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 and assets |
Yesterday’s close | 52-week high | 52-week low | Net assets and outstanding shares |
|---|---|---|---|---|
| Net asset value |
$10.27
0.79% | $0.08 |
$11.92
06/29/21 |
$10.08
06/14/22 |
Download CSV |
Net assets and outstanding shares
Fund facts as of 05/31/22
Total net assets
$549.09M
$549.09M
Turnover (fiscal year end)
974%
974%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
992
992
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
Commercial mortgage credit recovering from the pandemic
Portfolio Manager Brett Kozlowski, CFA, describes how Putnam focused its specialized expertise on the CMBS sector during the pandemic and how the team is finding compelling opportunities in that space.
Literature
Fund documents |
| Prospectuses/SAI |
| Fact Sheet (YA share) (PDF) |
| Annual Fund Report (PDF) |
| Semiannual Fund Report (PDF) |
A look at leveraged loans and CLOs
A recent Active Insights podcast features a discussion of leveraged loans, and collateralized loan obligations (CLOs).U.S. recession ifs and whens
The U.S. will likely avoid a recession in 2022, in our view. That risk rises next year as the Fed raises rates and China decelerates.Munis after Q1 — and April — and 8 reasons why we are still constructive
While munis suffered a bad quarter to start 2022, brighter days may be ahead amid strong fundamentals.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)
5.84%
Average 5-year annualized return
Total return (%) as of 03/31/22
Annual performance as of 03/31/22
Annualized Total return (%) as of 03/31/22
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | -8.60% | 0.23% | 0.89% | 1.39% |
| After sales charge | N/A | N/A | N/A | N/A |
| Bloomberg U.S. MBS Index | -4.92% | 0.56% | 1.36% | 1.70% |
| Putnam Mortgage Securities Linked Benchmark | -4.92% | 0.56% | 1.29% | 1.54% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 05/31/22 | 0.51% | - | |
| YTD as of 06/29/22 | -6.82% | - | |
Yield
| Distribution rate before sales charge as of 06/29/22 |
5.02% |
|---|---|
| Distribution rate after sales charge as of 06/29/22 |
5.02% |
| 30-day SEC yield as of 05/31/22 | 4.71% |
Risk-adjusted performance as of 05/31/22
| Sharpe ratio (3 yrs.) | -0.25 |
|---|---|
| Information ratio (3 yrs.) | -0.08 |
Volatility as of 05/31/22
| Standard deviation (3 yrs.) | 7.48% |
|---|---|
| Beta | 0.34 |
| R-squared | 0.02 |
Fixed income statistics as of 05/31/22
| Average effective duration | 5.39 yrs. |
|---|
Lipper rankings as of 05/31/22
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 128/142 | 90% |
| 3 yrs. | 111/128 | 87% |
| 5 yrs. | 75/109 | 69% |
| 10 yrs. | 57/80 | 71% |
Morningstar Ratings™ as of 05/31/22
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 568 | |
| 3 yrs. | 568 | |
| 5 yrs. | 505 | |
| 10 yrs. | 359 |
Distributions
| Record/Ex dividend date | 06/16/22 |
|---|---|
| Payable date | 06/21/22 |
| 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 02.0000 06/01/2052 | 14.70% |
|---|---|
| Gnma Gii30 Tba 03.0000 06/01/2052 | 7.73% |
| Fnma Fn30 Tba Umbs 05.5000 06/01/2052 | 5.51% |
| Fnr 2007-95 A3 00.9179 08/27/2036 | 4.12% |
| Gnma Gii30 Tba 04.0000 06/01/2052 | 1.84% |
| Gnma Gii30 Tba 02.0000 06/01/2052 | 1.82% |
| Cas 2017-C05 1b1 04.6057 01/25/2030 | 1.37% |
| Msc 2011-C3 E 144a 05.0847 07/15/2049 | 1.31% |
| Fnr 2020-62 Mi Io 03.5000 05/25/2049 | 1.20% |
| Fhs 315 Po Po 00.0000 09/15/2043 | 1.19% |
| Top 10 holdings, percent of portfolio | 40.79% |
| Top 10 holdings as of 05/31/22 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.0000 06/01/2052 | |
| Gnma Gii30 Tba 03.0000 06/01/2052 | |
| Fnma Fn30 Tba Umbs 05.5000 06/01/2052 | |
| Fnr 2007-95 A3 00.9179 08/27/2036 | |
| Gnma Gii30 Tba 04.0000 06/01/2052 | |
| Gnma Gii30 Tba 02.0000 06/01/2052 | |
| Cas 2017-C05 1b1 04.6057 01/25/2030 | |
| Msc 2011-C3 E 144a 05.0847 07/15/2049 | |
| Fnr 2020-62 Mi Io 03.5000 05/25/2049 | |
| Fhs 315 Po Po 00.0000 09/15/2043 | |
| Holdings represent 40.79% of portfolio | |
| Top 10 holdings as of 04/30/22 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.0000 06/01/2052 | |
| Gnma Gii30 Tba 03.0000 05/01/2052 | |
| Fnma Fn30 Tba Umbs 05.5000 05/01/2052 | |
| Fnr 2007-95 A3 00.7066 08/27/2036 | |
| Gnma Gii30 Tba 04.0000 05/01/2052 | |
| Gnma Gii30 Tba 02.0000 05/01/2052 | |
| Cas 2017-C05 1b1 04.2679 01/25/2030 | |
| Msc 2011-C3 E 144a 05.2545 07/15/2049 | |
| Fnr 2020-62 Mi Io 03.5000 05/25/2049 | |
| Fhs 315 Po Po 00.0000 09/15/2043 | |
| Holdings represent 40.25% of portfolio | |
| Top 10 holdings as of 03/31/22 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.5000 05/01/2052 | |
| Gnma Gii30 Tba 03.0000 04/01/2052 | |
| Fnma Fn30 Tba Umbs 05.5000 04/01/2052 | |
| Fnma Fn30 Tba Umbs 04.0000 05/01/2052 | |
| Fnr 2007-95 A3 00.4369 08/27/2036 | |
| Fnma Fn30 Tba Umbs 02.0000 05/01/2052 | |
| Gnma Gii30 Tba 02.0000 04/01/2052 | |
| Gnma Gii30 Tba 04.0000 04/01/2052 | |
| Carr 2006-Nc2 A4 00.6966 06/25/2036 | |
| Cas 2017-C05 1b1 04.0566 01/25/2030 | |
| Holdings represent 48.38% of portfolio | |
| Top 10 holdings as of 02/28/22 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.5000 03/01/2052 | |
| Gnma Gii30 Tba 03.0000 03/01/2052 | |
| Fnma Fn30 Tba Umbs 05.5000 03/01/2052 | |
| Fnr 2007-95 A3 00.3577 08/27/2036 | |
| Fnma Fn30 Tba Umbs 02.0000 03/01/2052 | |
| Fnma Fn30 Tba Umbs 03.5000 03/01/2052 | |
| Fncl 2.50 04/01/2042 | |
| Fnma Fn30 Tba Umbs 04.0000 03/01/2052 | |
| Gnma Gii30 Tba 02.0000 03/01/2052 | |
| Gnma Gii30 Tba 04.0000 03/01/2052 | |
| Holdings represent 45.83% of portfolio | |
| FNMA FN30 TBA UMBS 02.0000 06/01/2052 | 14.70% |
|---|---|
| GNMA GII30 TBA 03.0000 06/01/2052 | 7.73% |
| FNMA FN30 TBA UMBS 05.5000 06/01/2052 | 5.51% |
| FNR 2007-95 A3 00.9179 08/27/2036 | 4.12% |
| TREASURY BILL 00.0000 06/28/2022 | 2.93% |
| TREASURY BILL 00.0000 06/02/2022 | 2.60% |
| TREASURY BILL 00.0000 07/07/2022 | 2.55% |
| TREASURY BILL 00.0000 06/07/2022 | 2.35% |
| TREASURY BILL 00.0000 06/09/2022 | 2.29% |
| TREASURY BILL 00.0000 06/16/2022 | 2.15% |
| 1.85 R ISWP FWD SOFR P 06/15/2027 | 2.04% |
| GNMA GII30 TBA 04.0000 06/01/2052 | 1.84% |
| GNMA GII30 TBA 02.0000 06/01/2052 | 1.82% |
| 1.285 R ISWP SOFRRATE P 12/24/2031 | 1.58% |
| CAS 2017-C05 1B1 04.6057 01/25/2030 | 1.37% |
| MSC 2011-C3 E 144A 05.0847 07/15/2049 | 1.31% |
| TREASURY BILL 00.0000 07/12/2022 | 1.20% |
| FHS 315 PO PO 00.0000 09/15/2043 | 1.19% |
| FNR 2020-62 MI IO 03.5000 05/25/2049 | 1.18% |
| MCAS 2019-01 M10 144A 04.2557 10/15/2049 | 1.05% |
| FHR 5080 IQ IO 03.5000 04/25/2050 | 1.01% |
| TREASURY BILL 00.0000 06/21/2022 | 1.00% |
| BAYV 2006-C 1A3 06.5280 11/28/2036 | 0.94% |
| WFRBS 2012-C9 D 144A 04.8118 11/15/2045 | 0.92% |
| STACR 2019-DNA1 B2 11.7557 01/25/2049 | 0.89% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.87% |
| FNMA FN30 TBA UMBS 06.0000 06/01/2052 | 0.84% |
| GNR 2021-8 IP IO 02.5000 01/20/2051 | 0.81% |
| FNR 2021-25 IJ IO 03.5000 05/25/2051 | 0.80% |
| CWL 2007-10 1A1 01.1857 06/25/2047 | 0.77% |
| CAS 2017-C06 2B1 05.4557 02/25/2030 | 0.74% |
| DBUBS 2011-LC3A D 144A 05.3702 08/10/2044 | 0.73% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.70% |
| CAS 2017-C06 1B1 05.1557 02/25/2030 | 0.70% |
| CAS 2017-C07 1B1 05.0057 05/25/2030 | 0.69% |
| FHR 5071 IV IO 03.0000 12/25/2050 | 0.68% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2052 | 0.67% |
| CARR 2006-NC2 A4 01.2457 06/25/2036 | 0.65% |
| 1.6545 R ISWP SOFR P 02/01/2052 | 0.64% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.64% |
| STACR 2016-DNA3 M3 06.0057 12/25/2028 | 0.62% |
| WFCM 2016-NXS5 D 04.9834 01/15/2059 | 0.60% |
| GSMS 2014-GC24 D 144A 04.5326 09/10/2047 | 0.60% |
| COMM 2014-CR17 D 144A 04.8472 05/10/2047 | 0.59% |
| CAS 2017-C03 1M2 04.0057 10/25/2029 | 0.58% |
| AHM 2007-1 GA1C 01.1957 05/25/2047 | 0.58% |
| MSBAM 2015-C23 D 144A 04.1431 07/15/2050 | 0.58% |
| STACR 2020-DNA4 B2 11.0057 08/25/2050 | 0.57% |
| CAS 2016-C03 1B 12.7557 10/25/2028 | 0.57% |
| GSMS 2014-GC18 C 05.0572 01/10/2047 | 0.55% |
| SWPTN 5YX5Y P 1.752 USD 12/14/2026 CI | 0.54% |
| OMIR 2018-1A M2 03.8557 07/25/2028 | 0.53% |
| BF0101 03.5000 06/01/2056 | 0.53% |
| FNR 2019-83 QS IO 04.9443 01/25/2050 | 0.52% |
| GNR 2020-138 IB IO 02.5000 09/20/2050 | 0.52% |
| 1.80 R ISWP FWD SOFR P 06/15/2024 | 0.51% |
| UBSC 2011-C1 D 144A 06.4397 01/10/2045 | 0.51% |
| FNR 2016-85 SL IO 05.0943 11/25/2046 | 0.51% |
| STACR 2015-HQA1 B 09.8057 03/25/2028 | 0.51% |
| CAS 2017-C07 2B1 05.4557 05/25/2030 | 0.50% |
| CAS 2017-C02 2B1 06.5057 09/25/2029 | 0.50% |
| SWPTN SOFR 3YX2Y P 1.39 USD 12/09/2024 BA | 0.50% |
| CAS 2018-C04 2B1 05.5057 12/25/2030 | 0.48% |
| 1.435 R ISWP SOFRRATE P 12/24/2051 | 0.46% |
| FHR 5077 NI IO 03.5000 02/25/2051 | 0.45% |
| FHR 5050 IM IO 03.5000 10/25/2050 | 0.43% |
| COMM 2013-LC13 D 144A 05.2608 08/10/2046 | 0.43% |
| FN BF0091 | 0.43% |
| GNR 2020-175 JI IO 03.5000 11/20/2050 | 0.42% |
| JPMBB 2013-C14 D 144A 04.5477 08/15/2046 | 0.42% |
| WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.42% |
| CAS 2020-SBT1 1B1 07.7557 02/25/2040 | 0.41% |
| STACR 2018-HQA2 B2 12.0057 10/25/2048 | 0.41% |
| COMM 2012-CR4 B 144A 03.7030 10/15/2045 | 0.41% |
| JPMCC 2013-LC11 D 04.1639 04/15/2046 | 0.41% |
| 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.40% |
| SPST 2021-16 A1 01.5936 11/07/2022 | 0.40% |
| FNR 2016-83 BS IO 05.0943 11/25/2046 | 0.40% |
| SWPTN SOFR 6MX10Y P 1.648 USD 09/01/2022 CI | 0.40% |
| FNMA FN30 AV7052 UMBS 03.5000 03/01/2045 | 0.40% |
| MRAIT 2020-2 A2 02.0000 08/15/2022 | 0.39% |
| FHR 5043 IO IO 05.0000 11/25/2050 | 0.39% |
| FHR 5065 DI IO 03.5000 01/25/2051 | 0.39% |
| JPMBB 2014-C22 C 04.5507 09/15/2047 | 0.39% |
| FNR 2020-31 IO IO 04.5000 05/25/2050 | 0.39% |
| GSMS 2013-GC10 D P/P 144A 04.4007 02/10/2046 | 0.38% |
| SPST 2021-10 A 01.7236 08/08/2022 | 0.38% |
| CAS 2017-C01 1M2 04.5557 07/25/2029 | 0.38% |
| CAS 2022-R02 2M2 03.5845 01/25/2042 | 0.37% |
| 1.5415 R ISWP SOFR P 03/09/2032 | 0.37% |
| GNMA GII30 TBA 04.5000 06/01/2052 | 0.37% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.37% |
| FHR 3065 DC 17.2359 03/15/2035 | 0.36% |
| 1.5475 R ISWP SOFR P 03/09/2032 | 0.36% |
| COMM 2014-CR19 D 144A 04.6969 08/10/2047 | 0.35% |
| STACR 2018-DNA2 B1 04.7057 12/25/2030 | 0.35% |
| GNR 2021-77 SM IO 05.3727 05/20/2051 | 0.35% |
| FHR 5119 IC IO 04.0000 06/25/2051 | 0.35% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.35% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.34% |
| CAS 2020-SBT1 1M2 04.6557 02/25/2040 | 0.34% |
| 1.085 R ISWP SOFRRATE P 12/23/2026 | 0.33% |
| MSBAM 2014-C19 D 144A 03.2500 12/15/2047 | 0.33% |
| FHR 4980 KI IO 04.5000 06/25/2050 | 0.33% |
| COMM 2013-CR13 D 144A 04.8789 11/10/2046 | 0.33% |
| FNR 2016-81 SA IO 05.1443 11/25/2046 | 0.33% |
| FHR 4915 SD IO 05.0443 09/25/2049 | 0.32% |
| FNR 2018-36 SD IO 05.2443 06/25/2048 | 0.32% |
| BWAY 2022-26BW F P/P 144A 04.8664 02/10/2044 | 0.32% |
| GNR 2019-125 SG IO 05.1227 10/20/2049 | 0.32% |
| MSC 2012-C4 E 144A 05.1638 03/15/2045 | 0.32% |
| 1.679 R ISWP SOFR P 01/21/2052 | 0.32% |
| CWALT 2006-OA19 A1 01.1073 02/20/2047 | 0.31% |
| GNR 2020-47 SA IO 05.0727 05/20/2044 | 0.30% |
| UBSBB 2012-C4 D 144A 04.4580 12/10/2045 | 0.30% |
| GNR 2020-133 CS IO 05.3727 09/20/2050 | 0.30% |
| SPST 2022-2 A1 01.5760 05/25/2023 | 0.30% |
| SPST 2022-3 A1 02.1724 05/29/2023 | 0.30% |
| GNR 2019-121 SD IO 05.0727 10/20/2049 | 0.30% |
| GNR 2016-H07 PI IO 02.2763 03/20/2066 | 0.30% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.30% |
| GNR 2021-188 IW IO 03.0000 10/20/2051 | 0.30% |
| CAS 2018-C06 1B1 04.7557 03/25/2031 | 0.29% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.29% |
| WFRBS 2014-C21 C 04.2340 08/15/2047 | 0.29% |
| JPMCC 2011-C3 D 144A 05.5241 02/15/2046 | 0.29% |
| FNR 2020-60 NI IO 04.0000 09/25/2050 | 0.29% |
| GNR 2017-H20 AI IO 02.1869 10/20/2067 | 0.28% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.28% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.28% |
| STACR 2017-DNA2 M2 04.4557 10/25/2029 | 0.28% |
| CGCMT 2012-GC8 C 144A 04.7924 09/10/2045 | 0.28% |
| FNR 2020-96 IO IO 03.0000 01/25/2051 | 0.28% |
| COMM 2015-CR26 D 03.4419 10/10/2048 | 0.27% |
| GNR 2017-H03 KI IO 02.0800 01/20/2067 | 0.27% |
| FNMA FN30 AV7059 UMBS 03.5000 04/01/2045 | 0.27% |
| SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | 0.27% |
| GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.26% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.26% |
| 2.298 R ISWP FWD SOFR P 04/07/2032 | 0.26% |
| FHR 5003 DS IO 05.0943 08/25/2050 | 0.26% |
| MSBAM 2013-C12 E 144A 04.7623 10/15/2046 | 0.26% |
| STACR 2020-HQA3 B1 06.7557 07/25/2050 | 0.26% |
| FNR 2016-8 SA IO 05.0443 03/25/2046 | 0.26% |
| GNR 2016-H19 AI IO 02.0264 09/20/2066 | 0.26% |
| BMARK 2019-B13 D 144A 02.5000 08/15/2057 | 0.25% |
| GSMS 2014-GC22 C 04.6870 06/10/2047 | 0.25% |
| STACR 2019-HQA1 M2 03.3557 02/25/2049 | 0.25% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.25% |
| WFRBS 2012-C9 E 144A 04.8118 11/15/2045 | 0.25% |
| OPTN FN30 4.5 06/06/22 CALL 101.1875 JPMC | 0.25% |
| JPALT 2006-A6 1A1 01.3257 11/25/2036 | 0.25% |
| STACR 2018-HQA2 B1 05.2557 10/25/2048 | 0.25% |
| FHR 5018 QI IO 05.0000 10/25/2050 | 0.25% |
| FHR 4326 GS IO 05.1753 04/15/2044 | 0.25% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.25% |
| FNR 2020-20 IK IO 03.5000 03/25/2050 | 0.25% |
| BBCMS 2019-C4 E 144A 03.2500 08/15/2052 | 0.24% |
| BMIR 2017-1 M2 144A 04.3557 10/25/2027 | 0.24% |
| GNMA GN30 AM4380 04.0000 05/15/2045 | 0.24% |
| GNR 2015-H20 CI IO 01.6691 08/20/2065 | 0.24% |
| GNR 2016-H27 GI IO 02.3326 12/20/2066 | 0.24% |
| FNR 2019-51 SA IO 05.0443 09/25/2049 | 0.24% |
| STACR 2017-DNA2 B1 06.1557 10/25/2029 | 0.24% |
| CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.24% |
| CAS 2018-C06 2B1 05.1057 03/25/2031 | 0.23% |
| FNR 2016-50 SM IO 05.0943 08/25/2046 | 0.23% |
| JPMCC 2013-C16 D 144A 05.0037 12/15/2046 | 0.23% |
| MWST 2021-2 A 01.7557 04/25/2055 | 0.23% |
| JPMCC 2017-JP7 D 144A 04.3855 09/15/2050 | 0.23% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.22% |
| WFRBS 2011-C4 E 144A 04.8884 06/15/2044 | 0.22% |
| CSAIL 2019-C17 D 144A 02.5000 09/15/2052 | 0.22% |
| CGCMT 2015-P1 C 04.3687 09/15/2048 | 0.22% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.22% |
| GNR 2015-H14 AI IO 01.8443 06/20/2065 | 0.21% |
| GNR 2016-H13 IK IO 02.6537 06/20/2066 | 0.21% |
| GNR 2016-H23 NI IO 01.9703 10/20/2066 | 0.21% |
| SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.21% |
| GNR 2017-H25 CI IO 02.2336 12/20/2067 | 0.21% |
| CAS 2018-C03 1B1 04.7557 10/25/2030 | 0.21% |
| GNR 2015-H22 AI IO 01.5403 09/20/2065 | 0.21% |
| MSBAM 2013-C9 D 144A 04.1068 05/15/2046 | 0.21% |
| FHR 4933 SA IO 04.9943 12/25/2049 | 0.21% |
| SWPTN SOFR 10YX10Y R 2.135 USD 03/30/2032 DE | 0.20% |
| SWPTN SOFR 1YX30Y P 1.724 USD 03/02/2023 CI | 0.20% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.20% |
| CSAIL 2018-C14 D 144A 04.9232 11/15/2051 | 0.20% |
| COMM 2014-UBS4 C 04.6494 08/10/2047 | 0.20% |
| FHR 4953 AI IO 04.0000 02/25/2050 | 0.20% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.20% |
| GNR 2013-87 SA IO 05.2727 06/20/2043 | 0.20% |
| STACR 2020-HQA3 B2 11.0057 07/25/2050 | 0.20% |
| GNR 2016-80 SD IO 05.1727 06/20/2046 | 0.20% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.20% |
| CD 2019-CD8 D 144A 03.0000 08/15/2057 | 0.19% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.19% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.19% |
| BMARK 2018-B3 D 144A 03.0359 04/10/2051 | 0.19% |
| GNR 2018-H01 XI IO 02.1826 01/20/2068 | 0.19% |
| JPMBB 2013-C12 E 144A 04.0915 07/15/2045 | 0.19% |
| GNR 2020-112 MS IO 05.3727 08/20/2050 | 0.19% |
| STACR 2019-DNA4 B2 07.2557 10/25/2049 | 0.19% |
| GNMA GII30 AI6258 04.5000 05/20/2044 | 0.19% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.18% |
| FNR 2017-104 SL IO 05.1443 01/25/2048 | 0.18% |
| GNR 2017-H06 MI IO 02.0991 02/20/2067 | 0.18% |
| SWPTN SOFR 1YX30Y P 1.735 USD 03/03/2023 CI | 0.18% |
| GNR 2016-H24 IO IO 02.1383 09/20/2066 | 0.18% |
| GNR 2013-39 IJ IO 04.5000 03/20/2043 | 0.18% |
| BANK 2018-BN11 D 144A 03.0000 03/15/2061 | 0.18% |
| OPTN FN30 4.0 06/06/22 CALL 99.15625 JPMC | 0.18% |
| FNMA FN30 TBA UMBS 03.5000 07/01/2052 | 0.18% |
| OPTN FN30 4.5 06/06/22 CALL 101.109375 JPMC | 0.18% |
| SWPTN SOFR 15YX20Y P 1.68 USD 02/11/2037 DE | 0.18% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.18% |
| OPTN FN30 3.0 06/06/22 CALL 94.125 JPMC | 0.18% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.18% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.17% |
| GSMS 2016-GS2 D 144A 02.7530 05/10/2049 | 0.17% |
| FNMA FN30 TBA UMBS 03.0000 07/01/2052 | 0.17% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.17% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.17% |
| GNMA GII30 AH8784 04.5000 06/20/2034 | 0.17% |
| GSMS 2010-C1 D 144A 06.3535 08/10/2043 | 0.17% |
| COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.17% |
| COMM 2014-UBS3 C 04.7370 06/10/2047 | 0.17% |
| FREMF 2019-KF65 B 144A 03.2033 07/25/2029 | 0.17% |
| MSBAM 2013-C9 C 04.0188 05/15/2046 | 0.17% |
| HMIR 2021-2 B1 144A 04.7345 01/25/2034 | 0.17% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.16% |
| FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.16% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.16% |
| FHR 2976 LC 21.2127 05/15/2035 | 0.16% |
| 2.116 R ISWP SOFR P 04/04/2032 | 0.16% |
| FNR 2008-24 SP 19.5957 02/25/2038 | 0.16% |
| FNR 2017-19 IH IO 05.0000 03/25/2047 | 0.16% |
| GNR 2019-158 AS IO 05.2753 09/16/2043 | 0.16% |
| 1.737 R ISWP SOFR P 03/11/2032 | 0.16% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.16% |
| UBSCM 2012-C1 E 144A 05.0000 05/10/2045 | 0.16% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.16% |
| 0.695 R ISWP SOFRRATE P 12/23/2023 | 0.16% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.16% |
| GNR 2017-H08 GI IO 01.9000 02/20/2067 | 0.16% |
| COMM 2014-CR16 C 04.9186 04/10/2047 | 0.16% |
| FNR 2020-41 SE IO 05.0943 06/25/2050 | 0.16% |
| SWPTN SOFR 13WX10Y R 1.3125 USD 06/06/2022 CI | 0.16% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.15% |
| MSBAM 2012-C6 G 144A 04.5000 11/15/2045 | 0.15% |
| TPMT 2019-2 A2 03.7500 12/25/2058 | 0.15% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.15% |
| GNR 2015-H23 TI IO 01.9022 09/20/2065 | 0.15% |
| GNR 2016-H18 QI IO 01.4491 06/20/2066 | 0.15% |
| GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.15% |
| BMARK 2019-B11 D 144A 03.0000 05/15/2052 | 0.15% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.15% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.15% |
| 2.26 R ISWP SOFR P 03/30/2032 | 0.15% |
| WFCM 2019-C50 C 04.3450 05/15/2052 | 0.15% |
| 2.2655 R ISWP SOFR P 03/30/2032 | 0.15% |
| GNR 2017-H08 EI IO 01.8842 02/20/2067 | 0.15% |
| GNR 2017-156 SL IO 05.2727 10/20/2047 | 0.15% |
| GNR 2018-H04 JI IO 01.8873 03/20/2068 | 0.15% |
| CAS 2016-C04 1B 11.2557 01/25/2029 | 0.14% |
| WFCM 2019-C54 D 144A 02.5000 12/15/2052 | 0.14% |
| WFHET 2007-2 A3 01.2357 04/25/2037 | 0.14% |
| WFCM 2018-C46 C 04.9892 08/15/2051 | 0.14% |
| GNR 2019-110 SQ IO 05.1227 09/20/2049 | 0.14% |
| FNR 2018-47 SA IO 05.2443 07/25/2048 | 0.14% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.14% |
| FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.14% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.14% |
| SPST 2021-14 A1 01.6736 12/08/2022 | 0.14% |
| FNR 2019-45 SD IO 05.0443 08/25/2049 | 0.14% |
| GNR 2011-156 SK IO 05.6727 04/20/2038 | 0.14% |
| 2.181 R ISWP SOFR P 04/06/2032 | 0.14% |
| FNR 2018-20 SB IO 05.2443 03/25/2048 | 0.14% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.14% |
| GNR 2017-H04 BI IO 02.3141 02/20/2067 | 0.13% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.13% |
| WFCM 2020-C57 C 04.0232 08/15/2053 | 0.13% |
| GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.13% |
| EMIR 2020-1 B1 144A 03.8557 01/25/2030 | 0.13% |
| GNR 2016-H17 DI IO 02.1879 07/20/2066 | 0.13% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.13% |
| SWPTN SOFR 10YX10Y P 1.826 USD 01/13/2032 CI | 0.13% |
| FHR 4949 WS IO 04.9943 02/25/2050 | 0.13% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.13% |
| GNR 2018-H02 IM IO 02.0731 02/20/2068 | 0.13% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.13% |
| GNR 2014-H21 AI IO 01.2976 10/20/2064 | 0.13% |
| GNR 2015-H10 HI IO 02.1416 04/20/2065 | 0.13% |
| SWPTN SOFR 10YX10Y P 1.99 USD 02/11/2032 CI | 0.13% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.13% |
| STACR 2019-HQA2 B2 12.2557 04/25/2049 | 0.13% |
| GNR 2014-182 BI IO 04.0000 01/20/2039 | 0.13% |
| OMIR 2019-1A B1B 05.3557 07/25/2029 | 0.13% |
| FNR 2018-51 BI IO 05.5000 07/25/2038 | 0.12% |
| GNR 2015-H13 AI IO 01.8464 06/20/2065 | 0.12% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.12% |
| GNR 2019-35 SE IO 05.2753 01/16/2044 | 0.12% |
| COMM 2017-COR2 D 144A 03.0000 09/10/2050 | 0.12% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.12% |
| MWST 2021-2 F 05.7557 04/25/2055 | 0.12% |
| SWPTN SOFR 1YX30Y P 1.75 USD 03/02/2023 CI | 0.12% |
| CAS 2019-R01 2B1 05.3557 07/25/2031 | 0.12% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.12% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.12% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.12% |
| GNR 2016-H10 AI IO 01.4891 04/20/2066 | 0.12% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.12% |
| FNR 2005-106 JC 17.0055 12/25/2035 | 0.11% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.11% |
| GNR 2014-137 ID IO 05.5000 09/16/2044 | 0.11% |
| GNR 2017-H25 IO IO 01.9009 11/20/2067 | 0.11% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.11% |
| FNMA FN30 AV7026 UMBS 03.5000 11/01/2044 | 0.11% |
| FNR 2005-74 NK 22.4715 05/25/2035 | 0.11% |
| GNR 2019-56 SK IO 05.2227 05/20/2049 | 0.11% |
| FHR 4436 SC IO 05.2753 02/15/2045 | 0.11% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.11% |
| GNR 2016-H06 HI IO 02.0651 02/20/2066 | 0.11% |
| 1.68 R ISWP FWD SOFR P 02/13/2057 | 0.11% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.11% |
| FNR 2011-4 CS 10.8886 05/25/2040 | 0.11% |
| MWST 2020-2 A 01.8057 11/25/2053 | 0.11% |
| CAS 2016-C03 1M2 06.3057 10/25/2028 | 0.11% |
| UBSCM 2012-C1 D 144A 06.2233 05/10/2045 | 0.11% |
| GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.11% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.10% |
| WAMU 2005-AR8 2AC2 01.9257 07/25/2045 | 0.10% |
| GNMA GII30 AJ8849 03.0000 10/20/2044 | 0.10% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.10% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.10% |
| GNR 2017-H10 MI IO 01.5959 04/20/2067 | 0.10% |
| JPMCC 2011-C3 E 144A 05.5241 02/15/2046 | 0.10% |
| MWST 2021-1 A 01.3679 02/25/2055 | 0.10% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.10% |
| OMIR 2019-1A B1A 04.5057 07/25/2029 | 0.10% |
| GNR 2014-H25 BI IO 01.6649 12/20/2064 | 0.10% |
| SWPTN SOFR 15YX10Y P 1.724 USD 01/13/2037 DE | 0.10% |
| SWPTN SOFR 3MX10Y P 2.31 USD 06/29/2022 CI | 0.10% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.10% |
| GNR 2015-H25 BI IO 01.5706 10/20/2065 | 0.10% |
| GNR 2017-H08 NI IO 01.9268 03/20/2067 | 0.10% |
| GNR 2017-H23 BI IO 01.8708 11/20/2067 | 0.10% |
| 1.675 R ISWP SOFR P 02/28/2027 | 0.10% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.10% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.10% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.10% |
| FHR 4425 EI IO 04.0000 01/15/2045 | 0.10% |
| CAS 2016-C06 1B 10.2557 04/25/2029 | 0.10% |
| FHR 4136 IQ IO 03.5000 11/15/2042 | 0.10% |
| OPTN FN30 2.5 06/06/22 CALL 91.5 JPMC | 0.10% |
| SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | 0.10% |
| GNR 2015-H16 XI IO 01.7703 07/20/2065 | 0.10% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.10% |
| MSBAM 2013-C10 F 144A 04.0737 07/15/2046 | 0.10% |
| CAS 2016-C03 2B 13.7557 10/25/2028 | 0.09% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.09% |
| GNR 2016-H06 DI IO 01.5641 07/20/2065 | 0.09% |
| GNR 2017-H09 IO IO 01.7683 04/20/2067 | 0.09% |
| BMIR 2017-1 B1 144A 05.7557 10/25/2027 | 0.09% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.09% |
| GNR 2019-100 JS IO 05.1727 08/20/2049 | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.09% |
| GNR 2017-H14 JI IO 02.1428 06/20/2067 | 0.09% |
| LHOME 2021-RTL1 A1 02.0900 09/25/2026 | 0.09% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.09% |
| 2.326 R ISWP SOFR P 04/06/2027 | 0.09% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.09% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.09% |
| GNR 2015-H04 AI IO 01.4078 12/20/2064 | 0.09% |
| FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.09% |
| GNR 2016-H24 KI IO 02.5380 11/20/2066 | 0.09% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.09% |
| GNR 2013-182 SP IO 05.7727 12/20/2043 | 0.09% |
| GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.08% |
| SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | 0.08% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.08% |
| 2.247 R ISWP SOFR P 04/01/2027 | 0.08% |
| FNR 2007-53 SP 20.5124 06/25/2037 | 0.08% |
| GNR 2016-H03 AI IO 01.6497 01/20/2066 | 0.08% |
| GNR 2016-H04 HI IO 02.3848 07/20/2065 | 0.08% |
| 1.525 R ISWP SOFRRATE P 12/31/2051 | 0.08% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.08% |
| MSBAM 2013-C12 D 144A 04.7623 10/15/2046 | 0.08% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.08% |
| SWPTN SOFR 1YX2Y P 3.69 USD 04/27/2023 BA | 0.08% |
| GNR 2017-H14 LI IO 02.3076 06/20/2067 | 0.08% |
| GNR 2014-119 SA IO 04.6727 08/20/2044 | 0.08% |
| 2.3825 R ISWP SOFR P 04/11/2032 | 0.08% |
| GNMA GII30 AY4779 04.4990 03/20/2067 | 0.08% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.08% |
| SWPTN SOFR 10YX10Y P 1.905 USD 01/12/2032 JP | 0.08% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.08% |
| GNR 2011-H07 FI IO 01.2257 02/20/2061 | 0.07% |
| BALTA 2005-8 21A1 02.5536 10/25/2035 | 0.07% |
| MSAC 2004-HE9 M2 01.9357 11/25/2034 | 0.07% |
| RMIR 2020-1 B1 P/P 144A 04.0057 01/25/2030 | 0.07% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.07% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.07% |
| BALTA 2005-10 11A1 01.5057 01/25/2036 | 0.07% |
| CAS 2015-C04 1M2 06.7057 04/25/2028 | 0.07% |
| STACR 2019-DNA3 B2 09.1557 07/25/2049 | 0.07% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.07% |
| OPTN GII30 3.5 06/06/22 CALL 97.75 JPMC | 0.07% |
| SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.07% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.07% |
| GNMA GII30 BA7681 04.6470 06/20/2067 | 0.07% |
| HVMLT 2005-2 1A 01.4484 05/19/2035 | 0.07% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.07% |
| 2.307 R ISWP SOFR P 03/31/2024 | 0.07% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.06% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.06% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.06% |
| FNR 2006-62 PS 33.8657 07/25/2036 | 0.06% |
| GNR 2016-H04 KI IO 01.4949 02/20/2066 | 0.06% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.06% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.06% |
| FNR 2013-22 PI IO 03.5000 10/25/2042 | 0.06% |
| 2.4945 R ISWP SOFR P 04/14/2032 | 0.06% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.06% |
| SAMI 2006-AR7 A1BG 01.1257 08/25/2036 | 0.06% |
| STACR 2015-DNA3 B 10.3557 04/25/2028 | 0.06% |
| SWPTN SOFR 2YX5Y R 1.7 USD 01/11/2024 JP | 0.06% |
| 2.3305 R ISWP SOFR P 04/07/2032 | 0.06% |
| CAS 2020-R01 1B1 04.2557 01/25/2040 | 0.06% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.06% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.06% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.06% |
| 1.7674 R ISWP SOFR P 02/29/2052 | 0.06% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.06% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.06% |
| FNR 2006-8 HP 20.8791 03/25/2036 | 0.06% |
| GNMA GN30 AE8022 04.5000 12/15/2043 | 0.06% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.06% |
| STACR 2019-DNA2 B2 11.5057 03/25/2049 | 0.06% |
| STACR 2019-FTR3 B2 05.4679 09/25/2047 | 0.06% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.05% |
| 2.3265 R ISWP SOFR P 04/06/2027 | 0.05% |
| FHR 2990 LB 14.7100 06/15/2034 | 0.05% |
| GNMA GII30 609117 04.5000 02/20/2044 | 0.05% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.05% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | 0.05% |
| CAS 2020-R02 2B1 04.0057 01/25/2040 | 0.05% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.05% |
| GNR 2015-H23 DI IO 01.8440 09/20/2065 | 0.05% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.05% |
| FHR 3408 EK 22.2734 04/15/2037 | 0.05% |
| MWST 2020-2 F 04.2557 11/25/2053 | 0.05% |
| SWPTN SOFR 10YX10Y P 1.8225 USD 01/13/2032 WE | 0.05% |
| CAS 2016-C05 2M2 05.4557 01/25/2029 | 0.05% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.05% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.05% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.05% |
| STACR 2017-HQA2 B1 05.7557 12/25/2029 | 0.05% |
| SWPTN SOFR 3MX10Y R 2.995 USD 08/09/2022 GS | 0.05% |
| SWPTN SOFR 7YX30Y P 1.405 USD 12/14/2028 BA | 0.05% |
| 2.1015 R ISWP SOFR P 04/07/2052 | 0.05% |
| CAS 2018-C01 1M2 03.2557 07/25/2030 | 0.05% |
| STACR 2019-DNA2 M2 03.4557 03/25/2049 | 0.05% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.05% |
| SWPTN SOFR 10YX30Y P 1.544 USD 01/12/2032 JP | 0.05% |
| 2.685 R ISWP FWD SOFR P 05/02/2027 | 0.04% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.04% |
| GNR 2016-H24 JI IO 01.8361 11/20/2066 | 0.04% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.04% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.04% |
| FNMA FN30 AV7020 UMBS 03.5000 10/01/2044 | 0.04% |
| GNMA GII30 AJ4182 04.5000 09/20/2044 | 0.04% |
| GNMA GII30 AW8447 04.3300 05/20/2067 | 0.04% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.04% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.04% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.04% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.04% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.04% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.04% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.04% |
| 2.84 R ISWP SOFR P 05/06/2027 | 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 CG | 0.04% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 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 609118 04.5000 02/20/2034 | 0.04% |
| SWPTN SOFR 3YX2Y R 1.62 USD 01/13/2025 WE | 0.04% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.04% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.04% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.04% |
| GNMA GII30 635065 04.5000 03/20/2046 | 0.03% |
| OPTN FN30 3.5 06/06/22 CALL 96.8125 JPMC | 0.03% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | 0.03% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.03% |
| FNR 2012-114 NI IO 03.5000 10/25/2041 | 0.03% |
| GNMA GII30 AQ6653 04.5000 09/20/2045 | 0.03% |
| GNR 2015-H24 HI IO 02.0827 09/20/2065 | 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 BP7527 03.5000 10/20/2049 | 0.03% |
| GNMA GN30 AG8989 04.5000 05/15/2044 | 0.03% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.03% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| GNMA GN30 AG8984 04.5000 05/15/2044 | 0.03% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | 0.03% |
| 2.777 R ISWP SOFR P 04/26/2024 | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.03% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.03% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.03% |
| 2.3535 R ISWP SOFR P 03/30/2027 | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.03% |
| GNR 2014-174 AI IO 03.0000 11/16/2029 | 0.03% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.03% |
| GNMA GN30 704478 04.5000 04/15/2039 | 0.03% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| FNR 2012-104 HI IO 04.0000 09/25/2027 | 0.02% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.02% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| SWPTN SOFR 3MX10Y P 3.235 USD 07/22/2022 DE | 0.02% |
| 2.704 R ISWP SOFR P 04/25/2032 | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| CMB CMBX.NA.BBB-.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% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| FHR 4019 JI IO 04.0000 05/15/2041 | 0.02% |
| GNMA GII30 AO7326 04.6610 09/20/2065 | 0.02% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.02% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.02% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.02% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.02% |
| SWPTN SOFR 5YX10Y R 1.81 USD 01/12/2027 JP | 0.02% |
| 1.724 R ISWP FWD SOFR P 01/15/2047 | 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 MS | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| 2.518 R ISWP SOFR P 04/12/2027 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 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 JP | 0.02% |
| GNR 2020-15 CS IO 05.1227 02/20/2050 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 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 BN1507 05.0000 05/20/2049 | 0.02% |
| 2.5515 R ISWP SOFR P 04/27/2032 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% |
| GNMA GII30 AJ6287 04.0000 09/20/2044 | 0.02% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.02% |
| 2.723 R ISWP SOFR P 04/26/2027 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| FHLMC FR30 ZS0468 UMBS 07.5000 10/01/2029 | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.02% |
| FNR 2008-53 DO PO 00.0000 07/25/2038 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| JPMCC 2011-C4 C 144A 05.4188 07/15/2046 | 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-.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 MS | 0.02% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.02% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 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 MS | 0.02% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.02% |
| GNMA GII30 AK1223 04.0000 02/20/2045 | 0.02% |
| GNMA GII30 AO8363 04.0000 09/20/2045 | 0.02% |
| 2.747 R ISWP SOFR P 05/13/2027 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| 2.436 R ISWP FWD SOFR P 04/19/2027 | 0.01% |
| 2.7175 R ISWP SOFR P 05/20/2027 | 0.01% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.01% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.01% |
| GNMA GII30 AO8415 04.0000 10/20/2045 | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| GNR 2010-20 SC IO 05.2227 02/20/2040 | 0.01% |
| SWPTN SOFR 3MX10Y P 2.8375 USD 08/19/2022 UB | 0.01% |
| 2.469 R ISWP SOFR P 04/07/2027 | 0.01% |
| 2.5095 R ISWP SOFR P 05/31/2024 | 0.01% |
| 2.61725 R ISWP SOFR P 04/20/2032 | 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 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| FHLMC FR30 ZS1312 UMBS 04.5000 01/01/2037 | 0.01% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.01% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FNW 1998-W2 X IO 00.4545 06/25/2028 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNR 2019-99 KS IO 05.1227 08/20/2049 | 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 MS | 0.01% |
| FNMA FN30 AA2892 UMBS 04.5000 03/01/2039 | 0.01% |
| 2.483 R ISWP SOFR P 04/14/2027 | 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 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2011-123 KS IO 05.5943 10/25/2041 | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | 0.01% |
| 2.45 R ISWP SOFR P 04/07/2024 | 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 GS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 0.01% |
| FNR 2003-34 P1 PO 00.0000 04/25/2043 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| 2.3205 R ISWP FWD SOFR P 04/18/2024 | 0.01% |
| 2.6675 R ISWP SOFR P 05/02/2027 | 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 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.01% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.01% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.01% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.01% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.01% |
| GNR 2019-78 SJ IO 05.1227 06/20/2049 | 0.01% |
| 2.459 R ISWP SOFR P 04/22/2052 | 0.00% |
| 2.5445 R ISWP SOFR P 05/23/2027 | 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% |
| 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% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| GNMA GII30 2987 07.5000 10/20/2030 | 0.00% |
| 2.405 R ISWP SOFR P 04/14/2024 | 0.00% |
| 2.571 R ISWP SOFR P 05/18/2024 | 0.00% |
| 2.574 R ISWP SOFR P 05/18/2024 | 0.00% |
| CAS 2019-R01 2M2 03.4557 07/25/2031 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| FHS 304 C37 IO 03.5000 12/15/2027 | 0.00% |
| FSPC T-59 1AX IO 00.2800 10/25/2043 | 0.00% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.00% |
| GNR 2015-24 AI IO 03.5000 12/20/2037 | 0.00% |
| 2.553 R ISWP SOFR P 05/26/2032 | 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% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FNMA FN30 AY3392 UMBS 04.0000 04/01/2045 | 0.00% |
| FNW 1998-W5 X IO 00.0485 07/25/2028 | 0.00% |
| FNW 2003-W3 1A4 03.5511 08/25/2042 | 0.00% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.00% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.00% |
| 2.5945 R ISWP FWD SOFR P 05/25/2024 | 0.00% |
| 2.612 R ISWP SOFR P 04/21/2027 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| FHLMC FR30 ZS1526 UMBS 04.5000 06/01/2037 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNR 2001-50 BI IO 00.3780 10/25/2041 | 0.00% |
| FNR 2008-36 OV PO 00.0000 01/25/2036 | 0.00% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% |
| FNW 2003-W14 2A 03.7266 01/25/2043 | 0.00% |
| FSPC T-57 2A1 03.4613 07/25/2043 | 0.00% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 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.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-.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 00.2600 03/25/2045 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| FNW 2004-W2 4A 03.0149 02/25/2044 | 0.00% |
| FNW 2004-W7 A2 03.4718 03/25/2034 | 0.00% |
| FSPC T-59 2A1 03.3515 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4508 11/15/2028 | 0.00% |
| GNMA GIIARM 8913 01.6250 07/20/2026 | 0.00% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.00% |
| BSCMS 2007-T26 AJ 05.5660 01/12/2045 | 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.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-.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% |
| 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 03.4470 06/25/2033 | 0.00% |
| GNMA GN30 497455 06.0000 01/15/2029 | 0.00% |
| GNMA GN30 645703 05.5000 08/15/2035 | 0.00% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| OPTN FN30 3.5 06/06/22 PUT 96.8125 JPMC | 0.00% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | 0.00% |
| 2.5825 R ISWP SOFR P 05/26/2024 | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| OPTN GII30 3.5 06/06/22 PUT 97.75 JPMC | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.15 2064-11-18 200.0 11/18/2064 MS | -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 MS | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 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.BB.7 2047-01-17 500.0 01/17/2047 JP | -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 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| 2.703 R ISWP SOFR P 04/25/2024 | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 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-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| 2.4965 R ISWP SOFR P 04/14/2032 | -0.00% |
| 2.501 R ISWP SOFR P 05/31/2052 | -0.00% |
| 2.5355 R ISWP SOFR P 04/29/2027 | -0.00% |
| 2.6125 R ISWP SOFR P 04/25/2032 | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -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-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.00% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.00% |
| 2.451 R ISWP FWD SOFR P 04/18/2032 | -0.01% |
| OPTN FN30 3.0 06/06/22 PUT 94.125 JPMC | -0.01% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN SOFR 3MX10Y P 2.6525 USD 08/19/2022 UB | -0.01% |
| 2.6095 R ISWP SOFR P 05/24/2032 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| OPTN FN30 4.0 06/06/22 PUT 99.15625 JPMC | -0.01% |
| SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -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 GS | -0.01% |
| OPTN FN30 4.5 06/06/22 PUT 101.109375 JPMC | -0.01% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | -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.BB.7 2047-01-17 500.0 01/17/2047 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | -0.01% |
| 2.674 R ISWP SOFR P 05/20/2024 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | -0.01% |
| 2.5245 R ISWP SOFR P 05/31/2052 | -0.01% |
| 2.70 R ISWP SOFR P 04/26/2032 | -0.01% |
| 2.7025 R ISWP SOFR P 05/19/2024 | -0.01% |
| 2.772 R ISWP SOFR P 05/04/2027 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 MS | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | -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-.15 2064-11-18 300.0 11/18/2064 CG | -0.01% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| 2.483 R ISWP SOFR P 04/12/2032 | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| SWPTN SOFR 7WX2Y R 2.65 USD 07/07/2022 BC | -0.01% |
| 2.739 R ISWP SOFR P 05/12/2032 | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% |
| SWPTN SOFR 3MX10Y R 2.235 USD 07/22/2022 DE | -0.02% |
| 2.461 R ISWP SOFR P 04/11/2027 | -0.02% |
| 2.5845 R ISWP SOFR P 04/20/2032 | -0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.02% |
| OPTN FN30 4.5 06/06/22 PUT 101.1875 JPMC | -0.02% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.02% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.02% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.02% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 MS | -0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
| 2.3375 R ISWP SOFR P 04/05/2027 | -0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.02% |
| OPTN FN30 2.5 06/06/22 PUT 91.5 JPMC | -0.02% |
| 2.299 R ISWP SOFR P 04/01/2027 | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| 2.731 R ISWP SOFR P 04/26/2027 | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| 2.851 R ISWP SOFR P 05/06/2027 | -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% |
| 2.501 R ISWP SOFR P 05/25/2052 | -0.03% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | -0.03% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | -0.03% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.03% |
| 2.9045 R ISWP SOFR P 05/11/2032 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.03% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.03% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.03% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.03% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.03% |
| 2.3365 R ISWP SOFR P 03/31/2027 | -0.03% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| 2.2995 R ISWP SOFR P 03/30/2024 | -0.03% |
| 2.849 R ISWP SOFR P 05/10/2032 | -0.03% |
| SWPTN SOFR 10YX10Y R 1.8225 USD 01/13/2032 WE | -0.03% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| SWPTN SOFR 7YX30Y R 1.405 USD 12/14/2028 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% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.04% |
| SWPTN 10YX10Y R 1.985 USD 01/29/2031 JP | -0.04% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | -0.04% |
| SWPTN SOFR 5YX10Y P 1.81 USD 01/12/2027 JP | -0.04% |
| 1.47709 R ISWP SOFR P 02/29/2024 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.04% |
| 2.65 R ISWP FWD SOFR P 07/11/2024 | -0.04% |
| 2.382 R ISWP SOFR P 04/06/2024 | -0.04% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.04% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | -0.04% |
| SWPTN SOFR 10YX30Y R 1.544 USD 01/12/2032 JP | -0.04% |
| CMB CMBX.NA.BB.14 2072-12-16 500.0 12/16/2072 CG | -0.04% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.05% |
| CMB CMBX.NA.BB.14 2072-12-16 500.0 12/16/2072 GS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | -0.05% |
| SWPTN SOFR 1YX2Y P 2.94 USD 04/27/2023 BA | -0.05% |
| SWPTN SOFR 10YX10Y R 1.905 USD 01/12/2032 JP | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| 2.4785 R ISWP FWD SOFR P 04/18/2032 | -0.05% |
| SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | -0.05% |
| 1.135 R ISWP SOFRRATE P 12/31/2026 | -0.06% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.06% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.06% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | -0.06% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.06% |
| 2.3665 R ISWP SOFR P 04/07/2027 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.06% |
| SWPTN SOFR 3MX10Y P 2.995 USD 08/09/2022 GS | -0.06% |
| SWPTN SOFR 1YX30Y R 1.75 USD 03/02/2023 CI | -0.07% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.07% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.07% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.07% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| 2.3395 R ISWP SOFR P 04/14/2052 | -0.08% |
| 1.75 R ISWP SOFR P 02/29/2032 | -0.08% |
| SWPTN SOFR 15YX10Y R 1.724 USD 01/13/2037 DE | -0.08% |
| SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | -0.08% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.08% |
| SWPTN SOFR 10YX10Y R 1.826 USD 01/13/2032 CI | -0.09% |
| SWPTN SOFR 7WX2Y P 2.65 USD 07/07/2022 BC | -0.09% |
| 2.94 R ISWP SOFR P 05/11/2032 | -0.09% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.10% |
| 1.096 R ISWP SOFRRATE P 12/24/2026 | -0.10% |
| SWPTN SOFR 1YX30Y R 1.735 USD 03/03/2023 CI | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.10% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | -0.10% |
| SWPTN 5YX10Y R 1.805 USD 12/14/2026 JP | -0.11% |
| 1.9575 R ISWP US0003M P 03/07/2032 | -0.11% |
| SWPTN SOFR 1YX30Y R 1.724 USD 03/02/2023 CI | -0.11% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.11% |
| SWPTN SOFR 3YX2Y P 1.62 USD 01/13/2025 WE | -0.12% |
| 2.288 R ISWP SOFR P 03/31/2027 | -0.12% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.12% |
| SWPTN SOFR 10YX10Y R 1.99 USD 02/11/2032 CI | -0.12% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.12% |
| SWPTN SOFR 6MX10Y R 1.648 USD 09/01/2022 CI | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.14% |
| SWPTN SOFR 10YX10Y P 2.135 USD 03/30/2032 DE | -0.14% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.14% |
| SWPTN SOFR 2YX5Y P 1.7 USD 01/11/2024 JP | -0.15% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.15% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.16% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.17% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.17% |
| SWPTN SOFR 3MX10Y R 2.31 USD 06/29/2022 CI | -0.17% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.18% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.18% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.18% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.19% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.19% |
| SWPTN SOFR 3YX2Y R 1.39 USD 12/09/2024 BA | -0.19% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.20% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.20% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.22% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.26% |
| SWPTN 5YX5Y R 1.752 USD 12/14/2026 CI | -0.26% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.28% |
| 2.2675 R ISWP SOFR P 03/30/2032 | -0.29% |
| SWPTN SOFR 15YX20Y R 1.68 USD 02/11/2037 DE | -0.30% |
| SWPTN SOFR 13WX10Y R 1.5625 USD 06/06/2022 CI | -0.30% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.30% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.31% |
| 2.05 R ISWP FWD SOFR P 06/15/2052 | -0.32% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.32% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.32% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.33% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.33% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.33% |
| 1.626 R ISWP SOFR P 01/19/2052 | -0.35% |
| SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.36% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.36% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.41% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.43% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.45% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.51% |
| SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | -0.54% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.59% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.64% |
| 1.86 R ISWP FWD SOFR P 02/24/2052 | -0.66% |
| 1.437 R ISWP SOFRRATE P 12/23/2051 | -0.72% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.83% |
| 1.285 R ISWP SOFRRATE P 12/23/2031 | -0.94% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -0.95% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.99% |
| SWPTN SOFR 13WX10Y P 1.8125 USD 06/06/2022 CI | -1.04% |
| 1.95 R ISWP FWD SOFR P 06/15/2032 | -1.95% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2052 | -3.30% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -4.22% |
| FNMA FN30 TBA UMBS 04.0000 06/01/2052 | -4.74% |
| US 2YR NOTE (CBT) SEP22 TUU2 | -44.48% |
| FNMA FN30 TBA UMBS 02.0000 06/01/2052 | 14.48% |
|---|---|
| GNMA GII30 TBA 03.0000 05/01/2052 | 7.58% |
| FNMA FN30 TBA UMBS 05.5000 05/01/2052 | 5.46% |
| FNR 2007-95 A3 00.7066 08/27/2036 | 4.08% |
| TREASURY BILL 00.0000 05/19/2022 | 3.47% |
| TREASURY BILL 00.0000 05/05/2022 | 3.16% |
| TREASURY BILL 00.0000 06/02/2022 | 2.58% |
| 1.85 R ISWP FWD SOFR P 06/15/2027 | 2.54% |
| TREASURY BILL 00.0000 06/07/2022 | 2.33% |
| TREASURY BILL 00.0000 06/09/2022 | 2.27% |
| TREASURY BILL 00.0000 06/16/2022 | 2.13% |
| GNMA GII30 TBA 04.0000 05/01/2052 | 1.81% |
| GNMA GII30 TBA 02.0000 05/01/2052 | 1.80% |
| TREASURY BILL 00.0000 05/26/2022 | 1.77% |
| 1.285 R ISWP SOFRRATE P 12/24/2031 | 1.65% |
| TREASURY BILL 00.0000 05/03/2022 | 1.50% |
| CAS 2017-C05 1B1 04.2679 01/25/2030 | 1.34% |
| MSC 2011-C3 E 144A 05.2545 07/15/2049 | 1.30% |
| FHS 315 PO PO 00.0000 09/15/2043 | 1.19% |
| FNR 2020-62 MI IO 03.5000 05/25/2049 | 1.18% |
| MCAS 2019-01 M10 144A 03.9179 10/15/2049 | 1.07% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 1.06% |
| FHR 5080 IQ IO 03.5000 04/25/2050 | 1.00% |
| TREASURY BILL 00.0000 06/21/2022 | 0.99% |
| BAYV 2006-C 1A3 06.5280 11/28/2036 | 0.96% |
| WFRBS 2012-C9 D 144A 04.9713 11/15/2045 | 0.91% |
| STACR 2019-DNA1 B2 11.4179 01/25/2049 | 0.90% |
| FNMA FN30 TBA UMBS 06.0000 05/01/2052 | 0.84% |
| GNR 2021-8 IP IO 02.5000 01/20/2051 | 0.81% |
| FNR 2021-25 IJ IO 03.5000 05/25/2051 | 0.80% |
| CWL 2007-10 1A1 00.8479 06/25/2047 | 0.78% |
| CAS 2017-C06 2B1 05.1179 02/25/2030 | 0.74% |
| DBUBS 2011-LC3A D 144A 05.5497 08/10/2044 | 0.73% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.71% |
| CAS 2017-C06 1B1 04.8179 02/25/2030 | 0.70% |
| CAS 2017-C07 1B1 04.6679 05/25/2030 | 0.70% |
| FNMA FN30 TBA UMBS 03.5000 06/01/2052 | 0.70% |
| FHR 5071 IV IO 03.0000 12/25/2050 | 0.66% |
| CARR 2006-NC2 A4 00.9079 06/25/2036 | 0.65% |
| 1.80 R ISWP FWD SOFR P 06/15/2024 | 0.65% |
| STACR 2016-DNA3 M3 05.6679 12/25/2028 | 0.64% |
| AHM 2007-1 GA1C 00.8579 05/25/2047 | 0.63% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.63% |
| SWPTN SOFR 3YX2Y P 1.39 USD 12/09/2024 BA | 0.62% |
| CAS 2017-C03 1M2 03.6679 10/25/2029 | 0.60% |
| WFCM 2016-NXS5 D 05.1497 01/15/2059 | 0.60% |
| COMM 2014-CR17 D 144A 05.0089 05/10/2047 | 0.59% |
| GSMS 2014-GC24 D 144A 04.6651 09/10/2047 | 0.59% |
| STACR 2020-DNA4 B2 10.6679 08/25/2050 | 0.57% |
| 1.6545 R ISWP SOFR P 02/01/2052 | 0.57% |
| MSBAM 2015-C23 D 144A 04.2813 07/15/2050 | 0.57% |
| CAS 2016-C03 1B 12.4179 10/25/2028 | 0.56% |
| GSMS 2014-GC18 C 05.2258 01/10/2047 | 0.56% |
| SWPTN 5YX5Y P 1.752 USD 12/14/2026 CI | 0.55% |
| FNR 2019-83 QS IO 05.2821 01/25/2050 | 0.54% |
| OMIR 2018-1A M2 03.5179 07/25/2028 | 0.53% |
| BF0101 03.5000 06/01/2056 | 0.53% |
| CAS 2017-C07 2B1 05.1179 05/25/2030 | 0.52% |
| GNR 2020-138 IB IO 02.5000 09/20/2050 | 0.51% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2052 | 0.51% |
| UBSC 2011-C1 D 144A 06.6543 01/10/2045 | 0.51% |
| STACR 2015-HQA1 B 09.4679 03/25/2028 | 0.50% |
| CAS 2017-C02 2B1 06.1679 09/25/2029 | 0.50% |
| FNR 2016-85 SL IO 05.4321 11/25/2046 | 0.50% |
| CAS 2018-C04 2B1 05.1679 12/25/2030 | 0.48% |
| FHR 5077 NI IO 03.5000 02/25/2051 | 0.45% |
| FHR 5050 IM IO 03.5000 10/25/2050 | 0.45% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.45% |
| 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.44% |
| UBSCM 2012-C1 D 144A 06.0689 05/10/2045 | 0.44% |
| CAS 2020-SBT1 1B1 07.4179 02/25/2040 | 0.44% |
| GNR 2020-175 JI IO 03.5000 11/20/2050 | 0.43% |
| FN BF0091 | 0.43% |
| SWPTN SOFR 6MX10Y P 1.648 USD 09/01/2022 CI | 0.43% |
| JPMCC 2013-LC11 D 04.3028 04/15/2046 | 0.43% |
| COMM 2013-LC13 D 144A 05.4362 08/10/2046 | 0.42% |
| 1.435 R ISWP SOFRRATE P 12/24/2051 | 0.42% |
| STACR 2018-HQA2 B2 11.6679 10/25/2048 | 0.42% |
| WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.41% |
| JPMBB 2013-C14 D 144A 04.6992 08/15/2046 | 0.41% |
| COMM 2012-CR4 B 144A 03.7030 10/15/2045 | 0.40% |
| SPST 2021-16 A1 01.2879 11/07/2022 | 0.40% |
| FNR 2016-83 BS IO 05.4321 11/25/2046 | 0.39% |
| CAS 2017-C01 1M2 04.2179 07/25/2029 | 0.39% |
| CAS 2022-R02 2M2 03.2887 01/25/2042 | 0.39% |
| 1.5415 R ISWP SOFR P 03/09/2032 | 0.39% |
| FHR 5065 DI IO 03.5000 01/25/2051 | 0.39% |
| MRAIT 2020-2 A2 01.6551 08/15/2022 | 0.39% |
| FNMA FN30 AV7052 UMBS 03.5000 03/01/2045 | 0.39% |
| FNR 2020-31 IO IO 04.5000 05/25/2050 | 0.39% |
| MRAIT 2021-8 A2X 01.3806 05/15/2022 | 0.39% |
| FHR 5043 IO IO 05.0000 11/25/2050 | 0.39% |
| JPMBB 2014-C22 C 04.7025 09/15/2047 | 0.38% |
| SPST 2021-10 A 00.0000 08/08/2022 | 0.38% |
| GSMS 2013-GC10 D P/P 144A 04.5474 02/10/2046 | 0.38% |
| 1.5475 R ISWP SOFR P 03/09/2032 | 0.37% |
| 1.085 R ISWP SOFRRATE P 12/23/2026 | 0.37% |
| GNMA GII30 TBA 04.5000 05/01/2052 | 0.37% |
| FHR 3065 DC 18.1976 03/15/2035 | 0.37% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.37% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.36% |
| STACR 2018-DNA2 B1 04.3679 12/25/2030 | 0.36% |
| COMM 2014-CR19 D 144A 04.8536 08/10/2047 | 0.35% |
| FHR 5119 IC IO 04.0000 06/25/2051 | 0.35% |
| GNR 2021-77 SM IO 05.7056 05/20/2051 | 0.34% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.34% |
| CAS 2020-SBT1 1M2 04.3179 02/25/2040 | 0.34% |
| FHR 4980 KI IO 04.5000 06/25/2050 | 0.34% |
| COMM 2013-CR13 D 144A 05.0419 11/10/2046 | 0.33% |
| MSBAM 2014-C19 D 144A 03.2500 12/15/2047 | 0.33% |
| BWAY 2022-26BW F P/P 144A 05.0286 02/10/2044 | 0.32% |
| FNR 2016-81 SA IO 05.4821 11/25/2046 | 0.32% |
| CWALT 2006-OA19 A1 00.7744 02/20/2047 | 0.32% |
| FHR 4915 SD IO 05.3821 09/25/2049 | 0.32% |
| FNR 2018-36 SD IO 05.5821 06/25/2048 | 0.32% |
| MSC 2012-C4 E 144A 05.4255 03/15/2045 | 0.31% |
| GNR 2019-125 SG IO 05.4556 10/20/2049 | 0.31% |
| GNR 2016-H07 PI IO 02.2722 03/20/2066 | 0.30% |
| 2.298 R ISWP FWD SOFR P 04/07/2032 | 0.30% |
| CAS 2018-C06 1B1 04.4179 03/25/2031 | 0.30% |
| SPST 2022-2 A1 01.5760 05/25/2023 | 0.30% |
| GNR 2020-47 SA IO 05.4056 05/20/2044 | 0.30% |
| UBSBB 2012-C4 D 144A 04.6070 12/10/2045 | 0.30% |
| GNR 2021-188 IW IO 03.0000 10/20/2051 | 0.30% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.30% |
| GNR 2020-133 CS IO 05.7056 09/20/2050 | 0.30% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.29% |
| FNR 2020-60 NI IO 04.0000 09/25/2050 | 0.29% |
| GNR 2019-121 SD IO 05.4056 10/20/2049 | 0.29% |
| JPMCC 2011-C3 D 144A 05.7081 02/15/2046 | 0.29% |
| WFRBS 2014-C21 C 04.2340 08/15/2047 | 0.29% |
| GNR 2017-H20 AI IO 02.1867 10/20/2067 | 0.29% |
| STACR 2017-DNA2 M2 04.1179 10/25/2029 | 0.28% |
| 1.679 R ISWP SOFR P 01/21/2052 | 0.28% |
| BMIR 2017-1 M2 144A 04.0179 10/25/2027 | 0.28% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.28% |
| SWPTN SOFR 3MX10Y P 1.769 USD 05/09/2022 GS | 0.28% |
| CGCMT 2012-GC8 C 144A 05.0133 09/10/2045 | 0.27% |
| FNR 2020-96 IO IO 03.0000 01/25/2051 | 0.27% |
| COMM 2015-CR26 D 03.6269 10/10/2048 | 0.27% |
| FNR 2016-8 SA IO 05.3821 03/25/2046 | 0.27% |
| GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.27% |
| GNR 2017-H03 KI IO 02.2103 01/20/2067 | 0.27% |
| FNMA FN30 AV7059 UMBS 03.5000 04/01/2045 | 0.26% |
| JPALT 2006-A6 1A1 00.9879 11/25/2036 | 0.26% |
| BMARK 2019-B13 D 144A 02.5000 08/15/2057 | 0.26% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.26% |
| STACR 2020-HQA3 B1 06.4179 07/25/2050 | 0.26% |
| MSBAM 2013-C12 E 144A 04.9211 10/15/2046 | 0.26% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.26% |
| GSMS 2014-GC22 C 04.8433 06/10/2047 | 0.25% |
| STACR 2019-HQA1 M2 03.0179 02/25/2049 | 0.25% |
| SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | 0.25% |
| FNR 2020-20 IK IO 03.5000 03/25/2050 | 0.25% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.25% |
| GNR 2016-H19 AI IO 02.1673 09/20/2066 | 0.25% |
| FHR 5003 DS IO 05.4321 08/25/2050 | 0.25% |
| GNR 2015-H20 CI IO 01.8046 08/20/2065 | 0.25% |
| BBCMS 2019-C4 E 144A 03.2500 08/15/2052 | 0.25% |
| STACR 2018-HQA2 B1 04.9179 10/25/2048 | 0.25% |
| WFRBS 2012-C9 E 144A 04.9713 11/15/2045 | 0.25% |
| FHR 5018 QI IO 05.0000 10/25/2050 | 0.25% |
| FHR 4326 GS IO 05.4959 04/15/2044 | 0.24% |
| GNMA GN30 AM4380 04.0000 05/15/2045 | 0.24% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.24% |
| STACR 2017-DNA2 B1 05.8179 10/25/2029 | 0.24% |
| CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.24% |
| GNR 2016-H27 GI IO 02.3326 12/20/2066 | 0.24% |
| CAS 2018-C06 2B1 04.7679 03/25/2031 | 0.23% |
| FNR 2019-51 SA IO 05.3821 09/25/2049 | 0.23% |
| JPMCC 2013-C16 D 144A 05.1705 12/15/2046 | 0.23% |
| JPMCC 2017-JP7 D 144A 04.5320 09/15/2050 | 0.23% |
| MWST 2021-2 A 01.4179 04/25/2055 | 0.23% |
| FNR 2016-50 SM IO 05.4321 08/25/2046 | 0.23% |
| CSAIL 2019-C17 D 144A 02.5000 09/15/2052 | 0.22% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.22% |
| WFRBS 2011-C4 E 144A 05.0257 06/15/2044 | 0.22% |
| GNR 2016-H13 IK IO 02.6562 06/20/2066 | 0.22% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.22% |
| CGCMT 2015-P1 C 04.5143 09/15/2048 | 0.22% |
| GNR 2017-H25 CI IO 02.2348 12/20/2067 | 0.21% |
| GNR 2016-H23 NI IO 02.0941 10/20/2066 | 0.21% |
| FHR 4933 SA IO 05.3321 12/25/2049 | 0.21% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.21% |
| CAS 2018-C03 1B1 04.4179 10/25/2030 | 0.21% |
| MSBAM 2013-C9 D 144A 04.2440 05/15/2046 | 0.21% |
| GNR 2015-H22 AI IO 01.6666 09/20/2065 | 0.21% |
| GNR 2015-H14 AI IO 01.9224 06/20/2065 | 0.20% |
| CSAIL 2018-C14 D 144A 05.0875 11/15/2051 | 0.20% |
| FHR 4953 AI IO 04.0000 02/25/2050 | 0.20% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.20% |
| CD 2019-CD8 D 144A 03.0000 08/15/2057 | 0.20% |
| COMM 2014-UBS4 C 04.8064 08/10/2047 | 0.20% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | 0.20% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.20% |
| STACR 2020-HQA3 B2 10.6679 07/25/2050 | 0.20% |
| SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.20% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.20% |
| BMARK 2018-B3 D 144A 03.1872 04/10/2051 | 0.20% |
| GNR 2016-80 SD IO 05.5056 06/20/2046 | 0.20% |
| GNR 2013-87 SA IO 05.6056 06/20/2043 | 0.19% |
| OPTN FN30 4.5 06/06/22 CALL 101.109375 JPMC | 0.19% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.19% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.19% |
| STACR 2019-DNA4 B2 06.9179 10/25/2049 | 0.19% |
| GNR 2018-H01 XI IO 02.1849 01/20/2068 | 0.19% |
| JPMBB 2013-C12 E 144A 04.2280 07/15/2045 | 0.19% |
| GNR 2020-112 MS IO 05.7056 08/20/2050 | 0.18% |
| BANK 2018-BN11 D 144A 03.0000 03/15/2061 | 0.18% |
| GNMA GII30 AI6258 04.5000 05/20/2044 | 0.18% |
| GNR 2016-H24 IO IO 02.1423 09/20/2066 | 0.18% |
| FNR 2017-104 SL IO 05.4821 01/25/2048 | 0.18% |
| GNR 2013-39 IJ IO 04.5000 03/20/2043 | 0.18% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.18% |
| SWPTN SOFR 1YX30Y P 1.724 USD 03/02/2023 CI | 0.18% |
| GNR 2017-H06 MI IO 02.0999 02/20/2067 | 0.18% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.18% |
| FNMA FN30 TBA UMBS 04.0000 06/01/2052 | 0.18% |
| 2.116 R ISWP SOFR P 04/04/2032 | 0.18% |
| FNR 2020-41 SE IO 05.4321 06/25/2050 | 0.18% |
| SWPTN SOFR 3MX10Y P 2.31 USD 06/29/2022 CI | 0.18% |
| FREMF 2019-KF65 B 144A 02.8520 07/25/2029 | 0.18% |
| 0.695 R ISWP SOFRRATE P 12/23/2023 | 0.17% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.17% |
| GSMS 2016-GS2 D 144A 02.7530 05/10/2049 | 0.17% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.17% |
| HMIR 2021-2 B1 144A 04.4387 01/25/2034 | 0.17% |
| GNMA GII30 AH8784 04.5000 06/20/2034 | 0.17% |
| GSMS 2010-C1 D 144A 06.5650 08/10/2043 | 0.17% |
| SWPTN SOFR 15YX20Y P 1.68 USD 02/11/2037 DE | 0.17% |
| 1.737 R ISWP SOFR P 03/11/2032 | 0.17% |
| FNR 2008-24 SP 20.8345 02/25/2038 | 0.17% |
| 2.26 R ISWP SOFR P 03/30/2032 | 0.17% |
| COMM 2014-UBS3 C 04.8960 06/10/2047 | 0.17% |
| 2.2655 R ISWP SOFR P 03/30/2032 | 0.17% |
| GNR 2017-H08 GI IO 01.9123 02/20/2067 | 0.17% |
| MSBAM 2013-C9 C 04.1560 05/15/2046 | 0.17% |
| COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.17% |
| FHR 2976 LC 22.3882 05/15/2035 | 0.17% |
| FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.17% |
| FNR 2017-19 IH IO 05.0000 03/25/2047 | 0.17% |
| SWPTN SOFR 1YX30Y P 1.735 USD 03/03/2023 CI | 0.16% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.16% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.16% |
| GNR 2019-158 AS IO 05.5556 09/16/2043 | 0.16% |
| UBSCM 2012-C1 E 144A 05.0000 05/10/2045 | 0.16% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.16% |
| COMM 2014-CR16 C 05.0827 04/10/2047 | 0.16% |
| SWPTN SOFR 13WX10Y R 1.3125 USD 06/06/2022 CI | 0.15% |
| GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.15% |
| BMARK 2019-B11 D 144A 03.0000 05/15/2052 | 0.15% |
| 2.181 R ISWP SOFR P 04/06/2032 | 0.15% |
| CAS 2016-C04 1B 10.9179 01/25/2029 | 0.15% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.15% |
| MSBAM 2012-C6 G 144A 04.5000 11/15/2045 | 0.15% |
| TPMT 2019-2 A2 03.7500 12/25/2058 | 0.15% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.15% |
| GNR 2015-H23 TI IO 01.9093 09/20/2065 | 0.15% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.15% |
| GNR 2017-156 SL IO 05.6056 10/20/2047 | 0.15% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.15% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.15% |
| GNR 2016-H18 QI IO 01.7003 06/20/2066 | 0.15% |
| WFCM 2019-C50 C 04.3450 05/15/2052 | 0.15% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.14% |
| WFCM 2018-C46 C 05.1556 08/15/2051 | 0.14% |
| WFHET 2007-2 A3 00.8979 04/25/2037 | 0.14% |
| 2.326 R ISWP SOFR P 04/06/2027 | 0.14% |
| GNR 2017-H08 EI IO 01.4595 02/20/2067 | 0.14% |
| GNR 2018-H04 JI IO 01.8559 03/20/2068 | 0.14% |
| WFCM 2019-C54 D 144A 02.5000 12/15/2052 | 0.14% |
| FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.14% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.14% |
| GNR 2019-110 SQ IO 05.4556 09/20/2049 | 0.14% |
| FNR 2018-20 SB IO 05.5821 03/25/2048 | 0.14% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.14% |
| SPST 2021-14 A1 01.3679 12/08/2022 | 0.14% |
| GNR 2016-H17 DI IO 02.1443 07/20/2066 | 0.14% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.14% |
| GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.14% |
| WFCM 2020-C57 C 04.1573 08/15/2053 | 0.14% |
| FNR 2018-47 SA IO 05.5821 07/25/2048 | 0.13% |
| FNR 2019-45 SD IO 05.3821 08/25/2049 | 0.13% |
| GNR 2011-156 SK IO 06.0056 04/20/2038 | 0.13% |
| EMIR 2020-1 B1 144A 03.5179 01/25/2030 | 0.13% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.13% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.13% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | 0.13% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.13% |
| GNR 2017-H04 BI IO 02.1787 02/20/2067 | 0.13% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.13% |
| GNR 2018-H02 IM IO 02.0319 02/20/2068 | 0.13% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.13% |
| FNR 2018-51 BI IO 05.5000 07/25/2038 | 0.13% |
| GNR 2014-182 BI IO 04.0000 01/20/2039 | 0.13% |
| STACR 2019-HQA2 B2 11.9179 04/25/2049 | 0.13% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.13% |
| FHR 4949 WS IO 05.3321 02/25/2050 | 0.13% |
| GNR 2014-H21 AI IO 01.4312 10/20/2064 | 0.13% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.12% |
| OMIR 2019-1A B1B 05.0179 07/25/2029 | 0.12% |
| 2.247 R ISWP SOFR P 04/01/2027 | 0.12% |
| COMM 2017-COR2 D 144A 03.0000 09/10/2050 | 0.12% |
| GNR 2019-35 SE IO 05.5556 01/16/2044 | 0.12% |
| STACR 2019-DNA1 M2 03.3179 01/25/2049 | 0.12% |
| CAS 2019-R01 2B1 05.0179 07/25/2031 | 0.12% |
| GNR 2015-H10 HI IO 01.9852 04/20/2065 | 0.12% |
| SWPTN SOFR 10YX10Y P 1.826 USD 01/13/2032 CI | 0.12% |
| 1.675 R ISWP SOFR P 02/28/2027 | 0.12% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.12% |
| GNR 2014-137 ID IO 05.5000 09/16/2044 | 0.12% |
| GNR 2015-H13 AI IO 01.8013 06/20/2065 | 0.12% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.12% |
| FNR 2005-106 JC 18.0531 12/25/2035 | 0.12% |
| SWPTN SOFR 10YX10Y P 1.99 USD 02/11/2032 CI | 0.12% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.12% |
| GNR 2017-H25 IO IO 01.9008 11/20/2067 | 0.12% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.11% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.11% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.11% |
| FNR 2005-74 NK 24.1607 05/25/2035 | 0.11% |
| CAS 2016-C03 1M2 05.9679 10/25/2028 | 0.11% |
| FNMA FN30 AV7026 UMBS 03.5000 11/01/2044 | 0.11% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.11% |
| GNR 2016-H06 HI IO 02.0672 02/20/2066 | 0.11% |
| GNR 2016-H10 AI IO 01.5689 04/20/2066 | 0.11% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.11% |
| SWPTN SOFR 10YX10Y R 2.135 USD 03/30/2032 DE | 0.11% |
| GNR 2014-H25 BI IO 01.6772 12/20/2064 | 0.11% |
| FNR 2011-4 CS 11.5643 05/25/2040 | 0.11% |
| GNR 2019-56 SK IO 05.5556 05/20/2049 | 0.11% |
| FHR 4436 SC IO 05.5959 02/15/2045 | 0.11% |
| GNMA GII30 AJ8849 03.0000 10/20/2044 | 0.11% |
| GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.11% |
| MWST 2020-2 A 01.4679 11/25/2053 | 0.11% |
| SWPTN SOFR 1YX30Y P 1.75 USD 03/02/2023 CI | 0.11% |
| WAMU 2005-AR8 2AC2 01.5879 07/25/2045 | 0.11% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.10% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.10% |
| JPMCC 2011-C3 E 144A 05.7081 02/15/2046 | 0.10% |
| MWST 2021-1 A 01.1566 02/25/2055 | 0.10% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.10% |
| GNR 2017-H08 NI IO 01.9084 03/20/2067 | 0.10% |
| GNR 2017-H23 BI IO 01.8834 11/20/2067 | 0.10% |
| 2.307 R ISWP SOFR P 03/31/2024 | 0.10% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.10% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.10% |
| GNR 2015-H25 BI IO 01.7060 10/20/2065 | 0.10% |
| OMIR 2019-1A B1A 04.1679 07/25/2029 | 0.10% |
| GNR 2016-H06 DI IO 01.5893 07/20/2065 | 0.10% |
| SWPTN SOFR 15YX10Y P 1.724 USD 01/13/2037 DE | 0.10% |
| FHR 4425 EI IO 04.0000 01/15/2045 | 0.10% |
| GNR 2015-H16 XI IO 01.8780 07/20/2065 | 0.10% |
| CAS 2016-C06 1B 09.9179 04/25/2029 | 0.10% |
| FHR 4136 IQ IO 03.5000 11/15/2042 | 0.10% |
| GNR 2017-H10 MI IO 01.9658 04/20/2067 | 0.10% |
| CAS 2016-C03 2B 13.4179 10/25/2028 | 0.09% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.09% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.09% |
| MSBAM 2013-C10 F 144A 04.2097 07/15/2046 | 0.09% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.09% |
| 2.3825 R ISWP SOFR P 04/11/2032 | 0.09% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.09% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.09% |
| BMIR 2017-1 B1 144A 05.4179 10/25/2027 | 0.09% |
| GNR 2017-H14 JI IO 02.1508 06/20/2067 | 0.09% |
| GNR 2019-100 JS IO 05.5056 08/20/2049 | 0.09% |
| GNR 2013-182 SP IO 06.1056 12/20/2043 | 0.09% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.09% |
| LHOME 2021-RTL1 A1 02.0900 09/25/2026 | 0.09% |
| GNR 2016-H04 HI IO 02.3820 07/20/2065 | 0.09% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.09% |
| FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.09% |
| GNR 2016-H24 KI IO 02.5106 11/20/2066 | 0.09% |
| 2.3265 R ISWP SOFR P 04/06/2027 | 0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.09% |
| GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.09% |
| SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | 0.09% |
| FNR 2007-53 SP 21.7512 06/25/2037 | 0.08% |
| 2.4945 R ISWP SOFR P 04/14/2032 | 0.08% |
| GNR 2015-H04 AI IO 01.5427 12/20/2064 | 0.08% |
| GNR 2017-H09 IO IO 01.9539 04/20/2067 | 0.08% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.08% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.08% |
| GNR 2016-H03 AI IO 01.7169 01/20/2066 | 0.08% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.08% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.08% |
| GNR 2017-H14 LI IO 02.2763 06/20/2067 | 0.08% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.08% |
| GNR 2011-H07 FI IO 01.2380 02/20/2061 | 0.08% |
| MSBAM 2013-C12 D 144A 04.9211 10/15/2046 | 0.08% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.08% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.08% |
| GNMA GII30 BA7681 04.6500 06/20/2067 | 0.08% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.08% |
| GNMA GII30 AY4779 04.4990 03/20/2067 | 0.08% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.08% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.08% |
| CAS 2015-C04 1M2 06.3679 04/25/2028 | 0.08% |
| 1.68 R ISWP FWD SOFR P 02/13/2057 | 0.07% |
| BALTA 2005-8 21A1 02.5502 10/25/2035 | 0.07% |
| GNR 2014-119 SA IO 05.0056 08/20/2044 | 0.07% |
| MSAC 2004-HE9 M2 01.5979 11/25/2034 | 0.07% |
| 1.525 R ISWP SOFRRATE P 12/31/2051 | 0.07% |
| BALTA 2005-10 11A1 01.1679 01/25/2036 | 0.07% |
| HVMLT 2005-2 1A 01.0741 05/19/2035 | 0.07% |
| STACR 2019-DNA3 B2 08.8179 07/25/2049 | 0.07% |
| UBSC 2011-C1 B 144A 06.6543 01/10/2045 | 0.07% |
| RMIR 2020-1 B1 P/P 144A 03.6679 01/25/2030 | 0.07% |
| SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | 0.07% |
| 2.3305 R ISWP SOFR P 04/07/2032 | 0.07% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.07% |
| SWPTN SOFR 10YX10Y P 1.905 USD 01/12/2032 JP | 0.07% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.07% |
| 2.518 R ISWP SOFR P 04/12/2027 | 0.07% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.07% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.07% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.06% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.06% |
| FNR 2006-62 PS 35.8928 07/25/2036 | 0.06% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.06% |
| SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.06% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.06% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.06% |
| FNR 2013-22 PI IO 03.5000 10/25/2042 | 0.06% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.06% |
| GNR 2016-H04 KI IO 01.6227 02/20/2066 | 0.06% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.06% |
| SAMI 2006-AR7 A1BG 00.7879 08/25/2036 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.06% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.06% |
| STACR 2015-DNA3 B 10.0179 04/25/2028 | 0.06% |
| STACR 2019-FTR3 B2 05.2566 09/25/2047 | 0.06% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.06% |
| CAS 2020-R01 1B1 03.9179 01/25/2040 | 0.06% |
| FNR 2006-8 HP 22.1179 03/25/2036 | 0.06% |
| GNMA GN30 AE8022 04.5000 12/15/2043 | 0.06% |
| FHR 2990 LB 15.5294 06/15/2034 | 0.06% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.06% |
| STACR 2019-DNA2 B2 11.1679 03/25/2049 | 0.06% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.05% |
| GNMA GII30 609117 04.5000 02/20/2044 | 0.05% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.05% |
| CAS 2020-R02 2B1 03.6679 01/25/2040 | 0.05% |
| SWPTN SOFR 2YX5Y R 1.7 USD 01/11/2024 JP | 0.05% |
| CAS 2016-C05 2M2 05.1179 01/25/2029 | 0.05% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.05% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.05% |
| 1.7674 R ISWP SOFR P 02/29/2052 | 0.05% |
| FHR 3408 EK 23.5633 04/15/2037 | 0.05% |
| GNR 2015-H23 DI IO 01.8535 09/20/2065 | 0.05% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.05% |
| CAS 2018-C01 1M2 02.9179 07/25/2030 | 0.05% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.05% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.05% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.05% |
| STACR 2017-HQA2 B1 05.4179 12/25/2029 | 0.05% |
| STACR 2019-DNA2 M2 03.1179 03/25/2049 | 0.05% |
| 2.3535 R ISWP SOFR P 03/30/2027 | 0.05% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.05% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.04% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.04% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.04% |
| SWPTN SOFR 10YX10Y P 1.8225 USD 01/13/2032 WE | 0.04% |
| GNMA GII30 AJ4182 04.5000 09/20/2044 | 0.04% |
| GNMA GII30 AW8447 04.3300 05/20/2067 | 0.04% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.04% |
| GNR 2016-H24 JI IO 01.9725 11/20/2066 | 0.04% |
| FNMA FN30 AV7020 UMBS 03.5000 10/01/2044 | 0.04% |
| SWPTN SOFR 7YX30Y P 1.405 USD 12/14/2028 BA | 0.04% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.04% |
| GNR 2014-100 NI IO 04.0000 06/20/2043 | 0.04% |
| SWPTN SOFR 10YX30Y P 1.544 USD 01/12/2032 JP | 0.04% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.04% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | 0.04% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.04% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.04% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.04% |
| GNR 2015-H24 HI IO 02.0851 09/20/2065 | 0.04% |
| 2.1015 R ISWP SOFR P 04/07/2052 | 0.04% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.04% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.04% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.04% |
| GNMA GII30 609118 04.5000 02/20/2034 | 0.04% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.04% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.04% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 JP | 0.03% |
| GNMA GII30 635065 04.5000 03/20/2046 | 0.03% |
| GNMA GN30 AG8989 04.5000 05/15/2044 | 0.03% |
| 2.61725 R ISWP SOFR P 04/20/2032 | 0.03% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.03% |
| FNR 2012-114 NI IO 03.5000 10/25/2041 | 0.03% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% |
| GNMA GII30 AQ6653 04.5000 09/20/2045 | 0.03% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.03% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| 2.469 R ISWP SOFR P 04/07/2027 | 0.03% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.03% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | 0.03% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.03% |
| GNMA GN30 AG8984 04.5000 05/15/2044 | 0.03% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.03% |
| 2.436 R ISWP FWD SOFR P 04/19/2027 | 0.03% |
| 2.5515 R ISWP SOFR P 04/27/2032 | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.03% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.03% |
| GNR 2014-174 AI IO 03.0000 11/16/2029 | 0.03% |
| SWPTN SOFR 1YX2Y P 2.94 USD 04/27/2023 BA | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.03% |
| SWPTN SOFR 3YX2Y R 1.62 USD 01/13/2025 WE | 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 GN30 704478 04.5000 04/15/2039 | 0.03% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| FHR 4019 JI IO 04.0000 05/15/2041 | 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% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.02% |
| GNMA GII30 AO7326 04.6610 09/20/2065 | 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-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.02% |
| 2.483 R ISWP SOFR P 04/14/2027 | 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% |
| 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% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 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-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| GNR 2020-15 CS IO 05.4556 02/20/2050 | 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 MS | 0.02% |
| GNMA GII30 AJ6287 04.0000 09/20/2044 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% |
| GNMA GII30 AL8543 04.0000 02/20/2045 | 0.02% |
| JPMCC 2011-C4 C 144A 05.5739 07/15/2046 | 0.02% |
| OPTN FN30 4.5 05/05/22 CALL 102.5 JPMC | 0.02% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.02% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| FHLMC FR30 ZS0468 UMBS 07.5000 10/01/2029 | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.02% |
| FNR 2008-53 DO PO 00.0000 07/25/2038 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | 0.02% |
| 1.724 R ISWP FWD SOFR P 01/15/2047 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.02% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| GNMA GII30 AK1223 04.0000 02/20/2045 | 0.02% |
| GNMA GII30 AO8363 04.0000 09/20/2045 | 0.02% |
| GNMA GII30 AO8415 04.0000 10/20/2045 | 0.02% |
| SWPTN SOFR 5YX10Y R 1.81 USD 01/12/2027 JP | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 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% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.01% |
| 2.45 R ISWP SOFR P 04/07/2024 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.01% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.01% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| GNR 2010-20 SC IO 05.5556 02/20/2040 | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 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 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FNW 1998-W2 X IO 00.4556 06/25/2028 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.01% |
| 2.3205 R ISWP FWD SOFR P 04/18/2024 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.01% |
| GNMA GII30 AJ4184 04.5000 09/20/2044 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNR 2019-99 KS IO 05.4556 08/20/2049 | 0.01% |
| FNMA FN30 AA2892 UMBS 04.5000 03/01/2039 | 0.01% |
| FNR 2011-123 KS IO 05.9321 10/25/2041 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.01% |
| SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | 0.01% |
| 2.777 R ISWP SOFR P 04/26/2024 | 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 MS | 0.01% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.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 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 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 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% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| 2.405 R ISWP SOFR P 04/14/2024 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| FNMA FN30 BC0390 UMBS 04.5000 12/01/2045 | 0.01% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNR 2019-78 SJ IO 05.4556 06/20/2049 | 0.01% |
| 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% |
| 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 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 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 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| GNMA GII30 2987 07.5000 10/20/2030 | 0.00% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.00% |
| GNR 2015-24 AI IO 03.5000 12/20/2037 | 0.00% |
| OPTN FN30 3.0 05/05/22 CALL 96.40625 JPMC | 0.00% |
| OPTN FN30 4.0 05/05/22 CALL 100.71875 JPMC | 0.00% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.00% |
| BSCMS 2007-T26 AJ 05.5660 01/12/2045 | 0.00% |
| CAS 2019-R01 2M2 03.1179 07/25/2031 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| FSPC T-59 1AX IO 00.2797 10/25/2043 | 0.00% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.00% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 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% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FNMA FN30 AY3392 UMBS 04.0000 04/01/2045 | 0.00% |
| FNW 1998-W5 X IO 00.0480 07/25/2028 | 0.00% |
| FNW 2003-W3 1A4 03.5075 08/25/2042 | 0.00% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.00% |
| 2.70 R ISWP SOFR P 04/26/2032 | 0.00% |
| 2.731 R ISWP SOFR P 04/26/2027 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| FHLMC FR30 ZS1526 UMBS 04.5000 06/01/2037 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNR 2001-50 BI IO 00.3784 10/25/2041 | 0.00% |
| FNR 2008-36 OV PO 00.0000 01/25/2036 | 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 2003-W14 2A 03.6411 01/25/2043 | 0.00% |
| FSPC T-57 2A1 03.4387 07/25/2043 | 0.00% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.00% |
| 2.459 R ISWP SOFR P 04/22/2052 | 0.00% |
| 2.703 R ISWP SOFR P 04/25/2024 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| FNMA FN30 AY1318 UMBS 04.0000 03/01/2045 | 0.00% |
| FNR 2001-79 BI IO 00.2613 03/25/2045 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.00% |
| FNW 2004-W2 4A 02.9377 02/25/2044 | 0.00% |
| FNW 2004-W7 A2 03.4718 03/25/2034 | 0.00% |
| FSPC T-59 2A1 03.2963 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4462 11/15/2028 | 0.00% |
| GNMA GIIARM 8913 01.6250 07/20/2026 | 0.00% |
| OPTN FN30 3.5 05/05/22 CALL 98.85546875 JPMC | 0.00% |
| OPTN GII30 3.5 05/05/22 CALL 99.4375 JPMC | 0.00% |
| SWPTN SOFR 3MX10Y P 3.235 USD 07/22/2022 DE | 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.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-.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% |
| 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% |
| GNMA GN30 497455 06.0000 01/15/2029 | 0.00% |
| GNMA GN30 645703 05.5000 08/15/2035 | 0.00% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| 2.704 R ISWP SOFR P 04/25/2032 | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -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 3YX10Y R 1.512 USD 08/30/2022 MS | -0.00% |
| 2.723 R ISWP SOFR P 04/26/2027 | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -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.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 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.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | -0.00% |
| SWPTN SOFR 3MX10Y R 2.235 USD 07/22/2022 DE | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 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.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.00% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.00% |
| 2.6675 R ISWP SOFR P 05/02/2027 | -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% |
| 2.451 R ISWP FWD SOFR P 04/18/2032 | -0.01% |
| 2.4965 R ISWP SOFR P 04/14/2032 | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -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 ML | -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 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | -0.01% |
| 2.612 R ISWP SOFR P 04/21/2027 | -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-.14 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 CG | -0.01% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.01% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 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 GS | -0.01% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 MS | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| 2.6125 R ISWP SOFR P 04/25/2032 | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.02% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.02% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.02% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 MS | -0.02% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
| 2.483 R ISWP SOFR P 04/12/2032 | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.02% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | -0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.02% |
| SWPTN SOFR 10YX10Y R 1.8225 USD 01/13/2032 WE | -0.02% |
| 2.5355 R ISWP SOFR P 04/29/2027 | -0.02% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.02% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.02% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | -0.02% |
| SWPTN 10YX10Y R 1.985 USD 01/29/2031 JP | -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.7 2047-01-17 500.0 01/17/2047 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.02% |
| SWPTN SOFR 7YX30Y R 1.405 USD 12/14/2028 BA | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.03% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.03% |
| 2.685 R ISWP FWD SOFR P 05/02/2027 | -0.03% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.03% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 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 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | -0.03% |
| SWPTN SOFR 10YX10Y R 1.905 USD 01/12/2032 JP | -0.03% |
| SWPTN SOFR 10YX30Y R 1.544 USD 01/12/2032 JP | -0.03% |
| SWPTN SOFR 1YX2Y P 3.69 USD 04/27/2023 BA | -0.03% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.03% |
| 2.5845 R ISWP SOFR P 04/20/2032 | -0.03% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.03% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 10YX10Y R 2.031 USD 02/03/2031 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 GS | -0.03% |
| SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | -0.03% |
| 2.3375 R ISWP SOFR P 04/05/2027 | -0.04% |
| 2.299 R ISWP SOFR P 04/01/2027 | -0.04% |
| 2.461 R ISWP SOFR P 04/11/2027 | -0.04% |
| CMB CMBX.NA.BB.14 2072-12-16 500.0 12/16/2072 CG | -0.04% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| SWPTN SOFR 5YX10Y P 1.81 USD 01/12/2027 JP | -0.04% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 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 2YX30Y R 1.715 USD 02/01/2023 UB | -0.04% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.04% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | -0.04% |
| SWPTN SOFR 15YX10Y R 1.724 USD 01/13/2037 DE | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| 2.3395 R ISWP SOFR P 04/14/2052 | -0.05% |
| 1.47709 R ISWP SOFR P 02/29/2024 | -0.05% |
| 2.2995 R ISWP SOFR P 03/30/2024 | -0.05% |
| 2.3365 R ISWP SOFR P 03/31/2027 | -0.05% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.05% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.05% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| SWPTN SOFR 10YX10Y R 1.826 USD 01/13/2032 CI | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% |
| SWPTN SOFR 1YX30Y R 1.75 USD 03/02/2023 CI | -0.06% |
| SWPTN SOFR 3MX10Y R 1.769 USD 05/09/2022 GS | -0.06% |
| 1.135 R ISWP SOFRRATE P 12/31/2026 | -0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.07% |
| SWPTN SOFR 10YX10Y R 1.99 USD 02/11/2032 CI | -0.07% |
| 2.4785 R ISWP FWD SOFR P 04/18/2032 | -0.07% |
| 2.382 R ISWP SOFR P 04/06/2024 | -0.07% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.08% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.08% |
| SWPTN SOFR 1YX30Y R 1.735 USD 03/03/2023 CI | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | -0.08% |
| SWPTN 5YX10Y R 1.805 USD 12/14/2026 JP | -0.08% |
| OPTN GII30 3.5 05/05/22 PUT 99.4375 JPMC | -0.08% |
| 1.75 R ISWP SOFR P 02/29/2032 | -0.09% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.09% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.09% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.09% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.09% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.09% |
| SWPTN SOFR 1YX30Y R 1.724 USD 03/02/2023 CI | -0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.11% |
| 1.096 R ISWP SOFRRATE P 12/24/2026 | -0.11% |
| 2.3665 R ISWP SOFR P 04/07/2027 | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.11% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.11% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.12% |
| 1.9575 R ISWP US0003M P 03/07/2032 | -0.12% |
| SWPTN SOFR 10YX10Y P 2.135 USD 03/30/2032 DE | -0.12% |
| SWPTN SOFR 6MX10Y R 1.648 USD 09/01/2022 CI | -0.13% |
| SWPTN SOFR 15YX20Y R 1.68 USD 02/11/2037 DE | -0.13% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.14% |
| SWPTN SOFR 3MX10Y R 2.31 USD 06/29/2022 CI | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.15% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.15% |
| SWPTN SOFR 3YX2Y P 1.62 USD 01/13/2025 WE | -0.15% |
| OPTN FN30 4.5 06/06/22 PUT 101.109375 JPMC | -0.15% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.16% |
| SWPTN SOFR 3YX2Y R 1.39 USD 12/09/2024 BA | -0.16% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | -0.16% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | -0.16% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.16% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.18% |
| 2.288 R ISWP SOFR P 03/31/2027 | -0.18% |
| SWPTN SOFR 2YX5Y P 1.7 USD 01/11/2024 JP | -0.18% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.19% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.19% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.20% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.20% |
| SWPTN 5YX5Y R 1.752 USD 12/14/2026 CI | -0.20% |
| OPTN FN30 3.5 05/05/22 PUT 98.85546875 JPMC | -0.20% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.20% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.20% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.24% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.24% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.25% |
| OPTN FN30 4.0 05/05/22 PUT 100.71875 JPMC | -0.25% |
| 2.05 R ISWP FWD SOFR P 06/15/2052 | -0.26% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.29% |
| OPTN FN30 3.0 05/05/22 PUT 96.40625 JPMC | -0.29% |
| SWPTN SOFR 13WX10Y R 1.5625 USD 06/06/2022 CI | -0.30% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.30% |
| 1.626 R ISWP SOFR P 01/19/2052 | -0.32% |
| OPTN FN30 4.5 05/05/22 PUT 102.5 JPMC | -0.32% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.32% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.32% |
| 2.2675 R ISWP SOFR P 03/30/2032 | -0.33% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.34% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.36% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.37% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.38% |
| SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.42% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.42% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.42% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.43% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.46% |
| 1.86 R ISWP FWD SOFR P 02/24/2052 | -0.57% |
| SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | -0.60% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.64% |
| 1.437 R ISWP SOFRRATE P 12/23/2051 | -0.66% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.68% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.71% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.73% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.81% |
| 1.285 R ISWP SOFRRATE P 12/23/2031 | -0.98% |
| SWPTN SOFR 13WX10Y P 1.8125 USD 06/06/2022 CI | -1.12% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -1.20% |
| 1.95 R ISWP FWD SOFR P 06/15/2032 | -2.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -4.60% |
| US 2YR NOTE (CBT) JUN22 TUM2 | -50.60% |
| FNMA FN30 TBA UMBS 04.5000 05/01/2052 | 16.85% |
|---|---|
| GNMA GII30 TBA 03.0000 04/01/2052 | 7.46% |
| FNMA FN30 TBA UMBS 05.5000 04/01/2052 | 5.27% |
| FNMA FN30 TBA UMBS 04.0000 05/01/2052 | 5.24% |
| FNR 2007-95 A3 00.4369 08/27/2036 | 3.91% |
| FNMA FN30 TBA UMBS 02.0000 05/01/2052 | 3.34% |
| TREASURY BILL 00.0000 05/19/2022 | 3.29% |
| TREASURY BILL 00.0000 05/05/2022 | 3.02% |
| TREASURY BILL 00.0000 06/09/2022 | 2.98% |
| TREASURY BILL 00.0000 06/02/2022 | 2.45% |
| CASH MGMT BILL 00.0000 06/07/2022 | 2.21% |
| GNMA GII30 TBA 02.0000 04/01/2052 | 1.80% |
| GNMA GII30 TBA 04.0000 04/01/2052 | 1.75% |
| TREASURY BILL 00.0000 05/26/2022 | 1.72% |
| CARR 2006-NC2 A4 00.6966 06/25/2036 | 1.46% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 1.42% |
| TREASURY BILL 00.0000 05/03/2022 | 1.42% |
| CAS 2017-C05 1B1 04.0566 01/25/2030 | 1.29% |
| MSC 2011-C3 E 144A 05.0861 07/15/2049 | 1.22% |
| FHS 315 PO PO 00.0000 09/15/2043 | 1.20% |
| 1.85 R ISWP FWD SOFR P 06/15/2027 | 1.16% |
| TREASURY BILL 00.0000 04/21/2022 | 1.13% |
| FNR 2020-62 MI IO 03.5000 05/25/2049 | 1.09% |
| MCAS 2019-01 M10 144A 03.7066 10/15/2049 | 1.01% |
| TREASURY BILL 00.0000 04/26/2022 | 1.00% |
| 1.285 R ISWP SOFRRATE P 12/24/2031 | 0.95% |
| BAYV 2006-C 1A3 06.5280 11/28/2036 | 0.92% |
| FHR 5080 IQ IO 03.5000 04/25/2050 | 0.88% |
| WFRBS 2012-C9 D 144A 04.8184 11/15/2045 | 0.88% |
| TREASURY BILL 00.0000 04/07/2022 | 0.88% |
| STACR 2019-DNA1 B2 11.2066 01/25/2049 | 0.83% |
| FNMA FN30 TBA UMBS 06.0000 04/01/2052 | 0.81% |
| CWL 2007-10 1A1 00.6366 06/25/2047 | 0.76% |
| GNR 2021-8 IP IO 02.5000 01/20/2051 | 0.72% |
| SPST 2021-6 A 01.2549 04/25/2022 | 0.72% |
| UBSCM 2012-C1 D 144A 05.8400 05/10/2045 | 0.72% |
| FNR 2021-25 IJ IO 03.5000 05/25/2051 | 0.70% |
| DBUBS 2011-LC3A D 144A 05.3887 08/10/2044 | 0.70% |
| CAS 2017-C06 2B1 04.9066 02/25/2030 | 0.70% |
| CAS 2017-C07 1B1 04.4566 05/25/2030 | 0.66% |
| CAS 2017-C06 1B1 04.6066 02/25/2030 | 0.65% |
| STACR 2016-DNA3 M3 05.4566 12/25/2028 | 0.64% |
| FHR 5071 IV IO 03.0000 12/25/2050 | 0.61% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.60% |
| CAS 2017-C03 1M2 03.4566 10/25/2029 | 0.59% |
| AHM 2007-1 GA1C 00.6466 05/25/2047 | 0.58% |
| GSMS 2014-GC18 C 05.0876 01/10/2047 | 0.57% |
| JPMBB 2014-C23 D 144A 03.9805 09/15/2047 | 0.57% |
| COMM 2014-CR17 D 144A 04.8480 05/10/2047 | 0.56% |
| GSMS 2014-GC24 D 144A 04.5332 09/10/2047 | 0.56% |
| FNR 2019-83 QS IO 05.4934 01/25/2050 | 0.55% |
| MSBAM 2015-C23 D 144A 04.1438 07/15/2050 | 0.55% |
| FNR 2016-85 SL IO 05.6434 11/25/2046 | 0.55% |
| STACR 2020-DNA4 B2 10.4566 08/25/2050 | 0.55% |
| CAS 2016-C03 1B 12.2066 10/25/2028 | 0.55% |
| BF0101 03.5000 06/01/2056 | 0.53% |
| OMIR 2018-1A M2 03.3066 07/25/2028 | 0.50% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.48% |
| CAS 2017-C07 2B1 04.9066 05/25/2030 | 0.48% |
| STACR 2015-HQA1 B 09.2566 03/25/2028 | 0.48% |
| UBSC 2011-C1 D 144A 06.2654 01/10/2045 | 0.48% |
| CAS 2017-C02 2B1 05.9566 09/25/2029 | 0.47% |
| STACR 2018-HQA1 M2 02.7566 09/25/2030 | 0.47% |
| GNR 2020-138 IB IO 02.5000 09/20/2050 | 0.46% |
| JPMBB 2013-C14 D 144A 04.5485 08/15/2046 | 0.45% |
| CAS 2018-C04 2B1 04.9566 12/25/2030 | 0.44% |
| FNR 2016-83 BS IO 05.6434 11/25/2046 | 0.44% |
| FN BF0091 | 0.43% |
| FHR 5077 NI IO 03.5000 02/25/2051 | 0.42% |
| FHR 5050 IM IO 03.5000 10/25/2050 | 0.41% |
| JPMCC 2013-LC11 D 04.1649 04/15/2046 | 0.41% |
| CAS 2020-SBT1 1B1 07.2066 02/25/2040 | 0.41% |
| COMM 2013-LC13 D 144A 05.2621 08/10/2046 | 0.40% |
| WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.40% |
| GNR 2020-175 JI IO 03.5000 11/20/2050 | 0.40% |
| STACR 2018-HQA2 B2 11.4566 10/25/2048 | 0.40% |
| 1.80 R ISWP FWD SOFR P 06/15/2024 | 0.39% |
| MRAIT 2020-11 A1X 02.0966 04/22/2022 | 0.39% |
| CAS 2017-C01 1M2 04.0066 07/25/2029 | 0.38% |
| FNMA FN30 AV7052 UMBS 03.5000 03/01/2045 | 0.38% |
| COMM 2012-CR4 B 144A 03.7030 10/15/2045 | 0.38% |
| SPST 2021-16 A1 00.7293 11/07/2022 | 0.38% |
| MRAIT 2020-2 A2 01.4306 08/15/2022 | 0.37% |
| JPMBB 2014-C22 C 04.5540 09/15/2047 | 0.37% |
| MRAIT 2021-8 A2X 01.3806 05/15/2022 | 0.37% |
| CAS 2022-R02 2M2 03.0990 01/25/2042 | 0.37% |
| MRAIT 2021-EBO1 A2X 01.9806 04/15/2022 | 0.36% |
| FNR 2020-31 IO IO 04.5000 05/25/2050 | 0.36% |
| FNR 2016-81 SA IO 05.6934 11/25/2046 | 0.36% |
| SPST 2021-10 A 00.0000 08/08/2022 | 0.36% |
| FHR 5065 DI IO 03.5000 01/25/2051 | 0.36% |
| WFCM 2016-NXS5 D 04.9844 01/15/2059 | 0.36% |
| FHR 3065 DC 18.6703 03/15/2035 | 0.36% |
| GSMS 2013-GC10 D P/P 144A 04.4018 02/10/2046 | 0.36% |
| GNMA GII30 TBA 04.5000 04/01/2052 | 0.36% |
| FHR 5043 IO IO 05.0000 11/25/2050 | 0.35% |
| SWPTN SOFR 3YX2Y P 1.39 USD 12/09/2024 BA | 0.35% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.35% |
| FNR 2018-36 SD IO 05.7934 06/25/2048 | 0.35% |
| FHR 4915 SD IO 05.5934 09/25/2049 | 0.35% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.35% |
| STACR 2018-DNA2 B1 04.1566 12/25/2030 | 0.34% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.34% |
| GNR 2019-125 SG IO 05.6014 10/20/2049 | 0.34% |
| 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.34% |
| COMM 2014-CR19 D 144A 04.7046 08/10/2047 | 0.34% |
| FNMA FN30 TBA UMBS 03.0000 05/01/2052 | 0.34% |
| GNR 2021-77 SM IO 05.8514 05/20/2051 | 0.34% |
| GNR 2020-47 SA IO 05.5514 05/20/2044 | 0.32% |
| BWAY 2022-26BW F P/P 144A 04.8664 02/10/2044 | 0.32% |
| CAS 2020-SBT1 1M2 04.1066 02/25/2040 | 0.32% |
| FHR 5119 IC IO 04.0000 06/25/2051 | 0.32% |
| MSBAM 2014-C19 D 144A 03.2500 12/15/2047 | 0.32% |
| COMM 2013-CR13 D 144A 04.8805 11/10/2046 | 0.32% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.31% |
| CWALT 2006-OA19 A1 00.6286 02/20/2047 | 0.31% |
| GNR 2019-121 SD IO 05.5514 10/20/2049 | 0.31% |
| FHR 4980 KI IO 04.5000 06/25/2050 | 0.31% |
| BMIR 2017-1 M2 144A 03.8066 10/25/2027 | 0.30% |
| GNR 2016-H07 PI IO 02.2664 03/20/2066 | 0.30% |
| GNR 2020-133 CS IO 05.8514 09/20/2050 | 0.30% |
| MSC 2012-C4 E 144A 05.4667 03/15/2045 | 0.29% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.29% |
| CAS 2018-C06 1B1 04.2066 03/25/2031 | 0.29% |
| FNR 2016-8 SA IO 05.5934 03/25/2046 | 0.28% |
| UBSBB 2012-C4 D 144A 04.4605 12/10/2045 | 0.28% |
| STACR 2017-DNA2 M2 03.9066 10/25/2029 | 0.28% |
| GNR 2017-H20 AI IO 02.1867 10/20/2067 | 0.28% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.28% |
| JPMCC 2011-C3 D 144A 05.5249 02/15/2046 | 0.28% |
| GNR 2021-188 IW IO 03.0000 10/20/2051 | 0.28% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.27% |
| GNR 2017-H03 KI IO 02.2183 01/20/2067 | 0.27% |
| FHR 4326 GS IO 05.6534 04/15/2044 | 0.26% |
| GNR 2016-H19 AI IO 02.1710 09/20/2066 | 0.26% |
| COMM 2015-CR26 D 03.4784 10/10/2048 | 0.26% |
| FNMA FN30 AV7059 UMBS 03.5000 04/01/2045 | 0.26% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.26% |
| SWPTN 5YX5Y P 1.752 USD 12/14/2026 CI | 0.26% |
| GNR 2015-H20 CI IO 01.8108 08/20/2065 | 0.26% |
| BMARK 2019-B13 D 144A 02.5000 08/15/2057 | 0.26% |
| FNR 2020-60 NI IO 04.0000 09/25/2050 | 0.26% |
| FHR 5003 DS IO 05.6434 08/25/2050 | 0.26% |
| GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.26% |
| 1.085 R ISWP SOFRRATE P 12/23/2026 | 0.25% |
| JPALT 2006-A6 1A1 00.7766 11/25/2036 | 0.25% |
| FNR 2016-50 SM IO 05.6434 08/25/2046 | 0.25% |
| FNR 2020-96 IO IO 03.0000 01/25/2051 | 0.24% |
| MSBAM 2013-C12 E 144A 04.7634 10/15/2046 | 0.24% |
| BBCMS 2019-C4 E 144A 03.2500 08/15/2052 | 0.24% |
| GNR 2016-H27 GI IO 02.3336 12/20/2066 | 0.24% |
| GNR 2015-H14 AI IO 01.9263 06/20/2065 | 0.24% |
| STACR 2019-HQA1 M2 02.8066 02/25/2049 | 0.24% |
| GSMS 2014-GC22 C 04.6877 06/10/2047 | 0.24% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.24% |
| GNMA GN30 AM4380 04.0000 05/15/2045 | 0.24% |
| STACR 2020-HQA3 B1 06.2066 07/25/2050 | 0.24% |
| STACR 2018-HQA2 B1 04.7066 10/25/2048 | 0.23% |
| WFRBS 2012-C9 E 144A 04.8184 11/15/2045 | 0.23% |
| 1.6545 R ISWP SOFR P 02/01/2052 | 0.23% |
| FNR 2019-51 SA IO 05.5934 09/25/2049 | 0.23% |
| FREMF 2019-KF66 B 144A 02.6414 07/25/2029 | 0.23% |
| GNR 2016-H23 NI IO 02.0966 10/20/2066 | 0.23% |
| GNR 2015-H22 AI IO 01.6687 09/20/2065 | 0.23% |
| 1.435 R ISWP SOFRRATE P 12/24/2051 | 0.22% |
| FHR 5018 QI IO 05.0000 10/25/2050 | 0.22% |
| GNR 2017-H25 CI IO 02.2337 12/20/2067 | 0.22% |
| STACR 2017-DNA2 B1 05.6066 10/25/2029 | 0.22% |
| CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.22% |
| CSAIL 2019-C17 D 144A 02.5000 09/15/2052 | 0.22% |
| JPMCC 2017-JP7 D 144A 04.3897 09/15/2050 | 0.22% |
| JPMCC 2013-C16 D 144A 05.0083 12/15/2046 | 0.22% |
| FNR 2020-20 IK IO 03.5000 03/25/2050 | 0.22% |
| CAS 2018-C06 2B1 04.5566 03/25/2031 | 0.22% |
| WFCM 2015-C30 D 144A 04.4990 09/15/2058 | 0.22% |
| CGCMT 2012-GC8 C 144A 04.8849 09/10/2045 | 0.22% |
| MWST 2021-2 A 01.2066 04/25/2055 | 0.22% |
| FREMF 2019-KF65 B 144A 02.6414 07/25/2029 | 0.21% |
| MSBAM 2015-C22 C 04.2096 04/15/2048 | 0.21% |
| FHR 4933 SA IO 05.5434 12/25/2049 | 0.21% |
| GNR 2016-80 SD IO 05.6514 06/20/2046 | 0.21% |
| GNR 2016-H13 IK IO 02.6546 06/20/2066 | 0.21% |
| GNR 2013-87 SA IO 05.7514 06/20/2043 | 0.21% |
| CGCMT 2015-P1 C 04.3692 09/15/2048 | 0.21% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.21% |
| WFRBS 2011-C4 E 144A 04.8879 06/15/2044 | 0.21% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.21% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.20% |
| CSAIL 2018-C14 D 144A 04.9239 11/15/2051 | 0.20% |
| CD 2019-CD8 D 144A 03.0000 08/15/2057 | 0.20% |
| MSBAM 2013-C9 D 144A 04.1083 05/15/2046 | 0.20% |
| CAS 2018-C03 1B1 04.2066 10/25/2030 | 0.20% |
| FNR 2017-104 SL IO 05.6934 01/25/2048 | 0.20% |
| COMM 2014-UBS4 C 04.6500 08/10/2047 | 0.19% |
| GNR 2018-H01 XI IO 02.1861 01/20/2068 | 0.19% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.19% |
| GNR 2017-H06 MI IO 02.0975 02/20/2067 | 0.19% |
| 1.5415 R ISWP SOFR P 03/09/2032 | 0.19% |
| GNR 2020-112 MS IO 05.8514 08/20/2050 | 0.19% |
| FHR 4953 AI IO 04.0000 02/25/2050 | 0.19% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.19% |
| STACR 2020-HQA3 B2 10.4566 07/25/2050 | 0.19% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.19% |
| FNR 2020-41 SE IO 05.6434 06/25/2050 | 0.18% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.18% |
| GNR 2016-H24 IO IO 02.1468 09/20/2066 | 0.18% |
| 1.5475 R ISWP SOFR P 03/09/2032 | 0.18% |
| STACR 2019-DNA4 B2 06.7066 10/25/2049 | 0.18% |
| FNR 2008-24 SP 21.6092 02/25/2038 | 0.18% |
| GNMA GII30 AI6258 04.5000 05/20/2044 | 0.18% |
| COMM 2018-COR3 C 04.5602 05/10/2051 | 0.18% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.18% |
| JPMBB 2013-C12 E 144A 04.0946 07/15/2045 | 0.18% |
| GNR 2013-39 IJ IO 04.5000 03/20/2043 | 0.17% |
| GNR 2019-158 AS IO 05.7194 09/16/2043 | 0.17% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.17% |
| GSMS 2016-GS2 D 144A 02.7530 05/10/2049 | 0.17% |
| MWST 2020-2 A 01.2566 11/25/2053 | 0.17% |
| SWPTN SOFR 6MX10Y P 1.648 USD 09/01/2022 CI | 0.17% |
| GNMA GII30 AH8784 04.5000 06/20/2034 | 0.17% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.17% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2052 | 0.17% |
| GNR 2017-H08 GI IO 02.5280 02/20/2067 | 0.17% |
| BMARK 2018-B3 D 144A 03.0365 04/10/2051 | 0.17% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.17% |
| HMIR 2021-2 B1 144A 04.2490 01/25/2034 | 0.17% |
| GNR 2016-H18 QI IO 02.0602 06/20/2066 | 0.16% |
| COMM 2014-UBS2 C 04.9784 03/10/2047 | 0.16% |
| FNR 2017-19 IH IO 05.0000 03/25/2047 | 0.16% |
| GSMS 2010-C1 D 144A 06.5254 08/10/2043 | 0.16% |
| COMM 2014-UBS3 C 04.7377 06/10/2047 | 0.16% |
| FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.16% |
| FHR 2976 LC 22.9659 05/15/2035 | 0.16% |
| FNR 2018-20 SB IO 05.7934 03/25/2048 | 0.16% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.16% |
| MSBAM 2013-C9 C 04.0203 05/15/2046 | 0.16% |
| BBCMS 2019-C3 D 144A 03.0000 05/15/2052 | 0.16% |
| COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.16% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.16% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.15% |
| GNR 2017-156 SL IO 05.7514 10/20/2047 | 0.15% |
| GNR 2015-H23 TI IO 01.9052 09/20/2065 | 0.15% |
| GNR 2019-110 SQ IO 05.6014 09/20/2049 | 0.15% |
| BMARK 2019-B11 D 144A 03.0000 05/15/2052 | 0.15% |
| COMM 2014-CR16 C 04.9108 04/10/2047 | 0.15% |
| UBSCM 2012-C1 E 144A 05.0000 05/10/2045 | 0.15% |
| GNR 2018-H04 JI IO 02.3906 03/20/2068 | 0.15% |
| MSBAM 2012-C6 G 144A 04.5000 11/15/2045 | 0.15% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.15% |
| TPMT 2019-2 A2 03.7500 12/25/2058 | 0.15% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.15% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.15% |
| CAS 2016-C04 1B 10.7066 01/25/2029 | 0.14% |
| WFCM 2019-C50 C 04.3450 05/15/2052 | 0.14% |
| FNR 2019-45 SD IO 05.5934 08/25/2049 | 0.14% |
| GNR 2011-156 SK IO 06.1514 04/20/2038 | 0.14% |
| WFHET 2007-2 A3 00.6866 04/25/2037 | 0.14% |
| WFCM 2018-C46 C 04.9896 08/15/2051 | 0.14% |
| FNR 2018-47 SA IO 05.7934 07/25/2048 | 0.14% |
| GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.14% |
| WFCM 2019-C54 D 144A 02.5000 12/15/2052 | 0.14% |
| GNR 2015-H13 AI IO 01.7806 06/20/2065 | 0.14% |
| GNR 2016-H17 DI IO 02.1285 07/20/2066 | 0.14% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.14% |
| SWPTN SOFR 13WX10Y R 1.3125 USD 06/06/2022 CI | 0.14% |
| GNR 2019-35 SE IO 05.7194 01/16/2044 | 0.14% |
| GNR 2017-H08 EI IO 02.0715 02/20/2067 | 0.14% |
| WFCM 2020-C57 C 04.0235 08/15/2053 | 0.14% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.13% |
| GNR 2015-H10 HI IO 01.7839 04/20/2065 | 0.13% |
| GNR 2014-H21 AI IO 01.4391 10/20/2064 | 0.13% |
| GNR 2017-H04 BI IO 02.1774 02/20/2067 | 0.13% |
| 0.695 R ISWP SOFRRATE P 12/23/2023 | 0.13% |
| FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.13% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.13% |
| GNR 2018-H02 IM IO 02.0315 02/20/2068 | 0.13% |
| SPST 2021-14 A1 01.1549 12/08/2022 | 0.13% |
| FHR 4949 WS IO 05.5434 02/25/2050 | 0.13% |
| GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.13% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.13% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.13% |
| FNR 2018-51 BI IO 05.5000 07/25/2038 | 0.13% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.13% |
| EMIR 2020-1 B1 144A 03.3066 01/25/2030 | 0.12% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.12% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.12% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.12% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.12% |
| WFRBS 2014-C21 C 04.2340 08/15/2047 | 0.12% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.12% |
| GNR 2016-H10 AI IO 01.5477 04/20/2066 | 0.12% |
| STACR 2019-DNA1 M2 03.1066 01/25/2049 | 0.12% |
| GNR 2014-182 BI IO 04.0000 01/20/2039 | 0.12% |
| OMIR 2019-1A B1B 04.8066 07/25/2029 | 0.12% |
| STACR 2019-HQA2 B2 11.7066 04/25/2049 | 0.12% |
| COMM 2017-COR2 D 144A 03.0000 09/10/2050 | 0.12% |
| FNR 2005-74 NK 25.2172 05/25/2035 | 0.12% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.12% |
| GNR 2019-56 SK IO 05.7014 05/20/2049 | 0.12% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.12% |
| GNR 2016-H06 HI IO 02.0662 02/20/2066 | 0.11% |
| 2.2675 R ISWP SOFR P 03/30/2032 | 0.11% |
| CAS 2019-R01 2B1 04.8066 07/25/2031 | 0.11% |
| FHR 4436 SC IO 05.7534 02/15/2045 | 0.11% |
| FNR 2011-4 CS 11.9869 05/25/2040 | 0.11% |
| FNR 2005-106 JC 18.7083 12/25/2035 | 0.11% |
| GNR 2014-137 ID IO 05.5000 09/16/2044 | 0.11% |
| GNR 2017-H25 IO IO 01.9010 11/20/2067 | 0.11% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.11% |
| 1.679 R ISWP SOFR P 01/21/2052 | 0.11% |
| CAS 2016-C03 1M2 05.7566 10/25/2028 | 0.11% |
| FNMA FN30 AV7026 UMBS 03.5000 11/01/2044 | 0.11% |
| GNR 2015-H25 BI IO 01.7128 10/20/2065 | 0.11% |
| GNMA GII30 AJ8849 03.0000 10/20/2044 | 0.11% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.10% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.10% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.10% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.10% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.10% |
| GNR 2017-H08 NI IO 02.3302 03/20/2067 | 0.10% |
| GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.10% |
| GNR 2014-H25 BI IO 01.6760 12/20/2064 | 0.10% |
| WAMU 2005-AR8 2AC2 01.3766 07/25/2045 | 0.10% |
| GNR 2015-H16 XI IO 01.8658 07/20/2065 | 0.10% |
| GNR 2016-H06 DI IO 01.5917 07/20/2065 | 0.10% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.10% |
| GNR 2017-H10 MI IO 01.8325 04/20/2067 | 0.10% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.10% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.10% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.10% |
| GNR 2016-H24 KI IO 02.5078 11/20/2066 | 0.10% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.10% |
| JPMCC 2011-C3 E 144A 05.5249 02/15/2046 | 0.10% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.10% |
| GNR 2017-H23 BI IO 01.8824 11/20/2067 | 0.10% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.10% |
| GNR 2013-182 SP IO 06.2514 12/20/2043 | 0.10% |
| GNR 2017-H14 JI IO 02.1498 06/20/2067 | 0.10% |
| GNR 2019-100 JS IO 05.6514 08/20/2049 | 0.09% |
| SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.09% |
| OMIR 2019-1A B1A 03.9566 07/25/2029 | 0.09% |
| GNR 2015-H04 AI IO 01.5453 12/20/2064 | 0.09% |
| CAS 2016-C06 1B 09.7066 04/25/2029 | 0.09% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.09% |
| CAS 2016-C03 2B 13.2066 10/25/2028 | 0.09% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.09% |
| FHR 4425 EI IO 04.0000 01/15/2045 | 0.09% |
| GNR 2017-H14 LI IO 02.2689 06/20/2067 | 0.09% |
| MSBAM 2013-C10 F 144A 04.0749 07/15/2046 | 0.09% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.09% |
| GNR 2016-H03 AI IO 01.7268 01/20/2066 | 0.09% |
| GNR 2016-H04 HI IO 02.3814 07/20/2065 | 0.09% |
| BMIR 2017-1 B1 144A 05.2066 10/25/2027 | 0.09% |
| FHR 4136 IQ IO 03.5000 11/15/2042 | 0.09% |
| GNR 2017-H09 IO IO 01.8345 04/20/2067 | 0.09% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.09% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.08% |
| SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | 0.08% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.08% |
| GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.08% |
| LHOME 2021-RTL1 A1 02.0900 09/25/2026 | 0.08% |
| FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.08% |
| GNR 2014-119 SA IO 05.1514 08/20/2044 | 0.08% |
| JPMCC 2011-C4 C 144A 05.3976 07/15/2046 | 0.08% |
| SWPTN SOFR 3MX10Y P 1.769 USD 05/09/2022 GS | 0.08% |
| FNR 2007-53 SP 22.5259 06/25/2037 | 0.08% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.08% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.08% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.08% |
| GNMA GII30 BA7681 04.6500 06/20/2067 | 0.08% |
| JPMCC 2010-C2 D 144A 05.8920 11/15/2043 | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.08% |
| GNR 2011-H07 FI IO 01.2363 02/20/2061 | 0.08% |
| MSAC 2004-HE9 M2 01.3866 11/25/2034 | 0.08% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.08% |
| MSBAM 2013-C12 D 144A 04.7634 10/15/2046 | 0.08% |
| BALTA 2005-8 21A1 02.5495 10/25/2035 | 0.07% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.07% |
| CAS 2015-C04 1M2 06.1566 04/25/2028 | 0.07% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.07% |
| GNMA GII30 AY4779 04.4990 03/20/2067 | 0.07% |
| HVMLT 2005-2 1A 00.9686 05/19/2035 | 0.07% |
| BALTA 2005-10 11A1 00.9566 01/25/2036 | 0.07% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.07% |
| GNR 2016-H04 KI IO 01.6228 02/20/2066 | 0.07% |
| STACR 2019-DNA3 B2 08.6066 07/25/2049 | 0.07% |
| UBSC 2011-C1 B 144A 06.2654 01/10/2045 | 0.07% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.07% |
| RMIR 2020-1 B1 P/P 144A 03.4566 01/25/2030 | 0.07% |
| 1.737 R ISWP SOFR P 03/11/2032 | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.06% |
| FNR 2006-62 PS 37.1606 07/25/2036 | 0.06% |
| 1.675 R ISWP SOFR P 02/28/2027 | 0.06% |
| FNR 2006-8 HP 22.8926 03/25/2036 | 0.06% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.06% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.06% |
| SAMI 2006-AR7 A1BG 00.5766 08/25/2036 | 0.06% |
| STACR 2019-FTR3 B2 04.9869 09/25/2047 | 0.06% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.06% |
| FNR 2013-22 PI IO 03.5000 10/25/2042 | 0.06% |
| GNMA GN30 AE8022 04.5000 12/15/2043 | 0.06% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.06% |
| SWPTN SOFR 1YX30Y P 1.724 USD 03/02/2023 CI | 0.06% |
| FHR 2990 LB 15.9321 06/15/2034 | 0.06% |
| STACR 2015-DNA3 B 09.8066 04/25/2028 | 0.06% |
| CAS 2020-R01 1B1 03.7066 01/25/2040 | 0.06% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.06% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.05% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.05% |
| SWPTN SOFR 10YX10Y P 1.826 USD 01/13/2032 CI | 0.05% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.05% |
| SWPTN SOFR 1YX30Y P 1.735 USD 03/03/2023 CI | 0.05% |
| CAS 2016-C05 2M2 04.9066 01/25/2029 | 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 10.9566 03/25/2049 | 0.05% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.05% |
| GNR 2015-H23 DI IO 01.8509 09/20/2065 | 0.05% |
| CAS 2020-R02 2B1 03.4566 01/25/2040 | 0.05% |
| CAS 2018-C01 1M2 02.7066 07/25/2030 | 0.05% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.05% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.05% |
| FHR 3408 EK 24.1974 04/15/2037 | 0.05% |
| STACR 2019-DNA2 M2 02.9066 03/25/2049 | 0.05% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.05% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.05% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.05% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.05% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.05% |
| GNR 2016-H24 JI IO 01.9791 11/20/2066 | 0.05% |
| SWPTN SOFR 15YX10Y P 1.724 USD 01/13/2037 DE | 0.05% |
| STACR 2017-HQA2 B1 05.2066 12/25/2029 | 0.04% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.04% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.04% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.04% |
| SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | 0.04% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.04% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.04% |
| GNMA GII30 AJ4182 04.5000 09/20/2044 | 0.04% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.04% |
| SWPTN SOFR 3MX10Y R 2.31 USD 06/29/2022 CI | 0.04% |
| FNMA FN30 AV7020 UMBS 03.5000 10/01/2044 | 0.04% |
| GNMA GII30 AW8447 04.3300 05/20/2067 | 0.04% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.04% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.04% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.04% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% |
| GNMA GII30 BQ4112 03.5000 03/20/2050 | 0.04% |
| GNR 2014-100 NI IO 04.0000 06/20/2043 | 0.04% |
| GNR 2015-H24 HI IO 02.0875 09/20/2065 | 0.04% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.04% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.04% |
| 1.525 R ISWP SOFRRATE P 12/31/2051 | 0.04% |
| 2.05 R ISWP FWD SOFR P 06/15/2052 | 0.04% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.04% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.04% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.04% |
| GNMA GII30 609118 04.5000 02/20/2034 | 0.04% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 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% |
| TREASURY BILL 00.0000 06/16/2022 | 0.03% |
| GNMA GII30 635065 04.5000 03/20/2046 | 0.03% |
| GNMA GN30 AG8989 04.5000 05/15/2044 | 0.03% |
| SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 JP | 0.03% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.03% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| SWPTN SOFR 10YX10Y P 1.99 USD 02/11/2032 CI | 0.03% |
| SWPTN SOFR 1YX30Y P 1.75 USD 03/02/2023 CI | 0.03% |
| GNMA GII30 AQ6653 04.5000 09/20/2045 | 0.03% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.03% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.03% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% |
| SWPTN SOFR 10YX10Y P 1.905 USD 01/12/2032 JP | 0.03% |
| FNR 2012-114 NI IO 03.5000 10/25/2041 | 0.03% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.03% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.03% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.03% |
| SWPTN 3MX5Y R 1.208 USD 04/21/2022 CI | 0.03% |
| SWPTN SOFR 15YX20Y R 1.68 USD 02/11/2037 DE | 0.03% |
| GNMA GN30 AG8984 04.5000 05/15/2044 | 0.03% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.03% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.03% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.03% |
| GNR 2014-174 AI IO 03.0000 11/16/2029 | 0.03% |
| SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.03% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.03% |
| FNR 2012-104 HI IO 04.0000 09/25/2027 | 0.03% |
| GNMA GN30 704478 04.5000 04/15/2039 | 0.03% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.03% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 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 10YX20Y R 1.918 USD 01/22/2031 CI | 0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| FHR 4019 JI IO 04.0000 05/15/2041 | 0.02% |
| GNMA GII30 AO7326 04.6610 09/20/2065 | 0.02% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.02% |
| GNR 2020-15 CS IO 05.6014 02/20/2050 | 0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% |
| SWPTN SOFR 7YX30Y P 1.405 USD 12/14/2028 BA | 0.02% |
| 2.288 R ISWP SOFR P 03/31/2027 | 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% |
| FNMA FN30 MA2180 UMBS 04.0000 02/01/2045 | 0.02% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | 0.02% |
| SWPTN SOFR 15YX20Y P 1.68 USD 02/11/2037 DE | 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% |
| 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% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.02% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% |
| SWPTN SOFR 10YX10Y P 1.8225 USD 01/13/2032 WE | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 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-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.02% |
| GNMA GII30 AJ6287 04.0000 09/20/2044 | 0.02% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.02% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 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% |
| GNMA GII30 AL8543 04.0000 02/20/2045 | 0.02% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 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-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% |
| FNR 2008-53 DO PO 00.0000 07/25/2038 | 0.02% |
| 1.7674 R ISWP SOFR P 02/29/2052 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| FHLMC FR30 ZS0468 UMBS 07.5000 10/01/2029 | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.02% |
| GNMA GII30 AO8363 04.0000 09/20/2045 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.02% |
| SWPTN SOFR 10YX10Y P 2.135 USD 03/30/2032 DE | 0.02% |
| SWPTN SOFR 10YX30Y P 1.544 USD 01/12/2032 JP | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.02% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.02% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.02% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.02% |
| GNMA GII30 AK1223 04.0000 02/20/2045 | 0.02% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.02% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% |
| SWPTN SOFR 2YX5Y R 1.7 USD 01/11/2024 JP | 0.02% |
| 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% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% |
| GNMA GII30 AO8415 04.0000 10/20/2045 | 0.01% |
| SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 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% |
| FNMA FN30 MA2242 UMBS 04.0000 04/01/2045 | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| GNMA GII30 BP8087 03.5000 02/20/2050 | 0.01% |
| GNR 2010-20 SC IO 05.7014 02/20/2040 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| 2.3365 R ISWP SOFR P 03/31/2027 | 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 BA1056 UMBS 04.5000 11/01/2045 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| FHLMC FR30 ZS1312 UMBS 04.5000 01/01/2037 | 0.01% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.01% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| FNW 1998-W2 X IO 00.2831 06/25/2028 | 0.01% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.01% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| GNMA GII30 AJ4184 04.5000 09/20/2044 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNR 2019-99 KS IO 05.6014 08/20/2049 | 0.01% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| FNMA FN30 AA2892 UMBS 04.5000 03/01/2039 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2011-123 KS IO 06.1434 10/25/2041 | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.01% |
| GNMA GII30 BQ1550 04.0000 10/20/2049 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 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 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FNMA FN30 MA2216 UMBS 04.0000 03/01/2045 | 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 3YX10Y R 1.29 USD 03/18/2024 BA | 0.01% |
| 2.2995 R ISWP SOFR P 03/30/2024 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| 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 BC0390 UMBS 04.5000 12/01/2045 | 0.01% |
| FNMA FN30 BD9219 UMBS 04.5000 10/01/2046 | 0.01% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNR 2019-78 SJ IO 05.6014 06/20/2049 | 0.01% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | 0.01% |
| 1.724 R ISWP FWD SOFR P 01/15/2047 | 0.00% |
| 2.299 R ISWP SOFR P 04/01/2027 | 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 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 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| GNMA GII30 2987 07.5000 10/20/2030 | 0.00% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.00% |
| GNR 2015-24 AI IO 03.5000 12/20/2037 | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.00% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.00% |
| BSCMS 2007-T26 AJ 05.5660 01/12/2045 | 0.00% |
| CAS 2019-R01 2M2 02.9066 07/25/2031 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FSPC T-59 1AX IO 00.2774 10/25/2043 | 0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.00% |
| 1.68 R ISWP FWD SOFR P 02/13/2057 | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FNMA FN30 AY3392 UMBS 04.0000 04/01/2045 | 0.00% |
| FNW 1998-W5 X IO 00.0478 07/25/2028 | 0.00% |
| FNW 2003-W3 1A4 03.5028 08/25/2042 | 0.00% |
| GNMA GII30 BO8117 04.0000 08/20/2049 | 0.00% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | 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% |
| FHLMC FR30 ZS1526 UMBS 04.5000 06/01/2037 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNR 2001-50 BI IO 00.3787 10/25/2041 | 0.00% |
| FNR 2008-36 OV PO 00.0000 01/25/2036 | 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-57 2A1 03.4339 07/25/2043 | 0.00% |
| GNR 2015-24 IC IO 03.5000 11/20/2037 | 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.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-.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 00.2662 03/25/2045 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.00% |
| FNW 2003-W14 2A 03.6347 01/25/2043 | 0.00% |
| FNW 2004-W2 4A 02.9184 02/25/2044 | 0.00% |
| FSPC T-59 2A1 03.2932 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4477 11/15/2028 | 0.00% |
| GNMA GIIARM 8913 01.6250 07/20/2026 | 0.00% |
| SWPTN SOFR 10YX10Y R 1.905 USD 01/12/2032 JP | 0.00% |
| SWPTN SOFR 5YX10Y R 1.81 USD 01/12/2027 JP | 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 JP | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 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-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| 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 03.4718 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 2012-48 AI IO 03.5000 02/20/2036 | 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 2.0 04/06/22 CALL 95.75 JPMC | 0.00% |
| OPTN FN30 3.0 04/06/22 CALL 100.65625 JPMC | 0.00% |
| OPTN FN30 3.5 04/06/22 CALL 102.46875 JPMC | 0.00% |
| OPTN FN30 4.0 04/06/22 CALL 104.15625 JPMC | 0.00% |
| OPTN GII30 3.5 04/06/22 CALL 102.625 JPMC | 0.00% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | 0.00% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 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.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 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.00% |
| SWPTN SOFR 3YX2Y R 1.62 USD 01/13/2025 WE | -0.00% |
| 2.247 R ISWP SOFR P 04/01/2027 | -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.6 2063-05-11 500.0 05/11/2063 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% |
| SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| SWPTN SOFR 10YX10Y R 1.8225 USD 01/13/2032 WE | -0.00% |
| SWPTN SOFR 10YX30Y R 1.544 USD 01/12/2032 JP | -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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.00% |
| SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | -0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.00% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.00% |
| SWPTN SOFR 10YX10Y R 1.99 USD 02/11/2032 CI | -0.00% |
| SWPTN SOFR 15YX10Y R 1.724 USD 01/13/2037 DE | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| 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% |
| 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 CG | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 CG | -0.01% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.01% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.01% |
| SWPTN SOFR 10YX10Y R 1.826 USD 01/13/2032 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-.12 2061-08-17 300.0 08/17/2061 JP | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 MS | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.01% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| SWPTN SOFR 10YX10Y R 2.135 USD 03/30/2032 DE | -0.01% |
| SWPTN SOFR 7YX30Y R 1.405 USD 12/14/2028 BA | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| 2.3535 R ISWP SOFR P 03/30/2027 | -0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| 2.307 R ISWP SOFR P 03/31/2024 | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | -0.02% |
| SWPTN SOFR 5YX10Y P 1.81 USD 01/12/2027 JP | -0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.02% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -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% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | -0.02% |
| CMB CMBX.NA.BB.14 2072-12-16 500.0 12/16/2072 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.02% |
| SWPTN SOFR 1YX30Y R 1.75 USD 03/02/2023 CI | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -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-.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% |
| 1.47709 R ISWP SOFR P 02/29/2024 | -0.03% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.03% |
| 1.75 R ISWP SOFR P 02/29/2032 | -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 5YX10Y R 1.805 USD 12/14/2026 JP | -0.03% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.03% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| SWPTN SOFR 1YX30Y R 1.735 USD 03/03/2023 CI | -0.04% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| 1.135 R ISWP SOFRRATE P 12/31/2026 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% |
| SWPTN SOFR 1YX30Y R 1.724 USD 03/02/2023 CI | -0.04% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.05% |
| 1.9575 R ISWP US0003M P 03/07/2032 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| SWPTN SOFR 3MX10Y R 1.769 USD 05/09/2022 GS | -0.05% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.05% |
| SWPTN 5YX5Y R 1.752 USD 12/14/2026 CI | -0.05% |
| 2.26 R ISWP SOFR P 03/30/2032 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.06% |
| 2.2655 R ISWP SOFR P 03/30/2032 | -0.06% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | -0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.06% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.07% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.07% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.07% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.07% |
| SWPTN SOFR 3YX2Y R 1.39 USD 12/09/2024 BA | -0.07% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.07% |
| SWPTN 3MX5Y R 1.458 USD 04/21/2022 CI | -0.07% |
| SWPTN SOFR 3MX10Y P 2.31 USD 06/29/2022 CI | -0.07% |
| 1.096 R ISWP SOFRRATE P 12/24/2026 | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.08% |
| SWPTN SOFR 3YX2Y P 1.62 USD 01/13/2025 WE | -0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.08% |
| SWPTN SOFR 2YX5Y P 1.7 USD 01/11/2024 JP | -0.09% |
| SWPTN SOFR 6MX10Y R 1.648 USD 09/01/2022 CI | -0.09% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.11% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.11% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.11% |
| OPTN GII30 3.5 04/06/22 PUT 102.625 JPMC | -0.11% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.11% |
| 1.86 R ISWP FWD SOFR P 02/24/2052 | -0.12% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.12% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.12% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.12% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.12% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.12% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.12% |
| 2.298 R ISWP FWD SOFR P 04/07/2032 | -0.13% |
| 1.626 R ISWP SOFR P 01/19/2052 | -0.14% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.14% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.14% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.16% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.17% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.17% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.19% |
| SWPTN 3MX5Y P 1.708 USD 04/21/2022 CI | -0.21% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.22% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.22% |
| SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | -0.23% |
| SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.26% |
| SWPTN SOFR 13WX10Y R 1.5625 USD 06/06/2022 CI | -0.26% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.26% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.26% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.29% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.29% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.30% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.31% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.33% |
| OPTN FN30 2.0 04/06/22 PUT 95.75 JPMC | -0.35% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.35% |
| 1.437 R ISWP SOFRRATE P 12/23/2051 | -0.36% |
| OPTN FN30 4.0 04/06/22 PUT 104.15625 JPMC | -0.39% |
| SWPTN SOFR 13WX10Y P 1.8125 USD 06/06/2022 CI | -0.40% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.47% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.52% |
| GNMA GII30 TBA 03.5000 04/01/2052 | -0.52% |
| 1.95 R ISWP FWD SOFR P 06/15/2032 | -0.53% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.56% |
| 1.285 R ISWP SOFRRATE P 12/23/2031 | -0.56% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.67% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.71% |
| OPTN FN30 3.5 04/06/22 PUT 102.46875 JPMC | -0.72% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.76% |
| OPTN FN30 3.0 04/06/22 PUT 100.65625 JPMC | -0.84% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.85% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -1.18% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.60% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -4.65% |
| US 2YR NOTE (CBT) JUN22 TUM2 | -53.87% |
| FNMA FN30 TBA UMBS 04.5000 03/01/2052 | 15.85% |
|---|---|
| GNMA GII30 TBA 03.0000 03/01/2052 | 7.07% |
| FNMA FN30 TBA UMBS 05.5000 03/01/2052 | 4.92% |
| FNR 2007-95 A3 00.3577 08/27/2036 | 3.66% |
| TREASURY BILL 00.0000 03/24/2022 | 3.19% |
| FNMA FN30 TBA UMBS 02.0000 03/01/2052 | 3.18% |
| FNMA FN30 TBA UMBS 03.5000 03/01/2052 | 3.09% |
| TREASURY BILL 00.0000 05/19/2022 | 3.03% |
| TREASURY BILL 00.0000 05/05/2022 | 2.78% |
| FNMA FN30 AB8804 UMBS 02.5000 03/01/2043 | 2.40% |
| FNMA FN30 TBA UMBS 04.0000 03/01/2052 | 2.31% |
| TREASURY BILL 00.0000 03/10/2022 | 1.93% |
| GNMA GII30 TBA 02.0000 03/01/2052 | 1.70% |
| GNMA GII30 TBA 04.0000 03/01/2052 | 1.64% |
| SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 1.48% |
| CARR 2006-NC2 A4 00.4269 06/25/2036 | 1.35% |
| CASH MGMT BILL 00.0000 05/03/2022 | 1.31% |
| CAS 2017-C05 1B1 03.7869 01/25/2030 | 1.21% |
| FHS 315 PO PO 00.0000 09/15/2043 | 1.18% |
| MSC 2011-C3 E 144A 05.0856 07/15/2049 | 1.14% |
| TREASURY BILL 00.0000 04/21/2022 | 1.04% |
| FNR 2020-62 MI IO 03.5000 05/25/2049 | 1.02% |
| MCAS 2019-01 M10 144A 03.4369 10/15/2049 | 0.94% |
| BAYV 2006-C 1A3 06.5280 11/28/2036 | 0.92% |
| TREASURY BILL 00.0000 04/26/2022 | 0.92% |
| WFRBS 2012-C9 D 144A 04.8086 11/15/2045 | 0.81% |
| TREASURY BILL 00.0000 04/07/2022 | 0.81% |
| FHR 5080 IQ IO 03.5000 04/25/2050 | 0.79% |
| STACR 2019-DNA1 B2 10.9369 01/25/2049 | 0.77% |
| FNMA FN30 TBA UMBS 06.0000 03/01/2052 | 0.75% |
| CWL 2007-10 1A1 00.3669 06/25/2047 | 0.72% |
| 0.975 R ISWP FWD SOFR P 01/25/2024 | 0.69% |
| SPST 2021-6 A 00.9759 04/25/2022 | 0.67% |
| UBSCM 2012-C1 D 144A 05.8238 05/10/2045 | 0.66% |
| GNR 2021-8 IP IO 02.5000 01/20/2051 | 0.65% |
| DBUBS 2011-LC3A D 144A 05.3714 08/10/2044 | 0.64% |
| CAS 2017-C06 2B1 04.6369 02/25/2030 | 0.64% |
| CAS 2017-C06 1B1 04.3369 02/25/2030 | 0.62% |
| 1.25 R ISWP FWD SOFRRATE P 03/16/2027 | 0.62% |
| CAS 2017-C07 1B1 04.1869 05/25/2030 | 0.61% |
| STACR 2016-DNA3 M3 05.1869 12/25/2028 | 0.61% |
| FNR 2021-25 IJ IO 03.5000 05/25/2051 | 0.59% |
| TREASURY BILL 00.0000 03/03/2022 | 0.58% |
| TREASURY BILL 00.0000 03/17/2022 | 0.58% |
| CAS 2017-C03 1M2 03.1869 10/25/2029 | 0.57% |
| FNR 2019-83 QS IO 05.7631 01/25/2050 | 0.56% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.55% |
| FNR 2016-85 SL IO 05.9131 11/25/2046 | 0.55% |
| FHR 5071 IV IO 03.0000 12/25/2050 | 0.55% |
| AHM 2007-1 GA1C 00.3769 05/25/2047 | 0.54% |
| JPMBB 2014-C23 D 144A 03.9856 09/15/2047 | 0.53% |
| COMM 2014-CR17 D 144A 04.8475 05/10/2047 | 0.53% |
| GSMS 2014-GC24 D 144A 04.5327 09/10/2047 | 0.52% |
| MSBAM 2015-C23 D 144A 04.1434 07/15/2050 | 0.52% |
| GSMS 2014-GC18 C 05.0510 01/10/2047 | 0.51% |
| BF0101 03.5000 06/01/2056 | 0.51% |
| CAS 2016-C03 1B 11.9369 10/25/2028 | 0.50% |
| STACR 2020-DNA4 B2 10.1869 08/25/2050 | 0.48% |
| OMIR 2018-1A M2 03.0369 07/25/2028 | 0.47% |
| FNR 2016-83 BS IO 05.9131 11/25/2046 | 0.47% |
| CAS 2017-C07 2B1 04.6369 05/25/2030 | 0.45% |
| STACR 2015-HQA1 B 08.9869 03/25/2028 | 0.44% |
| UBSC 2011-C1 D 144A 06.6232 01/10/2045 | 0.44% |
| STACR 2018-HQA1 M2 02.4869 09/25/2030 | 0.43% |
| CAS 2017-C02 2B1 05.6869 09/25/2029 | 0.43% |
| FN BF0091 | 0.42% |
| GNR 2020-138 IB IO 02.5000 09/20/2050 | 0.42% |
| JPMBB 2013-C14 D 144A 04.5477 08/15/2046 | 0.42% |
| CAS 2018-C04 2B1 04.6869 12/25/2030 | 0.41% |
| FNR 2016-81 SA IO 05.9631 11/25/2046 | 0.40% |
| 1.285 R ISWP SOFRRATE P 12/24/2031 | 0.39% |
| FHR 5050 IM IO 03.5000 10/25/2050 | 0.38% |
| CAS 2020-SBT1 1B1 06.9369 02/25/2040 | 0.38% |
| FNR 2018-36 SD IO 06.0631 06/25/2048 | 0.38% |
| JPMCC 2013-LC11 D 04.1642 04/15/2046 | 0.38% |
| COMM 2013-LC13 D 144A 05.2611 08/10/2046 | 0.38% |
| CAS 2017-C01 1M2 03.7369 07/25/2029 | 0.37% |
| FHR 5077 NI IO 03.5000 02/25/2051 | 0.37% |
| GNR 2019-125 SG IO 05.8883 10/20/2049 | 0.37% |
| FHR 4915 SD IO 05.8631 09/25/2049 | 0.37% |
| FNMA FN30 AV7052 UMBS 03.5000 03/01/2045 | 0.36% |
| STACR 2018-HQA2 B2 11.1869 10/25/2048 | 0.36% |
| MRAIT 2020-11 A1X 01.8911 04/22/2022 | 0.36% |
| MRAIT 2021-NA1 A1X 01.6019 03/08/2022 | 0.35% |
| SPST 2021-16 A1 00.7293 11/07/2022 | 0.35% |
| SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | 0.35% |
| COMM 2012-CR4 B 144A 03.7030 10/15/2045 | 0.35% |
| JPMBB 2014-C22 C 04.5510 09/15/2047 | 0.35% |
| WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.34% |
| CAS 2022-R02 2M2 03.0487 01/25/2042 | 0.34% |
| WFCM 2016-NXS5 D 04.9839 01/15/2059 | 0.34% |
| MRAIT 2020-2 A2 01.3063 08/15/2022 | 0.34% |
| FHR 3065 DC 19.2866 03/15/2035 | 0.34% |
| MRAIT 2021-8 A2X 01.2563 05/15/2022 | 0.34% |
| FNR 2020-31 IO IO 04.5000 05/25/2050 | 0.34% |
| GNR 2019-121 SD IO 05.8383 10/20/2049 | 0.34% |
| MRAIT 2021-EBO1 A2X 01.8563 04/15/2022 | 0.34% |
| GNR 2020-175 JI IO 03.5000 11/20/2050 | 0.33% |
| SPST 2021-10 A 00.0000 08/08/2022 | 0.33% |
| GNMA GII30 TBA 04.5000 03/01/2052 | 0.33% |
| STACR 2018-DNA1 B1 03.3369 07/25/2030 | 0.33% |
| GNR 2021-77 SM IO 06.1383 05/20/2051 | 0.33% |
| GSMS 2013-GC10 D P/P 144A 04.4009 02/10/2046 | 0.33% |
| FHR 5065 DI IO 03.5000 01/25/2051 | 0.33% |
| STACR 2018-DNA2 B1 03.8869 12/25/2030 | 0.33% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.33% |
| JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.32% |
| COMM 2014-CR19 D 144A 04.7026 08/10/2047 | 0.31% |
| BMIR 2017-1 M2 144A 03.5369 10/25/2027 | 0.31% |
| FHR 5043 IO IO 05.0000 11/25/2050 | 0.31% |
| CAS 2020-SBT1 1M2 03.8369 02/25/2040 | 0.31% |
| BWAY 2022-26BW F P/P 144A 04.8664 02/10/2044 | 0.31% |
| GNR 2016-H07 PI IO 02.2757 03/20/2066 | 0.30% |
| COMM 2013-CR13 D 144A 04.8801 11/10/2046 | 0.30% |
| CWALT 2006-OA19 A1 00.3507 02/20/2047 | 0.29% |
| GNR 2020-133 CS IO 06.1383 09/20/2050 | 0.29% |
| FHR 5119 IC IO 04.0000 06/25/2051 | 0.29% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.29% |
| FNR 2016-8 SA IO 05.8631 03/25/2046 | 0.29% |
| GNR 2016-H27 GI IO 02.3266 12/20/2066 | 0.28% |
| FHR 4980 KI IO 04.5000 06/25/2050 | 0.28% |
| FNR 2016-50 SM IO 05.9131 08/25/2046 | 0.27% |
| GNR 2016-H19 AI IO 02.1682 09/20/2066 | 0.27% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.27% |
| CAS 2018-C06 1B1 03.9369 03/25/2031 | 0.27% |
| FHR 4326 GS IO 05.8589 04/15/2044 | 0.27% |
| MSC 2012-C4 E 144A 05.4276 03/15/2045 | 0.27% |
| GNR 2017-H20 AI IO 02.1878 10/20/2067 | 0.27% |
| STACR 2017-DNA2 M2 03.6369 10/25/2029 | 0.27% |
| FNMA FN30 AX5555 UMBS 03.5000 10/01/2046 | 0.26% |
| MWST 2020-1 A 01.0869 10/25/2053 | 0.26% |
| UBSBB 2012-C4 D 144A 04.4601 12/10/2045 | 0.26% |
| JPMCC 2011-C3 D 144A 05.5237 02/15/2046 | 0.26% |
| GNR 2017-H03 KI IO 02.2266 01/20/2067 | 0.26% |
| FHR 5003 DS IO 05.9131 08/25/2050 | 0.25% |
| FNMA FN30 AV7059 UMBS 03.5000 04/01/2045 | 0.25% |
| GNR 2016-H23 NI IO 02.0943 10/20/2066 | 0.25% |
| GNR 2015-H22 AI IO 01.6693 09/20/2065 | 0.25% |
| GNR 2021-188 IW IO 03.0000 10/20/2051 | 0.25% |
| BMARK 2019-B13 D 144A 02.5000 08/15/2057 | 0.24% |
| FNR 2020-68 LI IO 03.0000 10/25/2050 | 0.24% |
| GNR 2015-H20 CI IO 01.8090 08/20/2065 | 0.24% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.24% |
| GNR 2015-H14 AI IO 01.9229 06/20/2065 | 0.24% |
| JPALT 2006-A6 1A1 00.5069 11/25/2036 | 0.24% |
| FNR 2019-51 SA IO 05.8631 09/25/2049 | 0.24% |
| GNR 2017-H25 CI IO 02.2335 12/20/2067 | 0.23% |
| BBCMS 2019-C4 E 144A 03.2500 08/15/2052 | 0.23% |
| GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.23% |
| FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.23% |
| FNR 2020-60 NI IO 04.0000 09/25/2050 | 0.23% |
| GNR 2013-87 SA IO 06.0383 06/20/2043 | 0.23% |
| GSMS 2014-GC22 C 04.6873 06/10/2047 | 0.23% |
| GNMA GN30 AM4380 04.0000 05/15/2045 | 0.23% |
| MSBAM 2013-C12 E 144A 04.7625 10/15/2046 | 0.23% |
| STACR 2019-HQA1 M2 02.5369 02/25/2049 | 0.22% |
| STACR 2020-HQA3 B1 05.9369 07/25/2050 | 0.22% |
| FREMF 2019-KF66 B 144A 02.5069 07/25/2029 | 0.22% |
| JPMCC 2017-JP7 D 144A 04.3867 09/15/2050 | 0.22% |
| FREMF 2019-KF65 B 144A 02.5069 07/25/2029 | 0.22% |
| CSAIL 2019-C17 D 144A 02.5000 09/15/2052 | 0.21% |
| STACR 2018-HQA2 B1 04.4369 10/25/2048 | 0.21% |
| WFRBS 2012-C9 E 144A 04.8086 11/15/2045 | 0.21% |
| COMM 2015-CR26 D 03.4780 10/10/2048 | 0.21% |
| GNR 2016-H13 IK IO 02.6552 06/20/2066 | 0.21% |
| CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.21% |
| FHR 4933 SA IO 05.8131 12/25/2049 | 0.21% |
| FNR 2017-104 SL IO 05.9631 01/25/2048 | 0.21% |
| STACR 2017-DNA2 B1 05.3369 10/25/2029 | 0.21% |
| FNR 2020-96 IO IO 03.0000 01/25/2051 | 0.21% |
| JPMBB 2013-C12 C 04.0917 07/15/2045 | 0.21% |
| JPMCC 2013-C16 D 144A 05.0055 12/15/2046 | 0.21% |
| WFCM 2015-C30 D 144A 04.4983 09/15/2058 | 0.20% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.20% |
| MSBAM 2015-C22 C 04.2102 04/15/2048 | 0.20% |
| CAS 2018-C06 2B1 04.2869 03/25/2031 | 0.20% |
| CSAIL 2018-C14 D 144A 04.9238 11/15/2051 | 0.20% |
| CGCMT 2012-GC8 C 144A 04.8755 09/10/2045 | 0.20% |
| FHR 5018 QI IO 05.0000 10/25/2050 | 0.20% |
| FNR 2020-20 IK IO 03.5000 03/25/2050 | 0.20% |
| CGCMT 2015-P1 C 04.3686 09/15/2048 | 0.20% |
| GNR 2018-H01 XI IO 02.1873 01/20/2068 | 0.20% |
| LMAT 2019-GS2 A2 144A 04.2500 01/25/2059 | 0.19% |
| WFRBS 2011-C4 E 144A 04.8877 06/15/2044 | 0.19% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.19% |
| GNR 2017-H06 MI IO 02.2315 02/20/2067 | 0.19% |
| FNR 2020-41 SE IO 05.9131 06/25/2050 | 0.19% |
| GNR 2019-158 AS IO 06.0243 09/16/2043 | 0.19% |
| CD 2019-CD8 D 144A 03.0000 08/15/2057 | 0.19% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.19% |
| GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.19% |
| GNR 2020-112 MS IO 06.1383 08/20/2050 | 0.19% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.19% |
| GNR 2016-H24 IO IO 02.1482 09/20/2066 | 0.18% |
| COMM 2014-UBS4 C 04.6493 08/10/2047 | 0.18% |
| CAS 2018-C03 1B1 03.9369 10/25/2030 | 0.18% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.18% |
| MSBAM 2013-C9 D 144A 04.1079 05/15/2046 | 0.18% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.18% |
| FNMA FN30 AX5560 UMBS 03.5000 11/01/2046 | 0.18% |
| FNR 2008-24 SP 22.5982 02/25/2038 | 0.18% |
| GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.18% |
| GNMA GII30 AH8784 04.5000 06/20/2034 | 0.17% |
| 1.86 R ISWP FWD SOFR P 02/24/2052 | 0.17% |
| GNR 2011-156 SK IO 06.4383 04/20/2038 | 0.17% |
| STACR 2020-HQA3 B2 10.1869 07/25/2050 | 0.17% |
| COMM 2018-COR3 C 04.5602 05/10/2051 | 0.17% |
| FNMA FN30 AX5489 UMBS 03.5000 10/01/2045 | 0.17% |
| STACR 2019-DNA4 B2 06.4369 10/25/2049 | 0.17% |
| GNMA GII30 AI6258 04.5000 05/20/2044 | 0.17% |
| FHR 2976 LC 23.7192 05/15/2035 | 0.16% |
| FHR 4953 AI IO 04.0000 02/25/2050 | 0.16% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.16% |
| GNR 2016-H17 DI IO 02.1231 07/20/2066 | 0.16% |
| GNR 2013-39 IJ IO 04.5000 03/20/2043 | 0.16% |
| GNR 2017-H08 GI IO 02.3503 02/20/2067 | 0.16% |
| GNMA GII30 635075 04.5000 04/20/2046 | 0.16% |
| JPMBB 2013-C12 E 144A 04.0917 07/15/2045 | 0.16% |
| GNR 2019-110 SQ IO 05.8883 09/20/2049 | 0.16% |
| GNR 2016-H18 QI IO 02.1774 06/20/2066 | 0.16% |
| GSMS 2016-GS2 D 144A 02.7530 05/10/2049 | 0.16% |
| BMARK 2018-B3 D 144A 03.0363 04/10/2051 | 0.16% |
| MWST 2020-2 A 00.9869 11/25/2053 | 0.16% |
| FNR 2017-19 IH IO 05.0000 03/25/2047 | 0.15% |
| GNR 2015-H10 HI IO 01.7415 04/20/2065 | 0.15% |
| FNR 2018-20 SB IO 06.0631 03/25/2048 | 0.15% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.15% |
| GNR 2015-H23 TI IO 01.8920 09/20/2065 | 0.15% |
| HMIR 2021-2 B1 144A 04.1987 01/25/2034 | 0.15% |
| CD 2017-CD4 D 144A 03.3000 05/10/2050 | 0.15% |
| COMM 2014-UBS2 C 04.9714 03/10/2047 | 0.15% |
| COMM 2014-UBS3 C 04.7382 06/10/2047 | 0.15% |
| FNMA FN30 AX5472 UMBS 03.5000 08/01/2045 | 0.15% |
| BBCMS 2019-C3 D 144A 03.0000 05/15/2052 | 0.15% |
| GNR 2014-H21 AI IO 01.4426 10/20/2064 | 0.15% |
| GNR 2017-156 SL IO 06.0383 10/20/2047 | 0.15% |
| GNR 2018-H04 JI IO 02.3156 03/20/2068 | 0.15% |
| GSMS 2010-C1 D 144A 06.3528 08/10/2043 | 0.15% |
| FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.15% |
| FNR 2018-47 SA IO 06.0631 07/25/2048 | 0.15% |
| FNR 2019-45 SD IO 05.8631 08/25/2049 | 0.15% |
| GNR 2019-35 SE IO 06.0243 01/16/2044 | 0.15% |
| MSBAM 2013-C9 C 04.0199 05/15/2046 | 0.15% |
| FNMA FN30 AX5565 UMBS 03.5000 12/01/2046 | 0.15% |
| BMARK 2019-B11 D 144A 03.0000 05/15/2052 | 0.14% |
| MSBAM 2014-C19 D 144A 03.2500 12/15/2047 | 0.14% |
| 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.14% |
| COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.14% |
| FHR 4949 WS IO 05.8131 02/25/2050 | 0.14% |
| GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.14% |
| GNR 2017-H08 EI IO 02.0307 02/20/2067 | 0.14% |
| TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.14% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.14% |
| GNMA GII30 609146 04.5000 05/20/2044 | 0.14% |
| GNR 2016-H10 AI IO 01.5108 04/20/2066 | 0.14% |
| UBSCM 2012-C1 E 144A 05.0000 05/10/2045 | 0.14% |
| GNR 2015-H13 AI IO 01.7682 06/20/2065 | 0.14% |
| MSBAM 2012-C6 G 144A 04.5000 11/15/2045 | 0.14% |
| GNR 2017-H04 BI IO 02.3820 02/20/2067 | 0.14% |
| WFCM 2018-C46 C 04.9894 08/15/2051 | 0.14% |
| WFCM 2019-C50 C 04.3450 05/15/2052 | 0.14% |
| WFHET 2007-2 A3 00.4169 04/25/2037 | 0.14% |
| GNR 2019-56 SK IO 05.9883 05/20/2049 | 0.14% |
| CAS 2016-C04 1B 10.4369 01/25/2029 | 0.13% |
| GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.13% |
| GNR 2018-H02 IM IO 02.2564 02/20/2068 | 0.13% |
| WFCM 2019-C54 D 144A 02.5000 12/15/2052 | 0.13% |
| 1.27 R ISWP SOFRRATE P 12/30/2031 | 0.13% |
| GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.13% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.13% |
| WFCM 2020-C57 C 04.0234 08/15/2053 | 0.13% |
| GNMA GII30 BS2396 04.5000 12/20/2049 | 0.13% |
| XAN 2020-RSO8 D 144A 02.6628 03/15/2035 | 0.13% |
| FNR 2018-51 BI IO 05.5000 07/25/2038 | 0.12% |
| GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.12% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.12% |
| 1.8025 R ISWP SOFR P 02/16/2032 | 0.12% |
| FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.12% |
| SPST 2021-14 A1 00.8759 12/08/2022 | 0.12% |
| GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.12% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.12% |
| GNR 2015-H25 BI IO 01.7093 10/20/2065 | 0.12% |
| ARRW 2019-3 M1 04.2040 10/25/2048 | 0.12% |
| EMIR 2020-1 B1 144A 03.0369 01/25/2030 | 0.12% |
| STACR 2019-DNA1 M2 02.8369 01/25/2049 | 0.12% |
| WFRBS 2014-C21 C 04.2340 08/15/2047 | 0.12% |
| GNR 2014-H25 BI IO 01.6640 12/20/2064 | 0.12% |
| GNR 2014-182 BI IO 04.0000 01/20/2039 | 0.12% |
| SWPTN SOFR 3MX10Y P 1.37 USD 03/29/2022 CI | 0.12% |
| FNR 2005-106 JC 19.5446 12/25/2035 | 0.11% |
| GNMA GII30 AD8811 03.0000 03/20/2043 | 0.11% |
| GNR 2016-80 SD IO 05.9383 06/20/2046 | 0.11% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.11% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.11% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.11% |
| GNR 2016-H06 HI IO 02.0722 02/20/2066 | 0.11% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.11% |
| COMM 2017-COR2 D 144A 03.0000 09/10/2050 | 0.11% |
| GNR 2019-100 JS IO 05.9383 08/20/2049 | 0.11% |
| FHR 4436 SC IO 05.9589 02/15/2045 | 0.11% |
| OMIR 2019-1A B1B 04.5369 07/25/2029 | 0.11% |
| FNR 2011-4 CS 12.5263 05/25/2040 | 0.11% |
| GNR 2015-H04 AI IO 01.5429 12/20/2064 | 0.11% |
| STACR 2019-HQA2 B2 11.4369 04/25/2049 | 0.11% |
| SWPTN 5YX5Y P 1.752 USD 12/14/2026 CI | 0.11% |
| FNR 2019-71 CS 03.9500 11/25/2049 | 0.11% |
| GNR 2016-H06 DI IO 01.5885 07/20/2065 | 0.11% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.11% |
| GNR 2017-H08 NI IO 02.2487 03/20/2067 | 0.11% |
| CAS 2016-C03 1M2 05.4869 10/25/2028 | 0.11% |
| GNR 2017-H10 MI IO 01.8198 04/20/2067 | 0.10% |
| CAS 2019-R01 2B1 04.5369 07/25/2031 | 0.10% |
| GNR 2014-137 ID IO 05.5000 09/16/2044 | 0.10% |
| GNR 2015-H16 XI IO 01.8633 07/20/2065 | 0.10% |
| GNR 2017-H25 IO IO 01.9021 11/20/2067 | 0.10% |
| FNMA FN30 AV7026 UMBS 03.5000 11/01/2044 | 0.10% |
| GNR 2016-H03 AI IO 01.7217 01/20/2066 | 0.10% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.10% |
| GNMA GII30 AJ8849 03.0000 10/20/2044 | 0.10% |
| 1.085 R ISWP SOFRRATE P 12/23/2026 | 0.10% |
| FNR 2005-74 NK 26.5657 05/25/2035 | 0.10% |
| SWPTN SOFR 3YX2Y P 1.39 USD 12/09/2024 BA | 0.10% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.10% |
| GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.10% |
| WAMU 2005-AR8 2AC2 01.1069 07/25/2045 | 0.10% |
| 1.435 R ISWP SOFRRATE P 12/24/2051 | 0.10% |
| FHR 4452 QI IO 04.0000 11/15/2044 | 0.10% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.10% |
| GNR 2013-182 SP IO 06.5383 12/20/2043 | 0.10% |
| GNR 2016-H24 KI IO 02.5062 11/20/2066 | 0.10% |
| GNR 2017-H23 BI IO 01.8682 11/20/2067 | 0.10% |
| FNMA FN30 BD9021 UMBS 03.5000 01/01/2047 | 0.09% |
| FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.09% |
| GNR 2014-119 SA IO 05.4383 08/20/2044 | 0.09% |
| JPMCC 2011-C3 E 144A 05.5237 02/15/2046 | 0.09% |
| GNMA GII30 627009 04.5000 10/20/2045 | 0.09% |
| OMIR 2019-1A B1A 03.6869 07/25/2029 | 0.09% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.09% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.09% |
| GNR 2017-H09 IO IO 01.8234 04/20/2067 | 0.09% |
| GNR 2017-H14 JI IO 02.1528 06/20/2067 | 0.09% |
| OPTN FN30 3.0 03/07/22 CALL 101.09375 JPMC | 0.09% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.09% |
| GNR 2017-H14 LI IO 02.2653 06/20/2067 | 0.09% |
| JPMCC 2011-C4 C 144A 05.3889 07/15/2046 | 0.09% |
| GNR 2016-H04 HI IO 02.3821 07/20/2065 | 0.09% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.09% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.09% |
| CAS 2016-C06 1B 09.4369 04/25/2029 | 0.08% |
| CAS 2016-C03 2B 12.9369 10/25/2028 | 0.08% |
| GNR 2016-H04 KI IO 01.5028 02/20/2066 | 0.08% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.08% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.08% |
| GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.08% |
| MSBAM 2013-C10 F 144A 04.0743 07/15/2046 | 0.08% |
| BMIR 2017-1 B1 144A 04.9369 10/25/2027 | 0.08% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.08% |
| FHR 4136 IQ IO 03.5000 11/15/2042 | 0.08% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.08% |
| LHOME 2021-RTL1 A1 02.0900 09/25/2026 | 0.08% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.08% |
| COMM 2014-CR16 C 04.9187 04/10/2047 | 0.08% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.08% |
| FNR 2007-53 SP 23.5148 06/25/2037 | 0.08% |
| SCRT 2019-4 M 04.5000 02/25/2059 | 0.08% |
| SWPTN SOFR 15YX20Y R 1.68 USD 02/11/2037 DE | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.08% |
| GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.08% |
| FHR 4425 EI IO 04.0000 01/15/2045 | 0.07% |
| FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.07% |
| GNMA GII30 BA7681 04.6500 06/20/2067 | 0.07% |
| JPMCC 2010-C2 D 144A 05.6942 11/15/2043 | 0.07% |
| MSAC 2004-HE9 M2 01.1169 11/25/2034 | 0.07% |
| MSBAM 2013-C12 D 144A 04.7625 10/15/2046 | 0.07% |
| BALTA 2005-8 21A1 02.4980 10/25/2035 | 0.07% |
| CAS 2015-C04 1M2 05.8869 04/25/2028 | 0.07% |
| HVMLT 2005-2 1A 00.6907 05/19/2035 | 0.07% |
| GNMA GII30 AY4779 04.4890 03/20/2067 | 0.07% |
| BALTA 2005-10 11A1 00.6869 01/25/2036 | 0.07% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.07% |
| UBSC 2011-C1 B 144A 06.6232 01/10/2045 | 0.07% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.07% |
| RMIR 2020-1 B1 P/P 144A 03.1869 01/25/2030 | 0.07% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.06% |
| CSAIL 2020-C19 D 144A 02.5000 03/15/2053 | 0.06% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.06% |
| STACR 2019-DNA3 B2 08.3369 07/25/2049 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.06% |
| GNR 2011-H07 FI IO 01.2220 02/20/2061 | 0.06% |
| FNR 2006-62 PS 38.7788 07/25/2036 | 0.06% |
| FNR 2006-8 HP 23.8815 03/25/2036 | 0.06% |
| GNR 2017-H25 AI IO 02.3668 12/20/2067 | 0.06% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.06% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.06% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.06% |
| 1.8165 R ISWP SOFR P 02/16/2032 | 0.06% |
| 0.695 R ISWP SOFRRATE P 12/23/2023 | 0.06% |
| FHR 2990 LB 16.4572 06/15/2034 | 0.06% |
| SAMI 2006-AR7 A1BG 00.3069 08/25/2036 | 0.06% |
| STACR 2015-DNA3 B 09.5369 04/25/2028 | 0.06% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.06% |
| FNR 2013-22 PI IO 03.5000 10/25/2042 | 0.05% |
| GNMA GN30 AE8022 04.5000 12/15/2043 | 0.05% |
| GNR 2016-H08 GI IO 01.4140 04/20/2066 | 0.05% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.05% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.05% |
| STACR 2019-FTR3 B2 04.9077 09/25/2047 | 0.05% |
| CAS 2020-R01 1B1 03.4369 01/25/2040 | 0.05% |
| FHR 4425 IO IO 04.0000 01/15/2045 | 0.05% |
| 1.0045 R ISWP SOFR P 01/25/2024 | 0.05% |
| CAS 2016-C05 2M2 04.6369 01/25/2029 | 0.05% |
| SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.05% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.05% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.05% |
| GNMA GII30 609117 04.5000 02/20/2044 | 0.05% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.05% |
| GNR 2016-H24 JI IO 01.9763 11/20/2066 | 0.05% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.05% |
| CAS 2018-C01 1M2 02.4369 07/25/2030 | 0.05% |
| CAS 2020-R02 2B1 03.1869 01/25/2040 | 0.05% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.05% |
| STACR 2019-DNA2 B2 10.6869 03/25/2049 | 0.05% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.05% |
| 1.135 R ISWP SOFRRATE P 01/03/2027 | 0.05% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.05% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.05% |
| GNR 2015-H23 DI IO 01.8387 09/20/2065 | 0.05% |
| STACR 2019-DNA2 M2 02.6369 03/25/2049 | 0.05% |
| FHR 3408 EK 25.0240 04/15/2037 | 0.04% |
| FHR 4171 NI IO 03.0000 06/15/2042 | 0.04% |
| FNMA FN30 AX5483 UMBS 03.5000 10/01/2045 | 0.04% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.04% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.04% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.04% |
| SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.04% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.04% |
| STACR 2017-HQA2 B1 04.9369 12/25/2029 | 0.04% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.04% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.04% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.04% |
| GNMA GII30 BP7884 04.5000 01/20/2050 | 0.04% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.04% |
| GNMA GII30 BQ4111 03.5000 03/20/2050 | 0.04% |
| GNR 2015-H24 HI IO 02.0876 09/20/2065 | 0.04% |
| FNMA FN30 AV7020 UMBS 03.5000 10/01/2044 | 0.04% |
| GNMA GII30 AJ4182 04.5000 09/20/2044 | 0.04% |
| GNMA GII30 AW8447 04.3290 05/20/2067 | 0.04% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.04% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.04% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.04% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.04% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.04% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 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 JP | 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 CG | 0.04% |
| OMIR 2017-1A M2 144A 04.1869 04/25/2027 | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 JP | 0.03% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.03% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.03% |
| FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.03% |
| GNMA GII30 635065 04.5000 03/20/2046 | 0.03% |
| GNMA GN30 AG8989 04.5000 05/15/2044 | 0.03% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.03% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.03% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.03% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.03% |
| 1.832 R ISWP SOFR P 02/14/2032 | 0.03% |
| GNMA GII30 AQ6653 04.5000 09/20/2045 | 0.03% |
| SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.03% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.03% |
| 1.698 R ISWP SOFR P 02/28/2027 | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.03% |
| GNMA GII30 BR2728 04.0000 12/20/2049 | 0.03% |
| GNMA GN30 AG8984 04.5000 05/15/2044 | 0.03% |
| 1.331 R ISWP SOFRRATE P 12/31/2031 | 0.03% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 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% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% |
| GNR 2014-174 AI IO 03.0000 11/16/2029 | 0.03% |
| 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% |
| FNR 2012-114 NI IO 03.5000 10/25/2041 | 0.02% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.02% |
| GNMA GN30 704478 04.5000 04/15/2039 | 0.02% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.02% |
| GNR 2020-15 CS IO 05.8883 02/20/2050 | 0.02% |
| FHR 4019 JI IO 04.0000 05/15/2041 | 0.02% |
| 1.7935 R ISWP SOFR P 02/14/2032 | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 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% |
| 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 2YX10Y P 1.102 USD 11/23/2022 CI | 0.02% |
| 1.608 R ISWP SOFR P 01/24/2032 | 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% |
| 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% |
| GNMA GII30 AO7326 04.6600 09/20/2065 | 0.02% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% |
| CMB CMBX.NA.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% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.02% |
| GNMA GII30 AJ6287 04.0000 09/20/2044 | 0.02% |
| OPTN GII30 3.5 03/07/22 CALL 102.90625 JPMC | 0.02% |
| SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | 0.02% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.02% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 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 AL8543 04.0000 02/20/2045 | 0.02% |
| SWPTN 3MX5Y R 1.208 USD 04/21/2022 CI | 0.02% |
| SWPTN SOFR 10YX10Y R 1.99 USD 02/11/2032 CI | 0.02% |
| 1.0355 R ISWP SOFR P 01/20/2024 | 0.02% |
| 1.8215 R ISWP SOFR P 03/01/2032 | 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.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.02% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.02% |
| SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | 0.02% |
| SWPTN SOFR 10YX10Y P 1.826 USD 01/13/2032 CI | 0.02% |
| 1.6765 R ISWP SOFR P 02/24/2027 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.02% |
| FNMA FN30 AX8877 UMBS 04.5000 12/01/2044 | 0.02% |
| GNMA GII30 AO8363 04.0000 09/20/2045 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BP8088 03.5000 03/20/2050 | 0.02% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% |
| 1.0245 R ISWP SOFR P 01/24/2024 | 0.01% |
| 1.5125 R ISWP SOFR P 01/19/2032 | 0.01% |
| 1.6545 R ISWP SOFR P 02/01/2052 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 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-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.01% |
| FHR 4201 JI IO 03.0000 12/15/2041 | 0.01% |
| FNMA FN30 AX2731 UMBS 04.5000 10/01/2044 | 0.01% |
| GNMA GII30 AK1223 04.0000 02/20/2045 | 0.01% |
| GNR 2010-20 SC IO 05.9883 02/20/2040 | 0.01% |
| SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.01% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 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% |
| 0.926 R ISWP SOFR P 01/26/2024 | 0.01% |
| 1.393 R ISWP SOFR P 01/13/2027 | 0.01% |
| 1.5135 R ISWP SOFR P 01/26/2032 | 0.01% |
| 1.5235 R ISWP SOFR P 01/26/2032 | 0.01% |
| 1.759 R ISWP SOFR P 02/10/2032 | 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-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 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% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.01% |
| SWPTN SOFR 15YX10Y P 1.724 USD 01/13/2037 DE | 0.01% |
| SWPTN SOFR 7YX30Y P 1.405 USD 12/14/2028 BA | 0.01% |
| 0.976 R ISWP SOFR P 01/26/2024 | 0.01% |
| 0.9975 R ISWP SOFR P 01/25/2024 | 0.01% |
| 1.005 R ISWP SOFR P 01/25/2024 | 0.01% |
| 1.525 R ISWP SOFRRATE P 12/31/2051 | 0.01% |
| 1.562 R ISWP SOFR P 01/25/2032 | 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% |
| FHR 4015 GI IO 04.0000 03/15/2027 | 0.01% |
| FNMA FN30 BA1056 UMBS 04.5000 11/01/2045 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2019-99 KS IO 05.8883 08/20/2049 | 0.01% |
| OPTN FN30 2.0 03/07/22 CALL 96.34375 JPMC | 0.01% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 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 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FNW 1998-W2 X IO 00.2993 06/25/2028 | 0.01% |
| GNMA GII30 AJ4184 04.5000 09/20/2044 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| GNMA GII30 BP8086 03.5000 02/20/2050 | 0.01% |
| GNMA GII30 BQ1446 04.0000 09/20/2049 | 0.01% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| SWPTN SOFR 10YX10Y R 1.905 USD 01/12/2032 JP | 0.01% |
| SWPTN SOFR 15YX10Y R 1.724 USD 01/13/2037 DE | 0.01% |
| 1.04 R ISWP SOFR P 01/20/2024 | 0.01% |
| 1.573 R ISWP SOFR P 01/25/2032 | 0.01% |
| 1.75 R ISWP SOFR P 02/29/2032 | 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 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GNMA GII30 BM2417 03.5000 08/20/2049 | 0.01% |
| GNMA GII30 BP7324 03.5000 10/20/2049 | 0.01% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.01% |
| SWPTN SOFR 3MX10Y R 1.769 USD 05/09/2022 GS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| FNMA FN30 AA2892 UMBS 04.5000 03/01/2039 | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| GNMA GII30 BQ1549 04.0000 10/20/2049 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| OPTN FN30 3.5 03/07/22 CALL 103.4375 JPMC | 0.01% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.01% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.01% |
| 1.0085 R ISWP SOFR P 01/21/2024 | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 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 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% |
| FNMA FN30 AX8927 UMBS 04.5000 12/01/2044 | 0.01% |
| FNR 2011-123 KS IO 06.4131 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 05.8883 06/20/2049 | 0.01% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 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.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| 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-.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 MA2216 UMBS 04.0000 03/01/2045 | 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% |
| FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.01% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% |
| GNR 2015-24 AI IO 03.5000 12/20/2037 | 0.01% |
| SWPTN SOFR 10YX10Y P 1.8225 USD 01/13/2032 WE | 0.01% |
| SWPTN SOFR 10YX10Y P 1.905 USD 01/12/2032 JP | 0.01% |
| 1.488 R ISWP SOFR P 02/14/2024 | 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 GS | 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 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.00% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.00% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.00% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.00% |
| SWPTN SOFR 10YX10Y R 1.826 USD 01/13/2032 CI | 0.00% |
| 1.47709 R ISWP SOFR P 02/29/2024 | 0.00% |
| BSCMS 2007-T26 AJ 05.5660 01/12/2045 | 0.00% |
| CAS 2019-R01 2M2 02.6369 07/25/2031 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| FNMA FN30 AS5038 UMBS 04.0000 05/01/2045 | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2777 10/25/2043 | 0.00% |
| GNMA GII30 2987 07.5000 10/20/2030 | 0.00% |
| SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | 0.00% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.00% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.00% |
| SWPTN SOFR 10YX30Y P 1.544 USD 01/12/2032 JP | 0.00% |
| SWPTN SOFR 10YX30Y R 1.544 USD 01/12/2032 JP | 0.00% |
| SWPTN SOFR 1MX10Y P 1.856 USD 02/28/2022 CI | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| FNMA FN30 AY3392 UMBS 04.0000 04/01/2045 | 0.00% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% |
| FNW 1998-W5 X IO 00.0475 07/25/2028 | 0.00% |
| FNW 2003-W3 1A4 03.4977 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 20YX5Y R 1.87 USD 07/09/2041 UB | 0.00% |
| SWPTN SOFR 1MX10Y R 1.356 USD 02/28/2022 CI | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.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% |
| 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 00.3789 10/25/2041 | 0.00% |
| FNR 2008-36 OV PO 00.0000 01/25/2036 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| FSPC T-57 2A1 03.4285 07/25/2043 | 0.00% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN SOFR 10YX10Y R 1.8225 USD 01/13/2032 WE | 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.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-.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 00.2667 03/25/2045 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.00% |
| FNW 2003-W14 2A 03.6293 01/25/2043 | 0.00% |
| FNW 2004-W2 4A 02.9054 02/25/2044 | 0.00% |
| FSPC T-59 2A1 03.2901 10/25/2043 | 0.00% |
| FSPC T-8 A9 IO 00.4450 11/15/2028 | 0.00% |
| GNMA GIIARM 8913 01.6250 07/20/2026 | 0.00% |
| STACR 2014-HQ3 M3 04.9369 10/25/2024 | 0.00% |
| SWPTN 10YX10Y R 1.985 USD 01/29/2031 JP | 0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 0.00% |
| 1.646 R ISWP SOFR P 01/31/2032 | 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 JP | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 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-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| 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 03.4480 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 2012-48 AI IO 03.5000 02/20/2036 | 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 03/07/22 CALL 105.34375 JPMC | 0.00% |
| 1.4715 R ISWP SOFR P 02/28/2024 | -0.00% |
| 1.679 R ISWP SOFR P 01/21/2052 | -0.00% |
| 1.724 R ISWP FWD SOFR P 01/15/2047 | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -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.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% |
| 1.514 R ISWP SOFR P 02/28/2024 | -0.00% |
| 1.6165 R ISWP SOFR P 01/21/2032 | -0.00% |
| 1.647 R ISWP SOFR P 02/03/2052 | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | -0.00% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.00% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.00% |
| SWPTN SOFR 5YX10Y R 1.81 USD 01/12/2027 JP | -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 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% |
| OPTN GII30 3.5 03/07/22 PUT 102.90625 JPMC | -0.00% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% |
| 1.7395 R ISWP SOFR P 02/28/2032 | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| SWPTN SOFR 5YX10Y P 1.81 USD 01/12/2027 JP | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.00% |
| 1.66076 R ISWP SOFR P 01/20/2032 | -0.01% |
| 1.672 R ISWP SOFR P 01/20/2032 | -0.01% |
| 1.7975 R ISWP SOFR P 02/28/2032 | -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 MS | -0.01% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 MS | -0.01% |
| 1.50 R ISWP SOFR P 01/18/2032 | -0.01% |
| 1.5005 R ISWP SOFR P 01/18/2032 | -0.01% |
| 1.7674 R ISWP SOFR P 02/29/2052 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.01% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| SWPTN SOFR 7YX30Y R 1.405 USD 12/14/2028 BA | -0.01% |
| 1.4941 R ISWP SOFR P 01/18/2032 | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 MS | -0.01% |
| SWPTN SOFR 3YX2Y R 1.62 USD 01/13/2025 WE | -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-.12 2061-08-17 300.0 08/17/2061 JP | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.01% |
| 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-.15 2064-11-18 300.0 11/18/2064 GS | -0.01% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| 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 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN SOFR 2YX5Y R 1.7 USD 01/11/2024 JP | -0.01% |
| SWPTN SOFR 3MX10Y P 1.769 USD 05/09/2022 GS | -0.01% |
| 1.675 R ISWP SOFR P 02/28/2027 | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | -0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% |
| SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| 1.601 R ISWP SOFR P 01/12/2032 | -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 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| 1.135 R ISWP SOFRRATE P 12/31/2026 | -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 SOFR 10YX10Y P 1.99 USD 02/11/2032 CI | -0.02% |
| SWPTN SOFR 2YX5Y P 1.7 USD 01/11/2024 JP | -0.02% |
| 1.448 R ISWP SOFR P 01/20/2027 | -0.02% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | -0.02% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.02% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.02% |
| SWPTN SOFR 3YX2Y P 1.62 USD 01/13/2025 WE | -0.02% |
| 1.604 R ISWP SOFRRATE P 01/06/2052 | -0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 3MX5Y P 1.708 USD 04/21/2022 CI | -0.02% |
| 1.626 R ISWP SOFR P 01/19/2052 | -0.02% |
| 1.74 R ISWP SOFR P 02/11/2032 | -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 CG | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.02% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | -0.02% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -0.02% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.02% |
| 0.88 R ISWP SOFR P 01/12/2024 | -0.02% |
| 1.7245 R ISWP SOFR P 02/09/2032 | -0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.02% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 5YX10Y R 1.805 USD 12/14/2026 JP | -0.02% |
| SWPTN SOFR 1MX10Y R 1.606 USD 02/28/2022 CI | -0.02% |
| 1.61968 R ISWP SOFR P 02/28/2027 | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | -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% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| 0.8745 R ISWP SOFR P 01/11/2024 | -0.02% |
| 1.725 R ISWP FWD SOFR P 02/10/2032 | -0.02% |
| 1.60 R ISWP FWD SOFRRATE P 03/16/2052 | -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 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| 1.5665 R ISWP SOFR P 01/11/2032 | -0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.03% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.03% |
| 1.096 R ISWP SOFRRATE P 12/24/2026 | -0.03% |
| 1.567 R ISWP SOFR P 01/19/2032 | -0.03% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.03% |
| 1.68 R ISWP FWD SOFR P 02/13/2057 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.03% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.03% |
| 1.7445 R ISWP SOFR P 02/15/2032 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.03% |
| SWPTN 3MX5Y R 1.458 USD 04/21/2022 CI | -0.03% |
| 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 2YX10Y P 2.41 USD 08/30/2023 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.04% |
| 1.8225 R ISWP SOFR P 02/18/2032 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.04% |
| SWPTN 5YX5Y R 1.752 USD 12/14/2026 CI | -0.05% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.05% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.05% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.05% |
| 0.952 R ISWP SOFR P 01/27/2024 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.05% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.05% |
| SWPTN SOFR 3YX2Y R 1.39 USD 12/09/2024 BA | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | -0.05% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.05% |
| 1.5915 R ISWP SOFR P 02/16/2024 | -0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.06% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.06% |
| OPTN FN30 2.0 03/07/22 PUT 96.34375 JPMC | -0.06% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.06% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.06% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.06% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.07% |
| 1.524 R ISWP SOFR P 01/14/2032 | -0.07% |
| 1.5245 R ISWP SOFR P 01/14/2032 | -0.07% |
| 1.525 R ISWP SOFR P 01/14/2032 | -0.07% |
| SWPTN SOFR 15YX20Y P 1.68 USD 02/11/2037 DE | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.08% |
| 1.82523 R ISWP SOFR P 02/15/2032 | -0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.08% |
| CPURNSA P 2.78 R 01/15/32 | -0.08% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.08% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.09% |
| SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.09% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.09% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.10% |
| SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.10% |
| SWPTN SOFR 3MX10Y R 1.37 USD 03/29/2022 CI | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.10% |
| 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.A.6 2063-05-11 200.0 05/11/2063 MS | -0.12% |
| OPTN FN30 3.5 03/07/22 PUT 103.4375 JPMC | -0.12% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.12% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.12% |
| CPURNSA P 2.7375 R 09/13/26 | -0.13% |
| OPTN FN30 3.0 03/07/22 PUT 101.09375 JPMC | -0.13% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.14% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.14% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.14% |
| 1.437 R ISWP SOFRRATE P 12/23/2051 | -0.15% |
| OPTN FN30 4.0 03/07/22 PUT 105.34375 JPMC | -0.16% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.16% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.17% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.18% |
| SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.21% |
| 1.333 R ISWP FWD SOFRRATE P 01/07/2032 | -0.21% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.23% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.23% |
| 1.285 R ISWP SOFRRATE P 12/23/2031 | -0.23% |
| SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.24% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.29% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.31% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.32% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.34% |
| 1.40 R ISWP FWD SOFRRATE P 03/16/2032 | -0.38% |
| FNMA FN30 TBA UMBS 02.5000 03/01/2052 | -0.47% |
| GNMA GII30 TBA 03.5000 03/01/2052 | -0.49% |
| SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.56% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.57% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.64% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.67% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.72% |
| SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.90% |
| 0.90 R ISWP FWD SOFRRATE P 03/16/2024 | -0.95% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -1.12% |
| FNMA FN30 TBA UMBS 03.0000 03/01/2052 | -1.44% |
| US 10YR ULTRA FUT JUN22 UXYM2 | -1.70% |
| SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.72% |
| US 5YR NOTE (CBT) JUN22 FVM2 | -3.55% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -4.43% |
| US 2YR NOTE (CBT) JUN22 TUM2 | -59.24% |
Fixed income statistics as of 05/31/22
| Average effective maturity | 4.93 yrs. |
|---|---|
| Average effective duration | 5.39 yrs. |
| Average yield to maturity | 29.77% |
| Average coupon | 5.37% |
Sector weightings as of 05/31/22
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Commercial MBS | 20.96% | 0.69 | 22.97% | 0.06 | 43.93% | 0.75 |
| Agency CMO | 39.97% | 1.71 | 0.00% | 0.00 | 39.97% | 1.71 |
| Agency pass-through | 5.67% | 0.33 | 25.81% | 1.60 | 31.48% | 1.93 |
| Residential MBS (non-agency) | 21.06% | 0.72 | 0.00% | 0.00 | 21.06% | 0.72 |
| Asset-backed securities (ABS) | 3.18% | 0.05 | 0.00% | 0.00 | 3.18% | 0.05 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -3.98 | 0.00% | -3.98 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -0.88 | 0.00% | -0.88 |
| Net cash | 9.16% | 0.00 | 0.00% | 0.00 | 9.16% | 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 05/31/22
| 0 - 1 yr. | -4.30% |
|---|---|
| 1 - 5 yrs. | 41.20% |
| 5 - 10 yrs. | 51.19% |
| 10 - 15 yrs. | 12.61% |
| Over 15 yrs. | -0.70% |
Quality rating as of 05/31/22
| AAA | 86.04% |
|---|---|
| AA | 3.28% |
| A | 4.45% |
| BBB | 9.99% |
| BB | 6.87% |
| B | 8.56% |
| CCC and Below | 3.39% |
| Not Rated | -22.58% |
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 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 mortgage-backed securities may make the fund’s net asset value more susceptible to economic, market, political, and other developments affecting the housing or real estate markets and the servicing of mortgage loans secured by real estate properties. The fund currently has significant investment exposure to commercial mortgage-backed securities. 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 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, 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. 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% | 0.52% | 0.64% |
| What you pay | 0.89% | 1.64% | 1.64% | 1.14% | 0.52% | 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 Putnam Mortgage Securities Linked Benchmark represents the performance of the Bloomberg GNMA Index through April 18, 2018, and the 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 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 mortgage-backed securities may make the fund’s net asset value more susceptible to economic, market, political, and other developments affecting the housing or real estate markets and the servicing of mortgage loans secured by real estate properties. The fund currently has significant investment exposure to commercial mortgage-backed securities. 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 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, 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. 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.