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, and Putnam Fixed Income Absolute Return 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 |
$11.42
0.53% | $0.06 |
$12.60
02/17/21 |
$11.24
01/18/22 |
Fund facts as of 12/31/21
Total net assets
$648.45M
$648.45M
Turnover (fiscal year end)
974%
974%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
901
901
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) |
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Oil prices have risen to multi-year highs on surging demand, tight supply, and the crunch on natural gas. We believe it is time to question the current rally.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)
5.88%
Average 5-year annualized return
Total return (%) as of 12/31/21
Annual performance as of 12/31/21
Annualized Total return (%) as of 12/31/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | -4.11% | 2.48% | 1.58% | 1.77% |
| After sales charge | N/A | N/A | N/A | N/A |
| Bloomberg U.S. MBS Index | -1.04% | 3.01% | 2.50% | 2.28% |
| Bloomberg GNMA-Bloomberg U.S. MBS Linked Benchmark | -1.04% | 3.01% | 2.39% | 2.10% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 12/31/21 | -0.85% | - | |
| YTD as of 01/21/22 | 1.63% | - | |
Yield
| Distribution rate before sales charge as of 01/21/22 |
4.52% |
|---|---|
| Distribution rate after sales charge as of 01/21/22 |
4.52% |
| 30-day SEC yield as of 12/31/21 | 4.64% |
Risk-adjusted performance as of 12/31/21
| Sharpe ratio (3 yrs.) | 0.22 |
|---|---|
| Information ratio (3 yrs.) | -0.07 |
Volatility as of 12/31/21
| Standard deviation (3 yrs.) | 7.19% |
|---|---|
| Beta | -0.35 |
| R-squared | 0.01 |
Fixed income statistics as of 12/31/21
| Average effective duration | 3.86 yrs. |
|---|
Lipper rankings as of 12/31/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 129/136 | 95% |
| 3 yrs. | 93/123 | 75% |
| 5 yrs. | 93/109 | 85% |
| 10 yrs. | 57/77 | 74% |
Morningstar Ratings™ as of 12/31/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 569 | |
| 3 yrs. | 569 | |
| 5 yrs. | 495 | |
| 10 yrs. | 353 |
Distributions
| Record/Ex dividend date | 01/18/22 |
|---|---|
| Payable date | 01/20/22 |
| 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 01/01/2052 | 15.70% |
|---|---|
| Gnma Gii30 Tba 03.0000 01/01/2052 | 7.02% |
| Fnma Fn30 Tba Umbs 05.5000 01/01/2052 | 4.84% |
| Fnr 2007-95 A3 00.3420 08/27/2036 | 3.61% |
| Fncl 2.50 04/01/2042 | 2.47% |
| Fnma Fn30 Tba Umbs 04.0000 01/01/2052 | 2.30% |
| Gnma Gii30 Tba 02.0000 01/01/2052 | 1.71% |
| Gnma Gii30 Tba 04.0000 01/01/2052 | 1.62% |
| Carr 2006-Nc2 A4 00.3419 06/25/2036 | 1.32% |
| Fhs 315 Po Po 00.0000 09/15/2043 | 1.26% |
| Top 10 holdings, percent of portfolio | 41.85% |
| Top 10 holdings as of 12/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.5000 01/01/2052 | |
| Gnma Gii30 Tba 03.0000 01/01/2052 | |
| Fnma Fn30 Tba Umbs 05.5000 01/01/2052 | |
| Fnr 2007-95 A3 00.3420 08/27/2036 | |
| Fncl 2.50 04/01/2042 | |
| Fnma Fn30 Tba Umbs 04.0000 01/01/2052 | |
| Gnma Gii30 Tba 02.0000 01/01/2052 | |
| Gnma Gii30 Tba 04.0000 01/01/2052 | |
| Carr 2006-Nc2 A4 00.3419 06/25/2036 | |
| Fhs 315 Po Po 00.0000 09/15/2043 | |
| Holdings represent 41.85% of portfolio | |
| Top 10 holdings as of 11/30/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.5000 12/01/2051 | |
| Fnma Fn30 Tba Umbs 05.5000 12/01/2051 | |
| Gnma Gii30 Tba 03.0000 12/01/2051 | |
| Fnr 2007-95 A3 00.3392 08/27/2036 | |
| Fncl 2.50 04/01/2042 | |
| Fnma Fn30 Tba Umbs 04.0000 01/01/2052 | |
| Fnma Fn30 Tba Umbs 06.0000 12/01/2051 | |
| Gnma Gii30 Tba 02.0000 12/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 12/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 12/01/2051 | |
| Holdings represent 45.46% of portfolio | |
| Top 10 holdings as of 10/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.5000 11/01/2051 | |
| Fnma Fn30 Tba Umbs 05.5000 11/01/2051 | |
| Gnma Gii30 Tba 03.0000 11/01/2051 | |
| Fnr 2007-95 A3 00.3360 08/27/2036 | |
| Fncl 2.50 04/01/2042 | |
| Fnma Fn30 Tba Umbs 04.0000 11/01/2051 | |
| Fnma Fn30 Tba Umbs 06.0000 11/01/2051 | |
| Gnma Gii30 Tba 02.0000 11/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 11/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 11/01/2051 | |
| Holdings represent 44.32% of portfolio | |
| 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 | |
| FNMA FN30 TBA UMBS 04.5000 01/01/2052 | 15.70% |
|---|---|
| GNMA GII30 TBA 03.0000 01/01/2052 | 7.02% |
| FNMA FN30 TBA UMBS 05.5000 01/01/2052 | 4.84% |
| FNR 2007-95 A3 00.3420 08/27/2036 | 3.61% |
| TREASURY BILL 00.0000 03/24/2022 | 3.12% |
| TREASURY BILL 00.0000 02/10/2022 | 3.07% |
| TREASURY BILL 00.0000 05/19/2022 | 2.96% |
| FNMA FN30 AB8804 UMBS 02.5000 03/01/2043 | 2.46% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2052 | 2.30% |
| TREASURY BILL 00.0000 02/03/2022 | 2.04% |
| TREASURY BILL 00.0000 03/10/2022 | 1.88% |
| GNMA GII30 TBA 02.0000 01/01/2052 | 1.71% |
| TREASURY BILL 00.0000 02/24/2022 | 1.65% |
| GNMA GII30 TBA 04.0000 01/01/2052 | 1.62% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 1.58% |
| CARR 2006-NC2 A4 00.3419 06/25/2036 | 1.32% |
| FHS 315 PO PO 00.0000 09/15/2043 | 1.26% |
| TREASURY BILL 00.0000 05/05/2022 | 1.25% |
| CAS 2017-C05 1B1 03.7028 01/25/2030 | 1.20% |
| MSC 2011-C3 E 144A 05.0861 07/15/2049 | 1.13% |
| TREASURY BILL 00.0000 04/21/2022 | 1.02% |
| FNMA FN30 TBA UMBS 03.0000 01/01/2052 | 0.96% |
| MCAS 2019-01 M10 144A 03.3519 10/15/2049 | 0.95% |
| BAYV 2006-C 1A3 06.5280 11/28/2036 | 0.94% |
| FNR 2020-62 MI IO 03.5000 05/25/2049 | 0.93% |
| WFRBS 2012-C9 D 144A 04.8087 11/15/2045 | 0.80% |
| TREASURY BILL 00.0000 04/07/2022 | 0.79% |
| STACR 2019-DNA1 B2 10.8528 01/25/2049 | 0.77% |
| FHR 5080 IQ IO 03.5000 04/25/2050 | 0.76% |
| CWL 2007-10 1A1 00.2819 06/25/2047 | 0.74% |
| FNMA FN30 TBA UMBS 06.0000 01/01/2052 | 0.73% |
| DBUBS 2011-LC3A D 144A 05.3652 08/10/2044 | 0.66% |
| SPST 2021-6 A 00.9019 04/25/2022 | 0.65% |
| STACR 2016-DNA3 M3 05.1028 12/25/2028 | 0.65% |
| UBSCM 2012-C1 D 144A 05.5168 05/10/2045 | 0.64% |
| FNMA FN30 TBA UMBS 03.0000 02/01/2052 | 0.64% |
| TREASURY BILL 00.0000 02/17/2022 | 0.63% |
| CAS 2017-C06 2B1 04.5528 02/25/2030 | 0.63% |
| FNR 2016-85 SL IO 05.9981 11/25/2046 | 0.62% |
| CAS 2017-C03 1M2 03.1028 10/25/2029 | 0.62% |
| CAS 2017-C06 1B1 04.2528 02/25/2030 | 0.61% |
| CAS 2017-C07 1B1 04.1019 05/25/2030 | 0.61% |
| FNR 2019-83 QS IO 05.8481 01/25/2050 | 0.57% |
| TREASURY BILL 00.0000 03/03/2022 | 0.57% |
| TREASURY BILL 00.0000 03/17/2022 | 0.57% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.54% |
| GNR 2021-8 IP IO 02.5000 01/20/2051 | 0.54% |
| FNR 2016-83 BS IO 05.9981 11/25/2046 | 0.53% |
| AHM 2007-1 GA1C 00.2919 05/25/2047 | 0.53% |
| BF0101 03.5000 06/01/2056 | 0.53% |
| COMM 2014-CR17 D 144A 04.8476 05/10/2047 | 0.52% |
| FHR 5071 IV IO 03.0000 12/25/2050 | 0.51% |
| FNR 2021-25 IJ IO 03.5000 05/25/2051 | 0.51% |
| GSMS 2014-GC24 D 144A 04.5327 09/10/2047 | 0.51% |
| STACR 2020-DNA4 B2 10.1028 08/25/2050 | 0.50% |
| CAS 2016-C03 1B 11.8528 10/25/2028 | 0.50% |
| OMIR 2018-1A M2 02.9519 07/25/2028 | 0.46% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.44% |
| CAS 2017-C07 2B1 04.5519 05/25/2030 | 0.44% |
| FNR 2016-81 SA IO 06.0481 11/25/2046 | 0.44% |
| STACR 2015-HQA1 B 08.9028 03/25/2028 | 0.44% |
| FN BF0091 | 0.43% |
| CAS 2017-C02 2B1 05.6028 09/25/2029 | 0.43% |
| UBSC 2011-C1 D 144A 06.4121 01/10/2045 | 0.43% |
| STACR 2018-HQA1 M2 02.4028 09/25/2030 | 0.43% |
| FNR 2018-36 SD IO 06.1481 06/25/2048 | 0.42% |
| STACR 2017-HQA2 M2 02.7528 12/25/2029 | 0.42% |
| FHR 4915 SD IO 05.9481 09/25/2049 | 0.42% |
| CAS 2018-C04 2B1 04.6028 12/25/2030 | 0.41% |
| JPMBB 2013-C14 D 144A 04.5476 08/15/2046 | 0.40% |
| CAS 2017-C01 1M2 03.6528 07/25/2029 | 0.39% |
| BMIR 2017-1 M2 144A 03.4519 10/25/2027 | 0.39% |
| CAS 2020-SBT1 1B1 06.8528 02/25/2040 | 0.38% |
| STACR 2018-HQA2 B2 11.1028 10/25/2048 | 0.38% |
| GNR 2020-138 IB IO 02.5000 09/20/2050 | 0.38% |
| JPMCC 2013-LC11 D 04.1643 04/15/2046 | 0.37% |
| GNR 2019-121 SD IO 05.8961 10/20/2049 | 0.37% |
| GNR 2019-125 SG IO 05.9461 10/20/2049 | 0.37% |
| FNMA FN30 AV7052 UMBS 03.5000 03/01/2045 | 0.37% |
| FHR 5077 NI IO 03.5000 02/25/2051 | 0.35% |
| GSMS 2014-GC18 C 04.9751 01/10/2047 | 0.35% |
| COMM 2013-LC13 D 144A 05.2612 08/10/2046 | 0.35% |
| MRAIT 2020-11 A1X 01.8098 04/22/2022 | 0.35% |
| FHR 3065 DC 19.5308 03/15/2035 | 0.34% |
| JPMBB 2014-C22 C 04.5526 09/15/2047 | 0.34% |
| MRAIT 2021-NA1 A1X 01.5993 03/08/2022 | 0.34% |
| FNR 2020-31 IO IO 04.5000 05/25/2050 | 0.34% |
| SPST 2021-16 A1 00.7124 11/07/2022 | 0.34% |
| FHR 5050 IM IO 03.5000 10/25/2050 | 0.34% |
| GNR 2020-133 CS IO 06.1961 09/20/2050 | 0.33% |
| MRAIT 2021-11 A1X 01.2598 01/25/2022 | 0.33% |
| MRAIT 2021-EBO4 A1X 01.8493 02/16/2022 | 0.33% |
| MRAIT 2020-2 A2 | 0.33% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.33% |
| FNR 2016-8 SA IO 05.9481 03/25/2046 | 0.33% |
| COMM 2012-CR4 B 144A 03.7030 10/15/2045 | 0.33% |
| GNR 2017-H20 AI IO 02.1866 10/20/2067 | 0.33% |
| MRAIT 2021-8 A2X 01.2379 05/15/2022 | 0.33% |
| WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.33% |
| MRAIT 2021-EBO1 A2X 01.8493 04/15/2022 | 0.33% |
| STACR 2018-DNA1 B1 03.2528 07/25/2030 | 0.33% |
| GNMA GII30 TBA 04.5000 01/01/2052 | 0.33% |
| GNR 2016-H19 AI IO 02.1896 09/20/2066 | 0.33% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.32% |
| SPST 2021-10 A 00.8519 08/08/2022 | 0.32% |
| GNR 2016-H07 PI IO 02.2785 03/20/2066 | 0.32% |
| STACR 2018-DNA2 B1 03.8028 12/25/2030 | 0.32% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.32% |
| FHR 5065 DI IO 03.5000 01/25/2051 | 0.32% |
| GSMS 2013-GC10 D P/P 144A 04.4011 02/10/2046 | 0.32% |
| JPMBB 2014-C23 D 144A 03.9841 09/15/2047 | 0.32% |
| COMM 2014-CR19 D 144A 04.7028 08/10/2047 | 0.31% |
| FHR 5043 IO IO 05.0000 11/25/2050 | 0.31% |
| FHR 4326 GS IO 05.9403 04/15/2044 | 0.31% |
| GNR 2020-175 JI IO 03.5000 11/20/2050 | 0.31% |
| FNR 2016-50 SM IO 05.9981 08/25/2046 | 0.31% |
| GNR 2016-H27 GI IO 02.3460 12/20/2066 | 0.31% |
| CAS 2020-SBT1 1M2 03.7528 02/25/2040 | 0.30% |
| COMM 2013-CR13 D 144A 04.8808 11/10/2046 | 0.30% |
| GNR 2021-77 SM IO 06.1961 05/20/2051 | 0.29% |
| GNR 2016-H23 NI IO 02.1201 10/20/2066 | 0.28% |
| CWALT 2006-OA19 A1 00.2839 02/20/2047 | 0.28% |
| GNR 2017-H03 KI IO 02.2243 01/20/2067 | 0.28% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.28% |
| FHR 5119 IC IO 04.0000 06/25/2051 | 0.28% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.27% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.27% |
| GNR 2015-H22 AI IO 01.7000 09/20/2065 | 0.27% |
| STACR 2017-DNA2 M2 03.5528 10/25/2029 | 0.27% |
| JPMCC 2011-C3 D 144A 05.5235 02/15/2046 | 0.27% |
| CAS 2018-C06 1B1 03.8528 03/25/2031 | 0.26% |
| MSC 2012-C4 E 144A 05.4122 03/15/2045 | 0.26% |
| GNR 2017-H25 CI IO 02.2540 12/20/2067 | 0.26% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.26% |
| FREMF 2019-KF65 B 144A 02.4940 07/25/2029 | 0.26% |
| FNMA FN30 AV7059 UMBS 03.5000 04/01/2045 | 0.26% |
| GSMS 2014-GC22 C 04.6889 06/10/2047 | 0.25% |
| MWST 2020-1 A 01.0019 10/25/2053 | 0.25% |
| FHR 5003 DS IO 05.9981 08/25/2050 | 0.25% |
| GNR 2015-H20 CI IO 01.8362 08/20/2065 | 0.25% |
| UBSBB 2012-C4 D 144A 04.4608 12/10/2045 | 0.25% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.25% |
| GNR 2013-87 SA IO 06.0961 06/20/2043 | 0.24% |
| GNR 2016-H13 IK IO 02.6430 06/20/2066 | 0.24% |
| BBCMS 2019-C4 E 144A 03.2500 08/15/2052 | 0.24% |
| JPALT 2006-A6 1A1 00.4219 11/25/2036 | 0.24% |
| GNR 2021-188 IW IO 03.0000 10/20/2051 | 0.23% |
| FNR 2019-51 SA IO 05.9481 09/25/2049 | 0.23% |
| FNR 2020-41 SE IO 05.9981 06/25/2050 | 0.23% |
| FREMF 2019-KF66 B 144A 02.4940 07/25/2029 | 0.23% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.22% |
| GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.22% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.22% |
| GNMA GN30 AM4380 04.0000 05/15/2045 | 0.22% |
| CSAIL 2019-C17 D 144A 02.5000 09/15/2052 | 0.22% |
| FHR 4933 SA IO 05.8981 12/25/2049 | 0.22% |
| MSBAM 2013-C12 E 144A 04.7626 10/15/2046 | 0.22% |
| FNR 2017-104 SL IO 06.0481 01/25/2048 | 0.22% |
| COMM 2015-CR26 D 03.4784 10/10/2048 | 0.22% |
| STACR 2019-HQA1 M2 02.4528 02/25/2049 | 0.22% |
| STACR 2018-HQA2 B1 04.3528 10/25/2048 | 0.22% |
| STACR 2020-HQA3 B1 05.8528 07/25/2050 | 0.22% |
| GNR 2018-H01 XI IO 02.2747 01/20/2068 | 0.22% |
| FNR 2020-60 NI IO 04.0000 09/25/2050 | 0.21% |
| WFCM 2015-C30 D 144A 04.4983 09/15/2058 | 0.21% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.21% |
| FHR 5018 QI IO 05.0000 10/25/2050 | 0.21% |
| CSAIL 2018-C14 D 144A 04.9241 11/15/2051 | 0.21% |
| STACR 2017-DNA2 B1 05.2528 10/25/2029 | 0.21% |
| WFRBS 2012-C9 E 144A 04.8087 11/15/2045 | 0.21% |
| GNR 2017-H06 MI IO 02.2068 02/20/2067 | 0.20% |
| GNR 2019-158 AS IO 06.0425 09/16/2043 | 0.20% |
| JPMBB 2013-C12 C 04.0984 07/15/2045 | 0.20% |
| JPMCC 2013-C16 D 144A 05.0056 12/15/2046 | 0.20% |
| CAS 2018-C06 2B1 04.2028 03/25/2031 | 0.20% |
| CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.20% |
| GNMA GII30 AI6258 04.5000 05/20/2044 | 0.20% |
| FNR 2008-24 SP 22.9098 02/25/2038 | 0.20% |
| JPMCC 2010-C2 D 144A 05.6942 11/15/2043 | 0.20% |
| CGCMT 2012-GC8 C 144A 04.8755 09/10/2045 | 0.20% |
| GNR 2016-H24 IO IO 02.1409 09/20/2066 | 0.19% |
| GNR 2018-72 IB IO 04.0000 04/20/2046 | 0.19% |
| GNR 2016-H18 QI IO 02.3889 06/20/2066 | 0.19% |
| GNR 2019-110 SQ IO 05.9461 09/20/2049 | 0.19% |
| GNR 2020-112 MS IO 06.1961 08/20/2050 | 0.19% |
| WFCM 2016-NXS5 D 04.9842 01/15/2059 | 0.19% |
| WFRBS 2011-C4 E 144A 04.8872 06/15/2044 | 0.19% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.19% |
| LMAT 2019-GS2 A2 144A 04.2500 01/25/2059 | 0.19% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.19% |
| GNR 2015-H10 HI IO 01.7685 04/20/2065 | 0.19% |
| GNR 2011-156 SK IO 06.4961 04/20/2038 | 0.18% |
| CAS 2018-C03 1B1 03.8528 10/25/2030 | 0.18% |
| MRAFT 2020-5 A1 01.1014 08/10/2023 | 0.18% |
| COMM 2014-UBS4 C 04.6493 08/10/2047 | 0.18% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.18% |
| FHR 2976 LC 24.0176 05/15/2035 | 0.18% |
| GNR 2016-H17 DI IO 02.1256 07/20/2066 | 0.18% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.18% |
| GNR 2017-H08 GI IO 02.3387 02/20/2067 | 0.18% |
| BSCMS 2007-T26 AJ 05.4304 01/12/2045 | 0.18% |
| MSBAM 2013-C9 D 144A 04.1086 05/15/2046 | 0.18% |
| FHR 4949 WS IO 05.8981 02/25/2050 | 0.17% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.17% |
| FNR 2020-20 IK IO 03.5000 03/25/2050 | 0.17% |
| GNMA GII30 AH8784 04.5000 06/20/2034 | 0.17% |
| COMM 2018-COR3 C 04.5602 05/10/2051 | 0.17% |
| FNR 2018-47 SA IO 06.1481 07/25/2048 | 0.17% |
| GNR 2017-H08 EI IO 02.3951 02/20/2067 | 0.17% |
| STACR 2020-HQA3 B2 10.1028 07/25/2050 | 0.17% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.17% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.17% |
| FNR 2020-96 IO IO 03.0000 01/25/2051 | 0.17% |
| GNR 2014-H21 AI IO 01.4703 10/20/2064 | 0.17% |
| GNR 2018-H04 JI IO 02.3040 03/20/2068 | 0.17% |
| FNR 2018-20 SB IO 06.1481 03/25/2048 | 0.17% |
| STACR 2019-DNA4 B2 06.3528 10/25/2049 | 0.17% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.17% |
| FNR 2019-45 SD IO 05.9481 08/25/2049 | 0.17% |
| GNR 2016-H10 AI IO 01.5122 04/20/2066 | 0.16% |
| GNR 2019-35 SE IO 06.0425 01/16/2044 | 0.16% |
| GNR 2015-H13 AI IO 01.8072 06/20/2065 | 0.16% |
| GNR 2015-H23 TI IO 01.9194 09/20/2065 | 0.16% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.16% |
| SWPTN 3MX10Y P 1.9555 USD 02/22/2022 GS | 0.16% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.16% |
| GNR 2017-156 SL IO 06.0961 10/20/2047 | 0.16% |
| FHR 4953 AI IO 04.0000 02/25/2050 | 0.16% |
| FNR 2017-19 IH IO 05.0000 03/25/2047 | 0.16% |
| GNR 2013-39 IJ IO 04.5000 03/20/2043 | 0.16% |
| GNR 2017-H04 BI IO 02.4521 02/20/2067 | 0.16% |
| JPMBB 2013-C12 E 144A 04.0984 07/15/2045 | 0.16% |
| CD 2017-CD4 D 144A 03.3000 05/10/2050 | 0.15% |
| COMM 2014-UBS3 C 04.7374 06/10/2047 | 0.15% |
| MWST 2020-2 A 00.9019 11/25/2053 | 0.15% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.15% |
| COMM 2014-UBS2 C 04.9714 03/10/2047 | 0.15% |
| FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.15% |
| HMIR 2021-2 B1 144A 04.1997 01/25/2034 | 0.15% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.15% |
| BMARK 2019-B11 D 144A 03.0000 05/15/2052 | 0.15% |
| GNR 2018-H02 IM IO 02.2717 02/20/2068 | 0.15% |
| GNR 2019-56 SK IO 06.0461 05/20/2049 | 0.15% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.14% |
| GSMS 2010-C1 D 144A 05.9889 08/10/2043 | 0.14% |
| CGCMT 2015-P1 C 04.3686 09/15/2048 | 0.14% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.14% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.14% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.14% |
| TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.14% |
| WFHET 2007-2 A3 00.3319 04/25/2037 | 0.14% |
| FNR 2018-51 BI IO 05.5000 07/25/2038 | 0.14% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.14% |
| WFCM 2018-C46 C 04.9896 08/15/2051 | 0.14% |
| CAS 2016-C04 1B 10.3528 01/25/2029 | 0.14% |
| GNR 2015-H25 BI IO 01.7418 10/20/2065 | 0.14% |
| UBSCM 2012-C1 E 144A 05.0000 05/10/2045 | 0.14% |
| GNR 2016-80 SD IO 05.9961 06/20/2046 | 0.14% |
| COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.13% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.13% |
| WFCM 2020-C57 C 04.0235 08/15/2053 | 0.13% |
| MSBAM 2012-C6 G 144A 04.5000 11/15/2045 | 0.13% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.13% |
| GNR 2015-H04 AI IO 01.5601 12/20/2064 | 0.13% |
| GNR 2016-H06 DI IO 01.6191 07/20/2065 | 0.13% |
| GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.13% |
| GNR 2014-H25 BI IO 01.6880 12/20/2064 | 0.13% |
| GNR 2016-H03 AI IO 01.7654 01/20/2066 | 0.12% |
| GNR 2017-H25 IO IO 01.9364 11/20/2067 | 0.12% |
| GNR 2014-H18 CI IO 01.5892 09/20/2064 | 0.12% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.12% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.12% |
| GNR 2017-H08 NI IO 02.2422 03/20/2067 | 0.12% |
| GNR 2017-H10 MI IO 01.8228 04/20/2067 | 0.12% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.12% |
| STACR 2019-DNA1 M2 02.7528 01/25/2049 | 0.12% |
| GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.12% |
| GNR 2016-H06 HI IO 02.0760 02/20/2066 | 0.12% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.12% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.12% |
| GNR 2019-100 JS IO 05.9961 08/20/2049 | 0.12% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.12% |
| CAS 2016-C03 1M2 05.4028 10/25/2028 | 0.12% |
| SPST 2021-14 A1 00.7924 12/08/2022 | 0.12% |
| FNR 2005-106 JC 19.8081 12/25/2035 | 0.12% |
| EMIR 2020-1 B1 144A 02.9519 01/25/2030 | 0.12% |
| FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.12% |
| FHR 4436 SC IO 06.0403 02/15/2045 | 0.12% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.11% |
| GNR 2014-137 ID IO 05.5000 09/16/2044 | 0.11% |
| FNR 2011-4 CS 12.6962 05/25/2040 | 0.11% |
| GNR 2015-H16 XI IO 01.8935 07/20/2065 | 0.11% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.11% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 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 2014-119 SA IO 05.4961 08/20/2044 | 0.11% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.11% |
| OMIR 2019-1A B1B 04.4519 07/25/2029 | 0.11% |
| STACR 2019-HQA2 B2 11.3528 04/25/2049 | 0.11% |
| FNR 2005-74 NK 26.9906 05/25/2035 | 0.11% |
| GNR 2016-H04 KI IO 01.5136 02/20/2066 | 0.11% |
| GNR 2016-H24 KI IO 02.5091 11/20/2066 | 0.11% |
| GNR 2017-H09 IO IO 01.8187 04/20/2067 | 0.11% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.10% |
| FNMA FN30 AV7026 UMBS 03.5000 11/01/2044 | 0.10% |
| GNR 2013-182 SP IO 06.5961 12/20/2043 | 0.10% |
| CAS 2019-R01 2B1 04.4528 07/25/2031 | 0.10% |
| GNR 2017-H14 JI IO 02.1418 06/20/2067 | 0.10% |
| GNMA GII30 AJ8849 03.0000 10/20/2044 | 0.10% |
| JPMCC 2011-C4 C 144A 05.3895 07/15/2046 | 0.10% |
| GNR 2017-H23 BI IO 01.8844 11/20/2067 | 0.10% |
| GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.10% |
| GNR 2017-H14 LI IO 02.2631 06/20/2067 | 0.10% |
| WAMU 2005-AR8 2AC2 01.0219 07/25/2045 | 0.10% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.10% |
| JPMCC 2011-C3 E 144A 05.5235 02/15/2046 | 0.10% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.10% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.10% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.10% |
| GNR 2016-H04 HI IO 02.3824 07/20/2065 | 0.09% |
| GNR 2016-H06 AI IO 01.6660 02/20/2066 | 0.09% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.09% |
| FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.09% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.09% |
| OMIR 2019-1A B1A 03.6019 07/25/2029 | 0.09% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.09% |
| 1.40 R ISWP FWD SOFRRATE P 03/16/2032 | 0.09% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.09% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.09% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.09% |
| CAS 2016-C06 1B 09.3528 04/25/2029 | 0.08% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.08% |
| FNR 2007-53 SP 23.8264 06/25/2037 | 0.08% |
| GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.08% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.08% |
| CAS 2016-C03 2B 12.8528 10/25/2028 | 0.08% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.08% |
| MSAC 2004-HE9 M2 01.0319 11/25/2034 | 0.08% |
| GNMA GII30 AY4779 04.4840 03/20/2067 | 0.08% |
| LHOME 2021-RTL1 A1 02.0900 09/25/2026 | 0.08% |
| MSBAM 2013-C10 F 144A 04.0747 07/15/2046 | 0.08% |
| BMIR 2017-1 B1 144A 04.8519 10/25/2027 | 0.08% |
| COMM 2014-CR16 C 04.9189 04/10/2047 | 0.08% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.08% |
| OMIR 2017-1A M2 144A 04.1019 04/25/2027 | 0.08% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.08% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.08% |
| FHR 4136 IQ IO 03.5000 11/15/2042 | 0.08% |
| GNMA GII30 BA7681 04.6520 06/20/2067 | 0.08% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.08% |
| GNR 2016-H08 GI IO 01.4410 04/20/2066 | 0.08% |
| UBSC 2011-C1 B 144A 06.4121 01/10/2045 | 0.08% |
| BALTA 2005-8 21A1 02.4586 10/25/2035 | 0.07% |
| CAS 2015-C04 1M2 05.8028 04/25/2028 | 0.07% |
| GNR 2017-H25 AI IO 02.3984 12/20/2067 | 0.07% |
| MSBAM 2013-C12 D 144A 04.7626 10/15/2046 | 0.07% |
| MSBAM 2015-C23 D 144A 04.1435 07/15/2050 | 0.07% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.07% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.07% |
| HVMLT 2005-2 1A 00.6239 05/19/2035 | 0.07% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.07% |
| CSAIL 2020-C19 D 144A 02.5000 03/15/2053 | 0.07% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.07% |
| GNR 2011-H07 FI IO 01.2440 02/20/2061 | 0.07% |
| FHR 4425 EI IO 04.0000 01/15/2045 | 0.06% |
| FNR 2006-8 HP 24.1931 03/25/2036 | 0.06% |
| RMIR 2020-1 B1 P/P 144A 03.1019 01/25/2030 | 0.06% |
| FHR 2990 LB 16.6652 06/15/2034 | 0.06% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.06% |
| STACR 2019-DNA3 B2 08.2528 07/25/2049 | 0.06% |
| SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.06% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.06% |
| FNR 2006-62 PS 39.2887 07/25/2036 | 0.06% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.06% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.06% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.06% |
| 0.90 R ISWP FWD SOFRRATE P 03/16/2024 | 0.06% |
| STACR 2019-FTR3 B2 04.8920 09/25/2047 | 0.06% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.06% |
| GNMA GN30 AE8022 04.5000 12/15/2043 | 0.06% |
| GNR 2016-H24 JI IO 02.0049 11/20/2066 | 0.06% |
| SAMI 2006-AR7 A1BG 00.2219 08/25/2036 | 0.06% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.06% |
| STACR 2015-DNA3 B 09.4528 04/25/2028 | 0.06% |
| BALTA 2005-10 11A1 00.6019 01/25/2036 | 0.05% |
| CAS 2020-R01 1B1 03.3528 01/25/2040 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.05% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.05% |
| GNR 2015-H24 HI IO 02.0843 09/20/2065 | 0.05% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.05% |
| FHR 3408 EK 25.3515 04/15/2037 | 0.05% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.05% |
| FNR 2013-22 PI IO 03.5000 10/25/2042 | 0.05% |
| CAS 2016-C05 2M2 04.5528 01/25/2029 | 0.05% |
| CAS 2018-C01 1M2 02.3528 07/25/2030 | 0.05% |
| GNR 2015-H23 DI IO 01.8570 09/20/2065 | 0.05% |
| CAS 2020-R02 2B1 03.1028 01/25/2040 | 0.05% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.05% |
| GNMA GII30 609117 04.5000 02/20/2044 | 0.05% |
| STACR 2019-DNA2 B2 10.6028 03/25/2049 | 0.05% |
| OPTN FN30 3.5 01/06/22 CALL 105.15625 JPMC | 0.05% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.05% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.05% |
| STACR 2019-DNA2 M2 02.5528 03/25/2049 | 0.05% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 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% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.04% |
| 1.60 R ISWP FWD SOFRRATE P 03/16/2052 | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.04% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.04% |
| SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | 0.04% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.04% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.04% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.04% |
| STACR 2017-HQA2 B1 04.8528 12/25/2029 | 0.04% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.04% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.04% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.04% |
| FNMA FN30 AV7020 UMBS 03.5000 10/01/2044 | 0.04% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.04% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.04% |
| GNMA GII30 AJ4182 04.5000 09/20/2044 | 0.04% |
| GNMA GII30 AW8447 04.3290 05/20/2067 | 0.04% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.04% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.04% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.04% |
| GNMA GII30 609118 04.5000 02/20/2034 | 0.04% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.04% |
| GNR 2014-100 NI IO 04.0000 06/20/2043 | 0.04% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.04% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.03% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| GNMA GN30 AG8989 04.5000 05/15/2044 | 0.03% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.03% |
| FHR 4136 ES IO 06.1403 11/15/2042 | 0.03% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.03% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.03% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.03% |
| SWPTN 3MX5Y P 1.4075 USD 03/15/2022 MS | 0.03% |
| GNMA GII30 635065 04.5000 03/20/2046 | 0.03% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.03% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% |
| 1.285 R ISWP SOFRRATE P 12/24/2031 | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.03% |
| FNR 2012-104 HI IO 04.0000 09/25/2027 | 0.03% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.03% |
| SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.03% |
| GNMA GII30 AQ6653 04.5000 09/20/2045 | 0.03% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.03% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.03% |
| GNMA GN30 AG8984 04.5000 05/15/2044 | 0.03% |
| GNR 2014-174 AI IO 03.0000 11/16/2029 | 0.03% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.03% |
| GNMA GN30 704478 04.5000 04/15/2039 | 0.02% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.02% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.02% |
| GNR 2020-15 CS IO 05.9461 02/20/2050 | 0.02% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.02% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.02% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| FHR 4019 JI IO 04.0000 05/15/2041 | 0.02% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.02% |
| GNMA GII30 AJ6287 04.0000 09/20/2044 | 0.02% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 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 10YX10Y R 2.427 USD 06/03/2031 CI | 0.02% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| GNMA GII30 AL8543 04.0000 02/20/2045 | 0.02% |
| GNMA GII30 AO7326 04.6600 09/20/2065 | 0.02% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 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% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.02% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.02% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% |
| FHLMC FR30 ZS0468 UMBS 07.5000 10/01/2029 | 0.02% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | 0.02% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.02% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| FNR 2008-53 DO PO 00.0000 07/25/2038 | 0.02% |
| GNMA GII30 AO8363 04.0000 09/20/2045 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.02% |
| 1.27 R ISWP SOFRRATE P 12/30/2031 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.02% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.02% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.02% |
| GNR 2010-20 SC IO 06.0461 02/20/2040 | 0.02% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.01% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.01% |
| GNMA GII30 AK1223 04.0000 02/20/2045 | 0.01% |
| GNMA GII30 AO8415 04.0000 10/20/2045 | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.01% |
| SWPTN 6WX10Y P 1.505 USD 01/28/2022 TD | 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% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.01% |
| 1.333 R ISWP FWD SOFRRATE P 01/07/2032 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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 GS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.01% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.01% |
| FHLMC FR30 ZS1312 UMBS 04.5000 01/01/2037 | 0.01% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.01% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| FNW 1998-W2 X IO 00.3979 06/25/2028 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2019-99 KS IO 05.9461 08/20/2049 | 0.01% |
| OPTN FN30 3.0 01/06/22 CALL 103.71875 JPMC | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| OPTN FN30 2.5 01/06/22 CALL 102.28125 JPMC | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| FNMA FN30 AA2892 UMBS 04.5000 03/01/2039 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GNMA GII30 AJ4184 04.5000 09/20/2044 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNR 2015-24 AI IO 03.5000 12/20/2037 | 0.01% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.01% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | 0.01% |
| 1.435 R ISWP SOFRRATE P 12/24/2051 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.01% |
| FNR 2011-123 KS IO 06.4981 10/25/2041 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.01% |
| GNR 2019-78 SJ IO 05.9461 06/20/2049 | 0.01% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.01% |
| SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | 0.01% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.01% |
| 1.085 R ISWP SOFRRATE P 12/23/2026 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.01% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 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 2012-62 MI IO 04.0000 03/25/2041 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.01% |
| CAS 2019-R01 2M2 02.5528 07/25/2031 | 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.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FHS 304 C37 IO 03.5000 12/15/2027 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| GNMA GII30 2987 07.5000 10/20/2030 | 0.00% |
| STACR 2014-HQ3 M3 04.8528 10/25/2024 | 0.00% |
| SWPTN 3MX1Y P 1.8875 USD 03/14/2022 JP | 0.00% |
| SWPTN 6WX10Y P 1.8 USD 01/28/2022 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2767 10/25/2043 | 0.00% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 0.00% |
| 0.695 R ISWP SOFRRATE P 12/23/2023 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| FNMA FN30 AY3392 UMBS 04.0000 04/01/2045 | 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% |
| FNW 1998-W5 X IO 00.0466 07/25/2028 | 0.00% |
| FNW 2003-W3 1A4 03.5198 08/25/2042 | 0.00% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.00% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.00% |
| SWPTN 10YX10Y R 1.985 USD 01/29/2031 JP | 0.00% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | 0.00% |
| SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| FHLMC FR30 ZS1526 UMBS 04.5000 06/01/2037 | 0.00% |
| FHR 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% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.00% |
| FSPC T-57 2A1 03.4891 07/25/2043 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| SWPTN 3MX1Y P 2.0875 USD 03/14/2022 JP | 0.00% |
| 1.135 R ISWP SOFRRATE P 12/31/2026 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| 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 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 00.2662 03/25/2045 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNW 2003-W14 2A 03.7859 01/25/2043 | 0.00% |
| FNW 2004-W2 4A 02.9341 02/25/2044 | 0.00% |
| FSPC T-59 2A1 03.3859 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4408 11/15/2028 | 0.00% |
| GNMA GIIARM 8913 01.6250 07/20/2026 | 0.00% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 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% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 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% |
| 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 02.9930 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 2014-141 CI IO 03.0000 03/20/2040 | 0.00% |
| GNR 2014-160 IB IO 03.0000 11/20/2040 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| OPTN FN30 4.0 01/06/22 CALL 106.5625 JPMC | 0.00% |
| OPTN GII30 3.5 01/06/22 CALL 104.3125 JPMC | 0.00% |
| SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.00% |
| SWPTN 5YX5Y P 1.752 USD 12/14/2026 CI | 0.00% |
| SWPTN 7YX30Y P 1.405 USD 12/14/2028 BA | 0.00% |
| 1.096 R ISWP SOFRRATE P 12/24/2026 | -0.00% |
| 1.331 R ISWP SOFRRATE P 12/31/2031 | -0.00% |
| 1.355 R ISWP SOFRRATE P 12/31/2031 | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.00% |
| 1.135 R ISWP SOFRRATE P 01/03/2027 | -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.BB.7 2047-01-17 500.0 01/17/2047 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 JP | -0.00% |
| OPTN FN30 3.5 01/06/22 PUT 105.15625 JPMC | -0.00% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| 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% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| 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 2YX10Y P 2.41 USD 08/30/2023 GS | -0.00% |
| SWPTN 3MX10Y P 1.37 USD 03/29/2022 CI | -0.00% |
| SWPTN 7YX30Y R 1.405 USD 12/14/2028 BA | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | -0.00% |
| 1.525 R ISWP SOFRRATE P 12/31/2051 | -0.01% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -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 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -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 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| OPTN GII30 3.5 01/06/22 PUT 104.3125 JPMC | -0.01% |
| SWPTN 3MX10Y P 1.557 USD 02/08/2022 GS | -0.01% |
| SWPTN 3MX10Y R 1.37 USD 03/29/2022 CI | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| 1.437 R ISWP SOFRRATE P 12/23/2051 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 3MX1Y P 1.6875 USD 03/14/2022 JP | -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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -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 MS | -0.01% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -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.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | -0.01% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% |
| SWPTN 5YX10Y R 1.805 USD 12/14/2026 JP | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.02% |
| 1.285 R ISWP SOFRRATE P 12/23/2031 | -0.02% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | -0.02% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.02% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -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 6WX10Y P 1.65 USD 01/28/2022 TD | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 3MX10Y R 1.557 USD 02/08/2022 GS | -0.02% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.02% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% |
| SWPTN 3YX2Y R 1.39 USD 12/09/2024 BA | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.02% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.02% |
| SWPTN 3YX2Y P 1.39 USD 12/09/2024 BA | -0.02% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | -0.02% |
| OPTN FN30 2.5 01/06/22 PUT 102.28125 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% |
| 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-.7 2047-01-17 300.0 01/17/2047 MS | -0.03% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| OPTN FN30 3.0 01/06/22 PUT 103.71875 JPMC | -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% |
| OPTN FN30 4.0 01/06/22 PUT 106.5625 JPMC | -0.03% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.03% |
| SWPTN 5YX5Y R 1.752 USD 12/14/2026 CI | -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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| SWPTN 3MX5Y P 1.6075 USD 03/15/2022 MS | -0.03% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.04% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.04% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.04% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -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.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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.04% |
| SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.05% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.05% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.05% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.05% |
| SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -0.05% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.06% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.06% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.06% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.06% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.06% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.07% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.07% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.08% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.08% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -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 | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.12% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.13% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.13% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.13% |
| SWPTN 3MX10Y P 1.7355 USD 02/22/2022 GS | -0.14% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.14% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.14% |
| CPURNSA P 2.78 R 01/15/32 | -0.15% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.15% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.16% |
| 1.25 R ISWP FWD SOFRRATE P 03/16/2027 | -0.17% |
| 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 | -0.21% |
| CPURNSA P 2.7375 R 09/13/26 | -0.21% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -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 | -0.32% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.34% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.34% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.38% |
| GNMA GII30 TBA 03.5000 01/01/2052 | -0.48% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.48% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.48% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.64% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.76% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.86% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.97% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -1.41% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.85% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.90% |
| FNMA FN30 TBA UMBS 02.0000 01/01/2052 | -4.31% |
| US 10YR ULTRA FUT MAR22 UXYH2 | -5.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -5.33% |
| US 5YR NOTE (CBT) MAR22 FVH2 | -10.48% |
| US 2YR NOTE (CBT) MAR22 TUH2 | -169.67% |
| FNMA FN30 TBA UMBS 04.5000 12/01/2051 | 15.31% |
|---|---|
| FNMA FN30 TBA UMBS 05.5000 12/01/2051 | 8.60% |
| GNMA GII30 TBA 03.0000 12/01/2051 | 6.84% |
| FNR 2007-95 A3 00.3392 08/27/2036 | 3.52% |
| TREASURY BILL 00.0000 03/24/2022 | 3.03% |
| TREASURY BILL 00.0000 02/10/2022 | 2.98% |
| TREASURY BILL 00.0000 05/19/2022 | 2.88% |
| FNMA FN30 AB8804 UMBS 02.5000 03/01/2043 | 2.44% |
| TREASURY BILL 00.0000 02/03/2022 | 1.98% |
| FNMA FN30 TBA UMBS 06.0000 12/01/2051 | 1.89% |
| TREASURY BILL 00.0000 03/10/2022 | 1.83% |
| GNMA GII30 TBA 02.0000 12/01/2051 | 1.67% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 1.65% |
| TREASURY BILL 00.0000 02/24/2022 | 1.60% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2052 | 1.60% |
| FNMA FN30 TBA UMBS 03.0000 12/01/2051 | 1.56% |
| FNMA FN30 TBA UMBS 02.5000 12/01/2051 | 1.38% |
| CARR 2006-NC2 A4 00.3316 06/25/2036 | 1.28% |
| FHS 315 PO PO 00.0000 09/15/2043 | 1.27% |
| TREASURY BILL 00.0000 05/05/2022 | 1.21% |
| CAS 2017-C05 1B1 03.6920 01/25/2030 | 1.17% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 1.13% |
| 2.764 R ISWP US0003M P 02/18/2031 | 1.12% |
| FNMA FN30 TBA UMBS 03.5000 12/01/2051 | 1.10% |
| MSC 2011-C3 E 144A 05.2349 07/15/2049 | 1.06% |
| TREASURY BILL 00.0000 04/21/2022 | 0.99% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.94% |
| MCAS 2019-01 M10 144A 03.3416 10/15/2049 | 0.94% |
| FNR 2020-62 MI IO 03.5000 05/25/2049 | 0.92% |
| BAYV 2006-C 1A3 06.5280 11/28/2036 | 0.92% |
| STACR 2019-DNA1 B2 10.8420 01/25/2049 | 0.77% |
| TREASURY BILL 00.0000 04/07/2022 | 0.76% |
| WFRBS 2012-C9 D 144A 04.9690 11/15/2045 | 0.76% |
| CWL 2007-10 1A1 00.2716 06/25/2047 | 0.75% |
| FHR 5080 IQ IO 03.5000 04/25/2050 | 0.74% |
| DBUBS 2011-LC3A D 144A 05.5442 08/10/2044 | 0.72% |
| STACR 2016-DNA3 M3 05.0920 12/25/2028 | 0.67% |
| FNMA FN30 TBA UMBS 04.0000 12/01/2051 | 0.64% |
| CAS 2017-C03 1M2 03.0920 10/25/2029 | 0.63% |
| SPST 2021-6 A 00.8924 04/25/2022 | 0.63% |
| UBSCM 2012-C1 D 144A 05.7137 05/10/2045 | 0.62% |
| FNR 2016-85 SL IO 06.0080 11/25/2046 | 0.62% |
| CAS 2017-C06 2B1 04.5420 02/25/2030 | 0.62% |
| TREASURY BILL 00.0000 02/17/2022 | 0.62% |
| CAS 2017-C07 1B1 04.0916 05/25/2030 | 0.60% |
| CAS 2017-C06 1B1 04.2420 02/25/2030 | 0.59% |
| FNR 2019-83 QS IO 05.8580 01/25/2050 | 0.57% |
| TREASURY BILL 00.0000 03/03/2022 | 0.56% |
| TREASURY BILL 00.0000 03/17/2022 | 0.56% |
| GNR 2021-8 IP IO 02.5000 01/20/2051 | 0.54% |
| FNR 2016-83 BS IO 06.0080 11/25/2046 | 0.54% |
| BF0101 03.5000 06/01/2056 | 0.53% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.53% |
| AHM 2007-1 GA1C 00.2816 05/25/2047 | 0.52% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.52% |
| COMM 2014-CR17 D 144A 05.0093 05/10/2047 | 0.51% |
| FNR 2021-25 IJ IO 03.5000 05/25/2051 | 0.49% |
| FHR 5071 IV IO 03.0000 12/25/2050 | 0.49% |
| GSMS 2014-GC24 D 144A 04.6691 09/10/2047 | 0.49% |
| STACR 2020-DNA4 B2 10.0920 08/25/2050 | 0.49% |
| CAS 2016-C03 1B 11.8420 10/25/2028 | 0.49% |
| UBSC 2011-C1 D 144A 06.6258 01/10/2045 | 0.47% |
| OMIR 2018-1A M2 02.9416 07/25/2028 | 0.45% |
| STACR 2019-DNA4 B2 06.3420 10/25/2049 | 0.45% |
| FNR 2016-81 SA IO 06.0580 11/25/2046 | 0.44% |
| FN BF0091 | 0.43% |
| CAS 2017-C07 2B1 04.5416 05/25/2030 | 0.43% |
| STACR 2015-HQA1 B 08.8920 03/25/2028 | 0.43% |
| FNR 2018-36 SD IO 06.1580 06/25/2048 | 0.42% |
| FHR 4915 SD IO 05.9580 09/25/2049 | 0.42% |
| BMIR 2017-1 M2 144A 03.4416 10/25/2027 | 0.42% |
| CAS 2017-C02 2B1 05.5920 09/25/2029 | 0.42% |
| STACR 2018-HQA1 M2 02.3920 09/25/2030 | 0.42% |
| MCAS 2020-01 M10 144A 03.8416 03/25/2050 | 0.41% |
| STACR 2017-HQA2 M2 02.7420 12/25/2029 | 0.41% |
| CAS 2018-C04 2B1 04.5920 12/25/2030 | 0.40% |
| 0.95 R ISWP FWD US0003M P 12/15/2026 | 0.39% |
| JPMBB 2013-C14 D 144A 04.6992 08/15/2046 | 0.39% |
| CAS 2017-C01 1M2 03.6420 07/25/2029 | 0.38% |
| STACR 2018-HQA2 B2 11.0920 10/25/2048 | 0.37% |
| CAS 2020-SBT1 1B1 06.8420 02/25/2040 | 0.37% |
| GNR 2019-121 SD IO 05.9089 10/20/2049 | 0.37% |
| GNR 2020-138 IB IO 02.5000 09/20/2050 | 0.37% |
| GNR 2019-125 SG IO 05.9589 10/20/2049 | 0.36% |
| JPMCC 2013-LC11 D 04.3032 04/15/2046 | 0.36% |
| FNMA FN30 AV7052 UMBS 03.5000 03/01/2045 | 0.36% |
| 0.37 R ISWP US0003M P 10/16/2025 | 0.36% |
| FHR 5065 DI IO 03.5000 01/25/2051 | 0.35% |
| FHR 3065 DC 19.5923 03/15/2035 | 0.34% |
| FHR 5077 NI IO 03.5000 02/25/2051 | 0.34% |
| FNR 2020-31 IO IO 04.5000 05/25/2050 | 0.34% |
| GSMS 2014-GC18 C 05.1410 01/10/2047 | 0.34% |
| COMM 2013-LC13 D 144A 05.4367 08/10/2046 | 0.34% |
| MRAIT 2020-11 A1X 01.7895 04/22/2022 | 0.34% |
| FHR 5050 IM IO 03.5000 10/25/2050 | 0.34% |
| JPMBB 2014-C22 C 04.7045 09/15/2047 | 0.34% |
| MRAIT 2021-NA1 A1X 01.5864 03/08/2022 | 0.33% |
| SPST 2021-16 A1 00.6979 11/07/2022 | 0.33% |
| FNR 2016-8 SA IO 05.9580 03/25/2046 | 0.33% |
| GNR 2016-H19 AI IO 02.1888 09/20/2066 | 0.33% |
| GNR 2020-133 CS IO 06.2089 09/20/2050 | 0.33% |
| GNR 2016-H07 PI IO 02.2821 03/20/2066 | 0.33% |
| GNR 2017-H20 AI IO 02.1867 10/20/2067 | 0.33% |
| MRAIT 2021-11 A1X 01.2395 01/25/2022 | 0.32% |
| MRAIT 2021-EBO4 A1X 01.8364 02/16/2022 | 0.32% |
| MRAIT 2020-2 A2 | 0.32% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.32% |
| WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.32% |
| MRAIT 2021-8 A2X 01.2379 05/15/2022 | 0.32% |
| GNMA GII30 TBA 04.5000 12/01/2051 | 0.32% |
| MRAIT 2021-EBO1 A2X 01.8364 04/15/2022 | 0.32% |
| STACR 2018-DNA1 B1 03.2420 07/25/2030 | 0.32% |
| COMM 2012-CR4 B 144A 03.7030 10/15/2045 | 0.32% |
| FHR 5043 IO IO 05.0000 11/25/2050 | 0.32% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.32% |
| FHR 4326 GS IO 05.9608 04/15/2044 | 0.31% |
| STACR 2018-DNA2 B1 03.7920 12/25/2030 | 0.31% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.31% |
| FNR 2016-50 SM IO 06.0080 08/25/2046 | 0.31% |
| JPMBB 2014-C23 D 144A 04.1324 09/15/2047 | 0.31% |
| GNR 2016-H27 GI IO 02.3490 12/20/2066 | 0.31% |
| GSMS 2013-GC10 D P/P 144A 04.5479 02/10/2046 | 0.31% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.31% |
| COMM 2014-CR19 D 144A 04.8596 08/10/2047 | 0.31% |
| GNR 2020-175 JI IO 03.5000 11/20/2050 | 0.31% |
| MSBAM 2014-C19 D 144A 03.2500 12/15/2047 | 0.31% |
| GNR 2021-77 SM IO 06.2089 05/20/2051 | 0.30% |
| GNR 2016-H23 NI IO 02.1105 10/20/2066 | 0.30% |
| COMM 2013-CR13 D 144A 05.0438 11/10/2046 | 0.29% |
| GNR 2017-H03 KI IO 02.2188 01/20/2067 | 0.29% |
| CAS 2020-SBT1 1M2 03.7420 02/25/2040 | 0.29% |
| CWALT 2006-OA19 A1 00.2711 02/20/2047 | 0.28% |
| WFRBS 2012-C9 E 144A 04.9690 11/15/2045 | 0.27% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.27% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.27% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.27% |
| FHR 5119 IC IO 04.0000 06/25/2051 | 0.27% |
| FREMF 2019-KF65 B 144A 02.4875 07/25/2029 | 0.27% |
| GNR 2015-H22 AI IO 01.6927 09/20/2065 | 0.26% |
| GNR 2017-H25 CI IO 02.3100 12/20/2067 | 0.26% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.26% |
| STACR 2017-DNA2 M2 03.5420 10/25/2029 | 0.26% |
| GNR 2013-87 SA IO 06.1089 06/20/2043 | 0.26% |
| CAS 2018-C06 1B1 03.8420 03/25/2031 | 0.26% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.26% |
| MSC 2012-C4 E 144A 05.5452 03/15/2045 | 0.26% |
| JPMCC 2011-C3 D 144A 05.7074 02/15/2046 | 0.25% |
| GNR 2015-H20 CI IO 01.8322 08/20/2065 | 0.25% |
| FNMA FN30 AV7059 UMBS 03.5000 04/01/2045 | 0.25% |
| GNR 2016-H13 IK IO 02.6448 06/20/2066 | 0.25% |
| GSMS 2014-GC22 C 04.8453 06/10/2047 | 0.25% |
| MWST 2020-1 A 00.9916 10/25/2053 | 0.25% |
| UBSBB 2012-C4 D 144A 04.6099 12/10/2045 | 0.24% |
| FNR 2019-51 SA IO 05.9580 09/25/2049 | 0.24% |
| FHR 5003 DS IO 06.0080 08/25/2050 | 0.24% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.24% |
| BBCMS 2019-C4 E 144A 03.2500 08/15/2052 | 0.23% |
| FREMF 2019-KF66 B 144A 02.4875 07/25/2029 | 0.23% |
| JPALT 2006-A6 1A1 00.4120 11/25/2036 | 0.23% |
| FNR 2020-41 SE IO 06.0080 06/25/2050 | 0.23% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.23% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.22% |
| FHR 4933 SA IO 05.9080 12/25/2049 | 0.22% |
| FNR 2017-104 SL IO 06.0580 01/25/2048 | 0.22% |
| GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.22% |
| GNMA GN30 AM4380 04.0000 05/15/2045 | 0.22% |
| CSAIL 2019-C17 D 144A 02.5000 09/15/2052 | 0.22% |
| GNR 2018-H01 XI IO 02.2979 01/20/2068 | 0.22% |
| MSBAM 2013-C12 E 144A 04.9214 10/15/2046 | 0.21% |
| COMM 2015-CR26 D 03.6278 10/10/2048 | 0.21% |
| GNR 2017-H06 MI IO 02.2103 02/20/2067 | 0.21% |
| STACR 2020-HQA3 B1 05.8420 07/25/2050 | 0.21% |
| FNR 2020-60 NI IO 04.0000 09/25/2050 | 0.21% |
| STACR 2018-HQA2 B1 04.3420 10/25/2048 | 0.21% |
| STACR 2019-HQA1 M2 02.4420 02/25/2049 | 0.21% |
| FHR 5018 QI IO 05.0000 10/25/2050 | 0.21% |
| CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.21% |
| WFCM 2015-C30 D 144A 04.6483 09/15/2058 | 0.21% |
| GNR 2019-158 AS IO 06.0609 09/16/2043 | 0.21% |
| CSAIL 2018-C14 D 144A 05.0884 11/15/2051 | 0.20% |
| FNR 2008-24 SP 22.9460 02/25/2038 | 0.20% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.20% |
| STACR 2017-DNA2 B1 05.2420 10/25/2029 | 0.20% |
| JPMBB 2013-C12 C 04.2351 07/15/2045 | 0.20% |
| JPMCC 2013-C16 D 144A 05.1736 12/15/2046 | 0.20% |
| CAS 2018-C06 2B1 04.1920 03/25/2031 | 0.20% |
| GNR 2016-H24 IO IO 02.1371 09/20/2066 | 0.20% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.20% |
| GNMA GII30 AI6258 04.5000 05/20/2044 | 0.20% |
| GNR 2019-110 SQ IO 05.9589 09/20/2049 | 0.19% |
| JPMCC 2010-C2 D 144A 05.9035 11/15/2043 | 0.19% |
| GNR 2016-H18 QI IO 02.3980 06/20/2066 | 0.19% |
| GNR 2020-112 MS IO 06.2089 08/20/2050 | 0.19% |
| GNR 2018-72 IB IO 04.0000 04/20/2046 | 0.19% |
| CGCMT 2012-GC8 C 144A 05.0381 09/10/2045 | 0.19% |
| GNR 2015-H10 HI IO 01.7658 04/20/2065 | 0.19% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.19% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.19% |
| WFCM 2016-NXS5 D 05.1505 01/15/2059 | 0.18% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.18% |
| GNR 2016-H17 DI IO 02.1298 07/20/2066 | 0.18% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.18% |
| LMAT 2019-GS2 A2 144A 04.2500 01/25/2059 | 0.18% |
| WFRBS 2011-C4 E 144A 05.0241 06/15/2044 | 0.18% |
| GNR 2011-156 SK IO 06.5089 04/20/2038 | 0.18% |
| FHR 2976 LC 24.0927 05/15/2035 | 0.18% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.18% |
| CAS 2018-C03 1B1 03.8420 10/25/2030 | 0.18% |
| GNR 2017-H08 GI IO 02.3351 02/20/2067 | 0.18% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.18% |
| GNR 2017-H08 EI IO 02.3862 02/20/2067 | 0.18% |
| COMM 2014-UBS4 C 04.8064 08/10/2047 | 0.18% |
| MRAFT 2020-5 A1 01.0911 08/10/2023 | 0.18% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.18% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.18% |
| FHR 4949 WS IO 05.9080 02/25/2050 | 0.18% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.18% |
| GNR 2015-H23 TI IO 01.9131 09/20/2065 | 0.18% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.17% |
| FNR 2019-45 SD IO 05.9580 08/25/2049 | 0.17% |
| FNR 2018-47 SA IO 06.1580 07/25/2048 | 0.17% |
| BSCMS 2007-T26 AJ 05.5396 01/12/2045 | 0.17% |
| FNR 2020-20 IK IO 03.5000 03/25/2050 | 0.17% |
| GNR 2014-H21 AI IO 01.4629 10/20/2064 | 0.17% |
| MSBAM 2013-C9 D 144A 04.2459 05/15/2046 | 0.17% |
| GNMA GII30 AH8784 04.5000 06/20/2034 | 0.17% |
| GNR 2016-H10 AI IO 01.5115 04/20/2066 | 0.17% |
| COMM 2018-COR3 C 04.7123 05/10/2051 | 0.17% |
| GNR 2018-H04 JI IO 02.3120 03/20/2068 | 0.17% |
| FNR 2018-20 SB IO 06.1580 03/25/2048 | 0.17% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.17% |
| STACR 2020-HQA3 B2 10.0920 07/25/2050 | 0.17% |
| GNR 2019-35 SE IO 06.0609 01/16/2044 | 0.17% |
| FNR 2020-96 IO IO 03.0000 01/25/2051 | 0.16% |
| GNR 2015-H13 AI IO 01.7960 06/20/2065 | 0.16% |
| GNR 2017-H04 BI IO 02.4545 02/20/2067 | 0.16% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.16% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.16% |
| GNR 2017-156 SL IO 06.1089 10/20/2047 | 0.16% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.16% |
| 0.873 R ISWP FWD US0003M P 09/02/2026 | 0.16% |
| FNR 2017-19 IH IO 05.0000 03/25/2047 | 0.16% |
| COMM 2014-UBS3 D 144A 04.9264 06/10/2047 | 0.16% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.16% |
| GNR 2013-39 IJ IO 04.5000 03/20/2043 | 0.16% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.16% |
| FHR 4953 AI IO 04.0000 02/25/2050 | 0.16% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.16% |
| CD 2017-CD4 D 144A 03.3000 05/10/2050 | 0.15% |
| GNR 2018-H02 IM IO 02.3168 02/20/2068 | 0.15% |
| COMM 2014-UBS3 C 04.8964 06/10/2047 | 0.15% |
| HMIR 2021-2 B1 144A 04.1997 01/25/2034 | 0.15% |
| JPMBB 2013-C12 E 144A 04.2351 07/15/2045 | 0.15% |
| FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.15% |
| GNR 2019-56 SK IO 06.0589 05/20/2049 | 0.15% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.15% |
| MWST 2020-2 A 00.8916 11/25/2053 | 0.15% |
| COMM 2014-UBS2 C 05.1383 03/10/2047 | 0.15% |
| BMARK 2019-B11 D 144A 03.0000 05/15/2052 | 0.14% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.14% |
| FNR 2018-51 BI IO 05.5000 07/25/2038 | 0.14% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.14% |
| WFHET 2007-2 A3 00.3216 04/25/2037 | 0.14% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.14% |
| GSMS 2010-C1 D 144A 06.1879 08/10/2043 | 0.14% |
| 1.046 R ISWP FWD US0003M P 10/05/2026 | 0.14% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.14% |
| CGCMT 2015-P1 C 04.5142 09/15/2048 | 0.14% |
| GNR 2015-H25 BI IO 01.7332 10/20/2065 | 0.14% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.14% |
| TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.14% |
| GNR 2016-80 SD IO 06.0089 06/20/2046 | 0.14% |
| WFCM 2018-C46 C 05.1559 08/15/2051 | 0.13% |
| UBSCM 2012-C1 E 144A 05.0000 05/10/2045 | 0.13% |
| CAS 2016-C04 1B 10.3420 01/25/2029 | 0.13% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.13% |
| GNR 2015-H04 AI IO 01.6289 12/20/2064 | 0.13% |
| WFCM 2020-C57 C 04.1577 08/15/2053 | 0.13% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.13% |
| GNR 2016-H06 DI IO 01.6228 07/20/2065 | 0.13% |
| MSBAM 2012-C6 G 144A 04.5000 11/15/2045 | 0.13% |
| GNR 2016-H03 AI IO 01.7719 01/20/2066 | 0.13% |
| COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.13% |
| GNR 2016-H06 HI IO 02.0746 02/20/2066 | 0.13% |
| GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.13% |
| GNR 2014-H25 BI IO 01.6811 12/20/2064 | 0.13% |
| GNR 2017-H25 IO IO 01.9639 11/20/2067 | 0.12% |
| GNR 2017-H08 NI IO 02.2399 03/20/2067 | 0.12% |
| 1.824 R ISWP US0003M P 09/30/2051 | 0.12% |
| CAS 2016-C03 1M2 05.3920 10/25/2028 | 0.12% |
| FHR 4436 SC IO 06.0608 02/15/2045 | 0.12% |
| GNR 2014-H18 CI IO 01.5818 09/20/2064 | 0.12% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.12% |
| GNR 2017-H10 MI IO 01.8254 04/20/2067 | 0.12% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.12% |
| GNR 2019-100 JS IO 06.0089 08/20/2049 | 0.12% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.12% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.12% |
| GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.12% |
| STACR 2019-DNA1 M2 02.7420 01/25/2049 | 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% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.12% |
| FNR 2005-106 JC 19.8388 12/25/2035 | 0.12% |
| FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.12% |
| SPST 2021-14 A1 00.7804 12/08/2022 | 0.12% |
| EMIR 2020-1 B1 144A 02.9416 01/25/2030 | 0.11% |
| GNR 2014-182 BI IO 04.0000 01/20/2039 | 0.11% |
| GNR 2015-H16 XI IO 01.8859 07/20/2065 | 0.11% |
| FNR 2011-4 CS 12.7160 05/25/2040 | 0.11% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.11% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.11% |
| GNR 2016-H04 KI IO 01.5101 02/20/2066 | 0.11% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.11% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.11% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.11% |
| FNR 2005-74 NK 27.0400 05/25/2035 | 0.11% |
| GNR 2014-119 SA IO 05.5089 08/20/2044 | 0.11% |
| GNR 2017-H09 IO IO 01.8180 04/20/2067 | 0.11% |
| GNR 2017-H23 BI IO 01.8787 11/20/2067 | 0.11% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.11% |
| GNR 2016-H24 KI IO 02.4095 11/20/2066 | 0.11% |
| MCAS 2019-01 M7 144A 01.7916 10/15/2049 | 0.10% |
| OMIR 2019-1A B1B 04.4416 07/25/2029 | 0.10% |
| STACR 2019-HQA2 B2 11.3420 04/25/2049 | 0.10% |
| GNR 2013-182 SP IO 06.6089 12/20/2043 | 0.10% |
| GNR 2017-H14 JI IO 02.1428 06/20/2067 | 0.10% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.10% |
| FNMA FN30 AV7026 UMBS 03.5000 11/01/2044 | 0.10% |
| GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.10% |
| SWPTN 3MX10Y P 1.9555 USD 02/22/2022 GS | 0.10% |
| CAS 2019-R01 2B1 04.4420 07/25/2031 | 0.10% |
| JPMCC 2011-C4 C 144A 05.5737 07/15/2046 | 0.10% |
| OMIR 2017-1A M2 144A 04.0916 04/25/2027 | 0.10% |
| GNMA GII30 AJ8849 03.0000 10/20/2044 | 0.10% |
| GNR 2017-H14 LI IO 02.2708 06/20/2067 | 0.10% |
| SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.10% |
| GNR 2016-H06 AI IO 01.6552 02/20/2066 | 0.10% |
| WAMU 2005-AR8 2AC2 01.0120 07/25/2045 | 0.10% |
| 0.879 R ISWP FWD US0003M P 09/01/2026 | 0.10% |
| 1.7555 R ISWP US0003M P 11/16/2051 | 0.10% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.10% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.09% |
| GNR 2016-H04 HI IO 02.3839 07/20/2065 | 0.09% |
| JPMCC 2011-C3 E 144A 05.7074 02/15/2046 | 0.09% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.09% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.09% |
| FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.09% |
| GNR 2018-H05 ID 02.0570 03/20/2068 | 0.09% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.09% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.09% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.09% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.09% |
| OMIR 2019-1A B1A 03.5916 07/25/2029 | 0.09% |
| GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.09% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.08% |
| GNR 2011-H07 FI IO 01.2369 02/20/2061 | 0.08% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.08% |
| CAS 2016-C06 1B 09.3420 04/25/2029 | 0.08% |
| FNR 2007-53 SP 23.8627 06/25/2037 | 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% |
| GNMA GII30 AY4779 04.4840 03/20/2067 | 0.08% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.08% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.08% |
| CAS 2016-C03 2B 12.8420 10/25/2028 | 0.08% |
| MSAC 2004-HE9 M2 01.0216 11/25/2034 | 0.08% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | 0.08% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.08% |
| GNMA GII30 BA7681 04.6420 06/20/2067 | 0.08% |
| BMIR 2017-1 B1 144A 04.8416 10/25/2027 | 0.08% |
| COMM 2014-CR16 C 05.0830 04/10/2047 | 0.08% |
| GNR 2016-H08 GI IO 01.4334 04/20/2066 | 0.08% |
| MSBAM 2013-C10 F 144A 04.2107 07/15/2046 | 0.08% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.08% |
| LHOME 2021-RTL1 A1 02.0900 09/25/2026 | 0.08% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.08% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.08% |
| FHR 4136 IQ IO 03.5000 11/15/2042 | 0.07% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.07% |
| UBSC 2011-C1 B 144A 06.6258 01/10/2045 | 0.07% |
| BALTA 2005-8 21A1 02.4646 10/25/2035 | 0.07% |
| CAS 2015-C04 1M2 05.7920 04/25/2028 | 0.07% |
| 1.35 R ISWP FWD US0003M P 12/15/2031 | 0.07% |
| GNR 2017-H25 AI IO 02.4254 12/20/2067 | 0.07% |
| HVMLT 2005-2 1A 00.6088 05/19/2035 | 0.07% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.07% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.07% |
| MSBAM 2013-C12 D 144A 04.9214 10/15/2046 | 0.07% |
| MSBAM 2015-C23 D 144A 04.2817 07/15/2050 | 0.07% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.07% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.07% |
| CSAIL 2020-C19 D 144A 02.5000 03/15/2053 | 0.07% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.07% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.07% |
| FHR 2990 LB 16.7176 06/15/2034 | 0.06% |
| FNR 2006-8 HP 24.2293 03/25/2036 | 0.06% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.06% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.06% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.06% |
| RMIR 2020-1 B1 P/P 144A 03.0916 01/25/2030 | 0.06% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.06% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.06% |
| FHR 4425 EI IO 04.0000 01/15/2045 | 0.06% |
| FNR 2006-62 PS 39.3480 07/25/2036 | 0.06% |
| STACR 2019-DNA3 B2 08.2420 07/25/2049 | 0.06% |
| GNR 2015-H24 HI IO 02.0687 09/20/2065 | 0.06% |
| 1.985 R ISWP FWD US0003M P 10/09/2054 | 0.06% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.06% |
| GNR 2016-H24 JI IO 02.0208 11/20/2066 | 0.06% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.06% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.06% |
| STACR 2019-FTR3 B2 04.8893 09/25/2047 | 0.06% |
| GNMA GN30 AE8022 04.5000 12/15/2043 | 0.06% |
| SAMI 2006-AR7 A1BG 00.2116 08/25/2036 | 0.06% |
| STACR 2015-DNA3 B 09.4420 04/25/2028 | 0.05% |
| BALTA 2005-10 11A1 00.5916 01/25/2036 | 0.05% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.05% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.05% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.05% |
| CAS 2020-R01 1B1 03.3420 01/25/2040 | 0.05% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.05% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.05% |
| FHR 3408 EK 25.4340 04/15/2037 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.05% |
| FNR 2013-22 PI IO 03.5000 10/25/2042 | 0.05% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | 0.05% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.05% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.05% |
| 1.0575 R ISWP FWD US0003M P 12/21/2026 | 0.05% |
| CAS 2016-C05 2M2 04.5420 01/25/2029 | 0.05% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.05% |
| GNR 2015-H23 DI IO 01.8515 09/20/2065 | 0.05% |
| CAS 2018-C01 1M2 02.3420 07/25/2030 | 0.05% |
| GNMA GII30 609117 04.5000 02/20/2044 | 0.05% |
| STACR 2019-DNA2 B2 10.5920 03/25/2049 | 0.05% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.05% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.05% |
| CAS 2020-R02 2B1 03.0920 01/25/2040 | 0.05% |
| SWPTN 3MX10Y P 1.992 USD 02/23/2022 CI | 0.05% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.04% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | 0.04% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 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 4122 TI IO 04.5000 10/15/2042 | 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 BB0107 04.7000 08/20/2067 | 0.04% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.04% |
| STACR 2019-DNA2 M2 02.5420 03/25/2049 | 0.04% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.04% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.04% |
| 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.04% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.04% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.04% |
| SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.04% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.04% |
| STACR 2017-HQA2 B1 04.8420 12/25/2029 | 0.04% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.04% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.04% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.04% |
| FNMA FN30 AV7020 UMBS 03.5000 10/01/2044 | 0.04% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.04% |
| GNMA GII30 AW8447 04.3290 05/20/2067 | 0.04% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.04% |
| GNR 2014-100 NI IO 04.0000 06/20/2043 | 0.04% |
| 1.574 R ISWP US0003M P 05/12/2031 | 0.04% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.04% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.04% |
| 0.64825 R ISWP US0003M P 11/04/2023 | 0.04% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.04% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.04% |
| GNMA GII30 609118 04.5000 02/20/2034 | 0.04% |
| 0.933 R ISWP FWD US0003M P 06/28/2026 | 0.03% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.03% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.03% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.03% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.03% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.03% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| GNMA GN30 AG8989 04.5000 05/15/2044 | 0.03% |
| FHR 4136 ES IO 06.1608 11/15/2042 | 0.03% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.03% |
| 1.67 R ISWP US0003M P 10/25/2031 | 0.03% |
| FNR 2012-104 HI IO 04.0000 09/25/2027 | 0.03% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.03% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.03% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.03% |
| GNMA GII30 635065 04.5000 03/20/2046 | 0.03% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.03% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.03% |
| 1.366 R ISWP FWD US0003M P 09/13/2031 | 0.03% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.03% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.03% |
| GNMA GII30 AQ6653 04.5000 09/20/2045 | 0.03% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.03% |
| 1.4255 R ISWP US0003M P 02/24/2031 | 0.03% |
| GNR 2014-174 AI IO 03.0000 11/16/2029 | 0.03% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.03% |
| GNMA GN30 AG8984 04.5000 05/15/2044 | 0.03% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.03% |
| GNR 2020-15 CS IO 05.9589 02/20/2050 | 0.03% |
| OPTN FN30 2.5 12/06/21 CALL 102.4375 JPMC | 0.03% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.03% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.03% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% |
| GNMA GN30 704478 04.5000 04/15/2039 | 0.02% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| FHR 4019 JI IO 04.0000 05/15/2041 | 0.02% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.02% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.02% |
| 1.333 R ISWP FWD US0003M P 10/01/2031 | 0.02% |
| 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 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% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.02% |
| GNMA GII30 AJ6287 04.0000 09/20/2044 | 0.02% |
| SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | 0.02% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.02% |
| SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | 0.02% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.02% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.02% |
| 1.324 R ISWP US0003M P 09/17/2031 | 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% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.02% |
| GNMA GII30 AO7326 04.6600 09/20/2065 | 0.02% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.02% |
| GNMA GII30 AL8543 04.0000 02/20/2045 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 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 MS | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| FHLMC FR30 ZS0468 UMBS 07.5000 10/01/2029 | 0.02% |
| 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| FNR 2008-53 DO PO 00.0000 07/25/2038 | 0.02% |
| GNMA GII30 AJ4184 04.5000 09/20/2044 | 0.02% |
| 1.127 R ISWP US0003M P 10/18/2026 | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| GNMA GII30 AO8363 04.0000 09/20/2045 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | 0.02% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.02% |
| 1.57 R ISWP FWD US0003M P 08/23/2033 | 0.02% |
| 1.814 R ISWP US0003M P 11/26/2051 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.02% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.02% |
| GNMA GII30 AO8415 04.0000 10/20/2045 | 0.02% |
| GNR 2010-20 SC IO 06.0589 02/20/2040 | 0.02% |
| 1.355 R ISWP US0003M P 09/23/2031 | 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% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.01% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.01% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% |
| GNMA GII30 AK1223 04.0000 02/20/2045 | 0.01% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| 1.181 R ISWP US0003M P 10/15/2026 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.01% |
| SWPTN 10YX10Y R 1.985 USD 01/29/2031 JP | 0.01% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% |
| 1.65 R ISWP FWD US0003M P 12/15/2051 | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 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% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.01% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.01% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.01% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 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% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| FHLMC FR30 ZS1312 UMBS 04.5000 01/01/2037 | 0.01% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.01% |
| FNW 1998-W2 X IO 00.3204 06/25/2028 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BQ1550 04.0000 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% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| GNR 2019-99 KS IO 05.9589 08/20/2049 | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.01% |
| GNR 2015-24 AI IO 03.5000 12/20/2037 | 0.01% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 0.01% |
| 1.468 R ISWP US0003M P 11/12/2031 | 0.01% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.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% |
| 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% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.01% |
| 1.591 R ISWP FWD US0003M P 08/11/2051 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.01% |
| GNR 2019-78 SJ IO 05.9589 06/20/2049 | 0.01% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | 0.01% |
| 1.218 R ISWP US0003M P 11/09/2026 | 0.01% |
| 1.3955 R ISWP US0003M P 09/27/2031 | 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 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 MA2216 UMBS 04.0000 03/01/2045 | 0.01% |
| FNR 2011-123 KS IO 06.5080 10/25/2041 | 0.01% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| 0.743 R ISWP US0003M P 11/17/2023 | 0.01% |
| 1.449 R ISWP US0003M P 11/26/2026 | 0.01% |
| CAS 2019-R01 2M2 02.5420 07/25/2031 | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 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% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.01% |
| STACR 2014-HQ3 M3 04.8420 10/25/2024 | 0.01% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| 1.2155 R ISWP US0003M P 10/21/2026 | 0.00% |
| 1.3295 R ISWP US0003M P 12/01/2026 | 0.00% |
| 1.66 R ISWP FWD US0003M P 09/01/2033 | 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.BB.9 2058-09-17 500.0 09/17/2058 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% |
| 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% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FHS 304 C37 IO 03.5000 12/15/2027 | 0.00% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.00% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.00% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.00% |
| 1.0825 R ISWP US0003M P 10/12/2026 | 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 GS | 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% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2762 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% |
| SWPTN 3MX10Y R 1.624 USD 12/29/2021 CI | 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-.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-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| FNMA FN30 AY3392 UMBS 04.0000 04/01/2045 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| FNW 1998-W5 X IO 31.3202 07/25/2028 | 0.00% |
| FNW 2003-W3 1A4 03.4956 08/25/2042 | 0.00% |
| SWPTN 3MX10Y R 1.557 USD 02/08/2022 GS | 0.00% |
| 1.515 R ISWP FWD US0003M P 11/17/2031 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| FHLMC FR30 ZS1526 UMBS 04.5000 06/01/2037 | 0.00% |
| FHR 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 00.3791 10/25/2041 | 0.00% |
| FNR 2008-36 OV PO 00.0000 01/25/2036 | 0.00% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.00% |
| FSPC T-57 2A1 03.4954 07/25/2043 | 0.00% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 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-.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% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2001-79 BI IO 00.2707 03/25/2045 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNW 2003-W14 2A 03.7798 01/25/2043 | 0.00% |
| FNW 2004-W2 4A 02.9834 02/25/2044 | 0.00% |
| FSPC T-59 2A1 03.3832 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4371 11/15/2028 | 0.00% |
| GNMA GIIARM 8913 01.6250 07/20/2026 | 0.00% |
| GNR 2014-160 IB IO 03.0000 11/20/2040 | 0.00% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.00% |
| 1.252 R ISWP US0003M P 10/20/2026 | 0.00% |
| 1.5055 R ISWP US0003M P 10/05/2031 | 0.00% |
| 1.6295 R ISWP US0003M P 07/29/2051 | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 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 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% |
| 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 02.9930 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 2014-141 CI IO 03.0000 03/20/2040 | 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% |
| OPTN FN30 3.0 12/06/21 CALL 104.1875 JPMC | 0.00% |
| OPTN FN30 3.5 12/06/21 CALL 105.65625 JPMC | 0.00% |
| OPTN FN30 4.0 12/06/21 CALL 107.0625 JPMC | 0.00% |
| OPTN GII30 3.5 12/06/21 CALL 104.71875 JPMC | 0.00% |
| OPTN GII30 4.0 12/06/21 CALL 106.03125 JPMC | 0.00% |
| SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 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.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 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 MS | -0.00% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.00% |
| SWPTN 3MX10Y P 1.557 USD 02/08/2022 GS | -0.00% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | -0.00% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | -0.00% |
| 1.546 R ISWP US0003M P 01/08/2051 | -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% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | -0.00% |
| 1.357 R ISWP US0003M P 09/14/2031 | -0.00% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.00% |
| 1.73 R ISWP FWD US0003M P 11/17/2051 | -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.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| 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 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -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-.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 2YX30Y P 1.715 USD 02/01/2023 UB | -0.00% |
| 1.5515 R ISWP US0003M P 11/02/2031 | -0.01% |
| 1.898 R ISWP US0003M P 10/27/2051 | -0.01% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.01% |
| 1.234 R ISWP US0003M P 11/08/2026 | -0.01% |
| 1.299 R ISWP US0003M P 10/26/2026 | -0.01% |
| 1.773 R ISWP FWD US0003M P 02/25/2032 | -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-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -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% |
| 1.465 R ISWP US0003M P 04/15/2031 | -0.01% |
| 1.697 R ISWP US0003M P 11/10/2051 | -0.01% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | -0.01% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| 1.46 R ISWP FWD US0003M P 07/15/2031 | -0.01% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | -0.01% |
| 1.525 R ISWP US0003M P 03/15/2031 | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -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 GS | -0.01% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.01% |
| 1.686 R ISWP US0003M P 11/19/2031 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| 1.584 R ISWP US0003M P 10/19/2031 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -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% |
| 1.45 R ISWP FWD US0003M P 06/23/2031 | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.01% |
| 1.6175 R ISWP US0003M P 10/21/2031 | -0.02% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.02% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| 1.4497 R ISWP US0003M P 11/26/2026 | -0.02% |
| 1.6275 R ISWP FWD US0003M P 09/07/2031 | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.02% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | -0.02% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% |
| 1.567 R ISWP US0003M P 10/12/2031 | -0.02% |
| 1.645 R ISWP US0003M P 11/24/2031 | -0.02% |
| OPTN FN30 2.5 12/06/21 PUT 102.4375 JPMC | -0.02% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.02% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| 1.473 R ISWP US0003M P 11/26/2026 | -0.02% |
| 0.711 R ISWP US0003M P 11/01/2023 | -0.02% |
| 0.95 R ISWP US0003M P 04/28/2026 | -0.02% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.02% |
| 2.232 R ISWP FWD US0003M P 06/11/2051 | -0.02% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.02% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.02% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.02% |
| 1.51882 R ISWP US0003M P 03/02/2031 | -0.02% |
| SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.02% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.02% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.03% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| 1.647 R ISWP FWD US0003M P 09/07/2031 | -0.03% |
| SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | -0.03% |
| 1.21625 R ISWP US0003M P 11/04/2026 | -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 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.03% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.03% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.03% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.03% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.03% |
| 1.5941 R ISWP US0003M P 11/05/2031 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| 1.587 R ISWP US0003M P 11/01/2031 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.04% |
| SWPTN 3MX5Y P 1.3075 USD 12/17/2021 CI | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -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.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.04% |
| 1.2975 R ISWP US0003M P 07/27/2031 | -0.04% |
| 1.915 R ISWP FWD US0003M P 10/10/2033 | -0.04% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| SWPTN 3MX10Y P 1.773 USD 02/23/2022 CI | -0.04% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.04% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.05% |
| 1.59 R ISWP FWD US0003M P 10/07/2031 | -0.05% |
| OPTN GII30 3.5 12/06/21 PUT 104.71875 JPMC | -0.05% |
| SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -0.05% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.05% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.05% |
| 1.46049 R ISWP US0003M P 06/11/2031 | -0.05% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.05% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.05% |
| 1.8375 R ISWP US0003M P 09/30/2051 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -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% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.06% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.06% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.06% |
| 1.5475 R ISWP US0003M P 05/10/2031 | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.06% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.06% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | -0.06% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.06% |
| SWPTN 3MX10Y P 1.624 USD 12/29/2021 CI | -0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.06% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.07% |
| OPTN GII30 4.0 12/06/21 PUT 106.03125 JPMC | -0.07% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -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 10YX20Y R 1.275 USD 03/05/2030 BA | -0.07% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.07% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.08% |
| OPTN FN30 4.0 12/06/21 PUT 107.0625 JPMC | -0.08% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.08% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.08% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| 1.6155 R ISWP US0003M P 11/16/2031 | -0.08% |
| CPURNSA P 2.78 R 01/15/32 | -0.08% |
| 1.31011 R ISWP US0003M P 08/10/2031 | -0.09% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.09% |
| 0.944 R ISWP US0003M P 10/25/2026 | -0.09% |
| OPTN FN30 3.0 12/06/21 PUT 104.1875 JPMC | -0.10% |
| SWPTN 3MX10Y P 1.7355 USD 02/22/2022 GS | -0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -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% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.12% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.12% |
| 1.377 R ISWP US0003M P 02/18/2031 | -0.12% |
| CPURNSA P 2.7375 R 09/13/26 | -0.12% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.13% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.13% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.14% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.15% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -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% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.17% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.20% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.20% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.20% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.20% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.20% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.21% |
| OPTN FN30 3.5 12/06/21 PUT 105.65625 JPMC | -0.22% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.23% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.25% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.27% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.27% |
| 0.806 R ISWP FWD US0003M P 08/04/2026 | -0.28% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.31% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.35% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.36% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.36% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.38% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.43% |
| GNMA GII30 TBA 03.5000 12/01/2051 | -0.47% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.47% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.66% |
| 0.40 R ISWP FWD US0003M P 12/15/2023 | -0.69% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.78% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.81% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -1.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -1.34% |
| FNMA FN30 TBA UMBS 02.0000 01/01/2052 | -1.65% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.76% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -2.01% |
| FNMA FN30 TBA UMBS 02.0000 12/01/2051 | -2.55% |
| US 10YR ULTRA FUT MAR22 UXYH2 | -5.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -5.56% |
| US 5YR NOTE (CBT) MAR22 FVH2 | -10.23% |
| US 2YR NOTE (CBT) MAR22 TUH2 | -165.40% |
| FNMA FN30 TBA UMBS 04.5000 11/01/2051 | 14.96% |
|---|---|
| FNMA FN30 TBA UMBS 05.5000 11/01/2051 | 8.45% |
| GNMA GII30 TBA 03.0000 11/01/2051 | 6.66% |
| FNR 2007-95 A3 00.3360 08/27/2036 | 3.42% |
| TREASURY BILL 00.0000 03/24/2022 | 2.94% |
| TREASURY BILL 00.0000 02/10/2022 | 2.90% |
| TREASURY BILL 00.0000 05/19/2022 | 2.80% |
| FNMA FN30 AB8804 UMBS 02.5000 03/01/2043 | 2.46% |
| FNMA FN30 TBA UMBS 04.0000 11/01/2051 | 2.18% |
| TREASURY BILL 00.0000 02/03/2022 | 1.92% |
| FNMA FN30 TBA UMBS 06.0000 11/01/2051 | 1.85% |
| TREASURY BILL 00.0000 03/10/2022 | 1.78% |
| GNMA GII30 TBA 02.0000 11/01/2051 | 1.62% |
| TREASURY BILL 00.0000 02/24/2022 | 1.56% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 1.49% |
| FNMA FN30 TBA UMBS 03.0000 11/01/2051 | 1.37% |
| FNMA FN30 TBA UMBS 02.5000 11/01/2051 | 1.35% |
| CARR 2006-NC2 A4 00.3293 06/25/2036 | 1.25% |
| FHS 315 PO PO 00.0000 09/15/2043 | 1.24% |
| CAS 2017-C05 1B1 03.6893 01/25/2030 | 1.14% |
| FNMA FN30 TBA UMBS 03.5000 11/01/2051 | 1.08% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 1.07% |
| 2.764 R ISWP US0003M P 02/18/2031 | 1.06% |
| FNR 2020-62 MI IO 03.5000 05/25/2049 | 0.99% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.98% |
| MSC 2011-C3 E 144A 05.0906 07/15/2049 | 0.96% |
| MCAS 2019-01 M10 144A 03.3393 10/15/2049 | 0.92% |
| TREASURY BILL 00.0000 04/21/2022 | 0.90% |
| BAYV 2006-C 1A3 06.5280 11/28/2036 | 0.90% |
| FHR 5080 IQ IO 03.5000 04/25/2050 | 0.77% |
| STACR 2019-DNA1 B2 10.8393 01/25/2049 | 0.76% |
| WFRBS 2012-C9 D 144A 04.8087 11/15/2045 | 0.74% |
| TREASURY BILL 00.0000 04/07/2022 | 0.74% |
| CWL 2007-10 1A1 00.2693 06/25/2047 | 0.74% |
| DBUBS 2011-LC3A D 144A 05.3656 08/10/2044 | 0.70% |
| STACR 2016-DNA3 M3 05.0893 12/25/2028 | 0.69% |
| FNR 2016-85 SL IO 06.0108 11/25/2046 | 0.65% |
| UBSCM 2012-C1 D 144A 05.5358 05/10/2045 | 0.64% |
| CAS 2017-C03 1M2 03.0893 10/25/2029 | 0.62% |
| SPST 2021-6 A 00.8893 04/25/2022 | 0.61% |
| CAS 2017-C06 2B1 04.5393 02/25/2030 | 0.60% |
| TREASURY BILL 00.0000 02/17/2022 | 0.60% |
| FNR 2019-83 QS IO 05.8608 01/25/2050 | 0.59% |
| CAS 2017-C07 1B1 04.0893 05/25/2030 | 0.58% |
| CAS 2017-C06 1B1 04.2393 02/25/2030 | 0.58% |
| GNR 2021-8 IP IO 02.5000 01/20/2051 | 0.57% |
| FNR 2016-83 BS IO 06.0108 11/25/2046 | 0.54% |
| TREASURY BILL 00.0000 03/03/2022 | 0.54% |
| TREASURY BILL 00.0000 03/17/2022 | 0.54% |
| FNR 2021-25 IJ IO 03.5000 05/25/2051 | 0.53% |
| BF0101 03.5000 06/01/2056 | 0.52% |
| AHM 2007-1 GA1C 00.2793 05/25/2047 | 0.51% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.51% |
| COMM 2014-CR17 D 144A 04.8478 05/10/2047 | 0.50% |
| FHR 5071 IV IO 03.0000 12/25/2050 | 0.50% |
| STACR 2020-DNA4 B2 10.0893 08/25/2050 | 0.48% |
| CAS 2016-C03 1B 11.8393 10/25/2028 | 0.48% |
| GSMS 2014-GC24 D 144A 04.5364 09/10/2047 | 0.47% |
| UBSC 2011-C1 D 144A 06.3094 01/10/2045 | 0.46% |
| BMIR 2017-1 M2 144A 03.4393 10/25/2027 | 0.46% |
| FNR 2016-81 SA IO 06.0608 11/25/2046 | 0.44% |
| STACR 2019-DNA4 B2 06.3393 10/25/2049 | 0.44% |
| OMIR 2018-1A M2 02.9393 07/25/2028 | 0.44% |
| FN BF0091 | 0.43% |
| FNR 2018-36 SD IO 06.1608 06/25/2048 | 0.43% |
| FHR 4915 SD IO 05.9608 09/25/2049 | 0.43% |
| CAS 2017-C07 2B1 04.5393 05/25/2030 | 0.42% |
| STACR 2015-HQA1 B 08.8893 03/25/2028 | 0.42% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.41% |
| CAS 2017-C02 2B1 05.5893 09/25/2029 | 0.41% |
| STACR 2018-HQA1 M2 02.3893 09/25/2030 | 0.40% |
| MCAS 2020-01 M10 144A 03.8393 03/25/2050 | 0.40% |
| STACR 2017-HQA2 M2 02.7393 12/25/2029 | 0.40% |
| CAS 2018-C04 2B1 04.5893 12/25/2030 | 0.39% |
| JPMBB 2013-C14 D 144A 04.5476 08/15/2046 | 0.37% |
| GNR 2020-138 IB IO 02.5000 09/20/2050 | 0.37% |
| 0.95 R ISWP FWD US0003M P 12/15/2026 | 0.37% |
| CAS 2017-C01 1M2 03.6393 07/25/2029 | 0.37% |
| FHR 5050 IM IO 03.5000 10/25/2050 | 0.37% |
| CAS 2020-SBT1 1B1 06.8393 02/25/2040 | 0.36% |
| STACR 2018-HQA2 B2 11.0893 10/25/2048 | 0.36% |
| GNR 2019-125 SG IO 05.9644 10/20/2049 | 0.36% |
| GNR 2019-121 SD IO 05.9144 10/20/2049 | 0.36% |
| FHR 5065 DI IO 03.5000 01/25/2051 | 0.35% |
| FNMA FN30 AV7052 UMBS 03.5000 03/01/2045 | 0.35% |
| JPMCC 2013-LC11 D 04.1645 04/15/2046 | 0.35% |
| FNR 2020-31 IO IO 04.5000 05/25/2050 | 0.34% |
| FHR 3065 DC 19.5893 03/15/2035 | 0.34% |
| FNR 2016-8 SA IO 05.9608 03/25/2046 | 0.34% |
| CAS 2018-C02 2M2 02.2893 08/25/2030 | 0.33% |
| GNR 2016-H19 AI IO 02.1763 09/20/2066 | 0.33% |
| GSMS 2014-GC18 C 04.9752 01/10/2047 | 0.33% |
| COMM 2013-LC13 D 144A 05.2614 08/10/2046 | 0.33% |
| MRAIT 2020-11 A1X 01.7838 04/22/2022 | 0.33% |
| GNR 2016-H07 PI IO 02.2821 03/20/2066 | 0.33% |
| GNR 2020-133 CS IO 06.2144 09/20/2050 | 0.33% |
| 0.37 R ISWP US0003M P 10/16/2025 | 0.33% |
| GNR 2017-H20 AI IO 02.0643 10/20/2067 | 0.33% |
| JPMBB 2014-C22 C 04.5528 09/15/2047 | 0.33% |
| MRAIT 2021-NA1 A1X 01.5824 03/08/2022 | 0.32% |
| SPST 2021-16 A1 00.6979 11/07/2022 | 0.32% |
| FHR 5043 IO IO 05.0000 11/25/2050 | 0.32% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.32% |
| FHR 4326 GS IO 05.9598 04/15/2044 | 0.32% |
| MRAIT 2021-11 A1X 01.2403 01/25/2022 | 0.32% |
| MRAIT 2021-EBO4 A1X 01.8324 02/16/2022 | 0.32% |
| GNR 2021-77 SM IO 06.2144 05/20/2051 | 0.31% |
| MRAIT 2020-2 A2 | 0.31% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.31% |
| FNR 2016-50 SM IO 06.0108 08/25/2046 | 0.31% |
| MRAIT 2021-8 A2X 01.2379 05/15/2022 | 0.31% |
| WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.31% |
| GNMA GII30 TBA 04.5000 11/01/2051 | 0.31% |
| MRAIT 2021-EBO1 A2X 01.8379 04/15/2022 | 0.31% |
| STACR 2018-DNA1 B1 03.2393 07/25/2030 | 0.31% |
| GNR 2020-175 JI IO 03.5000 11/20/2050 | 0.31% |
| GNR 2016-H27 GI IO 02.3480 12/20/2066 | 0.31% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.31% |
| STACR 2018-DNA2 B1 03.7893 12/25/2030 | 0.30% |
| COMM 2012-CR4 B 144A 03.7030 10/15/2045 | 0.30% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.30% |
| JPMBB 2014-C23 D 144A 03.9831 09/15/2047 | 0.30% |
| GSMS 2013-GC10 D P/P 144A 04.4013 02/10/2046 | 0.30% |
| COMM 2014-CR19 D 144A 04.7029 08/10/2047 | 0.30% |
| MSBAM 2014-C19 D 144A 03.2500 12/15/2047 | 0.30% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.30% |
| GNR 2016-H23 NI IO 02.1391 10/20/2066 | 0.30% |
| GNR 2017-H03 KI IO 02.2519 01/20/2067 | 0.29% |
| COMM 2013-CR13 D 144A 04.8815 11/10/2046 | 0.29% |
| CAS 2020-SBT1 1M2 03.7393 02/25/2040 | 0.29% |
| FHR 5119 IC IO 04.0000 06/25/2051 | 0.28% |
| CWALT 2006-OA19 A1 00.2656 02/20/2047 | 0.28% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.27% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.27% |
| FREMF 2019-KF65 B 144A 02.4803 07/25/2029 | 0.27% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.27% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.26% |
| GNR 2013-87 SA IO 06.1144 06/20/2043 | 0.26% |
| WFRBS 2012-C9 E 144A 04.8087 11/15/2045 | 0.26% |
| GNR 2017-H25 CI IO 02.3123 12/20/2067 | 0.26% |
| GNR 2015-H22 AI IO 01.6894 09/20/2065 | 0.26% |
| STACR 2017-DNA2 M2 03.5393 10/25/2029 | 0.26% |
| GNR 2015-H20 CI IO 01.8339 08/20/2065 | 0.26% |
| GNR 2016-H13 IK IO 02.6422 06/20/2066 | 0.25% |
| CAS 2018-C06 1B1 03.8393 03/25/2031 | 0.25% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.25% |
| COMM 2013-LC6 C 04.2420 01/10/2046 | 0.25% |
| MSC 2012-C4 E 144A 05.3664 03/15/2045 | 0.25% |
| JPMCC 2011-C3 D 144A 05.5232 02/15/2046 | 0.25% |
| FHR 5003 DS IO 06.0108 08/25/2050 | 0.24% |
| FNMA FN30 AV7059 UMBS 03.5000 04/01/2045 | 0.24% |
| FNR 2019-51 SA IO 05.9608 09/25/2049 | 0.24% |
| GSMS 2014-GC22 C 04.6891 06/10/2047 | 0.24% |
| MWST 2020-1 A 00.9893 10/25/2053 | 0.24% |
| FNR 2020-41 SE IO 06.0108 06/25/2050 | 0.23% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.23% |
| UBSBB 2012-C4 D 144A 04.4616 12/10/2045 | 0.23% |
| JPALT 2006-A6 1A1 00.4093 11/25/2036 | 0.23% |
| BBCMS 2019-C4 E 144A 03.2500 08/15/2052 | 0.23% |
| FHR 4933 SA IO 05.9108 12/25/2049 | 0.23% |
| FREMF 2019-KF66 B 144A 02.4803 07/25/2029 | 0.23% |
| FNR 2017-104 SL IO 06.0608 01/25/2048 | 0.22% |
| GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.22% |
| GNR 2017-H06 MI IO 02.2157 02/20/2067 | 0.22% |
| GNR 2018-H01 XI IO 02.3051 01/20/2068 | 0.22% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.22% |
| GNMA GN30 AM4380 04.0000 05/15/2045 | 0.21% |
| CSAIL 2019-C17 D 144A 02.5000 09/15/2052 | 0.21% |
| COMM 2015-CR26 D 03.4781 10/10/2048 | 0.21% |
| FHR 5018 QI IO 05.0000 10/25/2050 | 0.21% |
| STACR 2020-HQA3 B1 05.8393 07/25/2050 | 0.21% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.21% |
| GNR 2019-158 AS IO 06.0641 09/16/2043 | 0.21% |
| MSBAM 2013-C12 E 144A 04.7627 10/15/2046 | 0.21% |
| GNR 2019-110 SQ IO 05.9644 09/20/2049 | 0.20% |
| STACR 2018-HQA2 B1 04.3393 10/25/2048 | 0.20% |
| STACR 2019-HQA1 M2 02.4393 02/25/2049 | 0.20% |
| CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.20% |
| FNR 2008-24 SP 22.9561 02/25/2038 | 0.20% |
| GNR 2020-112 MS IO 06.2144 08/20/2050 | 0.20% |
| WFCM 2015-C30 D 144A 04.4983 09/15/2058 | 0.20% |
| CSAIL 2018-C14 D 144A 04.8892 11/15/2051 | 0.20% |
| STACR 2017-DNA2 B1 05.2393 10/25/2029 | 0.20% |
| GNR 2015-H10 HI IO 01.7523 04/20/2065 | 0.20% |
| GNR 2018-72 IB IO 04.0000 04/20/2046 | 0.20% |
| JPMBB 2013-C12 C 04.0985 07/15/2045 | 0.19% |
| CAS 2018-C06 2B1 04.1893 03/25/2031 | 0.19% |
| GNMA GII30 AI6258 04.5000 05/20/2044 | 0.19% |
| JPMCC 2013-C16 D 144A 05.0067 12/15/2046 | 0.19% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.19% |
| GNR 2016-H24 IO IO 02.1385 09/20/2066 | 0.19% |
| GNMA GII30 AH8784 04.5000 06/20/2034 | 0.19% |
| GNR 2016-H18 QI IO 02.3914 06/20/2066 | 0.19% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.19% |
| JPMCC 2010-C2 D 144A 05.7131 11/15/2043 | 0.19% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.19% |
| GNR 2016-H17 DI IO 02.1320 07/20/2066 | 0.19% |
| GNR 2017-H08 GI IO 02.3318 02/20/2067 | 0.19% |
| CGCMT 2012-GC8 C 144A 04.8755 09/10/2045 | 0.18% |
| WFCM 2016-NXS5 D 04.9845 01/15/2059 | 0.18% |
| FNR 2019-45 SD IO 05.9608 08/25/2049 | 0.18% |
| FNR 2020-20 IK IO 03.5000 03/25/2050 | 0.18% |
| GNR 2011-156 SK IO 06.5144 04/20/2038 | 0.18% |
| GNR 2017-H08 EI IO 02.3811 02/20/2067 | 0.18% |
| FHR 4949 WS IO 05.9108 02/25/2050 | 0.18% |
| FHR 2976 LC 24.0891 05/15/2035 | 0.18% |
| FNR 2020-96 IO IO 03.0000 01/25/2051 | 0.18% |
| LMAT 2019-GS2 A2 144A 04.2500 01/25/2059 | 0.18% |
| WFRBS 2011-C4 E 144A 04.8868 06/15/2044 | 0.18% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.18% |
| GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.18% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.18% |
| CAS 2018-C03 1B1 03.8393 10/25/2030 | 0.18% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.17% |
| COMM 2014-UBS4 C 04.6493 08/10/2047 | 0.17% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.17% |
| GNR 2015-H23 TI IO 01.9087 09/20/2065 | 0.17% |
| GNR 2016-H10 AI IO 01.5066 04/20/2066 | 0.17% |
| MRAFT 2020-5 A1 01.0836 08/10/2023 | 0.17% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.17% |
| FNR 2018-47 SA IO 06.1608 07/25/2048 | 0.17% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.17% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.17% |
| BSCMS 2007-T26 AJ 05.4306 01/12/2045 | 0.17% |
| GNR 2018-H04 JI IO 02.3207 03/20/2068 | 0.17% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.17% |
| FNR 2018-20 SB IO 06.1608 03/25/2048 | 0.17% |
| GNR 2014-H21 AI IO 01.5404 10/20/2064 | 0.17% |
| GNR 2015-H13 AI IO 01.7852 06/20/2065 | 0.17% |
| GNR 2017-156 SL IO 06.1144 10/20/2047 | 0.17% |
| GNR 2019-35 SE IO 06.0641 01/16/2044 | 0.17% |
| STACR 2020-HQA3 B2 10.0893 07/25/2050 | 0.16% |
| COMM 2018-COR3 C 04.5603 05/10/2051 | 0.16% |
| GNR 2017-H04 BI IO 02.4582 02/20/2067 | 0.16% |
| MSBAM 2013-C9 D 144A 04.1093 05/15/2046 | 0.16% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.16% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.16% |
| FNR 2017-19 IH IO 05.0000 03/25/2047 | 0.16% |
| GNR 2013-39 IJ IO 04.5000 03/20/2043 | 0.16% |
| FHR 4953 AI IO 04.0000 02/25/2050 | 0.16% |
| COMM 2014-UBS3 D 144A 04.7676 06/10/2047 | 0.16% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.16% |
| GNR 2019-56 SK IO 06.0644 05/20/2049 | 0.16% |
| FNMA FN30 TBA UMBS 03.0000 12/01/2051 | 0.15% |
| FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.15% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.15% |
| GNR 2018-H02 IM IO 02.3271 02/20/2068 | 0.15% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.15% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.15% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.15% |
| CD 2017-CD4 D 144A 03.3000 05/10/2050 | 0.15% |
| COMM 2014-UBS3 C 04.7376 06/10/2047 | 0.15% |
| FNR 2018-51 BI IO 05.5000 07/25/2038 | 0.15% |
| HMIR 2021-2 B1 144A 04.1987 01/25/2034 | 0.15% |
| JPMBB 2013-C12 E 144A 04.0985 07/15/2045 | 0.14% |
| MWST 2020-2 A 00.8893 11/25/2053 | 0.14% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.14% |
| 0.873 R ISWP FWD US0003M P 09/02/2026 | 0.14% |
| COMM 2014-UBS2 C 04.9715 03/10/2047 | 0.14% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.14% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.14% |
| WFHET 2007-2 A3 00.3193 04/25/2037 | 0.14% |
| BMARK 2019-B11 D 144A 03.0000 05/15/2052 | 0.14% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.14% |
| MCAS 2019-01 M7 144A 01.7893 10/15/2049 | 0.14% |
| GNR 2016-80 SD IO 06.0144 06/20/2046 | 0.14% |
| GSMS 2010-C1 D 144A 05.9877 08/10/2043 | 0.14% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.14% |
| CGCMT 2015-P1 C 04.3685 09/15/2048 | 0.14% |
| GNR 2015-H25 BI IO 01.7531 10/20/2065 | 0.13% |
| TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.13% |
| GNR 2015-H04 AI IO 01.6240 12/20/2064 | 0.13% |
| WFCM 2018-C46 C 04.9897 08/15/2051 | 0.13% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.13% |
| GNR 2016-H03 AI IO 01.7699 01/20/2066 | 0.13% |
| UBSCM 2012-C1 E 144A 05.0000 05/10/2045 | 0.13% |
| CAS 2016-C04 1B 10.3393 01/25/2029 | 0.13% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.13% |
| GNR 2016-H06 DI IO 01.6169 07/20/2065 | 0.13% |
| GNR 2016-H06 HI IO 02.0769 02/20/2066 | 0.13% |
| GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.13% |
| WFCM 2020-C57 C 04.0236 08/15/2053 | 0.13% |
| MSBAM 2012-C6 G 144A 04.5000 11/15/2045 | 0.13% |
| GNR 2017-H08 NI IO 02.2418 03/20/2067 | 0.12% |
| GNR 2014-H25 BI IO 01.6838 12/20/2064 | 0.12% |
| GNR 2017-H25 IO IO 02.0139 11/20/2067 | 0.12% |
| COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.12% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.12% |
| GNR 2014-H18 CI IO 01.5809 09/20/2064 | 0.12% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.12% |
| GNR 2017-H10 MI IO 01.8277 04/20/2067 | 0.12% |
| CAS 2016-C03 1M2 05.3893 10/25/2028 | 0.12% |
| FHR 4436 SC IO 06.0598 02/15/2045 | 0.12% |
| GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.12% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.12% |
| GNR 2019-100 JS IO 06.0144 08/20/2049 | 0.12% |
| FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.12% |
| 1.046 R ISWP FWD US0003M P 10/05/2026 | 0.12% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 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% |
| STACR 2019-DNA1 M2 02.7393 01/25/2049 | 0.12% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.11% |
| GNR 2014-182 BI IO 04.0000 01/20/2039 | 0.11% |
| FNR 2005-106 JC 19.8473 12/25/2035 | 0.11% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.11% |
| FNR 2011-4 CS 12.7215 05/25/2040 | 0.11% |
| GNR 2015-H16 XI IO 01.8815 07/20/2065 | 0.11% |
| SPST 2021-14 A1 00.7804 12/08/2022 | 0.11% |
| GNR 2016-H04 KI IO 01.5272 02/20/2066 | 0.11% |
| GNR 2016-H24 KI IO 02.4549 11/20/2066 | 0.11% |
| EMIR 2020-1 B1 144A 02.9393 01/25/2030 | 0.11% |
| GNR 2014-119 SA IO 05.5144 08/20/2044 | 0.11% |
| FNR 2005-74 NK 27.0538 05/25/2035 | 0.11% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.11% |
| GNR 2013-182 SP IO 06.6144 12/20/2043 | 0.11% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.11% |
| GNR 2017-H09 IO IO 01.8196 04/20/2067 | 0.11% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.11% |
| GNR 2017-H23 BI IO 01.8768 11/20/2067 | 0.10% |
| GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.10% |
| OMIR 2019-1A B1B 04.4393 07/25/2029 | 0.10% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.10% |
| GNR 2017-H14 JI IO 02.1438 06/20/2067 | 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% |
| GNR 2017-H14 LI IO 02.2725 06/20/2067 | 0.10% |
| FNMA FN30 AV7026 UMBS 03.5000 11/01/2044 | 0.10% |
| 1.35 R ISWP FWD US0003M P 12/15/2031 | 0.10% |
| CAS 2019-R01 2B1 04.4393 07/25/2031 | 0.10% |
| JPMCC 2011-C4 C 144A 05.3895 07/15/2046 | 0.10% |
| GNMA GII30 AJ8849 03.0000 10/20/2044 | 0.10% |
| GNR 2016-H06 AI IO 01.6469 02/20/2066 | 0.10% |
| OMIR 2017-1A M2 144A 04.0893 04/25/2027 | 0.10% |
| WAMU 2005-AR8 2AC2 01.0093 07/25/2045 | 0.10% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.10% |
| FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.10% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.10% |
| GNR 2016-H04 HI IO 02.3853 07/20/2065 | 0.09% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.09% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.09% |
| JPMCC 2011-C3 E 144A 05.5232 02/15/2046 | 0.09% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.09% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.09% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.09% |
| GNR 2018-H05 ID 02.0570 03/20/2068 | 0.09% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.09% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.09% |
| 0.879 R ISWP FWD US0003M P 09/01/2026 | 0.09% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.09% |
| OMIR 2019-1A B1A 03.5893 07/25/2029 | 0.09% |
| GNR 2011-H07 FI IO 01.2342 02/20/2061 | 0.08% |
| GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.08% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.08% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.08% |
| FNR 2007-53 SP 23.8728 06/25/2037 | 0.08% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.08% |
| CAS 2016-C06 1B 09.3393 04/25/2029 | 0.08% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.08% |
| GNMA GII30 BA7681 04.6420 06/20/2067 | 0.08% |
| FHR 4136 IQ IO 03.5000 11/15/2042 | 0.08% |
| GNMA GII30 AY4779 04.4700 03/20/2067 | 0.08% |
| MSAC 2004-HE9 M2 01.0193 11/25/2034 | 0.08% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.08% |
| CAS 2016-C03 2B 12.8393 10/25/2028 | 0.08% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.08% |
| BMIR 2017-1 B1 144A 04.8393 10/25/2027 | 0.08% |
| COMM 2014-CR16 C 04.9192 04/10/2047 | 0.08% |
| GNR 2016-H08 GI IO 01.4318 04/20/2066 | 0.08% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.07% |
| LHOME 2021-RTL1 A1 02.0900 09/25/2026 | 0.07% |
| MSBAM 2013-C10 F 144A 04.0799 07/15/2046 | 0.07% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.07% |
| UBSC 2011-C1 B 144A 06.3094 01/10/2045 | 0.07% |
| BALTA 2005-8 21A1 02.4668 10/25/2035 | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.07% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.07% |
| SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.07% |
| CAS 2015-C04 1M2 05.7893 04/25/2028 | 0.07% |
| HVMLT 2005-2 1A 00.6004 05/19/2035 | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.07% |
| GNR 2015-H24 HI IO 02.0572 09/20/2065 | 0.07% |
| GNR 2017-H25 AI IO 02.4519 12/20/2067 | 0.07% |
| FHR 2990 LB 16.7150 06/15/2034 | 0.07% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | 0.07% |
| MSBAM 2015-C23 D 144A 04.1437 07/15/2050 | 0.07% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.07% |
| MSBAM 2013-C12 D 144A 04.7627 10/15/2046 | 0.07% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.06% |
| FHR 4425 EI IO 04.0000 01/15/2045 | 0.06% |
| FNR 2006-8 HP 24.2394 03/25/2036 | 0.06% |
| CSAIL 2020-C19 D 144A 02.5000 03/15/2053 | 0.06% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.06% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 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% |
| 1.824 R ISWP US0003M P 09/30/2051 | 0.06% |
| FNR 2006-62 PS 39.3645 07/25/2036 | 0.06% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.06% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.06% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.06% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.06% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.06% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.06% |
| GNR 2016-H24 JI IO 02.0437 11/20/2066 | 0.06% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.06% |
| GNMA GN30 AE8022 04.5000 12/15/2043 | 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% |
| SAMI 2006-AR7 A1BG 00.2093 08/25/2036 | 0.05% |
| STACR 2019-FTR3 B2 04.8860 09/25/2047 | 0.05% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.05% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.05% |
| BALTA 2005-10 11A1 00.5893 01/25/2036 | 0.05% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.05% |
| STACR 2015-DNA3 B 09.4393 04/25/2028 | 0.05% |
| CAS 2020-R01 1B1 03.3393 01/25/2040 | 0.05% |
| FHR 3408 EK 25.4299 04/15/2037 | 0.05% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.05% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.05% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.05% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.05% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.05% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.05% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.05% |
| GNR 2015-H23 DI IO 01.8492 09/20/2065 | 0.05% |
| 1.4255 R ISWP US0003M P 02/24/2031 | 0.05% |
| CAS 2016-C05 2M2 04.5393 01/25/2029 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.05% |
| CAS 2018-C01 1M2 02.3393 07/25/2030 | 0.05% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.05% |
| GNMA GII30 609117 04.5000 02/20/2044 | 0.05% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.05% |
| STACR 2019-DNA2 B2 10.5893 03/25/2049 | 0.05% |
| 1.0575 R ISWP FWD US0003M P 12/21/2026 | 0.04% |
| CAS 2020-R02 2B1 03.0893 01/25/2040 | 0.04% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.04% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 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 2010-35 QI IO 04.5000 03/20/2040 | 0.04% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.04% |
| STACR 2019-DNA2 M2 02.5393 03/25/2049 | 0.04% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.04% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.04% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.04% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 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% |
| GNR 2014-100 NI IO 04.0000 06/20/2043 | 0.04% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.04% |
| 1.366 R ISWP FWD US0003M P 09/13/2031 | 0.04% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.04% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.04% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.04% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.04% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.04% |
| STACR 2017-HQA2 B1 04.8393 12/25/2029 | 0.04% |
| FNMA FN30 AV7020 UMBS 03.5000 10/01/2044 | 0.04% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.04% |
| GNMA GII30 AW8447 04.3290 05/20/2067 | 0.04% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | 0.04% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.04% |
| GNMA GII30 609118 04.5000 02/20/2034 | 0.04% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.04% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.03% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.03% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.03% |
| 1.985 R ISWP FWD US0003M P 10/09/2054 | 0.03% |
| FHR 4136 ES IO 06.1598 11/15/2042 | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 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% |
| GNMA GN30 AG8989 04.5000 05/15/2044 | 0.03% |
| SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.03% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.03% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.03% |
| FNR 2012-104 HI IO 04.0000 09/25/2027 | 0.03% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.03% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.03% |
| GNMA GII30 635065 04.5000 03/20/2046 | 0.03% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.03% |
| 0.933 R ISWP FWD US0003M P 06/28/2026 | 0.03% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.03% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.03% |
| 1.333 R ISWP FWD US0003M P 10/01/2031 | 0.03% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.03% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.03% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.03% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.03% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.03% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.03% |
| GNMA GII30 AQ6653 04.5000 09/20/2045 | 0.03% |
| GNMA GN30 AG8984 04.5000 05/15/2044 | 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% |
| GNR 2020-15 CS IO 05.9644 02/20/2050 | 0.03% |
| 1.324 R ISWP US0003M P 09/17/2031 | 0.03% |
| 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.03% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.02% |
| 1.591 R ISWP FWD US0003M P 08/11/2051 | 0.02% |
| FHR 4019 JI IO 04.0000 05/15/2041 | 0.02% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.02% |
| GNMA GII30 AJ6287 04.0000 09/20/2044 | 0.02% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.02% |
| 1.57 R ISWP FWD US0003M P 08/23/2033 | 0.02% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.02% |
| GNMA GN30 704478 04.5000 04/15/2039 | 0.02% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.02% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.02% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.02% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.02% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% |
| FNR 2012-114 NI IO 03.5000 10/25/2041 | 0.02% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.02% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.02% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.02% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.02% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.02% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.02% |
| 1.67 R ISWP US0003M P 10/25/2031 | 0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% |
| GNMA GII30 AL8543 04.0000 02/20/2045 | 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 10YX10Y P 1.96 USD 01/13/2031 WE | 0.02% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.02% |
| 1.355 R ISWP US0003M P 09/23/2031 | 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% |
| GNMA GII30 AK1223 04.0000 02/20/2045 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| 1.51882 R ISWP US0003M P 03/02/2031 | 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 MS | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 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 AJ4184 04.5000 09/20/2044 | 0.02% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.02% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| GNMA GII30 AO8363 04.0000 09/20/2045 | 0.02% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.02% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.02% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.02% |
| GNR 2010-20 SC IO 06.0644 02/20/2040 | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.01% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.01% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.01% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% |
| GNMA GII30 AO8415 04.0000 10/20/2045 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.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% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 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% |
| 1.127 R ISWP US0003M P 10/18/2026 | 0.01% |
| 1.574 R ISWP US0003M P 05/12/2031 | 0.01% |
| 1.66 R ISWP FWD US0003M P 09/01/2033 | 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.01% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 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% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2019-99 KS IO 05.9644 08/20/2049 | 0.01% |
| SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | 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 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 GS | 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 BA1056 UMBS 04.5000 11/01/2045 | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| FNW 1998-W2 X IO 00.5068 06/25/2028 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 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 2015-24 AI IO 03.5000 12/20/2037 | 0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% |
| 0.711 R ISWP US0003M P 11/01/2023 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.01% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.01% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.01% |
| SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| FNMA FN30 AA2892 UMBS 04.5000 03/01/2039 | 0.01% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.01% |
| STACR 2014-HQ3 M3 04.8393 10/25/2024 | 0.01% |
| 1.181 R ISWP US0003M P 10/15/2026 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.01% |
| GNR 2019-78 SJ IO 05.9644 06/20/2049 | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.01% |
| FNR 2011-123 KS IO 06.5108 10/25/2041 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| SWPTN 10YX10Y R 1.985 USD 01/29/2031 JP | 0.01% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.01% |
| CAS 2019-R01 2M2 02.5393 07/25/2031 | 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-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 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% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| 1.525 R ISWP US0003M P 03/15/2031 | 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-.10 2059-11-17 300.0 11/17/2059 MS | 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 BD9219 UMBS 04.5000 10/01/2046 | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.00% |
| GNMA GII30 2987 07.5000 10/20/2030 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 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% |
| 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% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 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% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2775 10/25/2043 | 0.00% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.00% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | 0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 0.00% |
| 1.0825 R ISWP US0003M P 10/12/2026 | 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-.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% |
| FNW 1998-W5 X IO 00.7195 07/25/2028 | 0.00% |
| FNW 2003-W3 1A4 03.6144 08/25/2042 | 0.00% |
| OPTN GII30 4.0 11/03/21 CALL 106.09375 JPMC | 0.00% |
| SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.00% |
| 1.2155 R ISWP US0003M P 10/21/2026 | 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% |
| 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 00.3796 10/25/2041 | 0.00% |
| FNR 2008-36 OV PO 00.0000 01/25/2036 | 0.00% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.00% |
| FSPC T-57 2A1 03.5763 07/25/2043 | 0.00% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | 0.00% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.00% |
| 1.5475 R ISWP US0003M P 05/10/2031 | 0.00% |
| 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 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 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 00.2685 03/25/2045 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNW 2003-W14 2A 03.8568 01/25/2043 | 0.00% |
| FNW 2004-W2 4A 03.1473 02/25/2044 | 0.00% |
| FSPC T-59 2A1 03.4047 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4358 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% |
| GNR 2014-160 IB IO 03.0000 11/20/2040 | 0.00% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | 0.00% |
| 1.252 R ISWP US0003M P 10/20/2026 | 0.00% |
| 1.567 R ISWP US0003M P 10/12/2031 | 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% |
| OPTN FN30 3.5 11/03/21 CALL 105.875 JPMC | 0.00% |
| OPTN FN30 4.0 11/03/21 CALL 107.28125 JPMC | 0.00% |
| OPTN GII30 3.5 11/03/21 CALL 105.25 JPMC | 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.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% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | -0.00% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | -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% |
| 1.584 R ISWP US0003M P 10/19/2031 | -0.00% |
| 1.6295 R ISWP US0003M P 07/29/2051 | -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-.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 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| 1.357 R ISWP US0003M P 09/14/2031 | -0.00% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | -0.00% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.00% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.00% |
| 1.898 R ISWP US0003M P 10/27/2051 | -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-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| OPTN GII30 4.0 11/03/21 PUT 106.09375 JPMC | -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.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | -0.01% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -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.9 2058-09-17 500.0 09/17/2058 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% |
| 1.6175 R ISWP US0003M P 10/21/2031 | -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-.11 2054-11-18 300.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -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% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| 1.587 R ISWP US0003M P 11/01/2031 | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.01% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.01% |
| 1.5055 R ISWP US0003M P 10/05/2031 | -0.01% |
| 1.6275 R ISWP FWD US0003M P 09/07/2031 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 5WX10Y R 1.583 USD 11/08/2021 GS | -0.01% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% |
| CMB CMBX.NA.BB.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% |
| SWPTN 3MX10Y R 1.624 USD 12/29/2021 CI | -0.01% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -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 5WX10Y P 1.583 USD 11/08/2021 GS | -0.01% |
| 1.299 R ISWP US0003M P 10/26/2026 | -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% |
| 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% |
| 1.59 R ISWP FWD US0003M P 10/07/2031 | -0.01% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| 2.232 R ISWP FWD US0003M P 06/11/2051 | -0.02% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.02% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.02% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.02% |
| 0.95 R ISWP US0003M P 04/28/2026 | -0.02% |
| 1.647 R ISWP FWD US0003M P 09/07/2031 | -0.02% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% |
| 1.915 R ISWP FWD US0003M P 10/10/2033 | -0.02% |
| SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | -0.02% |
| 1.457 R ISWP FWD US0003M P 07/09/2031 | -0.02% |
| SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -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 CG | -0.02% |
| 1.465 R ISWP FWD US0003M P 06/14/2031 | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| 1.46 R ISWP FWD US0003M P 07/15/2031 | -0.02% |
| 1.465 R ISWP US0003M P 04/15/2031 | -0.02% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.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% |
| SWPTN 3MX10Y P 1.624 USD 12/29/2021 CI | -0.02% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.02% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | -0.03% |
| 1.8375 R ISWP US0003M P 09/30/2051 | -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% |
| 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 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| OPTN FN30 4.0 11/03/21 PUT 107.28125 JPMC | -0.03% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | -0.03% |
| 1.45 R ISWP FWD US0003M P 06/23/2031 | -0.03% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.03% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.03% |
| SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -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% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.04% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -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.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.04% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.04% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.04% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.04% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.05% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.05% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.05% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.05% |
| 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 3YX10Y R 1.085 USD 04/29/2024 BA | -0.05% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.05% |
| 1.2975 R ISWP US0003M P 07/27/2031 | -0.05% |
| 1.65 R ISWP FWD US0003M P 12/15/2051 | -0.05% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.06% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.06% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.06% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.06% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.06% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.06% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.07% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.07% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.07% |
| SWPTN 3MX5Y P 1.3075 USD 12/17/2021 CI | -0.07% |
| 1.30 R ISWP FWD US0003M P 08/18/2031 | -0.07% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.08% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.08% |
| 0.944 R ISWP US0003M P 10/25/2026 | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.08% |
| 1.16 R ISWP US0003M P 10/16/2050 | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| OPTN FN30 3.5 11/03/21 PUT 105.875 JPMC | -0.08% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.09% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.09% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.10% |
| CPURNSA P 2.78 R 01/15/32 | -0.10% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.10% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.10% |
| 1.31011 R ISWP US0003M P 08/10/2031 | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.11% |
| OPTN GII30 3.5 11/03/21 PUT 105.25 JPMC | -0.12% |
| 1.46049 R ISWP US0003M P 06/11/2031 | -0.12% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.12% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.13% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.14% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.14% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.14% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.15% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.16% |
| CPURNSA P 2.7375 R 09/13/26 | -0.16% |
| 1.377 R ISWP US0003M P 02/18/2031 | -0.18% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.18% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.18% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.18% |
| 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.20% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.20% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.20% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.21% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.22% |
| 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.22% |
| 0.806 R ISWP FWD US0003M P 08/04/2026 | -0.25% |
| 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 | -0.31% |
| 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 | -0.33% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.36% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.41% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.45% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.46% |
| GNMA GII30 TBA 03.5000 11/01/2051 | -0.46% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.59% |
| 0.40 R ISWP FWD US0003M P 12/15/2023 | -0.60% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.70% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.80% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.91% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -1.32% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.76% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.77% |
| FNMA FN30 TBA UMBS 02.0000 12/01/2051 | -4.07% |
| US 10YR ULTRA FUT DEC21 UXYZ1 | -4.82% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -5.51% |
| US 5YR NOTE (CBT) DEC21 FVZ1 | -9.84% |
| US 2YR NOTE (CBT) DEC21 TUZ1 | -165.81% |
| 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% |
Fixed income statistics as of 12/31/21
| Average effective maturity | 0.84 yrs. |
|---|---|
| Average effective duration | 3.86 yrs. |
| Average yield to maturity | 21.33% |
| Average coupon | 5.88% |
Sector weightings as of 12/31/21
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Commercial MBS | 17.67% | 0.54 | 27.56% | 0.05 | 45.23% | 0.59 |
| Agency pass-through | 8.05% | 0.44 | 31.06% | 1.15 | 39.11% | 1.59 |
| Agency CMO | 38.96% | 1.49 | 0.00% | 0.00 | 38.96% | 1.49 |
| Residential MBS (non-agency) | 21.23% | 0.58 | 0.00% | 0.00 | 21.23% | 0.58 |
| Asset-backed securities (ABS) | 5.33% | 0.05 | 0.00% | 0.00 | 5.33% | 0.05 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | 1.52 | 0.00% | 1.52 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -3.74 | 0.00% | -3.74 |
| Net cash | 8.76% | 0.00 | 0.00% | 0.00 | 8.76% | 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 12/31/21
| 0 - 1 yr. | -10.24% |
|---|---|
| 1 - 5 yrs. | 83.63% |
| 5 - 10 yrs. | 27.28% |
| 10 - 15 yrs. | 0.07% |
| Over 15 yrs. | -0.74% |
Quality rating as of 12/31/21
| AAA | 95.15% |
|---|---|
| AA | 3.35% |
| A | 5.11% |
| BBB | 8.89% |
| BB | 4.02% |
| B | 5.61% |
| CCC and Below | 3.05% |
| Not Rated | -25.18% |
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.