI IO 02.6911 07/20/2065 | 0.16% |
| WFRBS 2011-C4 E P/P 144A 05.3901 06/15/2044 | 0.16% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.16% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.16% |
| GNR 2016-H06 AI IO 01.7399 02/20/2066 | 0.16% |
| FASST 2019-HB1 M5 06.0000 04/25/2029 | 0.15% |
| MCAS 2019-01 M7 P/P 144A 02.1873 10/15/2049 | 0.15% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.15% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.15% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.15% |
| GNR 2016-H04 HI IO 02.3811 07/20/2065 | 0.15% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.15% |
| FHR 4546 PI IO 04.0000 12/15/2045 | 0.14% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.14% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.14% |
| GNR 2018-H05 ID 02.0570 03/20/2068 | 0.14% |
| FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.14% |
| OPTN FN30 3.0 06/04/20 CALL 105.40625 JPMC | 0.14% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.14% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.14% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.14% |
| GNR 2014-H18 CI IO 01.5775 09/20/2064 | 0.14% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.14% |
| FNR 2005-74 NK 25.0638 05/25/2035 | 0.14% |
| GNR 2017-H14 JI IO 02.1897 06/20/2067 | 0.14% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.14% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.14% |
| GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.14% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.14% |
| GNR 2014-182 BI IO 04.0000 01/20/2039 | 0.13% |
| FNMA FN30 TBA UMBS 03.0000 05/01/2050 | 0.13% |
| CAS 2017-C03 1M2 03.4873 10/25/2029 | 0.13% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.13% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.13% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.13% |
| 0.90 R ISWP FWD US0003M P 06/17/2050 | 0.13% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.13% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.13% |
| GNR 2018-H02 IO IO 02.6653 01/20/2068 | 0.13% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.13% |
| GNR 2017-H23 BI IO 01.8870 11/20/2067 | 0.13% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.13% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.13% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.12% |
| COMM 2014-CR19 D P/P 144A 04.8879 08/10/2047 | 0.12% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.12% |
| GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.12% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.12% |
| STACR 2017-DNA2 B1 05.6373 10/25/2029 | 0.12% |
| STACR 2017-HQA1 M2 04.0373 08/25/2029 | 0.12% |
| FHR 2990 LB 14.8652 06/15/2034 | 0.12% |
| BSCMS 2007-T26 AJ 05.5420 01/12/2045 | 0.12% |
| CAS 2020-SBT1 1B1 06.7500 02/25/2040 | 0.12% |
| GNR 2012-H11 FI IO 01.2147 02/20/2062 | 0.12% |
| GNR 2016-H01 HI IO 02.0867 10/20/2065 | 0.12% |
| UBSC 2011-C1 B P/P 144A 06.2521 01/10/2045 | 0.12% |
| FNR 2005-106 JC 18.6132 12/25/2035 | 0.12% |
| MSAC 2004-HE9 M2 01.4173 11/25/2034 | 0.12% |
| GNR 2017-H25 AI IO 02.7273 12/20/2067 | 0.12% |
| STACR 2018-HQA2 B1 04.7373 10/25/2048 | 0.12% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.11% |
| JPMBB 2013-C12 E P/P 144A 04.2365 07/15/2045 | 0.11% |
| MSBAM 2012-C6 G P/P 144A 04.5000 11/15/2045 | 0.11% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.11% |
| FNR 2007-53 SP 22.4134 06/25/2037 | 0.11% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.11% |
| STAR 2019-1 M1 03.7640 06/25/2049 | 0.11% |
| WAMU 2005-AR8 2AC2 01.4073 07/25/2045 | 0.11% |
| CAS 2019-R05 1B1 04.5873 07/25/2039 | 0.11% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.11% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.11% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.11% |
| GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.11% |
| JPMBB 2014-C23 D P/P 144A 04.1218 09/15/2047 | 0.11% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.11% |
| CAS 2018-C06 2B1 04.5873 03/25/2031 | 0.10% |
| FHR 4425 EI IO 04.0000 01/15/2045 | 0.10% |
| GNMA GII30 AJ8849 03.0000 10/20/2044 | 0.10% |
| FHR 4136 IQ IO 03.5000 11/15/2042 | 0.10% |
| MSBAM 2013-C10 F P/P 144A 04.2184 07/15/2046 | 0.10% |
| SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.10% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.10% |
| GNR 2011-H16 FI IO 01.0213 07/20/2061 | 0.10% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.10% |
| GNR 2014-100 NI IO 04.0000 06/20/2043 | 0.10% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.10% |
| GNMA GII30 BA7681 04.6250 06/20/2067 | 0.10% |
| GNR 2017-H06 EI IO 01.5826 02/20/2067 | 0.10% |
| STACR 2019-DNA1 M2 03.1373 01/25/2049 | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.10% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.10% |
| GNR 2016-H08 GI IO 01.4261 04/20/2066 | 0.10% |
| OMIR 2017-1A M2 P/P 144A 04.4873 04/25/2027 | 0.10% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.10% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.10% |
| OPTN FN30 2.5 06/04/20 CALL 103.96875 JPMC | 0.10% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.09% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.09% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.09% |
| MSBAM 2013-C12 D P/P 144A 04.9244 10/15/2046 | 0.09% |
| FNR 2012-114 NI IO 03.5000 10/25/2041 | 0.09% |
| FNR 2013-22 PI IO 03.5000 10/25/2042 | 0.09% |
| FNMA FN30 AV7026 UMBS 03.5000 11/01/2044 | 0.09% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.09% |
| GNR 2016-H24 JI IO 02.3764 11/20/2066 | 0.09% |
| FNR 2006-8 HP 22.7801 03/25/2036 | 0.09% |
| STACR 2018-HQA2 B2 11.4873 10/25/2048 | 0.09% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.09% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.09% |
| GNMA GII30 AY4779 04.5100 03/20/2067 | 0.09% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.09% |
| JPMCC 2011-C3 E P/P 144A 05.8529 02/15/2046 | 0.08% |
| BALTA 2005-8 21A1 03.7562 10/25/2035 | 0.08% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.08% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.08% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | 0.08% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.08% |
| CAS 2016-C04 1B 10.7373 01/25/2029 | 0.08% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.08% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.08% |
| HVMLT 2005-2 1A 01.2383 05/19/2035 | 0.08% |
| FNR 2006-62 PS 36.9765 07/25/2036 | 0.08% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.08% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.08% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.08% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | 0.08% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.08% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.07% |
| CAS 2015-C04 1M2 06.1873 04/25/2028 | 0.07% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 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% |
| STACR 2014-HQ3 M3 05.2373 10/25/2024 | 0.07% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.07% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.07% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.07% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.07% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.07% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.07% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.07% |
| FHR 4530 HI IO 04.0000 11/15/2045 | 0.07% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.07% |
| GNR 2020-15 CS IO 05.3318 12/02/2021 | 0.07% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.07% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.07% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.07% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.06% |
| GNMA GII30 AJ4184 04.5000 09/20/2044 | 0.06% |
| FHR 3408 EK 22.5177 04/15/2037 | 0.06% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.06% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| GNR 2015-H23 DI IO 01.8649 09/20/2065 | 0.06% |
| OPTN FN30 2.5 06/04/20 CALL 104.1875 JPMC | 0.06% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | 0.06% |
| FHR 4019 JI IO 04.0000 05/15/2041 | 0.06% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.06% |
| CAS 2016-C05 2M2 04.9373 01/25/2029 | 0.06% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.06% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.06% |
| BALTA 2005-10 11A1 00.9873 01/25/2036 | 0.06% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.06% |
| STACR 2015-HQ1 M3 04.2873 03/25/2025 | 0.06% |
| FHR 4136 ES IO 05.4360 11/15/2042 | 0.06% |
| FNR 2012-104 HI IO 04.0000 09/25/2027 | 0.06% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.06% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.06% |
| FNR 2005-122 SE 21.3946 11/25/2035 | 0.06% |
| GNMA GII30 609117 04.5000 02/20/2044 | 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% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.06% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.05% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.05% |
| SAMI 2006-AR7 A1BG 00.6073 08/25/2036 | 0.05% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.05% |
| GNMA GII30 AJ4182 04.5000 09/20/2044 | 0.05% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.05% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.05% |
| GNR 2016-69 IO IO 04.0000 05/20/2046 | 0.05% |
| CAS 2016-C03 2B 13.2373 10/25/2028 | 0.05% |
| GNMA GII30 AJ6287 04.0000 09/20/2044 | 0.05% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.05% |
| OMIR 2019-1A B1B 04.8373 07/25/2029 | 0.05% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.05% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| CAS 2018-C01 1M2 02.7373 07/25/2030 | 0.05% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.05% |
| GNR 2015-24 AI IO 03.5000 12/20/2037 | 0.05% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.05% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.05% |
| STACR 2019-DNA2 M2 02.9373 03/25/2049 | 0.05% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.04% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.04% |
| GNR 2014-174 AI IO 03.0000 11/16/2029 | 0.04% |
| CAS 2019-R01 2B1 04.8373 07/25/2031 | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.04% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| CAS 2019-R02 1M2 02.7873 08/25/2031 | 0.04% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.04% |
| GNMA GN30 AG8989 04.5000 05/15/2044 | 0.04% |
| STACR 2017-DNA1 M2 03.7373 07/25/2029 | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.04% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.04% |
| OMIR 2019-1A B1A 03.9873 07/25/2029 | 0.04% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| FNR 2005-75 GS 18.7883 08/25/2035 | 0.04% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.04% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.04% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.04% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.04% |
| EMIR 2020-1 B1 04.9260 01/25/2030 | 0.04% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | 0.04% |
| FHR 3249 PS 19.5888 12/15/2036 | 0.04% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.04% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.04% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.04% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.04% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.04% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.04% |
| FNMA FN30 AV7020 UMBS 03.5000 10/01/2044 | 0.04% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.04% |
| GNMA GII30 AQ6653 04.5000 09/20/2045 | 0.04% |
| GNMA GN30 704478 04.5000 04/15/2039 | 0.04% |
| STACR 2015-DNA3 B 09.8373 04/25/2028 | 0.04% |
| GNMA GII30 635065 04.5000 03/20/2046 | 0.03% |
| GNMA GII30 AL8543 04.0000 02/20/2045 | 0.03% |
| IOS.FN30.550.08 R USL1M P 01/12/39 BC | 0.03% |
| OPTN FN30 2.5 06/04/20 PUT 104.28125 JPMC | 0.03% |
| GNMA GII30 609118 04.5000 02/20/2034 | 0.03% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% |
| GNMA GN30 AG8984 04.5000 05/15/2044 | 0.03% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.03% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.03% |
| GNMA GII30 AW8447 04.3250 05/20/2067 | 0.03% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.03% |
| STACR 2019-HQA2 B2 11.7373 04/25/2049 | 0.03% |
| TREASURY BILL 00.0000 07/16/2020 | 0.03% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.03% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.03% |
| GNR 2014-160 IB IO 03.0000 11/20/2040 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.03% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.03% |
| GNR 2010-20 SC IO 05.4318 02/20/2040 | 0.03% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.03% |
| GNMA GII30 AO8363 04.0000 09/20/2045 | 0.03% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.03% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.03% |
| RMIR 2020-1 B1 05.1690 02/25/2030 | 0.03% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.03% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.03% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.03% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.03% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| GNMA GII30 AK1223 04.0000 02/20/2045 | 0.02% |
| STACR 2019-FTR3 B2 05.7466 09/25/2047 | 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% |
| FNR 2008-53 DO PO 00.0000 07/25/2038 | 0.02% |
| STACR 2017-HQA2 B1 05.2373 12/25/2029 | 0.02% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| CAS 2020-R02 2B1 04.6609 01/25/2040 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.02% |
| FHLMC FR30 ZS0468 UMBS 07.5000 10/01/2029 | 0.02% |
| FNR 2005-83 QP 16.1272 11/25/2034 | 0.02% |
| FNR 2011-123 KS IO 06.1128 10/25/2041 | 0.02% |
| GNMA GII30 AO8415 04.0000 10/20/2045 | 0.02% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.02% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.02% |
| CAS 2018-C03 1B1 04.2373 10/25/2030 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.02% |
| FNW 1998-W2 X IO 06.9543 06/25/2028 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.02% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.02% |
| GNMA GII30 AO7326 04.6650 09/20/2065 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| GNR 2019-99 KS IO 05.3318 08/20/2049 | 0.02% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.02% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 CS | 0.02% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.02% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.02% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.02% |
| GNR 2015-99 TI IO 03.5000 04/20/2039 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| MBX.GII30.450.10 R USL1M P 01/12/41 DE | 0.02% |
| CAS 2020-R01 1B1 03.7373 01/25/2040 | 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% |
| GNR 2019-78 SJ IO 05.3318 06/20/2049 | 0.02% |
| STACR 2019-DNA3 B2 08.6373 07/25/2049 | 0.02% |
| 0.78 R ISWP US0003M P 04/28/2050 | 0.02% |
| CAS 2019-R01 2M2 02.9373 07/25/2031 | 0.02% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.02% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% |
| MBX.GII30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.02% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% |
| FHLMC FR30 ZS1312 UMBS 04.5000 01/01/2037 | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| OPTN GII30 4.0 05/06/20 CALL 106.28125 JPMC | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| STACR 2019-DNA2 B2 10.9873 03/25/2049 | 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 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 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.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| FHS 304 C37 IO 03.5000 12/15/2027 | 0.01% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.01% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 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% |
| 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.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNR 2011-71 IK IO 04.0000 04/16/2039 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% |
| 0.6915 R ISWP US0003M P 04/22/2030 | 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% |
| 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 2019-HQA3 B1 03.4873 09/25/2049 | 0.01% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.01% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.01% |
| FHR 3996 IK IO 04.0000 03/15/2039 | 0.01% |
| FNW 1998-W5 X IO 00.8218 07/25/2028 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | 0.00% |
| FHR 4199 CI IO 03.5000 12/15/2037 | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| GNMA GII30 2987 07.5000 10/20/2030 | 0.00% |
| GNR 2010-114 MI IO 04.0000 03/20/2039 | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| FNW 2003-W3 1A4 04.0184 08/25/2042 | 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% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| 0.664 R ISWP US0003M P 04/24/2030 | 0.00% |
| 0.66726 R ISWP US0003M P 04/24/2030 | 0.00% |
| FHLMC FR30 ZS1526 UMBS 04.5000 06/01/2037 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNMA FN15 888594 06.0000 08/01/2022 | 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% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2001-50 BI IO 00.3852 10/25/2041 | 0.00% |
| FNW 2003-W14 2A 04.3970 01/25/2043 | 0.00% |
| FSPC T-57 2A1 04.0218 07/25/2043 | 0.00% |
| GNR 2011-81 SB IO 05.9109 11/16/2036 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | 0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 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 00.2742 03/25/2045 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNW 2004-W2 4A 04.1388 02/25/2044 | 0.00% |
| FNW 2004-W7 A2 04.5037 03/25/2034 | 0.00% |
| FSPC T-59 2A1 03.8901 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4220 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 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| FHLMC FR15 ZS5132 UMBS 06.0000 09/01/2021 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3314 PO PO 00.0000 11/15/2036 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FNMA FN15 745502 06.0000 04/01/2021 | 0.00% |
| FNMA FN15 746111 06.0000 09/01/2021 | 0.00% |
| FNMA FN15 823534 05.5000 07/01/2020 | 0.00% |
| FNMA FN15 829041 05.5000 07/01/2020 | 0.00% |
| FNMA FN15 829091 04.0000 09/01/2020 | 0.00% |
| FNMA FN15 831317 05.0000 03/01/2021 | 0.00% |
| FNMA FN15 831496 06.0000 05/01/2021 | 0.00% |
| FNMA FN15 833587 05.5000 09/01/2020 | 0.00% |
| FNMA FN15 836615 05.5000 10/01/2020 | 0.00% |
| FNMA FN15 840106 05.5000 10/01/2020 | 0.00% |
| FNMA FN15 843104 05.5000 10/01/2020 | 0.00% |
| FNMA FN15 847073 05.5000 08/01/2020 | 0.00% |
| FNMA FN15 849103 05.5000 01/01/2021 | 0.00% |
| FNMA FN15 852535 05.5000 01/01/2021 | 0.00% |
| FNMA FN15 872585 06.0000 04/01/2021 | 0.00% |
| FNMA FN15 879632 06.0000 06/01/2021 | 0.00% |
| FNMA FN15 880974 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 880975 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 887261 06.0000 07/01/2021 | 0.00% |
| FNMA FN15 894310 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 894829 06.0000 09/01/2021 | 0.00% |
| FNMA FN15 896560 06.0000 07/01/2021 | 0.00% |
| FNMA FN15 917693 06.0000 04/01/2022 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| FNW 2003-W11 A1 04.7990 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 3.5 05/06/20 CALL 106.15625 JPMC | 0.00% |
| OPTN FN30 4.0 05/06/20 CALL 106.875 JPMC | 0.00% |
| OPTN GII30 3.0 05/06/20 PUT 104.5625 JPMC | 0.00% |
| OPTN GII30 3.5 05/06/20 CALL 106.375 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 2YX5Y P 2.664 USD 05/24/2021 MS | 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% |
| OPTN GII30 4.0 05/06/20 PUT 106.28125 JPMC | -0.00% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | -0.00% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | -0.00% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.00% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | -0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | -0.00% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.00% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | -0.00% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 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 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| 0.67619 R ISWP US0003M P 04/24/2030 | -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 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| 0.678 R ISWP US0003M P 04/24/2030 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.01% |
| 0.3765 R ISWP US0003M P 04/29/2022 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| OPTN FN30 2.5 06/04/20 PUT 102.96875 JPMC | -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.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 ML | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% |
| 0.4029 R ISWP US0003M P 04/27/2022 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.350.13 P US0001M R 01/12/44 JP | -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% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | -0.02% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% |
| 0.85537 R ISWP US0003M P 04/20/2050 | -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 ML | -0.02% |
| OPTN FN30 2.5 06/04/20 PUT 103.625 JPMC | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -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% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.02% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.03% |
| 0.7275 R ISWP US0003M P 04/22/2030 | -0.03% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| 1.5095 R ISWP FWD US0003M P 08/28/2030 | -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% |
| IOS.FN30.550.08 P USL1M R 01/12/39 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.03% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -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% |
| 0.895 R ISWP US0003M P 04/22/2030 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.03% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.03% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.04% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.04% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | -0.04% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.05% |
| OPTN GII30 3.5 05/06/20 PUT 106.375 JPMC | -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% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.05% |
| OPTN FN30 4.0 05/06/20 PUT 106.875 JPMC | -0.05% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.05% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.06% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.06% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.06% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.06% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.06% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.06% |
| SWPTN 6MX30Y R 0.442 USD 09/23/2020 JP | -0.06% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.06% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.06% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.07% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.07% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.07% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.07% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -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 12YX10Y P 2.5 USD 11/09/2029 JP | -0.07% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.07% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.08% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.08% |
| OPTN FN30 2.5 06/04/20 PUT 104.1875 JPMC | -0.08% |
| OPTN FN30 2.5 06/04/20 PUT 103.96875 JPMC | -0.09% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.09% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.09% |
| SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | -0.09% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | -0.10% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.11% |
| OPTN FN30 3.0 06/04/20 PUT 105.40625 JPMC | -0.11% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.11% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.11% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.11% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.11% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.12% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.12% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.15% |
| 1.4765 R ISWP US0003M P 02/18/2030 | -0.15% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.15% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.15% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.15% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.15% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.15% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.16% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.17% |
| 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 | -0.18% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.19% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.20% |
| OPTN FN30 3.5 05/06/20 PUT 106.15625 JPMC | -0.21% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.22% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.23% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.25% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.26% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.30% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.31% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.31% |
| 2.44 R ISWP FWD US0003M P 03/26/2030 | -0.32% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.32% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.32% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.33% |
| 2.098 R ISWP FWD US0003M P 03/04/2030 | -0.35% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.36% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.36% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.38% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.38% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.39% |
| GNMA GII30 TBA 03.5000 05/01/2050 | -0.40% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.40% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.44% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.46% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.47% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.52% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.53% |
| 1.50 R ISWP US0003M P 09/30/2024 | -0.55% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.56% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.56% |
| 1.53 R ISWP US0003M P 10/01/2024 | -0.57% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.68% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.81% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.91% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.92% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.95% |
| 2.715 R ISWP US0003M P 03/02/2030 | -1.24% |
| 2.7225 R ISWP US0003M P 02/20/2030 | -1.24% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.59% |
| 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 | -3.48% |
| US 5YR NOTE (CBT) JUN20 FVM0 | -3.74% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -5.87% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -6.53% |
| US 2YR NOTE (CBT) JUN20 TUM0 | -172.88% |
| FNMA FN30 TBA UMBS 04.5000 04/01/2050 | 10.00% |
|---|---|
| FNMA FN30 TBA UMBS 05.5000 04/01/2050 | 7.06% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 4.49% |
| GNMA GII30 TBA 04.5000 04/01/2050 | 4.21% |
| REPO TRIPA MORTG 0.01 04/01/2020 | 3.60% |
| FNMA FN30 AB8804 UMBS 02.5000 03/01/2043 | 3.22% |
| US 2YR NOTE (CBT) JUN20 TUM0 | 2.98% |
| FNR 2007-95 A3 01.8767 08/27/2036 | 2.52% |
| TREASURY BILL 00.0000 06/25/2020 | 2.45% |
| TREASURY BILL 00.0000 08/13/2020 | 2.39% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | 2.34% |
| TREASURY BILL 00.0000 06/11/2020 | 2.25% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 2.14% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | 2.07% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 1.93% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 1.65% |
| FHS 315 PO PO 00.0000 09/15/2043 | 1.63% |
| FNMA FN30 TBA UMBS 06.0000 04/01/2050 | 1.57% |
| TREASURY BILL 00.0000 08/20/2020 | 1.42% |
| TREASURY BILL 00.0000 08/06/2020 | 1.18% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.12% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 1.07% |
| TREASURY BILL 00.0000 07/23/2020 | 1.07% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 1.01% |
| FNR 2016-85 SL IO 05.1534 11/25/2046 | 0.98% |
| BAYV 2006-C 1A3 06.0280 11/28/2036 | 0.93% |
| OPTN FN30 3.0 04/08/20 CALL 103.0 JPMC | 0.92% |
| SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 0.92% |
| MSC 2011-C3 E P/P 144A 05.2448 07/15/2049 | 0.91% |
| CARR 2006-NC2 A4 01.1866 06/25/2036 | 0.89% |
| TREASURY BILL 00.0000 09/10/2020 | 0.88% |
| TREASURY BILL 00.0000 05/05/2020 | 0.84% |
| MCAS 2019-01 M10 P/P 144A 04.1966 10/15/2049 | 0.81% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.80% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.79% |
| 1.57 R ISWP US0003M P 02/18/2030 | 0.78% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.77% |
| STACR 2016-DNA3 M3 05.9466 12/25/2028 | 0.76% |
| TREASURY BILL 00.0000 04/28/2020 | 0.75% |
| TREASURY BILL 00.0000 07/09/2020 | 0.73% |
| FNR 2016-83 BS IO 05.1534 11/25/2046 | 0.72% |
| OPTN FN30 3.5 04/08/20 CALL 104.03125 JPMC | 0.72% |
| TREASURY BILL 00.0000 05/07/2020 | 0.72% |
| CWL 2007-10 1A1 01.1266 06/25/2047 | 0.70% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.69% |
| US ULTRA BOND CBT JUN20 WNM0 | 0.69% |
| DBUBS 2011-LC3A D P/P 144A 05.3348 08/10/2044 | 0.68% |
| TREASURY BILL 00.0000 04/16/2020 | 0.66% |
| FNR 2018-36 SD IO 05.3034 06/25/2048 | 0.64% |
| FNR 2016-81 SA IO 05.2034 11/25/2046 | 0.62% |
| SPST 2019-3 A 01.6285 06/24/2020 | 0.57% |
| BF0101 03.5000 06/01/2056 | 0.57% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.57% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.56% |
| SPST 2019-7 A 01.6285 09/24/2020 | 0.55% |
| WAMU 2005-AR14 1A2 03.8348 12/25/2035 | 0.55% |
| WFRBS 2012-C9 D P/P 144A 04.8111 11/15/2045 | 0.53% |
| SPST 2020-2 A 01.7549 03/26/2021 | 0.52% |
| GNR 2016-H11 HI IO 02.1024 01/20/2066 | 0.52% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.51% |
| TREASURY BILL 00.0000 04/02/2020 | 0.50% |
| CAS 2018-C02 2M2 03.1466 08/25/2030 | 0.50% |
| CAS 2017-C05 1B1 04.5466 01/25/2030 | 0.48% |
| FN BF0091 | 0.48% |
| GSMS 2014-GC18 C 04.9892 01/10/2047 | 0.47% |
| GNR 2019-125 SG IO 05.2771 10/20/2049 | 0.46% |
| AHM 2007-1 GA1C 01.8168 05/25/2047 | 0.46% |
| GNR 2017-H20 AI IO 02.3539 10/20/2067 | 0.46% |
| FNR 2016-50 SM IO 05.1534 08/25/2046 | 0.46% |
| GSMS 2014-GC24 D P/P 144A 04.5325 09/10/2047 | 0.46% |
| MWST 2018-W1 A 01.7966 11/25/2051 | 0.45% |
| STACR 2018-DNA1 B1 04.0966 07/25/2030 | 0.45% |
| TREASURY BILL 00.0000 04/07/2020 | 0.44% |
| GNR 2016-H07 PI IO 02.2789 03/20/2066 | 0.44% |
| JPMBB 2013-C14 D P/P 144A 04.7021 08/15/2046 | 0.44% |
| FNR 2016-8 SA IO 05.1034 03/25/2046 | 0.43% |
| UBSCM 2012-C1 D P/P 144A 05.5725 05/10/2045 | 0.43% |
| GNR 2019-121 SD IO 05.2271 10/20/2049 | 0.43% |
| OPTN GII30 4.0 04/08/20 CALL 102.8125 JPMC | 0.43% |
| FHR 3065 DC 17.7461 03/15/2035 | 0.42% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.42% |
| GNR 2013-87 SA IO 05.4271 06/20/2043 | 0.42% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.41% |
| GNR 2016-H23 NI IO 02.5101 10/20/2066 | 0.41% |
| CAS 2017-C01 1M2 04.4966 07/25/2029 | 0.40% |
| 1.7945 R ISWP US0003M P 12/18/2029 | 0.40% |
| GNR 2016-H27 GI IO 02.3912 12/20/2066 | 0.40% |
| GNR 2017-H03 KI IO 02.2371 01/20/2067 | 0.39% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.39% |
| GNR 2017-H25 CI IO 02.3729 12/20/2067 | 0.39% |
| COMM 2014-CR17 D P/P 144A 04.8478 05/10/2047 | 0.39% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.39% |
| STACR 2019-HQA1 M2 03.2966 02/25/2049 | 0.39% |
| STACR 2018-DNA2 B1 04.6466 12/25/2030 | 0.38% |
| GNR 2019-56 SK IO 05.3771 05/20/2049 | 0.38% |
| STACR 2018-HQA1 M2 03.2466 09/25/2030 | 0.38% |
| UBSC 2011-C1 D P/P 144A 06.0508 01/10/2045 | 0.38% |
| BMIR 2017-1 M2 P/P 144A 04.2966 10/25/2027 | 0.37% |
| MRAIT 2020-2 A 02.7311 10/22/2020 | 0.36% |
| FNR 2017-104 SL IO 05.2034 01/25/2048 | 0.36% |
| GNR 2017-H06 MI IO 02.2456 02/20/2067 | 0.36% |
| TREASURY BILL 00.0000 06/04/2020 | 0.35% |
| CAS 2018 - C01 1B1 04.4966 07/25/2030 | 0.35% |
| MWST 2019-1 A 01.7466 06/25/2052 | 0.35% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.35% |
| GNR 2019-158 AS IO 05.4454 09/16/2043 | 0.34% |
| 1.608 R ISWP US0003M P 02/07/2030 | 0.34% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.33% |
| STACR 2019-DNA1 B2 11.6966 01/25/2049 | 0.32% |
| GNR 2016-H13 IK IO 02.6210 06/20/2066 | 0.32% |
| GNR 2018-H01 XI IO 02.3364 01/20/2068 | 0.32% |
| MSBAM 2013-C12 E P/P 144A 04.7659 10/15/2046 | 0.32% |
| GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.32% |
| GNR 2015-H22 AI IO 02.1156 09/20/2065 | 0.32% |
| GNR 2015-H20 CI IO 02.3712 08/20/2065 | 0.32% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.32% |
| FNMA FN30 AV7052 UMBS 03.5000 03/01/2045 | 0.32% |
| FNR 2019-58 SA IO 05.1034 10/25/2049 | 0.32% |
| CAS 2016-C03 1M2 06.2466 10/25/2028 | 0.31% |
| STACR 2017-HQA2 M2 03.5966 12/25/2029 | 0.31% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.31% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.31% |
| FNR 2008-24 SP 19.8124 02/25/2038 | 0.31% |
| GNMA GII30 AI6258 04.5000 05/20/2044 | 0.31% |
| GNR 2016-H18 QI IO 03.0722 06/20/2066 | 0.31% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.30% |
| JPMCC 2013-LC11 D 04.1678 04/15/2046 | 0.29% |
| GNR 2017-H08 GI IO 01.4102 02/20/2067 | 0.29% |
| GNMA GN30 AM4380 04.0000 05/15/2045 | 0.28% |
| GNR 2017-H08 EI IO 01.4614 02/20/2067 | 0.28% |
| OMIR 2018-1A M2 03.7966 07/25/2028 | 0.28% |
| TREASURY BILL 00.0000 04/09/2020 | 0.28% |
| OPTN FN30 3.0 04/08/20 CALL 101.90625 JPMC | 0.27% |
| SPST 2019-11 A 01.6785 10/24/2020 | 0.27% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.27% |
| GNR 2015-H10 HI IO 02.5027 04/20/2065 | 0.27% |
| OPTN GII30 3.5 04/08/20 CALL 103.71875 JPMC | 0.26% |
| GNR 2017-H04 BI IO 02.4664 02/20/2067 | 0.26% |
| GNR 2019-83 SL IO 05.3271 07/20/2049 | 0.26% |
| CAS 2017-C06 2B1 05.3966 02/25/2030 | 0.26% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.26% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.26% |
| FNMA FN30 AV7059 UMBS 03.5000 04/01/2045 | 0.26% |
| COMM 2012-CR4 B P/P 144A 03.7030 10/15/2045 | 0.26% |
| GNR 2019-35 SE IO 05.4454 01/16/2044 | 0.26% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.26% |
| CWALT 2006-OA19 A1 00.9529 02/20/2047 | 0.26% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.26% |
| NHLT 2019-2A M4 P/P 144A 05.6822 11/26/2029 | 0.26% |
| GNR 2016-H17 DI IO 02.5073 07/20/2066 | 0.26% |
| GNR 2016-H10 AI IO 01.7409 04/20/2066 | 0.25% |
| FNR 2018-20 SB IO 05.3034 03/25/2048 | 0.25% |
| GNR 2019-100 JS IO 05.3271 08/20/2049 | 0.25% |
| GNR 2011-156 SK IO 05.8271 04/20/2038 | 0.25% |
| CAS 2017-C06 1B1 05.0966 02/25/2030 | 0.25% |
| 1.547 R ISWP US0003M P 02/11/2030 | 0.24% |
| CAS 2017-C07 1B1 04.9466 05/25/2030 | 0.24% |
| GNR 2018-H04 JI IO 01.5993 03/20/2068 | 0.24% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.24% |
| GNR 2015-H13 AI IO 02.5696 06/20/2065 | 0.24% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.24% |
| UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.24% |
| 1.4335 R ISWP US0003M P 02/12/2022 | 0.24% |
| GNR 2013-39 IJ IO 04.5000 03/20/2043 | 0.24% |
| FNR 2019-45 SD IO 05.1034 08/25/2049 | 0.24% |
| GNR 2016-H24 IO IO 02.1324 09/20/2066 | 0.24% |
| JPMCC 2011-C3 D P/P 144A 05.6644 02/15/2046 | 0.24% |
| GNMA GII30 AH8784 04.5000 06/20/2034 | 0.24% |
| BMIR 2018-2A M1C P/P 144A 02.5466 08/25/2028 | 0.24% |
| TREASURY BILL 00.0000 04/21/2020 | 0.24% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.23% |
| COMM 2013-LC13 D P/P 144A 05.2876 08/10/2046 | 0.23% |
| GNR 2015-H04 AI IO 01.6318 12/20/2064 | 0.23% |
| GNR 2015-H22 GI IO 02.5863 09/20/2065 | 0.23% |
| CAS 2016-C03 1B 12.6966 10/25/2028 | 0.23% |
| GNR 2014-H21 AI IO 01.7106 10/20/2064 | 0.23% |
| MCAS 2020-01 M10 P/P 144A 04.6500 03/25/2050 | 0.23% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.23% |
| GNR 2018-H02 IM IO 02.3378 02/20/2068 | 0.22% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.22% |
| MSC 2012-C4 E P/P 144A 05.4195 03/15/2045 | 0.22% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.22% |
| OPTN FN30 2.5 05/06/20 CALL 102.8125 JPMC | 0.22% |
| FNR 2018-47 SA IO 05.3034 07/25/2048 | 0.22% |
| STACR 2014-DN4 M3 05.4966 10/25/2024 | 0.22% |
| STACR 2015-HQA1 B 09.7466 03/25/2028 | 0.22% |
| JPALT 2006-A6 1A1 01.1066 11/25/2036 | 0.21% |
| FHR 2976 LC 21.8364 05/15/2035 | 0.21% |
| FHR 4436 SC IO 05.4454 02/15/2045 | 0.21% |
| FNR 2017-19 IH IO 05.0000 03/25/2047 | 0.21% |
| FNR 2018-51 BI IO 05.5000 07/25/2038 | 0.21% |
| JPMBB 2014-C19 D P/P 144A 04.6785 04/15/2047 | 0.21% |
| FHR 4953 AI IO 04.0000 02/25/2050 | 0.20% |
| MSBAM 2013-C10 F P/P 144A 04.0827 07/15/2046 | 0.20% |
| GNR 2016-H03 AI IO 01.7785 01/20/2066 | 0.20% |
| GNR 2016-H14 AI IO 02.7939 06/20/2066 | 0.20% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.20% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.20% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.20% |
| JPMCC 2010-C2 D P/P 144A 05.6356 11/15/2043 | 0.20% |
| WFRBS 2011-C4 E P/P 144A 05.2215 06/15/2044 | 0.20% |
| FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.19% |
| GNR 2016-H06 DI IO 02.3295 07/20/2065 | 0.19% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.19% |
| GNR 2017-H03 CI IO 02.8741 12/20/2066 | 0.19% |
| SPST 2019-WL1 A 01.5966 08/25/2052 | 0.19% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.19% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.19% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.19% |
| JPMCC 2011-C3 E P/P 144A 05.6644 02/15/2046 | 0.19% |
| FHR 4621 QI IO 03.5000 10/15/2046 | 0.19% |
| GNR 2016-H04 KI IO 01.5812 02/20/2066 | 0.19% |
| STACR 2017-DNA2 M2 04.3966 10/25/2029 | 0.19% |
| CAS 2018-C03 1M2 03.0966 10/25/2030 | 0.18% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.18% |
| GNR 2017-H25 IO IO 02.2625 11/20/2067 | 0.18% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.18% |
| WFRBS 2012-C9 E P/P 144A 04.8111 11/15/2045 | 0.18% |
| GNR 2015-H23 TI IO 01.9728 09/20/2065 | 0.18% |
| GSMS 2010-C1 D P/P 144A 05.9805 08/10/2043 | 0.18% |
| SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.18% |
| FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.18% |
| GNR 2016-H06 HI IO 02.0803 02/20/2066 | 0.18% |
| GNR 2017-H09 IO IO 01.8181 04/20/2067 | 0.18% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.18% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.18% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.18% |
| CAS 2017-C07 2B1 05.3966 05/25/2030 | 0.18% |
| GNR 2016-80 SD IO 05.3271 06/20/2046 | 0.18% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.18% |
| GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.18% |
| GNR 2013-182 SP IO 05.9271 12/20/2043 | 0.17% |
| GNR 2014-119 SA IO 04.8271 08/20/2044 | 0.17% |
| GNR 2017-H08 NI IO 01.7152 03/20/2067 | 0.17% |
| FNR 2011-4 CS 11.0067 05/25/2040 | 0.17% |
| MCAS 2019-01 M7 P/P 144A 02.6466 10/15/2049 | 0.17% |
| GNR 2017-H10 MI IO 01.7152 04/20/2067 | 0.17% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.17% |
| TREASURY BILL 00.0000 05/21/2020 | 0.17% |
| CAS 2020-SBT1 1B1 06.7500 02/25/2040 | 0.17% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.17% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.17% |
| GNR 2014-H25 BI IO 01.7549 12/20/2064 | 0.17% |
| GNR 2016-H24 KI IO 02.9963 11/20/2066 | 0.17% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.17% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.17% |
| CAS 2018-C05 1M2 03.2966 01/25/2031 | 0.17% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.17% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.17% |
| GNR 2015-H24 HI IO 02.0403 09/20/2065 | 0.16% |
| CAS 2018-C06 1B1 04.6966 03/25/2031 | 0.16% |
| GNR 2011-H07 FI IO 01.3028 02/20/2061 | 0.16% |
| GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.16% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.16% |
| OPTN FN30 4.0 04/08/20 CALL 105.625 JPMC | 0.16% |
| CAS 2018-C04 2B1 05.4466 12/25/2030 | 0.16% |
| WFHET 2007-2 A3 01.1766 04/25/2037 | 0.16% |
| GNR 2014-137 ID IO 05.5000 09/16/2044 | 0.16% |
| UBSBB 2012-C4 D P/P 144A 04.4759 12/10/2045 | 0.16% |
| GNR 2017-H14 LI IO 02.2497 06/20/2067 | 0.16% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.16% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.16% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.16% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.16% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.16% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.16% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.16% |
| GNR 2016-H06 AI IO 01.6655 02/20/2066 | 0.15% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.15% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.15% |
| GSMS 2014-GC22 C 04.6907 06/10/2047 | 0.15% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.15% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.15% |
| FASST 2019-HB1 M5 06.0000 04/25/2029 | 0.15% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.15% |
| FHR 4546 PI IO 04.0000 12/15/2045 | 0.14% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.14% |
| STACR 2019-DNA4 B2 07.1966 10/25/2049 | 0.14% |
| GNR 2016-H04 HI IO 02.3817 07/20/2065 | 0.14% |
| GNR 2018-H05 ID 02.0570 03/20/2068 | 0.14% |
| BMIR 2019-4A B1 P/P 144A 04.7966 10/25/2029 | 0.14% |
| COMM 2014-CR19 D P/P 144A 04.7305 08/10/2047 | 0.14% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.14% |
| GNR 2015-H25 BI IO 02.0491 10/20/2065 | 0.14% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.14% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.14% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.14% |
| GNR 2014-H18 CI IO 01.6532 09/20/2064 | 0.14% |
| GNR 2015-H16 XI IO 02.6741 07/20/2065 | 0.14% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.14% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.14% |
| FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.14% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.14% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | 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% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.14% |
| FNR 2005-74 NK 22.7669 05/25/2035 | 0.13% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.13% |
| GNR 2017-H14 JI IO 02.1897 06/20/2067 | 0.13% |
| CAS 2017-C02 2B1 06.4466 09/25/2029 | 0.13% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 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% |
| TREASURY BILL 00.0000 04/14/2020 | 0.13% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.13% |
| FNMA FN30 TBA UMBS 03.0000 04/01/2050 | 0.13% |
| MSBAM 2012-C6 G P/P 144A 04.5000 11/15/2045 | 0.13% |
| GNR 2018-H02 IO IO 02.7174 01/20/2068 | 0.13% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.13% |
| GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.13% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.12% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.12% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.12% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.12% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.12% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.12% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.12% |
| FHR 2990 LB 15.1447 06/15/2034 | 0.12% |
| GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.12% |
| GNR 2012-H11 FI IO 01.2823 02/20/2062 | 0.12% |
| GNR 2017-H23 BI IO 01.9539 11/20/2067 | 0.12% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.12% |
| JPMBB 2013-C12 E P/P 144A 04.1002 07/15/2045 | 0.12% |
| MSAC 2004-HE9 M2 01.8766 11/25/2034 | 0.12% |
| BSCMS 2007-T26 AJ 05.4375 01/12/2045 | 0.12% |
| FNR 2005-106 JC 17.1887 12/25/2035 | 0.12% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.12% |
| GNR 2016-H01 HI IO 02.0854 10/20/2065 | 0.12% |
| GNR 2017-H25 AI IO 02.7749 12/20/2067 | 0.12% |
| JPMBB 2014-C23 D P/P 144A 03.9730 09/15/2047 | 0.12% |
| OMIR 2017-1A M2 P/P 144A 04.9466 04/25/2027 | 0.12% |
| OPTN GII30 3.0 05/06/20 CALL 104.5625 JPMC | 0.12% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.11% |
| CAS 2019-R05 1B1 05.0466 07/25/2039 | 0.11% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.11% |
| 0.73081 R ISWP US0003M P 03/12/2050 | 0.11% |
| STACR 2018-DNA2 M2 03.0966 12/25/2030 | 0.11% |
| FNR 2007-53 SP 20.7290 06/25/2037 | 0.11% |
| MSBAM 2013-C12 D P/P 144A 04.7659 10/15/2046 | 0.11% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.11% |
| WAMU 2005-AR8 2AC2 01.8666 07/25/2045 | 0.11% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.10% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.10% |
| STACR 2018-HQA2 B2 11.9466 10/25/2048 | 0.10% |
| STAR 2019-1 M1 03.7640 06/25/2049 | 0.10% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.10% |
| FHR 4425 EI IO 04.0000 01/15/2045 | 0.10% |
| GNMA GII30 AJ8849 03.0000 10/20/2044 | 0.10% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.10% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.10% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.10% |
| GNR 2011-H16 FI IO 01.0875 07/20/2061 | 0.10% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.10% |
| GNR 2014-100 NI IO 04.0000 06/20/2043 | 0.10% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.10% |
| FHR 4136 IQ IO 03.5000 11/15/2042 | 0.10% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.10% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.10% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.10% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.10% |
| GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.10% |
| GNR 2016-H08 GI IO 01.4919 04/20/2066 | 0.10% |
| GNR 2017-H06 EI IO 01.6474 02/20/2067 | 0.10% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.10% |
| GNMA GII30 BA7681 04.6250 06/20/2067 | 0.10% |
| STACR 2019-DNA1 M2 03.5966 01/25/2049 | 0.10% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.10% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.10% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.09% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.09% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.09% |
| FNR 2012-114 NI IO 03.5000 10/25/2041 | 0.09% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.09% |
| GNR 2016-H24 JI IO 02.3018 11/20/2066 | 0.09% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.09% |
| FNMA FN30 AV7026 UMBS 03.5000 11/01/2044 | 0.09% |
| FNR 2006-8 HP 21.0957 03/25/2036 | 0.09% |
| STACR 2014-HQ3 M3 05.6966 10/25/2024 | 0.09% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.08% |
| STACR 2018-HQA2 B1 05.1966 10/25/2048 | 0.08% |
| BALTA 2005-8 21A1 03.7623 10/25/2035 | 0.08% |
| GNMA GII30 AY4779 04.5100 03/20/2067 | 0.08% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.08% |
| CAS 2018-C06 2B1 05.0466 03/25/2031 | 0.08% |
| HVMLT 2005-2 1A 01.2700 05/19/2035 | 0.08% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.08% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.08% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.08% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.08% |
| FNR 2006-62 PS 34.2202 07/25/2036 | 0.08% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.08% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.08% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | 0.08% |
| CAS 2015-C04 1M2 06.6466 04/25/2028 | 0.08% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.08% |
| FNR 2013-22 PI IO 03.5000 10/25/2042 | 0.08% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.07% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.07% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.07% |
| FHR 4530 HI IO 04.0000 11/15/2045 | 0.07% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.07% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.07% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.07% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.07% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.07% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.07% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.07% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | 0.07% |
| GNMA GII30 609117 04.5000 02/20/2044 | 0.06% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.06% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.06% |
| GNR 2020-15 CS IO 05.2771 12/02/2021 | 0.06% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.06% |
| GNMA GII30 AJ4184 04.5000 09/20/2044 | 0.06% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| FHR 3408 EK 22.9578 04/15/2037 | 0.06% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.06% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.06% |
| GNR 2015-H23 DI IO 01.9291 09/20/2065 | 0.06% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.06% |
| FHR 4019 JI IO 04.0000 05/15/2041 | 0.06% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.06% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.06% |
| STACR 2015-HQ1 M3 04.7466 03/25/2025 | 0.06% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.06% |
| FNR 2012-104 HI IO 04.0000 09/25/2027 | 0.06% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.06% |
| BALTA 2005-10 11A1 01.4466 01/25/2036 | 0.06% |
| CAS 2016-C05 2M2 05.3966 01/25/2029 | 0.06% |
| EMIR 2020-1 B1 04.9260 01/25/2030 | 0.06% |
| OMIR 2019-1A B1B 05.2966 07/25/2029 | 0.06% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.06% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.06% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.06% |
| FNR 2005-122 SE 19.7868 11/25/2035 | 0.06% |
| GNMA GN30 AE8022 04.5000 12/15/2043 | 0.06% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| FHR 4136 ES IO 05.5454 11/15/2042 | 0.06% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% |
| CAS 2016-C04 1B 11.1966 01/25/2029 | 0.05% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.05% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.05% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.05% |
| GNMA GII30 AJ4182 04.5000 09/20/2044 | 0.05% |
| GNMA GII30 AJ6287 04.0000 09/20/2044 | 0.05% |
| SAMI 2006-AR7 A1BG 01.0666 08/25/2036 | 0.05% |
| GNR 2015-24 AI IO 03.5000 12/20/2037 | 0.05% |
| GNR 2016-69 IO IO 04.0000 05/20/2046 | 0.05% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.05% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.05% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.05% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| OMIR 2019-1A B1A 04.4466 07/25/2029 | 0.05% |
| CAS 2018-C01 1M2 03.1966 07/25/2030 | 0.05% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.05% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.04% |
| GNR 2014-174 AI IO 03.0000 11/16/2029 | 0.04% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | 0.04% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.04% |
| CAS 2019-R01 2B1 05.2966 07/25/2031 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.04% |
| GNMA GN30 AG8989 04.5000 05/15/2044 | 0.04% |
| 1.1175 R ISWP FWD US0003M P 03/27/2030 | 0.04% |
| CAS 2019-R02 1M2 03.2466 08/25/2031 | 0.04% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.04% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.04% |
| FNR 2005-75 GS 17.4101 08/25/2035 | 0.04% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.04% |
| STACR 2019-DNA2 M2 03.3966 03/25/2049 | 0.04% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.04% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.04% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 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 BC | 0.04% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.04% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.04% |
| STACR 2017-DNA1 M2 04.1966 07/25/2029 | 0.04% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| CAS 2016-C03 2B 13.6966 10/25/2028 | 0.04% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.04% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.04% |
| FHR 3249 PS 19.9497 12/15/2036 | 0.04% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.04% |
| RMIR 2020-1 B1 05.1690 02/25/2030 | 0.04% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.04% |
| GNMA GII30 AL8543 04.0000 02/20/2045 | 0.04% |
| GNMA GN30 AG8984 04.5000 05/15/2044 | 0.04% |
| 0.6725 R ISWP US0003M P 03/16/2050 | 0.04% |
| GNMA GN30 704478 04.5000 04/15/2039 | 0.04% |
| IOS.FN30.550.08 R USL1M P 01/12/39 BC | 0.04% |
| FNMA FN30 AV7020 UMBS 03.5000 10/01/2044 | 0.03% |
| GNMA GII30 635065 04.5000 03/20/2046 | 0.03% |
| GNMA GII30 AQ6653 04.5000 09/20/2045 | 0.03% |
| GNMA GII30 609118 04.5000 02/20/2034 | 0.03% |
| GNR 2014-160 IB IO 03.0000 11/20/2040 | 0.03% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.03% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.03% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.03% |
| STACR 2019-HQA2 B2 12.1966 04/25/2049 | 0.03% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.03% |
| TREASURY BILL 00.0000 07/16/2020 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% |
| GNMA GII30 AW8447 04.3240 05/20/2067 | 0.03% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.03% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.03% |
| GNMA GII30 AO8363 04.0000 09/20/2045 | 0.03% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.03% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.03% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.03% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.03% |
| STACR 2015-DNA3 B 10.2966 04/25/2028 | 0.03% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.03% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.03% |
| GNR 2010-20 SC IO 05.3771 02/20/2040 | 0.03% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.03% |
| STACR 2019-DNA3 B2 09.0966 07/25/2049 | 0.03% |
| 1.07 R ISWP FWD US0003M P 04/02/2030 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.02% |
| GNMA GII30 AK1223 04.0000 02/20/2045 | 0.02% |
| CAS 2020-R01 1B1 04.1966 01/25/2040 | 0.02% |
| FNR 2008-53 DO PO 00.0000 07/25/2038 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.02% |
| FHLMC FR30 ZS0468 UMBS 07.5000 10/01/2029 | 0.02% |
| FNR 2005-83 QP 14.9328 11/25/2034 | 0.02% |
| GNMA GII30 AO8415 04.0000 10/20/2045 | 0.02% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.02% |
| 0.7025 R ISWP FWD US0003M P 04/16/2050 | 0.02% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| FNR 2011-123 KS IO 05.6534 10/25/2041 | 0.02% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.02% |
| FNW 1998-W2 X IO 15.0458 06/25/2028 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.02% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 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.11 2054-11-18 500.0 11/18/2054 ML | 0.02% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.02% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| STACR 2019-DNA2 B2 11.4466 03/25/2049 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.02% |
| GNMA GII30 AO7326 04.6650 09/20/2065 | 0.02% |
| GNR 2015-99 TI IO 03.5000 04/20/2039 | 0.02% |
| GNR 2019-99 KS IO 05.2771 08/20/2049 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.02% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.02% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 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% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.02% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.02% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 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% |
| MBX.GII30.450.10 R USL1M P 01/12/41 DE | 0.02% |
| STACR 2019-FTR3 B2 06.4268 09/25/2047 | 0.02% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.02% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.02% |
| CAS 2018-C03 1B1 04.6966 10/25/2030 | 0.02% |
| CAS 2020-R02 2B1 04.6609 01/25/2040 | 0.02% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.02% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.02% |
| GNR 2019-78 SJ IO 05.2771 06/20/2049 | 0.02% |
| STACR 2017-HQA2 B1 05.6966 12/25/2029 | 0.02% |
| FHLMC FR30 ZS1312 UMBS 04.5000 01/01/2037 | 0.02% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.02% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.02% |
| MBX.GII30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 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% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.01% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| FHLMC FR30 ZN5756 UMBS 05.0000 04/01/2049 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.01% |
| FHS 304 C37 IO 03.5000 12/15/2027 | 0.01% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 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% |
| CAS 2018-C04 2M2 03.4966 12/25/2030 | 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.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 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% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% |
| STACR 2019-HQA3 B1 03.9466 09/25/2049 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| FHR 3996 IK IO 04.0000 03/15/2039 | 0.01% |
| FHR 4199 CI IO 03.5000 12/15/2037 | 0.01% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.01% |
| GNR 2011-71 IK IO 04.0000 04/16/2039 | 0.01% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.01% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.01% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.01% |
| FNW 1998-W5 X IO 00.7177 07/25/2028 | 0.01% |
| GNR 2010-114 MI IO 04.0000 03/20/2039 | 0.01% |
| 0.73705 R ISWP US0003M P 03/27/2030 | 0.00% |
| 0.8625 R ISWP US0003M P 03/16/2050 | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| GNMA GII30 2987 07.5000 10/20/2030 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | 0.00% |
| FNW 2003-W3 1A4 04.0183 08/25/2042 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| SWPTN 1MX10Y P 0.895 USD 04/20/2020 UB | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 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% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNMA FN15 888594 06.0000 08/01/2022 | 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% |
| FSPC T-59 1AX IO 00.2796 10/25/2043 | 0.00% |
| GNR 2011-81 SB IO 06.0004 11/16/2036 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| 0.4921 R ISWP US0003M P 04/01/2022 | 0.00% |
| 0.495 R ISWP US0003M P 04/01/2022 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FNMA FN15 891706 06.0000 07/01/2021 | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2001-50 BI IO 00.3770 10/25/2041 | 0.00% |
| FNW 2003-W14 2A 04.3942 01/25/2043 | 0.00% |
| FSPC T-57 2A1 04.0213 07/25/2043 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 8WX10Y P 1.12625 USD 04/27/2020 TD | 0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FNMA FN15 893456 06.0000 09/01/2021 | 0.00% |
| FNR 2001-79 BI IO 00.2731 03/25/2045 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNW 2004-W2 4A 04.1388 02/25/2044 | 0.00% |
| FNW 2004-W7 A2 04.6715 03/25/2034 | 0.00% |
| FSPC T-59 2A1 03.8902 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4208 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% |
| 0.70792 R ISWP US0003M P 03/11/2030 | 0.00% |
| 0.7178 R ISWP US0003M P 03/27/2030 | 0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | 0.00% |
| FHLMC FR15 ZS5132 UMBS 06.0000 09/01/2021 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3314 PO PO 00.0000 11/15/2036 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FNMA FN15 745502 06.0000 04/01/2021 | 0.00% |
| FNMA FN15 746111 06.0000 09/01/2021 | 0.00% |
| FNMA FN15 823534 05.5000 07/01/2020 | 0.00% |
| FNMA FN15 829041 05.5000 07/01/2020 | 0.00% |
| FNMA FN15 829091 04.0000 09/01/2020 | 0.00% |
| FNMA FN15 831317 05.0000 03/01/2021 | 0.00% |
| FNMA FN15 831496 06.0000 05/01/2021 | 0.00% |
| FNMA FN15 833587 05.5000 09/01/2020 | 0.00% |
| FNMA FN15 836615 05.5000 10/01/2020 | 0.00% |
| FNMA FN15 840106 05.5000 10/01/2020 | 0.00% |
| FNMA FN15 843104 05.5000 10/01/2020 | 0.00% |
| FNMA FN15 847073 05.5000 08/01/2020 | 0.00% |
| FNMA FN15 849103 05.5000 01/01/2021 | 0.00% |
| FNMA FN15 852535 05.5000 01/01/2021 | 0.00% |
| FNMA FN15 872585 06.0000 04/01/2021 | 0.00% |
| FNMA FN15 879632 06.0000 06/01/2021 | 0.00% |
| FNMA FN15 880974 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 880975 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 887261 06.0000 07/01/2021 | 0.00% |
| FNMA FN15 894310 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 894829 06.0000 09/01/2021 | 0.00% |
| FNMA FN15 896560 06.0000 07/01/2021 | 0.00% |
| FNMA FN15 917693 06.0000 04/01/2022 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| FNW 2003-W11 A1 04.7244 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 04/08/20 PUT 101.90625 JPMC | 0.00% |
| OPTN FN30 3.0 04/08/20 PUT 103.0 JPMC | 0.00% |
| OPTN FN30 3.5 04/08/20 PUT 104.03125 JPMC | 0.00% |
| OPTN FN30 4.0 04/08/20 PUT 105.625 JPMC | 0.00% |
| OPTN GII30 3.5 04/08/20 PUT 103.71875 JPMC | 0.00% |
| OPTN GII30 4.0 04/08/20 PUT 102.8125 JPMC | 0.00% |
| STACR 2016-HQA1 M3 07.2966 09/25/2028 | 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 5WX10Y P 1.123 USD 03/31/2020 GS | 0.00% |
| SWPTN 5WX2Y P 0.956 USD 03/31/2020 GS | 0.00% |
| SWPTN 6WX30Y P 1.465 USD 04/08/2020 BA | 0.00% |
| SWPTN 6WX5Y P 1.17 USD 04/08/2020 BA | 0.00% |
| SWPTN 8WX2Y P 0.92 USD 04/27/2020 TD | 0.00% |
| 0.71439 R ISWP US0003M P 03/27/2030 | -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 2YX5Y P 2.664 USD 05/24/2021 MS | -0.00% |
| 0.7165 R ISWP US0003M P 03/11/2030 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| OPTN GII30 3.0 05/06/20 PUT 104.5625 JPMC | -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 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 ML | -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.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% |
| 0.4825 R ISWP US0003M P 04/01/2025 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| 0.6045 R ISWP US0003M P 03/18/2025 | -0.01% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.01% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -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 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.01% |
| 0.745 R ISWP US0003M P 03/17/2025 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.01% |
| 0.98 R ISWP US0003M P 03/23/2030 | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% |
| SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.01% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.01% |
| 0.655 R ISWP US0003M P 03/31/2030 | -0.01% |
| 1.00 R ISWP US0003M P 03/23/2030 | -0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| 1.02 R ISWP US0003M P 03/23/2030 | -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% |
| 0.8225 R ISWP US0003M P 03/19/2050 | -0.01% |
| 0.8385 R ISWP US0003M P 03/30/2050 | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.01% |
| 0.744 R ISWP US0003M P 03/17/2025 | -0.02% |
| 0.747 R ISWP US0003M P 03/19/2025 | -0.02% |
| 0.7495 R ISWP US0003M P 03/17/2025 | -0.02% |
| 0.761 R ISWP US0003M P 03/17/2025 | -0.02% |
| 0.7615 R ISWP US0003M P 03/17/2025 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| 0.774 R ISWP US0003M P 03/17/2025 | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.02% |
| 0.62658 R ISWP US0003M P 04/01/2030 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 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 MS | -0.02% |
| 0.775 R ISWP US0003M P 03/19/2050 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| 0.7575 R ISWP US0003M P 03/19/2050 | -0.02% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.02% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.02% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.02% |
| 1.5095 R ISWP FWD US0003M P 08/28/2030 | -0.02% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.02% |
| 0.876 R ISWP US0003M P 03/17/2030 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.03% |
| 0.8775 R ISWP US0003M P 03/17/2030 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| SWPTN 1MX10Y R 0.895 USD 04/20/2020 UB | -0.03% |
| IOS.FN30.550.08 P USL1M R 01/12/39 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| CMB CMBX.NA.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% |
| 0.7905 R ISWP US0003M P 03/20/2025 | -0.03% |
| SWPTN 1MX10Y R 0.7275 USD 04/20/2020 UB | -0.03% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | -0.03% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.04% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.04% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.04% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.04% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
| 1.09 R ISWP FWD US0003M P 03/27/2030 | -0.04% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.04% |
| OPTN FN30 2.5 05/06/20 PUT 102.8125 JPMC | -0.04% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.04% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.04% |
| 0.86 R ISWP US0003M P 03/16/2030 | -0.04% |
| 0.7525 R ISWP US0003M P 03/23/2025 | -0.04% |
| 0.771 R ISWP US0003M P 03/23/2025 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.05% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.05% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.05% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.05% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.05% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.05% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -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% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.06% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.06% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.06% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.06% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.06% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.06% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.06% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.07% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.07% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.07% |
| IOS.FN30.650.67 P USL1M R 01/12/38 BC | -0.07% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -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% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.07% |
| SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | -0.08% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.09% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.09% |
| SWPTN 6MX30Y R 0.442 USD 09/23/2020 JP | -0.09% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | -0.09% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.10% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.10% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.10% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.10% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.10% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.11% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.11% |
| 1.744 R ISWP US0003M P 01/08/2030 | -0.12% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.13% |
| 1.4765 R ISWP US0003M P 02/18/2030 | -0.13% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.14% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | -0.14% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.14% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.14% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.15% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.15% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.15% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.15% |
| 1.7025 R ISWP US0003M P 12/23/2021 | -0.17% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.17% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.18% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.18% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.21% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.21% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.22% |
| 1.755 R ISWP US0003M P 01/23/2030 | -0.22% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.22% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.23% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.24% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.25% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.28% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.29% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.30% |
| 2.44 R ISWP FWD US0003M P 03/26/2030 | -0.30% |
| 2.098 R ISWP FWD US0003M P 03/04/2030 | -0.32% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.34% |
| 1.98 R ISWP FWD US0003M P 03/18/2050 | -0.34% |
| 1.525 R ISWP US0003M P 02/13/2030 | -0.34% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.36% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.36% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.37% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.37% |
| GNMA GII30 TBA 03.5000 04/01/2050 | -0.39% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.40% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.41% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.45% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.46% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.48% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.49% |
| 1.8252 R ISWP US0003M P 12/17/2029 | -0.50% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.50% |
| 1.50 R ISWP US0003M P 09/30/2024 | -0.51% |
| 1.53 R ISWP US0003M P 10/01/2024 | -0.52% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.54% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.55% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.83% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.89% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.91% |
| 2.7225 R ISWP US0003M P 02/20/2030 | -1.17% |
| 2.715 R ISWP US0003M P 03/02/2030 | -1.18% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.47% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.50% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | -2.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -2.40% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | -3.45% |
| US 5YR NOTE (CBT) JUN20 FVM0 | -3.68% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -4.38% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -5.86% |
Fixed income statistics as of 06/30/20
| Average effective maturity | 2.24 yrs. |
|---|---|
| Average effective duration | 1.19 yrs. |
| Average yield to maturity | 10.88% |
| Average coupon | 5.38% |
Sector weightings as of 06/30/20
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Commercial MBS | 12.11% | 0.32 | 28.43% | 0.28 | 40.54% | 0.60 |
| Agency CMO | 39.53% | 1.39 | 0.68% | 0.03 | 40.21% | 1.42 |
| Agency pass-through | 9.78% | 0.51 | 29.66% | 1.08 | 39.44% | 1.59 |
| Residential MBS (non-agency) | 20.73% | 1.12 | 0.00% | 0.00 | 20.73% | 1.12 |
| Asset-backed securities (ABS) | 3.88% | 0.10 | 0.00% | 0.00 | 3.88% | 0.10 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -1.92 | 0.00% | -1.92 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -2.98 | 0.00% | -2.98 |
| Net cash | 13.97% | 0.00 | 0.00% | 0.00 | 13.97% | 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 06/30/20
| 0 - 1 yr. | -10.05% |
|---|---|
| 1 - 5 yrs. | 75.17% |
| 5 - 10 yrs. | 32.72% |
| 10 - 15 yrs. | 2.09% |
| Over 15 yrs. | 0.07% |
Quality rating as of 06/30/20
| AAA | 86.00% |
|---|---|
| AA | 5.81% |
| A | 13.11% |
| BBB | 9.89% |
| BB | 3.87% |
| B | 3.83% |
| CCC and Below | 2.26% |
| Not Rated | -24.77% |
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.