Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. The "before sales charge" performance does not reflect the current maximum sales charges, which we explain below. If performance did reflect the charges, it would be lower. The "after sales charge" performance (or returns at public offering price) varies by share class and fund. For class A and class M shares, the current maximum initial sales charges are 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds, respectively (with these exceptions: 2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund). Class B share performance reflects the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declines to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund; for these funds, the CDSC is 1% in the first year, declines to 0.5% in the second year, and is eliminated thereafter). Class C share performance reflects a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares by adjusting for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (note, for two funds — Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund performance prior to inception is based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which has been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. The "after sales charge" performance (at public offering price) for class N shares reflects the current maximum initial sales charge of 1.50%. Class R, R3, R4, R5, and R6 shares, which are available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R3 and R4 shares prior to their inception is derived from the historical performance of class Y shares by adjusting for the higher operating expenses for such shares. Performance for class R5 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower expenses; had it been adjusted, performance would be higher (with the exception of the RetirementReady Maturity, 2025, 2030, 2035, and 2040 Funds, for which performance is derived from the historical performance of class R6 shares and has been adjusted for the higher operating expenses for such shares; and the RetirementReady 2045, 2050, 2055, and 2060 Funds, for which performance is derived from the historical performance of class R6 shares and has not been adjusted for the lower expenses; had it been adjusted, performance would be higher). Performance for class R6 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower operating expenses; had it been adjusted, performance would be higher. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses. Had these limits not been in place, performance would be lower.
Active Income
Mortgage Securities Fund (Class Y) (PUSYX)
Seeking opportunities through mortgage-backed securities
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Highlights
Objective
The fund seeks as high a level of current income as Putnam Management believes is consistent with preservation of capital.
Strategy and process
- Broad securitized opportunitiesThe fund invests in mortgage sectors, including agency MBS and CMOs, and non-agency RMBS and CMBS, and ABS.
- Higher potential returns By investing in mortgage-backed bonds, the fund can offer the potential for higher returns than an investment strategy focused only on agency MBS.
- Leading research The fund's portfolio managers use proprietary models to assist in the evaluation of mortgage-backed bonds and to manage the fund's interest-rate risk.
Fund price |
Yesterday’s close | 52-week high | 52-week low |
|---|---|---|---|
| Net asset value |
$12.15
0.08% | $0.01 |
$12.60
02/08/21 |
$11.68
07/24/20 |
Fund facts as of 05/31/21
Total net assets
$733.18M
$733.18M
Turnover (fiscal year end)
916%
916%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1113
1113
Fiscal year-end
September
September
CUSIP / Fund code
746885409 / 1817
746885409 / 1817
Inception date
04/11/94
04/11/94
Category
Taxable Income
Taxable Income
Open to new investors
Ticker
PUSYX
PUSYX
Management team
Co-Chief Investment Officer, Fixed Income
Co-Head of Structured Credit
Co-Head of Structured Credit
Literature
Fund documents |
| Prospectuses/SAI |
| Fact Sheet (YA share) (PDF) |
| Annual Fund Report (PDF) |
| Semiannual Fund Report (PDF) |
Toys, cars, and the U.S. recovery
We believe growth in the United States remains strong, but expectations need to be revised lower.Fiscal impetus and the U.S. labor market
We examine the interplay between President Biden's multi-trillion-dollar stimulus plans, the labor market, and corporate profits.If taxes go higher, will munis be hurt?
The Administration's recent plan would increase the highest marginal income tax rate but would not likely impact muni yields.Performance
Consistency of positive performance over five years
Performance shown above does not reflect the effects of any sales charges. Click on the dots to see specific returns in each five-year period as of the date revealed. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please see below.
12.45%
Best 5-year annualized return
(for period ending 06/30/89)
0.73%
Worst 5-year annualized return
(for period ending 03/31/20)
5.97%
Average 5-year annualized return
Total return (%) as of 03/31/21
Annual performance as of 03/31/21
Annualized Total return (%) as of 03/31/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 11.17% | 4.44% | 3.14% | 2.74% |
| After sales charge | N/A | N/A | N/A | N/A |
| Bloomberg Barclays U.S. MBS Index | -0.09% | 3.75% | 2.43% | 2.83% |
| BBG Barc GNMA-BBG Barc U.S. MBS Linked Benchmark | -0.09% | 3.79% | 2.34% | 2.81% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 05/31/21 | -1.43% | - | |
| YTD as of 06/14/21 | 0.63% | - | |
Yield
| Distribution rate before sales charge as of 06/14/21 |
4.35% |
|---|---|
| Distribution rate after sales charge as of 06/14/21 |
4.35% |
| 30-day SEC yield with subsidy as of 05/31/21 |
4.78% |
| 30-day SEC yield without subsidy as of 05/31/21 |
4.63% |
Risk-adjusted performance as of 04/30/21
| Sharpe ratio (3 yrs.) | 0.44 |
|---|---|
| Information ratio (3 yrs.) | 0.04 |
Volatility as of 04/30/21
| Standard deviation (3 yrs.) | 7.03% |
|---|---|
| Beta | -0.29 |
| R-squared | 0.01 |
Fixed income statistics as of 04/30/21
| Average effective duration | 1.93 yrs. |
|---|
Lipper rankings as of 04/30/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 11/129 | 9% |
| 3 yrs. | 38/112 | 34% |
| 5 yrs. | 30/105 | 29% |
| 10 yrs. | 47/75 | 62% |
Morningstar Ratings™ as of 04/30/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 543 | |
| 3 yrs. | 543 | |
| 5 yrs. | 480 | |
| 10 yrs. | 342 |
Distributions
| Record/Ex dividend date | 05/18/21 |
|---|---|
| Payable date | 05/20/21 |
| Income | $0.044 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Holdings
| Fnma Fn30 Tba Umbs 04.5000 05/01/2051 | 14.24% |
|---|---|
| Fnma Fn30 Tba Umbs 05.5000 05/01/2051 | 8.01% |
| Gnma Gii30 Tba 03.0000 05/01/2051 | 6.34% |
| Fnr 2007-95 A3 00.3586 08/27/2036 | 3.17% |
| Fncl 2.50 04/01/2042 | 2.69% |
| Fnma Fn30 Tba Umbs 06.0000 05/01/2051 | 1.77% |
| Fnma Fn30 Tba Umbs 03.0000 05/01/2051 | 1.59% |
| Gnma Gii30 Tba 02.0000 05/01/2051 | 1.54% |
| Fhs 315 Po Po 00.0000 09/15/2043 | 1.36% |
| Carr 2006-Nc2 A4 00.3461 06/25/2036 | 1.16% |
| Top 10 holdings, percent of portfolio | 41.87% |
| Top 10 holdings as of 04/30/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.5000 05/01/2051 | |
| Fnma Fn30 Tba Umbs 05.5000 05/01/2051 | |
| Gnma Gii30 Tba 03.0000 05/01/2051 | |
| Fnr 2007-95 A3 00.3586 08/27/2036 | |
| Fncl 2.50 04/01/2042 | |
| Fnma Fn30 Tba Umbs 06.0000 05/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 05/01/2051 | |
| Gnma Gii30 Tba 02.0000 05/01/2051 | |
| Fhs 315 Po Po 00.0000 09/15/2043 | |
| Carr 2006-Nc2 A4 00.3461 06/25/2036 | |
| Holdings represent 41.87% of portfolio | |
| Top 10 holdings as of 03/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.5000 04/01/2051 | |
| Fnma Fn30 Tba Umbs 05.5000 04/01/2051 | |
| Gnma Gii30 Tba 03.0000 04/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 04/01/2051 | |
| Fnr 2007-95 A3 00.3676 08/27/2036 | |
| Fncl 2.50 04/01/2042 | |
| Fnma Fn30 Tba Umbs 02.5000 05/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 05/01/2051 | |
| Fnma Fn30 Tba Umbs 06.0000 04/01/2051 | |
| Gnma Gii30 Tba 02.0000 04/01/2051 | |
| Holdings represent 45.46% of portfolio | |
| Top 10 holdings as of 02/28/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.5000 03/01/2051 | |
| Fnma Fn30 Tba Umbs 05.5000 03/01/2051 | |
| Gnma Gii30 Tba 03.0000 03/01/2051 | |
| Fnr 2007-95 A3 00.3800 08/27/2036 | |
| Fncl 2.50 04/01/2042 | |
| Fnma Fn30 Tba Umbs 02.0000 03/01/2051 | |
| Fnma Fn30 Tba Umbs 06.0000 03/01/2051 | |
| Gnma Gii30 Tba 02.0000 03/01/2051 | |
| Fhs 315 Po Po 00.0000 09/15/2043 | |
| Carr 2006-Nc2 A4 00.3576 06/25/2036 | |
| Holdings represent 41.11% of portfolio | |
| Top 10 holdings as of 01/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.5000 02/01/2051 | |
| Fnma Fn30 Tba Umbs 05.5000 02/01/2051 | |
| Gnma Gii30 Tba 03.0000 02/01/2051 | |
| Fnr 2007-95 A3 00.3980 08/27/2036 | |
| Fncl 2.50 04/01/2042 | |
| Fnma Fn30 Tba Umbs 06.0000 02/01/2051 | |
| Gnma Gii30 Tba 02.0000 02/01/2051 | |
| Fhs 315 Po Po 00.0000 09/15/2043 | |
| Carr 2006-Nc2 A4 00.3700 06/25/2036 | |
| Bayv 2006-C 1a3 06.5280 11/28/2036 | |
| Holdings represent 40.09% of portfolio | |
| FNMA FN30 TBA UMBS 04.5000 06/01/2051 | 13.98% |
|---|---|
| FNMA FN30 TBA UMBS 05.5000 06/01/2051 | 7.92% |
| GNMA GII30 TBA 03.0000 06/01/2051 | 6.26% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.45% |
| FNR 2007-95 A3 00.3561 08/27/2036 | 3.19% |
| FNMA FN30 AB8804 UMBS 02.5000 03/01/2043 | 2.57% |
| TREASURY BILL 00.0000 06/10/2021 | 2.09% |
| CASH MGMT BILL 00.0000 09/21/2021 | 1.99% |
| TREASURY BILL 00.0000 07/20/2021 | 1.76% |
| FNMA FN30 TBA UMBS 06.0000 06/01/2051 | 1.75% |
| TREASURY BILL 00.0000 06/01/2021 | 1.61% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2051 | 1.57% |
| GNMA GII30 TBA 02.0000 06/01/2051 | 1.53% |
| TREASURY BILL 00.0000 06/17/2021 | 1.50% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 1.50% |
| TREASURY BILL 00.0000 07/13/2021 | 1.38% |
| TREASURY BILL 00.0000 06/29/2021 | 1.34% |
| FHS 315 PO PO 00.0000 09/15/2043 | 1.33% |
| CASH MGMT BILL 00.0000 09/07/2021 | 1.32% |
| TREASURY BILL 00.0000 07/27/2021 | 1.28% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2051 | 1.27% |
| CARR 2006-NC2 A4 00.3316 06/25/2036 | 1.15% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 1.08% |
| CAS 2017-C05 1B1 03.6916 01/25/2030 | 1.06% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 1.06% |
| 2.764 R ISWP US0003M P 02/18/2031 | 1.05% |
| TREASURY BILL 00.0000 06/03/2021 | 1.02% |
| BAYV 2006-C 1A3 06.5280 11/28/2036 | 1.01% |
| MSC 2011-C3 E 144A 05.2155 07/15/2049 | 0.89% |
| MCAS 2019-01 M10 144A 03.3416 10/15/2049 | 0.86% |
| TREASURY BILL 00.0000 07/06/2021 | 0.86% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.86% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.80% |
| FNR 2016-85 SL IO 06.0084 11/25/2046 | 0.79% |
| STACR 2016-DNA3 M3 05.0916 12/25/2028 | 0.74% |
| CWL 2007-10 1A1 00.2716 06/25/2047 | 0.72% |
| FNMA FN30 TBA UMBS 03.0000 07/01/2051 | 0.71% |
| STACR 2019-DNA1 B2 10.8416 01/25/2049 | 0.70% |
| DBUBS 2011-LC3A D 144A 05.4266 08/10/2044 | 0.65% |
| FNR 2019-83 QS IO 05.8584 01/25/2050 | 0.62% |
| WFRBS 2012-C9 D 144A 04.8091 11/15/2045 | 0.61% |
| CAS 2017-C03 1M2 03.0916 10/25/2029 | 0.59% |
| FNR 2016-83 BS IO 06.0084 11/25/2046 | 0.59% |
| SPST 2021-6 A 00.8925 04/25/2022 | 0.58% |
| UBSCM 2012-C1 D 144A 05.5686 05/10/2045 | 0.57% |
| CAS 2017-C06 2B1 04.5416 02/25/2030 | 0.55% |
| CAS 2017-C07 1B1 04.0916 05/25/2030 | 0.54% |
| BF0101 03.5000 06/01/2056 | 0.54% |
| CAS 2017-C06 1B1 04.2416 02/25/2030 | 0.53% |
| FNR 2018-36 SD IO 06.1584 06/25/2048 | 0.52% |
| FNR 2016-81 SA IO 06.0584 11/25/2046 | 0.51% |
| AHM 2007-1 GA1C 00.2816 05/25/2047 | 0.48% |
| SHRP 2020-1 NOTE 03.0470 07/25/2024 | 0.48% |
| GNR 2019-121 SD IO 05.9008 10/20/2049 | 0.48% |
| CAS 2016-C03 1B 11.8416 10/25/2028 | 0.48% |
| COMM 2014-CR17 D 144A 04.8482 05/10/2047 | 0.47% |
| STACR 2020-DNA4 B2 10.0916 08/25/2050 | 0.45% |
| GSMS 2014-GC24 D 144A 04.5363 09/10/2047 | 0.45% |
| FN BF0091 | 0.44% |
| GNR 2020-138 IB IO 02.5000 09/20/2050 | 0.43% |
| BMIR 2017-1 M2 144A 03.4416 10/25/2027 | 0.42% |
| OMIR 2018-1A M2 02.9416 07/25/2028 | 0.41% |
| STACR 2019-DNA4 B2 06.3416 10/25/2049 | 0.41% |
| GNR 2021-77 SM IO 06.1990 05/20/2051 | 0.40% |
| STACR 2015-HQA1 B 08.8916 03/25/2028 | 0.40% |
| FNR 2020-31 IO IO 04.5000 05/25/2050 | 0.40% |
| UBSC 2011-C1 D 144A 06.0544 01/10/2045 | 0.40% |
| GNR 2017-H20 AI IO 02.2344 10/20/2067 | 0.40% |
| FNR 2021-25 IJ IO 03.5000 05/25/2051 | 0.40% |
| JPMBB 2013-C14 D 144A 04.5704 08/15/2046 | 0.39% |
| FNR 2019-51 SA IO 05.9584 09/25/2049 | 0.39% |
| CAS 2017-C07 2B1 04.5416 05/25/2030 | 0.39% |
| STACR 2018-HQA1 M2 02.3916 09/25/2030 | 0.38% |
| FHR 5065 DI IO 03.5000 01/25/2051 | 0.38% |
| UBSBB 2013-C6 B 144A 03.8751 04/10/2046 | 0.38% |
| STACR 2017-HQA2 M2 02.7416 12/25/2029 | 0.38% |
| CAS 2017-C02 2B1 05.5916 09/25/2029 | 0.38% |
| GNR 2016-H23 NI IO 02.3830 10/20/2066 | 0.38% |
| GNR 2016-H07 PI IO 02.2931 03/20/2066 | 0.37% |
| MCAS 2020-01 M10 144A 03.8416 03/25/2050 | 0.37% |
| FNR 2016-8 SA IO 05.9584 03/25/2046 | 0.37% |
| GNR 2019-125 SG IO 05.9508 10/20/2049 | 0.37% |
| FHR 4326 GS IO 05.9491 04/15/2044 | 0.36% |
| GSMS 2014-GC18 C 04.9884 01/10/2047 | 0.36% |
| CAS 2018-C04 2B1 04.5916 12/25/2030 | 0.36% |
| CAS 2017-C01 1M2 03.6416 07/25/2029 | 0.36% |
| FHR 3065 DC 19.5574 03/15/2035 | 0.36% |
| GNR 2016-H27 GI IO 02.3500 12/20/2066 | 0.35% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.35% |
| FNR 2016-50 SM IO 06.0084 08/25/2046 | 0.35% |
| GNR 2020-133 CS IO 06.2008 09/20/2050 | 0.35% |
| FNMA FN30 AV7052 UMBS 03.5000 03/01/2045 | 0.34% |
| STACR 2020-HQA3 B1 05.8416 07/25/2050 | 0.34% |
| STACR 2018-HQA2 B2 11.0916 10/25/2048 | 0.33% |
| FHR 5003 DS IO 06.0084 08/25/2050 | 0.33% |
| GNR 2017-H03 KI IO 02.2237 01/20/2067 | 0.32% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.32% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.32% |
| GNR 2020-175 JI IO 03.5000 11/20/2050 | 0.32% |
| JPMCC 2013-C16 D 144A 05.0217 12/15/2046 | 0.32% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.32% |
| GNR 2015-H22 AI IO 01.9658 09/20/2065 | 0.32% |
| GNR 2017-H25 CI IO 02.3072 12/20/2067 | 0.32% |
| SPST 2020-13 A 01.5925 10/10/2021 | 0.32% |
| CAS 2018-C02 2M2 02.2916 08/25/2030 | 0.32% |
| SPST 2020-15 A 01.4625 12/10/2021 | 0.32% |
| JPMCC 2013-LC11 D 04.1667 04/15/2046 | 0.32% |
| CAS 2020-SBT1 1B1 06.8416 02/25/2040 | 0.31% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.31% |
| COMM 2013-LC13 D 144A 05.2649 08/10/2046 | 0.31% |
| MRAIT 2020-11 A1X 01.8009 04/22/2022 | 0.31% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.31% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.30% |
| FNR 2017-104 SL IO 06.0584 01/25/2048 | 0.30% |
| GNR 2013-87 SA IO 06.1008 06/20/2043 | 0.30% |
| GNR 2016-H13 IK IO 02.6348 06/20/2066 | 0.30% |
| CAS 2016-C03 1M2 05.3916 10/25/2028 | 0.30% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.30% |
| GNR 2019-110 SQ IO 05.9508 09/20/2049 | 0.30% |
| MSBAM 2016-C29 C 04.7450 05/15/2049 | 0.30% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.30% |
| MRAIT 2021-EBO4 A1X 01.8493 02/16/2022 | 0.30% |
| BACM 2016-UB10 D 144A 03.0000 07/15/2049 | 0.30% |
| MRAIT 2020-2 A2 | 0.29% |
| GNMA GII30 TBA 04.5000 06/01/2051 | 0.29% |
| GNR 2015-H20 CI IO 02.2132 08/20/2065 | 0.29% |
| MRAIT 2021-8 A1X 01.2601 10/15/2021 | 0.29% |
| DBUBS 2011-LC2A D 144A 05.3893 07/10/2044 | 0.29% |
| MRAIT 2020-12 A1X 01.4509 07/15/2021 | 0.29% |
| MSBAM 2013-C12 E 144A 04.7626 10/15/2046 | 0.29% |
| GNR 2017-H06 MI IO 02.2296 02/20/2067 | 0.29% |
| STACR 2018-DNA1 B1 03.2416 07/25/2030 | 0.28% |
| STACR 2018-DNA2 B1 03.7916 12/25/2030 | 0.28% |
| CWALT 2006-OA19 A1 00.2793 02/20/2047 | 0.28% |
| NHLT 2019-2A M4 144A 05.6822 11/25/2029 | 0.28% |
| COMM 2014-CR19 D 144A 04.7080 08/10/2047 | 0.28% |
| SPST 2020-6 A 01.8425 09/07/2021 | 0.28% |
| GSMS 2013-GC10 D P/P 144A 04.4017 02/10/2046 | 0.27% |
| MRAIT 2021-EBO1 A1X 01.8601 10/08/2021 | 0.27% |
| COMM 2012-CR4 B 144A 03.7030 10/15/2045 | 0.27% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.27% |
| FNR 2019-45 SD IO 05.9584 08/25/2049 | 0.27% |
| GNR 2018-H01 XI IO 02.3053 01/20/2068 | 0.27% |
| MSBAM 2015-C23 D 144A 04.1442 07/15/2050 | 0.26% |
| CAS 2020-SBT1 1M2 03.7416 02/25/2040 | 0.26% |
| FHR 4933 SA IO 05.9084 12/25/2049 | 0.26% |
| FREMF 2019-KF65 B 144A 02.5073 07/25/2029 | 0.26% |
| WFCM 2020-C57 C 04.0239 08/15/2053 | 0.26% |
| JPMBB 2014-C23 D 144A 03.9789 09/15/2047 | 0.26% |
| GNR 2019-56 SK IO 06.0508 05/20/2049 | 0.26% |
| FNR 2020-41 SE IO 06.0084 06/25/2050 | 0.25% |
| JPMCC 2011-C3 D 144A 05.5227 02/15/2046 | 0.25% |
| FREMF 2019-KF66 B 144A 02.5073 07/25/2029 | 0.25% |
| GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.25% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.25% |
| STACR 2017-DNA2 M2 03.5416 10/25/2029 | 0.24% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.24% |
| UBSC 2011-C1 B 144A 06.0544 01/10/2045 | 0.24% |
| GNR 2016-H18 QI IO 03.0015 06/20/2066 | 0.24% |
| GNR 2020-112 MS IO 06.2008 08/20/2050 | 0.24% |
| COMM 2013-LC6 C 04.2420 01/10/2046 | 0.24% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.24% |
| CAS 2018-C06 1B1 03.8416 03/25/2031 | 0.23% |
| FNMA FN30 AV7059 UMBS 03.5000 04/01/2045 | 0.23% |
| FNR 2008-24 SP 22.9474 02/25/2038 | 0.23% |
| BANK 2020-BN25 C 03.3537 01/15/2063 | 0.23% |
| GNMA GN30 AM4380 04.0000 05/15/2045 | 0.23% |
| JPALT 2006-A6 1A1 00.4116 11/25/2036 | 0.23% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.23% |
| GSMS 2014-GC22 C 04.6910 06/10/2047 | 0.23% |
| GNR 2017-H08 EI IO 02.4326 02/20/2067 | 0.22% |
| WFRBS 2012-C9 E 144A 04.8091 11/15/2045 | 0.22% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.22% |
| MWST 2020-1 A 00.9916 10/25/2053 | 0.22% |
| GNR 2018-H04 JI IO 02.3919 03/20/2068 | 0.22% |
| GNR 2019-158 AS IO 06.0491 09/16/2043 | 0.22% |
| JPMDB 2017-C7 C 04.1634 10/15/2050 | 0.22% |
| 1.66 R ISWP FWD US0003M P 05/21/2031 | 0.22% |
| GNR 2017-H08 GI IO 02.3448 02/20/2067 | 0.22% |
| GNR 2015-H10 HI IO 01.7521 04/20/2065 | 0.22% |
| JPMCC 2011-C5 D 144A 05.4224 08/15/2046 | 0.22% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.22% |
| GNR 2016-H17 DI IO 02.2551 07/20/2066 | 0.22% |
| BBCMS 2019-C4 E 144A 03.2500 08/15/2052 | 0.21% |
| FNR 2020-96 IO IO 03.0000 01/25/2051 | 0.21% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.21% |
| GNR 2016-H24 IO IO 02.1435 09/20/2066 | 0.21% |
| GNMA GII30 AH8784 04.5000 06/20/2034 | 0.21% |
| BANK 2017-BNK9 D 144A 02.8000 11/15/2054 | 0.20% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.20% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.20% |
| GNMA GII30 AI6258 04.5000 05/20/2044 | 0.20% |
| GNR 2019-35 SE IO 06.0491 01/16/2044 | 0.20% |
| COMM 2015-CR26 D 03.4790 10/10/2048 | 0.20% |
| FNR 2018-20 SB IO 06.1584 03/25/2048 | 0.20% |
| GNR 2017-H04 BI IO 02.4691 02/20/2067 | 0.20% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.20% |
| FHR 4949 WS IO 05.9084 02/25/2050 | 0.20% |
| GNR 2015-H13 AI IO 02.2469 06/20/2065 | 0.20% |
| GNR 2015-H23 TI IO 01.9175 09/20/2065 | 0.20% |
| GNR 2014-H21 AI IO 01.6702 10/20/2064 | 0.20% |
| JPMBB 2014-C19 D 144A 04.6747 04/15/2047 | 0.20% |
| GNR 2016-H10 AI IO 01.5957 04/20/2066 | 0.20% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.19% |
| GNR 2011-156 SK IO 06.5008 04/20/2038 | 0.19% |
| STACR 2019-HQA1 M2 02.4416 02/25/2049 | 0.19% |
| FHR 4953 AI IO 04.0000 02/25/2050 | 0.19% |
| STACR 2018-HQA2 B1 04.3416 10/25/2048 | 0.19% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.19% |
| JPMCC 2012-CBX B 04.8452 06/15/2045 | 0.19% |
| GNR 2017-156 SL IO 06.1008 10/20/2047 | 0.19% |
| JPMBB 2014-C22 C 04.5531 09/15/2047 | 0.19% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.19% |
| FNR 2018-47 SA IO 06.1584 07/25/2048 | 0.19% |
| GSMS 2014-GC20 C 04.9561 04/10/2047 | 0.19% |
| CSAIL 2018-C14 D 144A 04.8900 11/15/2051 | 0.18% |
| FHR 2976 LC 24.0501 05/15/2035 | 0.18% |
| GNR 2018-H02 IM IO 02.3313 02/20/2068 | 0.18% |
| CD 2017-CD4 C 04.3497 05/10/2050 | 0.18% |
| JPMBB 2013-C12 C 04.0989 07/15/2045 | 0.18% |
| STACR 2017-DNA2 B1 05.2416 10/25/2029 | 0.18% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.18% |
| COMM 2014-CR16 C 04.9263 04/10/2047 | 0.18% |
| CAS 2018-C06 2B1 04.1916 03/25/2031 | 0.18% |
| FNR 2017-19 IH IO 05.0000 03/25/2047 | 0.18% |
| GNR 2013-39 IJ IO 04.5000 03/20/2043 | 0.18% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.18% |
| WFCM 2020-C56 C 03.7494 06/15/2053 | 0.18% |
| CGCMT 2012-GC8 C 144A 04.8756 09/10/2045 | 0.17% |
| GNR 2019-100 JS IO 06.0008 08/20/2049 | 0.17% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.17% |
| MSC 2012-C4 E 144A 05.4182 03/15/2045 | 0.17% |
| FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.17% |
| GNR 2015-H04 AI IO 01.6089 12/20/2064 | 0.17% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.17% |
| LMAT 2019-GS2 A2 144A 04.2500 01/25/2059 | 0.17% |
| COMM 2014-UBS4 C 04.6493 08/10/2047 | 0.16% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.16% |
| FNR 2018-51 BI IO 05.5000 07/25/2038 | 0.16% |
| FNR 2020-20 IK IO 03.5000 03/25/2050 | 0.16% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.16% |
| BSCMS 2007-T26 AJ 05.4312 01/12/2045 | 0.16% |
| CAS 2018-C03 1B1 03.8416 10/25/2030 | 0.16% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.16% |
| GNR 2017-H08 NI IO 02.2725 03/20/2067 | 0.16% |
| MRAFT 2020-5 A1 01.0951 08/10/2023 | 0.16% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.16% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.16% |
| GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.16% |
| JPMCC 2010-C2 D 144A 05.6841 11/15/2043 | 0.16% |
| WFRBS 2011-C4 E 144A 05.1338 06/15/2044 | 0.16% |
| MCAS 2019-01 M7 144A 01.7916 10/15/2049 | 0.16% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.16% |
| COMM 2018-COR3 C 04.5605 05/10/2051 | 0.16% |
| GNR 2016-80 SD IO 06.0008 06/20/2046 | 0.16% |
| GNR 2016-H06 DI IO 02.0723 07/20/2065 | 0.16% |
| GNR 2017-H10 MI IO 01.8564 04/20/2067 | 0.16% |
| GNR 2016-H03 AI IO 01.7652 01/20/2066 | 0.15% |
| MSBAM 2013-C9 D 144A 04.1110 05/15/2046 | 0.15% |
| UBSBB 2012-C4 D 144A 04.4671 12/10/2045 | 0.15% |
| GNR 2017-H25 IO IO 02.1622 11/20/2067 | 0.15% |
| STACR 2020-HQA3 B2 10.0916 07/25/2050 | 0.15% |
| WFHET 2007-2 A3 00.3216 04/25/2037 | 0.15% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.15% |
| UBSCM 2018-C10 D 144A 03.0000 05/15/2051 | 0.15% |
| 1.629 R ISWP US0003M P 01/19/2026 | 0.15% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.15% |
| COMM 2014-UBS3 D 144A 04.7680 06/10/2047 | 0.15% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.15% |
| GNR 2016-H06 HI IO 02.0764 02/20/2066 | 0.15% |
| GSMS 2012-GC6 C P/P 144A 05.6581 01/10/2045 | 0.15% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.14% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.14% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.14% |
| FHR 4621 QI IO 03.5000 10/15/2046 | 0.14% |
| COMM 2014-CR14 D 144A 04.6170 02/10/2047 | 0.14% |
| GNR 2014-H25 BI IO 01.6952 12/20/2064 | 0.14% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.14% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.14% |
| GNR 2017-H09 IO IO 01.8236 04/20/2067 | 0.14% |
| MSC 2012-C4 C 144A 05.4182 03/15/2045 | 0.14% |
| GNR 2015-H25 BI IO 01.9667 10/20/2065 | 0.14% |
| COMM 2014-UBS3 C 04.7380 06/10/2047 | 0.14% |
| UBSCM 2018-C11 D 144A 03.0000 06/15/2051 | 0.14% |
| CGCMT 2013-GC11 C 04.1340 04/10/2046 | 0.14% |
| COMM 2014-UBS2 C 04.9715 03/10/2047 | 0.14% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.14% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.14% |
| MWST 2020-2 A 00.8916 11/25/2053 | 0.14% |
| WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.14% |
| GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.13% |
| MRAFT 2020-4 A1 01.4451 04/23/2023 | 0.13% |
| STAR 2019-1 M1 03.7640 06/25/2049 | 0.13% |
| FHR 4436 SC IO 06.0491 02/15/2045 | 0.13% |
| BMARK 2019-B11 D 144A 03.0000 05/15/2052 | 0.13% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.13% |
| PRET 2020-RPL1 03.8194 05/27/2060 | 0.13% |
| FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.13% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.13% |
| GNR 2016-H24 KI IO 02.8558 11/20/2066 | 0.13% |
| GNR 2015-H16 XI IO 02.3855 07/20/2065 | 0.13% |
| GNR 2016-H04 KI IO 01.5324 02/20/2066 | 0.13% |
| GNR 2017-H23 BI IO 01.8898 11/20/2067 | 0.13% |
| CGCMT 2015-P1 C 04.3684 09/15/2048 | 0.13% |
| GNR 2014-119 SA IO 05.5008 08/20/2044 | 0.13% |
| JPMBB 2013-C12 E 144A 04.0989 07/15/2045 | 0.13% |
| GNR 2014-137 ID IO 05.5000 09/16/2044 | 0.13% |
| GNR 2014-182 BI IO 04.0000 01/20/2039 | 0.13% |
| GNR 2014-H18 CI IO 01.5855 09/20/2064 | 0.13% |
| STACR 2017-HQA1 M2 03.6416 08/25/2029 | 0.13% |
| TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.13% |
| WFCM 2018-C46 C 04.9782 08/15/2051 | 0.13% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.13% |
| CAS 2016-C04 1B 10.3416 01/25/2029 | 0.12% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.12% |
| CSAIL 2020-C19 D 144A 02.5000 03/15/2053 | 0.12% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.12% |
| GNR 2013-182 SP IO 06.6008 12/20/2043 | 0.12% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.12% |
| JPMCC 2011-C4 C 144A 05.3844 07/15/2046 | 0.12% |
| COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.12% |
| GNR 2017-H14 LI IO 02.3186 06/20/2067 | 0.12% |
| FNR 2011-4 CS 12.7167 05/25/2040 | 0.12% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.12% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.12% |
| OPTN FN30 2.0 07/07/21 CALL 100.734375 JPMC | 0.12% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.12% |
| GNR 2017-H14 JI IO 02.2619 06/20/2067 | 0.12% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.12% |
| GNR 2016-H04 HI IO 02.3854 07/20/2065 | 0.12% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.12% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.12% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.12% |
| FNR 2005-74 NK 27.0419 05/25/2035 | 0.12% |
| FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.12% |
| GNR 2016-H06 AI IO 01.6239 02/20/2066 | 0.12% |
| UBSCM 2012-C1 E 144A 05.0000 05/10/2045 | 0.11% |
| MSBAM 2013-C12 D 144A 04.7626 10/15/2046 | 0.11% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.11% |
| MSBAM 2012-C6 G 144A 04.5000 11/15/2045 | 0.11% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.11% |
| OPTN FN30 2.5 07/07/21 CALL 103.375 JPMC | 0.11% |
| CASH MGMT BILL 00.0000 08/24/2021 | 0.11% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.11% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.11% |
| GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.11% |
| FNR 2005-106 JC 19.8399 12/25/2035 | 0.11% |
| GNR 2018-H02 IO IO 02.5838 01/20/2068 | 0.11% |
| GNR 2018-H05 ID 02.0570 03/20/2068 | 0.11% |
| STACR 2019-DNA1 M2 02.7416 01/25/2049 | 0.11% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.11% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.10% |
| GNR 2011-H07 FI IO 01.2436 02/20/2061 | 0.10% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.10% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.10% |
| GNR 2015-H24 HI IO 02.0497 09/20/2065 | 0.10% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.10% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.10% |
| MSBAM 2013-C10 F 144A 04.0807 07/15/2046 | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.10% |
| GSMS 2010-C1 D 144A 06.1540 08/10/2043 | 0.10% |
| STACR 2019-HQA2 B2 11.3416 04/25/2049 | 0.10% |
| WAMU 2005-AR8 2AC2 01.0116 07/25/2045 | 0.10% |
| EMIR 2020-1 B1 144A 02.9416 01/25/2030 | 0.10% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.10% |
| GNR 2012-H11 FI IO 01.2149 02/20/2062 | 0.10% |
| OMIR 2019-1A B1B 04.4416 07/25/2029 | 0.10% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.09% |
| FNMA FN30 AV7026 UMBS 03.5000 11/01/2044 | 0.09% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.09% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.09% |
| OPTN FN30 3.0 07/07/21 CALL 104.421875 JPMC | 0.09% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.09% |
| GNMA GII30 AJ8849 03.0000 10/20/2044 | 0.09% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.09% |
| CAS 2019-R01 2B1 04.4416 07/25/2031 | 0.09% |
| JPMCC 2011-C3 E 144A 05.5227 02/15/2046 | 0.09% |
| MSAC 2004-HE9 M2 01.0216 11/25/2034 | 0.09% |
| FHR 4136 IQ IO 03.5000 11/15/2042 | 0.09% |
| GNR 2017-H25 AI IO 02.6032 12/20/2067 | 0.09% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.09% |
| OMIR 2017-1A M2 144A 04.0916 04/25/2027 | 0.09% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.09% |
| GNMA GII30 AY4779 04.4910 03/20/2067 | 0.09% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.09% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.09% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.09% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.09% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.08% |
| FNR 2007-53 SP 23.8640 06/25/2037 | 0.08% |
| GNR 2011-H16 FI IO 01.0434 07/20/2061 | 0.08% |
| GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.08% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.08% |
| TREASURY BILL 00.0000 09/02/2021 | 0.08% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.08% |
| FHR 2990 LB 16.6878 06/15/2034 | 0.08% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.08% |
| GNR 2016-H08 GI IO 01.4338 04/20/2066 | 0.08% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.08% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.08% |
| GNR 2017-H06 EI IO 01.5996 02/20/2067 | 0.08% |
| OMIR 2019-1A B1A 03.5916 07/25/2029 | 0.08% |
| SWPTN 3MX10Y P 1.7 USD 06/17/2021 BC | 0.08% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.08% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.08% |
| GNMA GII30 BA7681 04.6030 06/20/2067 | 0.08% |
| GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.08% |
| CAS 2016-C03 2B 12.8416 10/25/2028 | 0.08% |
| HVMLT 2005-2 1A 00.6175 05/19/2035 | 0.08% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.07% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.07% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.07% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.07% |
| FNR 2006-8 HP 24.2307 03/25/2036 | 0.07% |
| BALTA 2005-8 21A1 02.5528 10/25/2035 | 0.07% |
| BMIR 2017-1 B1 144A 04.8416 10/25/2027 | 0.07% |
| FHR 4425 EI IO 04.0000 01/15/2045 | 0.07% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.07% |
| LHOME 2021-RTL1 A1 02.0900 09/25/2026 | 0.07% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.07% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.07% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.07% |
| 0.95 R ISWP FWD US0003M P 06/16/2026 | 0.07% |
| 1.65 R ISWP FWD US0003M P 06/16/2031 | 0.07% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.07% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.07% |
| GNR 2016-H24 JI IO 02.2251 11/20/2066 | 0.07% |
| CAS 2015-C04 1M2 05.7916 04/25/2028 | 0.07% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.07% |
| SWPTN 3MX10Y P 1.79 USD 07/06/2021 BC | 0.06% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.06% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.06% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.06% |
| FNR 2006-62 PS 39.3502 07/25/2036 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.06% |
| 1.0241 R ISWP US0003M P 04/08/2026 | 0.06% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 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% |
| 1.736 R ISWP US0003M P 04/21/2031 | 0.06% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.06% |
| RMIR 2020-1 B1 P/P 144A 03.0916 01/25/2030 | 0.06% |
| 1.0161 R ISWP US0003M P 04/08/2026 | 0.06% |
| BALTA 2005-10 11A1 00.5916 01/25/2036 | 0.06% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.06% |
| GNR 2014-100 NI IO 04.0000 06/20/2043 | 0.06% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% |
| STACR 2019-DNA3 B2 08.2416 07/25/2049 | 0.06% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.06% |
| FHR 3408 EK 25.3872 04/15/2037 | 0.06% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.05% |
| GNMA GN30 AE8022 04.5000 12/15/2043 | 0.05% |
| GNR 2015-H23 DI IO 01.8619 09/20/2065 | 0.05% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| SAMI 2006-AR7 A1BG 00.2116 08/25/2036 | 0.05% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.05% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.05% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.05% |
| STACR 2015-DNA3 B 09.4416 04/25/2028 | 0.05% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.05% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.05% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.05% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.05% |
| STACR 2019-FTR3 B2 04.9061 09/25/2047 | 0.05% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.05% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.05% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.05% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.05% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.05% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.05% |
| CAS 2020-R01 1B1 03.3416 01/25/2040 | 0.05% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.05% |
| STACR 2017-DNA1 M2 03.3416 07/25/2029 | 0.05% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.05% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.05% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| CAS 2016-C05 2M2 04.5416 01/25/2029 | 0.04% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.04% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.04% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.04% |
| FNR 2012-114 NI IO 03.5000 10/25/2041 | 0.04% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.04% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.04% |
| CAS 2018-C01 1M2 02.3416 07/25/2030 | 0.04% |
| GNMA GII30 609117 04.5000 02/20/2044 | 0.04% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | 0.04% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.04% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.04% |
| FNR 2012-104 HI IO 04.0000 09/25/2027 | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% |
| STACR 2019-DNA2 B2 10.5916 03/25/2049 | 0.04% |
| CAS 2020-R02 2B1 03.0916 01/25/2040 | 0.04% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.04% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.04% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.04% |
| 1.4255 R ISWP US0003M P 02/24/2031 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.04% |
| GNMA GII30 AJ4182 04.5000 09/20/2044 | 0.04% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.04% |
| 1.62364 R ISWP US0003M P 05/17/2031 | 0.04% |
| 2.0455 R ISWP US0003M P 05/24/2051 | 0.04% |
| GNMA GII30 AJ4184 04.5000 09/20/2044 | 0.04% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.04% |
| STACR 2019-DNA2 M2 02.5416 03/25/2049 | 0.04% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.04% |
| FHR 4136 ES IO 06.1491 11/15/2042 | 0.04% |
| GNMA GII30 AJ6287 04.0000 09/20/2044 | 0.04% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| 1.6191 R ISWP US0003M P 05/17/2031 | 0.04% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.04% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.04% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.04% |
| GNR 2020-15 CS IO 05.9508 02/20/2050 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.04% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.04% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.04% |
| FNMA FN30 AV7020 UMBS 03.5000 10/01/2044 | 0.04% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.04% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.04% |
| STACR 2017-HQA2 B1 04.8416 12/25/2029 | 0.04% |
| SWPTN 3MX10Y R 1.79 USD 07/06/2021 BC | 0.04% |
| GNMA GII30 AW8447 04.3270 05/20/2067 | 0.04% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.04% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.04% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.04% |
| 0.2545 R ISWP US0003M P 05/18/2023 | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.03% |
| CPURNSA P 2.686 R 04/01/31 | 0.03% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.03% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.03% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.03% |
| GNMA GII30 609118 04.5000 02/20/2034 | 0.03% |
| GNMA GN30 AG8989 04.5000 05/15/2044 | 0.03% |
| 1.7055 R ISWP US0003M P 04/13/2031 | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.03% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% |
| GNR 2014-174 AI IO 03.0000 11/16/2029 | 0.03% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.03% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.03% |
| SWPTN 3MX5Y P 1.08 USD 06/29/2021 BC | 0.03% |
| GNMA GII30 635065 04.5000 03/20/2046 | 0.03% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.03% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.03% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.03% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.03% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.03% |
| BMIR 2018-2A M1C 144A 01.6916 08/25/2028 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.03% |
| FHR 4019 JI IO 04.0000 05/15/2041 | 0.03% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.03% |
| GNMA GN30 704478 04.5000 04/15/2039 | 0.03% |
| GNMA GN30 AG8984 04.5000 05/15/2044 | 0.03% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% |
| SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | 0.03% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.03% |
| CASH MGMT BILL 00.0000 09/14/2021 | 0.03% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.03% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.03% |
| 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.03% |
| 1.734 R ISWP US0003M P 04/07/2031 | 0.03% |
| GNMA GII30 AQ6653 04.5000 09/20/2045 | 0.03% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% |
| SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.03% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.03% |
| 0.30 R ISWP FWD US0003M P 06/16/2023 | 0.02% |
| 0.954 R ISWP US0003M P 05/05/2026 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.02% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.02% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.02% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.02% |
| GNMA GII30 AL8543 04.0000 02/20/2045 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.02% |
| STACR 2014-HQ3 M3 04.8416 10/25/2024 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.02% |
| GNR 2015-24 AI IO 03.5000 12/20/2037 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.02% |
| GNMA GII30 AK1223 04.0000 02/20/2045 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.02% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.02% |
| FHLMC FR30 ZS0468 UMBS 07.5000 10/01/2029 | 0.02% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.02% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.02% |
| GNMA GII30 AO7326 04.6600 09/20/2065 | 0.02% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% |
| FNR 2008-53 DO PO 00.0000 07/25/2038 | 0.02% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.02% |
| GNR 2010-20 SC IO 06.0508 02/20/2040 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.02% |
| 1.08 R ISWP FWD US0003M P 07/01/2026 | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.02% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.02% |
| GNMA GII30 AO8363 04.0000 09/20/2045 | 0.02% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.02% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.02% |
| 1.622 R ISWP US0003M P 05/05/2031 | 0.02% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.02% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.02% |
| FNW 1998-W2 X IO 04.4994 06/25/2028 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.02% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.02% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.02% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.02% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 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-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% |
| CPURNSA P 2.79 R 04/15/26 | 0.01% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.01% |
| GNMA GII30 AO8415 04.0000 10/20/2045 | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| GNR 2019-99 KS IO 05.9508 08/20/2049 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 CS | 0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.01% |
| 1.574 R ISWP US0003M P 05/12/2031 | 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.01% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FHLMC FR30 ZS1312 UMBS 04.5000 01/01/2037 | 0.01% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.01% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% |
| 1.6365 R ISWP US0003M P 05/05/2031 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| 2.0345 R ISWP US0003M P 05/05/2051 | 0.01% |
| CAS 2019-R01 2M2 02.5416 07/25/2031 | 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 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.01% |
| GNR 2019-78 SJ IO 05.9508 06/20/2049 | 0.01% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 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% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
| FNR 2011-123 KS IO 06.5084 10/25/2041 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.01% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.01% |
| 0.95 R ISWP US0003M P 04/28/2026 | 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| FNMA FN30 AA2892 UMBS 04.5000 03/01/2039 | 0.01% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.01% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.01% |
| 1.51882 R ISWP US0003M P 03/02/2031 | 0.01% |
| 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 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 CG | 0.01% |
| FHS 304 C37 IO 03.5000 12/15/2027 | 0.01% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| 1.5855 R ISWP US0003M P 05/25/2031 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.01% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| SWPTN 5WX10Y R 1.657 USD 06/14/2021 CI | 0.01% |
| 1.5614 R ISWP US0003M P 04/28/2031 | 0.00% |
| 1.5625 R ISWP US0003M P 04/28/2031 | 0.00% |
| 1.564 R ISWP US0003M P 05/14/2031 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNW 1998-W5 X IO 00.6562 07/25/2028 | 0.00% |
| GNMA GII30 2987 07.5000 10/20/2030 | 0.00% |
| GNR 2014-160 IB IO 03.0000 11/20/2040 | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% |
| SWPTN 1MX10Y R 1.629 USD 06/18/2021 CI | 0.00% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | 0.00% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.00% |
| 1.597 R ISWP US0003M P 05/25/2031 | 0.00% |
| 1.623 R ISWP US0003M P 05/21/2031 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.00% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | 0.00% |
| SWPTN 3MX30Y P 2.023 USD 06/04/2021 CI | 0.00% |
| 1.5315 R ISWP US0003M P 05/28/2031 | 0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | 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-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| FHLMC FR30 ZS1526 UMBS 04.5000 06/01/2037 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FNMA FN30 AY3392 UMBS 04.0000 04/01/2045 | 0.00% |
| FNW 2003-W3 1A4 03.5923 08/25/2042 | 0.00% |
| FSPC T-59 1AX IO 00.2823 10/25/2043 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| 1.37 R ISWP FWD US0003M P 08/16/2031 | 0.00% |
| 1.525 R ISWP US0003M P 03/15/2031 | 0.00% |
| 1.563 R ISWP US0003M P 05/06/2031 | 0.00% |
| 1.59 R ISWP US0003M P 05/19/2031 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FNR 2008-36 OV PO 00.0000 01/25/2036 | 0.00% |
| FSPC T-57 2A1 03.6931 07/25/2043 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.00% |
| SWPTN 5WX5Y P 0.884 USD 06/28/2021 CI | 0.00% |
| 0.282 R ISWP US0003M P 04/28/2023 | 0.00% |
| 0.2825 R ISWP US0003M P 04/28/2023 | 0.00% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.00% |
| 1.534 R ISWP US0003M P 04/19/2031 | 0.00% |
| 2.00 R ISWP FWD US0003M P 06/16/2051 | 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 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2001-50 BI IO 00.3831 10/25/2041 | 0.00% |
| FNR 2001-79 BI IO 00.2678 03/25/2045 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNW 2003-W14 2A 03.8780 01/25/2043 | 0.00% |
| FNW 2004-W2 4A 03.2935 02/25/2044 | 0.00% |
| FSPC T-59 2A1 03.4855 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4368 11/15/2028 | 0.00% |
| GNMA GIIARM 8913 02.2500 07/20/2026 | 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% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% |
| 0.882 R ISWP US0003M P 05/27/2026 | 0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| FHLMC FR15 ZS5132 UMBS 06.0000 09/01/2021 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FNMA FN15 879632 06.0000 06/01/2021 | 0.00% |
| FNMA FN15 880974 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 880975 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 887261 06.0000 07/01/2021 | 0.00% |
| FNMA FN15 888594 06.0000 08/01/2022 | 0.00% |
| FNMA FN15 891706 06.0000 07/01/2021 | 0.00% |
| FNMA FN15 893456 06.0000 09/01/2021 | 0.00% |
| FNMA FN15 894310 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 894829 06.0000 09/01/2021 | 0.00% |
| FNMA FN15 896560 06.0000 07/01/2021 | 0.00% |
| FNMA FN15 917693 06.0000 04/01/2022 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| FNW 2003-W11 A1 03.0830 06/25/2033 | 0.00% |
| FNW 2004-W7 A2 03.0669 03/25/2034 | 0.00% |
| GNMA GN30 497455 06.0000 01/15/2029 | 0.00% |
| GNMA GN30 645703 05.5000 08/15/2035 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| OPTN FN30 3.5 06/07/21 CALL 106.21875 JPMC | 0.00% |
| OPTN FN30 4.0 06/07/21 CALL 107.21875 JPMC | 0.00% |
| OPTN GII30 3.5 06/07/21 CALL 105.71875 JPMC | 0.00% |
| OPTN GII30 4.0 06/07/21 CALL 106.71875 JPMC | 0.00% |
| SWPTN 3MX2Y P 0.271 USD 06/04/2021 CI | 0.00% |
| SWPTN 6MX10Y R 0.915 USD 07/13/2021 CI | 0.00% |
| 1.9765 R ISWP US0003M P 04/20/2051 | -0.00% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| SWPTN 3MX10Y P 1.722 USD 06/04/2021 CI | -0.00% |
| 0.2825 R ISWP US0003M P 04/13/2023 | -0.00% |
| 1.5815 R ISWP US0003M P 05/26/2031 | -0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% |
| 1.5475 R ISWP US0003M P 05/10/2031 | -0.00% |
| 1.9965 R ISWP US0003M P 04/21/2051 | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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 JP | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.00% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | -0.00% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | -0.00% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.00% |
| SWPTN 5WX5Y R 0.884 USD 06/28/2021 CI | -0.00% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.00% |
| 1.5775 R ISWP US0003M P 05/06/2031 | -0.00% |
| 1.65 R ISWP FWD US0003M P 08/16/2031 | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | -0.00% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.01% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.01% |
| 1.5665 R ISWP US0003M P 04/29/2031 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| 0.2578 R ISWP US0003M P 05/18/2023 | -0.01% |
| 0.2582 R ISWP US0003M P 05/18/2023 | -0.01% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 GS | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.01% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.01% |
| 1.6785 R ISWP FWD US0003M P 06/14/2031 | -0.01% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 1MX10Y R 1.568 USD 06/10/2021 CI | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.01% |
| 0.2875 R ISWP US0003M P 04/13/2023 | -0.01% |
| 1.627 R ISWP US0003M P 04/30/2031 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 1MX10Y P 1.568 USD 06/10/2021 CI | -0.01% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| SWPTN 5WX10Y R 1.58 USD 06/07/2021 GS | -0.01% |
| SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | -0.01% |
| 2.0265 R ISWP US0003M P 05/07/2051 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 10YX10Y R 1.985 USD 01/29/2031 JP | -0.01% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 1MX10Y P 1.629 USD 06/18/2021 CI | -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% |
| 1.5955 R ISWP US0003M P 05/14/2031 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | -0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% |
| SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | -0.02% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.02% |
| 1.628 R ISWP US0003M P 05/24/2031 | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| SWPTN 5WX10Y P 1.58 USD 06/07/2021 GS | -0.02% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | -0.02% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| SWPTN 5WX10Y P 1.657 USD 06/14/2021 CI | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| 1.7115 R ISWP US0003M P 04/07/2031 | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.02% |
| 1.465 R ISWP US0003M P 04/15/2031 | -0.02% |
| 2.0475 R ISWP US0003M P 05/05/2051 | -0.02% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.02% |
| 1.66091 R ISWP US0003M P 05/04/2031 | -0.02% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.02% |
| 0.284 R ISWP US0003M P 05/05/2023 | -0.02% |
| 1.7275 R ISWP US0003M P 03/31/2031 | -0.02% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| 0.9175 R ISWP US0003M P 05/24/2026 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.03% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.03% |
| 1.589 R ISWP US0003M P 05/18/2031 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.03% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.03% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.03% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.04% |
| 1.675 R ISWP US0003M P 04/13/2031 | -0.04% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.04% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% |
| 1.7665 R ISWP US0003M P 04/01/2031 | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.04% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.04% |
| 1.996 R ISWP US0003M P 01/20/2031 | -0.04% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.04% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.05% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.05% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.05% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.05% |
| SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.05% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.06% |
| 1.7655 R ISWP US0003M P 04/07/2031 | -0.06% |
| OPTN FN30 4.0 06/07/21 PUT 107.21875 JPMC | -0.06% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.06% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.06% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.06% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.06% |
| 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 4YX10Y P 3.229 USD 11/30/2023 JP | -0.07% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.07% |
| IOS.FN30.650.67 P USL1M R 01/12/38 BC | -0.07% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.07% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.07% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.07% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.08% |
| OPTN GII30 4.0 06/07/21 PUT 106.71875 JPMC | -0.08% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.08% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.08% |
| OPTN GII30 3.5 06/07/21 PUT 105.71875 JPMC | -0.09% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.09% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.09% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.09% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.09% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.09% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.09% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.10% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.10% |
| 1.805 R ISWP US0003M P 01/19/2031 | -0.10% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.10% |
| OPTN FN30 2.0 07/07/21 PUT 100.734375 JPMC | -0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.10% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.11% |
| OPTN FN30 3.0 07/07/21 PUT 104.421875 JPMC | -0.11% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.12% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.12% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.12% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.12% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.12% |
| OPTN FN30 2.5 07/07/21 PUT 103.375 JPMC | -0.13% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.14% |
| 1.377 R ISWP US0003M P 02/18/2031 | -0.16% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.17% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.17% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.18% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.20% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.20% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.21% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.22% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.23% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.23% |
| OPTN FN30 3.5 06/07/21 PUT 106.21875 JPMC | -0.25% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.25% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.26% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.26% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.29% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.31% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.34% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.36% |
| SWPTN 3MX5Y R 1.08 USD 06/29/2021 BC | -0.40% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.40% |
| GNMA GII30 TBA 03.5000 06/01/2051 | -0.43% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.45% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.46% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.49% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.49% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.50% |
| SWPTN 3MX10Y R 1.7 USD 06/17/2021 BC | -0.56% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.56% |
| 1.81 R ISWP US0003M P 06/22/2031 | -0.61% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.63% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.82% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.24% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -1.73% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.79% |
| US 10YR ULTRA FUT SEP21 UXYU1 | -4.33% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -5.15% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -5.28% |
| US 5YR NOTE (CBT) SEP21 FVU1 | -9.41% |
| US 2YR NOTE (CBT) SEP21 TUU1 | -167.81% |
| FNMA FN30 TBA UMBS 04.5000 05/01/2051 | 14.24% |
|---|---|
| FNMA FN30 TBA UMBS 05.5000 05/01/2051 | 8.01% |
| GNMA GII30 TBA 03.0000 05/01/2051 | 6.34% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.62% |
| FNR 2007-95 A3 00.3586 08/27/2036 | 3.17% |
| FNMA FN30 AB8804 UMBS 02.5000 03/01/2043 | 2.68% |
| TREASURY BILL 00.0000 06/10/2021 | 2.11% |
| TREASURY BILL 00.0000 05/25/2021 | 1.93% |
| CASH MGMT BILL 00.0000 07/20/2021 | 1.78% |
| FNMA FN30 TBA UMBS 06.0000 05/01/2051 | 1.77% |
| TREASURY BILL 00.0000 06/01/2021 | 1.62% |
| FNMA FN30 TBA UMBS 03.0000 05/01/2051 | 1.58% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 1.58% |
| GNMA GII30 TBA 02.0000 05/01/2051 | 1.54% |
| TREASURY BILL 00.0000 06/17/2021 | 1.51% |
| CASH MGMT BILL 00.0000 07/13/2021 | 1.39% |
| FHS 315 PO PO 00.0000 09/15/2043 | 1.36% |
| TREASURY BILL 00.0000 06/29/2021 | 1.35% |
| CASH MGMT BILL 00.0000 07/27/2021 | 1.29% |
| CARR 2006-NC2 A4 00.3461 06/25/2036 | 1.16% |
| TREASURY BILL 00.0000 05/13/2021 | 1.12% |
| CAS 2017-C05 1B1 03.7061 01/25/2030 | 1.07% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 1.05% |
| BAYV 2006-C 1A3 06.5280 11/28/2036 | 1.05% |
| TREASURY BILL 00.0000 06/03/2021 | 1.03% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 1.00% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.99% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.91% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.90% |
| MSC 2011-C3 E P/P 144A 05.4338 07/15/2049 | 0.90% |
| CASH MGMT BILL 00.0000 07/06/2021 | 0.87% |
| MCAS 2019-01 M10 P/P 144A 03.3561 10/15/2049 | 0.86% |
| FNR 2016-85 SL IO 05.9939 11/25/2046 | 0.82% |
| STACR 2016-DNA3 M3 05.1061 12/25/2028 | 0.75% |
| CWL 2007-10 1A1 00.2861 06/25/2047 | 0.74% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2051 | 0.72% |
| STACR 2019-DNA1 B2 10.8561 01/25/2049 | 0.70% |
| DBUBS 2011-LC3A D P/P 144A 05.5170 08/10/2044 | 0.66% |
| WFRBS 2012-C9 D P/P 144A 04.9695 11/15/2045 | 0.61% |
| CAS 2017-C03 1M2 03.1061 10/25/2029 | 0.60% |
| FNR 2016-83 BS IO 05.9939 11/25/2046 | 0.60% |
| SPST 2021-6 A 00.9061 04/25/2022 | 0.58% |
| UBSCM 2012-C1 D P/P 144A 05.7543 05/10/2045 | 0.58% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2051 | 0.57% |
| CAS 2017-C06 2B1 04.5561 02/25/2030 | 0.56% |
| BF0101 03.5000 06/01/2056 | 0.55% |
| CAS 2017-C07 1B1 04.1061 05/25/2030 | 0.54% |
| CAS 2017-C06 1B1 04.2561 02/25/2030 | 0.53% |
| FNR 2018-36 SD IO 06.1439 06/25/2048 | 0.53% |
| FNR 2016-81 SA IO 06.0439 11/25/2046 | 0.52% |
| AHM 2007-1 GA1C 00.2961 05/25/2047 | 0.50% |
| GSMS 2014-GC18 C 05.1547 01/10/2047 | 0.49% |
| SHRP 2020-1 NOTE 03.0758 07/25/2024 | 0.48% |
| CAS 2016-C03 1B 11.8561 10/25/2028 | 0.47% |
| COMM 2014-CR17 D P/P 144A 05.0082 05/10/2047 | 0.47% |
| FN BF0091 | 0.46% |
| GNR 2019-121 SD IO 05.8841 10/20/2049 | 0.46% |
| GSMS 2014-GC24 D P/P 144A 04.6644 09/10/2047 | 0.46% |
| STACR 2020-DNA4 B2 10.1061 08/25/2050 | 0.45% |
| GNR 2020-138 IB IO 02.5000 09/20/2050 | 0.45% |
| TREASURY BILL 00.0000 05/06/2021 | 0.44% |
| BMIR 2017-1 M2 P/P 144A 03.4561 10/25/2027 | 0.43% |
| FNR 2020-31 IO IO 04.5000 05/25/2050 | 0.42% |
| GNR 2017-H20 AI IO 02.2348 10/20/2067 | 0.42% |
| OMIR 2018-1A M2 02.9561 07/25/2028 | 0.41% |
| STACR 2019-DNA4 B2 06.3561 10/25/2049 | 0.41% |
| STACR 2015-HQA1 B 08.9061 03/25/2028 | 0.41% |
| FNR 2019-51 SA IO 05.9439 09/25/2049 | 0.40% |
| FHR 5065 DI IO 03.5000 01/25/2051 | 0.40% |
| UBSC 2011-C1 D P/P 144A 06.2518 01/10/2045 | 0.40% |
| CAS 2017-C07 2B1 04.5561 05/25/2030 | 0.39% |
| MWST 2019-1 A 00.9061 06/25/2052 | 0.39% |
| STACR 2018-HQA1 M2 02.4061 09/25/2030 | 0.39% |
| GNR 2016-H23 NI IO 02.3846 10/20/2066 | 0.39% |
| JPMBB 2013-C14 D P/P 144A 04.8474 08/15/2046 | 0.39% |
| GNR 2016-H07 PI IO 02.2970 03/20/2066 | 0.38% |
| STACR 2017-HQA2 M2 02.7561 12/25/2029 | 0.38% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.38% |
| CAS 2017-C02 2B1 05.6061 09/25/2029 | 0.38% |
| MCAS 2020-01 M10 P/P 144A 03.8561 03/25/2050 | 0.38% |
| GNR 2019-125 SG IO 05.9341 10/20/2049 | 0.38% |
| FNR 2016-8 SA IO 05.9439 03/25/2046 | 0.38% |
| GNR 2020-133 CS IO 06.1841 09/20/2050 | 0.36% |
| FHR 3065 DC 19.5161 03/15/2035 | 0.36% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.36% |
| GNR 2016-H27 GI IO 02.3480 12/20/2066 | 0.36% |
| CAS 2018-C04 2B1 04.6061 12/25/2030 | 0.36% |
| CAS 2017-C01 1M2 03.6561 07/25/2029 | 0.36% |
| FNR 2016-50 SM IO 05.9939 08/25/2046 | 0.35% |
| FNMA FN30 AV7052 UMBS 03.5000 03/01/2045 | 0.35% |
| GNR 2017-H03 KI IO 02.2156 01/20/2067 | 0.34% |
| FHR 5003 DS IO 05.9939 08/25/2050 | 0.34% |
| STACR 2020-HQA3 B1 05.8561 07/25/2050 | 0.34% |
| GNR 2020-175 JI IO 03.5000 11/20/2050 | 0.34% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.34% |
| STACR 2018-HQA2 B2 11.1061 10/25/2048 | 0.34% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.33% |
| SWPTN 3MX10Y P 1.7 USD 06/17/2021 BC | 0.33% |
| GNR 2017-H25 CI IO 02.3072 12/20/2067 | 0.33% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.33% |
| GNR 2015-H22 AI IO 01.9574 09/20/2065 | 0.33% |
| JPMCC 2013-C16 D P/P 144A 05.1892 12/15/2046 | 0.32% |
| SPST 2020-13 A 01.6061 10/10/2021 | 0.32% |
| CAS 2018-C02 2M2 02.3061 08/25/2030 | 0.32% |
| SPST 2020-15 A 01.4761 12/10/2021 | 0.32% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.32% |
| GNR 2013-87 SA IO 06.0841 06/20/2043 | 0.32% |
| GNR 2016-H13 IK IO 02.6338 06/20/2066 | 0.32% |
| JPMCC 2013-LC11 D 04.3056 04/15/2046 | 0.32% |
| CAS 2020-SBT1 1B1 06.8561 02/25/2040 | 0.32% |
| GNR 2019-110 SQ IO 05.9341 09/20/2049 | 0.31% |
| GNR 2015-H20 CI IO 02.2052 08/20/2065 | 0.31% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.31% |
| COMM 2013-LC13 D P/P 144A 05.4719 08/10/2046 | 0.31% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.31% |
| MRAIT 2020-11 A1X 01.8146 04/22/2022 | 0.31% |
| FNR 2017-104 SL IO 06.0439 01/25/2048 | 0.31% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.30% |
| CAS 2016-C03 1M2 05.4061 10/25/2028 | 0.30% |
| GNMA GII30 TBA 04.5000 05/01/2051 | 0.30% |
| MRAIT 2020-2 A2 | 0.30% |
| MSBAM 2016-C29 C 04.9033 05/15/2049 | 0.30% |
| BACM 2016-UB10 D P/P 144A 03.0000 07/15/2049 | 0.29% |
| FNR 2019-45 SD IO 05.9439 08/25/2049 | 0.29% |
| MRAIT 2021-8 A1X 01.2651 10/15/2021 | 0.29% |
| DBUBS 2011-LC2A D P/P 144A 05.6161 07/10/2044 | 0.29% |
| GNR 2017-H06 MI IO 02.2272 02/20/2067 | 0.29% |
| MRAIT 2020-12 A1X 01.4646 07/15/2021 | 0.29% |
| MSBAM 2013-C12 E P/P 144A 04.9214 10/15/2046 | 0.29% |
| CWALT 2006-OA19 A1 00.2959 02/20/2047 | 0.29% |
| STACR 2018-DNA1 B1 03.2561 07/25/2030 | 0.29% |
| NHLT 2019-2A M4 P/P 144A 05.6822 11/25/2029 | 0.29% |
| STACR 2018-DNA2 B1 03.8061 12/25/2030 | 0.29% |
| SPST 2020-6 A 01.8561 09/07/2021 | 0.28% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.28% |
| GNR 2018-H01 XI IO 02.3063 01/20/2068 | 0.27% |
| MRAIT 2021-EBO1 A1X 01.4585 10/08/2021 | 0.27% |
| COMM 2014-CR19 D P/P 144A 04.8650 08/10/2047 | 0.27% |
| FHR 4933 SA IO 05.8939 12/25/2049 | 0.27% |
| GNR 2019-56 SK IO 06.0341 05/20/2049 | 0.27% |
| GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.27% |
| COMM 2012-CR4 B P/P 144A 03.7030 10/15/2045 | 0.27% |
| GSMS 2013-GC10 D P/P 144A 04.5485 02/10/2046 | 0.27% |
| CAS 2020-SBT1 1M2 03.7561 02/25/2040 | 0.27% |
| JPMCC 2011-C3 D P/P 144A 05.7055 02/15/2046 | 0.26% |
| FREMF 2019-KF65 B P/P 144A 02.5111 07/25/2029 | 0.26% |
| MSBAM 2015-C23 D P/P 144A 04.2824 07/15/2050 | 0.26% |
| WFCM 2020-C57 C 04.1581 08/15/2053 | 0.26% |
| JPMBB 2014-C23 D P/P 144A 04.1204 09/15/2047 | 0.26% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.26% |
| FNR 2020-41 SE IO 05.9939 06/25/2050 | 0.26% |
| FREMF 2019-KF66 B P/P 144A 02.5111 07/25/2029 | 0.25% |
| GNR 2016-H18 QI IO 02.9849 06/20/2066 | 0.25% |
| GNR 2020-112 MS IO 06.1841 08/20/2050 | 0.25% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.24% |
| UBSC 2011-C1 B P/P 144A 06.2518 01/10/2045 | 0.24% |
| FNR 2008-24 SP 22.8942 02/25/2038 | 0.24% |
| STACR 2017-DNA2 M2 03.5561 10/25/2029 | 0.24% |
| JPMBB 2014-C19 D P/P 144A 04.8308 04/15/2047 | 0.24% |
| FNMA FN30 AV7059 UMBS 03.5000 04/01/2045 | 0.24% |
| FNR 2020-96 IO IO 03.0000 01/25/2051 | 0.24% |
| COMM 2013-LC6 C 04.2420 01/10/2046 | 0.24% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.24% |
| CAS 2018-C06 1B1 03.8561 03/25/2031 | 0.24% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.24% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.24% |
| GNMA GN30 AM4380 04.0000 05/15/2045 | 0.24% |
| JPALT 2006-A6 1A1 00.4261 11/25/2036 | 0.24% |
| COMM 2014-UBS3 D P/P 144A 04.9270 06/10/2047 | 0.23% |
| GNR 2019-158 AS IO 06.0344 09/16/2043 | 0.23% |
| BANK 2020-BN25 C 03.4675 01/15/2063 | 0.23% |
| GNR 2017-H08 EI IO 02.4539 02/20/2067 | 0.23% |
| GNR 2018-H04 JI IO 02.4227 03/20/2068 | 0.23% |
| GSMS 2014-GC22 C 04.8474 06/10/2047 | 0.23% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.23% |
| GNR 2017-H08 GI IO 02.3590 02/20/2067 | 0.23% |
| MWST 2020-1 A 01.0061 10/25/2053 | 0.23% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.22% |
| JPMDB 2017-C7 C 04.3081 10/15/2050 | 0.22% |
| GNR 2015-H10 HI IO 02.0646 04/20/2065 | 0.22% |
| GNR 2016-H17 DI IO 02.3041 07/20/2066 | 0.22% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.22% |
| GNR 2016-H24 IO IO 02.1460 09/20/2066 | 0.22% |
| GNMA GII30 AH8784 04.5000 06/20/2034 | 0.21% |
| BBCMS 2019-C4 E P/P 144A 03.2500 08/15/2052 | 0.21% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.21% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.21% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.21% |
| FHR 4953 AI IO 04.0000 02/25/2050 | 0.21% |
| FNR 2018-20 SB IO 06.1439 03/25/2048 | 0.21% |
| GNMA GII30 AI6258 04.5000 05/20/2044 | 0.21% |
| FHR 4949 WS IO 05.8939 02/25/2050 | 0.21% |
| GNR 2017-H04 BI IO 02.4722 02/20/2067 | 0.21% |
| GNR 2015-H13 AI IO 02.4302 06/20/2065 | 0.20% |
| OPTN FN30 2.0 06/07/21 CALL 100.546875 JPMC | 0.20% |
| GNR 2014-H21 AI IO 01.6594 10/20/2064 | 0.20% |
| GNR 2015-H23 TI IO 01.9098 09/20/2065 | 0.20% |
| GNR 2019-35 SE IO 06.0344 01/16/2044 | 0.20% |
| GNR 2016-H10 AI IO 01.6464 04/20/2066 | 0.20% |
| BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.20% |
| GNR 2011-156 SK IO 06.4841 04/20/2038 | 0.20% |
| WFRBS 2012-C9 E P/P 144A 04.9695 11/15/2045 | 0.20% |
| GNR 2017-156 SL IO 06.0841 10/20/2047 | 0.20% |
| STACR 2019-HQA1 M2 02.4561 02/25/2049 | 0.19% |
| FHR 2976 LC 23.9997 05/15/2035 | 0.19% |
| GNR 2013-39 IJ IO 04.5000 03/20/2043 | 0.19% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.19% |
| JPMCC 2012-CBX B 05.0404 06/15/2045 | 0.19% |
| STACR 2018-HQA2 B1 04.3561 10/25/2048 | 0.19% |
| FNR 2018-47 SA IO 06.1439 07/25/2048 | 0.19% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.19% |
| GNR 2018-H02 IM IO 02.3284 02/20/2068 | 0.19% |
| JPMBB 2014-C22 C 04.7049 09/15/2047 | 0.19% |
| GSMS 2014-GC20 C 05.1231 04/10/2047 | 0.19% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.19% |
| JPMBB 2013-C12 C 04.2356 07/15/2045 | 0.19% |
| FNR 2017-19 IH IO 05.0000 03/25/2047 | 0.18% |
| STACR 2017-DNA2 B1 05.2561 10/25/2029 | 0.18% |
| BMARK 2019-B11 D P/P 144A 03.0000 05/15/2052 | 0.18% |
| CSAIL 2018-C14 D P/P 144A 05.0531 11/15/2051 | 0.18% |
| CD 2017-CD4 C 04.3497 05/10/2050 | 0.18% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.18% |
| FNR 2020-20 IK IO 03.5000 03/25/2050 | 0.18% |
| CAS 2018-C06 2B1 04.2061 03/25/2031 | 0.18% |
| GNR 2019-100 JS IO 05.9841 08/20/2049 | 0.18% |
| FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.18% |
| CGCMT 2012-GC8 C P/P 144A 05.0381 09/10/2045 | 0.17% |
| WFCM 2020-C56 C 03.8714 06/15/2053 | 0.17% |
| MSC 2012-C4 E P/P 144A 05.5989 03/15/2045 | 0.17% |
| OPTN FN30 2.5 06/07/21 CALL 103.25 JPMC | 0.17% |
| GNR 2015-H04 AI IO 01.5978 12/20/2064 | 0.17% |
| FNR 2018-51 BI IO 05.5000 07/25/2038 | 0.17% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.17% |
| GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.17% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.17% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.17% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.17% |
| GNR 2017-H08 NI IO 02.2904 03/20/2067 | 0.17% |
| BSCMS 2007-T26 AJ 05.5405 01/12/2045 | 0.16% |
| COMM 2014-UBS4 C 04.8064 08/10/2047 | 0.16% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.16% |
| MCAS 2019-01 M7 P/P 144A 01.8061 10/15/2049 | 0.16% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.16% |
| CAS 2018-C03 1B1 03.8561 10/25/2030 | 0.16% |
| GNR 2016-H06 DI IO 02.1775 07/20/2065 | 0.16% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.16% |
| MRAFT 2020-5 A1 01.1105 08/10/2023 | 0.16% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.16% |
| GNR 2017-H10 MI IO 01.5704 04/20/2067 | 0.16% |
| FHR 4621 QI IO 03.5000 10/15/2046 | 0.16% |
| GNR 2016-H03 AI IO 01.7535 01/20/2066 | 0.16% |
| WFRBS 2011-C4 E P/P 144A 05.3166 06/15/2044 | 0.16% |
| GNR 2016-80 SD IO 05.9841 06/20/2046 | 0.16% |
| JPMCC 2010-C2 D P/P 144A 05.8736 11/15/2043 | 0.16% |
| GNR 2017-H25 IO IO 02.1621 11/20/2067 | 0.16% |
| COMM 2018-COR3 C 04.7125 05/10/2051 | 0.16% |
| COMM 2014-CR16 C 05.0907 04/10/2047 | 0.16% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.16% |
| GNR 2016-H06 HI IO 02.0764 02/20/2066 | 0.16% |
| JPMCC 2011-C4 C P/P 144A 05.5486 07/15/2046 | 0.16% |
| MSBAM 2013-C9 D P/P 144A 04.2484 05/15/2046 | 0.16% |
| WFHET 2007-2 A3 00.3361 04/25/2037 | 0.16% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.15% |
| STACR 2020-HQA3 B2 10.1061 07/25/2050 | 0.15% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.15% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.15% |
| SWPTN 3MX5Y P 1.08 USD 06/29/2021 BC | 0.15% |
| GSMS 2012-GC6 C P/P 144A 05.8425 01/10/2045 | 0.15% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.15% |
| UBSCM 2018-C10 D P/P 144A 03.0000 05/15/2051 | 0.15% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.15% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.15% |
| GNR 2015-H25 BI IO 01.9541 10/20/2065 | 0.14% |
| UBSBB 2012-C4 D P/P 144A 04.6173 12/10/2045 | 0.14% |
| GNR 2014-H25 BI IO 01.6922 12/20/2064 | 0.14% |
| GNR 2017-H09 IO IO 01.7270 04/20/2067 | 0.14% |
| COMM 2014-CR14 D P/P 144A 04.7634 02/10/2047 | 0.14% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.14% |
| GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.14% |
| OPTN FN30 3.0 05/06/21 CALL 104.453125 JPMC | 0.14% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.14% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.14% |
| CGCMT 2013-GC11 C 04.1340 04/10/2046 | 0.14% |
| COMM 2014-UBS2 C 05.1294 03/10/2047 | 0.14% |
| COMM 2014-UBS3 C 04.8970 06/10/2047 | 0.14% |
| FHR 4436 SC IO 06.0354 02/15/2045 | 0.14% |
| GNR 2013-182 SP IO 06.5841 12/20/2043 | 0.14% |
| MSC 2012-C4 C P/P 144A 05.5989 03/15/2045 | 0.14% |
| GNR 2014-119 SA IO 05.4841 08/20/2044 | 0.14% |
| GNR 2016-H24 KI IO 02.8758 11/20/2066 | 0.14% |
| MRAFT 2020-4 A1 01.4605 04/23/2023 | 0.14% |
| MWST 2020-2 A 00.9061 11/25/2053 | 0.14% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.14% |
| UBSCM 2018-C11 D P/P 144A 03.0000 06/15/2051 | 0.14% |
| 1.232 R ISWP US0003M P 01/29/2051 | 0.14% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.14% |
| FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.14% |
| GNR 2016-H04 KI IO 01.5333 02/20/2066 | 0.14% |
| GNR 2017-H23 BI IO 01.8867 11/20/2067 | 0.14% |
| PRET 2020-RPL1 03.8194 05/27/2060 | 0.14% |
| STAR 2019-1 M1 03.7640 06/25/2049 | 0.14% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.13% |
| 1.629 R ISWP US0003M P 01/19/2026 | 0.13% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.13% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.13% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.13% |
| GNR 2015-H16 XI IO 02.3970 07/20/2065 | 0.13% |
| GNR 2014-182 BI IO 04.0000 01/20/2039 | 0.13% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.13% |
| GNR 2014-137 ID IO 05.5000 09/16/2044 | 0.13% |
| GNR 2014-H18 CI IO 01.5825 09/20/2064 | 0.13% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.13% |
| CGCMT 2015-P1 C 04.5140 09/15/2048 | 0.13% |
| JPMBB 2013-C12 E P/P 144A 04.2356 07/15/2045 | 0.13% |
| STACR 2017-HQA1 M2 03.6561 08/25/2029 | 0.13% |
| FNR 2011-4 CS 12.6877 05/25/2040 | 0.13% |
| GNR 2017-H14 LI IO 02.3511 06/20/2067 | 0.13% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.13% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.13% |
| TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.13% |
| CAS 2016-C04 1B 10.3561 01/25/2029 | 0.13% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.12% |
| WFCM 2018-C46 C 05.1442 08/15/2051 | 0.12% |
| CSAIL 2020-C19 D P/P 144A 02.5000 03/15/2053 | 0.12% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.12% |
| FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.12% |
| GNR 2016-H04 HI IO 02.3856 07/20/2065 | 0.12% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.12% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.12% |
| GNR 2017-H14 JI IO 02.2609 06/20/2067 | 0.12% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.12% |
| GNR 2016-H06 AI IO 01.6145 02/20/2066 | 0.12% |
| FNR 2005-74 NK 26.9694 05/25/2035 | 0.12% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.12% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.12% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.12% |
| GNR 2011-H07 FI IO 01.2375 02/20/2061 | 0.12% |
| GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.12% |
| WFCM 2018-C48 C 05.2904 01/15/2052 | 0.12% |
| UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.11% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.11% |
| GNR 2015-H24 HI IO 02.0410 09/20/2065 | 0.11% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.11% |
| GNR 2018-H05 ID 02.0570 03/20/2068 | 0.11% |
| MSBAM 2012-C6 G P/P 144A 04.5000 11/15/2045 | 0.11% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.11% |
| GNR 2018-H02 IO IO 02.6580 01/20/2068 | 0.11% |
| MSBAM 2013-C12 D P/P 144A 04.9214 10/15/2046 | 0.11% |
| CASH MGMT BILL 00.0000 08/24/2021 | 0.11% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.11% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.11% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.11% |
| FNR 2005-106 JC 19.7949 12/25/2035 | 0.11% |
| STACR 2019-DNA1 M2 02.7561 01/25/2049 | 0.11% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.11% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.11% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.10% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.10% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.10% |
| FHR 4546 PI IO 04.0000 12/15/2045 | 0.10% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.10% |
| MSBAM 2013-C10 F P/P 144A 04.2169 07/15/2046 | 0.10% |
| WAMU 2005-AR8 2AC2 01.0261 07/25/2045 | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.10% |
| GSMS 2010-C1 D P/P 144A 06.1831 08/10/2043 | 0.10% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.10% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.10% |
| STACR 2019-HQA2 B2 11.3561 04/25/2049 | 0.10% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.10% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.10% |
| EMIR 2020-1 B1 P/P 144A 02.9561 01/25/2030 | 0.10% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.10% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.10% |
| FNMA FN30 AV7026 UMBS 03.5000 11/01/2044 | 0.10% |
| GNR 2012-H11 FI IO 01.2079 02/20/2062 | 0.10% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.10% |
| OMIR 2019-1A B1B 04.4561 07/25/2029 | 0.10% |
| GNMA GII30 AJ8849 03.0000 10/20/2044 | 0.10% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.10% |
| GNR 2017-H25 AI IO 02.6488 12/20/2067 | 0.09% |
| MSAC 2004-HE9 M2 01.0361 11/25/2034 | 0.09% |
| CAS 2019-R01 2B1 04.4561 07/25/2031 | 0.09% |
| FHR 4136 IQ IO 03.5000 11/15/2042 | 0.09% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.09% |
| OMIR 2017-1A M2 P/P 144A 04.1061 04/25/2027 | 0.09% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.09% |
| GNMA GII30 AY4779 04.4910 03/20/2067 | 0.09% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.09% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.09% |
| FNR 2007-53 SP 23.8109 06/25/2037 | 0.09% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.09% |
| GNR 2011-H16 FI IO 01.0394 07/20/2061 | 0.09% |
| GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.09% |
| SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.09% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.09% |
| GNMA GII30 BA7681 04.6030 06/20/2067 | 0.09% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.09% |
| FHR 2990 LB 16.6527 06/15/2034 | 0.08% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.08% |
| GNR 2017-H06 EI IO 01.5944 02/20/2067 | 0.08% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.08% |
| GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.08% |
| GNR 2016-H08 GI IO 01.4295 04/20/2066 | 0.08% |
| TREASURY BILL 00.0000 09/02/2021 | 0.08% |
| FHR 4425 EI IO 04.0000 01/15/2045 | 0.08% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.08% |
| 1.4255 R ISWP US0003M P 02/24/2031 | 0.08% |
| OMIR 2019-1A B1A 03.6061 07/25/2029 | 0.08% |
| 1.51882 R ISWP US0003M P 03/02/2031 | 0.08% |
| CAS 2016-C03 2B 12.8561 10/25/2028 | 0.08% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.08% |
| HVMLT 2005-2 1A 00.6350 05/19/2035 | 0.08% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.08% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.08% |
| FNR 2006-8 HP 24.1775 03/25/2036 | 0.08% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.07% |
| BALTA 2005-8 21A1 02.5513 10/25/2035 | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.07% |
| BMIR 2017-1 B1 P/P 144A 04.8561 10/25/2027 | 0.07% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.07% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.07% |
| LHOME 2021-RTL1 A1 02.0900 09/25/2026 | 0.07% |
| GNR 2016-H24 JI IO 02.2154 11/20/2066 | 0.07% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.07% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.07% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.07% |
| BMIR 2018-2A M1C P/P 144A 01.7061 08/25/2028 | 0.07% |
| CAS 2015-C04 1M2 05.8061 04/25/2028 | 0.07% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.07% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.07% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.07% |
| FNR 2013-22 PI IO 03.5000 10/25/2042 | 0.07% |
| JPMCC 2011-C3 E P/P 144A 05.7055 02/15/2046 | 0.07% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.06% |
| FNR 2006-62 PS 39.2632 07/25/2036 | 0.06% |
| GNR 2014-100 NI IO 04.0000 06/20/2043 | 0.06% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.06% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | 0.06% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.06% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| OPTN FN30 3.5 06/07/21 CALL 106.21875 JPMC | 0.06% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.06% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.06% |
| BALTA 2005-10 11A1 00.6061 01/25/2036 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.06% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.06% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.06% |
| RMIR 2020-1 B1 P/P 144A 03.1061 02/25/2030 | 0.06% |
| STACR 2019-DNA3 B2 08.2561 07/25/2049 | 0.06% |
| FHR 3408 EK 25.3318 04/15/2037 | 0.06% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.06% |
| GNR 2015-H23 DI IO 01.8544 09/20/2065 | 0.06% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% |
| SAMI 2006-AR7 A1BG 00.2261 08/25/2036 | 0.06% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.06% |
| GNMA GN30 AE8022 04.5000 12/15/2043 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.05% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.05% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.05% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.05% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.05% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.05% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.05% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.05% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.05% |
| STACR 2015-DNA3 B 09.4561 04/25/2028 | 0.05% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.05% |
| STACR 2019-FTR3 B2 04.9086 09/25/2047 | 0.05% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.05% |
| FNR 2012-114 NI IO 03.5000 10/25/2041 | 0.05% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.05% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.05% |
| CAS 2020-R01 1B1 03.3561 01/25/2040 | 0.05% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.05% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.05% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.05% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.05% |
| STACR 2017-DNA1 M2 03.3561 07/25/2029 | 0.05% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.05% |
| FNR 2005-122 SE 22.7285 11/25/2035 | 0.05% |
| CAS 2016-C05 2M2 04.5561 01/25/2029 | 0.04% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.04% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.04% |
| FNR 2012-104 HI IO 04.0000 09/25/2027 | 0.04% |
| GNMA GII30 609117 04.5000 02/20/2044 | 0.04% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.04% |
| CAS 2018-C01 1M2 02.3561 07/25/2030 | 0.04% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.04% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.04% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.04% |
| OPTN GII30 3.5 05/06/21 CALL 105.78125 JPMC | 0.04% |
| STACR 2019-DNA2 B2 10.6061 03/25/2049 | 0.04% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.04% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.04% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| CAS 2020-R02 2B1 03.1061 01/25/2040 | 0.04% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.04% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.04% |
| GNMA GII30 AJ4182 04.5000 09/20/2044 | 0.04% |
| GNMA GII30 AJ6287 04.0000 09/20/2044 | 0.04% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.04% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.04% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.04% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.04% |
| GNMA GII30 AJ4184 04.5000 09/20/2044 | 0.04% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| STACR 2019-DNA2 M2 02.5561 03/25/2049 | 0.04% |
| FHR 4136 ES IO 06.1354 11/15/2042 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.04% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.04% |
| SWPTN 3MX10Y P 1.79 USD 07/06/2021 BC | 0.04% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.04% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.04% |
| GNMA GN30 AG8989 04.5000 05/15/2044 | 0.04% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.04% |
| GNR 2020-15 CS IO 05.9341 02/20/2050 | 0.04% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.04% |
| FNMA FN30 AV7020 UMBS 03.5000 10/01/2044 | 0.04% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.04% |
| STACR 2017-HQA2 B1 04.8561 12/25/2029 | 0.04% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.04% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.04% |
| FHR 3249 PS 21.8967 12/15/2036 | 0.04% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.04% |
| FHR 4019 JI IO 04.0000 05/15/2041 | 0.04% |
| GNMA GII30 AW8447 04.3270 05/20/2067 | 0.04% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.04% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.03% |
| GNMA GII30 609118 04.5000 02/20/2034 | 0.03% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% |
| GNR 2014-174 AI IO 03.0000 11/16/2029 | 0.03% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.03% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.03% |
| 1.736 R ISWP US0003M P 04/21/2031 | 0.03% |
| GNMA GII30 635065 04.5000 03/20/2046 | 0.03% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% |
| SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | 0.03% |
| SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.03% |
| SWPTN 6MX10Y P 1.62 USD 08/12/2021 GS | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.03% |
| FNR 2005-75 GS 19.9316 08/25/2035 | 0.03% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.03% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.03% |
| GNMA GN30 AG8984 04.5000 05/15/2044 | 0.03% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.03% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.03% |
| 1.0241 R ISWP US0003M P 04/08/2026 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.03% |
| 1.66 R ISWP FWD US0003M P 05/21/2031 | 0.03% |
| GNMA GN30 704478 04.5000 04/15/2039 | 0.03% |
| STACR 2014-HQ3 M3 04.8561 10/25/2024 | 0.03% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.03% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.03% |
| 1.0161 R ISWP US0003M P 04/08/2026 | 0.03% |
| 1.525 R ISWP US0003M P 03/15/2031 | 0.03% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.03% |
| GNMA GII30 AQ6653 04.5000 09/20/2045 | 0.03% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.03% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.02% |
| GNR 2015-24 AI IO 03.5000 12/20/2037 | 0.02% |
| SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.02% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% |
| 1.57 R ISWP US0003M P 04/20/2031 | 0.02% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.02% |
| GNMA GII30 AL8543 04.0000 02/20/2045 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.02% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.02% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.02% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.02% |
| GNMA GII30 AK1223 04.0000 02/20/2045 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.02% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| FHLMC FR30 ZS0468 UMBS 07.5000 10/01/2029 | 0.02% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.02% |
| GNMA GII30 AO8363 04.0000 09/20/2045 | 0.02% |
| GNR 2010-20 SC IO 06.0341 02/20/2040 | 0.02% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.02% |
| 1.5665 R ISWP US0003M P 04/29/2031 | 0.02% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% |
| FNR 2008-53 DO PO 00.0000 07/25/2038 | 0.02% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.02% |
| GNMA GII30 AO7326 04.6600 09/20/2065 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| SWPTN 3MX30Y P 2.023 USD 06/04/2021 CI | 0.02% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.02% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.02% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% |
| SWPTN 3MX10Y R 1.79 USD 07/06/2021 BC | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| FNW 1998-W2 X IO 02.1557 06/25/2028 | 0.02% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% |
| 1.534 R ISWP US0003M P 04/19/2031 | 0.02% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.02% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.02% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.02% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.02% |
| GNMA GII30 AO8415 04.0000 10/20/2045 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.02% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.02% |
| 1.7055 R ISWP US0003M P 04/13/2031 | 0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.02% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.02% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.02% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| GNR 2019-99 KS IO 05.9341 08/20/2049 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 CS | 0.02% |
| 1.734 R ISWP US0003M P 04/07/2031 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CPURNSA R 2.4275 P 03/23/31 | 0.01% |
| FNR 2005-83 QP 17.1181 11/25/2034 | 0.01% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 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-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FHLMC FR30 ZS1312 UMBS 04.5000 01/01/2037 | 0.01% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.01% |
| CAS 2019-R01 2M2 02.5561 07/25/2031 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CPURNSA R 2.45 P 03/23/31 | 0.01% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% |
| 0.30 R ISWP US0003M P 12/02/2023 | 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 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2011-123 KS IO 06.4939 10/25/2041 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.01% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.01% |
| GNR 2019-78 SJ IO 05.9341 06/20/2049 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.01% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.01% |
| 1.9965 R ISWP US0003M P 04/21/2051 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| FNMA FN30 AA2892 UMBS 04.5000 03/01/2039 | 0.01% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.01% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| OPTN FN30 4.0 05/06/21 CALL 107.4375 JPMC | 0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 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% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.01% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| SWPTN 1MX10Y R 1.75 USD 05/06/2021 GS | 0.01% |
| SWPTN 3MX2Y P 0.271 USD 06/04/2021 CI | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 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.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% |
| FHS 304 C37 IO 03.5000 12/15/2027 | 0.01% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNR 2014-160 IB IO 03.0000 11/20/2040 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | 0.01% |
| 1.08 R ISWP FWD US0003M P 07/01/2026 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.01% |
| 2.032 R ISWP US0003M P 01/16/2055 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.00% |
| FNW 1998-W5 X IO 00.9631 07/25/2028 | 0.00% |
| GNMA GII30 2987 07.5000 10/20/2030 | 0.00% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.00% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CPURNSA R 2.51 P 04/01/31 | 0.00% |
| CPURNSA R 2.515 P 04/01/31 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2832 10/25/2043 | 0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% |
| 1.37 R ISWP FWD US0003M P 08/16/2031 | 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-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| CPURNSA R 2.466 P 04/01/31 | 0.00% |
| FHLMC FR30 ZS1526 UMBS 04.5000 06/01/2037 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FNMA FN30 AY3392 UMBS 04.0000 04/01/2045 | 0.00% |
| FNW 2003-W3 1A4 03.6717 08/25/2042 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| SWPTN 1MX10Y R 1.717 USD 05/12/2021 CI | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 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% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3838 10/25/2041 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| FNR 2008-36 OV PO 00.0000 01/25/2036 | 0.00% |
| FNW 2003-W14 2A 03.9932 01/25/2043 | 0.00% |
| FSPC T-57 2A1 03.7274 07/25/2043 | 0.00% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.00% |
| GNR 2015-99 TI IO 03.5000 04/20/2039 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.00% |
| 0.30 R ISWP FWD US0003M P 06/16/2023 | 0.00% |
| 1.627 R ISWP US0003M P 04/30/2031 | 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-.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-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FNMA FN15 888594 06.0000 08/01/2022 | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2001-79 BI IO 00.2640 03/25/2045 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNW 2004-W2 4A 03.4163 02/25/2044 | 0.00% |
| FNW 2004-W7 A2 03.0206 03/25/2034 | 0.00% |
| FSPC T-59 2A1 03.5762 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4351 11/15/2028 | 0.00% |
| GNMA GIIARM 8913 02.2500 07/20/2026 | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GNR 2011-71 IK IO 04.0000 04/16/2039 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 1MX10Y P 1.583 USD 05/19/2021 CI | 0.00% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | 0.00% |
| 0.282 R ISWP US0003M P 04/28/2023 | 0.00% |
| 0.2825 R ISWP US0003M P 04/13/2023 | 0.00% |
| 0.2825 R ISWP US0003M P 04/28/2023 | 0.00% |
| 0.95 R ISWP US0003M P 04/28/2026 | 0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| FHLMC FR15 ZS5132 UMBS 06.0000 09/01/2021 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FNMA FN15 879632 06.0000 06/01/2021 | 0.00% |
| FNMA FN15 880974 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 880975 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 887261 06.0000 07/01/2021 | 0.00% |
| FNMA FN15 891706 06.0000 07/01/2021 | 0.00% |
| FNMA FN15 893456 06.0000 09/01/2021 | 0.00% |
| FNMA FN15 894310 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 894829 06.0000 09/01/2021 | 0.00% |
| FNMA FN15 896560 06.0000 07/01/2021 | 0.00% |
| FNMA FN15 917693 06.0000 04/01/2022 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| FNW 2003-W11 A1 03.1740 06/25/2033 | 0.00% |
| GNMA GN30 497455 06.0000 01/15/2029 | 0.00% |
| GNMA GN30 645703 05.5000 08/15/2035 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| OPTN GII30 4.0 05/06/21 CALL 107.0 JPMC | 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 3YX10Y R 2.29 USD 03/18/2024 BA | 0.00% |
| SWPTN 6MX10Y R 0.915 USD 07/13/2021 CI | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | -0.00% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| OPTN GII30 3.5 05/06/21 PUT 105.78125 JPMC | -0.00% |
| SWPTN 1MX5Y P 0.962 USD 05/26/2021 CI | -0.00% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | -0.00% |
| 0.2875 R ISWP US0003M P 04/13/2023 | -0.00% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 MS | -0.00% |
| SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | -0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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 JP | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| 1.66091 R ISWP US0003M P 05/04/2031 | -0.00% |
| 2.00 R ISWP FWD US0003M P 06/16/2051 | -0.00% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| SWPTN 1MX5Y R 0.962 USD 05/26/2021 CI | -0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CPURNSA P 2.496 R 04/01/26 | -0.01% |
| OPTN FN30 4.0 05/06/21 PUT 107.4375 JPMC | -0.01% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | -0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| OPTN FN30 3.0 05/06/21 PUT 104.453125 JPMC | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 GS | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | -0.01% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.01% |
| 1.65 R ISWP FWD US0003M P 06/16/2031 | -0.01% |
| 1.7115 R ISWP US0003M P 04/07/2031 | -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% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.01% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.01% |
| SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | -0.01% |
| 1.675 R ISWP US0003M P 04/13/2031 | -0.01% |
| 1.7275 R ISWP US0003M P 03/31/2031 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| SWPTN 10YX10Y R 1.985 USD 01/29/2031 JP | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.02% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.02% |
| SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | -0.02% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | -0.02% |
| SWPTN 1MX10Y R 1.583 USD 05/19/2021 CI | -0.02% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.02% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | -0.02% |
| 1.5614 R ISWP US0003M P 04/28/2031 | -0.02% |
| 1.5625 R ISWP US0003M P 04/28/2031 | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.02% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.02% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.02% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.02% |
| CPURNSA P 2.51 R 03/23/26 | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 1MX10Y P 1.717 USD 05/12/2021 CI | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% |
| CPURNSA P 2.28 R 02/25/31 | -0.02% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.02% |
| 1.9765 R ISWP US0003M P 04/20/2051 | -0.02% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.02% |
| SWPTN 3MX10Y P 1.722 USD 06/04/2021 CI | -0.02% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.02% |
| SWPTN 1MX10Y P 1.75 USD 05/06/2021 GS | -0.02% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| 1.7665 R ISWP US0003M P 04/01/2031 | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.02% |
| CPURNSA P 2.278 R 02/25/31 | -0.02% |
| CPURNSA P 2.281 R 02/24/31 | -0.02% |
| SWPTN 13WX10Y P 1.564 USD 05/12/2021 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CPURNSA P 2.2675 R 02/25/31 | -0.03% |
| CPURNSA P 2.445 R 03/23/26 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.03% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| CPURNSA P 2.53 R 04/01/26 | -0.03% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| OPTN GII30 4.0 05/06/21 PUT 107.0 JPMC | -0.03% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.03% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.03% |
| 1.7655 R ISWP US0003M P 04/07/2031 | -0.03% |
| CPURNSA P 2.35 R 03/05/31 | -0.03% |
| CPURNSA P 2.351 R 03/05/31 | -0.03% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.03% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.03% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.04% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.04% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.04% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% |
| 1.5955 R ISWP US0003M P 01/19/2051 | -0.04% |
| OPTN FN30 3.5 06/07/21 PUT 106.21875 JPMC | -0.04% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.04% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.04% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% |
| 1.465 R ISWP US0003M P 04/15/2031 | -0.04% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -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 10YX10Y R 1.96 USD 01/13/2031 WE | -0.05% |
| 0.95 R ISWP FWD US0003M P 06/16/2026 | -0.05% |
| CPURNSA P 2.286 R 02/24/31 | -0.05% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.06% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.06% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.06% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.06% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.06% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.06% |
| 1.996 R ISWP US0003M P 01/20/2031 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.06% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.06% |
| SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.07% |
| IOS.FN30.650.67 P USL1M R 01/12/38 BC | -0.07% |
| 1.805 R ISWP US0003M P 01/19/2031 | -0.07% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.07% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.07% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.08% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.08% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.08% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.08% |
| SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.08% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.08% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.09% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.09% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.09% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.09% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.09% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.09% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.09% |
| 1.242 R ISWP US0003M P 04/29/2051 | -0.09% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.10% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.10% |
| OPTN FN30 2.5 06/07/21 PUT 103.25 JPMC | -0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.11% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.11% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.11% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.12% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.12% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.12% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.12% |
| OPTN FN30 2.0 06/07/21 PUT 100.546875 JPMC | -0.13% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.14% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.14% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.14% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.17% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.18% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.18% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.21% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.21% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.22% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.22% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.22% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.25% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.26% |
| 1.377 R ISWP US0003M P 02/18/2031 | -0.26% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.27% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.27% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.29% |
| SWPTN 3MX5Y R 1.08 USD 06/29/2021 BC | -0.30% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.32% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.34% |
| 1.81 R ISWP US0003M P 06/22/2031 | -0.36% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.37% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.39% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.43% |
| GNMA GII30 TBA 03.5000 05/01/2051 | -0.44% |
| SWPTN 3MX10Y R 1.7 USD 06/17/2021 BC | -0.47% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.50% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.50% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.51% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.53% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.54% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.61% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.84% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.19% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -1.76% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.91% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -5.30% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -5.37% |
| FNMA FN30 TBA UMBS 02.0000 06/01/2051 | -6.24% |
| US 5YR NOTE (CBT) JUN21 FVM1 | -9.66% |
| US 2YR NOTE (CBT) JUN21 TUM1 | -173.74% |
| FNMA FN30 TBA UMBS 04.5000 04/01/2051 | 14.04% |
|---|---|
| FNMA FN30 TBA UMBS 05.5000 04/01/2051 | 7.89% |
| GNMA GII30 TBA 03.0000 04/01/2051 | 6.22% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.71% |
| FNMA FN30 TBA UMBS 02.5000 04/01/2051 | 3.62% |
| FNR 2007-95 A3 00.3676 08/27/2036 | 3.12% |
| FNMA FN30 AB8804 UMBS 02.5000 03/01/2043 | 2.70% |
| FNMA FN30 TBA UMBS 02.5000 05/01/2051 | 2.36% |
| FNMA FN30 TBA UMBS 03.0000 05/01/2051 | 2.26% |
| TREASURY BILL 00.0000 06/10/2021 | 2.08% |
| TREASURY BILL 00.0000 05/25/2021 | 1.90% |
| CASH MGMT BILL 00.0000 07/20/2021 | 1.75% |
| FNMA FN30 TBA UMBS 06.0000 04/01/2051 | 1.74% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 1.62% |
| TREASURY BILL 00.0000 06/01/2021 | 1.60% |
| GNMA GII30 TBA 02.0000 04/01/2051 | 1.51% |
| TREASURY BILL 00.0000 06/17/2021 | 1.49% |
| CASH MGMT BILL 00.0000 07/13/2021 | 1.37% |
| CASH MGMT BILL 00.0000 06/29/2021 | 1.33% |
| FHS 315 PO PO 00.0000 09/15/2043 | 1.32% |
| CASH MGMT BILL 00.0000 07/27/2021 | 1.28% |
| CARR 2006-NC2 A4 00.3486 06/25/2036 | 1.14% |
| TREASURY BILL 00.0000 05/13/2021 | 1.10% |
| FNMA FN30 TBA UMBS 02.0000 04/01/2051 | 1.08% |
| 0.75 R ISWP US0003M P 10/16/2030 | 1.06% |
| BAYV 2006-C 1A3 06.5280 11/28/2036 | 1.04% |
| CAS 2017-C05 1B1 03.7086 01/25/2030 | 1.03% |
| TREASURY BILL 00.0000 06/03/2021 | 1.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.92% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.91% |
| MSC 2011-C3 E P/P 144A 05.2611 07/15/2049 | 0.88% |
| CASH MGMT BILL 00.0000 07/06/2021 | 0.86% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 0.85% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.84% |
| MCAS 2019-01 M10 P/P 144A 03.3586 10/15/2049 | 0.84% |
| FNR 2016-85 SL IO 05.9914 11/25/2046 | 0.83% |
| SWPTN 3MX10Y P 1.7 USD 06/17/2021 BC | 0.82% |
| CWL 2007-10 1A1 00.2886 06/25/2047 | 0.74% |
| STACR 2016-DNA3 M3 05.1086 12/25/2028 | 0.74% |
| STACR 2019-DNA1 B2 10.8586 01/25/2049 | 0.67% |
| DBUBS 2011-LC3A D P/P 144A 05.3511 08/10/2044 | 0.64% |
| FNR 2016-83 BS IO 05.9914 11/25/2046 | 0.61% |
| WFRBS 2012-C9 D P/P 144A 04.8115 11/15/2045 | 0.60% |
| CAS 2017-C03 1M2 03.1086 10/25/2029 | 0.59% |
| SPST 2021-6 A 00.9103 04/25/2022 | 0.57% |
| BF0101 03.5000 06/01/2056 | 0.55% |
| CAS 2017-C06 2B1 04.5586 02/25/2030 | 0.54% |
| CAS 2017-C07 1B1 04.1086 05/25/2030 | 0.53% |
| FNR 2018-36 SD IO 06.1414 06/25/2048 | 0.52% |
| STACR 2018-DNA1 B1 03.2586 07/25/2030 | 0.52% |
| CAS 2017-C06 1B1 04.2586 02/25/2030 | 0.52% |
| FNR 2016-81 SA IO 06.0414 11/25/2046 | 0.51% |
| AHM 2007-1 GA1C 00.2986 05/25/2047 | 0.51% |
| UBSCM 2012-C1 D P/P 144A 05.5698 05/10/2045 | 0.49% |
| FNR 2020-31 IO IO 04.5000 05/25/2050 | 0.48% |
| SHRP 2020-1 NOTE 03.0875 07/25/2024 | 0.48% |
| GSMS 2014-GC18 C 04.9893 01/10/2047 | 0.47% |
| COMM 2014-CR17 D P/P 144A 04.8474 05/10/2047 | 0.46% |
| CAS 2016-C03 1B 11.8586 10/25/2028 | 0.46% |
| FN BF0091 | 0.46% |
| GNR 2019-121 SD IO 05.8891 10/20/2049 | 0.46% |
| GNR 2020-138 IB IO 02.5000 09/20/2050 | 0.46% |
| GSMS 2014-GC24 D P/P 144A 04.5320 09/10/2047 | 0.45% |
| FNR 2019-51 SA IO 05.9414 09/25/2049 | 0.45% |
| TREASURY BILL 00.0000 05/06/2021 | 0.43% |
| BMIR 2017-1 M2 P/P 144A 03.4586 10/25/2027 | 0.42% |
| FHR 5065 DI IO 03.5000 01/25/2051 | 0.42% |
| GNR 2017-H20 AI IO 02.2339 10/20/2067 | 0.42% |
| STACR 2020-DNA4 B2 10.1176 08/25/2050 | 0.41% |
| SWPTN 3MX10Y P 1.81 USD 06/18/2021 JP | 0.41% |
| OMIR 2018-1A M2 02.9586 07/25/2028 | 0.40% |
| GNR 2016-H07 PI IO 02.3008 03/20/2066 | 0.40% |
| STACR 2015-HQA1 B 08.9086 03/25/2028 | 0.40% |
| GNR 2016-H23 NI IO 02.3613 10/20/2066 | 0.39% |
| STACR 2019-DNA4 B2 06.3586 10/25/2049 | 0.39% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.39% |
| UBSC 2011-C1 D P/P 144A 06.0513 01/10/2045 | 0.39% |
| MWST 2019-1 A 00.9086 06/25/2052 | 0.38% |
| CAS 2017-C07 2B1 04.5586 05/25/2030 | 0.38% |
| STACR 2018-HQA1 M2 02.4086 09/25/2030 | 0.38% |
| FNR 2016-8 SA IO 05.9414 03/25/2046 | 0.38% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.38% |
| JPMBB 2013-C14 D P/P 144A 04.7025 08/15/2046 | 0.38% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.38% |
| GNR 2019-125 SG IO 05.9391 10/20/2049 | 0.38% |
| STACR 2017-HQA2 M2 02.7586 12/25/2029 | 0.37% |
| FNR 2016-50 SM IO 05.9914 08/25/2046 | 0.37% |
| GNR 2020-133 CS IO 06.1891 09/20/2050 | 0.37% |
| CAS 2017-C02 2B1 05.6086 09/25/2029 | 0.37% |
| MCAS 2020-01 M10 P/P 144A 03.8586 03/25/2050 | 0.37% |
| FHR 3065 DC 19.5420 03/15/2035 | 0.37% |
| FHR 5003 DS IO 05.9914 08/25/2050 | 0.36% |
| GNR 2016-H27 GI IO 02.3480 12/20/2066 | 0.36% |
| SWPTN 3MX5Y P 1.08 USD 06/29/2021 BC | 0.36% |
| CAS 2018-C04 2B1 04.6086 12/25/2030 | 0.36% |
| CAS 2017-C01 1M2 03.6586 07/25/2029 | 0.35% |
| GNR 2015-H22 AI IO 01.9335 09/20/2065 | 0.35% |
| GNR 2020-175 JI IO 03.5000 11/20/2050 | 0.35% |
| GNR 2017-H03 KI IO 02.1876 01/20/2067 | 0.35% |
| FNMA FN30 AV7052 UMBS 03.5000 03/01/2045 | 0.34% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.34% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.34% |
| GNR 2017-H25 CI IO 02.3066 12/20/2067 | 0.33% |
| STACR 2020-HQA3 B1 05.8586 07/25/2050 | 0.33% |
| STACR 2018-HQA2 B2 11.1086 10/25/2048 | 0.33% |
| TREASURY BILL 00.0000 04/15/2021 | 0.33% |
| GNR 2019-110 SQ IO 05.9391 09/20/2049 | 0.32% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.32% |
| GNR 2013-87 SA IO 06.0891 06/20/2043 | 0.32% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.32% |
| GNR 2016-H13 IK IO 02.6345 06/20/2066 | 0.32% |
| FNR 2019-45 SD IO 05.9414 08/25/2049 | 0.32% |
| JPMCC 2013-C16 D P/P 144A 05.0226 12/15/2046 | 0.32% |
| SPST 2020-13 A 01.6074 10/10/2021 | 0.32% |
| FNR 2017-104 SL IO 06.0414 01/25/2048 | 0.32% |
| SPST 2020-15 A 01.4774 12/10/2021 | 0.32% |
| CAS 2018-C02 2M2 02.3086 08/25/2030 | 0.31% |
| GNR 2015-H20 CI IO 02.1835 08/20/2065 | 0.31% |
| JPMCC 2013-LC11 D 04.1676 04/15/2046 | 0.31% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.31% |
| MRAIT 2021-5 A1X 01.8560 07/26/2021 | 0.31% |
| COMM 2013-LC13 D P/P 144A 05.3060 08/10/2046 | 0.30% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.30% |
| CAS 2016-C03 1M2 05.4086 10/25/2028 | 0.30% |
| GNMA GII30 TBA 04.5000 04/01/2051 | 0.29% |
| CAS 2020-SBT1 1B1 06.8586 02/25/2040 | 0.29% |
| GNR 2017-H06 MI IO 02.2268 02/20/2067 | 0.29% |
| MRAIT 2020-2 A2 | 0.29% |
| MRAIT 2021-8 A1X 01.2535 10/15/2021 | 0.29% |
| MSBAM 2016-C29 C 04.7480 05/15/2049 | 0.29% |
| CWALT 2006-OA19 A1 00.2909 02/20/2047 | 0.29% |
| MRAIT 2020-12 A1X 01.4560 07/15/2021 | 0.29% |
| DBUBS 2011-LC2A D P/P 144A 05.6147 07/10/2044 | 0.29% |
| FHR 4933 SA IO 05.8914 12/25/2049 | 0.29% |
| BACM 2016-UB10 D P/P 144A 03.0000 07/15/2049 | 0.28% |
| SPST 2020-WL1 A 01.2586 06/25/2051 | 0.28% |
| NHLT 2019-2A M4 P/P 144A 05.6822 11/25/2029 | 0.28% |
| GNR 2019-56 SK IO 06.0391 05/20/2049 | 0.28% |
| SPST 2020-6 A 01.8574 09/07/2021 | 0.28% |
| GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.28% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.28% |
| STACR 2018-DNA2 B1 03.8086 12/25/2030 | 0.28% |
| GNR 2018-H01 XI IO 02.3057 01/20/2068 | 0.27% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.27% |
| FNR 2020-96 IO IO 03.0000 01/25/2051 | 0.27% |
| MRAIT 2021-EBO1 A1X 01.4585 10/08/2021 | 0.27% |
| COMM 2014-CR19 D P/P 144A 04.7089 08/10/2047 | 0.26% |
| GSMS 2013-GC10 D P/P 144A 04.4028 02/10/2046 | 0.26% |
| COMM 2012-CR4 B P/P 144A 03.7030 10/15/2045 | 0.26% |
| FREMF 2019-KF65 B P/P 144A 02.5185 07/25/2029 | 0.26% |
| FNR 2020-41 SE IO 05.9914 06/25/2050 | 0.26% |
| JPMCC 2011-C3 D P/P 144A 05.7892 02/15/2046 | 0.26% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.26% |
| CAS 2020-SBT1 1M2 03.7586 02/25/2040 | 0.26% |
| WFCM 2020-C57 C 04.0242 08/15/2053 | 0.26% |
| GNR 2020-112 MS IO 06.1891 08/20/2050 | 0.25% |
| JPMBB 2014-C23 D P/P 144A 03.9720 09/15/2047 | 0.25% |
| MSBAM 2015-C23 D P/P 144A 04.1449 07/15/2050 | 0.25% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.25% |
| GNR 2016-H18 QI IO 02.9566 06/20/2066 | 0.25% |
| FNR 2008-24 SP 22.8850 02/25/2038 | 0.25% |
| FREMF 2019-KF66 B P/P 144A 02.5185 07/25/2029 | 0.25% |
| UBSC 2011-C1 B P/P 144A 06.0513 01/10/2045 | 0.24% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.24% |
| STACR 2017-DNA2 M2 03.5586 10/25/2029 | 0.24% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.24% |
| JPMBB 2014-C19 D P/P 144A 04.6740 04/15/2047 | 0.24% |
| FNMA FN30 AV7059 UMBS 03.5000 04/01/2045 | 0.24% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.24% |
| MSBAM 2013-C12 E P/P 144A 04.7636 10/15/2046 | 0.24% |
| COMM 2013-LC6 C 04.2420 01/10/2046 | 0.23% |
| GNR 2017-H08 GI IO 00.9137 02/20/2067 | 0.23% |
| GNR 2018-H04 JI IO 01.2494 03/20/2068 | 0.23% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.23% |
| GNR 2019-158 AS IO 06.0439 09/16/2043 | 0.23% |
| JPALT 2006-A6 1A1 00.4286 11/25/2036 | 0.23% |
| GNMA GN30 AM4380 04.0000 05/15/2045 | 0.23% |
| COMM 2014-UBS3 D P/P 144A 04.7686 06/10/2047 | 0.23% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.23% |
| GNR 2017-H08 EI IO 01.0311 02/20/2067 | 0.23% |
| CAS 2018-C06 1B1 03.8586 03/25/2031 | 0.23% |
| GSMS 2014-GC22 C 04.6921 06/10/2047 | 0.23% |
| GNR 2015-H10 HI IO 02.6755 04/20/2065 | 0.23% |
| GNR 2016-H17 DI IO 02.3531 07/20/2066 | 0.23% |
| BANK 2020-BN25 C 03.3537 01/15/2063 | 0.22% |
| FHR 4953 AI IO 04.0000 02/25/2050 | 0.22% |
| GSMS 2014-GC20 C 04.9603 04/10/2047 | 0.22% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.22% |
| MWST 2020-1 A 01.0086 10/25/2053 | 0.22% |
| GNMA GII30 AI6258 04.5000 05/20/2044 | 0.22% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.22% |
| GNR 2016-H24 IO IO 02.1471 09/20/2066 | 0.22% |
| JPMDB 2017-C7 C 04.1734 10/15/2050 | 0.22% |
| GNMA GII30 AH8784 04.5000 06/20/2034 | 0.22% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.22% |
| FHR 4949 WS IO 05.8914 02/25/2050 | 0.22% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.21% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.21% |
| FNR 2018-20 SB IO 06.1414 03/25/2048 | 0.21% |
| GNR 2015-H13 AI IO 02.4947 06/20/2065 | 0.21% |
| GNR 2017-H04 BI IO 02.4814 02/20/2067 | 0.21% |
| GNR 2017-156 SL IO 06.0891 10/20/2047 | 0.21% |
| GNR 2019-35 SE IO 06.0439 01/16/2044 | 0.20% |
| GNR 2014-H21 AI IO 01.6345 10/20/2064 | 0.20% |
| GNR 2016-H10 AI IO 01.7178 04/20/2066 | 0.20% |
| GNR 2011-156 SK IO 06.4891 04/20/2038 | 0.20% |
| GNR 2015-H23 TI IO 01.9057 09/20/2065 | 0.20% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.20% |
| JPMBB 2013-C12 C 04.1051 07/15/2045 | 0.20% |
| GNR 2013-39 IJ IO 04.5000 03/20/2043 | 0.20% |
| 1.51882 R ISWP US0003M P 03/02/2031 | 0.20% |
| BBCMS 2019-C4 E P/P 144A 03.2500 08/15/2052 | 0.20% |
| BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.20% |
| FNR 2020-20 IK IO 03.5000 03/25/2050 | 0.20% |
| FHR 2976 LC 24.0313 05/15/2035 | 0.19% |
| GNR 2019-100 JS IO 05.9891 08/20/2049 | 0.19% |
| WFRBS 2012-C9 E P/P 144A 04.8115 11/15/2045 | 0.19% |
| GNR 2018-H02 IM IO 02.3300 02/20/2068 | 0.19% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.19% |
| FNR 2017-19 IH IO 05.0000 03/25/2047 | 0.19% |
| STACR 2019-HQA1 M2 02.4586 02/25/2049 | 0.19% |
| FNR 2018-47 SA IO 06.1414 07/25/2048 | 0.19% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.19% |
| JPMBB 2014-C22 C 04.5536 09/15/2047 | 0.19% |
| STACR 2018-HQA2 B1 04.3586 10/25/2048 | 0.18% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.18% |
| FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.18% |
| CD 2017-CD4 C 04.3497 05/10/2050 | 0.18% |
| BMARK 2019-B11 D P/P 144A 03.0000 05/15/2052 | 0.18% |
| STACR 2017-DNA2 B1 05.2586 10/25/2029 | 0.18% |
| GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.18% |
| CSAIL 2018-C14 D P/P 144A 04.8905 11/15/2051 | 0.18% |
| JPMCC 2012-CBX B 04.9134 06/15/2045 | 0.18% |
| FHR 4621 QI IO 03.5000 10/15/2046 | 0.18% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.18% |
| CAS 2018-C06 2B1 04.2086 03/25/2031 | 0.17% |
| GNR 2015-H04 AI IO 01.5706 12/20/2064 | 0.17% |
| FNR 2018-51 BI IO 05.5000 07/25/2038 | 0.17% |
| CGCMT 2012-GC8 C P/P 144A 04.8766 09/10/2045 | 0.17% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.17% |
| MSC 2012-C4 E P/P 144A 05.4195 03/15/2045 | 0.17% |
| GNR 2017-H08 NI IO 01.4887 03/20/2067 | 0.17% |
| MCAS 2019-01 M7 P/P 144A 01.8086 10/15/2049 | 0.17% |
| WFCM 2020-C56 C 03.7498 06/15/2053 | 0.17% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.17% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.17% |
| GNR 2016-H06 DI IO 02.1673 07/20/2065 | 0.16% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.16% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.16% |
| GNR 2017-H10 MI IO 02.0045 04/20/2067 | 0.16% |
| BSCMS 2007-T26 AJ 05.4315 01/12/2045 | 0.16% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.16% |
| COMM 2014-UBS4 C 04.6560 08/10/2047 | 0.16% |
| GNR 2016-H03 AI IO 01.7322 01/20/2066 | 0.16% |
| GNR 2017-H25 IO IO 02.1616 11/20/2067 | 0.16% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.16% |
| MRAFT 2020-5 A1 01.1060 08/10/2023 | 0.16% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.16% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.16% |
| GNR 2016-H06 HI IO 02.0786 02/20/2066 | 0.16% |
| CAS 2018-C03 1B1 03.8586 10/25/2030 | 0.16% |
| GNR 2016-80 SD IO 05.9891 06/20/2046 | 0.16% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.16% |
| WFHET 2007-2 A3 00.3386 04/25/2037 | 0.16% |
| 1.232 R ISWP US0003M P 01/29/2051 | 0.16% |
| WFRBS 2011-C4 E P/P 144A 05.2263 06/15/2044 | 0.16% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.16% |
| JPMCC 2011-C4 C P/P 144A 05.4187 07/15/2046 | 0.16% |
| COMM 2014-CR16 C 04.9068 04/10/2047 | 0.15% |
| COMM 2018-COR3 C 04.5606 05/10/2051 | 0.15% |
| JPMCC 2010-C2 D P/P 144A 05.7221 11/15/2043 | 0.15% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.15% |
| MSBAM 2013-C9 D P/P 144A 04.1147 05/15/2046 | 0.15% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.15% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.15% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.15% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.15% |
| GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.15% |
| GNR 2015-H25 BI IO 01.9330 10/20/2065 | 0.15% |
| GSMS 2012-GC6 C P/P 144A 05.6515 01/10/2045 | 0.15% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.14% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.14% |
| GNR 2014-H25 BI IO 01.6879 12/20/2064 | 0.14% |
| GNR 2017-H09 IO IO 02.1185 04/20/2067 | 0.14% |
| UBSCM 2018-C10 D P/P 144A 03.0000 05/15/2051 | 0.14% |
| 1.4255 R ISWP US0003M P 02/24/2031 | 0.14% |
| FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.14% |
| GNR 2013-182 SP IO 06.5891 12/20/2043 | 0.14% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.14% |
| COMM 2014-CR14 D P/P 144A 04.6189 02/10/2047 | 0.14% |
| GNR 2014-182 BI IO 04.0000 01/20/2039 | 0.14% |
| STACR 2020-HQA3 B2 10.1086 07/25/2050 | 0.14% |
| UBSBB 2012-C4 D P/P 144A 04.4695 12/10/2045 | 0.14% |
| FHR 4436 SC IO 06.0440 02/15/2045 | 0.14% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.14% |
| GNR 2016-H24 KI IO 02.8764 11/20/2066 | 0.14% |
| OPTN FN30 2.0 05/06/21 CALL 99.96875 JPMC | 0.14% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.14% |
| GNR 2016-H04 KI IO 01.5264 02/20/2066 | 0.14% |
| UBSCM 2018-C11 D P/P 144A 03.0000 06/15/2051 | 0.14% |
| GNR 2014-119 SA IO 05.4891 08/20/2044 | 0.14% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.14% |
| CGCMT 2013-GC11 C 04.1340 04/10/2046 | 0.14% |
| COMM 2014-UBS2 C 04.9689 03/10/2047 | 0.14% |
| COMM 2014-UBS3 C 04.7386 06/10/2047 | 0.14% |
| FNMA FN30 TBA UMBS 02.0000 05/01/2051 | 0.14% |
| PRET 2020-RPL1 03.8194 05/27/2060 | 0.14% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.13% |
| GNR 2014-137 ID IO 05.5000 09/16/2044 | 0.13% |
| MRAFT 2020-4 A1 01.4560 04/23/2023 | 0.13% |
| MWST 2020-2 A 00.9086 11/25/2053 | 0.13% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.13% |
| GNR 2015-H16 XI IO 02.4436 07/20/2065 | 0.13% |
| STAR 2019-1 M1 03.7640 06/25/2049 | 0.13% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.13% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.13% |
| GNR 2017-H23 BI IO 01.8832 11/20/2067 | 0.13% |
| FNR 2011-4 CS 12.6827 05/25/2040 | 0.13% |
| FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.13% |
| GNR 2014-H18 CI IO 01.5790 09/20/2064 | 0.13% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.13% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.13% |
| MSC 2012-C4 C P/P 144A 05.4195 03/15/2045 | 0.13% |
| GNR 2017-H14 LI IO 02.3833 06/20/2067 | 0.13% |
| STACR 2017-HQA1 M2 03.6586 08/25/2029 | 0.13% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.12% |
| GNR 2016-H04 HI IO 02.3838 07/20/2065 | 0.12% |
| JPMBB 2013-C12 E P/P 144A 04.1051 07/15/2045 | 0.12% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.12% |
| CAS 2016-C04 1B 10.3586 01/25/2029 | 0.12% |
| TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.12% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.12% |
| GNR 2017-H14 JI IO 02.2609 06/20/2067 | 0.12% |
| WFCM 2018-C46 C 04.9785 08/15/2051 | 0.12% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.12% |
| GNR 2015-H24 HI IO 02.0417 09/20/2065 | 0.12% |
| GNR 2016-H06 AI IO 01.5894 02/20/2066 | 0.12% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.12% |
| CSAIL 2020-C19 D P/P 144A 02.5000 03/15/2053 | 0.12% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.12% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.12% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.12% |
| GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.12% |
| CGCMT 2015-P1 C 04.3689 09/15/2048 | 0.12% |
| FNR 2005-74 NK 26.9569 05/25/2035 | 0.12% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.12% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.12% |
| GNR 2011-H07 FI IO 01.2331 02/20/2061 | 0.12% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.12% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.11% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.11% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.11% |
| 1.629 R ISWP US0003M P 01/19/2026 | 0.11% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.11% |
| GNR 2018-H05 ID 02.0570 03/20/2068 | 0.11% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.11% |
| UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.11% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.11% |
| GNR 2018-H02 IO IO 02.7279 01/20/2068 | 0.11% |
| WFCM 2018-C48 C 05.1200 01/15/2052 | 0.11% |
| FNR 2005-106 JC 19.7872 12/25/2035 | 0.11% |
| MSBAM 2012-C6 G P/P 144A 04.5000 11/15/2045 | 0.11% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | 0.11% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.11% |
| MSBAM 2013-C12 D P/P 144A 04.7636 10/15/2046 | 0.11% |
| TREASURY BILL 00.0000 04/08/2021 | 0.11% |
| BMIR 2018-2A M1C P/P 144A 01.7086 08/25/2028 | 0.11% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.11% |
| STACR 2019-DNA1 M2 02.7586 01/25/2049 | 0.11% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.11% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.10% |
| FHR 4546 PI IO 04.0000 12/15/2045 | 0.10% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.10% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.10% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.10% |
| SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.10% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.10% |
| WAMU 2005-AR8 2AC2 01.0376 07/25/2045 | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.10% |
| GSMS 2010-C1 D P/P 144A 05.9849 08/10/2043 | 0.10% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.10% |
| MSBAM 2013-C10 F P/P 144A 04.0818 07/15/2046 | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.10% |
| MSAC 2004-HE9 M2 01.0386 11/25/2034 | 0.10% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.10% |
| GNR 2012-H11 FI IO 01.2030 02/20/2062 | 0.10% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.10% |
| EMIR 2020-1 B1 P/P 144A 02.9586 01/25/2030 | 0.10% |
| STACR 2019-HQA2 B2 11.3676 04/25/2049 | 0.10% |
| FNMA FN30 AV7026 UMBS 03.5000 11/01/2044 | 0.10% |
| FHR 4136 IQ IO 03.5000 11/15/2042 | 0.09% |
| GNR 2017-H25 AI IO 02.7143 12/20/2067 | 0.09% |
| OMIR 2019-1A B1B 04.4586 07/25/2029 | 0.09% |
| GNMA GII30 AJ8849 03.0000 10/20/2044 | 0.09% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.09% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.09% |
| GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.09% |
| GNR 2016-H01 HI IO 02.1088 10/20/2065 | 0.09% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.09% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.09% |
| CAS 2019-R01 2B1 04.4586 07/25/2031 | 0.09% |
| OPTN FN30 3.5 05/06/21 CALL 105.75 JPMC | 0.09% |
| FNR 2007-53 SP 23.8017 06/25/2037 | 0.09% |
| GNR 2011-H16 FI IO 01.0288 07/20/2061 | 0.09% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.09% |
| OMIR 2017-1A M2 P/P 144A 04.1086 04/25/2027 | 0.09% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.09% |
| GNMA GII30 AY4779 04.4970 03/20/2067 | 0.09% |
| GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.09% |
| SWPTN 3MX30Y P 1.46 USD 04/06/2021 CI | 0.09% |
| FHR 2990 LB 16.6748 06/15/2034 | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.09% |
| FHR 4425 EI IO 04.0000 01/15/2045 | 0.08% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.08% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.08% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.08% |
| GNMA GII30 BA7681 04.6030 06/20/2067 | 0.08% |
| GNR 2017-H06 EI IO 01.5885 02/20/2067 | 0.08% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.08% |
| GNR 2016-H08 GI IO 01.4243 04/20/2066 | 0.08% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.08% |
| FNR 2013-22 PI IO 03.5000 10/25/2042 | 0.08% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.08% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.08% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.08% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.08% |
| OMIR 2019-1A B1A 03.6086 07/25/2029 | 0.08% |
| CAS 2016-C03 2B 12.8586 10/25/2028 | 0.08% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.08% |
| HVMLT 2005-2 1A 00.3703 05/19/2035 | 0.08% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.08% |
| FNR 2006-8 HP 24.1684 03/25/2036 | 0.08% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.08% |
| BALTA 2005-8 21A1 02.5476 10/25/2035 | 0.07% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.07% |
| GNR 2014-100 NI IO 04.0000 06/20/2043 | 0.07% |
| OPTN FN30 2.5 05/06/21 CALL 102.78125 JPMC | 0.07% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.07% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.07% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.07% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.07% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.07% |
| GNR 2016-H24 JI IO 02.1936 11/20/2066 | 0.07% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.07% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.07% |
| LHOME 2021-RTL1 A1 02.0900 09/25/2026 | 0.07% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.07% |
| 1.525 R ISWP US0003M P 03/15/2031 | 0.07% |
| BMIR 2017-1 B1 P/P 144A 04.8586 10/25/2027 | 0.07% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.07% |
| CAS 2015-C04 1M2 05.8086 04/25/2028 | 0.07% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.07% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.06% |
| FNR 2006-62 PS 39.2482 07/25/2036 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| JPMCC 2011-C3 E P/P 144A 05.7892 02/15/2046 | 0.06% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.06% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.06% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.06% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.06% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.06% |
| BALTA 2005-10 11A1 00.6086 01/25/2036 | 0.06% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.06% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% |
| 1.431 R ISWP US0003M P 02/24/2031 | 0.06% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.06% |
| FHR 3408 EK 25.3666 04/15/2037 | 0.06% |
| FNR 2012-114 NI IO 03.5000 10/25/2041 | 0.06% |
| GNR 2015-H23 DI IO 01.8499 09/20/2065 | 0.06% |
| RMIR 2020-1 B1 P/P 144A 03.1086 02/25/2030 | 0.06% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.06% |
| GNMA GN30 AE8022 04.5000 12/15/2043 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| SAMI 2006-AR7 A1BG 00.2286 08/25/2036 | 0.06% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.06% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.06% |
| STACR 2019-DNA3 B2 08.2676 07/25/2049 | 0.06% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.05% |
| SWPTN 6MX10Y P 1.62 USD 08/12/2021 GS | 0.05% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.05% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.05% |
| STACR 2015-DNA3 B 09.4586 04/25/2028 | 0.05% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.05% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.05% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.05% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.05% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.05% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.05% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.05% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.05% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.05% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.05% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.05% |
| STACR 2019-FTR3 B2 04.9176 09/25/2047 | 0.05% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.05% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| FNR 2012-104 HI IO 04.0000 09/25/2027 | 0.05% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 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% |
| STACR 2017-DNA1 M2 03.3586 07/25/2029 | 0.05% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.05% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.05% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.05% |
| FNR 2005-122 SE 22.7198 11/25/2035 | 0.05% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.05% |
| SWPTN 3MX30Y P 2.023 USD 06/04/2021 CI | 0.05% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.05% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.04% |
| CAS 2016-C05 2M2 04.5586 01/25/2029 | 0.04% |
| CAS 2020-R01 1B1 03.3586 01/25/2040 | 0.04% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.04% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.04% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.04% |
| GNMA GII30 609117 04.5000 02/20/2044 | 0.04% |
| CAS 2018-C01 1M2 02.3586 07/25/2030 | 0.04% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.04% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.04% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| STACR 2019-DNA2 B2 10.6176 03/25/2049 | 0.04% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.04% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.04% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.04% |
| SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.04% |
| FHR 4136 ES IO 06.1440 11/15/2042 | 0.04% |
| GNMA GII30 AJ4182 04.5000 09/20/2044 | 0.04% |
| GNMA GII30 AJ6287 04.0000 09/20/2044 | 0.04% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.04% |
| SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | 0.04% |
| SWPTN 13WX10Y R 1.483 USD 05/19/2021 BC | 0.04% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.04% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| CAS 2018-C05 1M2 02.4586 01/25/2031 | 0.04% |
| CAS 2020-R02 2B1 03.1086 01/25/2040 | 0.04% |
| GNMA GII30 AJ4184 04.5000 09/20/2044 | 0.04% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.04% |
| GNR 2020-15 CS IO 05.9391 02/20/2050 | 0.04% |
| STACR 2019-DNA2 M2 02.5676 03/25/2049 | 0.04% |
| SWPTN 5WX10Y P 1.541 USD 04/12/2021 CI | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.04% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.04% |
| GNMA GN30 AG8989 04.5000 05/15/2044 | 0.04% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.04% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.04% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.04% |
| FHR 4019 JI IO 04.0000 05/15/2041 | 0.04% |
| FHR 4530 HI IO 04.0000 11/15/2045 | 0.04% |
| FNMA FN30 AV7020 UMBS 03.5000 10/01/2044 | 0.04% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.04% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.04% |
| 1.5505 R ISWP US0003M P 03/05/2031 | 0.04% |
| FHR 3249 PS 21.9252 12/15/2036 | 0.04% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.04% |
| 1.552 R ISWP US0003M P 03/05/2031 | 0.04% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.04% |
| GNMA GII30 AW8447 04.3270 05/20/2067 | 0.04% |
| STACR 2017-HQA2 B1 04.8586 12/25/2029 | 0.04% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.04% |
| GNMA GII30 609118 04.5000 02/20/2034 | 0.03% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.03% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.03% |
| GNR 2014-174 AI IO 03.0000 11/16/2029 | 0.03% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.03% |
| FNR 2005-75 GS 19.9241 08/25/2035 | 0.03% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% |
| STACR 2014-HQ3 M3 04.8586 10/25/2024 | 0.03% |
| SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.03% |
| GNMA GII30 635065 04.5000 03/20/2046 | 0.03% |
| SWPTN 1MX10Y P 1.736 USD 04/19/2021 CI | 0.03% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.03% |
| GNMA GN30 AG8984 04.5000 05/15/2044 | 0.03% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.03% |
| GNR 2015-24 AI IO 03.5000 12/20/2037 | 0.03% |
| 1.443 R ISWP US0003M P 02/25/2031 | 0.03% |
| 1.4435 R ISWP US0003M P 02/24/2031 | 0.03% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.03% |
| 1.4525 R ISWP US0003M P 02/25/2031 | 0.03% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.03% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.03% |
| GNMA GN30 704478 04.5000 04/15/2039 | 0.03% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.03% |
| GNMA GII30 AQ6653 04.5000 09/20/2045 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.03% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.03% |
| OPTN FN30 4.0 05/06/21 CALL 107.4375 JPMC | 0.02% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.02% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| 1.438 R ISWP US0003M P 02/25/2031 | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% |
| GNMA GII30 AL8543 04.0000 02/20/2045 | 0.02% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.02% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.02% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.02% |
| GNMA GII30 AK1223 04.0000 02/20/2045 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| SWPTN 5WX10Y P 1.665 USD 04/26/2021 CI | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| FHLMC FR30 ZS0468 UMBS 07.5000 10/01/2029 | 0.02% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.02% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.02% |
| GNMA GII30 AO8363 04.0000 09/20/2045 | 0.02% |
| GNR 2010-20 SC IO 06.0391 02/20/2040 | 0.02% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% |
| SWPTN 3MX10Y R 0.991 USD 04/06/2021 CI | 0.02% |
| FNR 2008-53 DO PO 00.0000 07/25/2038 | 0.02% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.02% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.02% |
| FNW 1998-W2 X IO 00.3938 06/25/2028 | 0.02% |
| GNMA GII30 AO7326 04.6600 09/20/2065 | 0.02% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.02% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.02% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.02% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.02% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.02% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.02% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| GNR 2019-99 KS IO 05.9391 08/20/2049 | 0.02% |
| SWPTN 1MX10Y R 1.736 USD 04/19/2021 CI | 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 CG | 0.02% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.02% |
| GNMA GII30 AO8415 04.0000 10/20/2045 | 0.02% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 CS | 0.02% |
| SWPTN 3MX2Y P 0.271 USD 06/04/2021 CI | 0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| FNR 2005-83 QP 17.1116 11/25/2034 | 0.01% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| CAS 2019-R01 2M2 02.5586 07/25/2031 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| FHLMC FR30 ZS1312 UMBS 04.5000 01/01/2037 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.01% |
| FNR 2011-123 KS IO 06.4914 10/25/2041 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | 0.01% |
| SWPTN 5WX5Y P 0.95 USD 04/26/2021 BA | 0.01% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | 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 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.01% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.01% |
| GNR 2019-78 SJ IO 05.9391 06/20/2049 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| FNMA FN30 AA2892 UMBS 04.5000 03/01/2039 | 0.01% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| 2.032 R ISWP US0003M P 01/16/2055 | 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 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| FHS 304 C37 IO 03.5000 12/15/2027 | 0.01% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.01% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.01% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.01% |
| GNR 2014-160 IB IO 03.0000 11/20/2040 | 0.01% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 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% |
| CPURNSA R 2.4275 P 03/23/31 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| 1.7275 R ISWP US0003M P 03/31/2031 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.01% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.01% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| 1.37 R ISWP FWD US0003M P 08/16/2031 | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CPURNSA R 2.45 P 03/23/31 | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.00% |
| FNW 1998-W5 X IO 00.6820 07/25/2028 | 0.00% |
| GNMA GII30 2987 07.5000 10/20/2030 | 0.00% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.00% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2863 10/25/2043 | 0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.00% |
| 1.7665 R ISWP US0003M P 04/01/2031 | 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-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| FHLMC FR30 ZS1526 UMBS 04.5000 06/01/2037 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FNMA FN30 AY3392 UMBS 04.0000 04/01/2045 | 0.00% |
| FNR 2008-36 OV PO 00.0000 01/25/2036 | 0.00% |
| FNW 2003-W3 1A4 03.6619 08/25/2042 | 0.00% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3885 10/25/2041 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| FNW 2003-W14 2A 03.9917 01/25/2043 | 0.00% |
| FSPC T-57 2A1 03.7312 07/25/2043 | 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% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | 0.00% |
| SWPTN 5WX5Y R 0.95 USD 04/26/2021 BA | 0.00% |
| 0.684 R ISWP FWD US0003M P 07/05/2024 | 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 CG | 0.00% |
| CPURNSA R 2.466 P 04/01/31 | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FNMA FN15 888594 06.0000 08/01/2022 | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2001-79 BI IO 00.2660 03/25/2045 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNW 2004-W2 4A 03.4144 02/25/2044 | 0.00% |
| FNW 2004-W7 A2 03.1567 03/25/2034 | 0.00% |
| FSPC T-59 2A1 03.5781 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4339 11/15/2028 | 0.00% |
| GNMA GIIARM 8913 02.2500 07/20/2026 | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 5WX5Y P 0.955 USD 04/06/2021 GS | 0.00% |
| SWPTN 6MX10Y R 0.915 USD 07/13/2021 CI | 0.00% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | 0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | 0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CPURNSA P 2.53 R 04/01/26 | 0.00% |
| FHLMC FR15 ZS5132 UMBS 06.0000 09/01/2021 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FHR 4199 CI IO 03.5000 12/15/2037 | 0.00% |
| FNMA FN15 745502 06.0000 04/01/2021 | 0.00% |
| FNMA FN15 831496 06.0000 05/01/2021 | 0.00% |
| FNMA FN15 879632 06.0000 06/01/2021 | 0.00% |
| FNMA FN15 880974 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 880975 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 887261 06.0000 07/01/2021 | 0.00% |
| FNMA FN15 891706 06.0000 07/01/2021 | 0.00% |
| FNMA FN15 893456 06.0000 09/01/2021 | 0.00% |
| FNMA FN15 894310 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 894829 06.0000 09/01/2021 | 0.00% |
| FNMA FN15 896560 06.0000 07/01/2021 | 0.00% |
| FNMA FN15 917693 06.0000 04/01/2022 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| FNW 2003-W11 A1 03.1740 06/25/2033 | 0.00% |
| GNMA GN30 497455 06.0000 01/15/2029 | 0.00% |
| GNMA GN30 645703 05.5000 08/15/2035 | 0.00% |
| GNR 2010-114 MI IO 04.0000 03/20/2039 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| OPTN FN30 3.0 04/07/21 CALL 104.96875 JPMC | 0.00% |
| OPTN GII30 3.5 04/07/21 CALL 106.15625 JPMC | 0.00% |
| OPTN GII30 4.0 04/07/21 CALL 107.15625 JPMC | 0.00% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3MX10Y R 1.065 USD 04/13/2021 GS | 0.00% |
| SWPTN 3MX10Y R 1.165 USD 04/13/2021 GS | 0.00% |
| SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | 0.00% |
| 1.7371 R ISWP US0003M P 04/01/2031 | -0.00% |
| 1.766 R ISWP US0003M P 04/01/2031 | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CPURNSA P 2.496 R 04/01/26 | -0.00% |
| CPURNSA R 2.51 P 04/01/31 | -0.00% |
| SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | -0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 MS | -0.00% |
| CPURNSA P 2.51 R 03/23/26 | -0.00% |
| CPURNSA R 2.515 P 04/01/31 | -0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| 1.7475 R ISWP US0003M P 04/01/2031 | -0.00% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | -0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | -0.00% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| 1.7155 R ISWP US0003M P 03/23/2031 | -0.01% |
| 1.72 R ISWP US0003M P 03/23/2031 | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.01% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | -0.01% |
| 1.08 R ISWP FWD US0003M P 07/01/2026 | -0.01% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CPURNSA P 2.445 R 03/23/26 | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| 0.30 R ISWP FWD US0003M P 06/16/2023 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.01% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | -0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.01% |
| 1.805 R ISWP US0003M P 01/19/2031 | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% |
| CPURNSA P 2.28 R 02/25/31 | -0.02% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | -0.02% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.02% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.02% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.02% |
| SWPTN 5WX10Y R 1.665 USD 04/26/2021 CI | -0.02% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
| CPURNSA P 2.278 R 02/25/31 | -0.02% |
| CPURNSA P 2.281 R 02/24/31 | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 10YX10Y R 1.985 USD 01/29/2031 JP | -0.02% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | -0.02% |
| CPURNSA P 2.2675 R 02/25/31 | -0.02% |
| 2.00 R ISWP FWD US0003M P 06/16/2051 | -0.02% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.02% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.02% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CPURNSA P 2.35 R 03/05/31 | -0.02% |
| CPURNSA P 2.351 R 03/05/31 | -0.02% |
| OPTN FN30 4.0 05/06/21 PUT 107.4375 JPMC | -0.02% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | -0.02% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.02% |
| SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 3MX30Y R 1.46 USD 04/06/2021 CI | -0.02% |
| SWPTN 5WX10Y R 1.541 USD 04/12/2021 CI | -0.02% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| SWPTN 5WX5Y R 0.955 USD 04/06/2021 GS | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.03% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.03% |
| 0.41 R ISWP FWD US0003M P 07/05/2024 | -0.03% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.03% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.03% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.04% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.04% |
| CPURNSA P 2.286 R 02/24/31 | -0.04% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.04% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.04% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.04% |
| 1.26 R ISWP US0003M P 12/01/2050 | -0.04% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.05% |
| 1.5955 R ISWP US0003M P 01/19/2051 | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.05% |
| OPTN GII30 4.0 04/07/21 PUT 107.15625 JPMC | -0.05% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.05% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.05% |
| 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 | -0.06% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.06% |
| SWPTN 3MX10Y R 0.968 USD 04/06/2021 BC | -0.06% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.06% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.07% |
| SWPTN 13WX10Y P 1.564 USD 05/12/2021 GS | -0.07% |
| IOS.FN30.650.67 P USL1M R 01/12/38 BC | -0.07% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.07% |
| SWPTN 3MX10Y P 1.722 USD 06/04/2021 CI | -0.07% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.07% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.07% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.07% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.07% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.08% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.08% |
| SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.08% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.08% |
| SWPTN 3MX10Y P 1.465 USD 04/13/2021 GS | -0.09% |
| OPTN FN30 3.5 05/06/21 PUT 105.75 JPMC | -0.09% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.10% |
| 1.996 R ISWP US0003M P 01/20/2031 | -0.10% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.10% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.10% |
| SWPTN 3MX10Y P 0.991 USD 04/06/2021 CI | -0.10% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.10% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.10% |
| OPTN GII30 3.5 04/07/21 PUT 106.15625 JPMC | -0.11% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.11% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.11% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.11% |
| SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.11% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.11% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.11% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.12% |
| SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.12% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.13% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.13% |
| 1.65 R ISWP FWD US0003M P 06/16/2031 | -0.14% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.14% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.14% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.14% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.15% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.15% |
| OPTN FN30 2.5 05/06/21 PUT 102.78125 JPMC | -0.16% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.17% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.18% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.18% |
| 0.95 R ISWP FWD US0003M P 06/16/2026 | -0.19% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.19% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.20% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.21% |
| SWPTN 3MX5Y R 1.08 USD 06/29/2021 BC | -0.23% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.24% |
| OPTN FN30 2.0 05/06/21 PUT 99.96875 JPMC | -0.25% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.26% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.28% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.28% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.28% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.29% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.31% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.32% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.32% |
| SWPTN 3MX10Y P 0.968 USD 04/06/2021 BC | -0.32% |
| SWPTN 3MX10Y R 1.7 USD 06/17/2021 BC | -0.35% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.35% |
| SWPTN 3MX10Y R 1.81 USD 06/18/2021 JP | -0.36% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.36% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.37% |
| OPTN FN30 3.0 04/07/21 PUT 104.96875 JPMC | -0.39% |
| 1.377 R ISWP US0003M P 02/18/2031 | -0.42% |
| GNMA GII30 TBA 03.5000 04/01/2051 | -0.43% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.46% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.50% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.52% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.52% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.60% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.61% |
| SWPTN 13WX10Y P 1.483 USD 05/19/2021 BC | -0.66% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.79% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -1.82% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.83% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -5.34% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -5.50% |
| US 5YR NOTE (CBT) JUN21 FVM1 | -9.48% |
| US 2YR NOTE (CBT) JUN21 TUM1 | -171.30% |
| FNMA FN30 TBA UMBS 04.5000 03/01/2051 | 13.74% |
|---|---|
| FNMA FN30 TBA UMBS 05.5000 03/01/2051 | 7.71% |
| GNMA GII30 TBA 03.0000 03/01/2051 | 6.09% |
| REPO TRIPA MORTG 0.02 03/01/2021 | 4.37% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.74% |
| FNR 2007-95 A3 00.3800 08/27/2036 | 3.06% |
| FNMA FN30 AB8804 UMBS 02.5000 03/01/2043 | 2.72% |
| FNMA FN30 TBA UMBS 02.0000 03/01/2051 | 2.14% |
| TREASURY BILL 00.0000 06/10/2021 | 2.03% |
| TREASURY BILL 00.0000 03/25/2021 | 1.92% |
| CASH MGMT BILL 00.0000 05/25/2021 | 1.86% |
| FNMA FN30 TBA UMBS 06.0000 03/01/2051 | 1.70% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 1.64% |
| CASH MGMT BILL 00.0000 06/01/2021 | 1.57% |
| GNMA GII30 TBA 02.0000 03/01/2051 | 1.48% |
| SWPTN 3MX10Y P 0.964 USD 03/18/2021 JP | 1.35% |
| FHS 315 PO PO 00.0000 09/15/2043 | 1.35% |
| CARR 2006-NC2 A4 00.3576 06/25/2036 | 1.12% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 1.09% |
| TREASURY BILL 00.0000 05/13/2021 | 1.08% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 1.07% |
| CASH MGMT BILL 00.0000 07/13/2021 | 1.06% |
| 2.764 R ISWP US0003M P 02/18/2031 | 1.06% |
| BAYV 2006-C 1A3 06.5280 11/28/2036 | 1.02% |
| CAS 2017-C05 1B1 03.7176 01/25/2030 | 1.02% |
| TREASURY BILL 00.0000 06/03/2021 | 1.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.93% |
| 0.418 R ISWP US0003M P 01/15/2026 | 0.84% |
| FNR 2016-85 SL IO 05.9824 11/25/2046 | 0.84% |
| MCAS 2019-01 M10 P/P 144A 03.3676 10/15/2049 | 0.84% |
| MSC 2011-C3 E P/P 144A 05.2442 07/15/2049 | 0.83% |
| TREASURY BILL 00.0000 03/18/2021 | 0.82% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.79% |
| CWL 2007-10 1A1 00.2976 06/25/2047 | 0.73% |
| STACR 2016-DNA3 M3 05.1176 12/25/2028 | 0.72% |
| SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 0.70% |
| STACR 2019-DNA1 B2 10.8676 01/25/2049 | 0.66% |
| FNR 2016-83 BS IO 05.9824 11/25/2046 | 0.63% |
| DBUBS 2011-LC3A D P/P 144A 05.3363 08/10/2044 | 0.62% |
| SWPTN 3MX5Y P 0.615 USD 04/13/2021 BC | 0.62% |
| WFRBS 2012-C9 D P/P 144A 04.8138 11/15/2045 | 0.58% |
| CAS 2017-C03 1M2 03.1176 10/25/2029 | 0.58% |
| SPST 2020-2 A 00.9445 03/24/2021 | 0.56% |
| BF0101 03.5000 06/01/2056 | 0.55% |
| FNR 2018-36 SD IO 06.1324 06/25/2048 | 0.54% |
| CAS 2017-C06 2B1 04.5676 02/25/2030 | 0.54% |
| FNR 2016-81 SA IO 06.0324 11/25/2046 | 0.53% |
| STACR 2018-DNA1 B1 03.2676 07/25/2030 | 0.52% |
| CAS 2017-C06 1B1 04.2676 02/25/2030 | 0.51% |
| CAS 2017-C07 1B1 04.1176 05/25/2030 | 0.51% |
| WAMU 2005-AR14 1A2 02.8933 12/25/2035 | 0.50% |
| AHM 2007-1 GA1C 00.3076 05/25/2047 | 0.50% |
| UBSCM 2012-C1 D P/P 144A 05.5688 05/10/2045 | 0.47% |
| SHRP 2020-1 NOTE 03.0875 07/25/2024 | 0.47% |
| FN BF0091 | 0.46% |
| GNR 2017-H20 AI IO 02.2347 10/20/2067 | 0.46% |
| GSMS 2014-GC18 C 04.9885 01/10/2047 | 0.46% |
| COMM 2014-CR17 D P/P 144A 04.8468 05/10/2047 | 0.46% |
| CAS 2016-C03 1B 11.8676 10/25/2028 | 0.45% |
| FNR 2019-51 SA IO 05.9324 09/25/2049 | 0.45% |
| GNR 2020-138 IB IO 02.5000 09/20/2050 | 0.43% |
| FNR 2020-31 IO IO 04.5000 05/25/2050 | 0.42% |
| TREASURY BILL 00.0000 05/06/2021 | 0.42% |
| GNR 2016-H07 PI IO 02.2968 03/20/2066 | 0.42% |
| BMIR 2017-1 M2 P/P 144A 03.4676 10/25/2027 | 0.42% |
| STACR 2020-DNA4 B2 10.1176 08/25/2050 | 0.42% |
| GNR 2017-H03 KI IO 02.1787 01/20/2067 | 0.41% |
| GNR 2019-121 SD IO 05.8889 10/20/2049 | 0.41% |
| GNR 2016-H23 NI IO 02.3532 10/20/2066 | 0.40% |
| OMIR 2018-1A M2 02.9676 07/25/2028 | 0.40% |
| STACR 2019-DNA4 B2 06.3676 10/25/2049 | 0.40% |
| FHR 5065 DI IO 03.5000 01/25/2051 | 0.40% |
| STACR 2015-HQA1 B 08.9176 03/25/2028 | 0.39% |
| FNR 2016-8 SA IO 05.9324 03/25/2046 | 0.39% |
| FNR 2016-50 SM IO 05.9824 08/25/2046 | 0.38% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.38% |
| JPMBB 2013-C14 D P/P 144A 04.7018 08/15/2046 | 0.38% |
| GNR 2019-125 SG IO 05.9389 10/20/2049 | 0.38% |
| MWST 2019-1 A 00.9176 06/25/2052 | 0.38% |
| STACR 2018-HQA1 M2 02.4176 09/25/2030 | 0.38% |
| CAS 2017-C07 2B1 04.5676 05/25/2030 | 0.37% |
| UBSC 2011-C1 D P/P 144A 06.0502 01/10/2045 | 0.37% |
| FHR 5003 DS IO 05.9824 08/25/2050 | 0.37% |
| GNR 2020-133 CS IO 06.1889 09/20/2050 | 0.37% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.37% |
| STACR 2017-HQA2 M2 02.7676 12/25/2029 | 0.37% |
| MCAS 2020-01 M10 P/P 144A 03.8676 03/25/2050 | 0.37% |
| FHR 3065 DC 19.5233 03/15/2035 | 0.36% |
| GNR 2016-H27 GI IO 02.3470 12/20/2066 | 0.36% |
| GNR 2015-H20 CI IO 02.1801 08/20/2065 | 0.35% |
| CAS 2017-C01 1M2 03.6676 07/25/2029 | 0.35% |
| GNR 2020-175 JI IO 03.5000 11/20/2050 | 0.35% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.34% |
| CAS 2018-C04 2B1 04.6176 12/25/2030 | 0.34% |
| FNMA FN30 AV7052 UMBS 03.5000 03/01/2045 | 0.34% |
| GSMS 2014-GC24 D P/P 144A 04.5315 09/10/2047 | 0.34% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.33% |
| GNR 2017-H25 CI IO 02.3072 12/20/2067 | 0.33% |
| GNR 2016-H13 IK IO 02.6347 06/20/2066 | 0.33% |
| GNR 2015-H22 AI IO 01.9293 09/20/2065 | 0.33% |
| GNR 2013-87 SA IO 06.0889 06/20/2043 | 0.33% |
| STACR 2020-HQA3 B1 05.8676 07/25/2050 | 0.33% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.32% |
| FNR 2019-45 SD IO 05.9324 08/25/2049 | 0.32% |
| GNR 2019-110 SQ IO 05.9389 09/20/2049 | 0.32% |
| STACR 2018-HQA2 B2 11.1176 10/25/2048 | 0.32% |
| FNR 2017-104 SL IO 06.0324 01/25/2048 | 0.32% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.32% |
| TREASURY BILL 00.0000 04/15/2021 | 0.32% |
| SPST 2020-13 A 01.6149 10/10/2021 | 0.31% |
| JPMCC 2013-C16 D P/P 144A 05.0219 12/15/2046 | 0.31% |
| SPST 2020-15 A 01.4849 12/10/2021 | 0.31% |
| CAS 2018-C02 2M2 02.3176 08/25/2030 | 0.31% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.30% |
| MRAIT 2021-5 A1X 07/26/2021 | 0.30% |
| JPMCC 2013-LC11 D 04.1669 04/15/2046 | 0.30% |
| COMM 2013-LC13 D P/P 144A 05.2955 08/10/2046 | 0.30% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.30% |
| GNR 2017-H06 MI IO 01.3055 02/20/2067 | 0.30% |
| CAS 2016-C03 1M2 05.4176 10/25/2028 | 0.30% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.29% |
| FHR 4933 SA IO 05.8824 12/25/2049 | 0.29% |
| MRAIT 2020-2 A2 | 0.29% |
| CAS 2020-SBT1 1B1 06.8676 02/25/2040 | 0.29% |
| GNMA GII30 TBA 04.5000 03/01/2051 | 0.29% |
| MSBAM 2016-C29 C 04.7455 05/15/2049 | 0.29% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.29% |
| CWALT 2006-OA19 A1 00.2911 02/20/2047 | 0.28% |
| GNR 2019-56 SK IO 06.0389 05/20/2049 | 0.28% |
| MRAIT 2020-12 A1X 01.4574 07/15/2021 | 0.28% |
| BACM 2016-UB10 D P/P 144A 03.0000 07/15/2049 | 0.28% |
| GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.28% |
| DBUBS 2011-LC2A D P/P 144A 05.4578 07/10/2044 | 0.28% |
| GNR 2018-H01 XI IO 02.3060 01/20/2068 | 0.28% |
| SPST 2020-WL1 A 01.2676 06/25/2051 | 0.28% |
| NHLT 2019-2A M4 P/P 144A 05.6822 11/25/2029 | 0.28% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.28% |
| STACR 2018-DNA2 B1 03.8176 12/25/2030 | 0.28% |
| 0.968 R ISWP FWD US0003M P 04/08/2031 | 0.27% |
| SPST 2020-6 A 01.8649 09/07/2021 | 0.27% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.27% |
| CAS 2017-C02 2B1 05.6176 09/25/2029 | 0.27% |
| FNR 2020-41 SE IO 05.9824 06/25/2050 | 0.26% |
| COMM 2014-CR19 D P/P 144A 04.7082 08/10/2047 | 0.26% |
| FNR 2020-96 IO IO 03.0000 01/25/2051 | 0.26% |
| CAS 2020-SBT1 1M2 03.7676 02/25/2040 | 0.26% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.26% |
| GNR 2016-H18 QI IO 02.9590 06/20/2066 | 0.26% |
| GSMS 2013-GC10 D P/P 144A 04.4019 02/10/2046 | 0.26% |
| WFCM 2020-C57 C 04.0241 08/15/2053 | 0.26% |
| FREMF 2019-KF65 B P/P 144A 02.5195 07/25/2029 | 0.25% |
| COMM 2012-CR4 B P/P 144A 03.7030 10/15/2045 | 0.25% |
| FNR 2008-24 SP 22.8520 02/25/2038 | 0.25% |
| MSBAM 2015-C23 D P/P 144A 04.1444 07/15/2050 | 0.25% |
| JPMBB 2014-C23 D P/P 144A 03.9716 09/15/2047 | 0.25% |
| FREMF 2019-KF66 B P/P 144A 02.5195 07/25/2029 | 0.25% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.24% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.24% |
| GNR 2015-H10 HI IO 03.0060 04/20/2065 | 0.24% |
| GNR 2017-H08 GI IO 02.2676 02/20/2067 | 0.24% |
| GNR 2019-158 AS IO 06.0426 09/16/2043 | 0.24% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.24% |
| GNR 2015-H22 GI IO 02.5959 09/20/2065 | 0.24% |
| GNR 2018-H04 JI IO 01.8052 03/20/2068 | 0.24% |
| FNMA FN30 AV7059 UMBS 03.5000 04/01/2045 | 0.24% |
| UBSC 2011-C1 B P/P 144A 06.0502 01/10/2045 | 0.24% |
| GNR 2017-H08 EI IO 01.2720 02/20/2067 | 0.24% |
| 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.24% |
| JPALT 2006-A6 1A1 00.4376 11/25/2036 | 0.24% |
| STACR 2017-DNA2 M2 03.5676 10/25/2029 | 0.23% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.23% |
| JPMBB 2014-C19 D P/P 144A 04.6765 04/15/2047 | 0.23% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.23% |
| COMM 2013-LC6 C 04.2420 01/10/2046 | 0.23% |
| GNR 2016-H24 IO IO 02.1488 09/20/2066 | 0.23% |
| MSBAM 2013-C12 E P/P 144A 04.7628 10/15/2046 | 0.23% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.23% |
| GNR 2016-H17 DI IO 02.3926 07/20/2066 | 0.23% |
| GNMA GN30 AM4380 04.0000 05/15/2045 | 0.23% |
| SWPTN 13WX10Y R 1.483 USD 05/19/2021 BC | 0.23% |
| JPMCC 2011-C3 D P/P 144A 05.7002 02/15/2046 | 0.23% |
| COMM 2014-UBS3 D P/P 144A 04.7682 06/10/2047 | 0.22% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.22% |
| BANK 2020-BN25 C 03.3537 01/15/2063 | 0.22% |
| CAS 2018-C06 1B1 03.8676 03/25/2031 | 0.22% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.22% |
| GSMS 2014-GC22 C 04.6917 06/10/2047 | 0.22% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.22% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.22% |
| GSMS 2014-GC20 C 04.9579 04/10/2047 | 0.22% |
| MWST 2020-1 A 01.0176 10/25/2053 | 0.22% |
| FHR 4949 WS IO 05.8824 02/25/2050 | 0.22% |
| GNMA GII30 AI6258 04.5000 05/20/2044 | 0.22% |
| FNR 2018-20 SB IO 06.1324 03/25/2048 | 0.22% |
| GNMA GII30 AH8784 04.5000 06/20/2034 | 0.22% |
| JPMDB 2017-C7 C 04.1793 10/15/2050 | 0.22% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.22% |
| GNR 2017-H04 BI IO 01.1831 02/20/2067 | 0.21% |
| GNR 2019-35 SE IO 06.0426 01/16/2044 | 0.21% |
| GNR 2017-156 SL IO 06.0889 10/20/2047 | 0.21% |
| FNR 2020-20 IK IO 03.5000 03/25/2050 | 0.21% |
| GNR 2015-H13 AI IO 02.5801 06/20/2065 | 0.21% |
| GNR 2016-H10 AI IO 01.9854 04/20/2066 | 0.21% |
| GNR 2014-H21 AI IO 01.6257 10/20/2064 | 0.20% |
| GNR 2011-156 SK IO 06.4889 04/20/2038 | 0.20% |
| GNR 2015-H23 TI IO 01.9076 09/20/2065 | 0.20% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.20% |
| GNR 2013-39 IJ IO 04.5000 03/20/2043 | 0.20% |
| BBCMS 2019-C4 E P/P 144A 03.2500 08/15/2052 | 0.20% |
| GNR 2018-H02 IM IO 00.7803 02/20/2068 | 0.20% |
| JPMBB 2013-C12 C 04.0992 07/15/2045 | 0.20% |
| BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.19% |
| FHR 2976 LC 24.0084 05/15/2035 | 0.19% |
| GNR 2019-100 JS IO 05.9889 08/20/2049 | 0.19% |
| FNR 2018-47 SA IO 06.1324 07/25/2048 | 0.19% |
| FNR 2017-19 IH IO 05.0000 03/25/2047 | 0.19% |
| FHR 4953 AI IO 04.0000 02/25/2050 | 0.19% |
| WFRBS 2012-C9 E P/P 144A 04.8138 11/15/2045 | 0.19% |
| STACR 2018-HQA2 B1 04.3676 10/25/2048 | 0.18% |
| STACR 2019-HQA1 M2 02.4676 02/25/2049 | 0.18% |
| GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.18% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.18% |
| FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.18% |
| JPMBB 2014-C22 C 04.5534 09/15/2047 | 0.18% |
| BMARK 2019-B11 D P/P 144A 03.0000 05/15/2052 | 0.18% |
| CD 2017-CD4 C 04.3497 05/10/2050 | 0.18% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.18% |
| GNR 2017-H25 IO IO 02.1611 11/20/2067 | 0.18% |
| GNR 2015-H04 AI IO 01.5630 12/20/2064 | 0.18% |
| STACR 2017-DNA2 B1 05.2676 10/25/2029 | 0.18% |
| FHR 4621 QI IO 03.5000 10/15/2046 | 0.17% |
| FNR 2018-51 BI IO 05.5000 07/25/2038 | 0.17% |
| JPMCC 2012-CBX B 04.9120 06/15/2045 | 0.17% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.17% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.17% |
| CAS 2018-C06 2B1 04.2176 03/25/2031 | 0.17% |
| GNR 2017-H08 NI IO 02.0570 03/20/2067 | 0.17% |
| MCAS 2019-01 M7 P/P 144A 01.8176 10/15/2049 | 0.17% |
| GNR 2016-H06 DI IO 02.1679 07/20/2065 | 0.17% |
| CSAIL 2018-C14 D P/P 144A 04.8904 11/15/2051 | 0.17% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.17% |
| WFCM 2020-C56 C 03.7498 06/15/2053 | 0.17% |
| 1.483 R ISWP FWD US0003M P 05/21/2031 | 0.17% |
| CGCMT 2012-GC8 C P/P 144A 04.8756 09/10/2045 | 0.16% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.16% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.16% |
| GNR 2017-H10 MI IO 02.0754 04/20/2067 | 0.16% |
| MSC 2012-C4 E P/P 144A 05.4184 03/15/2045 | 0.16% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.16% |
| GNR 2016-80 SD IO 05.9889 06/20/2046 | 0.16% |
| GNR 2016-H03 AI IO 01.7283 01/20/2066 | 0.16% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.16% |
| LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.16% |
| BSCMS 2007-T26 AJ 05.4315 01/12/2045 | 0.16% |
| GNR 2016-H06 HI IO 02.0793 02/20/2066 | 0.16% |
| COMM 2014-UBS4 C 04.6441 08/10/2047 | 0.16% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.16% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.16% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.16% |
| WFHET 2007-2 A3 00.3476 04/25/2037 | 0.16% |
| MRAFT 2020-5 A1 01.1205 08/10/2023 | 0.16% |
| CAS 2018-C03 1B1 03.8676 10/25/2030 | 0.16% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.15% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.15% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.15% |
| JPMCC 2011-C4 C P/P 144A 05.3423 07/15/2046 | 0.15% |
| WFRBS 2011-C4 E P/P 144A 05.1928 06/15/2044 | 0.15% |
| COMM 2018-COR3 C 04.5606 05/10/2051 | 0.15% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.15% |
| COMM 2014-CR16 C 04.9374 04/10/2047 | 0.15% |
| GNR 2015-H25 BI IO 01.9281 10/20/2065 | 0.15% |
| JPMCC 2010-C2 D P/P 144A 05.6841 11/15/2043 | 0.15% |
| MSBAM 2013-C9 D P/P 144A 04.1190 05/15/2046 | 0.15% |
| GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.15% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.15% |
| GNR 2014-H25 BI IO 01.6899 12/20/2064 | 0.14% |
| GNR 2017-H09 IO IO 02.1896 04/20/2067 | 0.14% |
| 1.629 R ISWP US0003M P 01/19/2026 | 0.14% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.14% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.14% |
| GNR 2013-182 SP IO 06.5889 12/20/2043 | 0.14% |
| GNR 2016-H24 KI IO 02.8761 11/20/2066 | 0.14% |
| GSMS 2012-GC6 C P/P 144A 05.6505 01/10/2045 | 0.14% |
| STACR 2020-HQA3 B2 10.1176 07/25/2050 | 0.14% |
| UBSCM 2018-C10 D P/P 144A 03.0000 05/15/2051 | 0.14% |
| FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.14% |
| GNR 2016-H04 KI IO 02.3598 02/20/2066 | 0.14% |
| GNR 2014-119 SA IO 05.4889 08/20/2044 | 0.14% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.14% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.14% |
| COMM 2014-CR14 D P/P 144A 04.6189 02/10/2047 | 0.14% |
| FHR 4436 SC IO 06.0378 02/15/2045 | 0.14% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.14% |
| GNR 2014-182 BI IO 04.0000 01/20/2039 | 0.14% |
| UBSCM 2018-C11 D P/P 144A 03.0000 06/15/2051 | 0.14% |
| GNR 2014-137 ID IO 05.5000 09/16/2044 | 0.14% |
| GNR 2015-H16 XI IO 02.4438 07/20/2065 | 0.14% |
| PRET 2020-RPL1 03.8194 05/27/2060 | 0.13% |
| CGCMT 2013-GC11 C 04.1340 04/10/2046 | 0.13% |
| COMM 2014-UBS2 C 04.9605 03/10/2047 | 0.13% |
| COMM 2014-UBS3 C 04.7382 06/10/2047 | 0.13% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.13% |
| GNR 2017-H23 BI IO 01.8872 11/20/2067 | 0.13% |
| UBSBB 2012-C4 D P/P 144A 04.4691 12/10/2045 | 0.13% |
| FNR 2011-4 CS 12.6647 05/25/2040 | 0.13% |
| STAR 2019-1 M1 03.7640 06/25/2049 | 0.13% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.13% |
| GNR 2017-H14 LI IO 02.4047 06/20/2067 | 0.13% |
| MRAFT 2020-4 A1 01.4705 04/23/2023 | 0.13% |
| MWST 2020-2 A 00.9176 11/25/2053 | 0.13% |
| GNR 2014-H18 CI IO 01.5805 09/20/2064 | 0.13% |
| GNR 2016-H04 HI IO 02.3843 07/20/2065 | 0.13% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.13% |
| FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.13% |
| GNR 2017-H14 JI IO 02.2605 06/20/2067 | 0.13% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.12% |
| STACR 2017-HQA1 M2 03.6676 08/25/2029 | 0.12% |
| GNR 2015-H24 HI IO 02.0405 09/20/2065 | 0.12% |
| MSC 2012-C4 C P/P 144A 05.4184 03/15/2045 | 0.12% |
| TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.12% |
| CAS 2016-C04 1B 10.3676 01/25/2029 | 0.12% |
| GNR 2016-H06 AI IO 02.3767 02/20/2066 | 0.12% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.12% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.12% |
| JPMBB 2013-C12 E P/P 144A 04.0992 07/15/2045 | 0.12% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.12% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.12% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.12% |
| WFCM 2018-C46 C 04.9784 08/15/2051 | 0.12% |
| CSAIL 2020-C19 D P/P 144A 02.5000 03/15/2053 | 0.12% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.12% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.12% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.12% |
| FNR 2005-74 NK 26.9119 05/25/2035 | 0.12% |
| GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.12% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.12% |
| GNR 2018-H05 ID 02.0570 03/20/2068 | 0.12% |
| COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.12% |
| GNR 2011-H07 FI IO 01.2349 02/20/2061 | 0.12% |
| CGCMT 2015-P1 C 04.3685 09/15/2048 | 0.12% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.11% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.11% |
| GNR 2018-H02 IO IO 01.1959 01/20/2068 | 0.11% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.11% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.11% |
| 1.232 R ISWP US0003M P 01/29/2051 | 0.11% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.11% |
| UBSCM 2012-C1 E P/P 144A 05.0000 05/10/2045 | 0.11% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.11% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.11% |
| FNR 2005-106 JC 19.7593 12/25/2035 | 0.11% |
| MSBAM 2012-C6 G P/P 144A 04.5000 11/15/2045 | 0.11% |
| WFCM 2018-C48 C 05.1199 01/15/2052 | 0.11% |
| BMIR 2018-2A M1C P/P 144A 01.7176 08/25/2028 | 0.11% |
| FHR 4546 PI IO 04.0000 12/15/2045 | 0.11% |
| MSBAM 2013-C12 D P/P 144A 04.7628 10/15/2046 | 0.11% |
| TREASURY BILL 00.0000 04/08/2021 | 0.11% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.10% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.10% |
| STACR 2019-DNA1 M2 02.7676 01/25/2049 | 0.10% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.10% |
| WAMU 2005-AR8 2AC2 01.0500 07/25/2045 | 0.10% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.10% |
| GNR 2012-H11 FI IO 01.2047 02/20/2062 | 0.10% |
| MSAC 2004-HE9 M2 01.0476 11/25/2034 | 0.10% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.10% |
| MSBAM 2013-C10 F P/P 144A 04.0813 07/15/2046 | 0.10% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.10% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.10% |
| GNR 2017-H06 EI IO 01.5873 02/20/2067 | 0.10% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.10% |
| GNR 2016-H01 HI IO 02.1106 10/20/2065 | 0.10% |
| GNR 2017-H25 AI IO 02.7472 12/20/2067 | 0.10% |
| EMIR 2020-1 B1 02.9676 01/25/2030 | 0.10% |
| FNMA FN30 AV7026 UMBS 03.5000 11/01/2044 | 0.10% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.09% |
| FHR 4136 IQ IO 03.5000 11/15/2042 | 0.09% |
| GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.09% |
| STACR 2019-HQA2 B2 11.3676 04/25/2049 | 0.09% |
| 1.355 R ISWP US0003M P 02/22/2031 | 0.09% |
| GNMA GII30 AJ8849 03.0000 10/20/2044 | 0.09% |
| GNR 2011-H16 FI IO 01.0313 07/20/2061 | 0.09% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.09% |
| OMIR 2019-1A B1B 04.4676 07/25/2029 | 0.09% |
| FNR 2007-53 SP 23.7687 06/25/2037 | 0.09% |
| GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.09% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.09% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.09% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.09% |
| CAS 2019-R01 2B1 04.4676 07/25/2031 | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.09% |
| FHR 2990 LB 16.6588 06/15/2034 | 0.09% |
| FHR 4425 EI IO 04.0000 01/15/2045 | 0.09% |
| GNMA GII30 AY4779 04.4970 03/20/2067 | 0.09% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.09% |
| OMIR 2017-1A M2 P/P 144A 04.1176 04/25/2027 | 0.09% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.09% |
| GNR 2016-H08 GI IO 01.4257 04/20/2066 | 0.08% |
| GNMA GII30 BA7681 04.6030 06/20/2067 | 0.08% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.08% |
| SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.08% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.08% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.08% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.08% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.08% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.08% |
| FNR 2013-22 PI IO 03.5000 10/25/2042 | 0.08% |
| HVMLT 2005-2 1A 00.6310 05/19/2035 | 0.08% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.08% |
| FNR 2006-8 HP 24.1354 03/25/2036 | 0.08% |
| CAS 2016-C03 2B 12.8676 10/25/2028 | 0.08% |
| OMIR 2019-1A B1A 03.6176 07/25/2029 | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.07% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.07% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.07% |
| SWPTN 4WX5Y P 0.5996 USD 03/05/2021 GS | 0.07% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.07% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.07% |
| BALTA 2005-8 21A1 02.6309 10/25/2035 | 0.07% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.07% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.07% |
| GNR 2014-100 NI IO 04.0000 06/20/2043 | 0.07% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.07% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.07% |
| GNR 2016-H24 JI IO 02.1868 11/20/2066 | 0.07% |
| 1.059 R ISWP US0003M P 01/11/2031 | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.07% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.07% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.07% |
| GSMS 2010-C1 D P/P 144A 05.9830 08/10/2043 | 0.07% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.07% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.07% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.07% |
| CAS 2015-C04 1M2 05.8176 04/25/2028 | 0.06% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.06% |
| FNR 2006-62 PS 39.1942 07/25/2036 | 0.06% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.06% |
| GNR 2015-H23 DI IO 01.8547 09/20/2065 | 0.06% |
| JPMCC 2011-C3 E P/P 144A 05.7002 02/15/2046 | 0.06% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.06% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.06% |
| SWPTN 4WX10Y P 1.222 USD 03/11/2021 CI | 0.06% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.06% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.06% |
| BALTA 2005-10 11A1 00.6176 01/25/2036 | 0.06% |
| FNR 2012-114 NI IO 03.5000 10/25/2041 | 0.06% |
| 1.5945 R ISWP US0003M P 01/15/2051 | 0.06% |
| FHR 3408 EK 25.3414 04/15/2037 | 0.06% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.06% |
| RMIR 2020-1 B1 P/P 144A 03.1176 02/25/2030 | 0.06% |
| GNMA GN30 AE8022 04.5000 12/15/2043 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| STACR 2019-DNA3 B2 08.2676 07/25/2049 | 0.06% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.05% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.05% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.05% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.05% |
| SAMI 2006-AR7 A1BG 00.2376 08/25/2036 | 0.05% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.05% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.05% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.05% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.05% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.05% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.05% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.05% |
| STACR 2015-DNA3 B 09.4676 04/25/2028 | 0.05% |
| 1.621 R ISWP US0003M P 02/02/2051 | 0.05% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.05% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.05% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.05% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.05% |
| 1.4518 R ISWP US0003M P 02/25/2031 | 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% |
| STACR 2019-FTR3 B2 04.9300 09/25/2047 | 0.05% |
| 1.452 R ISWP US0003M P 02/25/2031 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| SWPTN 3MX30Y P 1.46 USD 04/06/2021 CI | 0.05% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.05% |
| FNR 2005-122 SE 22.6883 11/25/2035 | 0.05% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.05% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.05% |
| STACR 2017-DNA1 M2 03.3676 07/25/2029 | 0.05% |
| CAS 2020-R01 1B1 03.3676 01/25/2040 | 0.04% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.04% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% |
| CAS 2016-C05 2M2 04.5676 01/25/2029 | 0.04% |
| GNMA GII30 609117 04.5000 02/20/2044 | 0.04% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.04% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.04% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.04% |
| 1.10 R ISWP US0003M P 01/26/2031 | 0.04% |
| CAS 2018-C01 1M2 02.3676 07/25/2030 | 0.04% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.04% |
| GNR 2020-15 CS IO 05.9389 02/20/2050 | 0.04% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.04% |
| FHR 4136 ES IO 06.1378 11/15/2042 | 0.04% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.04% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.04% |
| GNMA GII30 AJ4182 04.5000 09/20/2044 | 0.04% |
| GNMA GII30 AJ6287 04.0000 09/20/2044 | 0.04% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.04% |
| STACR 2019-DNA2 B2 10.6176 03/25/2049 | 0.04% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| CAS 2018-C05 1M2 02.4676 01/25/2031 | 0.04% |
| GNMA GII30 AJ4184 04.5000 09/20/2044 | 0.04% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.04% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.04% |
| CAS 2020-R02 2B1 03.1176 01/25/2040 | 0.04% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.04% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.04% |
| STACR 2019-DNA2 M2 02.5676 03/25/2049 | 0.04% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.04% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.04% |
| 1.4255 R ISWP US0003M P 02/24/2031 | 0.04% |
| FHR 4530 HI IO 04.0000 11/15/2045 | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.04% |
| FHR 4019 JI IO 04.0000 05/15/2041 | 0.04% |
| FNMA FN30 AV7020 UMBS 03.5000 10/01/2044 | 0.04% |
| GNMA GN30 AG8989 04.5000 05/15/2044 | 0.04% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.04% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.04% |
| STACR 2014-HQ3 M3 04.8676 10/25/2024 | 0.04% |
| FHR 3249 PS 21.9046 12/15/2036 | 0.04% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.04% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.04% |
| STACR 2017-HQA2 B1 04.8676 12/25/2029 | 0.04% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.04% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.03% |
| GNMA GII30 609118 04.5000 02/20/2034 | 0.03% |
| GNMA GII30 AW8447 04.3270 05/20/2067 | 0.03% |
| FNR 2005-75 GS 19.8971 08/25/2035 | 0.03% |
| GNR 2014-174 AI IO 03.0000 11/16/2029 | 0.03% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.03% |
| SWPTN 6MX10Y P 1.62 USD 08/12/2021 GS | 0.03% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% |
| 1.204 R ISWP US0003M P 02/16/2031 | 0.03% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.03% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.03% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.03% |
| GNMA GII30 635065 04.5000 03/20/2046 | 0.03% |
| GNR 2015-24 AI IO 03.5000 12/20/2037 | 0.03% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.03% |
| GNMA GN30 AG8984 04.5000 05/15/2044 | 0.03% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.03% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.03% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.03% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.03% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.03% |
| GNMA GN30 704478 04.5000 04/15/2039 | 0.03% |
| SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.03% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.03% |
| GNMA GII30 AK1223 04.0000 02/20/2045 | 0.03% |
| GNMA GII30 AQ6653 04.5000 09/20/2045 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | 0.02% |
| 1.6125 R ISWP US0003M P 01/15/2051 | 0.02% |
| GNMA GII30 AL8543 04.0000 02/20/2045 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.02% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.02% |
| GNMA GII30 AO8363 04.0000 09/20/2045 | 0.02% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.02% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.02% |
| 1.1749 R ISWP US0003M P 01/14/2031 | 0.02% |
| 1.3905 R ISWP US0003M P 02/19/2031 | 0.02% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.02% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| GNR 2010-20 SC IO 06.0389 02/20/2040 | 0.02% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% |
| 1.3956 R ISWP US0003M P 02/19/2031 | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| FHLMC FR30 ZS0468 UMBS 07.5000 10/01/2029 | 0.02% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.02% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| FNR 2008-53 DO PO 00.0000 07/25/2038 | 0.02% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| SWPTN 3MX10Y R 0.991 USD 04/06/2021 CI | 0.02% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.02% |
| FNW 1998-W2 X IO 00.6875 06/25/2028 | 0.02% |
| GNMA GII30 AO7326 04.6600 09/20/2065 | 0.02% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.02% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.02% |
| SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | 0.02% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.02% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.02% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.02% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.02% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.02% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.02% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.02% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| GNR 2019-99 KS IO 05.9389 08/20/2049 | 0.02% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.02% |
| 1.431 R ISWP US0003M P 02/24/2031 | 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 BO0182 UMBS 05.0000 05/01/2049 | 0.02% |
| FNR 2005-83 QP 17.0882 11/25/2034 | 0.02% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.02% |
| GNMA GII30 AO8415 04.0000 10/20/2045 | 0.02% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 CS | 0.02% |
| SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.02% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| FHLMC FR30 ZS1312 UMBS 04.5000 01/01/2037 | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| 1.489 R ISWP US0003M P 03/01/2031 | 0.01% |
| CAS 2019-R01 2M2 02.5676 07/25/2031 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2011-123 KS IO 06.4824 10/25/2041 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 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-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.01% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.01% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.01% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.01% |
| GNR 2019-78 SJ IO 05.9389 06/20/2049 | 0.01% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.01% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.01% |
| 0.201 R ISWP US0003M P 01/05/2023 | 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 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| FNMA FN30 AA2892 UMBS 04.5000 03/01/2039 | 0.01% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.01% |
| GNR 2014-160 IB IO 03.0000 11/20/2040 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| OPTN FN30 2.5 04/07/21 CALL 104.34375 JPMC | 0.01% |
| OPTN FN30 4.0 03/04/21 CALL 107.34375 JPMC | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| FHS 304 C37 IO 03.5000 12/15/2027 | 0.01% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| 1.443 R ISWP US0003M P 02/25/2031 | 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 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% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.01% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| 1.438 R ISWP US0003M P 02/25/2031 | 0.01% |
| 1.4435 R ISWP US0003M P 02/24/2031 | 0.01% |
| 1.4525 R ISWP US0003M P 02/25/2031 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.01% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNW 1998-W5 X IO 00.5542 07/25/2028 | 0.00% |
| GNMA GII30 2987 07.5000 10/20/2030 | 0.00% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.00% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.00% |
| SWPTN 6MX10Y R 0.915 USD 07/13/2021 CI | 0.00% |
| 1.8835 R ISWP US0003M P 02/22/2051 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2861 10/25/2043 | 0.00% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.00% |
| SWPTN 3MX10Y R 1.065 USD 04/13/2021 GS | 0.00% |
| 0.2005 R ISWP US0003M P 02/22/2023 | 0.00% |
| 1.35468 R ISWP US0003M P 02/18/2031 | 0.00% |
| 1.37 R ISWP FWD US0003M P 08/16/2031 | 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-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| FHLMC FR30 ZS1526 UMBS 04.5000 06/01/2037 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FNMA FN30 AY3392 UMBS 04.0000 04/01/2045 | 0.00% |
| FNR 2008-36 OV PO 00.0000 01/25/2036 | 0.00% |
| FNW 2003-W3 1A4 03.6597 08/25/2042 | 0.00% |
| GNR 2015-99 TI IO 03.5000 04/20/2039 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | 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 3117 AF 00.0000 02/15/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3878 10/25/2041 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| FNW 2003-W14 2A 03.9886 01/25/2043 | 0.00% |
| FSPC T-57 2A1 03.7282 07/25/2043 | 0.00% |
| GNR 2011-71 IK IO 04.0000 04/16/2039 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FNMA FN15 888594 06.0000 08/01/2022 | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2001-79 BI IO 00.2652 03/25/2045 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNW 2004-W2 4A 03.4119 02/25/2044 | 0.00% |
| FNW 2004-W7 A2 03.1837 03/25/2034 | 0.00% |
| FSPC T-59 2A1 03.5788 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4348 11/15/2028 | 0.00% |
| GNMA GIIARM 8913 02.2500 07/20/2026 | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.00% |
| 0.188 R ISWP US0003M P 01/07/2023 | 0.00% |
| 0.205 R ISWP US0003M P 01/08/2023 | 0.00% |
| 0.2095 R ISWP US0003M P 02/26/2023 | 0.00% |
| 0.211 R ISWP US0003M P 02/26/2023 | 0.00% |
| 0.2145 R ISWP US0003M P 01/11/2023 | 0.00% |
| 0.2145 R ISWP US0003M P 01/13/2023 | 0.00% |
| 0.2205 R ISWP US0003M P 01/15/2023 | 0.00% |
| 0.228 R ISWP US0003M P 01/14/2023 | 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% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| FHLMC FR15 ZS5132 UMBS 06.0000 09/01/2021 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FHR 4199 CI IO 03.5000 12/15/2037 | 0.00% |
| FNMA FN15 745502 06.0000 04/01/2021 | 0.00% |
| FNMA FN15 831496 06.0000 05/01/2021 | 0.00% |
| FNMA FN15 879632 06.0000 06/01/2021 | 0.00% |
| FNMA FN15 880974 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 880975 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 887261 06.0000 07/01/2021 | 0.00% |
| FNMA FN15 891706 06.0000 07/01/2021 | 0.00% |
| FNMA FN15 893456 06.0000 09/01/2021 | 0.00% |
| FNMA FN15 894310 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 894829 06.0000 09/01/2021 | 0.00% |
| FNMA FN15 896560 06.0000 07/01/2021 | 0.00% |
| FNMA FN15 917693 06.0000 04/01/2022 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| FNW 2003-W11 A1 03.1740 06/25/2033 | 0.00% |
| GNMA GN30 497455 06.0000 01/15/2029 | 0.00% |
| GNMA GN30 645703 05.5000 08/15/2035 | 0.00% |
| GNR 2010-114 MI IO 04.0000 03/20/2039 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| OPTN FN30 2.0 03/04/21 CALL 102.875 JPMC | 0.00% |
| OPTN FN30 2.0 03/04/21 CALL 103.0625 JPMC | 0.00% |
| OPTN FN30 2.5 03/04/21 CALL 105.109375 JPMC | 0.00% |
| OPTN FN30 3.0 03/04/21 CALL 105.28125 JPMC | 0.00% |
| OPTN FN30 3.5 03/04/21 CALL 106.40625 JPMC | 0.00% |
| OPTN GII30 3.5 03/04/21 CALL 106.125 JPMC | 0.00% |
| OPTN GII30 4.0 03/04/21 CALL 107.15625 JPMC | 0.00% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | 0.00% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 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 4WX5Y R 0.5996 USD 03/05/2021 GS | 0.00% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.00% |
| 0.25 R ISWP FWD US0003M P 03/17/2023 | -0.00% |
| 0.877 R ISWP US0003M P 03/01/2026 | -0.00% |
| 1.4432 R ISWP US0003M P 02/26/2031 | -0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | -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-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 MS | -0.00% |
| CPURNSA P 2.278 R 02/25/31 | -0.00% |
| CPURNSA P 2.28 R 02/25/31 | -0.00% |
| CPURNSA P 2.281 R 02/24/31 | -0.00% |
| CPURNSA P 2.286 R 02/24/31 | -0.00% |
| SWPTN 3MX10Y R 0.964 USD 03/18/2021 JP | -0.00% |
| SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.00% |
| 1.4389 R ISWP US0003M P 02/26/2031 | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CPURNSA P 2.2675 R 02/25/31 | -0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.00% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| SWPTN 3MX10Y R 1.165 USD 04/13/2021 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -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 MS | -0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.01% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.01% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| OPTN FN30 4.0 03/04/21 PUT 107.34375 JPMC | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.01% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% |
| SWPTN 10YX10Y R 1.985 USD 01/29/2031 JP | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | -0.01% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -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% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | -0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.02% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% |
| SWPTN 4WX10Y R 1.222 USD 03/11/2021 CI | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -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 GS | -0.02% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.02% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.02% |
| 0.41 R ISWP FWD US0003M P 07/05/2024 | -0.02% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 3MX30Y R 1.46 USD 04/06/2021 CI | -0.02% |
| 1.6025 R ISWP US0003M P 02/03/2051 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.02% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.02% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.02% |
| 1.173 R ISWP US0003M P 01/14/2031 | -0.02% |
| 1.5955 R ISWP US0003M P 01/19/2051 | -0.02% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.02% |
| 1.1355 R ISWP US0003M P 01/13/2031 | -0.03% |
| 1.404 R ISWP US0003M P 02/23/2031 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| 1.609 R ISWP US0003M P 01/25/2051 | -0.03% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.03% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.03% |
| 0.4515 R ISWP US0003M P 12/31/2025 | -0.03% |
| 1.26 R ISWP US0003M P 12/01/2050 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.03% |
| 0.6875 R ISWP US0003M P 02/22/2026 | -0.04% |
| 1.07 R ISWP US0003M P 01/11/2031 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.04% |
| SWPTN 13WX10Y P 1.564 USD 05/12/2021 GS | -0.04% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.04% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.04% |
| 1.996 R ISWP US0003M P 01/20/2031 | -0.04% |
| SWPTN 3MX5Y R 0.615 USD 04/13/2021 BC | -0.04% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% |
| 1.0275 R ISWP US0003M P 01/08/2031 | -0.04% |
| SWPTN 3MX10Y P 1.465 USD 04/13/2021 GS | -0.04% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% |
| 0.9355 R ISWP US0003M P 01/07/2031 | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.04% |
| OPTN GII30 4.0 03/04/21 PUT 107.15625 JPMC | -0.04% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% |
| 1.3692 R ISWP US0003M P 02/19/2031 | -0.05% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.05% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.05% |
| 1.36253 R ISWP US0003M P 02/19/2031 | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.05% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.05% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.05% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.05% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.05% |
| 1.35734 R ISWP US0003M P 02/19/2031 | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.05% |
| 1.425 R ISWP US0003M P 02/24/2031 | -0.05% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.05% |
| 1.35001 R ISWP US0003M P 02/19/2031 | -0.05% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.05% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.05% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.06% |
| SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.06% |
| 1.589 R ISWP FWD US0003M P 01/26/2051 | -0.06% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.06% |
| 1.0991 R ISWP US0003M P 01/15/2031 | -0.06% |
| OPTN GII30 3.5 03/04/21 PUT 106.125 JPMC | -0.06% |
| SWPTN 3MX10Y R 0.968 USD 04/06/2021 BC | -0.06% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.06% |
| SWPTN 3MX10Y P 0.991 USD 04/06/2021 CI | -0.06% |
| 1.535 R ISWP US0003M P 02/01/2051 | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.06% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.07% |
| IOS.FN30.650.67 P USL1M R 01/12/38 BC | -0.07% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.07% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.07% |
| SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.08% |
| SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.08% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.08% |
| 0.4745 R ISWP US0003M P 01/08/2026 | -0.08% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.08% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.09% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.09% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.09% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.09% |
| 1.181 R ISWP US0003M P 02/05/2031 | -0.09% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.09% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.09% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.10% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.10% |
| 1.805 R ISWP US0003M P 01/19/2031 | -0.10% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.10% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.11% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.11% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.11% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.11% |
| OPTN FN30 2.5 04/07/21 PUT 104.34375 JPMC | -0.11% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.11% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.12% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.12% |
| 0.944 R ISWP US0003M P 01/05/2031 | -0.13% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.13% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.14% |
| 1.377 R ISWP US0003M P 02/18/2031 | -0.15% |
| OPTN FN30 3.5 03/04/21 PUT 106.40625 JPMC | -0.16% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.16% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.16% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.16% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.20% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.20% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.20% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.20% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.20% |
| SWPTN 3MX10Y P 0.968 USD 04/06/2021 BC | -0.21% |
| OPTN FN30 2.5 03/04/21 PUT 105.109375 JPMC | -0.21% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.22% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.23% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.23% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.25% |
| OPTN FN30 2.0 03/04/21 PUT 102.875 JPMC | -0.26% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.27% |
| FNMA FN30 TBA UMBS 02.5000 03/01/2051 | -0.28% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.29% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.33% |
| OPTN FN30 3.0 03/04/21 PUT 105.28125 JPMC | -0.34% |
| 1.25 R ISWP FWD US0003M P 03/17/2051 | -0.35% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.37% |
| SWPTN 13WX10Y P 1.483 USD 05/19/2021 BC | -0.37% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.38% |
| OPTN FN30 2.0 03/04/21 PUT 103.0625 JPMC | -0.38% |
| GNMA GII30 TBA 03.5000 03/01/2051 | -0.42% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.44% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.45% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.45% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.46% |
| 0.90 R ISWP FWD US0003M P 03/17/2031 | -0.47% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.50% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.56% |
| 0.615 R ISWP FWD US0003M P 04/15/2026 | -0.60% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.65% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.71% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.29% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.64% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -1.66% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -5.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -5.33% |
| US 2YR NOTE (CBT) JUN21 TUM1 | -167.87% |
Fixed income statistics as of 04/30/21
| Average effective maturity | 1.10 yrs. |
|---|---|
| Average effective duration | 1.93 yrs. |
| Average yield to maturity | 12.34% |
| Average coupon | 5.85% |
Sector weightings as of 04/30/21
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Commercial MBS | 20.36% | 0.63 | 23.86% | 0.09 | 44.22% | 0.72 |
| Agency CMO | 38.64% | 1.14 | 0.62% | 0.02 | 39.26% | 1.16 |
| Agency pass-through | 8.68% | 0.46 | 28.76% | 0.90 | 37.44% | 1.36 |
| Residential MBS (non-agency) | 21.05% | 0.88 | 0.00% | 0.00 | 21.05% | 0.88 |
| Asset-backed securities (ABS) | 4.86% | 0.04 | 0.00% | 0.00 | 4.86% | 0.04 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -4.90 | 0.00% | -4.90 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -3.43 | 0.00% | -3.43 |
| Net cash | 6.41% | 0.00 | 0.00% | 0.00 | 6.41% | 0.00 |
Spread duration is displayed in years and reflects the contribution by sector to the portfolio's total spread duration with the exception of the Treasury and Interest-rate swap sectors where effective duration is displayed. Spread duration estimates the price sensitivity of a specific sector or asset class to a 100 basis-point movement, 1%, (either widening or narrowing) in its yield spread relative to Treasuries. Effective duration provides a measure of a portfolio's interest-rate sensitivity. The longer a portfolio's duration, the more sensitive the portfolio is to shifts in the interest rates. Allocations may not total 100% of net assets because the table includes the notional value of derivatives (the economic value for purposes of calculating periodic payment obligations), in addition to the market value of securities.
Maturity detail as of 04/30/21
| 0 - 1 yr. | -9.28% |
|---|---|
| 1 - 5 yrs. | 83.61% |
| 5 - 10 yrs. | 25.67% |
| 10 - 15 yrs. | 0.54% |
| Over 15 yrs. | -0.54% |
Quality rating as of 04/30/21
| AAA | 89.15% |
|---|---|
| AA | 5.71% |
| A | 4.29% |
| BBB | 12.83% |
| BB | 4.12% |
| B | 4.96% |
| CCC and Below | 2.38% |
| Not Rated | -23.44% |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: Funds that invest in government securities are not guaranteed. Mortgage- and asset-backed securities are subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. The fund may have to invest the proceeds from prepaid investments, including mortgage- and asset-backed investments, in other investments with less attractive terms and yields. The fund's investments in mortgage-backed securities and asset-backed securities, and in certain other securities and derivatives, may be or become illiquid. The fund's exposure to privately issued mortgage-backed securities and mortgage-backed securities issued or guaranteed by the U.S. government or its agencies or instrumentalities may make the fund's net asset value more susceptible to economic, market, political and other developments affecting the housing or real estate markets. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Default risk is generally higher for non-qualified mortgages. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography (such as a region of the United States), industry or sector, such as the housing or real estate markets. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings or in relevant markets. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.
Expenses
Expense ratio |
Class A | Class B | Class C | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|
| Total expense ratio | 0.89% | 1.64% | 1.64% | 1.14% | 0.51% | 0.64% |
| What you pay† | 0.75% | 1.50% | 1.50% | 1.00% | 0.37% | 0.50% |
† The fund's expense ratio is taken from the most recent prospectus and is subject to change. What you pay reflects Putnam Management's decision to contractually limit expenses through 01/30/22
Sales charge
| Investment Breakpoint | Class A | Class B | Class C | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|
| $0-$49,999 | 4.00% | 0.00% | 0.00% | -- | -- | -- |
| $50,000-$99,999 | 4.00% | 0.00% | 0.00% | -- | -- | -- |
| $100,000-$249,999 | 3.25% | -- | 0.00% | -- | -- | -- |
| $250,000-$499,999 | 2.50% | -- | 0.00% | -- | -- | -- |
| $500,000-$999,999 | 0.00% | -- | -- | -- | -- | -- |
| $1M-$4M | 0.00% | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% | -- | -- | -- | -- | -- |
| $50M+ | 0.00% | -- | -- | -- | -- | -- |
CDSC
| Class A (sales for $500,000+) | Class B | Class C | Class R | Class R6 | Class Y | |
|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- |
| 9 to 12 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- |
| 2 yrs. | 0.00% | 4.00% | 0.00% | -- | -- | -- |
| 3 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- |
| 4 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- |
| 5 yrs. | 0.00% | 2.00% | 0.00% | -- | -- | -- |
| 6 yrs. | 0.00% | 1.00% | 0.00% | -- | -- | -- |
| 7+ yrs. | 0.00% | 0.00% | 0.00% | -- | -- | -- |
The Bloomberg Barclays U.S. MBS Index covers the mortgage-backed pass-through securities of Ginnie Mae (GNMA), Fannie Mae (FNMA), and Freddie Mac (FHLMC). The Bloomberg Barclays GNMA Index is an unmanaged index of Government National Mortgage Association bonds. The Bloomberg Barclays GNMA - Bloomberg Barclays U.S. MBS Linked Benchmark represents performance of the Bloomberg Barclays GNMA Index through April 18, 2018 and performance of the Bloomberg Barclays U.S. MBS Index thereafter. You cannot invest directly in an index.
Consider these risks before investing: Funds that invest in government securities are not guaranteed. Mortgage- and asset-backed securities are subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. The fund may have to invest the proceeds from prepaid investments, including mortgage- and asset-backed investments, in other investments with less attractive terms and yields. The fund's investments in mortgage-backed securities and asset-backed securities, and in certain other securities and derivatives, may be or become illiquid. The fund's exposure to privately issued mortgage-backed securities and mortgage-backed securities issued or guaranteed by the U.S. government or its agencies or instrumentalities may make the fund's net asset value more susceptible to economic, market, political and other developments affecting the housing or real estate markets. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Default risk is generally higher for non-qualified mortgages. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography (such as a region of the United States), industry or sector, such as the housing or real estate markets. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings or in relevant markets. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.