‡ Lipper is an industry research firm whose rankings are based on total return performance, vary over time, and do not reflect the effects of sales charges. Past performance is not indicative of future results.
Putnam Allstate Advisor
Putnam Mortgage Securities Subaccount
The subaccount seeks as high a level of current income as Putnam Management believes is consistent with preservation of capital.
Fund description
The subaccount typically divides its assets between U.S. Treasury securities and Government National Mortgage Association certificates (Ginnie Maes). The fund takes a slightly more aggressive approach to total return by investing in longer-term securities. Investors should have an investment horizon of at least three years to give their investment the full potential to benefit from a typical interest-rate cycle.
Sales story
Seeking opportunities through mortgage-backed securitiesBroad 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.
Management team
- Michael V. Salm (Investing since 1989)
- Brett S. Kozlowski, CFA (Investing since 1997)
Daily pricing as of 03/05/21
with optional enhanced death benefits | ||
---|---|---|
Unit Value | $19.692289 | $19.072136 |
Unit Value Change | -0.02183 | -0.021221 |
Lipper ranking ‡ as of 01/31/21
Category: U.S. Mortgage Funds
Percentile ranking | Rank/Funds in category | |
---|---|---|
10 yrs. | 88% | 7/7 |
1 yr. | 93% | 13/13 |
3 yrs. | 58% | 8/13 |
5 yrs. | 67% | 8/11 |
Quick facts as of 02/28/21
Fiscal Year End | December |
Asset Class | Putnam Allstate Advisor |
Subaccount Status | Open to new investors |
Number of issues | 990 |
Turnover (fiscal year end) | 895% |
Net Assets | $52M |
Inception Date | 02/01/00 |
Performance
Performance as of 12/31/20
Annualized Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
---|---|---|---|---|---|---|---|
Restated performance | |||||||
Unit Value | 4.55% | -2.79% | -2.79% | 2.07% | 1.16% | 1.11% | 3.15% |
Standardized | -4.51% | -11.33% | -11.33% | -2.66% | -2.67% | -2.18% | 0.57% |
With optional enhanced death benefit | |||||||
Unit Value | 4.51% | -2.93% | -2.93% | 1.92% | 1.01% | 0.95% | 3.00% |
Standardized | -4.55% | -11.47% | -11.47% | -2.81% | -2.83% | -2.36% | 0.37% |
Actual performance | |||||||
Unit Value | 4.55% | -2.79% | -2.79% | 2.07% | 1.16% | 1.11% | 3.15% |
Standardized | -4.51% | -11.33% | -11.33% | -2.66% | -2.67% | -2.18% | 0.57% |
With optional enhanced death benefit | |||||||
Unit Value | 4.51% | -2.93% | -2.93% | 1.92% | 1.01% | 0.95% | 3.00% |
Standardized | -4.55% | -11.47% | -11.47% | -2.81% | -2.83% | -2.36% | 0.37% |
Annual Performance at NAV
2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 |
---|---|---|---|---|---|---|---|---|---|
5.46% | 0.58% | -1.72% | 3.01% | -1.90% | -1.05% | 0.69% | -2.15% | 11.79% | -2.79% |
With optional enhanced death benefit | |||||||||
5.30% | 0.43% | -1.87% | 2.85% | -2.05% | -1.20% | 0.54% | -2.29% | 11.62% | -2.93% |
Restated performance
Monthly as of 02/28/21 |
|
---|---|
Unit Value | 0.99% |
Standardized | -7.82% |
YTD as of 03/05/21 |
|
---|---|
Unit Value | 2.87% |
Standardized | -6.07% |
With optional enhanced death benefit
Monthly as of 02/28/21 |
|
---|---|
Unit Value | 0.98% |
Standardized | -7.83% |
YTD as of 03/05/21 |
|
---|---|
Unit Value | 2.85% |
Standardized | -6.09% |
Unit values and performance information shown apply to the specific annuity product listed, not the underlying Putnam Variable Trust fund. This information should not be used by investors who hold an interest in Putnam Variable Trust funds through a different annuity or other variable product. The unit values and performance of other variable products that offer Putnam Variable Trust funds may be higher or lower due to product charges and expenses or other factors.
Data is historical. Past performance is no guarantee of future results. More recent returns may be less or more than those shown. Investment return and principal value will fluctuate, and you may have a gain or a loss when you sell your units.
Returns shown for the subaccounts for periods before their inception are derived from the historical performance of the underlying fund, adjusted to reflect the mortality, expense risk, and surrender charges applicable to this product and do not factor in the annual $30 contract maintenance fee. Additional riders and options for insurance-related charges will increase expenses and lower returns. Please see the prospectus for details. For a portion of the period, subaccounts may have limited expenses, without which returns would have been lower.
Variable annuities are long-term investments designed for retirement purposes. Putnam Capital Manager products are flexible-premium variable annuities held by Talcott Resolution Life, Inc., Simsbury, CT.
Putnam Allstate variable annuities are flexible-premium deferred variable annuities issued by Allstate Life Insurance Company (Allstate Life); underwritten by Allstate Distributors, L.L.C., both of Northbrook, IL; and sold through registered representatives or bank employees who are licensed insurance agents. Please check for availability in your specific state.
These policies have limitations and are sold by prospectus only. The prospectus contains details on the variable annuity, the subaccounts, contract features, fees, expenses, and other pertinent information.
Investors should carefully consider the investment objectives, risks, charges, and expenses of a fund before investing. For a prospectus containing this and other information for any variable annuity or variable life product that invests in Putnam Variable Trust funds, contact your financial advisor for a contract prospectus and prospectus for the underlying funds. You may also call Talcott Resolution at 1-800-521-0538 or Allstate at 1-800-390-1277. Read the prospectuses carefully before investing.
For the most recent month-end performance, please call Talcott Resolution at 1-800-521-0538 or Allstate at 1-800-390-1277.
Risk Characteristics as of 01/31/21
Avg. Eff. Maturity | 0.81 |
Avg. Eff. Duration | 2.80 |
Avg. Coupon | 4.95 |
Avg. Yield to Maturity | 10.92 |
Alpha (%) | -- |
Beta | -0.18 |
R Squared | 0.00 |
Standard Deviation (3 yrs.) | 7.54 |
Maturity Details
0 to 1 yr. | 13.17% |
1 to 5 yrs. | 67.15% |
5 to 10 yrs. | 16.31% |
10 to 15 yrs. | 3.12% |
Over 15 yrs. | 0.25% |
Quality Ratings
AAA | 66.87% |
AA | 6.43% |
A | 15.88% |
BBB | 10.37% |
BB | 3.48% |
B | 3.52% |
CCC and Below | 2.56% |
Not Rated | -9.11% |
Holdings
Fnma Fn30 Tba Umbs 04.5000 02/01/2051 | 4.59% |
Gnma Gii30 Tba 04.5000 02/01/2051 | 4.55% |
Gnma Gii30 Tba 03.0000 02/01/2051 | 4.43% |
Fnr 2007-95 A3 00.3980 08/27/2036 | 3.58% |
Gnma Gii30 Tba 02.0000 02/01/2051 | 2.19% |
Fnma Fn30 Tba Umbs 02.0000 03/01/2051 | 2.18% |
Bf0101 03.5000 06/01/2056 | 1.49% |
Fhs 315 Po Po 00.0000 09/15/2043 | 1.28% |
Carr 2006-Nc2 A4 00.3700 06/25/2036 | 0.99% |
Mcas 2019-01 M10 P/P 144a 03.3800 10/15/2049 | 0.96% |
Top 10 holdings, total: | 26.24% |
Top 10 holdings as of 01/31/21 | |
---|---|
1: Fnma Fn30 Tba Umbs 04.5000 02/01/2051 | 4.59% |
2: Gnma Gii30 Tba 04.5000 02/01/2051 | 4.55% |
3: Gnma Gii30 Tba 03.0000 02/01/2051 | 4.43% |
4: Fnr 2007-95 A3 00.3980 08/27/2036 | 3.58% |
5: Gnma Gii30 Tba 02.0000 02/01/2051 | 2.19% |
6: Fnma Fn30 Tba Umbs 02.0000 03/01/2051 | 2.18% |
7: Bf0101 03.5000 06/01/2056 | 1.49% |
8: Fhs 315 Po Po 00.0000 09/15/2043 | 1.28% |
9: Carr 2006-Nc2 A4 00.3700 06/25/2036 | 0.99% |
10: Mcas 2019-01 M10 P/P 144a 03.3800 10/15/2049 | 0.96% |
Holdings represent 26.24% of portfolio |
Top 10 holdings as of 12/31/20 | |
---|---|
1: Fnma Fn30 Tba Umbs 04.5000 01/01/2051 | 4.63% |
2: Gnma Gii30 Tba 04.5000 01/01/2051 | 4.59% |
3: Gnma Gii30 Tba 03.0000 01/01/2051 | 4.47% |
4: Fnr 2007-95 A3 00.4001 08/27/2036 | 3.58% |
5: Gnma Gii30 Tba 02.0000 01/01/2051 | 2.23% |
6: Bf0101 03.5000 06/01/2056 | 1.52% |
7: Fhs 315 Po Po 00.0000 09/15/2043 | 1.35% |
8: Carr 2006-Nc2 A4 00.3880 06/25/2036 | 1.00% |
9: Bayv 2006-C 1a3 06.5280 11/28/2036 | 0.98% |
10: Fnr 2016-81 Io 06.0020 11/25/2046 | 0.97% |
Holdings represent 25.32% of portfolio |
Top 10 holdings as of 11/30/20 | |
---|---|
1: Fnma Fn30 Tba Umbs 04.5000 12/01/2050 | 4.63% |
2: Gnma Gii30 Tba 04.5000 12/01/2050 | 4.59% |
3: Gnma Gii30 Tba 03.0000 12/01/2050 | 4.46% |
4: Fnr 2007-95 A3 00.3993 08/27/2036 | 3.55% |
5: Gnma Gii30 Tba 02.0000 12/01/2050 | 2.23% |
6: Fnma Fn30 Tba Umbs 02.0000 01/01/2051 | 2.21% |
7: Fnma Fn30 Tba Umbs 01.5000 12/01/2050 | 2.16% |
8: Bf0101 03.5000 06/01/2056 | 1.54% |
9: Fhs 315 Po Po 00.0000 09/15/2043 | 1.39% |
10: Fnr 2016-81 Io 05.9999 11/25/2046 | 0.99% |
Holdings represent 27.75% of portfolio |
Top 10 holdings as of 10/31/20 | |
---|---|
1: Fnma Fn30 Tba Umbs 04.5000 11/01/2050 | 4.67% |
2: Gnma Gii30 Tba 04.5000 11/01/2050 | 4.63% |
3: Gnma Gii30 Tba 03.0000 11/01/2050 | 4.50% |
4: Fnr 2007-95 A3 00.3981 08/27/2036 | 3.57% |
5: Gnma Gii30 Tba 02.0000 11/01/2050 | 2.24% |
6: Fnma Fn30 Tba Umbs 02.0000 12/01/2050 | 2.22% |
7: Fnma Fn30 Tba Umbs 01.5000 12/01/2050 | 2.17% |
8: Bf0101 03.5000 06/01/2056 | 1.57% |
9: Fhs 315 Po Po 00.0000 09/15/2043 | 1.43% |
10: Fnr 2016-81 Io 06.0008 11/25/2046 | 1.02% |
Holdings represent 28.02% of portfolio |
REPO TRIPA MORTG 0.06 02/01/2021 | 8.80% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 6.11% | FNMA FN30 TBA UMBS 04.5000 02/01/2051 | 4.59% | GNMA GII30 TBA 04.5000 02/01/2051 | 4.55% | GNMA GII30 TBA 03.0000 02/01/2051 | 4.43% | FNR 2007-95 A3 00.3980 08/27/2036 | 3.58% | TREASURY BILL 00.0000 02/02/2021 | 2.53% | TREASURY BILL 00.0000 03/18/2021 | 2.53% | TREASURY BILL 00.0000 02/09/2021 | 2.32% | GNMA GII30 TBA 02.0000 02/01/2051 | 2.19% | FNMA FN30 TBA UMBS 02.0000 03/01/2051 | 2.18% | BF0101 03.5000 06/01/2056 | 1.49% | TREASURY BILL 00.0000 05/13/2021 | 1.48% | FHS 315 PO PO 00.0000 09/15/2043 | 1.28% | TREASURY BILL 00.0000 02/16/2021 | 1.27% | SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 1.09% | TREASURY BILL 00.0000 02/04/2021 | 1.06% | CARR 2006-NC2 A4 00.3700 06/25/2036 | 0.99% | MCAS 2019-01 M10 P/P 144A 03.3800 10/15/2049 | 0.96% | STACR 2018-DNA3 B2 07.8800 09/25/2048 | 0.95% | FNR 2016-81 SA IO 06.0200 11/25/2046 | 0.92% | BAYV 2006-C 1A3 06.5280 11/28/2036 | 0.91% | CAS 2019-R04 2B1 05.3800 06/25/2039 | 0.91% | FNR 2016-85 SL IO 05.9700 11/25/2046 | 0.87% | TREASURY BILL 00.0000 04/08/2021 | 0.84% | CAS 2018-C04 2B1 04.6300 12/25/2030 | 0.81% | SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 0.78% | SWPTN 3MX10Y P 0.964 USD 03/18/2021 JP | 0.77% | FNMA FN30 AL6919 UMBS 05.5000 01/01/2038 | 0.72% | FNR 2020-31 IO IO 04.5000 05/25/2050 | 0.71% | GNR 2020-175 JI IO 03.5000 11/20/2050 | 0.68% | GNMA GII30 609146 04.5000 05/20/2044 | 0.67% | FNR 2016-83 BS IO 05.9700 11/25/2046 | 0.67% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.66% | CWL 2007-10 1A1 00.3100 06/25/2047 | 0.65% | STACR 2016-DNA3 M3 05.1300 12/25/2028 | 0.64% | FHR 3835 FO PO 00.0000 04/15/2041 | 0.61% | FHLMC FR30 ZS9471 UMBS 04.0000 12/01/2044 | 0.61% | FHR 5065 DI IO 03.5000 01/25/2051 | 0.59% | TREASURY BILL 00.0000 05/06/2021 | 0.58% | AHM 2007-1 GA1C 00.3200 05/25/2047 | 0.57% | STACR 2015-HQA1 B 08.9300 03/25/2028 | 0.57% | FNR 2018-36 SD IO 06.1200 06/25/2048 | 0.57% | FNR 2016-8 SA IO 05.9200 03/25/2046 | 0.57% | STACR 2017-DNA2 M2 03.5800 10/25/2029 | 0.55% | CMLTI 2007-AR5 1A1A 03.3227 04/25/2037 | 0.53% | WFRBS 2012-C9 D P/P 144A 04.8105 11/15/2045 | 0.51% | GNR 2017-H20 AI IO 02.2348 10/20/2067 | 0.50% | STACR 2017-HQA2 M2 02.7800 12/25/2029 | 0.49% | GNR 2019-125 SG IO 05.9191 10/20/2049 | 0.48% | CAS 2017-C07 1B1 04.1300 05/25/2030 | 0.48% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.47% | OMIR 2018-1A M2 02.9800 07/25/2028 | 0.47% | FHR 4933 SA IO 05.8700 12/25/2049 | 0.46% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.46% | FHR 4953 AI IO 04.0000 02/25/2050 | 0.45% | GNR 2013-87 SA IO 06.0691 06/20/2043 | 0.45% | COMM 2014-CR17 D P/P 144A 04.8469 05/10/2047 | 0.44% | SHRP 2020-1 NOTE 03.1178 07/25/2024 | 0.44% | GNR 2016-H07 PI IO 02.2874 03/20/2066 | 0.44% | STACR 2018-HQA1 M2 02.4300 09/25/2030 | 0.44% | UBSCM 2012-C1 D P/P 144A 05.5688 05/10/2045 | 0.44% | FHR 5003 DS IO 05.9520 08/25/2050 | 0.44% | WFRBS 2011-C4 C P/P 144A 05.1929 06/15/2044 | 0.44% | CAS 2017-C06 1B1 04.2800 02/25/2030 | 0.44% | CASH MGMT BILL 00.0000 05/25/2021 | 0.42% | FNR 2017-104 SL IO 06.0200 01/25/2048 | 0.41% | GNR 2020-138 IB IO 02.5000 09/20/2050 | 0.41% | FNR 2016-50 SM IO 05.9700 08/25/2046 | 0.41% | GNR 2019-56 SK IO 06.0191 05/20/2049 | 0.40% | CAS 2016-C03 1B 11.8800 10/25/2028 | 0.40% | GNR 2019-158 AS IO 06.0211 09/16/2043 | 0.40% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.39% | CAS 2016-C03 1M2 05.4300 10/25/2028 | 0.39% | CWALT 2006-OA19 A1 00.3109 02/20/2047 | 0.39% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.39% | MSBAM 2014-C15 D P/P 144A 04.9007 04/15/2047 | 0.38% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.38% | MCAS 2020-01 M10 P/P 144A 03.8800 03/25/2050 | 0.38% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.37% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.37% | GNR 2017-H25 CI IO 02.3079 12/20/2067 | 0.37% | CCMFC 2006-4A A2 00.3100 11/25/2047 | 0.37% | JPMCC 2012-C8 C P/P 144A 04.6219 10/15/2045 | 0.37% | GNR 2020-7 SK IO 05.9191 01/20/2050 | 0.36% | FHR 3065 DC 19.4805 03/15/2035 | 0.36% | EMIR 2020-1 B1 02.9800 01/25/2030 | 0.36% | GNR 2017-H03 KI IO 02.8884 01/20/2067 | 0.35% | CAS 2017-C07 2B1 04.5800 05/25/2030 | 0.35% | UBSC 2011-C1 D P/P 144A 06.0502 01/10/2045 | 0.34% | FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.34% | DBUBS 2011-LC3A D P/P 144A 05.3362 08/10/2044 | 0.34% | SPST 2020-6 A 01.8800 09/07/2021 | 0.34% | WFRBS 2011-C5 C P/P 144A 05.6556 11/15/2044 | 0.34% | CAS 2017-C03 1M2 03.1300 10/25/2029 | 0.33% | GNR 2016-H27 GI IO 02.3480 12/20/2066 | 0.33% | JPMBB 2013-C14 D P/P 144A 04.7018 08/15/2046 | 0.33% | MWST 2019-1 A 00.9300 06/25/2052 | 0.32% | FNR 2020-96 IO IO 03.0000 01/25/2051 | 0.32% | GNR 2016-H23 NI IO 02.3678 10/20/2066 | 0.32% | UBSCM 2019-C17 C 03.7582 10/15/2052 | 0.32% | STACR 2018-HQA2 B1 04.3800 10/25/2048 | 0.32% | GNR 2011-156 SK IO 06.4691 04/20/2038 | 0.31% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.31% | FNR 2019-45 SD IO 05.9200 08/25/2049 | 0.31% | GNR 2015-H10 HI IO 03.0801 04/20/2065 | 0.30% | GNR 2013-39 IJ IO 04.5000 03/20/2043 | 0.30% | GSMS 2012-GCJ9 C P/P 144A 04.4480 11/10/2045 | 0.30% | JPMCC 2012-CBX B 04.9098 06/15/2045 | 0.30% | CAS 2017-C01 1M2 03.6800 07/25/2029 | 0.30% | UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.30% | COMM 2013-CR6 D P/P 144A 04.0895 03/10/2046 | 0.30% | SPST 2020-13 A 01.6300 10/10/2021 | 0.29% | FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.29% | JPMCC 2011-C3 D P/P 144A 05.7004 02/15/2046 | 0.29% | BALTA 2005-8 21A1 02.8468 10/25/2035 | 0.29% | SPST 2020-15 A 01.5000 12/10/2021 | 0.29% | GNMA GII30 609118 04.5000 02/20/2034 | 0.29% | GNR 2016-H13 IK IO 02.6363 06/20/2066 | 0.29% | GSMS 2013-GC10 D P/P 144A 04.4020 02/10/2046 | 0.29% | GNR 2018-H01 XI IO 01.1019 01/20/2068 | 0.28% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.28% | SPST 2020-2 A 00.9548 03/26/2021 | 0.28% | FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.27% | JPMCC 2013-LC11 D 04.1669 04/15/2046 | 0.27% | FNR 2008-24 SP 22.8067 02/25/2038 | 0.27% | SPST 2020-WL1 A 01.2800 06/25/2051 | 0.27% | GSMS 2014-GC18 C 04.9885 01/10/2047 | 0.27% | CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.27% | CSAIL 2015-C1 C 04.2640 04/15/2050 | 0.27% | GNR 2017-H06 MI IO 01.8464 02/20/2067 | 0.27% | GSMS 2014-GC24 D P/P 144A 04.5315 09/10/2047 | 0.26% | 0.75 R ISWP US0003M P 10/16/2030 | 0.26% | BMIR 2017-1 M2 P/P 144A 03.4800 10/25/2027 | 0.26% | GNR 2015-H20 CI IO 02.1957 08/20/2065 | 0.26% | WFCM 2020-C57 C 04.0242 08/15/2053 | 0.26% | MSBAM 2015-C23 D P/P 144A 04.1445 07/15/2050 | 0.26% | GNR 2015-H22 AI IO 01.9421 09/20/2065 | 0.25% | GNR 2015-H22 GI IO 02.5983 09/20/2065 | 0.25% | BANK 2020-BN25 C 03.3537 01/15/2063 | 0.25% | COMM 2013-LC6 C 04.2420 01/10/2046 | 0.25% | STACR 2019-DNA2 B2 10.6300 03/25/2049 | 0.25% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.25% | MSC 2011-C1 E P/P 144A 05.5384 09/15/2047 | 0.25% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.25% | GNMA GII30 BB0107 04.7000 08/20/2067 | 0.24% | WFRBS 2012-C6 C P/P 144A 05.5789 04/15/2045 | 0.24% | GNR 2017-H08 EI IO 02.1387 02/20/2067 | 0.24% | MSC 2011-C3 E P/P 144A 05.2443 07/15/2049 | 0.24% | JPMCC 2010-C2 D P/P 144A 05.6546 11/15/2043 | 0.24% | TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.24% | FNR 2018-20 SB IO 06.1200 03/25/2048 | 0.24% | GNR 2016-H18 QI IO 02.9632 06/20/2066 | 0.24% | JPMBB 2014-C18 C 04.7942 02/15/2047 | 0.24% | CAS 2019-R01 2M2 02.5800 07/25/2031 | 0.23% | CAS 2018 - C01 1B1 03.6800 07/25/2030 | 0.23% | GNR 2018-148 GS IO 05.9711 02/16/2046 | 0.23% | GNR 2019-35 SE IO 06.0211 01/16/2044 | 0.23% | JPMBB 2013-C14 C 04.7018 08/15/2046 | 0.23% | GNMA GII30 4114 05.5000 04/20/2038 | 0.23% | GNMA GII30 AJ4184 04.5000 09/20/2044 | 0.22% | COMM 2014-UBS3 D P/P 144A 04.7683 06/10/2047 | 0.22% | FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.22% | GNR 2017-H08 GI IO 02.5448 02/20/2067 | 0.22% | UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.22% | STACR 2018-HQA2 B2 11.1300 10/25/2048 | 0.22% | FNR 2018-47 SA IO 06.1200 07/25/2048 | 0.22% | JPMBB 2014-C25 D P/P 144A 03.9479 11/15/2047 | 0.22% | GNMA GII30 AJ4182 04.5000 09/20/2044 | 0.22% | GNR 2019-100 JS IO 05.9691 08/20/2049 | 0.22% | FNMA FN30 839363 07.0000 09/01/2031 | 0.22% | FHR 4436 SC IO 06.0235 02/15/2045 | 0.21% | JPMDB 2017-C7 C 04.1794 10/15/2050 | 0.21% | GNMA GII30 609117 04.5000 02/20/2044 | 0.21% | LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.21% | MRAFT 2020-4 A1 01.4826 04/23/2023 | 0.21% | TREASURY BILL 00.0000 03/25/2021 | 0.21% | DBUBS 2011-LC2A D P/P 144A 05.4331 07/10/2044 | 0.21% | CAS 2019-R05 1B1 04.2300 07/25/2039 | 0.21% | GNR 2016-H17 DI IO 02.4323 07/20/2066 | 0.21% | JPALT 2006-A6 1A1 00.4500 11/25/2036 | 0.21% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.21% | STACR 2019-DNA1 B1 04.7800 01/25/2049 | 0.21% | COMM 2014-CR17 E P/P 144A 04.8469 05/10/2047 | 0.20% | JPMBB 2013-C12 C 04.0992 07/15/2045 | 0.20% | GNR 2014-H21 AI IO 01.6368 10/20/2064 | 0.20% | GNR 2016-H03 AI IO 02.4657 01/20/2066 | 0.20% | CAS 2017-C05 1B1 03.7300 01/25/2030 | 0.20% | STACR 2019-DNA2 M2 02.5800 03/25/2049 | 0.20% | GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.20% | CAS 2018-C05 1B1 04.3800 01/25/2031 | 0.20% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.20% | MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.20% | MSBAM 2016-C29 C 04.7455 05/15/2049 | 0.20% | BBCMS 2019-C4 E P/P 144A 03.2500 08/15/2052 | 0.20% | FNMA FN30 850270 07.0000 12/01/2035 | 0.20% | FNR 2018-51 BI IO 05.5000 07/25/2038 | 0.19% | GNR 2019-121 SD IO 05.8691 10/20/2049 | 0.19% | STACR 2019-DNA4 B2 06.3800 10/25/2049 | 0.19% | BMIR 2018-2A M1C P/P 144A 01.7300 08/25/2028 | 0.19% | FNR 2017-19 IH IO 05.0000 03/25/2047 | 0.19% | GNR 2018-H02 IM IO 01.1959 02/20/2068 | 0.19% | COMM 2014-CR16 C 04.9377 04/10/2047 | 0.19% | 0.418 R ISWP US0003M P 01/15/2026 | 0.19% | BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.19% | STACR 2014-HQ3 M3 04.8800 10/25/2024 | 0.19% | COMM 2013-LC13 D P/P 144A 05.2866 08/10/2046 | 0.19% | GSMS 2014-GC22 C 04.6918 06/10/2047 | 0.19% | GNR 2017-H25 IO IO 02.1618 11/20/2067 | 0.18% | JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.18% | FREMF 2019-KF65 B P/P 144A 02.5439 07/25/2029 | 0.18% | WAMU 2005-AR8 2AC2 01.0500 07/25/2045 | 0.18% | FREMF 2019-KF66 B P/P 144A 02.5439 07/25/2029 | 0.18% | GNR 2015-H13 AI IO 02.6295 06/20/2065 | 0.18% | GNR 2017-H04 BI IO 02.1383 02/20/2067 | 0.18% | GSMS 2013-GC13 D P/P 144A 04.0837 07/10/2046 | 0.18% | CD 2017-CD4 C 04.3490 05/10/2050 | 0.18% | GNR 2016-H24 IO IO 02.1505 09/20/2066 | 0.18% | FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.18% | GSMS 2015-GC30 C 04.0764 05/10/2050 | 0.18% | GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.18% | GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.17% | GNR 2016-H04 KI IO 02.7576 02/20/2066 | 0.17% | WFCM 2020-C56 C 03.7499 06/15/2053 | 0.17% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.17% | FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.17% | MCAS 2019-01 M7 P/P 144A 01.8300 10/15/2049 | 0.17% | CAS 2020-SBT1 1M2 03.7800 02/25/2040 | 0.17% | GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.17% | GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.17% | GNR 2016-H06 DI IO 02.1858 07/20/2065 | 0.17% | WFCM 2016-BNK1 C 03.0710 08/15/2049 | 0.17% | MSBAM 2013-C9 C 04.0300 05/15/2046 | 0.16% | COMM 2015-CR23 C 04.2911 05/10/2048 | 0.16% | FNMA FN30 968927 06.0000 01/01/2038 | 0.16% | GNR 2015-H23 TI IO 01.9162 09/20/2065 | 0.16% | OPTN FN30 3.0 02/04/21 CALL 104.875 JPMC | 0.16% | STACR 2020-DNA4 B2 10.1300 08/25/2050 | 0.16% | OPTN FN30 3.5 02/04/21 CALL 105.90625 JPMC | 0.16% | 1.629 R ISWP US0003M P 01/19/2026 | 0.16% | STACR 2020-HQA3 B2 10.1300 07/25/2050 | 0.16% | COMM 2018-COR3 C 04.5606 05/10/2051 | 0.16% | GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.16% | GNR 2016-H06 HI IO 02.0765 02/20/2066 | 0.16% | JPMBB 2014-C22 C 04.5535 09/15/2047 | 0.16% | GNR 2017-H08 NI IO 02.2098 03/20/2067 | 0.16% | SCRT 2018-3 M 04.7500 08/25/2057 | 0.16% | CGCMT 2013-GC11 C 04.1340 04/10/2046 | 0.15% | COMM 2018-COR3 D P/P 144A 02.8106 05/10/2051 | 0.15% | FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.15% | MRAFT 2020-5 A1 01.1326 08/10/2023 | 0.15% | 1.5025 R ISWP US0003M P 10/21/2021 | 0.15% | GNMA GII30 AQ6653 04.5000 09/20/2045 | 0.15% | CSAIL 2018-C14 D P/P 144A 04.8906 11/15/2051 | 0.15% | GNR 2017-H10 MI IO 02.1269 04/20/2067 | 0.15% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.15% | WFHET 2007-2 A3 00.3600 04/25/2037 | 0.15% | GNR 2015-H25 BI IO 01.9407 10/20/2065 | 0.15% | GNR 2017-H14 LI IO 02.4288 06/20/2067 | 0.15% | GNR 2016-H24 KI IO 02.8766 11/20/2066 | 0.15% | STACR 2020-DNA5 B2 11.5823 10/25/2050 | 0.15% | ARRW 2018-1 A3 04.1570 04/25/2048 | 0.14% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.14% | WFCM 2012-LC5 D P/P 144A 04.7582 10/15/2045 | 0.14% | CAS 2016-C02 1M2 06.1300 09/25/2028 | 0.14% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.14% | GNR 2016-H10 AI IO 02.4412 04/20/2066 | 0.14% | STACR 2019-DNA1 M2 02.7800 01/25/2049 | 0.14% | GNR 2014-137 ID IO 05.5000 09/16/2044 | 0.14% | STACR 2020-HQA2 M2 03.2300 03/25/2050 | 0.14% | CAS 2018-C05 1M2 02.4800 01/25/2031 | 0.14% | 1.16 R ISWP US0003M P 10/16/2050 | 0.14% | COMM 2014-UBS2 C 04.9603 03/10/2047 | 0.14% | WAMU 2005-AR12 1A8 02.9241 10/25/2035 | 0.14% | SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | 0.14% | GNR 2014-H18 CI IO 01.5928 09/20/2064 | 0.13% | CAS 2016-C02 1B 12.3800 09/25/2028 | 0.13% | CAS 2017-C06 2B1 04.5800 02/25/2030 | 0.13% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.13% | GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.13% | GNR 2017-H09 IO IO 02.1887 04/20/2067 | 0.13% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.13% | GNR 2015-H04 AI IO 01.5723 12/20/2064 | 0.13% | GNR 2015-H16 XI IO 02.4622 07/20/2065 | 0.13% | GNR 2017-H14 JI IO 02.2605 06/20/2067 | 0.13% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.13% | GNR 2014-H25 BI IO 01.7015 12/20/2064 | 0.13% | GSMS 2012-GC6 C P/P 144A 05.6505 01/10/2045 | 0.13% | UBSBB 2012-C4 D P/P 144A 04.4695 12/10/2045 | 0.13% | UBSCM 2018-C11 D P/P 144A 03.0000 06/15/2051 | 0.13% | CAS 2018-C06 2B1 04.2300 03/25/2031 | 0.13% | FNR 2011-4 CS 12.6400 05/25/2040 | 0.13% | UBSCM 2018-C10 D P/P 144A 03.0000 05/15/2051 | 0.13% | FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.13% | GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.13% | WFCM 2018-C48 C 05.1199 01/15/2052 | 0.12% | GSMS 2014-GC20 C 04.9586 04/10/2047 | 0.12% | 1.316 R ISWP US0003M P 10/15/2021 | 0.12% | JPMCC 2013-C16 C 05.0219 12/15/2046 | 0.12% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.12% | WFCM 2018-C46 C 04.9784 08/15/2051 | 0.12% | FNMA FN30 724393 07.0000 08/01/2033 | 0.12% | CSAIL 2020-C19 D P/P 144A 02.5000 03/15/2053 | 0.12% | GNMA GII30 4291 06.0000 11/20/2038 | 0.12% | BSCMS 2007-T26 AJ 05.4316 01/12/2045 | 0.12% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.12% | GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.12% | MSC 2019-L3 E P/P 144A 02.5000 11/15/2052 | 0.12% | STACR 2019-HQA1 B2 12.3800 02/25/2049 | 0.12% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.12% | GNR 2011-H07 FI IO 01.2474 02/20/2061 | 0.12% | COMM 2012-CR1 C 05.3192 05/15/2045 | 0.12% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.11% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.11% | GNR 2016-H06 AI IO 03.2016 02/20/2066 | 0.11% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.11% | BMARK 2018-B1 C 04.1152 01/15/2051 | 0.11% | GNMA GII30 BG4861 04.5000 05/20/2048 | 0.11% | GNR 2016-H24 JI IO 02.1956 11/20/2066 | 0.11% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.11% | FHR 4165 TI IO 03.0000 12/15/2042 | 0.11% | GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.11% | GNR 2018-H05 ID 02.0570 03/20/2068 | 0.11% | JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.11% | MSBAM 2014-C14 C 05.0502 02/15/2047 | 0.11% | MWST 2020-1 A 01.0300 10/25/2053 | 0.11% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.10% | GNR 2014-182 BI IO 04.0000 01/20/2039 | 0.10% | GNR 2015-H24 HI IO 02.0406 09/20/2065 | 0.10% | 1.33 R ISWP US0003M P 11/03/2021 | 0.10% | CAS 2019-R01 2B1 04.4800 07/25/2031 | 0.10% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.10% | CWALT 2007-OA6 A1A 00.2700 06/25/2037 | 0.10% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.10% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.10% | MLCFC 2006-4 C 05.3240 12/12/2049 | 0.10% | GNR 2013-182 SP IO 06.5691 12/20/2043 | 0.10% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.10% | GNR 2016-H04 HI IO 02.3827 07/20/2065 | 0.10% | GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.10% | CAS 2017-C02 2B1 05.6300 09/25/2029 | 0.10% | FNR 12-118 PI IO 04.0000 06/25/2042 | 0.10% | MSBAM 2013-C10 F P/P 144A 04.0814 07/15/2046 | 0.10% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.10% | FHR 3072 SM 04.2533 11/15/2035 | 0.09% | CAS 2015-C04 1M2 05.8300 04/25/2028 | 0.09% | GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.09% | FNR 2005-106 JC 19.7209 12/25/2035 | 0.09% | FNR 2007-53 SP 23.6573 06/25/2037 | 0.09% | GNR 2017-H25 AI IO 02.8185 12/20/2067 | 0.09% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.09% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.09% | FNR 2006-8 HP 24.0900 03/25/2036 | 0.09% | FHR 4136 IQ IO 03.5000 11/15/2042 | 0.09% | SWPTN 3MX5Y P 0.615 USD 04/13/2021 BC | 0.09% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.08% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.08% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.08% | SAMI 2006-AR7 A1BG 00.2500 08/25/2036 | 0.08% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.08% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.08% | GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.08% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.08% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.08% | GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.08% | MSAC 2004-HE9 M2 01.0600 11/25/2034 | 0.08% | 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.08% | GNR 2016-H08 GI IO 01.4393 04/20/2066 | 0.08% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.08% | FHR 4425 EI IO 04.0000 01/15/2045 | 0.08% | FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.08% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.08% | FHR 4621 QI IO 03.5000 10/15/2046 | 0.08% | GNR 2018-H02 IO IO 01.3744 01/20/2068 | 0.08% | STACR 2019-DNA1 B2 10.8800 01/25/2049 | 0.08% | STACR 2019-DNA3 B2 08.2800 07/25/2049 | 0.08% | GNR 2017-H06 EI IO 01.5988 02/20/2067 | 0.07% | CAS 2020-R02 2B1 03.1300 01/25/2040 | 0.07% | FHR 3408 EK 25.2841 04/15/2037 | 0.07% | FNR 2013-22 PI IO 03.5000 10/25/2042 | 0.07% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.07% | OPTN FN30 2.0 03/04/21 CALL 102.875 JPMC | 0.07% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 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% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.07% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.07% | FNMA FN30 780879 07.0000 12/01/2028 | 0.06% | FHR 4546 PI IO 04.0000 12/15/2045 | 0.06% | FNR 2005-122 SE 22.5820 11/25/2035 | 0.06% | GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.06% | MWST 2020-2 A 00.9300 11/25/2053 | 0.06% | GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.06% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.06% | 1.232 R ISWP US0003M P 01/29/2051 | 0.06% | FHR 4171 NI IO 03.0000 06/15/2042 | 0.06% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% | GNR 2014-100 NI IO 04.0000 06/20/2043 | 0.06% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.06% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.06% | FNR 2006-62 PS 39.1200 07/25/2036 | 0.06% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.06% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.06% | IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.06% | FNR 2012-114 NI IO 03.5000 10/25/2041 | 0.05% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.05% | STACR 2019-FTR3 B2 04.9480 09/25/2047 | 0.05% | FHLMC FR30 ZJ6049 UMBS 07.0000 04/01/2032 | 0.05% | FHR 4213 GI IO 04.0000 11/15/2041 | 0.05% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.05% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.05% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.05% | FHR 4150 DI IO 03.0000 01/15/2043 | 0.05% | FNR 2005-75 GS 19.8600 08/25/2035 | 0.05% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.05% | 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.05% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.05% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.05% | GNMA GII30 3880 06.5000 07/20/2036 | 0.05% | GNR 2014-174 AI IO 03.0000 11/16/2029 | 0.05% | GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.05% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.05% | FHR 4165 AI IO 03.5000 02/15/2043 | 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% | 0.615 R ISWP FWD US0003M P 04/15/2026 | 0.05% | FNR 2012-104 HI IO 04.0000 09/25/2027 | 0.05% | FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.05% | FNR 2019-71 CS 03.9500 11/25/2049 | 0.05% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% | SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.05% | FHR 4500 GI IO 04.0000 08/15/2045 | 0.05% | FNR 2008-53 DO PO 00.0000 07/25/2038 | 0.05% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.05% | OPTN FN30 2.5 02/04/21 CALL 105.25 JPMC | 0.05% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.04% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% | SWPTN 3MX10Y R 1.065 USD 04/13/2021 GS | 0.04% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.04% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.04% | GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.04% | FHLMC FR30 ZS0496 UMBS 07.0000 06/01/2030 | 0.04% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | FHLMC FR30 ZS0357 UMBS 07.0000 11/01/2026 | 0.04% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.04% | FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.04% | FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.04% | CAS 2018-C01 1M2 02.3800 07/25/2030 | 0.04% | FHR 4019 JI IO 04.0000 05/15/2041 | 0.04% | GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.04% | 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.04% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.04% | GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.04% | GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.04% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.04% | CAS 2016-C05 2M2 04.5800 01/25/2029 | 0.04% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.04% | FHR 2990 LB 16.6224 06/15/2034 | 0.04% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.04% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.04% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.04% | FHR 4136 ES IO 06.1235 11/15/2042 | 0.04% | GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.04% | 1.996 R ISWP US0003M P 01/20/2031 | 0.04% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.03% | FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.03% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.03% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% | 0.41 R ISWP US0003M P 10/13/2025 | 0.03% | 0.968 R ISWP FWD US0003M P 04/08/2031 | 0.03% | FHR 4018 DI IO 04.5000 07/15/2041 | 0.03% | SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.03% | IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.03% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.03% | FHLMC FR30 ZI1337 UMBS 05.5000 12/01/2033 | 0.03% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.03% | IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.03% | FHR 4530 HI IO 04.0000 11/15/2045 | 0.03% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% | CAS 2016-C05 2B 10.8800 01/25/2029 | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.02% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | GNMA GII30 665235 06.0000 04/20/2037 | 0.02% | OPTN FN30 2.0 02/04/21 CALL 103.3125 JPMC | 0.02% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% | FHR 4183 MI IO 03.0000 02/15/2042 | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.02% | SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.02% | SWPTN 8YX10Y P 3.312 USD 11/27/2028 BA | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | GNR 2015-24 AI IO 03.5000 12/20/2037 | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% | OPTN FN30 4.0 02/04/21 CALL 107.0 JPMC | 0.02% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.02% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.02% | 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.02% | FHR 4201 JI IO 03.0000 12/15/2041 | 0.02% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.02% | FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.02% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% | SWPTN 6MX10Y R 0.915 USD 07/13/2021 CI | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | FNMA FN30 257572 05.0000 02/01/2039 | 0.02% | FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.02% | GNMA GN30 780770 06.0000 04/15/2028 | 0.02% | 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.02% | 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.02% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | FNMA FN30 254974 07.0000 10/01/2033 | 0.02% | FNMA FN30 900135 06.5000 09/01/2036 | 0.02% | FNR 2005-83 QP 17.0560 11/25/2034 | 0.02% | FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.02% | GNR 2020-15 CS IO 05.9191 02/20/2050 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% | FHLMC FR30 ZA0768 UMBS 07.5000 07/01/2031 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% | FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.02% | FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% | FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.02% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% | SWPTN 1MX5Y R 0.576 USD 02/08/2021 GS | 0.02% | SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.02% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.01% | 0.471 R ISWP US0003M P 11/16/2025 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% | GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% | SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.01% | SWPTN 3MX10Y R 0.991 USD 04/06/2021 CI | 0.01% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% | 1.067 R ISWP US0003M P 01/11/2031 | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% | SWPTN 3MX30Y P 1.46 USD 04/06/2021 CI | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | FNR 2011-123 KS IO 06.4700 10/25/2041 | 0.01% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% | 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% | GNR 2014-160 IB IO 03.0000 11/20/2040 | 0.01% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.01% | FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.01% | 0.213 R ISWP US0003M P 01/11/2023 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | FHR 3391 PO PO 00.0000 04/15/2037 | 0.01% | FNMA FN30 190308 07.5000 09/01/2030 | 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% | FHLMC FR30 ZS0498 UMBS 07.5000 09/01/2030 | 0.01% | GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.01% | 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.01% | FNW 2003-W8 3F2 00.4800 05/25/2042 | 0.01% | GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.01% | OPTN GII30 4.0 02/04/21 CALL 106.84375 JPMC | 0.01% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% | SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.01% | 1.173 R ISWP US0003M P 01/14/2031 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | FNMA FN30 545111 07.5000 11/01/2030 | 0.00% | FNMA FN30 554979 07.5000 11/01/2030 | 0.00% | FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.00% | 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% | 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.00% | 1.5945 R ISWP US0003M P 01/15/2051 | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | GNMA GN30 404535 06.5000 05/15/2028 | 0.00% | GNR 2011-71 IK IO 04.0000 04/16/2039 | 0.00% | GNR 2015-99 TI IO 03.5000 04/20/2039 | 0.00% | SWPTN 1MX5Y P 0.576 USD 02/08/2021 GS | 0.00% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.00% | 1.10 R ISWP US0003M P 01/26/2031 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% | GNMA GN30 569553 06.5000 01/15/2032 | 0.00% | GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.00% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% | 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | FHR 3326 WF 00.0000 10/15/2035 | 0.00% | GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% | IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | OPTN GII30 3.5 02/04/21 CALL 105.9375 JPMC | 0.00% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.00% | SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.00% | 0.2205 R ISWP US0003M P 01/15/2023 | 0.00% | 0.228 R ISWP US0003M P 01/14/2023 | 0.00% | 1.1355 R ISWP US0003M P 01/13/2031 | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | GNMA GN30 552703 06.5000 08/15/2032 | 0.00% | GNMA GN30 574830 06.5000 11/15/2031 | 0.00% | GNMA GN30 584470 06.5000 06/15/2032 | 0.00% | SWPTN 1MX10Y R 1.196 USD 02/12/2021 CI | 0.00% | SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.00% | 0.188 R ISWP US0003M P 01/07/2023 | 0.00% | 0.205 R ISWP US0003M P 01/08/2023 | 0.00% | 0.2145 R ISWP US0003M P 01/11/2023 | 0.00% | 0.2145 R ISWP US0003M P 01/13/2023 | 0.00% | 0.41 R ISWP FWD US0003M P 07/05/2024 | 0.00% | 1.059 R ISWP US0003M P 01/11/2031 | 0.00% | 1.12792 R ISWP US0003M P 01/13/2031 | 0.00% | 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.00% | 1.6125 R ISWP US0003M P 01/15/2051 | 0.00% | CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% | FHR 3996 IK IO 04.0000 03/15/2039 | 0.00% | FHR 4199 CI IO 03.5000 12/15/2037 | 0.00% | GNMA GN30 486470 06.5000 08/15/2028 | 0.00% | GNMA GN30 780776 06.5000 04/15/2028 | 0.00% | GNR 2010-114 MI IO 04.0000 03/20/2039 | 0.00% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% | OPTN FN30 4.0 02/04/21 PUT 107.0 JPMC | 0.00% | OPTN GII30 4.0 02/04/21 PUT 106.84375 JPMC | 0.00% | SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% | SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% | SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% | SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% | SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.00% | 1.546 R ISWP US0003M P 01/08/2051 | -0.00% | 1.609 R ISWP US0003M P 01/25/2051 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | OPTN FN30 3.5 02/04/21 PUT 105.90625 JPMC | -0.00% | SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.00% | SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | -0.00% | SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.00% | SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.00% | 0.90 R ISWP FWD US0003M P 03/17/2031 | -0.00% | 1.101 R ISWP FWD US0003M P 03/04/2031 | -0.00% | 1.509 R ISWP US0003M P 01/08/2051 | -0.00% | 1.5955 R ISWP US0003M P 01/19/2051 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.00% | 1.0991 R ISWP US0003M P 01/15/2031 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.00% | SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.00% | 2.032 R ISWP US0003M P 01/16/2055 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.00% | SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% | 0.201 R ISWP US0003M P 01/05/2023 | -0.00% | 1.589 R ISWP FWD US0003M P 01/26/2051 | -0.00% | 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% | 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% | 1.1749 R ISWP US0003M P 01/14/2031 | -0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% | SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% | SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | -0.01% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | -0.01% | 0.30 R ISWP US0003M P 12/02/2023 | -0.01% | 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% | 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% | 1.07 R ISWP US0003M P 01/11/2031 | -0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | 0.4515 R ISWP US0003M P 12/31/2025 | -0.01% | 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | OPTN FN30 3.0 02/04/21 PUT 104.875 JPMC | -0.01% | OPTN GII30 3.5 02/04/21 PUT 105.9375 JPMC | -0.01% | 0.5615 R ISWP FWD US0003M P 01/13/2026 | -0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.01% | SWPTN 3MX10Y P 1.465 USD 04/13/2021 GS | -0.01% | 1.535 R ISWP US0003M P 02/01/2051 | -0.01% | SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.01% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% | 1.0275 R ISWP US0003M P 01/08/2031 | -0.01% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% | SWPTN 3MX10Y P 0.991 USD 04/06/2021 CI | -0.01% | SWPTN 3MX30Y R 1.46 USD 04/06/2021 CI | -0.01% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.01% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.01% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.01% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% | 1.26 R ISWP US0003M P 12/01/2050 | -0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% | SWPTN 3MX10Y R 0.968 USD 04/06/2021 BC | -0.02% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% | 0.37 R ISWP US0003M P 10/16/2025 | -0.02% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.02% | SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% | SWPTN 3MX10Y P 0.968 USD 04/06/2021 BC | -0.02% | SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% | 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.02% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% | 0.9305 R ISWP US0003M P 01/06/2031 | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% | SWPTN 1MX10Y P 1.196 USD 02/12/2021 CI | -0.02% | SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.02% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% | 0.9355 R ISWP US0003M P 01/07/2031 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.03% | SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.03% | 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.03% | OPTN FN30 2.5 02/04/21 PUT 105.25 JPMC | -0.03% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.03% | SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.04% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.04% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.04% | IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.04% | SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.04% | SWPTN 3MX10Y R 1.165 USD 04/13/2021 GS | -0.04% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.04% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.04% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.04% | 0.944 R ISWP US0003M P 01/05/2031 | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% | IOS.FN30.400.10 P USL1M R 01/12/41 GS | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.04% | SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.04% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.04% | 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.04% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.04% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.05% | SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.05% | 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.05% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.05% | OPTN FN30 2.0 03/04/21 PUT 102.875 JPMC | -0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.05% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.05% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.05% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.05% | 0.30 R ISWP US0003M P 07/14/2025 | -0.05% | OPTN FN30 2.0 02/04/21 PUT 103.3125 JPMC | -0.05% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.05% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.06% | 0.83 R ISWP US0003M P 11/03/2021 | -0.06% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.06% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.06% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.06% | SWPTN 8YX10Y R 3.312 USD 11/27/2028 BA | -0.07% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.07% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.08% | SWPTN 3MX10Y R 0.964 USD 03/18/2021 JP | -0.08% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.08% | 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.08% | 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.08% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.08% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.09% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.09% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.09% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.10% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.10% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.10% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.11% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.12% | SWPTN 3MX5Y R 0.615 USD 04/13/2021 BC | -0.14% | 0.645 R ISWP US0003M P 07/15/2030 | -0.14% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.15% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -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 JP | -0.15% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.16% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.17% | 1.02 R ISWP US0003M P 12/02/2033 | -0.18% | 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.19% | 1.805 R ISWP US0003M P 01/19/2031 | -0.19% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.22% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.22% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.26% | SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.26% | 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.26% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.27% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.28% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.31% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.31% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.33% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.35% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.35% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.41% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.45% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.46% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.56% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.56% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.58% | 1.25 R ISWP FWD US0003M P 03/17/2051 | -0.61% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.66% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.72% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.44% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.76% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -2.19% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -4.82% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -5.69% | FNMA FN30 TBA UMBS 01.5000 03/01/2051 | -8.46% | US 2YR NOTE (CBT) MAR21 TUH1 | -177.81% |
REPO TRIPA MORTG 0.07 01/04/2021 | 8.55% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 6.38% | FNMA FN30 TBA UMBS 04.5000 01/01/2051 | 4.63% | GNMA GII30 TBA 04.5000 01/01/2051 | 4.59% | GNMA GII30 TBA 03.0000 01/01/2051 | 4.47% | FNR 2007-95 A3 00.4001 08/27/2036 | 3.58% | TREASURY BILL 00.0000 02/02/2021 | 2.56% | TREASURY BILL 00.0000 03/18/2021 | 2.56% | TREASURY BILL 00.0000 02/09/2021 | 2.35% | GNMA GII30 TBA 02.0000 01/01/2051 | 2.23% | BF0101 03.5000 06/01/2056 | 1.52% | TREASURY BILL 00.0000 01/19/2021 | 1.50% | SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 1.41% | FHS 315 PO PO 00.0000 09/15/2043 | 1.35% | TREASURY BILL 00.0000 02/16/2021 | 1.28% | SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 1.25% | TREASURY BILL 00.0000 02/04/2021 | 1.07% | CARR 2006-NC2 A4 00.3880 06/25/2036 | 1.00% | BAYV 2006-C 1A3 06.5280 11/28/2036 | 0.98% | FNR 2016-81 SA IO 06.0020 11/25/2046 | 0.96% | SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 0.96% | CAS 2019-R04 2B1 05.3980 06/25/2039 | 0.91% | US ULTRA BOND CBT MAR21 WNH1 | 0.91% | FNR 2016-85 SL IO 05.9520 11/25/2046 | 0.91% | STACR 2018-DNA3 B2 07.8980 09/25/2048 | 0.89% | MCAS 2019-01 M10 P/P 144A 03.3980 10/15/2049 | 0.89% | CAS 2018-C04 2B1 04.6480 12/25/2030 | 0.81% | FNMA FN30 AL6919 UMBS 05.5000 01/01/2038 | 0.75% | FNR 2020-31 IO IO 04.5000 05/25/2050 | 0.71% | FNR 2016-83 BS IO 05.9520 11/25/2046 | 0.70% | GNR 2020-175 JI IO 03.5000 11/20/2050 | 0.69% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.68% | GNMA GII30 609146 04.5000 05/20/2044 | 0.68% | CWL 2007-10 1A1 00.3280 06/25/2047 | 0.67% | STACR 2016-DNA3 M3 05.1480 12/25/2028 | 0.65% | FHR 3835 FO PO 00.0000 04/15/2041 | 0.64% | FHLMC FR30 ZS9471 UMBS 04.0000 12/01/2044 | 0.64% | FNR 2018-36 SD IO 06.1020 06/25/2048 | 0.60% | FNR 2016-8 SA IO 05.9020 03/25/2046 | 0.58% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.57% | STACR 2015-HQA1 B 08.9480 03/25/2028 | 0.57% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.56% | CMLTI 2007-AR5 1A1A 03.4611 04/25/2037 | 0.56% | STACR 2017-DNA2 M2 03.5980 10/25/2029 | 0.55% | AHM 2007-1 GA1C 00.3380 05/25/2047 | 0.54% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.54% | WFRBS 2012-C9 D P/P 144A 04.8105 11/15/2045 | 0.51% | GNR 2017-H20 AI IO 02.2394 10/20/2067 | 0.50% | GNR 2019-125 SG IO 05.8984 10/20/2049 | 0.50% | STACR 2017-HQA2 M2 02.7980 12/25/2029 | 0.50% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.48% | CAS 2017-C07 1B1 04.1480 05/25/2030 | 0.47% | GNR 2013-87 SA IO 06.0484 06/20/2043 | 0.46% | GNR 2016-H07 PI IO 02.2814 03/20/2066 | 0.46% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.46% | OMIR 2018-1A M2 02.9980 07/25/2028 | 0.45% | FHR 4953 AI IO 04.0000 02/25/2050 | 0.45% | COMM 2014-CR17 D P/P 144A 04.8470 05/10/2047 | 0.45% | SHRP 2020-1 NOTE 03.1065 07/25/2024 | 0.45% | WFRBS 2011-C4 C P/P 144A 05.1930 06/15/2044 | 0.44% | STACR 2018-HQA1 M2 02.4480 09/25/2030 | 0.44% | UBSCM 2012-C1 D P/P 144A 05.5689 05/10/2045 | 0.43% | CAS 2017-C06 1B1 04.2980 02/25/2030 | 0.43% | FHR 5003 DS IO 05.9520 08/25/2050 | 0.43% | FNR 2016-50 SM IO 05.9520 08/25/2046 | 0.43% | GNR 2019-56 SK IO 05.9984 05/20/2049 | 0.43% | FNR 2017-104 SL IO 06.0020 01/25/2048 | 0.42% | GNR 2019-158 AS IO 05.9969 09/16/2043 | 0.41% | CAS 2016-C03 1B 11.8980 10/25/2028 | 0.40% | CAS 2016-C03 1M2 05.4480 10/25/2028 | 0.40% | CWALT 2006-OA19 A1 00.3316 02/20/2047 | 0.40% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.40% | GNR 2020-138 IB IO 02.5000 09/20/2050 | 0.39% | CCMFC 2006-4A A2 00.3280 11/25/2047 | 0.38% | SWPTN 3MX10Y P 0.964 USD 03/18/2021 JP | 0.38% | GNR 2017-H25 CI IO 01.6701 12/20/2067 | 0.38% | GNR 2020-7 SK IO 05.8984 01/20/2050 | 0.38% | MSBAM 2014-C15 D P/P 144A 04.9058 04/15/2047 | 0.38% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.38% | FHR 3065 DC 19.3841 03/15/2035 | 0.38% | EMIR 2020-1 B1 02.9980 01/25/2030 | 0.36% | MCAS 2020-01 M10 P/P 144A 03.8980 03/25/2050 | 0.36% | JPMCC 2012-C8 C P/P 144A 04.6220 10/15/2045 | 0.35% | CAS 2017-C07 2B1 04.5980 05/25/2030 | 0.35% | GNR 2017-H03 KI IO 03.4835 01/20/2067 | 0.35% | FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.34% | GNR 2016-H27 GI IO 02.3336 12/20/2066 | 0.34% | UBSC 2011-C1 D P/P 144A 06.0502 01/10/2045 | 0.34% | SPST 2020-6 A 01.8933 09/07/2021 | 0.34% | WFRBS 2011-C5 C P/P 144A 05.6557 11/15/2044 | 0.34% | DBUBS 2011-LC3A D P/P 144A 05.3353 08/10/2044 | 0.34% | CAS 2017-C03 1M2 03.1480 10/25/2029 | 0.34% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.33% | GNR 2016-H23 NI IO 02.3708 10/20/2066 | 0.33% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.32% | MWST 2019-1 A 00.9480 06/25/2052 | 0.32% | GNR 2011-156 SK IO 06.4484 04/20/2038 | 0.32% | UBSCM 2019-C17 C 03.7582 10/15/2052 | 0.32% | FNR 2019-45 SD IO 05.9020 08/25/2049 | 0.32% | GNR 2015-H10 HI IO 03.1024 04/20/2065 | 0.32% | STACR 2018-HQA2 B1 04.3980 10/25/2048 | 0.32% | GNR 2013-39 IJ IO 04.5000 03/20/2043 | 0.31% | JPMBB 2013-C14 D P/P 144A 04.7018 08/15/2046 | 0.31% | GSMS 2012-GCJ9 C P/P 144A 04.4480 11/10/2045 | 0.30% | CAS 2017-C01 1M2 03.6980 07/25/2029 | 0.30% | GNR 2016-H13 IK IO 02.6367 06/20/2066 | 0.30% | JPMCC 2012-CBX B 04.9223 06/15/2045 | 0.30% | BALTA 2005-8 21A1 02.9508 10/25/2035 | 0.30% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.30% | SPST 2020-13 A 01.6433 10/10/2021 | 0.30% | SPST 2020-15 A 01.5133 12/10/2021 | 0.30% | GNMA GII30 609118 04.5000 02/20/2034 | 0.29% | UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.29% | GNR 2018-H01 XI IO 01.9695 01/20/2068 | 0.29% | JPMCC 2011-C3 D P/P 144A 05.6961 02/15/2046 | 0.29% | FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.29% | GSMS 2013-GC10 D P/P 144A 04.4021 02/10/2046 | 0.29% | COMM 2013-CR6 D P/P 144A 04.0897 03/10/2046 | 0.28% | FNR 2008-24 SP 22.7407 02/25/2038 | 0.28% | GNR 2017-H06 MI IO 02.1282 02/20/2067 | 0.28% | SPST 2020-2 A 00.9780 03/26/2021 | 0.28% | SPST 2020-WL1 A 01.2980 06/25/2051 | 0.28% | CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.27% | JPMCC 2013-LC11 D 04.1670 04/15/2046 | 0.27% | GSMS 2014-GC18 C 04.9886 01/10/2047 | 0.27% | FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.27% | GSMS 2014-GC24 D P/P 144A 04.5315 09/10/2047 | 0.27% | BMIR 2017-1 M2 P/P 144A 03.4980 10/25/2027 | 0.26% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.26% | GNR 2015-H22 GI IO 02.5994 09/20/2065 | 0.26% | GNR 2015-H22 AI IO 01.9413 09/20/2065 | 0.26% | WFCM 2020-C57 C 04.0242 08/15/2053 | 0.26% | MSBAM 2015-C23 D P/P 144A 04.1446 07/15/2050 | 0.26% | CSAIL 2015-C1 C 04.2643 04/15/2050 | 0.25% | BMIR 2018-2A M1C P/P 144A 01.7480 08/25/2028 | 0.25% | COMM 2013-LC6 C 04.2420 01/10/2046 | 0.25% | GNR 2015-H20 CI IO 02.1982 08/20/2065 | 0.25% | FNR 2018-20 SB IO 06.1020 03/25/2048 | 0.25% | MSC 2011-C1 E P/P 144A 05.5629 09/15/2047 | 0.25% | GNR 2017-H08 EI IO 02.3864 02/20/2067 | 0.25% | GNMA GII30 BB0107 04.7000 08/20/2067 | 0.25% | GNR 2016-H18 QI IO 02.9372 06/20/2066 | 0.25% | WFRBS 2012-C6 C P/P 144A 05.5791 04/15/2045 | 0.25% | BANK 2020-BN25 C 03.3537 01/15/2063 | 0.25% | GNR 2019-35 SE IO 05.9969 01/16/2044 | 0.25% | FHR 4436 SC IO 05.9914 02/15/2045 | 0.24% | STACR 2019-DNA2 B2 10.6480 03/25/2049 | 0.24% | GNR 2018-148 GS IO 05.9469 02/16/2046 | 0.24% | TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.24% | GNMA GII30 4114 05.5000 04/20/2038 | 0.24% | OPTN FN30 2.0 02/04/21 CALL 103.3125 JPMC | 0.24% | CAS 2019-R01 2M2 02.5980 07/25/2031 | 0.24% | MSC 2011-C3 E P/P 144A 05.2443 07/15/2049 | 0.24% | CAS 2018 - C01 1B1 03.6980 07/25/2030 | 0.23% | FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.23% | GNMA GII30 AJ4184 04.5000 09/20/2044 | 0.23% | GNR 2017-H08 GI IO 02.5826 02/20/2067 | 0.23% | GNR 2019-100 JS IO 05.9484 08/20/2049 | 0.23% | FNR 2018-47 SA IO 06.1020 07/25/2048 | 0.22% | STACR 2018-HQA2 B2 11.1480 10/25/2048 | 0.22% | COMM 2014-UBS3 D P/P 144A 04.7683 06/10/2047 | 0.22% | GNMA GII30 AJ4182 04.5000 09/20/2044 | 0.22% | FNMA FN30 839363 07.0000 09/01/2031 | 0.22% | UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.22% | JPMBB 2014-C18 C 04.7942 02/15/2047 | 0.22% | GNR 2016-H17 DI IO 02.4665 07/20/2066 | 0.22% | JPMBB 2013-C14 C 04.7018 08/15/2046 | 0.22% | GNMA GII30 609117 04.5000 02/20/2044 | 0.22% | JPALT 2006-A6 1A1 00.4680 11/25/2036 | 0.22% | JPMDB 2017-C7 C 04.1794 10/15/2050 | 0.22% | STACR 2014-HQ3 M3 04.8980 10/25/2024 | 0.22% | MRAFT 2020-4 A1 01.4988 04/23/2023 | 0.21% | TREASURY BILL 00.0000 03/25/2021 | 0.21% | TREASURY BILL 00.0000 04/08/2021 | 0.21% | LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.21% | JPMBB 2014-C25 D P/P 144A 03.9480 11/15/2047 | 0.21% | DBUBS 2011-LC2A D P/P 144A 05.4874 07/10/2044 | 0.21% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.21% | GNR 2016-H03 AI IO 03.1888 01/20/2066 | 0.21% | CAS 2019-R05 1B1 04.2480 07/25/2039 | 0.21% | GNR 2014-H21 AI IO 01.6368 10/20/2064 | 0.21% | JPMBB 2013-C12 C 04.0993 07/15/2045 | 0.20% | COMM 2014-CR17 E P/P 144A 04.8470 05/10/2047 | 0.20% | OPTN FN30 2.5 01/07/21 CALL 104.5 JPMC | 0.20% | GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.20% | MSRR 2010-R4 4B 00.8910 02/26/2037 | 0.20% | STACR 2019-DNA2 M2 02.5980 03/25/2049 | 0.20% | GNR 2019-121 SD IO 05.8484 10/20/2049 | 0.20% | FNMA FN30 850270 07.0000 12/01/2035 | 0.20% | FNR 2018-51 BI IO 05.5000 07/25/2038 | 0.20% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.20% | CAS 2017-C05 1B1 03.7480 01/25/2030 | 0.20% | CAS 2018-C05 1B1 04.3980 01/25/2031 | 0.20% | FNR 2017-19 IH IO 05.0000 03/25/2047 | 0.20% | GNR 2018-H02 IM IO 01.6516 02/20/2068 | 0.20% | STACR 2019-DNA4 B2 06.3980 10/25/2049 | 0.20% | MSBAM 2016-C29 C 04.7457 05/15/2049 | 0.19% | GNR 2015-H13 AI IO 02.6329 06/20/2065 | 0.19% | GNR 2016-H24 IO IO 02.1464 09/20/2066 | 0.19% | GNR 2017-H04 BI IO 02.3369 02/20/2067 | 0.19% | FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.19% | GNR 2017-H25 IO IO 00.5729 11/20/2067 | 0.19% | COMM 2014-CR16 C 04.9281 04/10/2047 | 0.19% | STACR 2014-DN4 M3 04.6980 10/25/2024 | 0.19% | WAMU 2005-AR8 2AC2 01.0680 07/25/2045 | 0.19% | BBCMS 2019-C4 E P/P 144A 03.2500 08/15/2052 | 0.19% | COMM 2013-LC13 D P/P 144A 05.2867 08/10/2046 | 0.18% | FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.18% | FNMA FN30 968927 06.0000 01/01/2038 | 0.18% | JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.18% | FREMF 2019-KF65 B P/P 144A 02.5534 07/25/2029 | 0.18% | GNR 2016-H04 KI IO 02.8081 02/20/2066 | 0.18% | JPMCC 2010-C2 D P/P 144A 05.6545 11/15/2043 | 0.18% | GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.18% | GSMS 2014-GC22 C 04.6918 06/10/2047 | 0.18% | SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.18% | CD 2017-CD4 C 04.3490 05/10/2050 | 0.18% | FREMF 2019-KF66 B P/P 144A 02.5534 07/25/2029 | 0.18% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.18% | GSMS 2015-GC30 C 04.0765 05/10/2050 | 0.18% | WFCM 2020-C56 C 03.7500 06/15/2053 | 0.18% | GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.18% | GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.17% | GNR 2016-H06 DI IO 02.1869 07/20/2065 | 0.17% | BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.17% | GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.17% | 1.5025 R ISWP US0003M P 10/21/2021 | 0.17% | GSMS 2013-GC13 D P/P 144A 04.0836 07/10/2046 | 0.17% | CAS 2020-SBT1 1M2 03.7980 02/25/2040 | 0.17% | GNR 2015-H23 TI IO 01.9058 09/20/2065 | 0.17% | MCAS 2019-01 M7 P/P 144A 01.8480 10/15/2049 | 0.17% | STACR 2020-DNA4 B2 10.1480 08/25/2050 | 0.17% | MSBAM 2013-C9 C 04.0303 05/15/2046 | 0.16% | GNR 2016-H06 HI IO 02.0780 02/20/2066 | 0.16% | GNR 2017-H08 NI IO 02.2436 03/20/2067 | 0.16% | COMM 2015-CR23 C 04.2913 05/10/2048 | 0.16% | GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.16% | STACR 2020-HQA3 B2 10.1480 07/25/2050 | 0.16% | GNR 2017-H10 MI IO 02.1534 04/20/2067 | 0.16% | GNR 2017-H14 LI IO 02.4392 06/20/2067 | 0.16% | MRAFT 2020-5 A1 01.1488 08/10/2023 | 0.16% | WFCM 2016-BNK1 C 03.0710 08/15/2049 | 0.16% | SCRT 2018-3 M 04.7500 08/25/2057 | 0.16% | WFHET 2007-2 A3 00.3780 04/25/2037 | 0.16% | CGCMT 2013-GC11 C 04.1340 04/10/2046 | 0.15% | GNMA GII30 AQ6653 04.5000 09/20/2045 | 0.15% | GNR 2015-H25 BI IO 01.9420 10/20/2065 | 0.15% | GNR 2016-H24 KI IO 02.8808 11/20/2066 | 0.15% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.15% | SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.15% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.15% | ARRW 2018-1 A3 04.1570 04/25/2048 | 0.15% | FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.15% | OPTN FN30 3.0 01/07/21 CALL 104.53125 JPMC | 0.15% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.15% | MLCFC 2006-4 C 05.3240 12/12/2049 | 0.15% | COMM 2018-COR3 C 04.5606 05/10/2051 | 0.15% | GNR 2016-H10 AI IO 02.7764 04/20/2066 | 0.15% | COMM 2018-COR3 D P/P 144A 02.8106 05/10/2051 | 0.15% | CAS 2016-C02 1M2 06.1480 09/25/2028 | 0.15% | CSAIL 2018-C14 D P/P 144A 04.8907 11/15/2051 | 0.15% | GNR 2014-137 ID IO 05.5000 09/16/2044 | 0.15% | JPMBB 2014-C22 C 04.5535 09/15/2047 | 0.15% | STACR 2020-DNA5 B2 11.5817 10/25/2050 | 0.15% | WFCM 2012-LC5 D P/P 144A 04.7584 10/15/2045 | 0.15% | STACR 2019-DNA1 M2 02.7980 01/25/2049 | 0.14% | CAS 2018-C05 1M2 02.4980 01/25/2031 | 0.14% | STACR 2020-HQA2 M2 03.2480 03/25/2050 | 0.14% | GNR 2014-H18 CI IO 01.5819 09/20/2064 | 0.14% | WAMU 2005-AR12 1A8 02.9169 10/25/2035 | 0.14% | GNR 2017-H09 IO IO 02.1855 04/20/2067 | 0.14% | GNR 2017-H14 JI IO 02.2605 06/20/2067 | 0.14% | 1.316 R ISWP US0003M P 10/15/2021 | 0.14% | GNR 2015-H16 XI IO 02.4638 07/20/2065 | 0.14% | COMM 2014-UBS2 C 04.9603 03/10/2047 | 0.14% | GNR 2014-H25 BI IO 01.6925 12/20/2064 | 0.14% | GNR 2015-H04 AI IO 02.2667 12/20/2064 | 0.14% | GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.14% | CAS 2016-C02 1B 12.3980 09/25/2028 | 0.13% | FNR 2011-4 CS 12.6040 05/25/2040 | 0.13% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.13% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.13% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.13% | FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.13% | CAS 2017-C06 2B1 04.5980 02/25/2030 | 0.13% | GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.13% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.13% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.13% | CAS 2018-C06 2B1 04.2480 03/25/2031 | 0.13% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.13% | UBSBB 2012-C4 D P/P 144A 04.4698 12/10/2045 | 0.13% | WFCM 2018-C48 C 05.1200 01/15/2052 | 0.13% | GNMA GII30 BG4861 04.5000 05/20/2048 | 0.12% | GNR 2011-H07 FI IO 01.2383 02/20/2061 | 0.12% | GSMS 2014-GC20 C 04.9624 04/10/2047 | 0.12% | GNMA GII30 4291 06.0000 11/20/2038 | 0.12% | GNR 2016-69 IO IO 04.0000 05/20/2046 | 0.12% | JPMCC 2013-C16 C 05.0268 12/15/2046 | 0.12% | UBSCM 2018-C10 D P/P 144A 03.0000 05/15/2051 | 0.12% | FNMA FN30 724393 07.0000 08/01/2033 | 0.12% | UBSCM 2018-C11 D P/P 144A 03.0000 06/15/2051 | 0.12% | WFCM 2018-C46 C 04.9785 08/15/2051 | 0.12% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.12% | GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.12% | GSMS 2012-GC6 C P/P 144A 05.6506 01/10/2045 | 0.12% | STACR 2019-HQA1 B2 12.3980 02/25/2049 | 0.12% | BSCMS 2007-T26 AJ 05.4318 01/12/2045 | 0.12% | CSAIL 2020-C19 D P/P 144A 02.5000 03/15/2053 | 0.12% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.12% | 0.75 R ISWP US0003M P 10/16/2030 | 0.12% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.12% | GNR 2016-H06 AI IO 03.2313 02/20/2066 | 0.12% | 1.33 R ISWP US0003M P 11/03/2021 | 0.12% | COMM 2012-CR1 C 05.3193 05/15/2045 | 0.12% | MSC 2019-L3 E P/P 144A 02.5000 11/15/2052 | 0.12% | OPTN FN30 2.0 02/04/21 CALL 103.34375 JPMC | 0.12% | GNR 2016-H24 JI IO 02.1979 11/20/2066 | 0.11% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.11% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.11% | GNR 2018-H05 ID 02.0570 03/20/2068 | 0.11% | STACR 2019-DNA1 B1 04.7980 01/25/2049 | 0.11% | GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.11% | BMARK 2018-B1 C 04.1154 01/15/2051 | 0.11% | GNR 2014-182 BI IO 04.0000 01/20/2039 | 0.11% | GNR 2015-H24 HI IO 02.0447 09/20/2065 | 0.11% | MWST 2020-1 A 01.0480 10/25/2053 | 0.11% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.11% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.11% | MSBAM 2014-C14 C 05.0503 02/15/2047 | 0.11% | CWALT 2007-OA6 A1A 00.2880 06/25/2037 | 0.10% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.10% | GNR 2013-182 SP IO 06.5484 12/20/2043 | 0.10% | FHR 4165 TI IO 03.0000 12/15/2042 | 0.10% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.10% | GNR 2016-H04 HI IO 02.3831 07/20/2065 | 0.10% | JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.10% | SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | 0.10% | CAS 2019-R01 2B1 04.4980 07/25/2031 | 0.10% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.10% | GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.10% | CAS 2017-C02 2B1 05.6480 09/25/2029 | 0.10% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.10% | FNR 12-118 PI IO 04.0000 06/25/2042 | 0.10% | FNR 2007-53 SP 23.6573 06/25/2037 | 0.10% | OPTN GII30 3.5 01/07/21 CALL 105.34375 JPMC | 0.10% | FHR 3072 SM 04.2533 11/15/2035 | 0.10% | MSBAM 2013-C10 F P/P 144A 04.0816 07/15/2046 | 0.10% | CAS 2015-C04 1M2 05.8480 04/25/2028 | 0.10% | FNR 2005-106 JC 19.6651 12/25/2035 | 0.10% | GNR 2017-H25 AI IO 01.3582 12/20/2067 | 0.10% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.09% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.09% | FNR 2006-8 HP 24.0240 03/25/2036 | 0.09% | GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.09% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.09% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.09% | OPTN FN30 3.5 01/07/21 CALL 105.5625 JPMC | 0.09% | FHR 4136 IQ IO 03.5000 11/15/2042 | 0.09% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.09% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.09% | SAMI 2006-AR7 A1BG 00.2680 08/25/2036 | 0.09% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.09% | GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.08% | MSAC 2004-HE9 M2 01.0780 11/25/2034 | 0.08% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.08% | FHR 4621 QI IO 03.5000 10/15/2046 | 0.08% | GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.08% | GNR 2016-H08 GI IO 01.4302 04/20/2066 | 0.08% | FHR 4425 EI IO 04.0000 01/15/2045 | 0.08% | SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.08% | SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.08% | FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.08% | GNR 2018-H02 IO IO 01.6510 01/20/2068 | 0.08% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.08% | 1.16 R ISWP US0003M P 10/16/2050 | 0.08% | STACR 2019-DNA1 B2 10.8980 01/25/2049 | 0.08% | FHR 3408 EK 25.1548 04/15/2037 | 0.07% | 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.07% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.07% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.07% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.07% | CAS 2020-R02 2B1 03.1480 01/25/2040 | 0.07% | STACR 2019-DNA3 B2 08.2980 07/25/2049 | 0.07% | FHR 4546 PI IO 04.0000 12/15/2045 | 0.07% | GNR 2017-H06 EI IO 01.5890 02/20/2067 | 0.07% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.07% | FNMA FN30 780879 07.0000 12/01/2028 | 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% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.07% | FNR 2005-122 SE 22.5820 11/25/2035 | 0.07% | GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.06% | GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.06% | MWST 2020-2 A 00.9531 11/25/2053 | 0.06% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.06% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% | GNR 2014-100 NI IO 04.0000 06/20/2043 | 0.06% | FHR 4500 GI IO 04.0000 08/15/2045 | 0.06% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.06% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.06% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.06% | FHR 4171 NI IO 03.0000 06/15/2042 | 0.06% | FHR 4213 GI IO 04.0000 11/15/2041 | 0.06% | FNR 2013-22 PI IO 03.5000 10/25/2042 | 0.06% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.06% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.06% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.06% | FNR 2006-62 PS 39.0120 07/25/2036 | 0.06% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.06% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.06% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.06% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.06% | SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.06% | STACR 2019-FTR3 B2 04.9501 09/25/2047 | 0.06% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.05% | FHLMC FR30 ZJ6049 UMBS 07.0000 04/01/2032 | 0.05% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.05% | FNR 2005-75 GS 19.8060 08/25/2035 | 0.05% | IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.05% | GNMA GII30 3880 06.5000 07/20/2036 | 0.05% | GNR 2014-174 AI IO 03.0000 11/16/2029 | 0.05% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.05% | SWPTN 3MX5Y P 0.418 USD 01/13/2021 BC | 0.05% | FNR 2012-114 NI IO 03.5000 10/25/2041 | 0.05% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.05% | FNR 2019-71 CS 03.9500 11/25/2049 | 0.05% | GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.05% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.05% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.05% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.05% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.05% | FNR 2008-53 DO PO 00.0000 07/25/2038 | 0.05% | FNR 2012-104 HI IO 04.0000 09/25/2027 | 0.05% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.05% | FHR 4150 DI IO 03.0000 01/15/2043 | 0.05% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.05% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.05% | GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.05% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% | SWPTN 3MX30Y P 1.315 USD 01/22/2021 BA | 0.04% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.04% | FHLMC FR30 ZS0496 UMBS 07.0000 06/01/2030 | 0.04% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | SWPTN 3MX30Y P 1.3175 USD 01/22/2021 CI | 0.04% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.04% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.04% | FHLMC FR30 ZS0357 UMBS 07.0000 11/01/2026 | 0.04% | FHR 4019 JI IO 04.0000 05/15/2041 | 0.04% | FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.04% | GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.04% | GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.04% | CAS 2018-C01 1M2 02.3980 07/25/2030 | 0.04% | FHR 2990 LB 16.5402 06/15/2034 | 0.04% | FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.04% | FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.04% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.04% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.04% | FHR 4136 ES IO 06.0914 11/15/2042 | 0.04% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.04% | GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.04% | CAS 2016-C05 2M2 04.5980 01/25/2029 | 0.04% | GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.04% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.04% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.04% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.03% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.03% | SWPTN 3MX30Y P 1.232 USD 01/27/2021 CI | 0.03% | FHR 4018 DI IO 04.5000 07/15/2041 | 0.03% | FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.03% | FHLMC FR30 ZI1337 UMBS 05.5000 12/01/2033 | 0.03% | FHR 4530 HI IO 04.0000 11/15/2045 | 0.03% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% | IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.03% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.03% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.03% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.03% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.03% | IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.03% | OPTN GII30 4.0 01/07/21 CALL 106.40625 JPMC | 0.03% | CAS 2016-C05 2B 10.8980 01/25/2029 | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% | 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.02% | STACR 2015-HQ1 M3 03.9480 03/25/2025 | 0.02% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% | FHR 4183 MI IO 03.0000 02/15/2042 | 0.02% | GNMA GII30 665235 06.0000 04/20/2037 | 0.02% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.02% | GNR 2015-24 AI IO 03.5000 12/20/2037 | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.02% | OPTN FN30 4.0 01/07/21 CALL 106.59375 JPMC | 0.02% | FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% | FHR 4201 JI IO 03.0000 12/15/2041 | 0.02% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | FNMA FN30 257572 05.0000 02/01/2039 | 0.02% | FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.02% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.02% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | GNMA GN30 780770 06.0000 04/15/2028 | 0.02% | GNR 2020-15 CS IO 05.8984 02/20/2050 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.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 CG | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | FNMA FN30 254974 07.0000 10/01/2033 | 0.02% | FNMA FN30 900135 06.5000 09/01/2036 | 0.02% | FNR 2005-83 QP 17.0092 11/25/2034 | 0.02% | SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | FHLMC FR30 ZA0768 UMBS 07.5000 07/01/2031 | 0.02% | FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.02% | FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% | FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.02% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.02% | FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% | GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% | FNR 2011-123 KS IO 06.4520 10/25/2041 | 0.01% | GNR 2014-160 IB IO 03.0000 11/20/2040 | 0.01% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% | SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 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 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.01% | SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 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.6 2063-05-11 500.0 05/11/2063 JP | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | FHR 3391 PO PO 00.0000 04/15/2037 | 0.01% | GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.01% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB 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500.0 10/17/2057 GS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% | FHLMC FR30 ZS0498 UMBS 07.5000 09/01/2030 | 0.01% | FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.01% | SWPTN 1MX5Y R 0.43 USD 01/11/2021 GS | 0.01% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.01% | 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.01% | 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% | FNW 2003-W8 3F2 00.4980 05/25/2042 | 0.01% | GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.01% | 0.41 R ISWP FWD US0003M P 07/05/2024 | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | FNMA FN30 545111 07.5000 11/01/2030 | 0.00% | FNMA FN30 554979 07.5000 11/01/2030 | 0.00% | 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | GNMA GN30 404535 06.5000 05/15/2028 | 0.00% | GNR 2011-71 IK IO 04.0000 04/16/2039 | 0.00% | GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.00% | GNR 2015-99 TI IO 03.5000 04/20/2039 | 0.00% | SWPTN 3MX30Y R 1.232 USD 01/27/2021 CI | 0.00% | 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% | 0.428 R ISWP FWD US0003M P 12/16/2025 | 0.00% | 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.00% | 0.4515 R ISWP US0003M P 12/31/2025 | 0.00% | 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% | GNMA GN30 569553 06.5000 01/15/2032 | 0.00% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | FHR 3326 WF 00.0000 10/15/2035 | 0.00% | GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% | IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.00% | 0.932 R ISWP FWD US0003M P 12/07/2030 | 0.00% | 1.0025 R ISWP FWD US0003M P 06/22/2031 | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | FHR 4199 CI IO 03.5000 12/15/2037 | 0.00% | GNMA GN30 552703 06.5000 08/15/2032 | 0.00% | GNMA GN30 574830 06.5000 11/15/2031 | 0.00% | GNMA GN30 584470 06.5000 06/15/2032 | 0.00% | GNR 2010-114 MI IO 04.0000 03/20/2039 | 0.00% | SWPTN 5WX10Y P 1.1213 USD 01/11/2021 BA | 0.00% | SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | 0.00% | 0.90 R ISWP FWD US0003M P 03/17/2031 | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% | FHR 3996 IK IO 04.0000 03/15/2039 | 0.00% | GNMA GN30 486470 06.5000 08/15/2028 | 0.00% | GNMA GN30 780776 06.5000 04/15/2028 | 0.00% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% | OPTN FN30 4.0 01/07/21 PUT 106.59375 JPMC | 0.00% | OPTN GII30 3.5 01/07/21 PUT 105.34375 JPMC | 0.00% | OPTN GII30 4.0 01/07/21 PUT 106.40625 JPMC | 0.00% | SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | 0.00% | SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% | SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% | SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% | SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% | SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% | SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% | CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.00% | SWPTN 5WX30Y P 1.5843 USD 01/11/2021 BA | -0.00% | SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | OPTN FN30 2.5 01/07/21 PUT 104.5 JPMC | -0.00% | OPTN FN30 3.5 01/07/21 PUT 105.5625 JPMC | -0.00% | SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% | 0.41 R ISWP US0003M P 10/13/2025 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% | OPTN FN30 3.0 01/07/21 PUT 104.53125 JPMC | -0.00% | 0.37 R ISWP US0003M P 10/16/2025 | -0.00% | 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.00% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% | 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% | 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.01% | 1.26 R ISWP US0003M P 12/01/2050 | -0.01% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | -0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.01% | SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.01% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% | 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.01% | 2.032 R ISWP US0003M P 01/16/2055 | -0.01% | 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -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% | 0.30 R ISWP US0003M P 12/02/2023 | -0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.01% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% | SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.01% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% | SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.01% | SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% | SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.02% | SWPTN 3MX30Y P 1.525 USD 01/22/2021 BA | -0.02% | SWPTN 3MX30Y P 1.5275 USD 01/22/2021 CI | -0.02% | SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% | 0.471 R ISWP US0003M P 11/16/2025 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -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 ML | -0.02% | SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.02% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% | SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.02% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.03% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.03% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.03% | 0.30 R ISWP US0003M P 07/14/2025 | -0.03% | SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.03% | SWPTN 3MX5Y R 0.418 USD 01/13/2021 BC | -0.03% | SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.03% | 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 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.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.04% | IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.04% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.04% | SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.04% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.04% | IOS.FN30.400.10 P USL1M R 01/12/41 GS | -0.04% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.04% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.04% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.05% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.05% | 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.05% | 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.05% | 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.05% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.05% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.05% | 1.02 R ISWP US0003M P 12/02/2033 | -0.05% | OPTN FN30 2.0 02/04/21 PUT 103.34375 JPMC | -0.05% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.05% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.05% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.06% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.06% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.06% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.06% | 0.83 R ISWP US0003M P 11/03/2021 | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.07% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.07% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.07% | 0.645 R ISWP US0003M P 07/15/2030 | -0.08% | 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.08% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.09% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.09% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.09% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.09% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.10% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.10% | OPTN FN30 2.0 02/04/21 PUT 103.3125 JPMC | -0.10% | SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.12% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.12% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.13% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.13% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.13% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.13% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.14% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.16% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.16% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.17% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.18% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.19% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.26% | SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.26% | 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.26% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.27% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.27% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.27% | 1.25 R ISWP FWD US0003M P 03/17/2051 | -0.28% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.29% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.31% | 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.32% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.34% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.36% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.42% | SWPTN 3MX10Y R 0.964 USD 03/18/2021 JP | -0.44% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.44% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.54% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.55% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.56% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.57% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.68% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.79% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.87% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.74% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.83% | FNMA FN30 TBA UMBS 01.5000 01/01/2051 | -2.16% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -2.70% | US 5YR NOTE (CBT) MAR21 FVH1 | -3.50% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -5.03% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -5.86% | US 2YR NOTE (CBT) MAR21 TUH1 | -176.59% |
REPO TRIPA MORTG 0.09 12/01/2020 | 8.98% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 6.57% | FNMA FN30 TBA UMBS 04.5000 12/01/2050 | 4.63% | GNMA GII30 TBA 04.5000 12/01/2050 | 4.58% | GNMA GII30 TBA 03.0000 12/01/2050 | 4.46% | FNR 2007-95 A3 00.3993 08/27/2036 | 3.55% | CASH MGMT BILL 00.0000 02/02/2021 | 2.56% | CASH MGMT BILL 00.0000 02/09/2021 | 2.35% | GNMA GII30 TBA 02.0000 12/01/2050 | 2.24% | FNMA FN30 TBA UMBS 02.0000 01/01/2051 | 2.21% | FNMA FN30 TBA UMBS 01.5000 12/01/2050 | 2.16% | TREASURY BILL 00.0000 12/03/2020 | 2.14% | BF0101 03.5000 06/01/2056 | 1.53% | TREASURY BILL 00.0000 01/19/2021 | 1.50% | FHS 315 PO PO 00.0000 09/15/2043 | 1.39% | SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 1.29% | TREASURY BILL 00.0000 12/10/2020 | 1.28% | CASH MGMT BILL 00.0000 02/16/2021 | 1.28% | TREASURY BILL 00.0000 02/04/2021 | 1.07% | FNR 2016-81 SA IO 05.9999 11/25/2046 | 0.98% | BAYV 2006-C 1A3 06.5280 11/28/2036 | 0.97% | CARR 2006-NC2 A4 00.3901 06/25/2036 | 0.96% | FNR 2016-85 SL IO 05.9499 11/25/2046 | 0.93% | US ULTRA BOND CBT MAR21 WNH1 | 0.92% | CAS 2019-R04 2B1 05.4001 06/25/2039 | 0.89% | MCAS 2019-01 M10 P/P 144A 03.4001 10/15/2049 | 0.88% | CAS 2018-C04 2B1 04.6501 12/25/2030 | 0.79% | FNMA FN30 AL6919 UMBS 05.5000 01/01/2038 | 0.77% | STACR 2018-DNA3 B2 07.9001 09/25/2048 | 0.76% | FNR 2016-83 BS IO 05.9499 11/25/2046 | 0.72% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.71% | CWL 2007-10 1A1 00.3301 06/25/2047 | 0.69% | GNMA GII30 609146 04.5000 05/20/2044 | 0.68% | OPTN FN30 2.0 01/07/21 CALL 102.59375 JPMC | 0.67% | FHR 3835 FO PO 00.0000 04/15/2041 | 0.66% | FHLMC FR30 ZS9471 UMBS 04.0000 12/01/2044 | 0.65% | STACR 2016-DNA3 M3 05.1501 12/25/2028 | 0.65% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.65% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.63% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.62% | FNR 2018-36 SD IO 06.0999 06/25/2048 | 0.61% | FNR 2016-8 SA IO 05.8999 03/25/2046 | 0.58% | STACR 2015-HQA1 B 08.9501 03/25/2028 | 0.57% | CMLTI 2007-AR5 1A1A 03.7351 04/25/2037 | 0.56% | SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.56% | SWPTN 3MX10Y P 0.7075 USD 12/18/2020 JP | 0.56% | STACR 2017-DNA2 M2 03.6001 10/25/2029 | 0.55% | SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.54% | AHM 2007-1 GA1C 00.3401 05/25/2047 | 0.54% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.54% | GNR 2017-H20 AI IO 02.2396 10/20/2067 | 0.53% | GNR 2019-125 SG IO 05.9035 10/20/2049 | 0.51% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.51% | WFRBS 2012-C9 D P/P 144A 04.9709 11/15/2045 | 0.50% | STACR 2017-HQA2 M2 02.8001 12/25/2029 | 0.50% | SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 0.49% | GNR 2016-H07 PI IO 02.2873 03/20/2066 | 0.48% | GNR 2013-87 SA IO 06.0535 06/20/2043 | 0.47% | FHR 4953 AI IO 04.0000 02/25/2050 | 0.46% | CAS 2017-C07 1B1 04.1501 05/25/2030 | 0.46% | GNR 2019-56 SK IO 06.0035 05/20/2049 | 0.45% | SHRP 2020-1 NOTE 03.1091 07/25/2024 | 0.45% | OMIR 2018-1A M2 03.0001 07/25/2028 | 0.45% | FHR 5003 DS IO 05.9499 08/25/2050 | 0.44% | WFRBS 2011-C4 C P/P 144A 05.3828 06/15/2044 | 0.44% | STACR 2018-HQA1 M2 02.4501 09/25/2030 | 0.44% | FNR 2016-50 SM IO 05.9499 08/25/2046 | 0.44% | FNR 2017-104 SL IO 05.9999 01/25/2048 | 0.43% | CAS 2017-C06 1B1 04.3001 02/25/2030 | 0.42% | GNR 2019-158 AS IO 06.0091 09/16/2043 | 0.42% | UBSCM 2012-C1 D P/P 144A 05.7545 05/10/2045 | 0.42% | CAS 2018-C02 2M2 02.3501 08/25/2030 | 0.41% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.41% | GNR 2017-H25 CI IO 02.3735 12/20/2067 | 0.40% | CAS 2016-C03 1M2 05.4501 10/25/2028 | 0.40% | CWALT 2006-OA19 A1 00.3265 02/20/2047 | 0.40% | COMM 2014-CR17 D P/P 144A 05.0086 05/10/2047 | 0.40% | CAS 2016-C03 1B 11.9001 10/25/2028 | 0.40% | GNR 2020-7 SK IO 05.9035 01/20/2050 | 0.39% | CCMFC 2006-4A A2 00.3301 11/25/2047 | 0.39% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.39% | FHR 3065 DC 19.4374 03/15/2035 | 0.38% | MSBAM 2014-C15 D P/P 144A 05.0696 04/15/2047 | 0.37% | GNR 2017-H03 KI IO 03.4912 01/20/2067 | 0.36% | JPMCC 2012-C8 C P/P 144A 04.7777 10/15/2045 | 0.35% | GNR 2016-H27 GI IO 02.4037 12/20/2066 | 0.35% | FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.35% | GNR 2016-H23 NI IO 02.3557 10/20/2066 | 0.35% | FNR 2019-45 SD IO 05.8999 08/25/2049 | 0.34% | UBSC 2011-C1 D P/P 144A 06.2519 01/10/2045 | 0.34% | CAS 2017-C07 2B1 04.6001 05/25/2030 | 0.34% | SPST 2020-6 A 01.9001 09/07/2021 | 0.34% | WFRBS 2011-C5 C P/P 144A 05.8443 11/15/2044 | 0.34% | GNR 2015-H10 HI IO 03.1109 04/20/2065 | 0.34% | CAS 2017-C03 1M2 03.1501 10/25/2029 | 0.34% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.34% | MCAS 2020-01 M10 P/P 144A 03.9001 03/25/2050 | 0.34% | DBUBS 2011-LC3A D P/P 144A 05.5131 08/10/2044 | 0.34% | GNR 2011-156 SK IO 06.4535 04/20/2038 | 0.33% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.33% | MWST 2019-1 A 00.9501 06/25/2052 | 0.32% | EMIR 2020-1 B1 03.0001 01/25/2030 | 0.32% | BMIR 2018-2A M1C P/P 144A 01.7501 08/25/2028 | 0.31% | GNR 2013-39 IJ IO 04.5000 03/20/2043 | 0.31% | BALTA 2005-8 21A1 02.9656 10/25/2035 | 0.31% | GNR 2016-H13 IK IO 02.6355 06/20/2066 | 0.31% | MSBAM 2015-C23 D P/P 144A 04.2828 07/15/2050 | 0.31% | GNR 2018-H01 XI IO 02.2686 01/20/2068 | 0.30% | STACR 2018-HQA2 B1 04.4001 10/25/2048 | 0.30% | GSMS 2012-GCJ9 C P/P 144A 04.4480 11/10/2045 | 0.30% | CAS 2017-C01 1M2 03.7001 07/25/2029 | 0.30% | STACR 2019-HQA1 M2 02.5001 02/25/2049 | 0.30% | JPMCC 2012-CBX B 05.0813 06/15/2045 | 0.30% | SPST 2020-13 A 01.6501 10/10/2021 | 0.30% | FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.30% | JPMBB 2013-C14 D P/P 144A 04.8585 08/15/2046 | 0.30% | GNMA GII30 609118 04.5000 02/20/2034 | 0.30% | SPST 2020-15 A 01.5201 12/10/2021 | 0.30% | FNR 2008-24 SP 22.7329 02/25/2038 | 0.29% | GNR 2017-H06 MI IO 02.2163 02/20/2067 | 0.29% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.29% | UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.29% | JPMCC 2011-C3 D P/P 144A 05.9091 02/15/2046 | 0.29% | GSMS 2013-GC10 D P/P 144A 04.5489 02/10/2046 | 0.28% | FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.28% | COMM 2013-CR6 D P/P 144A 04.2262 03/10/2046 | 0.28% | SPST 2020-2 A 00.9755 03/26/2021 | 0.28% | SPST 2020-WL1 A 01.3001 06/25/2051 | 0.28% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.27% | GSMS 2014-GC18 C 05.1549 01/10/2047 | 0.27% | GNR 2015-H22 AI IO 01.9267 09/20/2065 | 0.27% | GNR 2015-H22 GI IO 02.5948 09/20/2065 | 0.27% | JPMCC 2013-LC11 D 04.3060 04/15/2046 | 0.27% | GSMS 2014-GC24 D P/P 144A 04.6645 09/10/2047 | 0.27% | CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.27% | BMIR 2017-1 M2 P/P 144A 03.5001 10/25/2027 | 0.26% | GNR 2017-H08 EI IO 02.4177 02/20/2067 | 0.26% | FNR 2018-20 SB IO 06.0999 03/25/2048 | 0.26% | MSC 2011-C3 E P/P 144A 05.4191 07/15/2049 | 0.26% | GNR 2016-H18 QI IO 02.8613 06/20/2066 | 0.26% | FHR 4436 SC IO 06.0091 02/15/2045 | 0.26% | GNR 2015-H20 CI IO 02.1878 08/20/2065 | 0.26% | GNR 2019-35 SE IO 06.0091 01/16/2044 | 0.25% | MSC 2011-C1 E P/P 144A 05.7952 09/15/2047 | 0.25% | COMM 2013-LC6 C 04.2420 01/10/2046 | 0.25% | WFRBS 2012-C6 C P/P 144A 05.7651 04/15/2045 | 0.25% | GNMA GII30 BB0107 04.7000 08/20/2067 | 0.25% | GNR 2018-148 GS IO 05.9591 02/16/2046 | 0.25% | CSAIL 2015-C1 C 04.4104 04/15/2050 | 0.24% | GNR 2017-H08 GI IO 02.6030 02/20/2067 | 0.24% | STACR 2019-DNA2 B2 10.6501 03/25/2049 | 0.24% | GNMA GII30 4114 05.5000 04/20/2038 | 0.24% | GNR 2019-100 JS IO 05.9535 08/20/2049 | 0.24% | STACR 2014-HQ3 M3 04.9001 10/25/2024 | 0.24% | TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.24% | FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.24% | CAS 2019-R01 2M2 02.6001 07/25/2031 | 0.24% | FNR 2018-47 SA IO 06.0999 07/25/2048 | 0.23% | CAS 2018 - C01 1B1 03.7001 07/25/2030 | 0.23% | GNMA GII30 AJ4184 04.5000 09/20/2044 | 0.23% | GNR 2016-H03 AI IO 03.2736 01/20/2066 | 0.22% | GNMA GII30 AJ4182 04.5000 09/20/2044 | 0.22% | JPMBB 2013-C14 C 04.8585 08/15/2046 | 0.22% | FNMA FN30 839363 07.0000 09/01/2031 | 0.22% | GNR 2016-H17 DI IO 02.4972 07/20/2066 | 0.22% | GNR 2014-H21 AI IO 01.6213 10/20/2064 | 0.22% | JPALT 2006-A6 1A1 00.4701 11/25/2036 | 0.22% | GNMA GII30 609117 04.5000 02/20/2044 | 0.22% | MRAFT 2020-4 A1 01.4778 04/23/2023 | 0.21% | LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.21% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.21% | JPMBB 2014-C18 C 04.9705 02/15/2047 | 0.21% | BANK 2020-BN25 C 03.4675 01/15/2063 | 0.21% | DBUBS 2011-LC2A D P/P 144A 05.6703 07/10/2044 | 0.21% | GNR 2015-H13 AI IO 02.6177 06/20/2065 | 0.21% | JPMBB 2014-C25 D P/P 144A 04.0964 11/15/2047 | 0.21% | CAS 2019-R05 1B1 04.2501 07/25/2039 | 0.20% | STACR 2018-HQA2 B2 11.1501 10/25/2048 | 0.20% | UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.20% | FNR 2018-51 BI IO 05.5000 07/25/2038 | 0.20% | GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.20% | JPMBB 2013-C12 C 04.2360 07/15/2045 | 0.20% | GNR 2018-H02 IM IO 02.2307 02/20/2068 | 0.20% | MSRR 2010-R4 4B 02.6630 02/26/2037 | 0.20% | COMM 2014-CR17 E P/P 144A 05.0086 05/10/2047 | 0.20% | GNR 2019-121 SD IO 05.8535 10/20/2049 | 0.20% | FNR 2017-19 IH IO 05.0000 03/25/2047 | 0.20% | STACR 2019-DNA2 M2 02.6001 03/25/2049 | 0.20% | FNMA FN30 850270 07.0000 12/01/2035 | 0.20% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.20% | GNR 2016-H04 KI IO 02.8379 02/20/2066 | 0.20% | STACR 2014-DN4 M3 04.7001 10/25/2024 | 0.20% | GNR 2017-H25 IO IO 00.8923 11/20/2067 | 0.20% | GNR 2017-H04 BI IO 02.3956 02/20/2067 | 0.20% | UBSCM 2019-C17 C 03.7582 10/15/2052 | 0.20% | CAS 2017-C05 1B1 03.7501 01/25/2030 | 0.19% | FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.19% | GNR 2016-H24 IO IO 02.1439 09/20/2066 | 0.19% | MSBAM 2016-C29 C 04.9040 05/15/2049 | 0.19% | CAS 2018-C05 1B1 04.4001 01/25/2031 | 0.19% | WAMU 2005-AR8 2AC2 01.0701 07/25/2045 | 0.19% | COMM 2013-LC13 D P/P 144A 05.4630 08/10/2046 | 0.19% | FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.19% | GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.18% | 1.5025 R ISWP US0003M P 10/21/2021 | 0.18% | GNR 2016-H06 DI IO 02.3280 07/20/2065 | 0.18% | FNMA FN30 968927 06.0000 01/01/2038 | 0.18% | COMM 2014-CR16 C 05.0914 04/10/2047 | 0.18% | JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.18% | FREMF 2019-KF65 B P/P 144A 02.5403 07/25/2029 | 0.18% | JPMCC 2010-C2 D P/P 144A 05.8430 11/15/2043 | 0.18% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.18% | GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.18% | GSMS 2014-GC22 C 04.8483 06/10/2047 | 0.18% | SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.18% | FREMF 2019-KF66 B P/P 144A 02.5403 07/25/2029 | 0.18% | GNR 2015-H23 TI IO 01.9011 09/20/2065 | 0.17% | GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.17% | GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.17% | MCAS 2019-01 M7 P/P 144A 01.8501 10/15/2049 | 0.17% | GNR 2016-H06 HI IO 02.0773 02/20/2066 | 0.17% | BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.17% | CAS 2020-SBT1 1M2 03.8001 02/25/2040 | 0.17% | GNR 2017-H08 NI IO 02.2716 03/20/2067 | 0.17% | GNR 2017-H14 LI IO 02.4489 06/20/2067 | 0.16% | GSMS 2013-GC13 D P/P 144A 04.2200 07/10/2046 | 0.16% | GSMS 2015-GC30 C 04.2125 05/10/2050 | 0.16% | OPTN FN30 2.5 12/07/20 CALL 104.0625 JPMC | 0.16% | MSBAM 2013-C9 C 04.1679 05/15/2046 | 0.16% | GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.16% | GNR 2016-H24 KI IO 01.6241 11/20/2066 | 0.16% | WFCM 2020-C56 C 03.8721 06/15/2053 | 0.16% | MLCFC 2006-4 C 05.3240 12/12/2049 | 0.16% | GNR 2017-H10 MI IO 02.1833 04/20/2067 | 0.16% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.16% | COMM 2015-CR23 C 04.4345 05/10/2048 | 0.16% | GNR 2015-H25 BI IO 01.9291 10/20/2065 | 0.16% | GNR 2016-H10 AI IO 02.8464 04/20/2066 | 0.16% | STACR 2019-DNA4 B2 06.4001 10/25/2049 | 0.16% | WFHET 2007-2 A3 00.3801 04/25/2037 | 0.16% | ARRW 2018-1 A3 04.1570 04/25/2048 | 0.16% | FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.16% | MRAFT 2020-5 A1 08/10/2023 | 0.16% | STACR 2020-DNA4 B2 10.1501 08/25/2050 | 0.16% | GNMA GII30 AQ6653 04.5000 09/20/2045 | 0.16% | SCRT 2018-3 M 04.7500 08/25/2057 | 0.15% | WFCM 2016-BNK1 C 03.0710 08/15/2049 | 0.15% | CGCMT 2013-GC11 C 04.1340 04/10/2046 | 0.15% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.15% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.15% | CAS 2016-C02 1M2 06.1501 09/25/2028 | 0.15% | GNR 2015-H04 AI IO 03.2019 12/20/2064 | 0.15% | STACR 2020-HQA3 B2 10.1501 07/25/2050 | 0.15% | 1.316 R ISWP US0003M P 10/15/2021 | 0.15% | COMM 2018-COR3 C 04.7127 05/10/2051 | 0.15% | GNR 2014-137 ID IO 05.5000 09/16/2044 | 0.15% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.14% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.14% | GNR 2017-H09 IO IO 02.1871 04/20/2067 | 0.14% | GNR 2017-H14 JI IO 02.2615 06/20/2067 | 0.14% | COMM 2018-COR3 D P/P 144A 02.9627 05/10/2051 | 0.14% | JPMBB 2014-C22 C 04.7054 09/15/2047 | 0.14% | WFCM 2012-LC5 D P/P 144A 04.9171 10/15/2045 | 0.14% | GNR 2015-H16 XI IO 02.4469 07/20/2065 | 0.14% | CSAIL 2018-C14 D P/P 144A 05.0539 11/15/2051 | 0.14% | GNR 2014-H18 CI IO 01.5771 09/20/2064 | 0.14% | STACR 2019-DNA1 M2 02.8001 01/25/2049 | 0.14% | STACR 2020-HQA2 M2 03.2501 03/25/2050 | 0.14% | CAS 2018-C05 1M2 02.5001 01/25/2031 | 0.14% | WAMU 2005-AR12 1A8 02.9383 10/25/2035 | 0.14% | GNR 2014-H25 BI IO 01.6870 12/20/2064 | 0.14% | GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.14% | FNR 2011-4 CS 12.5997 05/25/2040 | 0.14% | GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.14% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.14% | FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.14% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.14% | COMM 2014-UBS2 C 05.1267 03/10/2047 | 0.14% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.14% | GNMA GII30 BG4861 04.5000 05/20/2048 | 0.13% | STACR 2020-DNA5 B2 11.5877 10/25/2050 | 0.13% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.13% | CAS 2016-C02 1B 12.4001 09/25/2028 | 0.13% | MSBAM 2013-C10 F P/P 144A 04.2178 07/15/2046 | 0.13% | GNR 2011-H07 FI IO 01.2338 02/20/2061 | 0.13% | CAS 2017-C06 2B1 04.6001 02/25/2030 | 0.13% | GNMA GII30 4291 06.0000 11/20/2038 | 0.13% | GSMS 2014-GC20 C 05.1279 04/10/2047 | 0.13% | GNR 2016-69 IO IO 04.0000 05/20/2046 | 0.13% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.13% | CAS 2018-C06 2B1 04.2501 03/25/2031 | 0.12% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.12% | GNR 2016-H06 AI IO 03.2197 02/20/2066 | 0.12% | FNMA FN30 724393 07.0000 08/01/2033 | 0.12% | JPMCC 2013-C16 C 05.1944 12/15/2046 | 0.12% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.12% | GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.12% | WFCM 2018-C48 C 05.2907 01/15/2052 | 0.12% | 1.33 R ISWP US0003M P 11/03/2021 | 0.12% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.12% | GNR 2016-H24 JI IO 02.5352 11/20/2066 | 0.12% | GSMS 2012-GC6 C P/P 144A 05.8390 01/10/2045 | 0.12% | UBSBB 2012-C4 D P/P 144A 04.6192 12/10/2045 | 0.12% | UBSCM 2018-C10 D P/P 144A 03.0000 05/15/2051 | 0.12% | BSCMS 2007-T26 AJ 05.5411 01/12/2045 | 0.12% | UBSCM 2018-C11 D P/P 144A 03.0000 06/15/2051 | 0.12% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.12% | GNR 2015-H24 HI IO 02.0446 09/20/2065 | 0.12% | GNR 2018-H05 ID 02.0570 03/20/2068 | 0.11% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.11% | COMM 2012-CR1 C 05.4966 05/15/2045 | 0.11% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.11% | MSC 2019-L3 E P/P 144A 02.5000 11/15/2052 | 0.11% | GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.11% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.11% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.11% | GNR 2014-182 BI IO 04.0000 01/20/2039 | 0.11% | GNR 2016-H04 HI IO 02.3822 07/20/2065 | 0.11% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.11% | GNR 2013-182 SP IO 06.5535 12/20/2043 | 0.11% | MWST 2020-1 A 01.0501 10/25/2053 | 0.11% | STACR 2019-DNA1 B1 04.8001 01/25/2049 | 0.11% | BMARK 2018-B1 C 04.2527 01/15/2051 | 0.11% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.11% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.10% | CWALT 2007-OA6 A1A 00.2901 06/25/2037 | 0.10% | FHR 4165 TI IO 03.0000 12/15/2042 | 0.10% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.10% | MSBAM 2014-C14 C 05.2187 02/15/2047 | 0.10% | STACR 2019-HQA1 B2 12.4001 02/25/2049 | 0.10% | GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.10% | JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.10% | FNR 2007-53 SP 23.6495 06/25/2037 | 0.10% | GNR 2017-H25 AI IO 01.7077 12/20/2067 | 0.10% | SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.10% | SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.10% | CAS 2019-R01 2B1 04.5001 07/25/2031 | 0.10% | FHR 3072 SM 04.2533 11/15/2035 | 0.10% | FNR 12-118 PI IO 04.0000 06/25/2042 | 0.10% | CAS 2017-C02 2B1 05.6501 09/25/2029 | 0.10% | FNR 2005-106 JC 19.6585 12/25/2035 | 0.10% | GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.10% | CAS 2015-C04 1M2 05.8501 04/25/2028 | 0.10% | FNR 2006-8 HP 24.0162 03/25/2036 | 0.10% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.10% | STACR 2018-DNA2 M2 02.3001 12/25/2030 | 0.10% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.09% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.09% | FHR 4621 QI IO 03.5000 10/15/2046 | 0.09% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.09% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.09% | FHR 4136 IQ IO 03.5000 11/15/2042 | 0.09% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.09% | GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.09% | SAMI 2006-AR7 A1BG 00.2701 08/25/2036 | 0.09% | SWPTN 3MX5Y P 0.418 USD 01/13/2021 BC | 0.09% | MSAC 2004-HE9 M2 01.0801 11/25/2034 | 0.08% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.08% | GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.08% | GNR 2016-H08 GI IO 01.4265 04/20/2066 | 0.08% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.08% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.08% | FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.08% | GNR 2018-H02 IO IO 01.8592 01/20/2068 | 0.08% | FHR 4425 EI IO 04.0000 01/15/2045 | 0.08% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.08% | FHR 3408 EK 25.2262 04/15/2037 | 0.08% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.08% | SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.07% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.07% | STACR 2019-DNA1 B2 10.9001 01/25/2049 | 0.07% | FHR 4546 PI IO 04.0000 12/15/2045 | 0.07% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 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 2019-DNA3 B2 08.3001 07/25/2049 | 0.07% | FNMA FN30 780879 07.0000 12/01/2028 | 0.07% | FNR 2005-122 SE 22.5745 11/25/2035 | 0.07% | GNR 2017-H06 EI IO 01.5828 02/20/2067 | 0.07% | 0.75 R ISWP US0003M P 10/16/2030 | 0.07% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.07% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.07% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.07% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.07% | GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.07% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.07% | CAS 2020-R02 2B1 03.1501 01/25/2040 | 0.06% | FHR 4213 GI IO 04.0000 11/15/2041 | 0.06% | GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.06% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.06% | GNR 2014-100 NI IO 04.0000 06/20/2043 | 0.06% | FHR 4500 GI IO 04.0000 08/15/2045 | 0.06% | FNR 2013-22 PI IO 03.5000 10/25/2042 | 0.06% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.06% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | 0.06% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | 0.06% | FHR 4171 NI IO 03.0000 06/15/2042 | 0.06% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.06% | FNR 2012-114 NI IO 03.5000 10/25/2041 | 0.06% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.06% | FNR 2006-62 PS 38.9992 07/25/2036 | 0.06% | IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.06% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.06% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.06% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.06% | FNR 2005-75 GS 19.7996 08/25/2035 | 0.06% | GNR 2014-174 AI IO 03.0000 11/16/2029 | 0.06% | FHLMC FR30 ZJ6049 UMBS 07.0000 04/01/2032 | 0.05% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.05% | GNMA GII30 3880 06.5000 07/20/2036 | 0.05% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.05% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.05% | FNR 2019-71 CS 03.9500 11/25/2049 | 0.05% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.05% | GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.05% | STACR 2015-HQ1 M3 03.9501 03/25/2025 | 0.05% | FNR 2008-53 DO PO 00.0000 07/25/2038 | 0.05% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.05% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.05% | STACR 2019-FTR3 B2 04.9493 09/25/2047 | 0.05% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.05% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.05% | FNR 2012-104 HI IO 04.0000 09/25/2027 | 0.05% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.05% | FHR 4150 DI IO 03.0000 01/15/2043 | 0.05% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.05% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.05% | GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.05% | FHR 4019 JI IO 04.0000 05/15/2041 | 0.05% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.05% | FHLMC FR30 ZS0496 UMBS 07.0000 06/01/2030 | 0.04% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.04% | FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | FHLMC FR30 ZS0357 UMBS 07.0000 11/01/2026 | 0.04% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.04% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.04% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.04% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.04% | FHR 2990 LB 16.5856 06/15/2034 | 0.04% | GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.04% | GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.04% | OPTN GII30 3.5 12/07/20 CALL 105.375 JPMC | 0.04% | CAS 2018-C01 1M2 02.4001 07/25/2030 | 0.04% | FHR 4136 ES IO 06.1091 11/15/2042 | 0.04% | GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.04% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.04% | FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.04% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.04% | CAS 2016-C05 2M2 04.6001 01/25/2029 | 0.04% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.04% | FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.04% | GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.04% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 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 | 0.03% | 1.16 R ISWP US0003M P 10/16/2050 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.03% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.03% | FHR 4018 DI IO 04.5000 07/15/2041 | 0.03% | FHR 4530 HI IO 04.0000 11/15/2045 | 0.03% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.03% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% | IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.03% | SWPTN 3MX30Y P 1.315 USD 01/22/2021 BA | 0.03% | SWPTN 3MX30Y P 1.3175 USD 01/22/2021 CI | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.03% | FHLMC FR30 ZI1337 UMBS 05.5000 12/01/2033 | 0.03% | FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.03% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.03% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 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% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.03% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% | IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.03% | GNR 2015-24 AI IO 03.5000 12/20/2037 | 0.02% | CAS 2016-C05 2B 10.9001 01/25/2029 | 0.02% | FHR 4183 MI IO 03.0000 02/15/2042 | 0.02% | GNMA GII30 665235 06.0000 04/20/2037 | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.02% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.02% | 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.02% | FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% | SWPTN 5WX5Y R 0.48625 USD 12/14/2020 GS | 0.02% | 0.93 R ISWP US0003M P 11/12/2030 | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | FHR 4201 JI IO 03.0000 12/15/2041 | 0.02% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% | FNMA FN30 257572 05.0000 02/01/2039 | 0.02% | FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.02% | SWPTN 3MX30Y P 1.232 USD 01/27/2021 CI | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% | FNMA FN30 254974 07.0000 10/01/2033 | 0.02% | FNR 2005-83 QP 17.0037 11/25/2034 | 0.02% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% | 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 MS | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.02% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.02% | GNMA GN30 780770 06.0000 04/15/2028 | 0.02% | GNR 2020-15 CS IO 05.9035 02/20/2050 | 0.02% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | FNMA FN30 900135 06.5000 09/01/2036 | 0.02% | FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.02% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.02% | 1.2965 R ISWP US0003M P 11/17/2050 | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% | FHLMC FR30 ZA0768 UMBS 07.5000 07/01/2031 | 0.02% | FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.02% | OPTN FN30 3.0 12/07/20 CALL 104.546875 JPMC | 0.02% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.02% | FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.02% | FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.02% | GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.02% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% | SWPTN 3MX30Y R 1.232 USD 01/27/2021 CI | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% | GNR 2014-160 IB IO 03.0000 11/20/2040 | 0.01% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | FNR 2011-123 KS IO 06.4499 10/25/2041 | 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% | FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% | 0.25 R ISWP FWD US0003M P 12/16/2022 | 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 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | FNR 2013-30 IP IO 03.0000 10/25/2041 | 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.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% | 0.2655 R ISWP US0003M P 11/18/2022 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.01% | FHR 3391 PO PO 00.0000 04/15/2037 | 0.01% | GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.01% | SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.01% | 0.932 R ISWP FWD US0003M P 12/07/2030 | 0.01% | 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% | FNMA FN30 190308 07.5000 09/01/2030 | 0.01% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% | 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.01% | 0.97 R ISWP US0003M P 11/12/2030 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% | FHLMC FR30 ZS0498 UMBS 07.5000 09/01/2030 | 0.01% | FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.01% | GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.01% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.01% | 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.01% | 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 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 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% | FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% | FNW 2003-W8 3F2 00.5001 05/25/2042 | 0.01% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% | SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.01% | 0.248 R ISWP US0003M P 11/12/2022 | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | FNMA FN30 545111 07.5000 11/01/2030 | 0.00% | FNMA FN30 554979 07.5000 11/01/2030 | 0.00% | GNR 2011-71 IK IO 04.0000 04/16/2039 | 0.00% | GNR 2015-99 TI IO 03.5000 04/20/2039 | 0.00% | 0.43509 R ISWP US0003M P 11/02/2025 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | GNMA GN30 404535 06.5000 05/15/2028 | 0.00% | GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.00% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% | OPTN FN30 3.5 12/07/20 CALL 105.625 JPMC | 0.00% | 0.2575 R ISWP US0003M P 11/16/2022 | 0.00% | 0.41 R ISWP FWD US0003M P 07/05/2024 | 0.00% | 0.801 R ISWP US0003M P 11/06/2030 | 0.00% | 1.2765 R ISWP US0003M P 11/20/2050 | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% | GNMA GN30 569553 06.5000 01/15/2032 | 0.00% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | FHR 3326 WF 00.0000 10/15/2035 | 0.00% | GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% | IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | SWPTN 5WX5Y P 0.48625 USD 12/14/2020 GS | 0.00% | 0.2345 R ISWP US0003M P 10/23/2022 | 0.00% | 0.41 R ISWP US0003M P 10/13/2025 | 0.00% | 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | FHR 4199 CI IO 03.5000 12/15/2037 | 0.00% | GNMA GN30 552703 06.5000 08/15/2032 | 0.00% | GNMA GN30 574830 06.5000 11/15/2031 | 0.00% | GNMA GN30 584470 06.5000 06/15/2032 | 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% | 0.838 R ISWP US0003M P 10/23/2030 | 0.00% | 0.84005 R ISWP US0003M P 10/28/2030 | 0.00% | 1.26 R ISWP US0003M P 12/01/2050 | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% | FHR 3996 IK IO 04.0000 03/15/2039 | 0.00% | GNMA GN30 486470 06.5000 08/15/2028 | 0.00% | GNMA GN30 780776 06.5000 04/15/2028 | 0.00% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% | OPTN FN30 4.0 12/07/20 CALL 106.84375 JPMC | 0.00% | OPTN GII30 3.5 12/07/20 PUT 105.375 JPMC | 0.00% | OPTN GII30 4.0 12/07/20 CALL 106.4375 JPMC | 0.00% | SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% | SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | 0.00% | SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.00% | SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% | SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | 0.00% | SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% | SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% | SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% | 0.8425 R ISWP US0003M P 10/23/2030 | -0.00% | 0.8454 R ISWP US0003M P 11/03/2030 | -0.00% | CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | 0.214 R ISWP FWD US0003M P 09/16/2022 | -0.00% | 0.871 R ISWP FWD US0003M P 12/07/2030 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | OPTN FN30 2.5 12/07/20 PUT 104.0625 JPMC | -0.00% | SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% | 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% | 1.305 R ISWP FWD US0003M P 12/17/2050 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.00% | 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% | 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.00% | 0.925 R ISWP US0003M P 11/16/2030 | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.00% | 0.37 R ISWP US0003M P 10/16/2025 | -0.01% | 0.921 R ISWP US0003M P 11/16/2030 | -0.01% | 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% | 0.7805 R ISWP US0003M P 10/30/2030 | -0.01% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% | SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -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% | 0.2615 R ISWP US0003M P 11/19/2022 | -0.01% | 0.452 R ISWP US0003M P 12/01/2025 | -0.01% | 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% | SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.01% | SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.01% | 2.032 R ISWP US0003M P 01/16/2055 | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% | SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.01% | SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.01% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | OPTN FN30 4.0 12/07/20 PUT 106.84375 JPMC | -0.02% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.02% | 0.774 R ISWP US0003M P 10/20/2030 | -0.02% | OPTN GII30 4.0 12/07/20 PUT 106.4375 JPMC | -0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% | SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% | 0.471 R ISWP US0003M P 11/16/2025 | -0.02% | SWPTN 3MX30Y P 1.525 USD 01/22/2021 BA | -0.02% | SWPTN 3MX30Y P 1.5275 USD 01/22/2021 CI | -0.02% | SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.02% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% | SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.02% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% | SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.02% | SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.02% | SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.02% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% | 0.7505 R ISWP US0003M P 10/16/2030 | -0.02% | 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.02% | 0.97164 R ISWP US0003M P 11/12/2030 | -0.02% | 0.9745 R ISWP US0003M P 11/12/2030 | -0.02% | 1.192 R ISWP US0003M P 11/09/2050 | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.02% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% | 0.977 R ISWP US0003M P 11/12/2030 | -0.03% | 0.97881 R ISWP US0003M P 11/12/2030 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.03% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.03% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | 0.30 R ISWP US0003M P 07/14/2025 | -0.03% | SWPTN 3MX10Y R 0.7075 USD 12/18/2020 JP | -0.03% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.04% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.04% | SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.04% | SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.04% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.04% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.04% | IOS.FN30.400.10 P USL1M R 01/12/41 GS | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.04% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.05% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.05% | 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.05% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.05% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.05% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.05% | SWPTN 3MX5Y R 0.418 USD 01/13/2021 BC | -0.05% | 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.05% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.05% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.05% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.05% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.06% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.06% | OPTN FN30 3.0 12/07/20 PUT 104.546875 JPMC | -0.06% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.06% | 0.645 R ISWP US0003M P 07/15/2030 | -0.06% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.06% | OPTN FN30 3.5 12/07/20 PUT 105.625 JPMC | -0.06% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.06% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.06% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.06% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.06% | 0.83 R ISWP US0003M P 11/03/2021 | -0.07% | 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.07% | SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | -0.07% | SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.07% | SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | -0.07% | 1.15 R ISWP FWD US0003M P 12/16/2050 | -0.07% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.07% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.08% | 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.08% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.08% | OPTN FN30 2.0 01/07/21 PUT 102.59375 JPMC | -0.09% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.09% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.10% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.10% | 0.70 R ISWP FWD US0003M P 12/16/2030 | -0.10% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.11% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.12% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.13% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.13% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.15% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.16% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.17% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.17% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.18% | SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.19% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.19% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.20% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.22% | SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.28% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.29% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.29% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.30% | 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.31% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.31% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.32% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.34% | 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.34% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.35% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.36% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.43% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.43% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.50% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.58% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.58% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.61% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.62% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.73% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -0.82% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.98% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -2.93% | US 5YR NOTE (CBT) MAR21 FVH1 | -3.50% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -5.45% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -5.96% | US 2YR NOTE (CBT) MAR21 TUH1 | -176.43% |
REPO TRIPA MORTG 0.09 11/02/2020 | 8.63% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 6.80% | FNMA FN30 TBA UMBS 04.5000 11/01/2050 | 4.67% | GNMA GII30 TBA 04.5000 11/01/2050 | 4.63% | GNMA GII30 TBA 03.0000 11/01/2050 | 4.50% | FNR 2007-95 A3 00.3981 08/27/2036 | 3.57% | TREASURY BILL 00.0000 11/05/2020 | 3.56% | TREASURY BILL 00.0000 11/12/2020 | 2.37% | GNMA GII30 TBA 02.0000 11/01/2050 | 2.24% | FNMA FN30 TBA UMBS 02.0000 12/01/2050 | 2.22% | FNMA FN30 TBA UMBS 01.5000 12/01/2050 | 2.17% | TREASURY BILL 00.0000 12/03/2020 | 2.16% | BF0101 03.5000 06/01/2056 | 1.57% | CASH MGMT BILL 00.0000 01/19/2021 | 1.51% | FHS 315 PO PO 00.0000 09/15/2043 | 1.43% | TREASURY BILL 00.0000 11/10/2020 | 1.30% | TREASURY BILL 00.0000 12/10/2020 | 1.29% | SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 1.27% | FNR 2016-81 SA IO 06.0008 11/25/2046 | 1.02% | BAYV 2006-C 1A3 06.0280 11/28/2036 | 0.97% | CARR 2006-NC2 A4 00.3893 06/25/2036 | 0.97% | FNR 2016-85 SL IO 05.9508 11/25/2046 | 0.96% | US ULTRA BOND CBT DEC20 WNZ0 | 0.93% | MCAS 2019-01 M10 P/P 144A 03.3993 10/15/2049 | 0.88% | CAS 2019-R04 2B1 05.3993 06/25/2039 | 0.84% | SWPTN 3MX10Y P 0.7075 USD 12/18/2020 JP | 0.83% | FNMA FN30 AL6919 UMBS 05.5000 01/01/2038 | 0.79% | CAS 2018-C04 2B1 04.6493 12/25/2030 | 0.75% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.75% | STACR 2018-DNA3 B2 07.8993 09/25/2048 | 0.74% | FNR 2016-83 BS IO 05.9508 11/25/2046 | 0.73% | CWL 2007-10 1A1 00.3293 06/25/2047 | 0.70% | GNMA GII30 609146 04.5000 05/20/2044 | 0.69% | FHR 3835 FO PO 00.0000 04/15/2041 | 0.68% | FHLMC FR30 ZS9471 UMBS 04.0000 12/01/2044 | 0.66% | STACR 2016-DNA3 M3 05.1493 12/25/2028 | 0.66% | TREASURY BILL 00.0000 11/17/2020 | 0.65% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.63% | FNR 2018-36 SD IO 06.1008 06/25/2048 | 0.63% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.63% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.62% | FNR 2016-8 SA IO 05.9008 03/25/2046 | 0.61% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.60% | CMLTI 2007-AR5 1A1A 03.9139 04/25/2037 | 0.57% | STACR 2015-HQA1 B 08.9493 03/25/2028 | 0.57% | STACR 2017-DNA2 M2 03.5993 10/25/2029 | 0.55% | AHM 2007-1 GA1C 00.3393 05/25/2047 | 0.55% | GNR 2017-H20 AI IO 01.3263 10/20/2067 | 0.55% | SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.54% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.53% | GNR 2019-125 SG IO 05.8986 10/20/2049 | 0.52% | SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.52% | FHR 4953 AI IO 04.0000 02/25/2050 | 0.51% | GNR 2016-H07 PI IO 02.2825 03/20/2066 | 0.51% | STACR 2017-HQA2 M2 02.7993 12/25/2029 | 0.50% | WFRBS 2012-C9 D P/P 144A 04.8106 11/15/2045 | 0.50% | FHR 5003 DS IO 05.9516 08/25/2050 | 0.48% | GNR 2013-87 SA IO 06.0486 06/20/2043 | 0.48% | SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 0.48% | GNR 2019-56 SK IO 05.9986 05/20/2049 | 0.46% | SHRP 2020-1 NOTE 03.1250 07/25/2024 | 0.45% | OMIR 2018-1A M2 02.9993 07/25/2028 | 0.45% | FNR 2016-50 SM IO 05.9508 08/25/2046 | 0.45% | FNR 2017-104 SL IO 06.0008 01/25/2048 | 0.45% | CAS 2017-C07 1B1 04.1493 05/25/2030 | 0.44% | WFRBS 2011-C4 C P/P 144A 05.2205 06/15/2044 | 0.44% | GNR 2019-158 AS IO 06.0043 09/16/2043 | 0.44% | STACR 2018-HQA1 M2 02.4493 09/25/2030 | 0.44% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.42% | CAS 2018-C02 2M2 02.3493 08/25/2030 | 0.41% | UBSCM 2012-C1 D P/P 144A 05.5689 05/10/2045 | 0.41% | CAS 2016-C03 1M2 05.4493 10/25/2028 | 0.41% | GNR 2017-H25 CI IO 02.3838 12/20/2067 | 0.41% | CWALT 2006-OA19 A1 00.3314 02/20/2047 | 0.41% | CAS 2017-C06 1B1 04.2993 02/25/2030 | 0.40% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.40% | CAS 2016-C03 1B 11.8993 10/25/2028 | 0.40% | CCMFC 2006-4A A2 00.3293 11/25/2047 | 0.40% | COMM 2014-CR17 D P/P 144A 04.8471 05/10/2047 | 0.40% | GNR 2020-7 SK IO 05.8986 01/20/2050 | 0.39% | BMIR 2018-2A M1C P/P 144A 01.7493 08/25/2028 | 0.39% | FHR 3065 DC 19.4149 03/15/2035 | 0.39% | FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.37% | GNR 2017-H03 KI IO 03.7641 01/20/2067 | 0.36% | GNR 2016-H23 NI IO 02.6167 10/20/2066 | 0.36% | JPMBB 2013-C14 D P/P 144A 04.7018 08/15/2046 | 0.36% | GNR 2016-H27 GI IO 02.4007 12/20/2066 | 0.36% | GNR 2015-H10 HI IO 03.1371 04/20/2065 | 0.36% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.35% | GNR 2011-156 SK IO 06.4486 04/20/2038 | 0.35% | JPMCC 2012-C8 C P/P 144A 04.6222 10/15/2045 | 0.35% | MCAS 2020-01 M10 P/P 144A 03.8993 03/25/2050 | 0.35% | FNR 2019-45 SD IO 05.9008 08/25/2049 | 0.35% | SPST 2020-6 A 01.8993 09/07/2021 | 0.34% | WFRBS 2011-C5 C P/P 144A 05.6558 11/15/2044 | 0.34% | CAS 2017-C03 1M2 03.1493 10/25/2029 | 0.34% | UBSC 2011-C1 D P/P 144A 06.0503 01/10/2045 | 0.34% | DBUBS 2011-LC3A D P/P 144A 05.3351 08/10/2044 | 0.34% | CAS 2017-C07 2B1 04.5993 05/25/2030 | 0.33% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.33% | MSBAM 2014-C15 D P/P 144A 04.9063 04/15/2047 | 0.33% | MWST 2019-1 A 00.9493 06/25/2052 | 0.33% | GNR 2013-39 IJ IO 04.5000 03/20/2043 | 0.32% | EMIR 2020-1 B1 02.9993 01/25/2030 | 0.32% | MRAFT 2020-2 A1 01.8969 05/29/2022 | 0.32% | BALTA 2005-8 21A1 02.9698 10/25/2035 | 0.32% | FNMA FN30 839363 07.0000 09/01/2031 | 0.32% | CAS 2018 - C01 1B1 03.6993 07/25/2030 | 0.32% | GNR 2016-H13 IK IO 02.6323 06/20/2066 | 0.32% | GNR 2018-H01 XI IO 02.3257 01/20/2068 | 0.31% | FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.31% | GNR 2017-H06 MI IO 02.2423 02/20/2067 | 0.31% | CAS 2017-C01 1M2 03.6993 07/25/2029 | 0.31% | FNR 2008-24 SP 22.7361 02/25/2038 | 0.30% | MSBAM 2015-C23 D P/P 144A 04.1448 07/15/2050 | 0.30% | STACR 2019-HQA1 M2 02.4993 02/25/2049 | 0.30% | JPMCC 2012-CBX B 04.9103 06/15/2045 | 0.30% | SPST 2020-13 A 01.6493 10/10/2021 | 0.30% | GNMA GII30 609118 04.5000 02/20/2034 | 0.30% | SPST 2020-15 A 00.0000 12/10/2021 | 0.30% | FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.29% | GNMA GII30 AJ4184 04.5000 09/20/2044 | 0.29% | STACR 2018-HQA2 B1 04.3993 10/25/2048 | 0.29% | UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.29% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.29% | COMM 2013-CR6 D P/P 144A 04.0901 03/10/2046 | 0.28% | GSMS 2013-GC10 D P/P 144A 04.4023 02/10/2046 | 0.28% | JPMCC 2011-C3 D P/P 144A 05.7068 02/15/2046 | 0.28% | GNR 2015-H22 AI IO 01.9267 09/20/2065 | 0.28% | SPST 2020-2 A 00.9793 03/26/2021 | 0.28% | GNR 2015-H22 GI IO 02.5963 09/20/2065 | 0.28% | SPST 2020-WL1 A 01.2993 06/25/2051 | 0.28% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.28% | FNR 2018-20 SB IO 06.1008 03/25/2048 | 0.27% | GSMS 2014-GC18 C 04.9887 01/10/2047 | 0.27% | JPMCC 2013-LC11 D 04.1671 04/15/2046 | 0.27% | STACR 2014-HQ3 M3 04.8993 10/25/2024 | 0.27% | FHR 4436 SC IO 06.0016 02/15/2045 | 0.27% | GSMS 2014-GC24 D P/P 144A 04.5316 09/10/2047 | 0.27% | GNR 2016-H18 QI IO 02.8465 06/20/2066 | 0.27% | GNR 2017-H08 EI IO 02.4476 02/20/2067 | 0.27% | CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.26% | BMIR 2017-1 M2 P/P 144A 03.4993 10/25/2027 | 0.26% | JPMBB 2013-C14 C 04.7018 08/15/2046 | 0.26% | GNR 2019-35 SE IO 06.0043 01/16/2044 | 0.26% | GNR 2015-H20 CI IO 02.1903 08/20/2065 | 0.26% | GNR 2018-148 GS IO 05.9543 02/16/2046 | 0.26% | MSC 2011-C3 E P/P 144A 05.2443 07/15/2049 | 0.26% | GNR 2017-H08 GI IO 02.6055 02/20/2067 | 0.26% | GNR 2019-100 JS IO 05.9486 08/20/2049 | 0.25% | MSC 2011-C1 E P/P 144A 05.5157 09/15/2047 | 0.25% | COMM 2013-LC6 C 04.2420 01/10/2046 | 0.25% | GNMA GII30 4114 05.5000 04/20/2038 | 0.25% | WFRBS 2012-C6 C P/P 144A 05.5793 04/15/2045 | 0.25% | GNMA GII30 BB0107 04.7000 08/20/2067 | 0.25% | FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.24% | TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.24% | FNR 2018-47 SA IO 06.1008 07/25/2048 | 0.24% | CAS 2019-R01 2M2 02.5993 07/25/2031 | 0.24% | GNR 2016-H03 AI IO 03.3229 01/20/2066 | 0.24% | GNR 2016-H17 DI IO 02.5229 07/20/2066 | 0.23% | STACR 2019-DNA2 B2 10.6493 03/25/2049 | 0.23% | CSAIL 2015-C1 C 04.2684 04/15/2050 | 0.23% | GNMA GII30 AJ4182 04.5000 09/20/2044 | 0.23% | GNR 2014-H21 AI IO 02.2587 10/20/2064 | 0.23% | GSMS 2012-GCJ9 C P/P 144A 04.4480 11/10/2045 | 0.23% | GNMA GII30 609117 04.5000 02/20/2044 | 0.22% | JPALT 2006-A6 1A1 00.3093 11/25/2036 | 0.22% | FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.22% | GNR 2015-H13 AI IO 02.6172 06/20/2065 | 0.22% | MRAFT 2020-4 A1 01.4953 04/23/2023 | 0.22% | STACR 2014-DN4 M3 04.6993 10/25/2024 | 0.22% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.21% | LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.21% | GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.21% | GNR 2016-H04 KI IO 03.0194 02/20/2066 | 0.21% | DBUBS 2011-LC2A D P/P 144A 05.4874 07/10/2044 | 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-C25 D P/P 144A 03.9501 11/15/2047 | 0.21% | JPMBB 2014-C18 C 04.8102 02/15/2047 | 0.21% | GNR 2018-H02 IM IO 02.3068 02/20/2068 | 0.21% | MSRR 2010-R4 4B 02.6630 02/26/2037 | 0.21% | GNR 2017-H25 IO IO 01.2507 11/20/2067 | 0.20% | JPMBB 2013-C12 C 04.0995 07/15/2045 | 0.20% | 1.5025 R ISWP US0003M P 10/21/2021 | 0.20% | BANK 2020-BN25 C 03.3537 01/15/2063 | 0.20% | COMM 2014-CR17 E P/P 144A 04.8471 05/10/2047 | 0.20% | FNMA FN30 850270 07.0000 12/01/2035 | 0.20% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.20% | GNR 2016-H24 IO IO 02.1472 09/20/2066 | 0.20% | GNR 2017-H04 BI IO 02.4081 02/20/2067 | 0.20% | GNR 2019-121 SD IO 05.8486 10/20/2049 | 0.20% | STACR 2019-DNA2 M2 02.5993 03/25/2049 | 0.20% | FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.20% | UBSCM 2019-C17 C 03.7582 10/15/2052 | 0.20% | FNMA FN30 968927 06.0000 01/01/2038 | 0.19% | UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.19% | WAMU 2005-AR8 2AC2 01.0693 07/25/2045 | 0.19% | CAS 2019-R05 1B1 04.2493 07/25/2039 | 0.19% | MSBAM 2016-C29 C 04.7460 05/15/2049 | 0.19% | GNR 2016-H06 DI IO 02.3279 07/20/2065 | 0.19% | COMM 2013-LC13 D P/P 144A 05.2868 08/10/2046 | 0.19% | GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.19% | GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.19% | CAS 2017-C05 1B1 03.7493 01/25/2030 | 0.19% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.18% | GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.18% | CAS 2018-C05 1B1 04.3993 01/25/2031 | 0.18% | COMM 2014-CR16 C 04.9273 04/10/2047 | 0.18% | JPMCC 2010-C2 D P/P 144A 05.6545 11/15/2043 | 0.18% | STACR 2018-HQA2 B2 11.1493 10/25/2048 | 0.18% | GNR 2015-H23 TI IO 01.9173 09/20/2065 | 0.18% | SWPTN 3MX5Y P 0.418 USD 01/13/2021 BC | 0.18% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.18% | FREMF 2019-KF65 B P/P 144A 02.5483 07/25/2029 | 0.18% | FREMF 2019-KF66 B P/P 144A 02.5483 07/25/2029 | 0.18% | GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.18% | JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.18% | GNR 2016-H06 HI IO 02.0780 02/20/2066 | 0.17% | GSMS 2014-GC22 C 04.6920 06/10/2047 | 0.17% | SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.17% | GNR 2017-H08 NI IO 02.2910 03/20/2067 | 0.17% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.17% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.17% | MCAS 2019-01 M7 P/P 144A 01.8493 10/15/2049 | 0.17% | GNR 2017-H14 LI IO 02.4553 06/20/2067 | 0.17% | GNR 2016-H10 AI IO 02.8708 04/20/2066 | 0.17% | GNR 2016-H24 KI IO 01.9195 11/20/2066 | 0.17% | BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.17% | GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.17% | GNR 2015-H25 BI IO 02.1340 10/20/2065 | 0.17% | GNR 2017-H10 MI IO 02.2064 04/20/2067 | 0.17% | GSMS 2015-GC30 C 04.0766 05/10/2050 | 0.16% | 1.316 R ISWP US0003M P 10/15/2021 | 0.16% | GSMS 2013-GC13 D P/P 144A 04.0838 07/10/2046 | 0.16% | MLCFC 2006-4 C 05.3240 12/12/2049 | 0.16% | MSBAM 2013-C9 C 04.0309 05/15/2046 | 0.16% | WFCM 2020-C56 C 03.7503 06/15/2053 | 0.16% | ARRW 2018-1 A3 04.1570 04/25/2048 | 0.16% | FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.16% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.16% | WFHET 2007-2 A3 00.3793 04/25/2037 | 0.16% | CAS 2020-SBT1 1M2 03.7993 02/25/2040 | 0.16% | GNMA GII30 AQ6653 04.5000 09/20/2045 | 0.16% | CGCMT 2013-GC11 C 04.1340 04/10/2046 | 0.16% | GNR 2015-H04 AI IO 03.2071 12/20/2064 | 0.16% | SCRT 2018-3 M 04.7500 08/25/2057 | 0.16% | GNR 2014-137 ID IO 05.5000 09/16/2044 | 0.15% | GNR 2015-H16 XI IO 02.4464 07/20/2065 | 0.15% | WFCM 2016-BNK1 C 03.0710 08/15/2049 | 0.15% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.15% | STACR 2020-DNA4 B2 10.1493 08/25/2050 | 0.15% | GNR 2017-H09 IO IO 02.1865 04/20/2067 | 0.15% | CAS 2016-C02 1M2 06.1493 09/25/2028 | 0.15% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.15% | WAMU 2005-AR12 1A8 02.9274 10/25/2035 | 0.15% | GNR 2017-H14 JI IO 02.2615 06/20/2067 | 0.15% | GNR 2014-H18 CI IO 01.5935 09/20/2064 | 0.15% | OPTN FN30 2.0 12/07/20 CALL 102.71875 JPMC | 0.15% | STACR 2020-HQA3 B2 10.1493 07/25/2050 | 0.15% | GNR 2014-H25 BI IO 01.7032 12/20/2064 | 0.15% | GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.15% | WFCM 2012-LC5 D P/P 144A 04.7587 10/15/2045 | 0.15% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.14% | COMM 2018-COR3 C 04.5607 05/10/2051 | 0.14% | FNR 2011-4 CS 12.6015 05/25/2040 | 0.14% | GNMA GII30 BG4861 04.5000 05/20/2048 | 0.14% | STACR 2019-DNA4 B2 06.3993 10/25/2049 | 0.14% | CSAIL 2018-C14 D P/P 144A 04.8910 11/15/2051 | 0.14% | STACR 2019-DNA1 M2 02.7993 01/25/2049 | 0.14% | GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.14% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.14% | JPMBB 2014-C22 C 04.5537 09/15/2047 | 0.14% | CAS 2018-C05 1M2 02.4993 01/25/2031 | 0.14% | FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.14% | STACR 2020-HQA2 M2 03.2493 03/25/2050 | 0.14% | COMM 2018-COR3 D P/P 144A 02.8107 05/10/2051 | 0.14% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.14% | COMM 2014-UBS2 C 04.9603 03/10/2047 | 0.14% | SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.14% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.13% | GNR 2011-H07 FI IO 01.2502 02/20/2061 | 0.13% | CAS 2016-C02 1B 12.3993 09/25/2028 | 0.13% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.13% | GNMA GII30 4291 06.0000 11/20/2038 | 0.13% | GNR 2016-69 IO IO 04.0000 05/20/2046 | 0.13% | GNR 2016-H06 AI IO 03.2212 02/20/2066 | 0.13% | MSBAM 2013-C10 F P/P 144A 04.0818 07/15/2046 | 0.13% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.13% | GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.13% | GSMS 2014-GC20 C 04.9647 04/10/2047 | 0.13% | STACR 2020-DNA5 B2 11.5867 10/25/2050 | 0.13% | CAS 2017-C06 2B1 04.5993 02/25/2030 | 0.13% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.13% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.13% | FNMA FN30 724393 07.0000 08/01/2033 | 0.12% | GNR 2016-H24 JI IO 02.7790 11/20/2066 | 0.12% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.12% | JPMCC 2013-C16 C 05.0268 12/15/2046 | 0.12% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.12% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.12% | GSMS 2012-GC6 C P/P 144A 05.6507 01/10/2045 | 0.12% | WFCM 2018-C48 C 05.1201 01/15/2052 | 0.12% | BSCMS 2007-T26 AJ 05.4320 01/12/2045 | 0.12% | GNR 2015-H24 HI IO 02.0454 09/20/2065 | 0.12% | OPTN FN30 2.5 12/07/20 CALL 104.0625 JPMC | 0.12% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.12% | CAS 2018-C06 2B1 04.2493 03/25/2031 | 0.12% | UBSBB 2012-C4 D P/P 144A 04.4705 12/10/2045 | 0.12% | GNR 2018-H05 ID 02.0570 03/20/2068 | 0.12% | UBSCM 2018-C10 D P/P 144A 03.0000 05/15/2051 | 0.12% | GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.11% | UBSCM 2018-C11 D P/P 144A 03.0000 06/15/2051 | 0.11% | COMM 2012-CR1 C 05.3194 05/15/2045 | 0.11% | GNR 2016-H04 HI IO 02.3831 07/20/2065 | 0.11% | CWALT 2007-OA6 A1A 00.2893 06/25/2037 | 0.11% | GNR 2013-182 SP IO 06.5486 12/20/2043 | 0.11% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.11% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.11% | MWST 2020-1 A 01.0493 10/25/2053 | 0.11% | FNR 12-118 PI IO 04.0000 06/25/2042 | 0.11% | GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.11% | MSC 2019-L3 E P/P 144A 02.5000 11/15/2052 | 0.11% | FNR 2007-53 SP 23.6528 06/25/2037 | 0.11% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.11% | MSBAM 2014-C14 C 04.9424 02/15/2047 | 0.10% | STACR 2019-DNA1 B1 04.7993 01/25/2049 | 0.10% | FHR 4165 TI IO 03.0000 12/15/2042 | 0.10% | FHR 3072 SM 04.2533 11/15/2035 | 0.10% | GNR 2017-H25 AI IO 01.9724 12/20/2067 | 0.10% | JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.10% | FNR 2005-106 JC 19.6612 12/25/2035 | 0.10% | GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.10% | GNR 2014-182 BI IO 04.0000 01/20/2039 | 0.10% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.10% | STACR 2019-HQA1 B2 12.3993 02/25/2049 | 0.10% | SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.10% | 0.75 R ISWP US0003M P 10/16/2030 | 0.10% | FNR 2006-8 HP 24.0194 03/25/2036 | 0.10% | CAS 2017-C02 2B1 05.6493 09/25/2029 | 0.10% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.10% | SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.10% | CAS 2019-R01 2B1 04.4993 07/25/2031 | 0.10% | CAS 2015-C04 1M2 05.8493 04/25/2028 | 0.10% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.10% | GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.10% | STACR 2018-DNA2 M2 02.2993 12/25/2030 | 0.10% | FHR 4136 IQ IO 03.5000 11/15/2042 | 0.09% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.09% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.09% | FHR 4621 QI IO 03.5000 10/15/2046 | 0.09% | SAMI 2006-AR7 A1BG 00.2693 08/25/2036 | 0.09% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.09% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.09% | MSAC 2004-HE9 M2 01.0793 11/25/2034 | 0.09% | FHR 4425 EI IO 04.0000 01/15/2045 | 0.09% | GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.09% | GNR 2016-H08 GI IO 01.4431 04/20/2066 | 0.09% | STACR 2015-HQ1 M3 03.9493 03/25/2025 | 0.08% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.08% | FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.08% | GNR 2018-H02 IO IO 01.9755 01/20/2068 | 0.08% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.08% | OPTN FN30 3.5 12/07/20 CALL 105.625 JPMC | 0.08% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.08% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.08% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.08% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.08% | FHR 3408 EK 25.1960 04/15/2037 | 0.08% | FHR 4546 PI IO 04.0000 12/15/2045 | 0.08% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 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 1YX10Y R 1.101 USD 03/02/2021 JP | 0.07% | FHR 4213 GI IO 04.0000 11/15/2041 | 0.07% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.07% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.07% | FNR 2013-22 PI IO 03.5000 10/25/2042 | 0.07% | FNMA FN30 780879 07.0000 12/01/2028 | 0.07% | FNR 2005-122 SE 22.5776 11/25/2035 | 0.07% | GNR 2017-H06 EI IO 01.6007 02/20/2067 | 0.07% | GNR 2014-100 NI IO 04.0000 06/20/2043 | 0.07% | GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.07% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.07% | GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.07% | FHR 4500 GI IO 04.0000 08/15/2045 | 0.07% | FNR 2012-114 NI IO 03.5000 10/25/2041 | 0.07% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.07% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.07% | FHR 4171 NI IO 03.0000 06/15/2042 | 0.06% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.06% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.06% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.06% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.06% | OPTN FN30 2.0 11/05/20 CALL 103.1875 JPMC | 0.06% | STACR 2019-DNA1 B2 10.8993 01/25/2049 | 0.06% | STACR 2019-DNA3 B2 08.2993 07/25/2049 | 0.06% | IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.06% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.06% | FNR 2006-62 PS 39.0045 07/25/2036 | 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% | CAS 2020-R02 2B1 03.1493 01/25/2040 | 0.06% | OPTN GII30 3.5 11/05/20 CALL 105.03125 JPMC | 0.06% | SWPTN 3MX30Y P 1.315 USD 01/22/2021 BA | 0.06% | SWPTN 3MX30Y P 1.3175 USD 01/22/2021 CI | 0.06% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.06% | FNR 2005-75 GS 19.8023 08/25/2035 | 0.06% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.06% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.06% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.06% | GNR 2014-174 AI IO 03.0000 11/16/2029 | 0.06% | GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.06% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | 0.06% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.06% | FHLMC FR30 ZJ6049 UMBS 07.0000 04/01/2032 | 0.06% | FNR 2019-71 CS 03.9500 11/25/2049 | 0.06% | GNMA GII30 3880 06.5000 07/20/2036 | 0.06% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.05% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.05% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.05% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.05% | FNR 2008-53 DO PO 00.0000 07/25/2038 | 0.05% | FNR 2012-104 HI IO 04.0000 09/25/2027 | 0.05% | FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.05% | FHR 4150 DI IO 03.0000 01/15/2043 | 0.05% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.05% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | 0.05% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.05% | GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.05% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.05% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.05% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.05% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.05% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.05% | FHR 4019 JI IO 04.0000 05/15/2041 | 0.05% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.05% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.05% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.05% | STACR 2019-FTR3 B2 04.9481 09/25/2047 | 0.05% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.05% | FHLMC FR30 ZS0357 UMBS 07.0000 11/01/2026 | 0.05% | FHLMC FR30 ZS0496 UMBS 07.0000 06/01/2030 | 0.05% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.05% | 1.16 R ISWP US0003M P 10/16/2050 | 0.04% | FHR 2990 LB 16.5664 06/15/2034 | 0.04% | GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.04% | GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.04% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.04% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.04% | FHR 4136 ES IO 06.1016 11/15/2042 | 0.04% | GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.04% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.04% | CAS 2018-C01 1M2 02.3993 07/25/2030 | 0.04% | FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.04% | CAS 2016-C05 2M2 04.5993 01/25/2029 | 0.04% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.04% | GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.04% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.04% | FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.04% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.04% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.04% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.04% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.03% | FHR 4018 DI IO 04.5000 07/15/2041 | 0.03% | OPTN FN30 3.0 11/05/20 CALL 104.703125 JPMC | 0.03% | SWPTN 3MX30Y P 1.232 USD 01/27/2021 CI | 0.03% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.03% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.03% | IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.03% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.03% | 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.03% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.03% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.03% | FHR 4530 HI IO 04.0000 11/15/2045 | 0.03% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.03% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.03% | FHLMC FR30 ZI1337 UMBS 05.5000 12/01/2033 | 0.03% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.03% | IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.03% | FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.03% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% | IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.03% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.03% | GNR 2015-24 AI IO 03.5000 12/20/2037 | 0.03% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.03% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.03% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | FHR 4183 MI IO 03.0000 02/15/2042 | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.02% | CAS 2016-C05 2B 10.8993 01/25/2029 | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | FHR 4201 JI IO 03.0000 12/15/2041 | 0.02% | FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.02% | GNMA GII30 665235 06.0000 04/20/2037 | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.02% | FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% | FNMA FN30 257572 05.0000 02/01/2039 | 0.02% | SWPTN 3MX30Y R 1.232 USD 01/27/2021 CI | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% | FNR 2005-83 QP 17.0060 11/25/2034 | 0.02% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.02% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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% | FNMA FN30 254974 07.0000 10/01/2033 | 0.02% | GNMA GN30 780770 06.0000 04/15/2028 | 0.02% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% | FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.02% | GNR 2020-15 CS IO 05.8986 02/20/2050 | 0.02% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.02% | FNMA FN30 900135 06.5000 09/01/2036 | 0.02% | FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.02% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% | FHLMC FR30 ZA0768 UMBS 07.5000 07/01/2031 | 0.02% | FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.02% | FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% | GNR 2014-160 IB IO 03.0000 11/20/2040 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.02% | GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% | FNR 2011-123 KS IO 06.4508 10/25/2041 | 0.01% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% | SWPTN 2YX2Y R 0.3 USD 06/30/2022 BA | 0.01% | SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 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 MS | 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% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% | FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.01% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.01% | 0.41 R ISWP US0003M P 10/13/2025 | 0.01% | 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.01% | GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.01% | 0.2429 R ISWP FWD US0003M P 07/05/2024 | 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 JP | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% | SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.01% | 0.838 R ISWP US0003M P 10/23/2030 | 0.01% | 0.84005 R ISWP US0003M P 10/28/2030 | 0.01% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | FHR 3391 PO PO 00.0000 04/15/2037 | 0.01% | FNMA FN30 190308 07.5000 09/01/2030 | 0.01% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% | FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.01% | OPTN FN30 4.0 11/05/20 CALL 106.77734375 JPMC | 0.01% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% | 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% | 1.263 R ISWP US0003M P 10/23/2050 | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% | FHLMC FR30 ZS0498 UMBS 07.5000 09/01/2030 | 0.01% | FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% | GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.01% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% | 0.8425 R ISWP US0003M P 10/23/2030 | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% | FNW 2003-W8 3F2 00.4993 05/25/2042 | 0.01% | GNR 2011-71 IK IO 04.0000 04/16/2039 | 0.01% | GNR 2015-99 TI IO 03.5000 04/20/2039 | 0.01% | 1.2545 R ISWP US0003M P 10/23/2050 | 0.00% | 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | FNMA FN30 545111 07.5000 11/01/2030 | 0.00% | FNMA FN30 554979 07.5000 11/01/2030 | 0.00% | GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.00% | OPTN GII30 4.0 11/05/20 CALL 106.34375 JPMC | 0.00% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.00% | 1.188 R ISWP FWD US0003M P 09/02/2052 | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% | GNMA GN30 404535 06.5000 05/15/2028 | 0.00% | IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% | SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% | 0.25 R ISWP FWD US0003M P 12/16/2022 | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | GNMA GN30 569553 06.5000 01/15/2032 | 0.00% | SWPTN 5WX5Y P 0.42 USD 11/12/2020 GS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | FHR 3326 WF 00.0000 10/15/2035 | 0.00% | GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% | IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | FHR 3996 IK IO 04.0000 03/15/2039 | 0.00% | FHR 4199 CI IO 03.5000 12/15/2037 | 0.00% | GNMA GN30 552703 06.5000 08/15/2032 | 0.00% | GNMA GN30 574830 06.5000 11/15/2031 | 0.00% | GNMA GN30 584470 06.5000 06/15/2032 | 0.00% | GNR 2010-114 MI IO 04.0000 03/20/2039 | 0.00% | SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% | 0.2345 R ISWP US0003M P 10/23/2022 | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.00% | GNMA GN30 486470 06.5000 08/15/2028 | 0.00% | GNMA GN30 780776 06.5000 04/15/2028 | 0.00% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% | SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% | SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% | SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% | SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% | SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.00% | OPTN GII30 3.5 11/05/20 PUT 105.03125 JPMC | -0.00% | OPTN GII30 4.0 11/05/20 PUT 106.34375 JPMC | -0.00% | SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.00% | 0.43509 R ISWP US0003M P 11/02/2025 | -0.00% | CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.00% | 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% | SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% | 0.214 R ISWP FWD US0003M P 09/16/2022 | -0.00% | 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.00% | 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% | SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.00% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% | OPTN FN30 4.0 11/05/20 PUT 106.77734375 JPMC | -0.01% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% | SWPTN 5WX5Y R 0.42 USD 11/12/2020 GS | -0.01% | 0.37 R ISWP US0003M P 10/16/2025 | -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 GS | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% | SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% | 0.7805 R ISWP US0003M P 10/30/2030 | -0.01% | 2.032 R ISWP US0003M P 01/16/2055 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% | SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.01% | SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.01% | SWPTN 2YX2Y P 0.6 USD 06/30/2022 BA | -0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.01% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -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.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% | SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% | SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -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% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.02% | SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.02% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.02% | 1.241 R ISWP US0003M P 10/23/2050 | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% | 0.774 R ISWP US0003M P 10/20/2030 | 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P 08/12/2025 | -0.04% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.04% | IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.04% | 0.30 R ISWP US0003M P 07/14/2025 | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.04% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.04% | 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% | 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.05% | IOS.FN30.400.10 P USL1M R 01/12/41 GS | -0.05% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.05% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.05% | SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.05% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.05% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.05% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.05% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.05% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.05% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.06% | 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.06% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.06% | SWPTN 3MX30Y P 1.525 USD 01/22/2021 BA | -0.06% | SWPTN 3MX30Y P 1.5275 USD 01/22/2021 CI | -0.06% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.06% | 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.06% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.06% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.06% | SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | -0.06% | SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | -0.06% | OPTN FN30 3.5 12/07/20 PUT 105.625 JPMC | -0.07% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.07% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.07% | 0.645 R ISWP US0003M P 07/15/2030 | -0.07% | OPTN FN30 2.0 11/05/20 PUT 103.1875 JPMC | -0.07% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.08% | SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.08% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.08% | 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.08% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.08% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.08% | SWPTN 3MX5Y R 0.418 USD 01/13/2021 BC | -0.08% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.08% | OPTN FN30 2.0 12/07/20 PUT 102.71875 JPMC | -0.09% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.10% | 1.15 R ISWP FWD US0003M P 12/16/2050 | -0.10% | SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.10% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.11% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.11% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.11% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.12% | OPTN FN30 2.5 12/07/20 PUT 104.0625 JPMC | -0.12% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.12% | OPTN FN30 3.0 11/05/20 PUT 104.703125 JPMC | -0.13% | 0.70 R ISWP FWD US0003M P 12/16/2030 | -0.13% | SWPTN 3MX10Y R 0.7075 USD 12/18/2020 JP | -0.14% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.14% | 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 | -0.16% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.17% | SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.18% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.19% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.20% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.22% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.22% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.26% | SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.27% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.29% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.30% | 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.30% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.33% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.33% | 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.33% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.34% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.35% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.35% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.37% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.42% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.44% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.49% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.60% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.60% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.62% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.66% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.72% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -0.80% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -2.24% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -3.31% | US 5YR NOTE (CBT) DEC20 FVZ0 | -3.52% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -6.14% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -6.22% | US 2YR NOTE (CBT) DEC20 TUZ0 | -183.92% |
Sector Weightings as of 01/31/21
Cash Investment | Non-Cash Investment | Total Portfolio | ||||
---|---|---|---|---|---|---|
Weight | Spread Duration | Weight | Spread Duration | Weight | Spread Duration | |
Commercial MBS | 19.20% | 0.66 | 25.02% | 0.11 | 44.22% | 0.77 |
Agency CMO | 39.17% | 1.14 | 0.52% | 0.02 | 39.69% | 1.16 |
Residential MBS (non-agency) | 21.22% | 1.00 | 0.00% | 0.00 | 21.22% | 1.00 |
Agency pass-through | 8.14% | 0.38 | 9.16% | 0.03 | 17.30% | 0.41 |
Net cash | 9.50% | 0.00 | 0.00% | 0.00 | 9.50% | 0.00 |
Asset-backed securities (ABS) | 2.77% | 0.20 | 0.00% | 0.00 | 2.77% | 0.20 |
Interest rate swaps | 0.00% | 0.00 | 0.00% | -1.65 | 0.00% | -1.65 |
U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -2.99 | 0.00% | -2.99 |
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 certain derivatives (the economic value for purposes of calculating periodic payment obligations), in addition to the market value of securities.
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. Variable annuities are long-term investments designed for retirement purposes. Withdrawals prior to age 59 1/2 may be subject to a 10% IRS penalty.
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
Sales Charges/Fees
Breakpoint | Sales Charge | Dealer Allowance | CDSC Liab |
---|---|---|---|
$0 - $0 | 0.00% | 0.00% | N |
CDSC
Year | Percent |
---|---|
1 | 7.00% |
2 | 7.00% |
3 | 6.00% |
4 | 5.00% |
5 | 4.00% |
6 | 3.00% |
7 | 2.00% |
8+ | 0.00% |