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
Skip to
Highlights
Objective
The fund seeks as high a level of current income as Putnam Management believes is consistent with preservation of capital.
Strategy and process
- Broad securitized 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 |
$11.75
0.17% | $0.02 |
$12.60
02/17/21 |
$11.66
09/21/21 |
Fund facts as of 09/30/21
Total net assets
$704.45M
$704.45M
Turnover (fiscal year end)
916%
916%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
990
990
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
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) |
Markets see living with Covid-19 as the new normal
Global financial markets might be pricing in a “living with the virus” environment and are adjusting to a lower growth path.Bond markets in flux on rates and inflation outlook
Global financial markets were mixed during the second quarter.U.S. labor market — 55 is the new 65
Following broad-based recovery in the labor market when the economy initially reopened in 2020, the labor force participation rate has stagnated and started to diverge.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)
5.91%
Average 5-year annualized return
Total return (%) as of 09/30/21
Annual performance as of 09/30/21
Annualized Total return (%) as of 09/30/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 2.93% | 3.30% | 2.04% | 2.04% |
| After sales charge | N/A | N/A | N/A | N/A |
| Bloomberg U.S. MBS Index | -0.43% | 3.85% | 2.17% | 2.41% |
| Bloomberg GNMA-Bloomberg U.S. MBS Linked Benchmark | -0.43% | 3.85% | 2.11% | 2.26% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 09/30/21 | 0.03% | - | |
| YTD as of 10/14/21 | -1.41% | - | |
Yield
| Distribution rate before sales charge as of 10/14/21 |
4.40% |
|---|---|
| Distribution rate after sales charge as of 10/14/21 |
4.40% |
| 30-day SEC yield as of 09/30/21 | 4.75% |
Risk-adjusted performance as of 09/30/21
| Sharpe ratio (3 yrs.) | 0.31 |
|---|---|
| Information ratio (3 yrs.) | -0.07 |
Volatility as of 09/30/21
| Standard deviation (3 yrs.) | 7.14% |
|---|---|
| Beta | -0.23 |
| R-squared | 0.00 |
Fixed income statistics as of 09/30/21
| Average effective duration | 3.09 yrs. |
|---|
Lipper rankings as of 09/30/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 25/132 | 19% |
| 3 yrs. | 90/119 | 75% |
| 5 yrs. | 59/106 | 56% |
| 10 yrs. | 55/77 | 71% |
Morningstar Ratings™ as of 09/30/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 571 | |
| 3 yrs. | 571 | |
| 5 yrs. | 498 | |
| 10 yrs. | 357 |
Distributions
| Record/Ex dividend date | 09/16/21 |
|---|---|
| Payable date | 09/20/21 |
| Income | $0.043 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Holdings
| Fnma Fn30 Tba Umbs 04.5000 10/01/2051 | 14.58% |
|---|---|
| Fnma Fn30 Tba Umbs 05.5000 10/01/2051 | 8.26% |
| Gnma Gii30 Tba 03.0000 10/01/2051 | 6.53% |
| Fnr 2007-95 A3 00.3344 08/27/2036 | 3.33% |
| Fncl 2.50 04/01/2042 | 2.46% |
| Fnma Fn30 Tba Umbs 04.0000 10/01/2051 | 2.13% |
| Fnma Fn30 Tba Umbs 06.0000 10/01/2051 | 1.81% |
| Gnma Gii30 Tba 02.0000 10/01/2051 | 1.58% |
| Fnma Fn30 Tba Umbs 02.5000 10/01/2051 | 1.32% |
| Fhs 315 Po Po 00.0000 09/15/2043 | 1.23% |
| Top 10 holdings, percent of portfolio | 43.23% |
| Top 10 holdings as of 09/30/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.5000 10/01/2051 | |
| Fnma Fn30 Tba Umbs 05.5000 10/01/2051 | |
| Gnma Gii30 Tba 03.0000 10/01/2051 | |
| Fnr 2007-95 A3 00.3344 08/27/2036 | |
| Fncl 2.50 04/01/2042 | |
| Fnma Fn30 Tba Umbs 04.0000 10/01/2051 | |
| Fnma Fn30 Tba Umbs 06.0000 10/01/2051 | |
| Gnma Gii30 Tba 02.0000 10/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 10/01/2051 | |
| Fhs 315 Po Po 00.0000 09/15/2043 | |
| Holdings represent 43.23% of portfolio | |
| Top 10 holdings as of 08/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.5000 09/01/2051 | |
| Fnma Fn30 Tba Umbs 05.5000 09/01/2051 | |
| Gnma Gii30 Tba 03.0000 09/01/2051 | |
| Fnr 2007-95 A3 00.3393 08/27/2036 | |
| Fncl 2.50 04/01/2042 | |
| Fnma Fn30 Tba Umbs 06.0000 09/01/2051 | |
| Gnma Gii30 Tba 02.0000 09/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 09/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 10/01/2051 | |
| Fhs 315 Po Po 00.0000 09/15/2043 | |
| Holdings represent 42.51% of portfolio | |
| Top 10 holdings as of 07/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.5000 08/01/2051 | |
| Fnma Fn30 Tba Umbs 05.5000 08/01/2051 | |
| Gnma Gii30 Tba 03.0000 08/01/2051 | |
| Fnr 2007-95 A3 00.3415 08/27/2036 | |
| Fncl 2.50 04/01/2042 | |
| Fnma Fn30 Tba Umbs 02.5000 08/01/2051 | |
| Fnma Fn30 Tba Umbs 06.0000 08/01/2051 | |
| Gnma Gii30 Tba 02.0000 08/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 09/01/2051 | |
| Fhs 315 Po Po 00.0000 09/15/2043 | |
| Holdings represent 42.99% of portfolio | |
| Top 10 holdings as of 06/30/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.5000 07/01/2051 | |
| Fnma Fn30 Tba Umbs 05.5000 07/01/2051 | |
| Gnma Gii30 Tba 03.0000 07/01/2051 | |
| Fnr 2007-95 A3 00.3416 08/27/2036 | |
| Fncl 2.50 04/01/2042 | |
| Fnma Fn30 Tba Umbs 06.0000 07/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 07/01/2051 | |
| Gnma Gii30 Tba 02.0000 07/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 07/01/2051 | |
| Fhs 315 Po Po 00.0000 09/15/2043 | |
| Holdings represent 41.97% of portfolio | |
| FNMA FN30 TBA UMBS 04.5000 10/01/2051 | 14.58% |
|---|---|
| FNMA FN30 TBA UMBS 05.5000 10/01/2051 | 8.26% |
| GNMA GII30 TBA 03.0000 10/01/2051 | 6.53% |
| FNR 2007-95 A3 00.3344 08/27/2036 | 3.33% |
| TREASURY BILL 00.0000 03/24/2022 | 2.87% |
| TREASURY BILL 00.0000 02/10/2022 | 2.82% |
| TREASURY BILL 00.0000 10/14/2021 | 2.78% |
| FNMA FN30 AB8804 UMBS 02.5000 03/01/2043 | 2.46% |
| FNMA FN30 TBA UMBS 04.0000 10/01/2051 | 2.13% |
| TREASURY BILL 00.0000 02/03/2022 | 1.87% |
| FNMA FN30 TBA UMBS 06.0000 10/01/2051 | 1.81% |
| TREASURY BILL 00.0000 03/10/2022 | 1.73% |
| GNMA GII30 TBA 02.0000 10/01/2051 | 1.58% |
| TREASURY BILL 00.0000 02/24/2022 | 1.52% |
| FNMA FN30 TBA UMBS 02.5000 10/01/2051 | 1.32% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 1.31% |
| FHS 315 PO PO 00.0000 09/15/2043 | 1.23% |
| CARR 2006-NC2 A4 00.3260 06/25/2036 | 1.21% |
| FNMA FN30 TBA UMBS 03.0000 10/01/2051 | 1.19% |
| CAS 2017-C05 1B1 03.6860 01/25/2030 | 1.11% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 1.09% |
| 2.764 R ISWP US0003M P 02/18/2031 | 1.08% |
| FNMA FN30 TBA UMBS 03.5000 10/01/2051 | 1.05% |
| FNR 2020-62 MI IO 03.5000 05/25/2049 | 0.99% |
| BAYV 2006-C 1A3 06.5280 11/28/2036 | 0.94% |
| MSC 2011-C3 E 144A 05.4666 07/15/2049 | 0.94% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.91% |
| MCAS 2019-01 M10 144A 03.3360 10/15/2049 | 0.90% |
| TREASURY BILL 00.0000 10/05/2021 | 0.85% |
| TREASURY BILL 00.0000 10/07/2021 | 0.75% |
| STACR 2019-DNA1 B2 10.8360 01/25/2049 | 0.74% |
| WFRBS 2012-C9 D 144A 04.9691 11/15/2045 | 0.72% |
| CWL 2007-10 1A1 00.2660 06/25/2047 | 0.72% |
| STACR 2016-DNA3 M3 05.0860 12/25/2028 | 0.71% |
| DBUBS 2011-LC3A D 144A 05.5454 08/10/2044 | 0.69% |
| FNR 2016-85 SL IO 06.0140 11/25/2046 | 0.65% |
| UBSCM 2012-C1 D 144A 05.7344 05/10/2045 | 0.62% |
| CAS 2017-C03 1M2 03.0860 10/25/2029 | 0.61% |
| FNR 2019-83 QS IO 05.8640 01/25/2050 | 0.60% |
| SPST 2021-6 A 00.8833 04/25/2022 | 0.60% |
| GNR 2021-8 IP IO 02.5000 01/20/2051 | 0.60% |
| CAS 2017-C06 2B1 04.5360 02/25/2030 | 0.58% |
| TREASURY BILL 00.0000 02/17/2022 | 0.58% |
| CAS 2017-C07 1B1 04.0860 05/25/2030 | 0.56% |
| FNR 2016-83 BS IO 06.0140 11/25/2046 | 0.55% |
| CAS 2017-C06 1B1 04.2360 02/25/2030 | 0.55% |
| TREASURY BILL 00.0000 03/03/2022 | 0.52% |
| TREASURY BILL 00.0000 03/17/2022 | 0.52% |
| FHR 5080 IQ IO 03.5000 04/25/2050 | 0.52% |
| BF0101 03.5000 06/01/2056 | 0.52% |
| FNR 2021-25 IJ IO 03.5000 05/25/2051 | 0.52% |
| AHM 2007-1 GA1C 00.2760 05/25/2047 | 0.51% |
| FHR 5071 IV IO 03.0000 12/25/2050 | 0.51% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.50% |
| COMM 2014-CR17 D 144A 05.0095 05/10/2047 | 0.48% |
| FNR 2018-36 SD IO 06.1640 06/25/2048 | 0.48% |
| FNR 2016-81 SA IO 06.0640 11/25/2046 | 0.48% |
| STACR 2020-DNA4 B2 10.0860 08/25/2050 | 0.47% |
| CAS 2016-C03 1B 11.8360 10/25/2028 | 0.46% |
| GSMS 2014-GC24 D 144A 04.6691 09/10/2047 | 0.46% |
| BMIR 2017-1 M2 144A 03.4360 10/25/2027 | 0.44% |
| UBSC 2011-C1 D 144A 06.4516 01/10/2045 | 0.44% |
| STACR 2019-DNA4 B2 06.3360 10/25/2049 | 0.44% |
| OMIR 2018-1A M2 02.9360 07/25/2028 | 0.43% |
| FN BF0091 | 0.43% |
| STACR 2015-HQA1 B 08.8860 03/25/2028 | 0.41% |
| GNR 2020-138 IB IO 02.5000 09/20/2050 | 0.41% |
| CAS 2017-C07 2B1 04.5360 05/25/2030 | 0.40% |
| STACR 2018-HQA1 M2 02.3860 09/25/2030 | 0.40% |
| CAS 2017-C02 2B1 05.5860 09/25/2029 | 0.39% |
| STACR 2017-HQA2 M2 02.7360 12/25/2029 | 0.39% |
| MCAS 2020-01 M10 144A 03.8360 03/25/2050 | 0.39% |
| JPMBB 2013-C14 D 144A 04.6992 08/15/2046 | 0.38% |
| GNR 2019-121 SD IO 05.9126 10/20/2049 | 0.38% |
| CAS 2018-C04 2B1 04.5860 12/25/2030 | 0.38% |
| FHR 5050 IM IO 03.5000 10/25/2050 | 0.37% |
| GNR 2019-125 SG IO 05.9626 10/20/2049 | 0.36% |
| CAS 2017-C01 1M2 03.6360 07/25/2029 | 0.36% |
| FHR 5065 DI IO 03.5000 01/25/2051 | 0.36% |
| FNR 2016-8 SA IO 05.9640 03/25/2046 | 0.35% |
| STACR 2018-HQA2 B2 11.0860 10/25/2048 | 0.35% |
| FNMA FN30 AV7052 UMBS 03.5000 03/01/2045 | 0.35% |
| FNR 2020-31 IO IO 04.5000 05/25/2050 | 0.35% |
| CAS 2020-SBT1 1B1 06.8360 02/25/2040 | 0.35% |
| JPMCC 2013-LC11 D 04.3052 04/15/2046 | 0.34% |
| GNR 2016-H19 AI IO 02.1996 09/20/2066 | 0.34% |
| GNR 2020-133 CS IO 06.2126 09/20/2050 | 0.34% |
| FHR 3065 DC 19.6088 03/15/2035 | 0.34% |
| GNR 2016-H07 PI IO 02.2872 03/20/2066 | 0.33% |
| GNR 2021-77 SM IO 06.2126 05/20/2051 | 0.33% |
| JPMCC 2013-C16 D 144A 05.1889 12/15/2046 | 0.33% |
| CAS 2018-C02 2M2 02.2860 08/25/2030 | 0.33% |
| FHR 4326 GS IO 05.9663 04/15/2044 | 0.33% |
| FNR 2016-50 SM IO 06.0140 08/25/2046 | 0.33% |
| GNR 2017-H20 AI IO 02.1368 10/20/2067 | 0.33% |
| COMM 2013-LC13 D 144A 05.4368 08/10/2046 | 0.32% |
| JPMBB 2014-C22 C 04.7046 09/15/2047 | 0.32% |
| MRAIT 2020-11 A1X 01.7838 04/22/2022 | 0.32% |
| MRAIT 2021-NA1 A1X 01.5860 03/08/2022 | 0.32% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.32% |
| GNR 2016-H27 GI IO 02.3500 12/20/2066 | 0.31% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.31% |
| MRAIT 2021-11 A1X 01.2338 01/25/2022 | 0.31% |
| MRAIT 2021-EBO4 A1X 01.8360 02/16/2022 | 0.31% |
| GNR 2020-175 JI IO 03.5000 11/20/2050 | 0.31% |
| GSMS 2014-GC18 C 05.1410 01/10/2047 | 0.31% |
| FHR 5003 DS IO 06.0140 08/25/2050 | 0.31% |
| MRAIT 2020-2 A2 | 0.31% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.31% |
| WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.31% |
| GNR 2016-H23 NI IO 02.2248 10/20/2066 | 0.30% |
| MRAIT 2021-8 A1X 01.2360 10/15/2021 | 0.30% |
| GNMA GII30 TBA 04.5000 10/01/2051 | 0.30% |
| STACR 2018-DNA1 B1 03.2360 07/25/2030 | 0.30% |
| GNR 2017-H03 KI IO 02.2311 01/20/2067 | 0.30% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.30% |
| FNR 2019-51 SA IO 05.9640 09/25/2049 | 0.30% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.30% |
| FNMA FN30 TBA UMBS 03.0000 11/01/2051 | 0.30% |
| JPMBB 2014-C23 D 144A 04.1327 09/15/2047 | 0.30% |
| STACR 2018-DNA2 B1 03.7860 12/25/2030 | 0.30% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.30% |
| MSBAM 2014-C19 D 144A 03.2500 12/15/2047 | 0.30% |
| COMM 2012-CR4 B 144A 03.7030 10/15/2045 | 0.29% |
| COMM 2014-CR19 D 144A 04.8597 08/10/2047 | 0.29% |
| GSMS 2013-GC10 D P/P 144A 04.5481 02/10/2046 | 0.29% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.29% |
| COMM 2013-CR13 D 144A 05.0446 11/10/2046 | 0.28% |
| MRAIT 2021-EBO1 A1X 01.8338 02/16/2022 | 0.28% |
| CAS 2020-SBT1 1M2 03.7360 02/25/2040 | 0.28% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.28% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.27% |
| CWALT 2006-OA19 A1 00.2674 02/20/2047 | 0.27% |
| GNR 2013-87 SA IO 06.1126 06/20/2043 | 0.27% |
| GNR 2015-H22 AI IO 01.7847 09/20/2065 | 0.27% |
| JPMCC 2011-C3 D 144A 05.7072 02/15/2046 | 0.27% |
| GNR 2017-H25 CI IO 02.3107 12/20/2067 | 0.26% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.26% |
| FREMF 2019-KF65 B 144A 02.4825 07/25/2029 | 0.26% |
| GNR 2015-H20 CI IO 01.8167 08/20/2065 | 0.26% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.26% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.26% |
| GNR 2016-H13 IK IO 02.6359 06/20/2066 | 0.26% |
| WFRBS 2012-C9 E 144A 04.9691 11/15/2045 | 0.26% |
| FHR 4933 SA IO 05.9140 12/25/2049 | 0.25% |
| STACR 2017-DNA2 M2 03.5360 10/25/2029 | 0.25% |
| UBSC 2011-C1 B 144A 06.4516 01/10/2045 | 0.25% |
| CAS 2018-C06 1B1 03.8360 03/25/2031 | 0.24% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.24% |
| BANK 2020-BN25 C 03.4675 01/15/2063 | 0.24% |
| COMM 2013-LC6 C 04.2420 01/10/2046 | 0.24% |
| MSC 2012-C4 E 144A 05.5392 03/15/2045 | 0.24% |
| FNMA FN30 AV7059 UMBS 03.5000 04/01/2045 | 0.24% |
| FNR 2020-41 SE IO 06.0140 06/25/2050 | 0.24% |
| GSMS 2014-GC22 C 04.8455 06/10/2047 | 0.24% |
| GNR 2019-110 SQ IO 05.9626 09/20/2049 | 0.24% |
| MWST 2020-1 A 00.9860 10/25/2053 | 0.23% |
| GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.23% |
| FNR 2017-104 SL IO 06.0640 01/25/2048 | 0.23% |
| JPALT 2006-A6 1A1 00.4060 11/25/2036 | 0.23% |
| 0.37 R ISWP US0003M P 10/16/2025 | 0.23% |
| FREMF 2019-KF66 B 144A 02.4825 07/25/2029 | 0.22% |
| GNMA GN30 AM4380 04.0000 05/15/2045 | 0.22% |
| GNR 2017-H06 MI IO 02.2182 02/20/2067 | 0.22% |
| UBSBB 2012-C4 D 144A 04.6107 12/10/2045 | 0.22% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.22% |
| GNR 2018-H01 XI IO 02.3068 01/20/2068 | 0.22% |
| BBCMS 2019-C4 E 144A 03.2500 08/15/2052 | 0.22% |
| GNR 2020-112 MS IO 06.2126 08/20/2050 | 0.21% |
| FHR 5018 QI IO 05.0000 10/25/2050 | 0.21% |
| FNR 2019-45 SD IO 05.9640 08/25/2049 | 0.21% |
| GNR 2019-158 AS IO 06.0654 09/16/2043 | 0.21% |
| FNR 2008-24 SP 22.9680 02/25/2038 | 0.21% |
| CSAIL 2019-C17 D 144A 02.5000 09/15/2052 | 0.21% |
| COMM 2015-CR26 D 03.6297 10/10/2048 | 0.21% |
| STACR 2020-HQA3 B1 05.8360 07/25/2050 | 0.20% |
| FNR 2020-20 IK IO 03.5000 03/25/2050 | 0.20% |
| GNR 2018-72 IB IO 04.0000 04/20/2046 | 0.20% |
| MSBAM 2013-C12 E 144A 04.9215 10/15/2046 | 0.20% |
| STACR 2018-HQA2 B1 04.3360 10/25/2048 | 0.20% |
| CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.20% |
| GNR 2015-H10 HI IO 01.7415 04/20/2065 | 0.20% |
| STACR 2019-HQA1 M2 02.4360 02/25/2049 | 0.20% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.20% |
| WFCM 2015-C30 D 144A 04.6483 09/15/2058 | 0.20% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.19% |
| CSAIL 2018-C14 D 144A 05.0524 11/15/2051 | 0.19% |
| GNR 2016-H18 QI IO 02.3714 06/20/2066 | 0.19% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.19% |
| STACR 2017-DNA2 B1 05.2360 10/25/2029 | 0.19% |
| JPMBB 2013-C12 C 04.2352 07/15/2045 | 0.19% |
| CD 2017-CD4 C 04.3497 05/10/2050 | 0.19% |
| GNR 2016-H24 IO IO 02.1402 09/20/2066 | 0.19% |
| CAS 2018-C06 2B1 04.1860 03/25/2031 | 0.19% |
| GNMA GII30 AH8784 04.5000 06/20/2034 | 0.19% |
| GNMA GII30 AI6258 04.5000 05/20/2044 | 0.19% |
| GNR 2016-H17 DI IO 02.1327 07/20/2066 | 0.19% |
| GNR 2011-156 SK IO 06.5126 04/20/2038 | 0.19% |
| GNR 2017-H08 GI IO 02.3286 02/20/2067 | 0.18% |
| FHR 4949 WS IO 05.9140 02/25/2050 | 0.18% |
| FNR 2018-47 SA IO 06.1640 07/25/2048 | 0.18% |
| GNR 2019-35 SE IO 06.0654 01/16/2044 | 0.18% |
| FNR 2020-96 IO IO 03.0000 01/25/2051 | 0.18% |
| GNR 2017-H08 EI IO 02.3867 02/20/2067 | 0.18% |
| WFCM 2016-NXS5 D 05.1508 01/15/2059 | 0.18% |
| WFCM 2020-C56 C 03.8707 06/15/2053 | 0.18% |
| CGCMT 2012-GC8 C 144A 05.0381 09/10/2045 | 0.18% |
| JPMCC 2010-C2 D 144A 05.8722 11/15/2043 | 0.18% |
| JPMCC 2007-CB19 AJ 06.2613 02/12/2049 | 0.18% |
| FHR 2976 LC 24.1129 05/15/2035 | 0.18% |
| FNR 2018-20 SB IO 06.1640 03/25/2048 | 0.18% |
| GNR 2016-H10 AI IO 01.4963 04/20/2066 | 0.18% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.17% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.17% |
| GNR 2015-H23 TI IO 01.8999 09/20/2065 | 0.17% |
| GNR 2018-H04 JI IO 02.3295 03/20/2068 | 0.17% |
| LMAT 2019-GS2 A2 144A 04.2500 01/25/2059 | 0.17% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.17% |
| WFRBS 2011-C4 E 144A 05.0235 06/15/2044 | 0.17% |
| CAS 2018-C03 1B1 03.8360 10/25/2030 | 0.17% |
| COMM 2014-UBS4 C 04.8064 08/10/2047 | 0.17% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.17% |
| GNR 2014-H21 AI IO 01.6194 10/20/2064 | 0.17% |
| GNR 2015-H13 AI IO 01.7806 06/20/2065 | 0.17% |
| GNR 2019-56 SK IO 06.0626 05/20/2049 | 0.17% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.17% |
| MRAFT 2020-5 A1 01.0848 08/10/2023 | 0.17% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.17% |
| GNR 2017-156 SL IO 06.1126 10/20/2047 | 0.17% |
| BSCMS 2007-T26 AJ 05.5399 01/12/2045 | 0.17% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.17% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.17% |
| GNR 2017-H04 BI IO 02.4588 02/20/2067 | 0.17% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.16% |
| STACR 2020-HQA3 B2 10.0860 07/25/2050 | 0.16% |
| COMM 2018-COR3 C 04.7124 05/10/2051 | 0.16% |
| FNR 2017-19 IH IO 05.0000 03/25/2047 | 0.16% |
| MSBAM 2013-C9 D 144A 04.2466 05/15/2046 | 0.16% |
| FHR 4953 AI IO 04.0000 02/25/2050 | 0.16% |
| GNR 2013-39 IJ IO 04.5000 03/20/2043 | 0.16% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.16% |
| GNR 2018-H02 IM IO 02.3305 02/20/2068 | 0.16% |
| COMM 2014-UBS3 D 144A 04.9266 06/10/2047 | 0.15% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.15% |
| FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.15% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.15% |
| FNR 2018-51 BI IO 05.5000 07/25/2038 | 0.15% |
| CD 2017-CD4 D 144A 03.3000 05/10/2050 | 0.14% |
| COMM 2014-UBS3 C 04.8966 06/10/2047 | 0.14% |
| HMIR 2021-2 B1 144A 04.2000 01/25/2034 | 0.14% |
| MCAS 2019-01 M7 144A 01.7860 10/15/2049 | 0.14% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.14% |
| GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.14% |
| WFHET 2007-2 A3 00.3160 04/25/2037 | 0.14% |
| COMM 2014-UBS2 C 05.1383 03/10/2047 | 0.14% |
| JPMBB 2013-C12 E 144A 04.2352 07/15/2045 | 0.14% |
| MWST 2020-2 A 00.8860 11/25/2053 | 0.14% |
| GNR 2015-H04 AI IO 01.6134 12/20/2064 | 0.14% |
| GNR 2016-80 SD IO 06.0126 06/20/2046 | 0.14% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.14% |
| BMARK 2019-B11 D 144A 03.0000 05/15/2052 | 0.14% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.14% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.13% |
| GNR 2016-H03 AI IO 01.7610 01/20/2066 | 0.13% |
| CGCMT 2015-P1 C 04.5141 09/15/2048 | 0.13% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.13% |
| GNR 2016-H06 DI IO 01.6034 07/20/2065 | 0.13% |
| GSMS 2010-C1 D 144A 06.1868 08/10/2043 | 0.13% |
| TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.13% |
| GNR 2015-H25 BI IO 01.8749 10/20/2065 | 0.13% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.13% |
| WFCM 2018-C46 C 05.1439 08/15/2051 | 0.13% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.13% |
| GNR 2016-H06 HI IO 02.0761 02/20/2066 | 0.13% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.13% |
| UBSCM 2012-C1 E 144A 05.0000 05/10/2045 | 0.13% |
| GNR 2017-H08 NI IO 02.2448 03/20/2067 | 0.13% |
| GNR 2017-H25 IO IO 02.1182 11/20/2067 | 0.13% |
| CAS 2016-C04 1B 10.3360 01/25/2029 | 0.13% |
| GNR 2014-H25 BI IO 01.6767 12/20/2064 | 0.13% |
| WFCM 2020-C57 C 04.1578 08/15/2053 | 0.13% |
| GNR 2019-100 JS IO 06.0126 08/20/2049 | 0.12% |
| FHR 4436 SC IO 06.0663 02/15/2045 | 0.12% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.12% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.12% |
| GNR 2017-H10 MI IO 01.8300 04/20/2067 | 0.12% |
| MSBAM 2012-C6 G 144A 04.5000 11/15/2045 | 0.12% |
| GNR 2014-H18 CI IO 01.5729 09/20/2064 | 0.12% |
| GNR 2014-119 SA IO 05.5126 08/20/2044 | 0.12% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.12% |
| GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.12% |
| CAS 2016-C03 1M2 05.3860 10/25/2028 | 0.12% |
| COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.12% |
| FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.12% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.12% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.12% |
| GNR 2014-137 ID IO 05.5000 09/16/2044 | 0.12% |
| BANK 2017-BNK9 D 144A 02.8000 11/15/2054 | 0.12% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.11% |
| FNR 2011-4 CS 12.7280 05/25/2040 | 0.11% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.11% |
| GNR 2014-182 BI IO 04.0000 01/20/2039 | 0.11% |
| GNR 2015-H16 XI IO 01.8715 07/20/2065 | 0.11% |
| GNR 2016-H04 KI IO 01.5172 02/20/2066 | 0.11% |
| STACR 2019-DNA1 M2 02.7360 01/25/2049 | 0.11% |
| FNR 2005-106 JC 19.8574 12/25/2035 | 0.11% |
| GNR 2013-182 SP IO 06.6126 12/20/2043 | 0.11% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.11% |
| GNR 2016-H24 KI IO 02.4622 11/20/2066 | 0.11% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.11% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.11% |
| FNR 2005-74 NK 27.0700 05/25/2035 | 0.11% |
| GNR 2017-H09 IO IO 01.8210 04/20/2067 | 0.11% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.11% |
| GNR 2017-H23 BI IO 01.8674 11/20/2067 | 0.11% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.10% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.10% |
| GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.10% |
| EMIR 2020-1 B1 144A 02.9360 01/25/2030 | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.10% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.10% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.10% |
| GNR 2017-H14 JI IO 02.1338 06/20/2067 | 0.10% |
| GNR 2017-H14 LI IO 02.2750 06/20/2067 | 0.10% |
| STACR 2019-HQA2 B2 11.3360 04/25/2049 | 0.10% |
| OMIR 2019-1A B1B 04.4360 07/25/2029 | 0.10% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.10% |
| FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.10% |
| TREASURY BILL 00.0000 04/21/2022 | 0.10% |
| GNR 2016-H06 AI IO 01.6342 02/20/2066 | 0.10% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.10% |
| FNMA FN30 AV7026 UMBS 03.5000 11/01/2044 | 0.10% |
| JPMCC 2011-C4 C 144A 05.5745 07/15/2046 | 0.10% |
| WAMU 2005-AR8 2AC2 01.0060 07/25/2045 | 0.10% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.10% |
| CAS 2019-R01 2B1 04.4360 07/25/2031 | 0.10% |
| GNMA GII30 AJ8849 03.0000 10/20/2044 | 0.10% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.10% |
| GNR 2016-H04 HI IO 02.3870 07/20/2065 | 0.09% |
| OMIR 2017-1A M2 144A 04.0860 04/25/2027 | 0.09% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.09% |
| 0.95 R ISWP FWD US0003M P 12/15/2026 | 0.09% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.09% |
| GNR 2011-H07 FI IO 01.2260 02/20/2061 | 0.09% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.09% |
| GNR 2018-H05 ID 02.0570 03/20/2068 | 0.09% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.09% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.09% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.09% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.09% |
| GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.09% |
| JPMCC 2011-C3 E 144A 05.7072 02/15/2046 | 0.08% |
| FHR 4136 IQ IO 03.5000 11/15/2042 | 0.08% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.08% |
| OMIR 2019-1A B1A 03.5860 07/25/2029 | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.08% |
| GNMA GII30 AY4779 04.4800 03/20/2067 | 0.08% |
| MSAC 2004-HE9 M2 01.0160 11/25/2034 | 0.08% |
| FNR 2007-53 SP 23.8847 06/25/2037 | 0.08% |
| GNMA GII30 BA7681 04.6420 06/20/2067 | 0.08% |
| CAS 2016-C06 1B 09.3360 04/25/2029 | 0.08% |
| CAS 2016-C03 2B 12.8360 10/25/2028 | 0.08% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.08% |
| GNR 2016-H08 GI IO 01.4225 04/20/2066 | 0.08% |
| GNR 2015-H24 HI IO 02.0585 09/20/2065 | 0.08% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.08% |
| COMM 2014-CR16 C 05.0833 04/10/2047 | 0.07% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.07% |
| GNR 2017-H25 AI IO 02.4913 12/20/2067 | 0.07% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.07% |
| 0.873 R ISWP FWD US0003M P 09/02/2026 | 0.07% |
| BMIR 2017-1 B1 144A 04.8360 10/25/2027 | 0.07% |
| LHOME 2021-RTL1 A1 02.0900 09/25/2026 | 0.07% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.07% |
| MSBAM 2013-C10 F 144A 04.2160 07/15/2046 | 0.07% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.07% |
| BALTA 2005-8 21A1 02.4623 10/25/2035 | 0.07% |
| HVMLT 2005-2 1A 00.6074 05/19/2035 | 0.07% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.07% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.07% |
| CAS 2015-C04 1M2 05.7860 04/25/2028 | 0.07% |
| FHR 2990 LB 16.7316 06/15/2034 | 0.07% |
| FHR 4425 EI IO 04.0000 01/15/2045 | 0.07% |
| FNR 2006-8 HP 24.2513 03/25/2036 | 0.07% |
| MSBAM 2015-C23 D 144A 04.2819 07/15/2050 | 0.07% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.06% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.06% |
| 1.35 R ISWP FWD US0003M P 12/15/2031 | 0.06% |
| MSBAM 2013-C12 D 144A 04.9215 10/15/2046 | 0.06% |
| CSAIL 2020-C19 D 144A 02.5000 03/15/2053 | 0.06% |
| FNR 2006-62 PS 39.3840 07/25/2036 | 0.06% |
| RMIR 2020-1 B1 P/P 144A 03.0860 01/25/2030 | 0.06% |
| STACR 2019-DNA3 B2 08.2360 07/25/2049 | 0.06% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.06% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.06% |
| GNR 2016-H24 JI IO 02.1026 11/20/2066 | 0.06% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.06% |
| GNMA GN30 AE8022 04.5000 12/15/2043 | 0.06% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.06% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.06% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.06% |
| FNR 2013-22 PI IO 03.5000 10/25/2042 | 0.05% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.05% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.05% |
| SAMI 2006-AR7 A1BG 00.2060 08/25/2036 | 0.05% |
| STACR 2015-DNA3 B 09.4360 04/25/2028 | 0.05% |
| STACR 2019-FTR3 B2 04.8844 09/25/2047 | 0.05% |
| BALTA 2005-10 11A1 00.5860 01/25/2036 | 0.05% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.05% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.05% |
| FHR 3408 EK 25.4561 04/15/2037 | 0.05% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.05% |
| CAS 2020-R01 1B1 03.3360 01/25/2040 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.05% |
| GNR 2015-H23 DI IO 01.8422 09/20/2065 | 0.05% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.05% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.05% |
| CAS 2016-C05 2M2 04.5360 01/25/2029 | 0.05% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.05% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.05% |
| CAS 2018-C01 1M2 02.3360 07/25/2030 | 0.04% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.04% |
| GNMA GII30 609117 04.5000 02/20/2044 | 0.04% |
| STACR 2019-DNA2 B2 10.5860 03/25/2049 | 0.04% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.04% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.04% |
| CAS 2020-R02 2B1 03.0860 01/25/2040 | 0.04% |
| 0.879 R ISWP FWD US0003M P 09/01/2026 | 0.04% |
| 1.591 R ISWP FWD US0003M P 08/11/2051 | 0.04% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.04% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.04% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.04% |
| GNMA GII30 AJ4182 04.5000 09/20/2044 | 0.04% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.04% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.04% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.04% |
| GNR 2014-100 NI IO 04.0000 06/20/2043 | 0.04% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.04% |
| STACR 2019-DNA2 M2 02.5360 03/25/2049 | 0.04% |
| GNMA GII30 AJ4184 04.5000 09/20/2044 | 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% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.04% |
| OPTN FN30 3.0 10/07/21 CALL 104.5625 JPMC | 0.04% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.04% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.04% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.04% |
| STACR 2017-HQA2 B1 04.8360 12/25/2029 | 0.04% |
| 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.04% |
| FNMA FN30 AV7020 UMBS 03.5000 10/01/2044 | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.04% |
| GNMA GII30 AW8447 04.3280 05/20/2067 | 0.04% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.04% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.04% |
| FHR 4136 ES IO 06.1663 11/15/2042 | 0.04% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.04% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.03% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.03% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.03% |
| GNMA GII30 609118 04.5000 02/20/2034 | 0.03% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.03% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.03% |
| 1.366 R ISWP FWD US0003M P 09/13/2031 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.03% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.03% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.03% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.03% |
| FNR 2012-104 HI IO 04.0000 09/25/2027 | 0.03% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.03% |
| GNMA GN30 AG8989 04.5000 05/15/2044 | 0.03% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.03% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.03% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.03% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.03% |
| 1.574 R ISWP US0003M P 05/12/2031 | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.03% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.03% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.03% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.03% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.03% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.03% |
| 1.4255 R ISWP US0003M P 02/24/2031 | 0.03% |
| GNMA GII30 635065 04.5000 03/20/2046 | 0.03% |
| 1.57 R ISWP FWD US0003M P 08/23/2033 | 0.03% |
| GNR 2020-15 CS IO 05.9626 02/20/2050 | 0.03% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.03% |
| FHR 4019 JI IO 04.0000 05/15/2041 | 0.03% |
| GNMA GII30 AQ6653 04.5000 09/20/2045 | 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 5YX10Y P 0.902 USD 04/02/2025 UB | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.03% |
| GNMA GII30 AJ6287 04.0000 09/20/2044 | 0.03% |
| GNMA GN30 704478 04.5000 04/15/2039 | 0.03% |
| GNMA GN30 AG8984 04.5000 05/15/2044 | 0.03% |
| SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.03% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.02% |
| 1.333 R ISWP FWD US0003M P 10/01/2031 | 0.02% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.02% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.02% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.02% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.02% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.02% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.02% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.02% |
| FNR 2012-114 NI IO 03.5000 10/25/2041 | 0.02% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% |
| 1.324 R ISWP US0003M P 09/17/2031 | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.02% |
| GNMA GII30 AK1223 04.0000 02/20/2045 | 0.02% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.02% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.02% |
| GNMA GII30 AL8543 04.0000 02/20/2045 | 0.02% |
| SWPTN 1MX10Y P 1.383 USD 10/08/2021 GS | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 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 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| GNMA GII30 AO7326 04.6600 09/20/2065 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.02% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 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% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.02% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | 0.02% |
| 1.0575 R ISWP FWD US0003M P 12/21/2026 | 0.02% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.02% |
| 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| FNR 2008-53 DO PO 00.0000 07/25/2038 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.02% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% |
| SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.02% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.02% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.02% |
| 1.66 R ISWP FWD US0003M P 09/01/2033 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.02% |
| GNMA GII30 AO8363 04.0000 09/20/2045 | 0.02% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.02% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.02% |
| GNR 2010-20 SC IO 06.0626 02/20/2040 | 0.02% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.02% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% |
| 1.355 R ISWP US0003M P 09/23/2031 | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.02% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| 1.046 R ISWP FWD US0003M P 10/05/2026 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.01% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.01% |
| GNMA GII30 AO8415 04.0000 10/20/2045 | 0.01% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.01% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.01% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.01% |
| GNR 2019-99 KS IO 05.9626 08/20/2049 | 0.01% |
| OPTN FN30 3.5 10/07/21 CALL 105.84375 JPMC | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.01% |
| 1.558 R ISWP FWD US0003M P 06/16/2031 | 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.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-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2015-24 AI IO 03.5000 12/20/2037 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 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-.8 2057-10-17 300.0 10/17/2057 MS | 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% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.01% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.01% |
| FNW 1998-W2 X IO 00.0000 06/25/2028 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| STACR 2014-HQ3 M3 04.8360 10/25/2024 | 0.01% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.01% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.01% |
| SWPTN 3MX10Y R 1.624 USD 12/29/2021 CI | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| 0.933 R ISWP FWD US0003M P 06/28/2026 | 0.01% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| 1.3955 R ISWP US0003M P 09/27/2031 | 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% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| FNMA FN30 AA2892 UMBS 04.5000 03/01/2039 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2011-123 KS IO 06.5140 10/25/2041 | 0.01% |
| GNR 2019-78 SJ IO 05.9626 06/20/2049 | 0.01% |
| SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | 0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% |
| CAS 2019-R01 2M2 02.5360 07/25/2031 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 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-.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% |
| 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% |
| FHS 304 C37 IO 03.5000 12/15/2027 | 0.01% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.01% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.01% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.01% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 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% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% |
| OPTN FN30 4.0 10/07/21 CALL 107.1484375 JPMC | 0.00% |
| OPTN GII30 3.5 10/07/21 CALL 105.28125 JPMC | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | 0.00% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 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-.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% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2806 10/25/2043 | 0.00% |
| GNMA GII30 2987 07.5000 10/20/2030 | 0.00% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.00% |
| OPTN GII30 4.0 10/07/21 CALL 106.1875 JPMC | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 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-.7 2047-01-17 300.0 01/17/2047 CG | 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% |
| FNMA FN30 AY3392 UMBS 04.0000 04/01/2045 | 0.00% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.00% |
| FNW 1998-W5 X IO 00.4206 07/25/2028 | 0.00% |
| FNW 2003-W3 1A4 03.5594 08/25/2042 | 0.00% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 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 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-.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% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3802 10/25/2041 | 0.00% |
| FNR 2008-36 OV PO 00.0000 01/25/2036 | 0.00% |
| FSPC T-57 2A1 03.5676 07/25/2043 | 0.00% |
| GNR 2014-160 IB IO 03.0000 11/20/2040 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2001-79 BI IO 00.2635 03/25/2045 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNW 2003-W14 2A 03.8532 01/25/2043 | 0.00% |
| FNW 2004-W2 4A 03.1446 02/25/2044 | 0.00% |
| FSPC T-59 2A1 03.4023 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4364 11/15/2028 | 0.00% |
| GNMA GIIARM 8913 02.2500 07/20/2026 | 0.00% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.00% |
| OPTN FN30 2.5 10/07/21 CALL 103.75 JPMC | 0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.00% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.00% |
| 0.2215 R ISWP US0003M P 06/10/2023 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.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 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 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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 CG | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FNMA FN15 888594 06.0000 08/01/2022 | 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 03.3611 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% |
| GNR 2011-71 IK IO 04.0000 04/16/2039 | 0.00% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.00% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | -0.00% |
| 1.824 R ISWP US0003M P 09/30/2051 | -0.00% |
| 1.8375 R ISWP US0003M P 09/30/2051 | -0.00% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -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 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% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | -0.00% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.00% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -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 GS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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% |
| OPTN FN30 4.0 10/07/21 PUT 107.1484375 JPMC | -0.00% |
| SWPTN 1MX5Y R 0.944 USD 10/21/2021 CI | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| 1.357 R ISWP US0003M P 09/14/2031 | -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 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% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.00% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 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% |
| SWPTN 10YX10Y R 1.985 USD 01/29/2031 JP | -0.00% |
| SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.01% |
| 1.6295 R ISWP US0003M P 07/29/2051 | -0.01% |
| 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.BB.13 2072-12-16 500.0 12/16/2072 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 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.01% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% |
| 1.525 R ISWP US0003M P 03/15/2031 | -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 5YX30Y P 1.727 USD 01/22/2025 GS | -0.01% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.01% |
| 2.232 R ISWP FWD US0003M P 06/11/2051 | -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% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -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 GS | -0.01% |
| 1.465 R ISWP US0003M P 04/15/2031 | -0.01% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -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% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.01% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% |
| 1.457 R ISWP FWD US0003M P 07/09/2031 | -0.01% |
| 1.465 R ISWP FWD US0003M P 06/14/2031 | -0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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% |
| OPTN GII30 4.0 10/07/21 PUT 106.1875 JPMC | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | -0.01% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.01% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -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% |
| OPTN FN30 3.0 10/07/21 PUT 104.5625 JPMC | -0.01% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| 1.46 R ISWP FWD US0003M P 07/15/2031 | -0.01% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CPURNSA P 2.7375 R 09/13/26 | -0.01% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | -0.01% |
| 1.6275 R ISWP FWD US0003M P 09/07/2031 | -0.01% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.02% |
| OPTN FN30 3.5 10/07/21 PUT 105.84375 JPMC | -0.02% |
| SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.02% |
| SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | -0.02% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.02% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.02% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.02% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
| 1.51882 R ISWP US0003M P 03/02/2031 | -0.02% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | -0.02% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.02% |
| SWPTN 3MX10Y P 1.624 USD 12/29/2021 CI | -0.02% |
| SWPTN 3MX5Y P 1.3075 USD 12/17/2021 CI | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| 1.45 R ISWP FWD US0003M P 06/23/2031 | -0.02% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.02% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -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% |
| CPURNSA P 2.78 R 01/15/32 | -0.02% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.02% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.02% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.02% |
| OPTN GII30 3.5 10/07/21 PUT 105.28125 JPMC | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.02% |
| 1.647 R ISWP FWD US0003M P 09/07/2031 | -0.02% |
| SWPTN 1MX10Y R 1.383 USD 10/08/2021 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.03% |
| SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -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 2YX10Y R 1.5 USD 02/01/2023 TD | -0.03% |
| 1.59 R ISWP FWD US0003M P 10/07/2031 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 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 CG | -0.04% |
| 1.65 R ISWP FWD US0003M P 12/15/2051 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.04% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.04% |
| SWPTN 1MX5Y P 0.944 USD 10/21/2021 CI | -0.04% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.04% |
| 1.5475 R ISWP US0003M P 05/10/2031 | -0.04% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.04% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.04% |
| 1.2975 R ISWP US0003M P 07/27/2031 | -0.04% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.04% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.05% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.05% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.05% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.05% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.06% |
| OPTN FN30 2.5 10/07/21 PUT 103.75 JPMC | -0.06% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.06% |
| 1.30 R ISWP FWD US0003M P 08/18/2031 | -0.06% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.06% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.06% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.06% |
| 1.46049 R ISWP US0003M P 06/11/2031 | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.07% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.07% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.07% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.08% |
| 0.40 R ISWP FWD US0003M P 12/15/2023 | -0.09% |
| 1.16 R ISWP US0003M P 10/16/2050 | -0.09% |
| 1.31011 R ISWP US0003M P 08/10/2031 | -0.09% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.09% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.10% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.10% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.10% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.11% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.11% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.12% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.12% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.13% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.13% |
| 1.377 R ISWP US0003M P 02/18/2031 | -0.13% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.14% |
| 0.806 R ISWP FWD US0003M P 08/04/2026 | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.15% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.15% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.15% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.16% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.18% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.19% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.20% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.20% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.20% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.21% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.27% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.28% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.30% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.30% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.35% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.40% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.40% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.44% |
| GNMA GII30 TBA 03.5000 10/01/2051 | -0.45% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.48% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.54% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.65% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.76% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.80% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -1.32% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.51% |
| FNMA FN30 TBA UMBS 02.0000 11/01/2051 | -1.70% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.76% |
| FNMA FN30 TBA UMBS 02.0000 10/01/2051 | -2.28% |
| US 10YR ULTRA FUT DEC21 UXYZ1 | -4.70% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -5.49% |
| US 5YR NOTE (CBT) DEC21 FVZ1 | -9.67% |
| US 2YR NOTE (CBT) DEC21 TUZ1 | -162.16% |
| FNMA FN30 TBA UMBS 04.5000 09/01/2051 | 14.47% |
|---|---|
| FNMA FN30 TBA UMBS 05.5000 09/01/2051 | 8.18% |
| GNMA GII30 TBA 03.0000 09/01/2051 | 6.48% |
| FNR 2007-95 A3 00.3393 08/27/2036 | 3.30% |
| TREASURY BILL 00.0000 09/28/2021 | 2.84% |
| TREASURY BILL 00.0000 10/19/2021 | 2.80% |
| TREASURY BILL 00.0000 10/14/2021 | 2.76% |
| FNMA FN30 AB8804 UMBS 02.5000 03/01/2043 | 2.50% |
| TREASURY BILL 00.0000 09/21/2021 | 2.34% |
| CASH MGMT BILL 00.0000 11/16/2021 | 1.86% |
| FNMA FN30 TBA UMBS 06.0000 09/01/2051 | 1.80% |
| TREASURY BILL 00.0000 11/02/2021 | 1.72% |
| GNMA GII30 TBA 02.0000 09/01/2051 | 1.58% |
| FNMA FN30 TBA UMBS 03.0000 09/01/2051 | 1.47% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 1.45% |
| TREASURY BILL 00.0000 09/07/2021 | 1.37% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 1.28% |
| FHS 315 PO PO 00.0000 09/15/2043 | 1.27% |
| 2.764 R ISWP US0003M P 02/18/2031 | 1.27% |
| FNMA FN30 TBA UMBS 04.0000 09/01/2051 | 1.21% |
| CARR 2006-NC2 A4 00.3244 06/25/2036 | 1.20% |
| CAS 2017-C05 1B1 03.6844 01/25/2030 | 1.10% |
| FNR 2020-62 MI IO 03.5000 05/25/2049 | 0.97% |
| BAYV 2006-C 1A3 06.5280 11/28/2036 | 0.94% |
| MSC 2011-C3 E 144A 05.4601 07/15/2049 | 0.93% |
| FNMA FN30 TBA UMBS 04.0000 10/01/2051 | 0.91% |
| MCAS 2019-01 M10 144A 03.3344 10/15/2049 | 0.89% |
| TREASURY BILL 00.0000 10/05/2021 | 0.84% |
| FNR 2016-85 SL IO 06.0156 11/25/2046 | 0.76% |
| TREASURY BILL 00.0000 10/07/2021 | 0.75% |
| STACR 2016-DNA3 M3 05.0844 12/25/2028 | 0.74% |
| STACR 2019-DNA1 B2 10.8344 01/25/2049 | 0.73% |
| CWL 2007-10 1A1 00.2644 06/25/2047 | 0.71% |
| WFRBS 2012-C9 D 144A 04.9691 11/15/2045 | 0.71% |
| DBUBS 2011-LC3A D 144A 05.5573 08/10/2044 | 0.68% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.65% |
| UBSCM 2012-C1 D 144A 05.7355 05/10/2045 | 0.61% |
| CAS 2017-C03 1M2 03.0844 10/25/2029 | 0.60% |
| SPST 2021-6 A 00.8859 04/25/2022 | 0.59% |
| CAS 2017-C06 2B1 04.5344 02/25/2030 | 0.57% |
| FNR 2016-83 BS IO 06.0156 11/25/2046 | 0.57% |
| FNR 2019-83 QS IO 05.8656 01/25/2050 | 0.57% |
| CAS 2017-C07 1B1 04.0844 05/25/2030 | 0.55% |
| CAS 2017-C06 1B1 04.2344 02/25/2030 | 0.54% |
| BF0101 03.5000 06/01/2056 | 0.53% |
| GNR 2021-8 IP IO 02.5000 01/20/2051 | 0.52% |
| TREASURY BILL 00.0000 02/17/2022 | 0.51% |
| AHM 2007-1 GA1C 00.2744 05/25/2047 | 0.50% |
| FNR 2018-36 SD IO 06.1656 06/25/2048 | 0.50% |
| FNR 2016-81 SA IO 06.0656 11/25/2046 | 0.49% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.49% |
| FHR 5071 IV IO 03.0000 12/25/2050 | 0.49% |
| 1.65 R ISWP FWD US0003M P 09/15/2031 | 0.49% |
| COMM 2014-CR17 D 144A 05.0095 05/10/2047 | 0.48% |
| FHR 5080 IQ IO 03.5000 04/25/2050 | 0.47% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.46% |
| STACR 2020-DNA4 B2 10.0844 08/25/2050 | 0.46% |
| CAS 2016-C03 1B 11.8344 10/25/2028 | 0.46% |
| FNR 2021-25 IJ IO 03.5000 05/25/2051 | 0.45% |
| GSMS 2014-GC24 D 144A 04.6690 09/10/2047 | 0.45% |
| BMIR 2017-1 M2 144A 03.4344 10/25/2027 | 0.44% |
| STACR 2019-DNA4 B2 06.3344 10/25/2049 | 0.44% |
| FN BF0091 | 0.43% |
| UBSC 2011-C1 D 144A 06.4422 01/10/2045 | 0.43% |
| OMIR 2018-1A M2 02.9344 07/25/2028 | 0.43% |
| STACR 2015-HQA1 B 08.8844 03/25/2028 | 0.41% |
| JPMBB 2013-C14 D 144A 04.6991 08/15/2046 | 0.40% |
| CAS 2017-C07 2B1 04.5344 05/25/2030 | 0.40% |
| STACR 2018-HQA1 M2 02.3844 09/25/2030 | 0.40% |
| GNR 2019-121 SD IO 05.9116 10/20/2049 | 0.39% |
| CAS 2017-C02 2B1 05.5844 09/25/2029 | 0.39% |
| MCAS 2020-01 M10 144A 03.8344 03/25/2050 | 0.39% |
| GNR 2020-138 IB IO 02.5000 09/20/2050 | 0.39% |
| STACR 2017-HQA2 M2 02.7344 12/25/2029 | 0.38% |
| GNR 2019-125 SG IO 05.9616 10/20/2049 | 0.38% |
| CAS 2018-C04 2B1 04.5844 12/25/2030 | 0.37% |
| FNR 2020-31 IO IO 04.5000 05/25/2050 | 0.36% |
| CAS 2017-C01 1M2 03.6344 07/25/2029 | 0.36% |
| FHR 5050 IM IO 03.5000 10/25/2050 | 0.35% |
| FHR 5065 DI IO 03.5000 01/25/2051 | 0.35% |
| FNR 2016-8 SA IO 05.9656 03/25/2046 | 0.35% |
| GNR 2016-H19 AI IO 02.4259 09/20/2066 | 0.35% |
| FHR 3065 DC 19.5735 03/15/2035 | 0.35% |
| GSMS 2014-GC18 C 05.1545 01/10/2047 | 0.35% |
| FNMA FN30 AV7052 UMBS 03.5000 03/01/2045 | 0.35% |
| STACR 2018-HQA2 B2 11.0844 10/25/2048 | 0.35% |
| GNR 2016-H07 PI IO 02.2888 03/20/2066 | 0.35% |
| CAS 2020-SBT1 1B1 06.8344 02/25/2040 | 0.35% |
| GNR 2017-H20 AI IO 02.2198 10/20/2067 | 0.34% |
| FNR 2016-50 SM IO 06.0156 08/25/2046 | 0.34% |
| GNR 2016-H23 NI IO 02.2846 10/20/2066 | 0.34% |
| JPMCC 2013-LC11 D 04.3053 04/15/2046 | 0.34% |
| FHR 4326 GS IO 05.9545 04/15/2044 | 0.33% |
| JPMCC 2013-C16 D 144A 05.1889 12/15/2046 | 0.33% |
| GNR 2020-133 CS IO 06.2116 09/20/2050 | 0.33% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.33% |
| CAS 2018-C02 2M2 02.2844 08/25/2030 | 0.32% |
| GNR 2016-H27 GI IO 02.3490 12/20/2066 | 0.32% |
| GNR 2021-77 SM IO 06.2116 05/20/2051 | 0.32% |
| COMM 2013-LC13 D 144A 05.4369 08/10/2046 | 0.32% |
| JPMBB 2014-C22 C 04.7047 09/15/2047 | 0.32% |
| MRAIT 2020-11 A1X 01.7955 04/22/2022 | 0.32% |
| FNR 2019-51 SA IO 05.9656 09/25/2049 | 0.32% |
| MRAIT 2021-NA1 A1X 01.5958 03/08/2022 | 0.31% |
| WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.31% |
| GNR 2017-H03 KI IO 02.2459 01/20/2067 | 0.30% |
| MRAIT 2021-11 A1X 01.2455 01/25/2022 | 0.30% |
| MRAIT 2021-EBO4 A1X 01.8458 02/16/2022 | 0.30% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.30% |
| MRAIT 2020-2 A2 | 0.30% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.30% |
| GNMA GII30 TBA 04.5000 09/01/2051 | 0.30% |
| GNR 2015-H22 AI IO 01.8918 09/20/2065 | 0.30% |
| MRAIT 2021-8 A1X 01.2458 10/15/2021 | 0.30% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.30% |
| GNR 2020-175 JI IO 03.5000 11/20/2050 | 0.30% |
| STACR 2018-DNA1 B1 03.2344 07/25/2030 | 0.30% |
| FHR 5003 DS IO 06.0156 08/25/2050 | 0.30% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.30% |
| JPMBB 2014-C23 D 144A 04.1328 09/15/2047 | 0.30% |
| STACR 2018-DNA2 B1 03.7844 12/25/2030 | 0.30% |
| MSBAM 2014-C19 D 144A 03.2500 12/15/2047 | 0.29% |
| COMM 2014-CR19 D 144A 04.8598 08/10/2047 | 0.29% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.29% |
| COMM 2012-CR4 B 144A 03.7030 10/15/2045 | 0.29% |
| GSMS 2013-GC10 D P/P 144A 04.5482 02/10/2046 | 0.29% |
| COMM 2013-CR13 D 144A 05.0449 11/10/2046 | 0.28% |
| GNR 2017-H25 CI IO 02.3113 12/20/2067 | 0.28% |
| MRAIT 2021-EBO1 A1X 01.8455 02/16/2022 | 0.28% |
| CWALT 2006-OA19 A1 00.2684 02/20/2047 | 0.28% |
| CAS 2020-SBT1 1M2 03.7344 02/25/2040 | 0.28% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.28% |
| MSBAM 2015-C23 D 144A 04.2820 07/15/2050 | 0.27% |
| GNR 2013-87 SA IO 06.1116 06/20/2043 | 0.27% |
| GNR 2016-H13 IK IO 02.6367 06/20/2066 | 0.27% |
| GNR 2015-H20 CI IO 01.9937 08/20/2065 | 0.26% |
| JPMCC 2011-C3 D 144A 05.7199 02/15/2046 | 0.26% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.26% |
| FREMF 2019-KF65 B 144A 02.4905 07/25/2029 | 0.26% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.26% |
| FREMF 2019-KF66 B 144A 02.4905 07/25/2029 | 0.25% |
| STACR 2017-DNA2 M2 03.5344 10/25/2029 | 0.25% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.25% |
| FHR 4933 SA IO 05.9156 12/25/2049 | 0.25% |
| UBSC 2011-C1 B 144A 06.4422 01/10/2045 | 0.25% |
| BANK 2020-BN25 C 03.4675 01/15/2063 | 0.24% |
| CAS 2018-C06 1B1 03.8344 03/25/2031 | 0.24% |
| FNR 2020-41 SE IO 06.0156 06/25/2050 | 0.24% |
| COMM 2013-LC6 C 04.2420 01/10/2046 | 0.24% |
| MSC 2012-C4 E 144A 05.5411 03/15/2045 | 0.24% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.24% |
| WFRBS 2012-C9 E 144A 04.9691 11/15/2045 | 0.24% |
| FNMA FN30 AV7059 UMBS 03.5000 04/01/2045 | 0.24% |
| GNR 2018-H01 XI IO 02.3077 01/20/2068 | 0.24% |
| GNR 2019-110 SQ IO 05.9616 09/20/2049 | 0.24% |
| GSMS 2014-GC22 C 04.8455 06/10/2047 | 0.24% |
| FNR 2017-104 SL IO 06.0656 01/25/2048 | 0.23% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.23% |
| MWST 2020-1 A 00.9844 10/25/2053 | 0.23% |
| GNR 2017-H06 MI IO 02.2269 02/20/2067 | 0.23% |
| JPALT 2006-A6 1A1 00.4044 11/25/2036 | 0.23% |
| GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.23% |
| FNR 2019-45 SD IO 05.9656 08/25/2049 | 0.22% |
| GNMA GN30 AM4380 04.0000 05/15/2045 | 0.22% |
| BBCMS 2019-C4 E 144A 03.2500 08/15/2052 | 0.22% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.22% |
| UBSBB 2012-C4 D 144A 04.6111 12/10/2045 | 0.22% |
| GNR 2020-112 MS IO 06.2116 08/20/2050 | 0.22% |
| FNR 2008-24 SP 22.9739 02/25/2038 | 0.22% |
| FHR 5018 QI IO 05.0000 10/25/2050 | 0.21% |
| GNR 2019-158 AS IO 06.0545 09/16/2043 | 0.21% |
| CSAIL 2019-C17 D 144A 02.5000 09/15/2052 | 0.21% |
| GNR 2015-H10 HI IO 01.7573 04/20/2065 | 0.21% |
| COMM 2015-CR26 D 03.6854 10/10/2048 | 0.21% |
| OPTN GII30 3.5 09/07/21 CALL 104.0625 JPMC | 0.20% |
| GNR 2016-H18 QI IO 02.3711 06/20/2066 | 0.20% |
| STACR 2020-HQA3 B1 05.8344 07/25/2050 | 0.20% |
| WFCM 2020-C57 C 04.1578 08/15/2053 | 0.20% |
| CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.20% |
| STACR 2018-HQA2 B1 04.3344 10/25/2048 | 0.20% |
| WFCM 2015-C30 D 144A 04.6483 09/15/2058 | 0.20% |
| 1.46049 R ISWP US0003M P 06/11/2031 | 0.20% |
| GNR 2015-H23 TI IO 01.9040 09/20/2065 | 0.20% |
| STACR 2019-HQA1 M2 02.4344 02/25/2049 | 0.20% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.20% |
| GNR 2016-H17 DI IO 01.8447 07/20/2066 | 0.20% |
| MSBAM 2013-C12 E 144A 04.9249 10/15/2046 | 0.20% |
| FNR 2020-20 IK IO 03.5000 03/25/2050 | 0.19% |
| GNR 2016-H24 IO IO 02.1362 09/20/2066 | 0.19% |
| GNR 2017-H08 EI IO 02.3888 02/20/2067 | 0.19% |
| GNR 2017-H08 GI IO 02.3321 02/20/2067 | 0.19% |
| CSAIL 2018-C14 D 144A 05.0525 11/15/2051 | 0.19% |
| GNMA GII30 AH8784 04.5000 06/20/2034 | 0.19% |
| GNR 2018-72 IB IO 04.0000 04/20/2046 | 0.19% |
| GNR 2018-H04 JI IO 02.3418 03/20/2068 | 0.19% |
| GNR 2019-35 SE IO 06.0545 01/16/2044 | 0.19% |
| GNR 2011-156 SK IO 06.5116 04/20/2038 | 0.19% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.19% |
| CD 2017-CD4 C 04.3497 05/10/2050 | 0.19% |
| JPMBB 2013-C12 C 04.2353 07/15/2045 | 0.19% |
| STACR 2017-DNA2 B1 05.2344 10/25/2029 | 0.19% |
| GNMA GII30 AI6258 04.5000 05/20/2044 | 0.19% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.19% |
| FNR 2018-47 SA IO 06.1656 07/25/2048 | 0.19% |
| COMM 2014-CR16 C 05.0834 04/10/2047 | 0.19% |
| CAS 2018-C06 2B1 04.1844 03/25/2031 | 0.18% |
| FHR 2976 LC 24.0698 05/15/2035 | 0.18% |
| GNR 2019-56 SK IO 06.0616 05/20/2049 | 0.18% |
| WFCM 2020-C56 C 03.8708 06/15/2053 | 0.18% |
| FNR 2018-20 SB IO 06.1656 03/25/2048 | 0.18% |
| GNR 2016-H10 AI IO 01.5149 04/20/2066 | 0.18% |
| FHR 4949 WS IO 05.9156 02/25/2050 | 0.18% |
| WFCM 2016-NXS5 D 05.1509 01/15/2059 | 0.18% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.18% |
| JPMCC 2007-CB19 AJ 06.2613 02/12/2049 | 0.18% |
| CGCMT 2012-GC8 C 144A 05.0380 09/10/2045 | 0.18% |
| JPMCC 2010-C2 D 144A 05.8722 11/15/2043 | 0.18% |
| GNR 2014-H21 AI IO 01.6937 10/20/2064 | 0.18% |
| GNR 2015-H13 AI IO 01.8022 06/20/2065 | 0.18% |
| GNR 2017-H04 BI IO 02.4630 02/20/2067 | 0.17% |
| GNR 2017-156 SL IO 06.1116 10/20/2047 | 0.17% |
| LMAT 2019-GS2 A2 144A 04.2500 01/25/2059 | 0.17% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.17% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.17% |
| COMM 2014-UBS4 C 04.8064 08/10/2047 | 0.17% |
| WFRBS 2011-C4 E 144A 05.0232 06/15/2044 | 0.17% |
| CAS 2018-C03 1B1 03.8344 10/25/2030 | 0.17% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.17% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.17% |
| BSCMS 2007-T26 AJ 05.5400 01/12/2045 | 0.17% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.17% |
| MRAFT 2020-5 A1 01.0951 08/10/2023 | 0.17% |
| FHR 4953 AI IO 04.0000 02/25/2050 | 0.17% |
| FNR 2020-96 IO IO 03.0000 01/25/2051 | 0.17% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.16% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.16% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.16% |
| FNR 2017-19 IH IO 05.0000 03/25/2047 | 0.16% |
| COMM 2018-COR3 C 04.7124 05/10/2051 | 0.16% |
| GNR 2018-H02 IM IO 02.3290 02/20/2068 | 0.16% |
| MSBAM 2013-C9 D 144A 04.2470 05/15/2046 | 0.16% |
| 0.37 R ISWP US0003M P 10/16/2025 | 0.16% |
| STACR 2020-HQA3 B2 10.0844 07/25/2050 | 0.16% |
| GNR 2013-39 IJ IO 04.5000 03/20/2043 | 0.16% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.15% |
| FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.15% |
| MCAS 2019-01 M7 144A 01.7844 10/15/2049 | 0.15% |
| COMM 2014-UBS3 D 144A 04.9266 06/10/2047 | 0.15% |
| FNR 2018-51 BI IO 05.5000 07/25/2038 | 0.15% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.15% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.15% |
| GNR 2015-H04 AI IO 01.6264 12/20/2064 | 0.15% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.15% |
| CD 2017-CD4 D 144A 03.3000 05/10/2050 | 0.14% |
| COMM 2014-UBS3 C 04.8966 06/10/2047 | 0.14% |
| GNR 2016-H03 AI IO 01.7756 01/20/2066 | 0.14% |
| WFHET 2007-2 A3 00.3144 04/25/2037 | 0.14% |
| GNR 2016-80 SD IO 06.0116 06/20/2046 | 0.14% |
| GNR 2017-H08 NI IO 02.2474 03/20/2067 | 0.14% |
| HMIR 2021-2 B1 144A 04.2000 01/25/2034 | 0.14% |
| COMM 2014-UBS2 C 05.1383 03/10/2047 | 0.14% |
| BMARK 2019-B11 D 144A 03.0000 05/15/2052 | 0.14% |
| MRAFT 2020-4 A1 01.4451 04/23/2023 | 0.14% |
| MWST 2020-2 A 00.8844 11/25/2053 | 0.14% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.14% |
| GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.14% |
| JPMBB 2013-C12 E 144A 04.2353 07/15/2045 | 0.14% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.14% |
| GNR 2016-H06 DI IO 01.6175 07/20/2065 | 0.14% |
| GNR 2017-H10 MI IO 01.8354 04/20/2067 | 0.14% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.14% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.14% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.13% |
| TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.13% |
| CGCMT 2015-P1 C 04.5141 09/15/2048 | 0.13% |
| GNR 2017-H25 IO IO 02.1412 11/20/2067 | 0.13% |
| GSMS 2010-C1 D 144A 06.1862 08/10/2043 | 0.13% |
| CSAIL 2020-C19 D 144A 02.5000 03/15/2053 | 0.13% |
| GNR 2016-H06 HI IO 02.0749 02/20/2066 | 0.13% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.13% |
| STACR 2017-HQA1 M2 03.6344 08/25/2029 | 0.13% |
| WFCM 2018-C46 C 05.1440 08/15/2051 | 0.13% |
| COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.13% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.13% |
| GNR 2014-H25 BI IO 01.6824 12/20/2064 | 0.13% |
| GNR 2019-100 JS IO 06.0116 08/20/2049 | 0.13% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.13% |
| UBSCM 2012-C1 E 144A 05.0000 05/10/2045 | 0.13% |
| GNR 2015-H25 BI IO 01.9776 10/20/2065 | 0.13% |
| GNR 2017-H23 BI IO 01.8721 11/20/2067 | 0.13% |
| FHR 4436 SC IO 06.0545 02/15/2045 | 0.13% |
| CAS 2016-C04 1B 10.3344 01/25/2029 | 0.12% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.12% |
| GNR 2014-H18 CI IO 01.5750 09/20/2064 | 0.12% |
| 1.574 R ISWP US0003M P 05/12/2031 | 0.12% |
| GNR 2014-119 SA IO 05.5116 08/20/2044 | 0.12% |
| GNR 2015-H16 XI IO 01.8874 07/20/2065 | 0.12% |
| JPMBB 2014-C19 D 144A 04.8112 04/15/2047 | 0.12% |
| MSBAM 2012-C6 G 144A 04.5000 11/15/2045 | 0.12% |
| GNR 2016-H04 KI IO 01.5332 02/20/2066 | 0.12% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.12% |
| CAS 2016-C03 1M2 05.3844 10/25/2028 | 0.12% |
| GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.12% |
| GNR 2014-137 ID IO 05.5000 09/16/2044 | 0.12% |
| BANK 2017-BNK9 D 144A 02.8000 11/15/2054 | 0.12% |
| FNR 2011-4 CS 12.7312 05/25/2040 | 0.12% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.12% |
| FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.12% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.12% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.12% |
| GNR 2016-H24 KI IO 02.4694 11/20/2066 | 0.11% |
| GNR 2013-182 SP IO 06.6116 12/20/2043 | 0.11% |
| GNR 2017-H09 IO IO 01.8208 04/20/2067 | 0.11% |
| FNR 2005-106 JC 19.8624 12/25/2035 | 0.11% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.11% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.11% |
| FNR 2005-74 NK 27.0781 05/25/2035 | 0.11% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.11% |
| GNR 2014-182 BI IO 04.0000 01/20/2039 | 0.11% |
| STACR 2019-DNA1 M2 02.7344 01/25/2049 | 0.11% |
| GNR 2016-H04 HI IO 02.3864 07/20/2065 | 0.11% |
| GNR 2017-H14 JI IO 02.1348 06/20/2067 | 0.11% |
| GNR 2017-H14 LI IO 02.2749 06/20/2067 | 0.11% |
| JPMCC 2011-C4 C 144A 05.5744 07/15/2046 | 0.10% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.10% |
| GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.10% |
| EMIR 2020-1 B1 144A 02.9344 01/25/2030 | 0.10% |
| GNR 2018-H02 IO IO 02.4700 01/20/2068 | 0.10% |
| JPMCC 2011-C5 D 144A 05.7127 08/15/2046 | 0.10% |
| STACR 2019-HQA2 B2 11.3344 04/25/2049 | 0.10% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.10% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.10% |
| GNR 2011-H07 FI IO 01.2298 02/20/2061 | 0.10% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.10% |
| OMIR 2019-1A B1B 04.4344 07/25/2029 | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.10% |
| GNR 2016-H06 AI IO 01.6499 02/20/2066 | 0.10% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.10% |
| FNMA FN30 AV7026 UMBS 03.5000 11/01/2044 | 0.10% |
| FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.10% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.10% |
| WAMU 2005-AR8 2AC2 01.0044 07/25/2045 | 0.10% |
| 1.377 R ISWP US0003M P 02/18/2031 | 0.10% |
| GNMA GII30 AJ8849 03.0000 10/20/2044 | 0.10% |
| GNR 2018-H05 ID 02.0570 03/20/2068 | 0.10% |
| 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.09% |
| CAS 2019-R01 2B1 04.4344 07/25/2031 | 0.09% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.09% |
| OMIR 2017-1A M2 144A 04.0844 04/25/2027 | 0.09% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.09% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.09% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.09% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.09% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.09% |
| GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.09% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.09% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.09% |
| GNMA GII30 AY4779 04.4870 03/20/2067 | 0.08% |
| TREASURY BILL 00.0000 09/02/2021 | 0.08% |
| JPMCC 2011-C3 E 144A 05.7199 02/15/2046 | 0.08% |
| MSAC 2004-HE9 M2 01.0144 11/25/2034 | 0.08% |
| FNR 2007-53 SP 23.8906 06/25/2037 | 0.08% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.08% |
| OMIR 2019-1A B1A 03.5844 07/25/2029 | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.08% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.08% |
| GNMA GII30 BA7681 04.6420 06/20/2067 | 0.08% |
| GNR 2015-H24 HI IO 02.0594 09/20/2065 | 0.08% |
| GNR 2017-H25 AI IO 02.5173 12/20/2067 | 0.08% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.08% |
| CAS 2016-C06 1B 09.3344 04/25/2029 | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.08% |
| GNR 2016-H08 GI IO 01.4270 04/20/2066 | 0.08% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.08% |
| CAS 2016-C03 2B 12.8344 10/25/2028 | 0.08% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.08% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.08% |
| FHR 4136 IQ IO 03.5000 11/15/2042 | 0.08% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.08% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.07% |
| 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.07% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.07% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.07% |
| BALTA 2005-8 21A1 02.4855 10/25/2035 | 0.07% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.07% |
| BMIR 2017-1 B1 144A 04.8344 10/25/2027 | 0.07% |
| FHR 2990 LB 16.7016 06/15/2034 | 0.07% |
| HVMLT 2005-2 1A 00.6065 05/19/2035 | 0.07% |
| LHOME 2021-RTL1 A1 02.0900 09/25/2026 | 0.07% |
| MSBAM 2013-C10 F 144A 04.2162 07/15/2046 | 0.07% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.07% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.07% |
| FNR 2006-8 HP 24.2573 03/25/2036 | 0.07% |
| 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.07% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.07% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.07% |
| CAS 2015-C04 1M2 05.7844 04/25/2028 | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.07% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.07% |
| FNR 2006-62 PS 39.3937 07/25/2036 | 0.06% |
| FHR 4425 EI IO 04.0000 01/15/2045 | 0.06% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.06% |
| MSBAM 2013-C12 D 144A 04.9249 10/15/2046 | 0.06% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.06% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.06% |
| GNR 2016-H24 JI IO 02.1935 11/20/2066 | 0.06% |
| RMIR 2020-1 B1 P/P 144A 03.0844 01/25/2030 | 0.06% |
| STACR 2019-DNA3 B2 08.2344 07/25/2049 | 0.06% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.06% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.06% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.06% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.06% |
| SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.06% |
| GNMA GN30 AE8022 04.5000 12/15/2043 | 0.06% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.06% |
| BALTA 2005-10 11A1 00.5844 01/25/2036 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.05% |
| SAMI 2006-AR7 A1BG 00.2044 08/25/2036 | 0.05% |
| STACR 2015-DNA3 B 09.4344 04/25/2028 | 0.05% |
| STACR 2019-FTR3 B2 04.8893 09/25/2047 | 0.05% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.05% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.05% |
| FNR 2013-22 PI IO 03.5000 10/25/2042 | 0.05% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.05% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.05% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | 0.05% |
| FHR 3408 EK 25.4088 04/15/2037 | 0.05% |
| CAS 2020-R01 1B1 03.3344 01/25/2040 | 0.05% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.05% |
| GNR 2015-H23 DI IO 01.8503 09/20/2065 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.05% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.05% |
| STACR 2017-DNA1 M2 03.3344 07/25/2029 | 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% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.05% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.05% |
| 1.465 R ISWP US0003M P 04/15/2031 | 0.05% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.05% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.04% |
| CAS 2016-C05 2M2 04.5344 01/25/2029 | 0.04% |
| CAS 2018-C01 1M2 02.3344 07/25/2030 | 0.04% |
| GNMA GII30 609117 04.5000 02/20/2044 | 0.04% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.04% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.04% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.04% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.04% |
| STACR 2019-DNA2 B2 10.5844 03/25/2049 | 0.04% |
| CAS 2020-R02 2B1 03.0844 01/25/2040 | 0.04% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.04% |
| GNMA GII30 AJ4182 04.5000 09/20/2044 | 0.04% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.04% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.04% |
| GNR 2014-100 NI IO 04.0000 06/20/2043 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| OPTN FN30 2.5 09/07/21 CALL 103.71875 JPMC | 0.04% |
| STACR 2019-DNA2 M2 02.5344 03/25/2049 | 0.04% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.04% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.04% |
| GNMA GII30 AJ4184 04.5000 09/20/2044 | 0.04% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 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% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.04% |
| 1.45 R ISWP FWD US0003M P 06/23/2031 | 0.04% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.04% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.04% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.04% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.04% |
| STACR 2017-HQA2 B1 04.8344 12/25/2029 | 0.04% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.04% |
| 1.465 R ISWP FWD US0003M P 06/14/2031 | 0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.04% |
| FNMA FN30 AV7020 UMBS 03.5000 10/01/2044 | 0.04% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 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% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| FHR 4136 ES IO 06.1545 11/15/2042 | 0.04% |
| GNMA GII30 AW8447 04.3280 05/20/2067 | 0.04% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.04% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.04% |
| FNR 2012-104 HI IO 04.0000 09/25/2027 | 0.03% |
| GNMA GII30 609118 04.5000 02/20/2034 | 0.03% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.03% |
| 1.46 R ISWP FWD US0003M P 07/15/2031 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.03% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.03% |
| 0.7389 R ISWP US0003M P 08/05/2026 | 0.03% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.03% |
| GNMA GII30 635065 04.5000 03/20/2046 | 0.03% |
| GNMA GN30 AG8989 04.5000 05/15/2044 | 0.03% |
| 1.154 R ISWP US0003M P 08/06/2031 | 0.03% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.03% |
| GNMA GII30 AJ6287 04.0000 09/20/2044 | 0.03% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.03% |
| SWPTN 3MX10Y R 1.504 USD 09/29/2021 CI | 0.03% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.03% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.03% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.03% |
| GNR 2014-174 AI IO 03.0000 11/16/2029 | 0.03% |
| GNR 2020-15 CS IO 05.9616 02/20/2050 | 0.03% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.03% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.03% |
| OPTN FN30 3.5 09/07/21 CALL 105.75 JPMC | 0.03% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.03% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% |
| 1.457 R ISWP FWD US0003M P 07/09/2031 | 0.03% |
| GNMA GN30 AG8984 04.5000 05/15/2044 | 0.03% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.03% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.03% |
| TREASURY BILL 00.0000 09/14/2021 | 0.03% |
| GNMA GII30 AQ6653 04.5000 09/20/2045 | 0.03% |
| GNMA GN30 704478 04.5000 04/15/2039 | 0.03% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.03% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.03% |
| SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.03% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.02% |
| FHR 4019 JI IO 04.0000 05/15/2041 | 0.02% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.02% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.02% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.02% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.02% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.02% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| GNMA GII30 AK1223 04.0000 02/20/2045 | 0.02% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.02% |
| GNMA GII30 AL8543 04.0000 02/20/2045 | 0.02% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% |
| FNR 2012-114 NI IO 03.5000 10/25/2041 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.02% |
| OPTN FN30 3.0 09/07/21 CALL 104.625 JPMC | 0.02% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.02% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.02% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.02% |
| 1.407 R ISWP US0003M P 07/15/2031 | 0.02% |
| GNMA GII30 AO7326 04.6600 09/20/2065 | 0.02% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | 0.02% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 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-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| FHLMC FR30 ZS0468 UMBS 07.5000 10/01/2029 | 0.02% |
| FNR 2008-53 DO PO 00.0000 07/25/2038 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| 0.9315 R ISWP US0003M P 08/31/2026 | 0.02% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.02% |
| GNMA GII30 AO8363 04.0000 09/20/2045 | 0.02% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.02% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.02% |
| GNR 2010-20 SC IO 06.0616 02/20/2040 | 0.02% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 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% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.02% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.01% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.01% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.01% |
| GNMA GII30 AO8415 04.0000 10/20/2045 | 0.01% |
| STACR 2014-HQ3 M3 04.8344 10/25/2024 | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.01% |
| GNR 2015-24 AI IO 03.5000 12/20/2037 | 0.01% |
| GNR 2019-99 KS IO 05.9616 08/20/2049 | 0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.01% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 CS | 0.01% |
| OPTN FN30 4.0 09/07/21 CALL 107.03125 JPMC | 0.01% |
| 1.2465 R ISWP US0003M P 08/23/2031 | 0.01% |
| 1.591 R ISWP FWD US0003M P 08/11/2051 | 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.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-.8 2057-10-17 300.0 10/17/2057 MS | 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% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.01% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.01% |
| FNW 1998-W2 X IO 00.4221 06/25/2028 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.01% |
| 0.79 R ISWP US0003M P 07/21/2026 | 0.01% |
| 0.7915 R ISWP US0003M P 07/21/2026 | 0.01% |
| 0.95 R ISWP FWD US0003M P 09/15/2026 | 0.01% |
| 0.95 R ISWP US0003M P 04/28/2026 | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.01% |
| 0.302 R ISWP US0003M P 08/10/2023 | 0.01% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | 0.01% |
| 1.261 R ISWP US0003M P 08/19/2031 | 0.01% |
| 1.3295 R ISWP US0003M P 07/13/2031 | 0.01% |
| 1.365 R ISWP US0003M P 08/16/2031 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | 0.01% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.01% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.01% |
| 1.2755 R ISWP US0003M P 08/18/2031 | 0.01% |
| 1.57 R ISWP FWD US0003M P 08/23/2033 | 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 AA2892 UMBS 04.5000 03/01/2039 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2011-123 KS IO 06.5156 10/25/2041 | 0.01% |
| GNR 2019-78 SJ IO 05.9616 06/20/2049 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.01% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.01% |
| 0.8887 R ISWP US0003M P 08/27/2026 | 0.01% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.01% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | 0.01% |
| CAS 2019-R01 2M2 02.5344 07/25/2031 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | 0.01% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.01% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
| FHS 304 C37 IO 03.5000 12/15/2027 | 0.01% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.01% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | 0.01% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.01% |
| 0.30978 R ISWP US0003M P 08/13/2023 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 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% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| GNMA GII30 2987 07.5000 10/20/2030 | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.00% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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-.12 2061-08-17 300.0 08/17/2061 CG | 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 00.2809 10/25/2043 | 0.00% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 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-.7 2047-01-17 300.0 01/17/2047 CG | 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% |
| FNMA FN30 AY3392 UMBS 04.0000 04/01/2045 | 0.00% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.00% |
| FNW 1998-W5 X IO 00.7668 07/25/2028 | 0.00% |
| FNW 2003-W3 1A4 03.5552 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 10YX10Y R 1.985 USD 01/29/2031 JP | 0.00% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| 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% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3805 10/25/2041 | 0.00% |
| FNR 2008-36 OV PO 00.0000 01/25/2036 | 0.00% |
| FSPC T-57 2A1 03.5634 07/25/2043 | 0.00% |
| GNR 2014-160 IB IO 03.0000 11/20/2040 | 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 7YX1Y R 1.76 USD 01/14/2028 BA | 0.00% |
| 0.296 R ISWP US0003M P 07/09/2023 | 0.00% |
| 0.306 R ISWP US0003M P 08/17/2023 | 0.00% |
| 0.8705 R ISWP US0003M P 08/25/2026 | 0.00% |
| 1.3265 R ISWP US0003M P 08/12/2031 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2001-79 BI IO 00.2686 03/25/2045 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNW 2003-W14 2A 03.8494 01/25/2043 | 0.00% |
| FNW 2004-W2 4A 03.1407 02/25/2044 | 0.00% |
| FSPC T-59 2A1 03.4000 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4434 11/15/2028 | 0.00% |
| GNMA GIIARM 8913 02.2500 07/20/2026 | 0.00% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 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 20YX5Y R 1.87 USD 07/09/2041 UB | 0.00% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.00% |
| SWPTN 3MX1Y R 1.026 USD 09/30/2021 CI | 0.00% |
| 0.2215 R ISWP US0003M P 06/10/2023 | 0.00% |
| 0.3025 R ISWP US0003M P 08/19/2023 | 0.00% |
| 0.3045 R ISWP US0003M P 08/23/2023 | 0.00% |
| 0.3045 R ISWP US0003M P 09/01/2023 | 0.00% |
| 0.305 R ISWP US0003M P 08/17/2023 | 0.00% |
| 1.3231 R ISWP US0003M P 09/01/2031 | 0.00% |
| 1.333 R ISWP FWD US0003M P 10/01/2031 | 0.00% |
| 1.66 R ISWP FWD US0003M P 09/01/2033 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 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 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FNMA FN15 888594 06.0000 08/01/2022 | 0.00% |
| FNMA FN15 893456 06.0000 09/01/2021 | 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 03.3731 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% |
| 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% |
| 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 3.5 09/07/21 PUT 104.0625 JPMC | 0.00% |
| OPTN GII30 4.0 09/07/21 CALL 106.0 JPMC | 0.00% |
| SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.00% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | 0.00% |
| SWPTN 3MX10Y P 1.8775 USD 09/02/2021 BA | 0.00% |
| SWPTN 3MX10Y P 1.897 USD 09/03/2021 BA | 0.00% |
| SWPTN 3MX10Y R 1.321 USD 09/30/2021 CI | 0.00% |
| 0.86 R ISWP US0003M P 08/11/2026 | -0.00% |
| 1.6295 R ISWP US0003M P 07/29/2051 | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| OPTN FN30 4.0 09/07/21 PUT 107.03125 JPMC | -0.00% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.00% |
| 1.282 R ISWP US0003M P 07/12/2031 | -0.00% |
| 1.30409 R ISWP US0003M P 08/17/2031 | -0.00% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.00% |
| 1.6325 R ISWP US0003M P 09/01/2051 | -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 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% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.00% |
| SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | -0.00% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | -0.00% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | -0.00% |
| 0.3031 R ISWP US0003M P 08/17/2023 | -0.00% |
| 0.8578 R ISWP US0003M P 07/09/2026 | -0.00% |
| 1.2875 R ISWP US0003M P 07/09/2031 | -0.00% |
| 1.31011 R ISWP US0003M P 08/10/2031 | -0.00% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.00% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| 0.30 R ISWP FWD US0003M P 09/15/2023 | -0.00% |
| 0.873 R ISWP FWD US0003M P 09/02/2026 | -0.00% |
| 0.879 R ISWP FWD US0003M P 09/01/2026 | -0.00% |
| 0.8835 R ISWP US0003M P 07/20/2026 | -0.00% |
| 1.2885 R ISWP US0003M P 08/20/2031 | -0.00% |
| 1.2975 R ISWP US0003M P 07/27/2031 | -0.00% |
| 1.30378 R ISWP US0003M P 08/17/2031 | -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 GS | -0.00% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | -0.00% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | -0.00% |
| 0.884 R ISWP US0003M P 09/01/2026 | -0.00% |
| 1.30 R ISWP FWD US0003M P 08/18/2031 | -0.00% |
| 1.337 R ISWP US0003M P 07/08/2031 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 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% |
| SWPTN 1MX5Y R 0.8925 USD 09/24/2021 CI | -0.00% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% |
| 1.2635 R ISWP US0003M P 08/19/2031 | -0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.01% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.01% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.01% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.01% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.14 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% |
| 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 2YX2Y R 1.194 USD 06/22/2023 CI | -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% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% |
| 1.334 R ISWP US0003M P 07/14/2031 | -0.01% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| 0.933 R ISWP FWD US0003M P 06/28/2026 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -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 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% |
| OPTN FN30 3.5 09/07/21 PUT 105.75 JPMC | -0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.01% |
| 1.3895 R ISWP US0003M P 07/08/2031 | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.01% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 1MX5Y P 0.8925 USD 09/24/2021 CI | -0.01% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.01% |
| 1.3665 R ISWP US0003M P 07/16/2031 | -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% |
| OPTN FN30 2.5 09/07/21 PUT 103.71875 JPMC | -0.01% |
| SWPTN 1MX10Y P 1.316 USD 09/09/2021 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 CS | -0.01% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.01% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.01% |
| 2.232 R ISWP FWD US0003M P 06/11/2051 | -0.01% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | -0.01% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.02% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | -0.02% |
| SWPTN 1MX10Y R 1.316 USD 09/09/2021 GS | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| 0.726 R ISWP US0003M P 07/22/2026 | -0.02% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% |
| 1.2531 R ISWP US0003M P 08/23/2031 | -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 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| OPTN GII30 4.0 09/07/21 PUT 106.0 JPMC | -0.02% |
| SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | -0.02% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.02% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.02% |
| OPTN FN30 3.0 09/07/21 PUT 104.625 JPMC | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| 0.806 R ISWP FWD US0003M P 08/04/2026 | -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% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.03% |
| CPURNSA P 2.686 R 04/01/31 | -0.03% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.03% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.03% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.03% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.03% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.03% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | -0.03% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.03% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.04% |
| 1.3659 R ISWP US0003M P 02/22/2031 | -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% |
| 1.6275 R ISWP FWD US0003M P 09/07/2031 | -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 GS | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.04% |
| SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -0.04% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.05% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.05% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.05% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.05% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.05% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.05% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.06% |
| 1.4255 R ISWP US0003M P 02/24/2031 | -0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.06% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.06% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.06% |
| IOS.FN30.650.67 P USL1M R 01/12/38 BC | -0.06% |
| 1.525 R ISWP US0003M P 03/15/2031 | -0.06% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.06% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.06% |
| 1.647 R ISWP FWD US0003M P 09/07/2031 | -0.06% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.07% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.07% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.07% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.07% |
| 1.16 R ISWP US0003M P 10/16/2050 | -0.07% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.07% |
| SWPTN 3MX10Y P 1.504 USD 09/29/2021 CI | -0.07% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.07% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.07% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.07% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.08% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.08% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.09% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.10% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.11% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.12% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.12% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.12% |
| CPURNSA P 2.79 R 04/15/26 | -0.13% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.13% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.14% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.14% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.14% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.15% |
| 2.00 R ISWP FWD US0003M P 09/15/2051 | -0.16% |
| 1.51882 R ISWP US0003M P 03/02/2031 | -0.18% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.18% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.19% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.19% |
| SWPTN 3MX10Y R 1.5275 USD 09/14/2021 BA | -0.22% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.22% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.24% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.27% |
| 1.5475 R ISWP US0003M P 05/10/2031 | -0.27% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.27% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.29% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.29% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.31% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.32% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.32% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.34% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.42% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.44% |
| GNMA GII30 TBA 03.5000 09/01/2051 | -0.44% |
| SWPTN 3MX10Y P 1.5275 USD 09/14/2021 BA | -0.45% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.63% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.75% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.77% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.87% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -1.28% |
| FNMA FN30 TBA UMBS 02.5000 09/01/2051 | -1.46% |
| FNMA FN30 TBA UMBS 02.0000 09/01/2051 | -1.57% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.68% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.72% |
| US 10YR ULTRA FUT DEC21 UXYZ1 | -4.75% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -5.24% |
| US 5YR NOTE (CBT) DEC21 FVZ1 | -9.67% |
| US 2YR NOTE (CBT) DEC21 TUZ1 | -161.06% |
| FNMA FN30 TBA UMBS 04.5000 08/01/2051 | 14.32% |
|---|---|
| FNMA FN30 TBA UMBS 05.5000 08/01/2051 | 8.11% |
| GNMA GII30 TBA 03.0000 08/01/2051 | 6.44% |
| FNR 2007-95 A3 00.3415 08/27/2036 | 3.27% |
| TREASURY BILL 00.0000 09/28/2021 | 2.82% |
| CASH MGMT BILL 00.0000 10/19/2021 | 2.78% |
| TREASURY BILL 00.0000 10/14/2021 | 2.74% |
| FNMA FN30 AB8804 UMBS 02.5000 03/01/2043 | 2.53% |
| FNMA FN30 TBA UMBS 02.5000 08/01/2051 | 2.18% |
| TREASURY BILL 00.0000 09/21/2021 | 2.04% |
| CASH MGMT BILL 00.0000 11/16/2021 | 1.84% |
| FNMA FN30 TBA UMBS 06.0000 08/01/2051 | 1.79% |
| GNMA GII30 TBA 02.0000 08/01/2051 | 1.58% |
| FNMA FN30 TBA UMBS 03.0000 09/01/2051 | 1.46% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 1.45% |
| TREASURY BILL 00.0000 09/07/2021 | 1.36% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 1.34% |
| 2.764 R ISWP US0003M P 02/18/2031 | 1.33% |
| FHS 315 PO PO 00.0000 09/15/2043 | 1.29% |
| CASH MGMT BILL 00.0000 11/02/2021 | 1.23% |
| CARR 2006-NC2 A4 00.3293 06/25/2036 | 1.18% |
| CAS 2017-C05 1B1 03.6893 01/25/2030 | 1.09% |
| FNMA FN30 TBA UMBS 02.5000 09/01/2051 | 1.02% |
| BAYV 2006-C 1A3 06.5280 11/28/2036 | 0.94% |
| MSC 2011-C3 E 144A 05.2837 07/15/2049 | 0.92% |
| MCAS 2019-01 M10 144A 03.3393 10/15/2049 | 0.88% |
| TREASURY BILL 00.0000 10/05/2021 | 0.84% |
| FNR 2016-85 SL IO 06.0108 11/25/2046 | 0.77% |
| STACR 2016-DNA3 M3 05.0893 12/25/2028 | 0.75% |
| STACR 2019-DNA1 B2 10.8393 01/25/2049 | 0.73% |
| CWL 2007-10 1A1 00.2693 06/25/2047 | 0.72% |
| WFRBS 2012-C9 D 144A 04.8090 11/15/2045 | 0.70% |
| DBUBS 2011-LC3A D 144A 05.4201 08/10/2044 | 0.68% |
| CAS 2017-C03 1M2 03.0893 10/25/2029 | 0.60% |
| UBSCM 2012-C1 D 144A 05.5506 05/10/2045 | 0.60% |
| SPST 2021-6 A 00.8893 04/25/2022 | 0.59% |
| FNR 2016-83 BS IO 06.0108 11/25/2046 | 0.58% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.58% |
| FNR 2019-83 QS IO 05.8608 01/25/2050 | 0.57% |
| CAS 2017-C06 2B1 04.5393 02/25/2030 | 0.57% |
| 1.65 R ISWP FWD US0003M P 09/15/2031 | 0.56% |
| CAS 2017-C07 1B1 04.0893 05/25/2030 | 0.55% |
| CAS 2017-C06 1B1 04.2393 02/25/2030 | 0.54% |
| BF0101 03.5000 06/01/2056 | 0.53% |
| FNR 2018-36 SD IO 06.1608 06/25/2048 | 0.51% |
| FNR 2016-81 SA IO 06.0608 11/25/2046 | 0.51% |
| AHM 2007-1 GA1C 00.2793 05/25/2047 | 0.51% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.49% |
| FHR 5071 IV IO 03.0000 12/25/2050 | 0.48% |
| COMM 2014-CR17 D 144A 04.8480 05/10/2047 | 0.48% |
| FHR 5080 IQ IO 03.5000 04/25/2050 | 0.48% |
| GSMS 2014-GC24 D 144A 04.5363 09/10/2047 | 0.47% |
| CAS 2016-C03 1B 11.8393 10/25/2028 | 0.47% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.46% |
| STACR 2020-DNA4 B2 10.0893 08/25/2050 | 0.46% |
| FN BF0091 | 0.44% |
| BMIR 2017-1 M2 144A 03.4393 10/25/2027 | 0.44% |
| FNR 2021-25 IJ IO 03.5000 05/25/2051 | 0.44% |
| STACR 2019-DNA4 B2 06.3393 10/25/2049 | 0.43% |
| OMIR 2018-1A M2 02.9393 07/25/2028 | 0.42% |
| UBSC 2011-C1 D 144A 06.2303 01/10/2045 | 0.42% |
| STACR 2015-HQA1 B 08.8893 03/25/2028 | 0.41% |
| CAS 2017-C07 2B1 04.5393 05/25/2030 | 0.40% |
| JPMBB 2013-C14 D 144A 04.5583 08/15/2046 | 0.40% |
| STACR 2018-HQA1 M2 02.3893 09/25/2030 | 0.39% |
| GNR 2019-121 SD IO 05.9164 10/20/2049 | 0.39% |
| CAS 2017-C02 2B1 05.5893 09/25/2029 | 0.39% |
| MCAS 2020-01 M10 144A 03.8393 03/25/2050 | 0.38% |
| STACR 2017-HQA2 M2 02.7393 12/25/2029 | 0.38% |
| GNR 2020-138 IB IO 02.5000 09/20/2050 | 0.38% |
| GNR 2019-125 SG IO 05.9664 10/20/2049 | 0.38% |
| CAS 2018-C04 2B1 04.5893 12/25/2030 | 0.37% |
| GNR 2016-H19 AI IO 02.4719 09/20/2066 | 0.37% |
| GSMS 2014-GC18 C 04.9883 01/10/2047 | 0.37% |
| FNR 2020-31 IO IO 04.5000 05/25/2050 | 0.36% |
| GNR 2016-H07 PI IO 02.2902 03/20/2066 | 0.36% |
| CAS 2017-C01 1M2 03.6393 07/25/2029 | 0.36% |
| FNR 2016-8 SA IO 05.9608 03/25/2046 | 0.36% |
| GNR 2017-H20 AI IO 02.2270 10/20/2067 | 0.36% |
| FHR 3065 DC 19.5806 03/15/2035 | 0.36% |
| FHR 5065 DI IO 03.5000 01/25/2051 | 0.35% |
| STACR 2018-HQA2 B2 11.0893 10/25/2048 | 0.35% |
| FNMA FN30 AV7052 UMBS 03.5000 03/01/2045 | 0.35% |
| FNR 2016-50 SM IO 06.0108 08/25/2046 | 0.34% |
| CAS 2020-SBT1 1B1 06.8393 02/25/2040 | 0.34% |
| FHR 4326 GS IO 05.9569 04/15/2044 | 0.34% |
| GNR 2016-H23 NI IO 02.3311 10/20/2066 | 0.34% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.34% |
| GNR 2016-H27 GI IO 02.3480 12/20/2066 | 0.33% |
| JPMCC 2013-LC11 D 04.1665 04/15/2046 | 0.33% |
| GNR 2020-133 CS IO 06.2164 09/20/2050 | 0.33% |
| JPMCC 2013-C16 D 144A 05.0217 12/15/2046 | 0.33% |
| FNR 2019-51 SA IO 05.9608 09/25/2049 | 0.32% |
| GNR 2021-77 SM IO 06.2164 05/20/2051 | 0.32% |
| SPST 2020-15 A 01.4593 12/10/2021 | 0.32% |
| CAS 2018-C02 2M2 02.2893 08/25/2030 | 0.32% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.32% |
| COMM 2013-LC13 D 144A 05.2616 08/10/2046 | 0.32% |
| MRAIT 2020-11 A1X 01.7931 04/22/2022 | 0.32% |
| MRAIT 2021-NA1 A1X 01.5908 03/08/2022 | 0.31% |
| MSBAM 2013-C12 E 144A 04.7624 10/15/2046 | 0.31% |
| WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.30% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.30% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.30% |
| MRAIT 2021-11 A1X 01.2431 01/25/2022 | 0.30% |
| MRAIT 2021-EBO4 A1X 01.8421 02/16/2022 | 0.30% |
| GNR 2017-H03 KI IO 02.2234 01/20/2067 | 0.30% |
| MRAIT 2020-2 A2 | 0.30% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.30% |
| JPMBB 2014-C22 C 04.5529 09/15/2047 | 0.30% |
| GNR 2015-H22 AI IO 01.9423 09/20/2065 | 0.30% |
| MRAIT 2021-8 A1X 01.2503 10/15/2021 | 0.30% |
| GNMA GII30 TBA 04.5000 08/01/2051 | 0.30% |
| STACR 2018-DNA1 B1 03.2393 07/25/2030 | 0.30% |
| FHR 5003 DS IO 06.0108 08/25/2050 | 0.30% |
| JPMBB 2014-C23 D 144A 03.9835 09/15/2047 | 0.29% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.29% |
| GNR 2020-175 JI IO 03.5000 11/20/2050 | 0.29% |
| STACR 2018-DNA2 B1 03.7893 12/25/2030 | 0.29% |
| MSBAM 2014-C19 D 144A 03.2500 12/15/2047 | 0.29% |
| COMM 2014-CR19 D 144A 04.7031 08/10/2047 | 0.29% |
| GNR 2017-H25 CI IO 02.3114 12/20/2067 | 0.28% |
| GSMS 2013-GC10 D P/P 144A 04.4015 02/10/2046 | 0.28% |
| COMM 2012-CR4 B 144A 03.7030 10/15/2045 | 0.28% |
| 1.46049 R ISWP US0003M P 06/11/2031 | 0.28% |
| COMM 2013-CR13 D 144A 04.8825 11/10/2046 | 0.28% |
| CWALT 2006-OA19 A1 00.2636 02/20/2047 | 0.28% |
| GNR 2013-87 SA IO 06.1164 06/20/2043 | 0.28% |
| MRAIT 2021-EBO1 A1X 01.8503 10/08/2021 | 0.28% |
| GNR 2016-H13 IK IO 02.6405 06/20/2066 | 0.28% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.28% |
| CAS 2020-SBT1 1M2 03.7393 02/25/2040 | 0.27% |
| MSBAM 2015-C23 D 144A 04.1440 07/15/2050 | 0.27% |
| FREMF 2019-KF65 B 144A 02.5005 07/25/2029 | 0.27% |
| GNR 2015-H20 CI IO 02.1412 08/20/2065 | 0.27% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.26% |
| JPMCC 2011-C3 D 144A 05.5227 02/15/2046 | 0.26% |
| CSAIL 2019-C17 D 144A 02.5000 09/15/2052 | 0.26% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.26% |
| STACR 2017-DNA2 M2 03.5393 10/25/2029 | 0.25% |
| FHR 4933 SA IO 05.9108 12/25/2049 | 0.25% |
| FNR 2020-41 SE IO 06.0108 06/25/2050 | 0.25% |
| FREMF 2019-KF66 B 144A 02.5005 07/25/2029 | 0.25% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.25% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.25% |
| BANK 2020-BN25 C 03.3537 01/15/2063 | 0.24% |
| UBSC 2011-C1 B 144A 06.2303 01/10/2045 | 0.24% |
| GNR 2019-110 SQ IO 05.9664 09/20/2049 | 0.24% |
| CAS 2018-C06 1B1 03.8393 03/25/2031 | 0.24% |
| FNR 2017-104 SL IO 06.0608 01/25/2048 | 0.24% |
| GNR 2018-H01 XI IO 02.3058 01/20/2068 | 0.24% |
| COMM 2013-LC6 C 04.2420 01/10/2046 | 0.24% |
| FNMA FN30 AV7059 UMBS 03.5000 04/01/2045 | 0.24% |
| GNMA GN30 AM4380 04.0000 05/15/2045 | 0.24% |
| GNR 2017-H06 MI IO 02.2306 02/20/2067 | 0.24% |
| JPALT 2006-A6 1A1 00.4093 11/25/2036 | 0.24% |
| WFRBS 2012-C9 E 144A 04.8090 11/15/2045 | 0.24% |
| GSMS 2014-GC22 C 04.6893 06/10/2047 | 0.23% |
| FNR 2019-45 SD IO 05.9608 08/25/2049 | 0.23% |
| MWST 2020-1 A 00.9893 10/25/2053 | 0.23% |
| GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.23% |
| FNR 2008-24 SP 22.9561 02/25/2038 | 0.22% |
| JPMCC 2011-C5 D 144A 05.4349 08/15/2046 | 0.22% |
| BBCMS 2019-C4 E 144A 03.2500 08/15/2052 | 0.22% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.22% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.22% |
| GNR 2020-112 MS IO 06.2164 08/20/2050 | 0.22% |
| FHR 5018 QI IO 05.0000 10/25/2050 | 0.22% |
| GNR 2019-158 AS IO 06.0589 09/16/2043 | 0.22% |
| UBSBB 2012-C4 D 144A 04.4627 12/10/2045 | 0.22% |
| GNMA GII30 AH8784 04.5000 06/20/2034 | 0.21% |
| GNR 2016-H18 QI IO 02.3374 06/20/2066 | 0.21% |
| COMM 2015-CR26 D 03.4784 10/10/2048 | 0.20% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.20% |
| GNR 2015-H10 HI IO 01.7404 04/20/2065 | 0.20% |
| GNR 2019-56 SK IO 06.0664 05/20/2049 | 0.20% |
| STACR 2020-HQA3 B1 05.8393 07/25/2050 | 0.20% |
| GNR 2017-H08 GI IO 02.3324 02/20/2067 | 0.20% |
| JPMBB 2014-C19 D 144A 04.6563 04/15/2047 | 0.20% |
| GNR 2017-H08 EI IO 02.3977 02/20/2067 | 0.20% |
| WFCM 2020-C57 C 04.0238 08/15/2053 | 0.20% |
| GNR 2015-H23 TI IO 01.9119 09/20/2065 | 0.20% |
| GNR 2016-H17 DI IO 02.0743 07/20/2066 | 0.20% |
| CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.20% |
| FNR 2020-20 IK IO 03.5000 03/25/2050 | 0.20% |
| GNR 2016-H24 IO IO 02.1339 09/20/2066 | 0.20% |
| GNR 2019-35 SE IO 06.0589 01/16/2044 | 0.20% |
| STACR 2018-HQA2 B1 04.3393 10/25/2048 | 0.20% |
| WFCM 2015-C30 D 144A 04.4984 09/15/2058 | 0.20% |
| STACR 2019-HQA1 M2 02.4393 02/25/2049 | 0.20% |
| GNR 2018-72 IB IO 04.0000 04/20/2046 | 0.20% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.19% |
| GNR 2018-H04 JI IO 02.3579 03/20/2068 | 0.19% |
| CSAIL 2018-C14 D 144A 04.8897 11/15/2051 | 0.19% |
| GNR 2011-156 SK IO 06.5164 04/20/2038 | 0.19% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.19% |
| CD 2017-CD4 C 04.3497 05/10/2050 | 0.19% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.19% |
| FNR 2018-20 SB IO 06.1608 03/25/2048 | 0.19% |
| FNR 2018-47 SA IO 06.1608 07/25/2048 | 0.19% |
| GNR 2016-H10 AI IO 01.5020 04/20/2066 | 0.19% |
| JPMBB 2013-C12 C 04.0988 07/15/2045 | 0.19% |
| STACR 2017-DNA2 B1 05.2393 10/25/2029 | 0.19% |
| FHR 2976 LC 24.0785 05/15/2035 | 0.19% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.19% |
| COMM 2014-CR16 C 04.9261 04/10/2047 | 0.18% |
| FHR 4949 WS IO 05.9108 02/25/2050 | 0.18% |
| GNMA GII30 AI6258 04.5000 05/20/2044 | 0.18% |
| CAS 2018-C06 2B1 04.1893 03/25/2031 | 0.18% |
| GNR 2015-H13 AI IO 01.7809 06/20/2065 | 0.18% |
| WFCM 2020-C56 C 03.7491 06/15/2053 | 0.18% |
| JPMCC 2007-CB19 AJ 06.0594 02/12/2049 | 0.18% |
| GNR 2014-H21 AI IO 01.6731 10/20/2064 | 0.18% |
| WFCM 2016-NXS5 D 04.9849 01/15/2059 | 0.18% |
| GNR 2017-H04 BI IO 02.4673 02/20/2067 | 0.18% |
| CGCMT 2012-GC8 C 144A 04.8755 09/10/2045 | 0.18% |
| JPMCC 2010-C2 D 144A 05.6830 11/15/2043 | 0.18% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.18% |
| GNR 2017-156 SL IO 06.1164 10/20/2047 | 0.18% |
| MSC 2012-C4 E 144A 05.4090 03/15/2045 | 0.17% |
| FHR 4953 AI IO 04.0000 02/25/2050 | 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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.17% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.17% |
| COMM 2014-UBS4 C 04.6493 08/10/2047 | 0.17% |
| BSCMS 2007-T26 AJ 05.4310 01/12/2045 | 0.17% |
| CAS 2018-C03 1B1 03.8393 10/25/2030 | 0.17% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.17% |
| GNR 2018-H02 IM IO 02.3303 02/20/2068 | 0.17% |
| WFRBS 2011-C4 E 144A 04.9641 06/15/2044 | 0.17% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.17% |
| MRAFT 2020-5 A1 01.1004 08/10/2023 | 0.17% |
| FNR 2017-19 IH IO 05.0000 03/25/2047 | 0.16% |
| 1.377 R ISWP US0003M P 02/18/2031 | 0.16% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.16% |
| COMM 2018-COR3 C 04.5604 05/10/2051 | 0.16% |
| FNR 2020-96 IO IO 03.0000 01/25/2051 | 0.16% |
| GNR 2019-100 JS IO 06.0164 08/20/2049 | 0.16% |
| MCAS 2019-01 M7 144A 01.7893 10/15/2049 | 0.16% |
| MSBAM 2013-C9 D 144A 04.1103 05/15/2046 | 0.16% |
| FNR 2018-51 BI IO 05.5000 07/25/2038 | 0.16% |
| GNR 2013-39 IJ IO 04.5000 03/20/2043 | 0.16% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.16% |
| STACR 2020-HQA3 B2 10.0893 07/25/2050 | 0.16% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.15% |
| FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.15% |
| GNR 2015-H04 AI IO 01.6099 12/20/2064 | 0.15% |
| 1.574 R ISWP US0003M P 05/12/2031 | 0.15% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.15% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.15% |
| GSMS 2012-GC6 C P/P 144A 05.7598 01/10/2045 | 0.15% |
| COMM 2014-UBS3 D 144A 04.7678 06/10/2047 | 0.15% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.15% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.15% |
| WFHET 2007-2 A3 00.3193 04/25/2037 | 0.15% |
| GNR 2016-80 SD IO 06.0164 06/20/2046 | 0.15% |
| GNR 2016-H03 AI IO 01.7602 01/20/2066 | 0.14% |
| GNR 2017-H08 NI IO 02.2560 03/20/2067 | 0.14% |
| CD 2017-CD4 D 144A 03.3000 05/10/2050 | 0.14% |
| COMM 2014-UBS3 C 04.7378 06/10/2047 | 0.14% |
| FNMA FN30 TBA UMBS 02.0000 08/01/2051 | 0.14% |
| GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.14% |
| HMIR 2021-2 B1 144A 04.1933 01/25/2034 | 0.14% |
| COMM 2014-UBS2 C 04.9715 03/10/2047 | 0.14% |
| BMARK 2019-B11 D 144A 03.0000 05/15/2052 | 0.14% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.14% |
| MRAFT 2020-4 A1 01.4504 04/23/2023 | 0.14% |
| MWST 2020-2 A 00.8893 11/25/2053 | 0.14% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.14% |
| GNR 2016-H06 DI IO 01.6998 07/20/2065 | 0.14% |
| 0.37 R ISWP US0003M P 10/16/2025 | 0.14% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.14% |
| JPMBB 2013-C12 E 144A 04.0988 07/15/2045 | 0.14% |
| GNR 2017-H25 IO IO 02.1531 11/20/2067 | 0.14% |
| CGCMT 2015-P1 C 04.3684 09/15/2048 | 0.13% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.13% |
| GNR 2016-H06 HI IO 02.0776 02/20/2066 | 0.13% |
| TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.13% |
| GNR 2014-H25 BI IO 01.6871 12/20/2064 | 0.13% |
| CSAIL 2020-C19 D 144A 02.5000 03/15/2053 | 0.13% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.13% |
| GSMS 2010-C1 D 144A 05.9861 08/10/2043 | 0.13% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.13% |
| STACR 2017-HQA1 M2 03.6393 08/25/2029 | 0.13% |
| WFCM 2018-C46 C 04.9781 08/15/2051 | 0.13% |
| FHR 4436 SC IO 06.0569 02/15/2045 | 0.13% |
| GNR 2017-H23 BI IO 01.8791 11/20/2067 | 0.13% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.13% |
| GNR 2015-H25 BI IO 01.9695 10/20/2065 | 0.13% |
| GNR 2017-H10 MI IO 01.8410 04/20/2067 | 0.13% |
| UBSCM 2012-C1 E 144A 05.0000 05/10/2045 | 0.13% |
| COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.13% |
| GNR 2014-H18 CI IO 01.5795 09/20/2064 | 0.13% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.13% |
| GNR 2014-119 SA IO 05.5164 08/20/2044 | 0.13% |
| CAS 2016-C04 1B 10.3393 01/25/2029 | 0.12% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.12% |
| GNR 2015-H16 XI IO 02.0445 07/20/2065 | 0.12% |
| GNR 2016-H04 KI IO 01.5201 02/20/2066 | 0.12% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.12% |
| GNR 2014-137 ID IO 05.5000 09/16/2044 | 0.12% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.12% |
| GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.12% |
| CAS 2016-C03 1M2 05.3893 10/25/2028 | 0.12% |
| GNR 2016-H24 KI IO 02.4750 11/20/2066 | 0.12% |
| MSBAM 2013-C12 D 144A 04.7624 10/15/2046 | 0.12% |
| GNR 2013-182 SP IO 06.6164 12/20/2043 | 0.12% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.12% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.12% |
| BANK 2017-BNK9 D 144A 02.8000 11/15/2054 | 0.12% |
| FNR 2005-74 NK 27.0538 05/25/2035 | 0.12% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.12% |
| FNR 2011-4 CS 12.7215 05/25/2040 | 0.11% |
| FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.11% |
| GNR 2014-182 BI IO 04.0000 01/20/2039 | 0.11% |
| GNR 2017-H09 IO IO 01.8201 04/20/2067 | 0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.11% |
| FHR 4621 QI IO 03.5000 10/15/2046 | 0.11% |
| MSBAM 2012-C6 G 144A 04.5000 11/15/2045 | 0.11% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.11% |
| GNR 2016-H04 HI IO 02.3880 07/20/2065 | 0.11% |
| OPTN FN30 2.5 09/07/21 CALL 103.71875 JPMC | 0.11% |
| TREASURY BILL 00.0000 08/24/2021 | 0.11% |
| 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.11% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.11% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.11% |
| STACR 2019-DNA1 M2 02.7393 01/25/2049 | 0.11% |
| FNR 2005-106 JC 19.8473 12/25/2035 | 0.11% |
| GNR 2017-H14 JI IO 02.1368 06/20/2067 | 0.11% |
| GNR 2017-H14 LI IO 02.2781 06/20/2067 | 0.11% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.11% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.10% |
| JPMCC 2011-C4 C 144A 05.3902 07/15/2046 | 0.10% |
| GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.10% |
| GNR 2018-H02 IO IO 02.4965 01/20/2068 | 0.10% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.10% |
| EMIR 2020-1 B1 144A 02.9393 01/25/2030 | 0.10% |
| GNR 2011-H07 FI IO 01.2370 02/20/2061 | 0.10% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.10% |
| GNR 2016-H06 AI IO 01.6331 02/20/2066 | 0.10% |
| STACR 2019-HQA2 B2 11.3393 04/25/2049 | 0.10% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.10% |
| FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.10% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.10% |
| OMIR 2019-1A B1B 04.4393 07/25/2029 | 0.10% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.10% |
| WAMU 2005-AR8 2AC2 01.0093 07/25/2045 | 0.10% |
| GNR 2018-H05 ID 02.0570 03/20/2068 | 0.10% |
| FNMA FN30 AV7026 UMBS 03.5000 11/01/2044 | 0.10% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.10% |
| GNMA GII30 AJ8849 03.0000 10/20/2044 | 0.10% |
| CAS 2019-R01 2B1 04.4393 07/25/2031 | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.09% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.09% |
| 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.09% |
| OMIR 2017-1A M2 144A 04.0893 04/25/2027 | 0.09% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.09% |
| GNMA GII30 AY4779 04.4870 03/20/2067 | 0.09% |
| GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.09% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.09% |
| 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.09% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.09% |
| MSAC 2004-HE9 M2 01.0193 11/25/2034 | 0.09% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.08% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.08% |
| TREASURY BILL 00.0000 09/02/2021 | 0.08% |
| GNR 2015-H24 HI IO 02.0584 09/20/2065 | 0.08% |
| GNR 2017-H25 AI IO 02.5404 12/20/2067 | 0.08% |
| JPMCC 2011-C3 E 144A 05.5227 02/15/2046 | 0.08% |
| FNR 2007-53 SP 23.8728 06/25/2037 | 0.08% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.08% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.08% |
| OMIR 2019-1A B1A 03.5893 07/25/2029 | 0.08% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.08% |
| GNR 2016-H08 GI IO 01.4328 04/20/2066 | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.08% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.08% |
| GNMA GII30 BA7681 04.6420 06/20/2067 | 0.08% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.08% |
| FHR 2990 LB 16.7077 06/15/2034 | 0.08% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.08% |
| CAS 2016-C03 2B 12.8393 10/25/2028 | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.08% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.08% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.08% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.07% |
| FHR 4136 IQ IO 03.5000 11/15/2042 | 0.07% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.07% |
| MSBAM 2013-C10 F 144A 04.0804 07/15/2046 | 0.07% |
| SWPTN 3MX10Y R 1.504 USD 09/29/2021 CI | 0.07% |
| BALTA 2005-8 21A1 02.5349 10/25/2035 | 0.07% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.07% |
| BMIR 2017-1 B1 144A 04.8393 10/25/2027 | 0.07% |
| HVMLT 2005-2 1A 00.6091 05/19/2035 | 0.07% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.07% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.07% |
| FNR 2006-8 HP 24.2394 03/25/2036 | 0.07% |
| LHOME 2021-RTL1 A1 02.0900 09/25/2026 | 0.07% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.07% |
| GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.07% |
| CAS 2015-C04 1M2 05.7893 04/25/2028 | 0.07% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.07% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.07% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.07% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.06% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.06% |
| 1.465 R ISWP US0003M P 04/15/2031 | 0.06% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.06% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.06% |
| FHR 4425 EI IO 04.0000 01/15/2045 | 0.06% |
| FNR 2006-62 PS 39.3645 07/25/2036 | 0.06% |
| GNR 2016-H24 JI IO 02.1801 11/20/2066 | 0.06% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.06% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.06% |
| RMIR 2020-1 B1 P/P 144A 03.0893 01/25/2030 | 0.06% |
| STACR 2019-DNA3 B2 08.2393 07/25/2049 | 0.06% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.06% |
| OPTN FN30 2.0 08/05/21 CALL 101.28125 JPMC | 0.06% |
| 1.45 R ISWP FWD US0003M P 06/23/2031 | 0.06% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.06% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| BALTA 2005-10 11A1 00.5893 01/25/2036 | 0.06% |
| GNMA GN30 AE8022 04.5000 12/15/2043 | 0.06% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.06% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.05% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.05% |
| FHR 3408 EK 25.4184 04/15/2037 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| SAMI 2006-AR7 A1BG 00.2093 08/25/2036 | 0.05% |
| SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.05% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.05% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.05% |
| STACR 2015-DNA3 B 09.4393 04/25/2028 | 0.05% |
| 1.465 R ISWP FWD US0003M P 06/14/2031 | 0.05% |
| OPTN FN30 3.5 09/07/21 CALL 105.75 JPMC | 0.05% |
| STACR 2019-FTR3 B2 04.8915 09/25/2047 | 0.05% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.05% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.05% |
| FNR 2013-22 PI IO 03.5000 10/25/2042 | 0.05% |
| GNR 2015-H23 DI IO 01.8569 09/20/2065 | 0.05% |
| OPTN FN30 3.0 09/07/21 CALL 104.625 JPMC | 0.05% |
| CAS 2020-R01 1B1 03.3393 01/25/2040 | 0.05% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 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% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.05% |
| STACR 2017-DNA1 M2 03.3393 07/25/2029 | 0.05% |
| 1.46 R ISWP FWD US0003M P 07/15/2031 | 0.05% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.05% |
| CAS 2016-C05 2M2 04.5393 01/25/2029 | 0.05% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.05% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.05% |
| CAS 2018-C01 1M2 02.3393 07/25/2030 | 0.04% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.04% |
| GNR 2014-100 NI IO 04.0000 06/20/2043 | 0.04% |
| STACR 2019-DNA2 B2 10.5893 03/25/2049 | 0.04% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.04% |
| GNMA GII30 609117 04.5000 02/20/2044 | 0.04% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.04% |
| CAS 2020-R02 2B1 03.0893 01/25/2040 | 0.04% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.04% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.04% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.04% |
| OPTN GII30 3.5 08/05/21 CALL 104.8125 JPMC | 0.04% |
| 1.3295 R ISWP US0003M P 07/13/2031 | 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 BQ4111 03.5000 03/20/2050 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 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 2012-104 HI IO 04.0000 09/25/2027 | 0.04% |
| GNMA GII30 AJ4184 04.5000 09/20/2044 | 0.04% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.04% |
| STACR 2019-DNA2 M2 02.5393 03/25/2049 | 0.04% |
| 1.457 R ISWP FWD US0003M P 07/09/2031 | 0.04% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.04% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.04% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% |
| FHR 4136 ES IO 06.1569 11/15/2042 | 0.04% |
| FNMA FN30 AV7020 UMBS 03.5000 10/01/2044 | 0.04% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.04% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.04% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.04% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.04% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.04% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.04% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.04% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| OPTN FN30 4.0 08/05/21 CALL 106.625 JPMC | 0.04% |
| STACR 2017-HQA2 B1 04.8393 12/25/2029 | 0.04% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.04% |
| GNMA GII30 AW8447 04.3280 05/20/2067 | 0.04% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.04% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.04% |
| GNMA GII30 609118 04.5000 02/20/2034 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% |
| SWPTN 7WX10Y R 1.473 USD 08/09/2021 GS | 0.03% |
| 1.407 R ISWP US0003M P 07/15/2031 | 0.03% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.03% |
| GNMA GII30 AJ6287 04.0000 09/20/2044 | 0.03% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.03% |
| GNR 2020-15 CS IO 05.9664 02/20/2050 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.03% |
| FNR 2012-114 NI IO 03.5000 10/25/2041 | 0.03% |
| GNMA GII30 635065 04.5000 03/20/2046 | 0.03% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.03% |
| GNMA GN30 AG8989 04.5000 05/15/2044 | 0.03% |
| GNR 2014-174 AI IO 03.0000 11/16/2029 | 0.03% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.03% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.03% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.03% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.03% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.03% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.03% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.03% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% |
| GNMA GN30 AG8984 04.5000 05/15/2044 | 0.03% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.03% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | 0.03% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.03% |
| TREASURY BILL 00.0000 09/14/2021 | 0.03% |
| 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 CG | 0.03% |
| GNMA GN30 704478 04.5000 04/15/2039 | 0.03% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.03% |
| GNMA GII30 AQ6653 04.5000 09/20/2045 | 0.03% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.03% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.02% |
| FHR 4019 JI IO 04.0000 05/15/2041 | 0.02% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.02% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.02% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.02% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.02% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.02% |
| SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | 0.02% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.02% |
| GNMA GII30 AK1223 04.0000 02/20/2045 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.02% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.02% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.02% |
| GNMA GII30 AL8543 04.0000 02/20/2045 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.02% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.02% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.02% |
| GNMA GII30 AO7326 04.6600 09/20/2065 | 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 10YX10Y P 1.96 USD 01/13/2031 WE | 0.02% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% |
| 1.075 R ISWP US0003M P 01/27/2031 | 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 CG | 0.02% |
| FHLMC FR30 ZS0468 UMBS 07.5000 10/01/2029 | 0.02% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.02% |
| FNR 2008-53 DO PO 00.0000 07/25/2038 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.02% |
| GNR 2010-20 SC IO 06.0664 02/20/2040 | 0.02% |
| GNR 2015-24 AI IO 03.5000 12/20/2037 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| STACR 2014-HQ3 M3 04.8415 10/25/2024 | 0.02% |
| 0.95 R ISWP FWD US0003M P 09/15/2026 | 0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.02% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.02% |
| FNW 1998-W2 X IO 00.4620 06/25/2028 | 0.02% |
| GNMA GII30 AO8363 04.0000 09/20/2045 | 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% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.02% |
| 0.95 R ISWP US0003M P 04/28/2026 | 0.02% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.01% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.01% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| GNMA GII30 AO8415 04.0000 10/20/2045 | 0.01% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 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 CG | 0.01% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.01% |
| GNR 2019-99 KS IO 05.9664 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 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.01% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 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 BP7627 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.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.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-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FHLMC FR30 ZS1312 UMBS 04.5000 01/01/2037 | 0.01% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 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 BT5534 05.0000 03/20/2050 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% |
| 0.806 R ISWP FWD US0003M P 08/04/2026 | 0.01% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 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% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | 0.01% |
| SWPTN 3MX1Y R 1.026 USD 09/30/2021 CI | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.01% |
| 1.2975 R ISWP US0003M P 07/27/2031 | 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.01% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.01% |
| CAS 2019-R01 2M2 02.5393 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% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
| FNMA FN30 AA2892 UMBS 04.5000 03/01/2039 | 0.01% |
| FNR 2011-123 KS IO 06.5108 10/25/2041 | 0.01% |
| GNR 2019-78 SJ IO 05.9664 06/20/2049 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.01% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 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 2015-10 AI IO 03.5000 08/25/2043 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.01% |
| 1.2875 R ISWP US0003M P 07/09/2031 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| 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 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| GNMA GII30 2987 07.5000 10/20/2030 | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.00% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | 0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 0.00% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.00% |
| 1.231 R ISWP US0003M P 02/09/2031 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNW 1998-W5 X IO 00.4687 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.00% |
| GNR 2014-141 CI IO 03.0000 03/20/2040 | 0.00% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.00% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 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-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 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 2013-23 PI IO 03.0000 10/25/2041 | 0.00% |
| FNW 2003-W3 1A4 03.6009 08/25/2042 | 0.00% |
| FSPC T-59 1AX IO 00.2808 10/25/2043 | 0.00% |
| GNR 2014-160 IB IO 03.0000 11/20/2040 | 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 10YX10Y P 1.985 USD 01/29/2031 JP | 0.00% |
| SWPTN 10YX10Y R 1.985 USD 01/29/2031 JP | 0.00% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.00% |
| 0.30 R ISWP FWD US0003M P 09/15/2023 | 0.00% |
| 1.282 R ISWP US0003M P 07/12/2031 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| FHR 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 03.6791 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 10YX10Y P 2.031 USD 02/03/2031 JP | 0.00% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.00% |
| 0.296 R ISWP US0003M P 07/09/2023 | 0.00% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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-.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% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2001-50 BI IO 00.3794 10/25/2041 | 0.00% |
| FNR 2001-79 BI IO 00.2683 03/25/2045 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNW 2003-W14 2A 03.9085 01/25/2043 | 0.00% |
| FNW 2004-W2 4A 03.3038 02/25/2044 | 0.00% |
| FSPC T-59 2A1 03.4183 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4429 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% |
| 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 4YX1Y R 1.115 USD 01/14/2025 BA | 0.00% |
| 0.2215 R ISWP US0003M P 06/10/2023 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 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 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| FHLMC FR15 ZS5132 UMBS 06.0000 09/01/2021 | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% |
| FNMA FN15 880974 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 880975 06.0000 10/01/2021 | 0.00% |
| FNMA FN15 888594 06.0000 08/01/2022 | 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 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 03.4599 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% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.00% |
| GNR 2015-99 TI IO 03.5000 04/20/2039 | 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 4.0 08/05/21 PUT 106.625 JPMC | 0.00% |
| OPTN GII30 3.5 08/05/21 PUT 104.8125 JPMC | 0.00% |
| OPTN GII30 4.0 08/05/21 CALL 106.15625 JPMC | 0.00% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.00% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | 0.00% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | 0.00% |
| 0.79 R ISWP US0003M P 07/21/2026 | -0.00% |
| 1.6295 R ISWP US0003M P 07/29/2051 | -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 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | -0.00% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.00% |
| 0.7915 R ISWP US0003M P 07/21/2026 | -0.00% |
| 1.546 R ISWP US0003M P 01/08/2051 | -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 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.00% |
| OPTN FN30 2.0 08/05/21 PUT 101.28125 JPMC | -0.00% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | -0.00% |
| SWPTN 3MX10Y P 1.8775 USD 09/02/2021 BA | -0.00% |
| SWPTN 3MX10Y P 1.897 USD 09/03/2021 BA | -0.00% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | -0.00% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.00% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -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-.14 2072-12-16 300.0 12/16/2072 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% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.01% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -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.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% |
| SWPTN 1MX5Y R 0.82 USD 08/26/2021 CI | -0.01% |
| 0.726 R ISWP US0003M P 07/22/2026 | -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 ML | -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 GS | -0.01% |
| SWPTN 3MX10Y R 1.321 USD 09/30/2021 CI | -0.01% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| 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 CG | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | -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% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.01% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -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-.10 2059-11-17 300.0 11/17/2059 CG | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.01% |
| 0.8835 R ISWP US0003M P 07/20/2026 | -0.01% |
| 2.232 R ISWP FWD US0003M P 06/11/2051 | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -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% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.01% |
| 0.8578 R ISWP US0003M P 07/09/2026 | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | -0.02% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.02% |
| SWPTN 1MX5Y P 0.82 USD 08/26/2021 CI | -0.02% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.02% |
| SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| 0.933 R ISWP FWD US0003M P 06/28/2026 | -0.02% |
| 1.337 R ISWP US0003M P 07/08/2031 | -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 2YX2Y R 1.194 USD 06/22/2023 CI | -0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -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 4YX10Y P 2.16 USD 02/19/2025 WE | -0.02% |
| 1.3895 R ISWP US0003M P 07/08/2031 | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | -0.02% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.02% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.02% |
| CPURNSA P 2.686 R 04/01/31 | -0.02% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.02% |
| 1.3665 R ISWP US0003M P 07/16/2031 | -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 | -0.03% |
| SWPTN 7WX10Y P 1.473 USD 08/09/2021 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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.03% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.03% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.03% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.03% |
| SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -0.03% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -0.03% |
| 1.334 R ISWP US0003M P 07/14/2031 | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.04% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.04% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.04% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -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% |
| OPTN FN30 3.5 09/07/21 PUT 105.75 JPMC | -0.04% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.04% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| 1.6275 R ISWP FWD US0003M P 09/07/2031 | -0.05% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.05% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.05% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.05% |
| OPTN FN30 3.0 09/07/21 PUT 104.625 JPMC | -0.05% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.05% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.05% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | -0.05% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.05% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.06% |
| OPTN FN30 2.5 09/07/21 PUT 103.71875 JPMC | -0.06% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.06% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.06% |
| SWPTN 3MX10Y P 1.504 USD 09/29/2021 CI | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.06% |
| IOS.FN30.650.67 P USL1M R 01/12/38 BC | -0.06% |
| OPTN GII30 4.0 08/05/21 PUT 106.15625 JPMC | -0.06% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.06% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.06% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.06% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.07% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.07% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.07% |
| 1.16 R ISWP US0003M P 10/16/2050 | -0.07% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.07% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.07% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.07% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.07% |
| 1.3659 R ISWP US0003M P 02/22/2031 | -0.07% |
| 1.647 R ISWP FWD US0003M P 09/07/2031 | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.08% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.08% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.08% |
| 1.525 R ISWP US0003M P 03/15/2031 | -0.08% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.08% |
| 1.4255 R ISWP US0003M P 02/24/2031 | -0.08% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.09% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.10% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.10% |
| CPURNSA P 2.79 R 04/15/26 | -0.12% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.12% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.12% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.12% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.13% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.13% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.14% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.14% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.15% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.15% |
| 2.00 R ISWP FWD US0003M P 09/15/2051 | -0.16% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.19% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.20% |
| 1.51882 R ISWP US0003M P 03/02/2031 | -0.23% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.24% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.24% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.24% |
| 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 | -0.28% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.29% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.31% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.32% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.32% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.32% |
| 1.5475 R ISWP US0003M P 05/10/2031 | -0.34% |
| SWPTN 3MX10Y P 1.5275 USD 09/14/2021 BA | -0.38% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.41% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.43% |
| GNMA GII30 TBA 03.5000 08/01/2051 | -0.44% |
| SWPTN 3MX10Y R 1.5275 USD 09/14/2021 BA | -0.46% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.64% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.74% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.77% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.86% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -1.22% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.61% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.71% |
| US 10YR ULTRA FUT SEP21 UXYU1 | -4.60% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -5.03% |
| US 5YR NOTE (CBT) SEP21 FVU1 | -9.69% |
| US 2YR NOTE (CBT) SEP21 TUU1 | -171.98% |
| FNMA FN30 TBA UMBS 04.5000 07/01/2051 | 14.14% |
|---|---|
| FNMA FN30 TBA UMBS 05.5000 07/01/2051 | 8.03% |
| GNMA GII30 TBA 03.0000 07/01/2051 | 6.35% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.38% |
| FNR 2007-95 A3 00.3416 08/27/2036 | 3.24% |
| CASH MGMT BILL 00.0000 09/28/2021 | 2.79% |
| TREASURY BILL 00.0000 10/14/2021 | 2.71% |
| FNMA FN30 AB8804 UMBS 02.5000 03/01/2043 | 2.55% |
| CASH MGMT BILL 00.0000 09/21/2021 | 2.02% |
| TREASURY BILL 00.0000 07/20/2021 | 1.78% |
| FNMA FN30 TBA UMBS 06.0000 07/01/2051 | 1.77% |
| FNMA FN30 TBA UMBS 02.5000 07/01/2051 | 1.57% |
| GNMA GII30 TBA 02.0000 07/01/2051 | 1.55% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 1.46% |
| FNMA FN30 TBA UMBS 03.0000 07/01/2051 | 1.44% |
| TREASURY BILL 00.0000 07/13/2021 | 1.40% |
| CASH MGMT BILL 00.0000 09/07/2021 | 1.34% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 1.33% |
| FHS 315 PO PO 00.0000 09/15/2043 | 1.32% |
| TREASURY BILL 00.0000 07/27/2021 | 1.30% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 1.17% |
| CARR 2006-NC2 A4 00.3315 06/25/2036 | 1.17% |
| 2.764 R ISWP US0003M P 02/18/2031 | 1.16% |
| CAS 2017-C05 1B1 03.6915 01/25/2030 | 1.08% |
| BAYV 2006-C 1A3 06.5280 11/28/2036 | 0.94% |
| MSC 2011-C3 E 144A 05.4752 07/15/2049 | 0.91% |
| MCAS 2019-01 M10 144A 03.3415 10/15/2049 | 0.88% |
| TREASURY BILL 00.0000 07/06/2021 | 0.87% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.84% |
| CASH MGMT BILL 00.0000 10/05/2021 | 0.83% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.80% |
| FNR 2016-85 SL IO 06.0085 11/25/2046 | 0.78% |
| STACR 2016-DNA3 M3 05.0915 12/25/2028 | 0.74% |
| CWL 2007-10 1A1 00.2715 06/25/2047 | 0.72% |
| STACR 2019-DNA1 B2 10.8415 01/25/2049 | 0.71% |
| WFRBS 2012-C9 D 144A 04.9694 11/15/2045 | 0.69% |
| DBUBS 2011-LC3A D 144A 05.6054 08/10/2044 | 0.66% |
| FNR 2019-83 QS IO 05.8585 01/25/2050 | 0.61% |
| CAS 2017-C03 1M2 03.0915 10/25/2029 | 0.60% |
| UBSCM 2012-C1 D 144A 05.7542 05/10/2045 | 0.59% |
| SPST 2021-6 A 00.8908 04/25/2022 | 0.58% |
| FNR 2016-83 BS IO 06.0085 11/25/2046 | 0.58% |
| CAS 2017-C06 2B1 04.5415 02/25/2030 | 0.56% |
| CAS 2017-C07 1B1 04.0915 05/25/2030 | 0.55% |
| CAS 2017-C06 1B1 04.2415 02/25/2030 | 0.53% |
| BF0101 03.5000 06/01/2056 | 0.53% |
| FNR 2018-36 SD IO 06.1585 06/25/2048 | 0.51% |
| FNR 2016-81 SA IO 06.0585 11/25/2046 | 0.50% |
| SHRP 2020-1 NOTE 03.0470 07/25/2024 | 0.48% |
| CAS 2016-C03 1B 11.8415 10/25/2028 | 0.48% |
| AHM 2007-1 GA1C 00.2815 05/25/2047 | 0.47% |
| COMM 2014-CR17 D 144A 05.0097 05/10/2047 | 0.47% |
| GNR 2019-121 SD IO 05.9066 10/20/2049 | 0.47% |
| GSMS 2014-GC24 D 144A 04.6690 09/10/2047 | 0.46% |
| STACR 2020-DNA4 B2 10.0915 08/25/2050 | 0.45% |
| FN BF0091 | 0.44% |
| BMIR 2017-1 M2 144A 03.4415 10/25/2027 | 0.43% |
| STACR 2019-DNA4 B2 06.3415 10/25/2049 | 0.43% |
| OMIR 2018-1A M2 02.9415 07/25/2028 | 0.42% |
| GNR 2020-138 IB IO 02.5000 09/20/2050 | 0.42% |
| UBSC 2011-C1 D 144A 06.2817 01/10/2045 | 0.41% |
| STACR 2015-HQA1 B 08.8915 03/25/2028 | 0.41% |
| JPMBB 2013-C14 D 144A 04.7228 08/15/2046 | 0.40% |
| CAS 2017-C07 2B1 04.5415 05/25/2030 | 0.39% |
| STACR 2018-HQA1 M2 02.3915 09/25/2030 | 0.39% |
| UBSBB 2013-C6 B 144A 03.8751 04/10/2046 | 0.38% |
| CAS 2017-C02 2B1 05.5915 09/25/2029 | 0.38% |
| STACR 2017-HQA2 M2 02.7415 12/25/2029 | 0.38% |
| FNR 2020-31 IO IO 04.5000 05/25/2050 | 0.38% |
| MCAS 2020-01 M10 144A 03.8415 03/25/2050 | 0.38% |
| GNR 2021-77 SM IO 06.2066 05/20/2051 | 0.37% |
| GNR 2019-125 SG IO 05.9566 10/20/2049 | 0.37% |
| GNR 2017-H20 AI IO 02.2275 10/20/2067 | 0.37% |
| GSMS 2014-GC18 C 05.1546 01/10/2047 | 0.37% |
| CAS 2018-C04 2B1 04.5915 12/25/2030 | 0.36% |
| FNR 2016-8 SA IO 05.9585 03/25/2046 | 0.36% |
| GNR 2016-H07 PI IO 02.2932 03/20/2066 | 0.36% |
| FHR 5065 DI IO 03.5000 01/25/2051 | 0.36% |
| CAS 2017-C01 1M2 03.6415 07/25/2029 | 0.36% |
| FHR 4326 GS IO 05.9771 04/15/2044 | 0.36% |
| FNR 2019-51 SA IO 05.9585 09/25/2049 | 0.36% |
| FHR 3065 DC 19.6414 03/15/2035 | 0.36% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.35% |
| FNR 2021-25 IJ IO 03.5000 05/25/2051 | 0.35% |
| STACR 2018-HQA2 B2 11.0915 10/25/2048 | 0.35% |
| STACR 2020-HQA3 B1 05.8415 07/25/2050 | 0.34% |
| FNMA FN30 AV7052 UMBS 03.5000 03/01/2045 | 0.34% |
| FNR 2016-50 SM IO 06.0085 08/25/2046 | 0.34% |
| GNR 2016-H23 NI IO 02.3686 10/20/2066 | 0.34% |
| GNR 2020-133 CS IO 06.2066 09/20/2050 | 0.34% |
| GNR 2016-H27 GI IO 02.3490 12/20/2066 | 0.33% |
| GNR 2017-H03 KI IO 02.2192 01/20/2067 | 0.33% |
| CAS 2020-SBT1 1B1 06.8415 02/25/2040 | 0.33% |
| JPMCC 2013-C16 D 144A 05.1891 12/15/2046 | 0.32% |
| JPMCC 2013-LC11 D 04.3055 04/15/2046 | 0.32% |
| CAS 2018-C02 2M2 02.2915 08/25/2030 | 0.32% |
| SPST 2020-15 A 01.4608 12/10/2021 | 0.32% |
| FHR 5003 DS IO 06.0085 08/25/2050 | 0.32% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.32% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.32% |
| COMM 2013-LC13 D 144A 05.4370 08/10/2046 | 0.31% |
| MRAIT 2020-11 A1X 01.7729 04/22/2022 | 0.31% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.31% |
| MRAIT 2021-NA1 A1X 01.5908 03/08/2022 | 0.31% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.31% |
| GNR 2020-175 JI IO 03.5000 11/20/2050 | 0.31% |
| GNR 2015-H22 AI IO 01.9613 09/20/2065 | 0.30% |
| CAS 2016-C03 1M2 05.3915 10/25/2028 | 0.30% |
| MRAIT 2021-11 A1X 01.2355 01/25/2022 | 0.30% |
| MRAIT 2021-EBO4 A1X 01.8421 02/16/2022 | 0.30% |
| WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.30% |
| MRAIT 2020-2 A2 | 0.30% |
| GNR 2013-87 SA IO 06.1066 06/20/2043 | 0.30% |
| MRAIT 2021-8 A1X 01.2601 10/15/2021 | 0.30% |
| GNMA GII30 TBA 04.5000 07/01/2051 | 0.30% |
| GNR 2015-H20 CI IO 02.1970 08/20/2065 | 0.30% |
| JPMBB 2014-C22 C 04.7047 09/15/2047 | 0.30% |
| GNR 2016-H13 IK IO 02.6404 06/20/2066 | 0.29% |
| MRAIT 2020-12 A1X 01.4229 07/15/2021 | 0.29% |
| MSBAM 2013-C12 E 144A 04.9213 10/15/2046 | 0.29% |
| STACR 2018-DNA1 B1 03.2415 07/25/2030 | 0.29% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.29% |
| STACR 2018-DNA2 B1 03.7915 12/25/2030 | 0.29% |
| GNR 2017-H25 CI IO 02.3071 12/20/2067 | 0.29% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.29% |
| NHLT 2019-2A M4 144A 05.6822 11/25/2029 | 0.29% |
| COMM 2014-CR19 D 144A 04.8649 08/10/2047 | 0.28% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.28% |
| CWALT 2006-OA19 A1 00.2734 02/20/2047 | 0.28% |
| GSMS 2013-GC10 D P/P 144A 04.5483 02/10/2046 | 0.28% |
| COMM 2012-CR4 B 144A 03.7030 10/15/2045 | 0.28% |
| MRAIT 2021-EBO1 A1X 01.8421 10/08/2021 | 0.27% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.27% |
| COMM 2013-CR13 D 144A 05.0456 11/10/2046 | 0.27% |
| WFCM 2020-C57 C 04.1580 08/15/2053 | 0.27% |
| 1.65 R ISWP FWD US0003M P 09/15/2031 | 0.27% |
| CAS 2020-SBT1 1M2 03.7415 02/25/2040 | 0.27% |
| MSBAM 2015-C23 D 144A 04.2822 07/15/2050 | 0.27% |
| FREMF 2019-KF65 B 144A 02.4859 07/25/2029 | 0.26% |
| JPMBB 2014-C23 D 144A 04.1331 09/15/2047 | 0.26% |
| FHR 4933 SA IO 05.9085 12/25/2049 | 0.26% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.26% |
| JPMCC 2011-C3 D 144A 05.7068 02/15/2046 | 0.26% |
| CSAIL 2019-C17 D 144A 02.5000 09/15/2052 | 0.25% |
| FREMF 2019-KF66 B 144A 02.4859 07/25/2029 | 0.25% |
| GNR 2019-110 SQ IO 05.9566 09/20/2049 | 0.25% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.25% |
| FNR 2017-104 SL IO 06.0585 01/25/2048 | 0.25% |
| FNR 2020-41 SE IO 06.0085 06/25/2050 | 0.25% |
| STACR 2017-DNA2 M2 03.5415 10/25/2029 | 0.25% |
| FNR 2019-45 SD IO 05.9585 08/25/2049 | 0.24% |
| UBSC 2011-C1 B 144A 06.2817 01/10/2045 | 0.24% |
| GNR 2018-H01 XI IO 02.3055 01/20/2068 | 0.24% |
| GNR 2017-H06 MI IO 02.2282 02/20/2067 | 0.24% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.24% |
| CAS 2018-C06 1B1 03.8415 03/25/2031 | 0.24% |
| COMM 2013-LC6 C 04.2420 01/10/2046 | 0.24% |
| BANK 2020-BN25 C 03.4675 01/15/2063 | 0.24% |
| GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.24% |
| JPALT 2006-A6 1A1 00.4115 11/25/2036 | 0.24% |
| GNMA GN30 AM4380 04.0000 05/15/2045 | 0.24% |
| FNMA FN30 AV7059 UMBS 03.5000 04/01/2045 | 0.24% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.23% |
| GNR 2020-112 MS IO 06.2066 08/20/2050 | 0.23% |
| GSMS 2014-GC22 C 04.8457 06/10/2047 | 0.23% |
| WFRBS 2012-C9 E 144A 04.9694 11/15/2045 | 0.23% |
| FNR 2008-24 SP 22.9478 02/25/2038 | 0.23% |
| FHR 5018 QI IO 05.0000 10/25/2050 | 0.23% |
| MWST 2020-1 A 00.9915 10/25/2053 | 0.23% |
| FNR 2020-20 IK IO 03.5000 03/25/2050 | 0.23% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.23% |
| JPMDB 2017-C7 C 04.3021 10/15/2050 | 0.22% |
| JPMCC 2011-C5 D 144A 05.6112 08/15/2046 | 0.22% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.22% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.22% |
| GNR 2019-56 SK IO 06.0566 05/20/2049 | 0.22% |
| GNR 2019-158 AS IO 06.0754 09/16/2043 | 0.22% |
| BBCMS 2019-C4 E 144A 03.2500 08/15/2052 | 0.22% |
| GNR 2016-H18 QI IO 02.7270 06/20/2066 | 0.21% |
| 0.37 R ISWP US0003M P 10/16/2025 | 0.21% |
| BANK 2017-BNK9 D 144A 02.8000 11/15/2054 | 0.21% |
| GNMA GII30 AH8784 04.5000 06/20/2034 | 0.21% |
| GNR 2018-72 IB IO 04.0000 04/20/2046 | 0.21% |
| GNR 2015-H10 HI IO 01.7523 04/20/2065 | 0.20% |
| COMM 2015-CR26 D 03.6245 10/10/2048 | 0.20% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.20% |
| GNR 2016-H24 IO IO 02.1419 09/20/2066 | 0.20% |
| GNR 2017-H08 EI IO 02.4185 02/20/2067 | 0.20% |
| GNR 2016-H17 DI IO 02.2163 07/20/2066 | 0.20% |
| JPMBB 2014-C19 D 144A 04.8207 04/15/2047 | 0.20% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.20% |
| GNR 2017-H08 GI IO 02.3336 02/20/2067 | 0.20% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.20% |
| FNR 2018-20 SB IO 06.1585 03/25/2048 | 0.20% |
| GNR 2015-H23 TI IO 01.9050 09/20/2065 | 0.20% |
| GNR 2019-35 SE IO 06.0754 01/16/2044 | 0.20% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.20% |
| MSBAM 2014-C19 D 144A 03.2500 12/15/2047 | 0.20% |
| CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.19% |
| FHR 4949 WS IO 05.9085 02/25/2050 | 0.19% |
| GNR 2018-H04 JI IO 02.3749 03/20/2068 | 0.19% |
| STACR 2018-HQA2 B1 04.3415 10/25/2048 | 0.19% |
| STACR 2019-HQA1 M2 02.4415 02/25/2049 | 0.19% |
| WFCM 2015-C30 D 144A 04.6483 09/15/2058 | 0.19% |
| JPMCC 2012-CBX B 05.0189 06/15/2045 | 0.19% |
| GNR 2011-156 SK IO 06.5066 04/20/2038 | 0.19% |
| FNR 2018-47 SA IO 06.1585 07/25/2048 | 0.19% |
| CSAIL 2018-C14 D 144A 05.0528 11/15/2051 | 0.19% |
| FNR 2020-96 IO IO 03.0000 01/25/2051 | 0.19% |
| GSMS 2014-GC20 C 05.1212 04/10/2047 | 0.19% |
| CD 2017-CD4 C 04.3497 05/10/2050 | 0.19% |
| FHR 2976 LC 24.1528 05/15/2035 | 0.19% |
| JPMBB 2013-C12 C 04.2355 07/15/2045 | 0.19% |
| STACR 2017-DNA2 B1 05.2415 10/25/2029 | 0.19% |
| GNMA GII30 AI6258 04.5000 05/20/2044 | 0.18% |
| COMM 2014-CR16 C 05.0905 04/10/2047 | 0.18% |
| GNR 2017-156 SL IO 06.1066 10/20/2047 | 0.18% |
| GNR 2015-H13 AI IO 01.9292 06/20/2065 | 0.18% |
| GNR 2017-H04 BI IO 02.4710 02/20/2067 | 0.18% |
| JPMCC 2007-CB19 AJ 06.1008 02/12/2049 | 0.18% |
| CAS 2018-C06 2B1 04.1915 03/25/2031 | 0.18% |
| GNR 2016-H10 AI IO 01.5516 04/20/2066 | 0.18% |
| FHR 4953 AI IO 04.0000 02/25/2050 | 0.18% |
| WFCM 2020-C56 C 03.8711 06/15/2053 | 0.18% |
| WFCM 2016-NXS5 D 05.1512 01/15/2059 | 0.18% |
| GNR 2014-H21 AI IO 01.6665 10/20/2064 | 0.18% |
| CGCMT 2012-GC8 C 144A 05.0381 09/10/2045 | 0.18% |
| JPMCC 2010-C2 D 144A 05.8736 11/15/2043 | 0.18% |
| MSC 2012-C4 E 144A 05.6005 03/15/2045 | 0.17% |
| FNR 2017-19 IH IO 05.0000 03/25/2047 | 0.17% |
| GNR 2013-39 IJ IO 04.5000 03/20/2043 | 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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.17% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.17% |
| GNR 2018-H02 IM IO 02.3311 02/20/2068 | 0.17% |
| CAS 2018-C03 1B1 03.8415 10/25/2030 | 0.17% |
| COMM 2014-UBS4 C 04.8064 08/10/2047 | 0.17% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.17% |
| BSCMS 2007-T26 AJ 05.5403 01/12/2045 | 0.16% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.16% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.16% |
| MRAFT 2020-5 A1 01.0770 08/10/2023 | 0.16% |
| WFRBS 2011-C4 E 144A 05.2661 06/15/2044 | 0.16% |
| GNR 2019-100 JS IO 06.0066 08/20/2049 | 0.16% |
| FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.16% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.16% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.16% |
| FNR 2018-51 BI IO 05.5000 07/25/2038 | 0.16% |
| COMM 2018-COR3 C 04.7125 05/10/2051 | 0.16% |
| MCAS 2019-01 M7 144A 01.7915 10/15/2049 | 0.16% |
| UBSBB 2012-C4 D 144A 04.6156 12/10/2045 | 0.16% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.16% |
| MSBAM 2013-C9 D 144A 04.2477 05/15/2046 | 0.16% |
| STACR 2020-HQA3 B2 10.0915 07/25/2050 | 0.15% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.15% |
| GNR 2015-H04 AI IO 01.6074 12/20/2064 | 0.15% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.15% |
| UBSCM 2018-C10 D 144A 03.0000 05/15/2051 | 0.15% |
| GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.15% |
| GSMS 2012-GC6 C P/P 144A 05.8604 01/10/2045 | 0.15% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.15% |
| COMM 2014-UBS3 D 144A 04.9268 06/10/2047 | 0.15% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.15% |
| GNR 2016-H06 DI IO 01.9193 07/20/2065 | 0.15% |
| WFHET 2007-2 A3 00.3215 04/25/2037 | 0.15% |
| GNR 2017-H08 NI IO 02.2620 03/20/2067 | 0.15% |
| GNR 2016-80 SD IO 06.0066 06/20/2046 | 0.15% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.14% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.14% |
| BACM 2016-UB10 D 144A 03.0000 07/15/2049 | 0.14% |
| COMM 2014-CR14 D 144A 04.7621 02/10/2047 | 0.14% |
| COMM 2014-UBS3 C 04.8968 06/10/2047 | 0.14% |
| GNR 2017-H25 IO IO 02.1632 11/20/2067 | 0.14% |
| CD 2017-CD4 D 144A 03.3000 05/10/2050 | 0.14% |
| GNR 2017-H10 MI IO 01.8499 04/20/2067 | 0.14% |
| MSC 2012-C4 C 144A 05.6005 03/15/2045 | 0.14% |
| FNMA FN30 TBA UMBS 02.0000 07/01/2051 | 0.14% |
| GNR 2016-H03 AI IO 01.7582 01/20/2066 | 0.14% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.14% |
| CGCMT 2013-GC11 C 04.1340 04/10/2046 | 0.14% |
| COMM 2014-UBS2 C 05.1383 03/10/2047 | 0.14% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.14% |
| MWST 2020-2 A 00.8915 11/25/2053 | 0.14% |
| MRAFT 2020-4 A1 01.4270 04/23/2023 | 0.14% |
| STAR 2019-1 M1 03.7640 06/25/2049 | 0.14% |
| BMARK 2019-B11 D 144A 03.0000 05/15/2052 | 0.14% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.14% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.13% |
| GNR 2016-H06 HI IO 02.0751 02/20/2066 | 0.13% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.13% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.13% |
| JPMBB 2013-C12 E 144A 04.2355 07/15/2045 | 0.13% |
| FHR 4436 SC IO 06.0771 02/15/2045 | 0.13% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.13% |
| GNR 2014-H25 BI IO 01.6810 12/20/2064 | 0.13% |
| CGCMT 2015-P1 C 04.5140 09/15/2048 | 0.13% |
| FHR 4621 QI IO 03.5000 10/15/2046 | 0.13% |
| GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.13% |
| GSMS 2010-C1 D 144A 06.1851 08/10/2043 | 0.13% |
| STACR 2017-HQA1 M2 03.6415 08/25/2029 | 0.13% |
| TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.13% |
| GNR 2014-119 SA IO 05.5066 08/20/2044 | 0.13% |
| GNR 2017-H23 BI IO 01.8757 11/20/2067 | 0.13% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.13% |
| WFCM 2018-C46 C 05.1441 08/15/2051 | 0.13% |
| CAS 2016-C04 1B 10.3415 01/25/2029 | 0.13% |
| CSAIL 2020-C19 D 144A 02.5000 03/15/2053 | 0.13% |
| FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.13% |
| GNR 2015-H25 BI IO 01.9644 10/20/2065 | 0.13% |
| COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.12% |
| GNR 2014-H18 CI IO 01.5752 09/20/2064 | 0.12% |
| GNR 2014-137 ID IO 05.5000 09/16/2044 | 0.12% |
| GNR 2014-182 BI IO 04.0000 01/20/2039 | 0.12% |
| GNR 2015-H16 XI IO 02.2729 07/20/2065 | 0.12% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.12% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.12% |
| GNR 2013-182 SP IO 06.6066 12/20/2043 | 0.12% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.12% |
| FNR 2011-4 CS 12.7170 05/25/2040 | 0.12% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.12% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.12% |
| GNR 2016-H24 KI IO 02.4789 11/20/2066 | 0.12% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.12% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.12% |
| GNR 2016-H04 KI IO 01.5266 02/20/2066 | 0.12% |
| GNR 2016-H04 HI IO 02.3885 07/20/2065 | 0.12% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.12% |
| FNR 2005-74 NK 27.0425 05/25/2035 | 0.12% |
| GNR 2017-H09 IO IO 01.8215 04/20/2067 | 0.12% |
| MSBAM 2013-C12 D 144A 04.9213 10/15/2046 | 0.12% |
| UBSCM 2012-C1 E 144A 05.0000 05/10/2045 | 0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.11% |
| MSBAM 2012-C6 G 144A 04.5000 11/15/2045 | 0.11% |
| FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.11% |
| TREASURY BILL 00.0000 08/24/2021 | 0.11% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.11% |
| GNR 2017-H14 JI IO 02.2519 06/20/2067 | 0.11% |
| GNR 2017-H14 LI IO 02.1092 06/20/2067 | 0.11% |
| FNR 2005-106 JC 19.8403 12/25/2035 | 0.11% |
| STACR 2019-DNA1 M2 02.7415 01/25/2049 | 0.11% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.11% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.11% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.10% |
| GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.10% |
| JPMCC 2011-C4 C 144A 05.5748 07/15/2046 | 0.10% |
| MSBAM 2013-C10 F 144A 04.2166 07/15/2046 | 0.10% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.10% |
| STACR 2019-HQA2 B2 11.3415 04/25/2049 | 0.10% |
| GNR 2018-H02 IO IO 02.5394 01/20/2068 | 0.10% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.10% |
| EMIR 2020-1 B1 144A 02.9415 01/25/2030 | 0.10% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.10% |
| GNR 2011-H07 FI IO 01.2300 02/20/2061 | 0.10% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.10% |
| WAMU 2005-AR8 2AC2 01.0115 07/25/2045 | 0.10% |
| GNR 2016-H06 AI IO 01.6312 02/20/2066 | 0.10% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.10% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.10% |
| GNR 2018-H05 ID 02.0570 03/20/2068 | 0.10% |
| OMIR 2019-1A B1B 04.4415 07/25/2029 | 0.10% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.10% |
| FNMA FN30 AV7026 UMBS 03.5000 11/01/2044 | 0.10% |
| GNR 2012-H11 FI IO 01.2052 02/20/2062 | 0.10% |
| GNMA GII30 AJ8849 03.0000 10/20/2044 | 0.09% |
| CAS 2019-R01 2B1 04.4415 07/25/2031 | 0.09% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.09% |
| OMIR 2017-1A M2 144A 04.0915 04/25/2027 | 0.09% |
| GNMA GII30 AY4779 04.4920 03/20/2067 | 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% |
| MSAC 2004-HE9 M2 01.0215 11/25/2034 | 0.09% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.09% |
| FHR 4136 IQ IO 03.5000 11/15/2042 | 0.09% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.09% |
| GNR 2015-H24 HI IO 02.0571 09/20/2065 | 0.09% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.09% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.08% |
| FNR 2007-53 SP 23.8645 06/25/2037 | 0.08% |
| GNR 2011-H16 FI IO 01.0302 07/20/2061 | 0.08% |
| GNR 2017-H25 AI IO 02.5761 12/20/2067 | 0.08% |
| TREASURY BILL 00.0000 09/02/2021 | 0.08% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.08% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.08% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.08% |
| JPMCC 2011-C3 E 144A 05.7068 02/15/2046 | 0.08% |
| OMIR 2019-1A B1A 03.5915 07/25/2029 | 0.08% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.08% |
| FHR 2990 LB 16.7594 06/15/2034 | 0.08% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.08% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.08% |
| GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.08% |
| GNR 2016-H08 GI IO 01.4212 04/20/2066 | 0.08% |
| GNR 2017-H06 EI IO 01.5857 02/20/2067 | 0.08% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.08% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.08% |
| GNMA GII30 BA7681 04.6420 06/20/2067 | 0.08% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.08% |
| CAS 2016-C03 2B 12.8415 10/25/2028 | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.07% |
| GNR 2016-27 IB IO 04.0000 11/20/2045 | 0.07% |
| HVMLT 2005-2 1A 00.6134 05/19/2035 | 0.07% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.07% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.07% |
| BMIR 2017-1 B1 144A 04.8415 10/25/2027 | 0.07% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.07% |
| LHOME 2021-RTL1 A1 02.0900 09/25/2026 | 0.07% |
| 1.574 R ISWP US0003M P 05/12/2031 | 0.07% |
| BALTA 2005-8 21A1 02.5548 10/25/2035 | 0.07% |
| FNR 2006-8 HP 24.2312 03/25/2036 | 0.07% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.07% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.07% |
| CAS 2015-C04 1M2 05.7915 04/25/2028 | 0.07% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.07% |
| FHR 4425 EI IO 04.0000 01/15/2045 | 0.07% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.07% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.06% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.06% |
| FNR 2006-62 PS 39.3510 07/25/2036 | 0.06% |
| 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.06% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.06% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.06% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.06% |
| GNR 2016-H24 JI IO 02.2090 11/20/2066 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| STACR 2019-DNA3 B2 08.2415 07/25/2049 | 0.06% |
| FNR 2013-22 PI IO 03.5000 10/25/2042 | 0.06% |
| RMIR 2020-1 B1 P/P 144A 03.0915 01/25/2030 | 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% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.06% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.06% |
| BALTA 2005-10 11A1 00.5915 01/25/2036 | 0.06% |
| GNMA GN30 AE8022 04.5000 12/15/2043 | 0.06% |
| GNR 2015-H23 DI IO 01.8493 09/20/2065 | 0.06% |
| FHR 3408 EK 25.4998 04/15/2037 | 0.05% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.05% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.05% |
| GNR 2014-100 NI IO 04.0000 06/20/2043 | 0.05% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.05% |
| SAMI 2006-AR7 A1BG 00.2115 08/25/2036 | 0.05% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| STACR 2015-DNA3 B 09.4415 04/25/2028 | 0.05% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.05% |
| STACR 2019-FTR3 B2 04.8916 09/25/2047 | 0.05% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.05% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.05% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.05% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.05% |
| CAS 2020-R01 1B1 03.3415 01/25/2040 | 0.05% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.05% |
| STACR 2017-DNA1 M2 03.3415 07/25/2029 | 0.05% |
| 1.46049 R ISWP US0003M P 06/11/2031 | 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% |
| CPURNSA P 2.686 R 04/01/31 | 0.05% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.05% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.05% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.05% |
| CAS 2016-C05 2M2 04.5415 01/25/2029 | 0.04% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.04% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.04% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.04% |
| CAS 2018-C01 1M2 02.3415 07/25/2030 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.04% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.04% |
| GNMA GII30 609117 04.5000 02/20/2044 | 0.04% |
| STACR 2019-DNA2 B2 10.5915 03/25/2049 | 0.04% |
| CAS 2020-R02 2B1 03.0915 01/25/2040 | 0.04% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.04% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.04% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% |
| 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.04% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.04% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.04% |
| FNR 2012-104 HI IO 04.0000 09/25/2027 | 0.04% |
| FNR 2012-114 NI IO 03.5000 10/25/2041 | 0.04% |
| GNMA GII30 AJ4182 04.5000 09/20/2044 | 0.04% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.04% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.04% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 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% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.04% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% |
| STACR 2019-DNA2 M2 02.5415 03/25/2049 | 0.04% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.04% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.04% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.04% |
| GNMA GII30 AJ4184 04.5000 09/20/2044 | 0.04% |
| GNMA GII30 AJ6287 04.0000 09/20/2044 | 0.04% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.04% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.04% |
| SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.04% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.04% |
| FHR 4136 ES IO 06.1771 11/15/2042 | 0.04% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.04% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.04% |
| FNMA FN30 AV7020 UMBS 03.5000 10/01/2044 | 0.04% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.04% |
| OPTN FN30 2.5 08/05/21 CALL 103.40625 JPMC | 0.04% |
| STACR 2017-HQA2 B1 04.8415 12/25/2029 | 0.04% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.04% |
| GNMA GII30 AW8447 04.3280 05/20/2067 | 0.04% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.04% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.04% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.04% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.04% |
| GNR 2020-15 CS IO 05.9566 02/20/2050 | 0.04% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.03% |
| OPTN FN30 2.0 07/07/21 CALL 100.734375 JPMC | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.03% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.03% |
| GNMA GII30 609118 04.5000 02/20/2034 | 0.03% |
| GNMA GN30 AG8989 04.5000 05/15/2044 | 0.03% |
| GNR 2014-174 AI IO 03.0000 11/16/2029 | 0.03% |
| GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.03% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.03% |
| GNMA GII30 635065 04.5000 03/20/2046 | 0.03% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.03% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.03% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.03% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 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% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.03% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.03% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% |
| GNMA GN30 AG8984 04.5000 05/15/2044 | 0.03% |
| CASH MGMT BILL 00.0000 09/14/2021 | 0.03% |
| CASH MGMT BILL 00.0000 10/19/2021 | 0.03% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.03% |
| OPTN FN30 2.5 07/07/21 CALL 103.375 JPMC | 0.03% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.03% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 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% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.03% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% |
| GNMA GII30 AQ6653 04.5000 09/20/2045 | 0.03% |
| GNMA GN30 704478 04.5000 04/15/2039 | 0.03% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.02% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.02% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.02% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.02% |
| GNMA GII30 AK1223 04.0000 02/20/2045 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.02% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.02% |
| GNMA GII30 AL8543 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% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.02% |
| GNR 2015-24 AI IO 03.5000 12/20/2037 | 0.02% |
| STACR 2014-HQ3 M3 04.8415 10/25/2024 | 0.02% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% |
| GNMA GII30 AO7326 04.6600 09/20/2065 | 0.02% |
| SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.02% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 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% |
| 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 2008-53 DO PO 00.0000 07/25/2038 | 0.02% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.02% |
| GNMA GII30 AO8363 04.0000 09/20/2045 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.02% |
| 1.212 R ISWP US0003M P 02/16/2031 | 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% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.02% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.02% |
| GNR 2010-20 SC IO 06.0566 02/20/2040 | 0.02% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.02% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.02% |
| FNW 1998-W2 X IO 00.0000 06/25/2028 | 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% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 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% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.02% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.02% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.02% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.02% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% |
| 1.465 R ISWP US0003M P 04/15/2031 | 0.01% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | 0.01% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.01% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.01% |
| GNMA GII30 AO8415 04.0000 10/20/2045 | 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 1YX10Y P 1.775 USD 03/03/2022 TD | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| GNR 2019-99 KS IO 05.9566 08/20/2049 | 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.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-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.01% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 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-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% |
| FHLMC FR30 ZS1312 UMBS 04.5000 01/01/2037 | 0.01% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 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 1YX1Y P 0.305 USD 05/09/2022 BA | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.01% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 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% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.01% |
| 1.465 R ISWP FWD US0003M P 06/14/2031 | 0.01% |
| CAS 2019-R01 2M2 02.5415 07/25/2031 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.01% |
| GNR 2019-78 SJ IO 05.9566 06/20/2049 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| SWPTN 5YX30Y P 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% |
| 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% |
| FNMA FN30 AA2892 UMBS 04.5000 03/01/2039 | 0.01% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.01% |
| FNR 2011-123 KS IO 06.5085 10/25/2041 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| 1.45 R ISWP FWD US0003M P 06/23/2031 | 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-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
| FHS 304 C37 IO 03.5000 12/15/2027 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| 1.46 R ISWP FWD US0003M P 07/15/2031 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.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% |
| 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% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.01% |
| SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.01% |
| SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | 0.01% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.01% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.01% |
| SWPTN 3MX10Y R 1.504 USD 09/29/2021 CI | 0.01% |
| 1.457 R ISWP FWD US0003M P 07/09/2031 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 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% |
| GNMA GII30 2987 07.5000 10/20/2030 | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 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-.12 2061-08-17 300.0 08/17/2061 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% |
| FNW 1998-W5 X IO 00.5837 07/25/2028 | 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% |
| GNR 2014-160 IB IO 03.0000 11/20/2040 | 0.00% |
| OPTN FN30 3.0 07/07/21 CALL 104.421875 JPMC | 0.00% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 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-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 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 03.5934 08/25/2042 | 0.00% |
| FSPC T-59 1AX IO 00.2812 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% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.00% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.00% |
| 0.933 R ISWP FWD US0003M P 06/28/2026 | 0.00% |
| 0.95 R ISWP US0003M P 04/28/2026 | 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-.13 2072-12-16 300.0 12/16/2072 GS | 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 03.7005 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 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.00% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.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-.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 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% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2001-50 BI IO 00.3792 10/25/2041 | 0.00% |
| FNR 2001-79 BI IO 00.2685 03/25/2045 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNW 2003-W14 2A 03.9180 01/25/2043 | 0.00% |
| FNW 2004-W2 4A 03.3010 02/25/2044 | 0.00% |
| FSPC T-59 2A1 03.4521 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4420 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 R 2.031 USD 02/03/2031 JP | 0.00% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.00% |
| SWPTN 7WX10Y R 1.473 USD 08/09/2021 GS | 0.00% |
| 0.2215 R ISWP US0003M P 06/10/2023 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| FHLMC FR15 ZS5132 UMBS 06.0000 09/01/2021 | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 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 03.4599 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 07/07/21 CALL 105.53125 JPMC | 0.00% |
| OPTN FN30 4.0 07/07/21 CALL 106.96875 JPMC | 0.00% |
| OPTN GII30 3.5 07/07/21 CALL 105.3125 JPMC | 0.00% |
| OPTN GII30 4.0 07/07/21 CALL 106.4375 JPMC | 0.00% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | -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 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.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 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| SWPTN 10YX10Y R 1.985 USD 01/29/2031 JP | -0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.00% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -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 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-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.00% |
| SWPTN 5WX5Y R 0.98 USD 07/26/2021 CI | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CPURNSA P 2.79 R 04/15/26 | -0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.00% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -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-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 1YX1Y P 0.805 USD 05/09/2022 BA | -0.00% |
| SWPTN 5WX5Y P 0.98 USD 07/26/2021 CI | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.01% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.01% |
| SWPTN 7WX10Y P 1.473 USD 08/09/2021 GS | -0.01% |
| 1.4255 R ISWP US0003M P 02/24/2031 | -0.01% |
| 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 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.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 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.01% |
| 0.95 R ISWP FWD US0003M P 09/15/2026 | -0.01% |
| 2.232 R ISWP FWD US0003M P 06/11/2051 | -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% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -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 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| OPTN FN30 2.0 07/07/21 PUT 100.734375 JPMC | -0.01% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.01% |
| SWPTN 3MX10Y P 1.504 USD 09/29/2021 CI | -0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.01% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 3MX10Y P 1.8775 USD 09/02/2021 BA | -0.01% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -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 CS | -0.01% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.01% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.01% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | -0.02% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.02% |
| SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | -0.02% |
| SWPTN 3MX10Y P 1.897 USD 09/03/2021 BA | -0.02% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.02% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -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 CG | -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 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| OPTN FN30 2.5 07/07/21 PUT 103.375 JPMC | -0.02% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.02% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.02% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -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 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% |
| 1.6275 R ISWP FWD US0003M P 09/07/2031 | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.02% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.02% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -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% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.03% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.03% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -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 10YX20Y P 2.232 USD 06/09/2031 BC | -0.03% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.03% |
| 1.377 R ISWP US0003M P 02/18/2031 | -0.03% |
| 1.525 R ISWP US0003M P 03/15/2031 | -0.03% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.03% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.03% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.04% |
| 1.647 R ISWP FWD US0003M P 09/07/2031 | -0.04% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.04% |
| 0.30 R ISWP FWD US0003M P 09/15/2023 | -0.04% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.04% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -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% |
| OPTN FN30 3.0 07/07/21 PUT 104.421875 JPMC | -0.04% |
| OPTN GII30 3.5 07/07/21 PUT 105.3125 JPMC | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.04% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.04% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.05% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.05% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.05% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.05% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.05% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.05% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.05% |
| OPTN FN30 2.5 08/05/21 PUT 103.40625 JPMC | -0.06% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.06% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.06% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.06% |
| SWPTN 3MX10Y R 1.5275 USD 09/14/2021 BA | -0.06% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.06% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.06% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.06% |
| IOS.FN30.650.67 P USL1M R 01/12/38 BC | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.07% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.08% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.08% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.08% |
| OPTN FN30 4.0 07/07/21 PUT 106.96875 JPMC | -0.08% |
| 1.16 R ISWP US0003M P 10/16/2050 | -0.08% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.08% |
| 1.51882 R ISWP US0003M P 03/02/2031 | -0.09% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.09% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.10% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.10% |
| 2.00 R ISWP FWD US0003M P 09/15/2051 | -0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.10% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.10% |
| OPTN FN30 3.5 07/07/21 PUT 105.53125 JPMC | -0.11% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.11% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.11% |
| OPTN GII30 4.0 07/07/21 PUT 106.4375 JPMC | -0.12% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.12% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.12% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.12% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.12% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.13% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.13% |
| SWPTN 3MX10Y P 1.5275 USD 09/14/2021 BA | -0.14% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.14% |
| 1.5475 R ISWP US0003M P 05/10/2031 | -0.14% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.15% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.17% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.19% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.19% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.20% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.23% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.26% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.26% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.28% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.28% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.28% |
| 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 | -0.32% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.34% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.35% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.36% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.42% |
| GNMA GII30 TBA 03.5000 07/01/2051 | -0.44% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.44% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.48% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.56% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.67% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.73% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.79% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -1.21% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.56% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.59% |
| US 10YR ULTRA FUT SEP21 UXYU1 | -4.46% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -5.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -5.10% |
| US 5YR NOTE (CBT) SEP21 FVU1 | -9.51% |
| US 2YR NOTE (CBT) SEP21 TUU1 | -169.90% |
Fixed income statistics as of 09/30/21
| Average effective maturity | 1.50 yrs. |
|---|---|
| Average effective duration | 3.09 yrs. |
| Average yield to maturity | 16.49% |
| Average coupon | 6.02% |
Sector weightings as of 09/30/21
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Commercial MBS | 19.12% | 0.64 | 26.21% | 0.07 | 45.33% | 0.71 |
| Agency pass-through | 8.05% | 0.44 | 34.62% | 1.29 | 42.67% | 1.73 |
| Agency CMO | 38.51% | 1.46 | 0.00% | 0.00 | 38.51% | 1.46 |
| Residential MBS (non-agency) | 20.75% | 0.73 | 0.00% | 0.00 | 20.75% | 0.73 |
| Asset-backed securities (ABS) | 4.46% | 0.12 | 0.00% | 0.00 | 4.46% | 0.12 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | 0.67 | 0.00% | 0.67 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -3.54 | 0.00% | -3.54 |
| Net cash | 9.11% | 0.00 | 0.00% | 0.00 | 9.11% | 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 09/30/21
| 0 - 1 yr. | -16.42% |
|---|---|
| 1 - 5 yrs. | 85.12% |
| 5 - 10 yrs. | 31.91% |
| 10 - 15 yrs. | 0.06% |
| Over 15 yrs. | -0.67% |
Quality rating as of 09/30/21
| AAA | 95.43% |
|---|---|
| AA | 3.88% |
| A | 3.34% |
| BBB | 9.88% |
| BB | 4.91% |
| B | 5.18% |
| CCC and Below | 3.08% |
| Not Rated | -25.70% |
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 | 0.89% | 1.64% | 1.64% | 1.14% | 0.51% | 0.64% |
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 U.S. MBS Index covers the mortgage-backed pass-through securities of Ginnie Mae (GNMA), Fannie Mae (FNMA), and Freddie Mac (FHLMC). The Bloomberg GNMA Index is an unmanaged index of Government National Mortgage Association bonds. The Bloomberg GNMA - Bloomberg U.S. MBS Linked Benchmark represents performance of the Bloomberg GNMA Index through April 18, 2018 and performance of the Bloomberg 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.