‡ Lipper is an industry research firm whose rankings are based on total return performance, vary over time, and do not reflect the effects of sales charges. Past performance is not indicative of future results.
Putnam Capital Manager
Putnam Mortgage Securities Subaccount
The subaccount seeks as high a level of current income as Putnam Management believes is consistent with preservation of capital.
Fund description
The subaccount typically divides its assets between U.S. Treasury securities and Government National Mortgage Association certificates (Ginnie Maes). The fund takes a slightly more aggressive approach to total return by investing in longer-term securities. Investors should have an investment horizon of at least three years to give their investment the full potential to benefit from a typical interest-rate cycle.
Sales story
Seeking opportunities through mortgage-backed securitiesBroad securitized 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.
Management team
- Michael V. Salm (Investing since 1989)
- Brett S. Kozlowski, CFA (Investing since 1997)
Lipper ranking ‡ as of 02/28/22
Category: U.S. Mortgage Funds
Percentile ranking | Rank/Funds in category | |
---|---|---|
10 yrs. | 91% | 9/9 |
1 yr. | 93% | 13/13 |
3 yrs. | 93% | 13/13 |
5 yrs. | 93% | 12/12 |
Risk characteristics as of 02/28/22
Avg. Eff. Maturity | 1.28 |
Avg. Eff. Duration | 4.82 |
Avg. Coupon | 5.41 |
Avg. Yield to Maturity | 21.57 |
Alpha (%) | -- |
Beta | -0.46 |
R squared | 0.01 |
Standard deviation (3 yrs.) | 7.69 |
Maturity details
0 to 1 yr. | -1.08% |
1 to 5 yrs. | 65.94% |
5 to 10 yrs. | 38.62% |
10 to 15 yrs. | -2.80% |
Over 15 yrs. | -0.68% |
Quality ratings
AAA | 89.86% |
AA | 3.06% |
A | 7.18% |
BBB | 9.57% |
BB | 4.39% |
B | 6.65% |
CCC and Below | 3.03% |
Not Rated | -23.74% |
Quick facts as of 02/28/22
Fiscal Year End | December |
Asset Class | Putnam Capital Manager |
Subaccount Status | Open to new investors |
Number of issues | 892 |
Turnover (fiscal year end) | 904% |
Net Assets | $38M |
Inception Date | 02/01/00 |
Holdings
Fnma Fn30 Tba Umbs 02.5000 03/01/2052 | 7.84% |
Fnma Fn30 Tba Umbs 04.5000 03/01/2052 | 5.59% |
Gnma Gii30 Tba 04.5000 03/01/2052 | 5.55% |
Gnma Gii30 Tba 03.0000 03/01/2052 | 5.38% |
Fnr 2007-95 A3 00.4369 08/27/2036 | 4.56% |
Gnma Gii30 Tba 04.0000 03/01/2052 | 2.75% |
Fnma Fn30 Tba Umbs 03.5000 03/01/2052 | 2.73% |
Gnma Gii30 Tba 02.0000 03/01/2052 | 2.59% |
Fnma Fn30 Tba Umbs 02.0000 03/01/2052 | 2.54% |
Bf0101 03.5000 06/01/2056 | 1.43% |
Top 10 holdings, total: | 40.96% |
Top 10 holdings as of 02/28/22 | |
---|---|
1: Fnma Fn30 Tba Umbs 02.5000 03/01/2052 | 7.84% |
2: Fnma Fn30 Tba Umbs 04.5000 03/01/2052 | 5.59% |
3: Gnma Gii30 Tba 04.5000 03/01/2052 | 5.55% |
4: Gnma Gii30 Tba 03.0000 03/01/2052 | 5.38% |
5: Fnr 2007-95 A3 00.4369 08/27/2036 | 4.56% |
6: Gnma Gii30 Tba 04.0000 03/01/2052 | 2.75% |
7: Fnma Fn30 Tba Umbs 03.5000 03/01/2052 | 2.73% |
8: Gnma Gii30 Tba 02.0000 03/01/2052 | 2.59% |
9: Fnma Fn30 Tba Umbs 02.0000 03/01/2052 | 2.54% |
10: Bf0101 03.5000 06/01/2056 | 1.43% |
Holdings represent 40.96% of portfolio |
Top 10 holdings as of 01/31/22 | |
---|---|
1: Fnma Fn30 Tba Umbs 02.5000 02/01/2052 | 7.70% |
2: Fnma Fn30 Tba Umbs 04.5000 02/01/2052 | 5.49% |
3: Gnma Gii30 Tba 04.5000 02/01/2052 | 5.42% |
4: Gnma Gii30 Tba 03.0000 02/01/2052 | 5.27% |
5: Fnr 2007-95 A3 00.3519 08/27/2036 | 4.48% |
6: Gnma Gii30 Tba 04.0000 02/01/2052 | 2.69% |
7: Gnma Gii30 Tba 02.0000 02/01/2052 | 2.54% |
8: Fnma Fn30 Tba Umbs 02.0000 02/01/2052 | 2.51% |
9: Bf0101 03.5000 06/01/2056 | 1.42% |
10: Carr 2006-Nc2 A4 00.3477 06/25/2036 | 1.24% |
Holdings represent 38.76% of portfolio |
Top 10 holdings as of 12/31/21 | |
---|---|
1: Fnma Fn30 Tba Umbs 04.5000 01/01/2052 | 5.25% |
2: Gnma Gii30 Tba 04.5000 01/01/2052 | 5.18% |
3: Gnma Gii30 Tba 03.0000 01/01/2052 | 5.07% |
4: Fnma Fn30 Tba Umbs 02.5000 02/01/2052 | 4.99% |
5: Fnr 2007-95 A3 00.3420 08/27/2036 | 4.27% |
6: Gnma Gii30 Tba 04.0000 01/01/2052 | 2.58% |
7: Fnma Fn30 Tba Umbs 03.0000 01/01/2052 | 2.54% |
8: Gnma Gii30 Tba 02.0000 01/01/2052 | 2.47% |
9: Bf0101 03.5000 06/01/2056 | 1.40% |
10: Stacr 2018-Hqa2 B2 11.1028 10/25/2048 | 1.18% |
Holdings represent 34.93% of portfolio |
Top 10 holdings as of 11/30/21 | |
---|---|
1: Fnma Fn30 Tba Umbs 04.5000 12/01/2051 | 5.20% |
2: Gnma Gii30 Tba 04.5000 12/01/2051 | 5.13% |
3: Gnma Gii30 Tba 03.0000 12/01/2051 | 5.01% |
4: Fnr 2007-95 A3 00.3392 08/27/2036 | 4.22% |
5: Fnma Fn30 Tba Umbs 03.0000 12/01/2051 | 2.51% |
6: Fnma Fn30 Tba Umbs 02.5000 12/01/2051 | 2.48% |
7: Gnma Gii30 Tba 02.0000 12/01/2051 | 2.45% |
8: Bf0101 03.5000 06/01/2056 | 1.42% |
9: Stacr 2018-Hqa2 B2 11.0920 10/25/2048 | 1.18% |
10: Carr 2006-Nc2 A4 00.3316 06/25/2036 | 1.16% |
Holdings represent 30.76% of portfolio |
FNMA FN30 TBA UMBS 02.0000 06/01/2052 | 15.00% | GNMA GII30 TBA 04.5000 06/01/2052 | 5.76% | GNMA GII30 TBA 03.0000 06/01/2052 | 5.44% | FNR 2007-95 A3 00.9179 08/27/2036 | 4.74% | TREASURY BILL 00.0000 06/21/2022 | 3.66% | TREASURY BILL 00.0000 06/23/2022 | 3.38% | GNMA GII30 TBA 04.0000 06/01/2052 | 2.84% | TREASURY BILL 00.0000 06/02/2022 | 2.82% | TREASURY BILL 00.0000 06/16/2022 | 2.82% | GNMA GII30 TBA 02.0000 06/01/2052 | 2.56% | TREASURY BILL 00.0000 06/09/2022 | 2.54% | TREASURY BILL 00.0000 07/12/2022 | 1.97% | 1.285 R ISWP SOFRRATE P 12/24/2031 | 1.69% | BF0101 03.5000 06/01/2056 | 1.37% | 1.85 R ISWP FWD SOFR P 06/15/2027 | 1.37% | CARR 2006-NC2 A4 01.2457 06/25/2036 | 1.33% | STACR 2018-HQA2 B2 12.0057 10/25/2048 | 1.25% | STACR 2018-DNA3 B2 08.7557 09/25/2048 | 1.21% | MCAS 2019-01 M10 144A 04.2557 10/15/2049 | 1.16% | TREASURY BILL 00.0000 06/28/2022 | 1.13% | CAS 2018-C04 2B1 05.5057 12/25/2030 | 1.08% | FHS 315 PO PO 00.0000 09/15/2043 | 1.04% | SAMI 2007-AR7 1A1 01.8557 05/25/2047 | 0.92% | GNR 2020-175 JI IO 03.5000 11/20/2050 | 0.88% | GNR 2020-112 MS IO 05.3727 08/20/2050 | 0.81% | BAYV 2006-C 1A3 06.5280 11/28/2036 | 0.80% | WFRBS 2012-C9 D 144A 04.8118 11/15/2045 | 0.80% | CAS 2022-R02 2M2 03.5845 01/25/2042 | 0.77% | GNMA GII30 609146 04.5000 05/20/2044 | 0.75% | STACR 2015-HQA1 B 09.8057 03/25/2028 | 0.71% | FNR 2020-62 MI IO 03.5000 05/25/2049 | 0.69% | FNR 2020-31 IO IO 04.5000 05/25/2050 | 0.67% | CWL 2007-10 1A1 01.1857 06/25/2047 | 0.66% | AHM 2007-1 GA1C 01.1957 05/25/2047 | 0.66% | FNMA FN30 AL6919 UMBS 05.5000 01/01/2038 | 0.63% | STACR 2017-DNA2 M2 04.4557 10/25/2029 | 0.63% | FHR 5071 IV IO 03.0000 12/25/2050 | 0.59% | SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.59% | 1.6545 R ISWP SOFR P 02/01/2052 | 0.59% | FHR 5065 DI IO 03.5000 01/25/2051 | 0.58% | CAS 2017-C06 1B1 05.1557 02/25/2030 | 0.58% | GNR 2021-8 IP IO 02.5000 01/20/2051 | 0.58% | COMM 2014-CR17 D 144A 04.8472 05/10/2047 | 0.58% | FNR 2020-41 SE IO 05.0943 06/25/2050 | 0.57% | GSMS 2014-GC24 D 144A 04.5326 09/10/2047 | 0.57% | 1.435 R ISWP SOFRRATE P 12/24/2051 | 0.56% | JPMCC 2012-C8 C 144A 04.7646 10/15/2045 | 0.56% | STACR 2018-HQA1 M2 03.3057 09/25/2030 | 0.56% | STACR 2016-DNA3 M3 06.0057 12/25/2028 | 0.54% | SWPTN 5YX5Y P 1.752 USD 12/14/2026 CI | 0.52% | FNR 2016-81 SA IO 05.1443 11/25/2046 | 0.52% | MSBAM 2015-C23 D 144A 04.1431 07/15/2050 | 0.51% | FHLMC FR30 ZS9471 UMBS 04.0000 12/01/2044 | 0.51% | GNR 2020-138 IB IO 02.5000 09/20/2050 | 0.50% | FNR 2016-85 SL IO 05.0943 11/25/2046 | 0.50% | CMLTI 2007-AR5 1A1A 02.9590 04/25/2037 | 0.50% | MSBAM 2014-C15 D 144A 04.8961 04/15/2047 | 0.49% | FHR 5080 IQ IO 03.5000 04/25/2050 | 0.48% | EMIR 2020-1 B1 144A 03.8557 01/25/2030 | 0.48% | CAS 2016-C03 1B 12.7557 10/25/2028 | 0.48% | FHR 4953 AI IO 04.0000 02/25/2050 | 0.47% | SWPTN SOFR 3YX2Y P 1.39 USD 12/09/2024 BA | 0.47% | FHR 4980 KI IO 04.5000 06/25/2050 | 0.47% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.47% | UBSC 2011-C1 D 144A 06.4397 01/10/2045 | 0.45% | CAS 2017-C07 2B1 05.4557 05/25/2030 | 0.45% | DBUBS 2011-LC3A D 144A 05.3702 08/10/2044 | 0.44% | COMM 2013-CR6 D 144A 04.0860 03/10/2046 | 0.44% | FNR 2020-96 IO IO 03.0000 01/25/2051 | 0.43% | FHR 5077 NI IO 03.5000 02/25/2051 | 0.42% | CWALT 2006-OA19 A1 01.1073 02/20/2047 | 0.41% | STACR 2018-HQA2 B1 05.2557 10/25/2048 | 0.41% | GSMS 2013-GC10 D P/P 144A 04.4007 02/10/2046 | 0.41% | COMM 2015-CR26 D 03.4419 10/10/2048 | 0.41% | SWPTN 8YX10Y P 3.312 USD 11/27/2028 BA | 0.41% | WFCM 2016-NXS5 D 04.9834 01/15/2059 | 0.40% | FNR 2016-83 BS IO 05.0943 11/25/2046 | 0.39% | GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.39% | UBSCM 2019-C17 C 03.7582 10/15/2052 | 0.39% | GNR 2019-125 SG IO 05.1227 10/20/2049 | 0.38% | GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.38% | SPST 2021-16 A1 01.5936 11/07/2022 | 0.38% | FNR 2021-12 NI IO 02.5000 03/25/2051 | 0.38% | CCMFC 2006-4A A2 01.1857 11/25/2047 | 0.37% | MSC 2011-C3 E 144A 05.0847 07/15/2049 | 0.37% | CAS 2017-C05 1M2C 03.2057 01/25/2030 | 0.36% | FNR 2016-8 SA IO 05.0443 03/25/2046 | 0.36% | JPMCC 2013-LC11 D 04.1639 04/15/2046 | 0.36% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.36% | JPMBB 2013-C14 D 144A 04.5477 08/15/2046 | 0.36% | SPST 2022-2 A1 01.5760 05/25/2023 | 0.36% | SPST 2022-3 A1 02.1724 05/29/2023 | 0.36% | SPST 2021-10 A 01.7236 08/08/2022 | 0.35% | FHR 5050 IM IO 03.5000 10/25/2050 | 0.35% | FHR 5043 IO IO 05.0000 11/25/2050 | 0.35% | STACR 2019-DNA2 B2 11.5057 03/25/2049 | 0.34% | WFCM 2015-C30 D 144A 04.4983 09/15/2058 | 0.34% | 1.5415 R ISWP SOFR P 03/09/2032 | 0.34% | FHR 3065 DC 17.2359 03/15/2035 | 0.34% | FHR 5003 DS IO 05.0943 08/25/2050 | 0.34% | WFRBS 2011-C4 C 144A 04.8884 06/15/2044 | 0.34% | FNR 2018-38 SP IO 05.1943 06/25/2048 | 0.34% | BMARK 2019-B13 D 144A 02.5000 08/15/2057 | 0.33% | FHR 4933 SA IO 04.9943 12/25/2049 | 0.33% | GNR 2021-188 IW IO 03.0000 10/20/2051 | 0.33% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.33% | 1.5475 R ISWP SOFR P 03/09/2032 | 0.33% | CAS 2017-C03 1M2 04.0057 10/25/2029 | 0.33% | JPMBB 2014-C22 C 04.5507 09/15/2047 | 0.33% | WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.32% | GSMS 2014-GC18 C 05.0572 01/10/2047 | 0.32% | FREMF 2019-KF65 B 144A 03.2033 07/25/2029 | 0.32% | UBSCM 2012-C1 E 144A 05.0000 05/10/2045 | 0.32% | CAS 2017-C01 1M2 04.5557 07/25/2029 | 0.31% | CSAIL 2015-C1 C 04.2599 04/15/2050 | 0.31% | FNR 2018-36 SD IO 05.2443 06/25/2048 | 0.31% | RIAL 2022-FL8 B P/P 144A 03.5500 01/19/2037 | 0.31% | GNMA GII30 609118 04.5000 02/20/2034 | 0.30% | CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.30% | GNR 2016-H07 PI IO 02.2763 03/20/2066 | 0.30% | JPMCC 2011-C3 D 144A 05.5241 02/15/2046 | 0.30% | JPMBB 2014-C25 D P/P 144A 03.9383 11/15/2047 | 0.30% | CAS 2018 - C01 1B1 04.5557 07/25/2030 | 0.30% | 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.29% | 1.085 R ISWP SOFRRATE P 12/23/2026 | 0.29% | BWAY 2022-26BW F P/P 144A 04.8664 02/10/2044 | 0.29% | WFRBS 2014-C21 C 04.2340 08/15/2047 | 0.29% | GNR 2017-H20 AI IO 02.1869 10/20/2067 | 0.29% | UBSBB 2012-C4 D 144A 04.4580 12/10/2045 | 0.29% | GNR 2013-39 IJ IO 04.5000 03/20/2043 | 0.28% | TPMT 2019-2 A2 03.7500 12/25/2058 | 0.28% | SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | 0.28% | SWPTN SOFR 6MX10Y P 1.648 USD 09/01/2022 CI | 0.28% | STACR 2019-DNA1 B1 05.6557 01/25/2049 | 0.27% | FHR 5119 IC IO 04.0000 06/25/2051 | 0.27% | COMM 2013-LC13 D 144A 05.2608 08/10/2046 | 0.26% | CAS 2017-C05 1B1 04.6057 01/25/2030 | 0.26% | CAS 2019-R05 1B1 05.1057 07/25/2039 | 0.26% | CSAIL 2019-C17 D 144A 02.5000 09/15/2052 | 0.26% | 2.298 R ISWP FWD SOFR P 04/07/2032 | 0.26% | FNR 2021-25 IJ IO 03.5000 05/25/2051 | 0.26% | COMM 2014-CR17 E 144A 04.8472 05/10/2047 | 0.26% | CAS 2018-C05 1B1 05.2557 01/25/2031 | 0.25% | GNR 2013-87 SA IO 05.2727 06/20/2043 | 0.25% | GNR 2019-158 AS IO 05.2753 09/16/2043 | 0.25% | SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | 0.25% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.25% | FHR 4915 SD IO 05.0443 09/25/2049 | 0.25% | FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.25% | GNMA GII30 609117 04.5000 02/20/2044 | 0.25% | FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.25% | SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.24% | GNR 2019-110 SQ IO 05.1227 09/20/2049 | 0.24% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.24% | 1.679 R ISWP SOFR P 01/21/2052 | 0.24% | BBCMS 2019-C4 E 144A 03.2500 08/15/2052 | 0.23% | SWPTN SOFR 15YX20Y P 1.68 USD 02/11/2037 DE | 0.23% | FNR 2017-104 SL IO 05.1443 01/25/2048 | 0.23% | GNR 2020-7 SK IO 05.1227 01/20/2050 | 0.23% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.23% | GNR 2017-H03 KI IO 02.0800 01/20/2067 | 0.23% | FNMA FN30 850270 07.0000 12/01/2035 | 0.23% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.23% | FNR 2016-50 SM IO 05.0943 08/25/2046 | 0.23% | SWPTN SOFR 10YX10Y R 2.135 USD 03/30/2032 DE | 0.23% | FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.22% | GNMA GII30 AJ4182 04.5000 09/20/2044 | 0.22% | GNR 2017-H25 CI IO 02.2336 12/20/2067 | 0.22% | CAS 2020-SBT1 1M2 04.6557 02/25/2040 | 0.22% | STACR 2020-DNA4 B2 11.0057 08/25/2050 | 0.22% | OPTN FN30 3.0 06/06/22 CALL 94.125 JPMC | 0.22% | GNMA GII30 BB0107 04.7000 08/20/2067 | 0.22% | FNMA FN30 839363 07.0000 09/01/2031 | 0.22% | JPALT 2006-A6 1A1 01.3257 11/25/2036 | 0.22% | JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.22% | STACR 2020-HQA3 B2 11.0057 07/25/2050 | 0.21% | MSBAM 2015-C22 C 04.2074 04/15/2048 | 0.21% | MWST 2021-2 A 01.7557 04/25/2055 | 0.21% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.21% | FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.20% | GNR 2016-H19 AI IO 02.0264 09/20/2066 | 0.20% | GNR 2016-H27 GI IO 02.3326 12/20/2066 | 0.20% | GNR 2017-156 SL IO 05.2727 10/20/2047 | 0.20% | SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.20% | 2.116 R ISWP SOFR P 04/04/2032 | 0.20% | GNR 2020-47 SA IO 05.0727 05/20/2044 | 0.20% | WFCM 2012-LC5 D 144A 04.7182 10/15/2045 | 0.20% | BANK 2018-BN11 D 144A 03.0000 03/15/2061 | 0.19% | GNR 2011-156 SK IO 05.6727 04/20/2038 | 0.19% | COMM 2015-CR23 C 04.2856 05/10/2048 | 0.19% | GNMA GII30 4114 05.5000 04/20/2038 | 0.19% | GNR 2015-H14 AI IO 01.8443 06/20/2065 | 0.19% | COMM 2012-CR1 C 05.2667 05/15/2045 | 0.19% | MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.19% | GSMS 2014-GC22 C 04.6870 06/10/2047 | 0.19% | STACR 2020-DNA5 B2 12.0845 10/25/2050 | 0.19% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.19% | GNMA GII30 AQ6653 04.5000 09/20/2045 | 0.19% | GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.19% | GNR 2018-H01 XI IO 02.1826 01/20/2068 | 0.18% | SCRT 2018-3 M 04.7500 08/25/2057 | 0.18% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.18% | WAMU 2005-AR8 2AC2 01.9257 07/25/2045 | 0.18% | GNR 2016-H13 IK IO 02.6537 06/20/2066 | 0.18% | SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.18% | CSAIL 2018-C14 D 144A 04.9232 11/15/2051 | 0.18% | OPTN FN30 3.5 06/06/22 CALL 96.8125 JPMC | 0.18% | COMM 2018-COR3 C 04.5600 05/10/2051 | 0.18% | GNR 2015-H20 CI IO 01.6691 08/20/2065 | 0.18% | BMARK 2018-B3 D 144A 03.0359 04/10/2051 | 0.18% | CD 2019-CD8 D 144A 03.0000 08/15/2057 | 0.17% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.17% | COMM 2014-UBS2 C 04.9474 03/10/2047 | 0.17% | SWPTN SOFR 1YX30Y P 1.735 USD 03/03/2023 CI | 0.17% | CAS 2018-C06 2B1 05.1057 03/25/2031 | 0.17% | COMM 2014-CR16 C 04.9186 04/10/2047 | 0.17% | SWPTN SOFR 1YX30Y P 1.724 USD 03/02/2023 CI | 0.17% | SWPTN SOFR 10YX10Y P 1.99 USD 02/11/2032 CI | 0.17% | FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.17% | FNR 2008-24 SP 19.5957 02/25/2038 | 0.16% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.16% | SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.16% | GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.16% | MSBAM 2013-C9 C 04.0188 05/15/2046 | 0.16% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.16% | FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.16% | OPTN FN30 4.0 06/06/22 CALL 99.15625 JPMC | 0.16% | SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.16% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.16% | FNR 2017-19 IH IO 05.0000 03/25/2047 | 0.16% | GSMS 2016-GS2 D 144A 02.7530 05/10/2049 | 0.16% | OPTN FN30 4.5 06/06/22 CALL 101.109375 JPMC | 0.16% | FHR 4436 SC IO 05.2753 02/15/2045 | 0.16% | GNR 2016-H23 NI IO 01.9703 10/20/2066 | 0.16% | GNR 2017-H06 MI IO 02.0991 02/20/2067 | 0.16% | GNR 2015-H10 HI IO 02.1416 04/20/2065 | 0.16% | STACR 2019-HQA1 B2 13.2557 02/25/2049 | 0.15% | BMIR 2017-1 M2 144A 04.3557 10/25/2027 | 0.15% | FNR 2018-47 SA IO 05.2443 07/25/2048 | 0.15% | GNR 2019-56 SK IO 05.2227 05/20/2049 | 0.15% | GNR 2015-H22 AI IO 01.5403 09/20/2065 | 0.15% | 1.737 R ISWP SOFR P 03/11/2032 | 0.15% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.15% | GNR 2019-121 SD IO 05.0727 10/20/2049 | 0.15% | FNR 2018-20 SB IO 05.2443 03/25/2048 | 0.15% | GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.15% | WFCM 2019-C50 C 04.3450 05/15/2052 | 0.15% | 0.695 R ISWP SOFRRATE P 12/23/2023 | 0.14% | GNR 2017-H08 EI IO 01.8842 02/20/2067 | 0.14% | SWPTN SOFR 13WX10Y R 1.3125 USD 06/06/2022 CI | 0.14% | WFCM 2015-C29 D 04.2147 06/15/2048 | 0.14% | 1.68 R ISWP FWD SOFR P 02/13/2057 | 0.14% | 2.26 R ISWP SOFR P 03/30/2032 | 0.14% | BBCMS 2019-C3 D 144A 03.0000 05/15/2052 | 0.14% | FNMA FN30 724393 07.0000 08/01/2033 | 0.14% | GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.14% | UBSCM 2018-C13 C 04.9271 10/15/2051 | 0.14% | 2.2655 R ISWP SOFR P 03/30/2032 | 0.14% | CAS 2016-C03 1M2 06.3057 10/25/2028 | 0.14% | WFCM 2018-C46 C 04.9892 08/15/2051 | 0.14% | GNR 2016-H24 IO IO 02.1383 09/20/2066 | 0.14% | JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.14% | GNR 2018-148 GS IO 05.2253 02/16/2046 | 0.14% | GNR 2017-H08 GI IO 01.9000 02/20/2067 | 0.13% | FNR 2018-51 BI IO 05.5000 07/25/2038 | 0.13% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.13% | CAS 2019-R01 2B1 05.3557 07/25/2031 | 0.13% | SPST 2021-14 A1 01.6736 12/08/2022 | 0.13% | FNR 2019-45 SD IO 05.0443 08/25/2049 | 0.13% | GSMS 2013-GC13 D 144A 04.0645 07/10/2046 | 0.13% | SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.13% | GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.13% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.13% | WFCM 2019-C54 D 144A 02.5000 12/15/2052 | 0.13% | WFCM 2020-C57 C 04.0232 08/15/2053 | 0.13% | GNR 2016-H18 QI IO 01.4491 06/20/2066 | 0.13% | GNR 2019-35 SE IO 05.2753 01/16/2044 | 0.13% | SWPTN SOFR 10YX10Y P 1.826 USD 01/13/2032 CI | 0.12% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.12% | OPTN FN30 4.5 06/06/22 CALL 101.1875 JPMC | 0.12% | BMARK 2018-B1 C 04.1047 01/15/2051 | 0.12% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.12% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.12% | GNR 2014-H21 AI IO 01.2976 10/20/2064 | 0.12% | GNR 2018-H02 IM IO 02.0731 02/20/2068 | 0.12% | GNR 2014-137 ID IO 05.5000 09/16/2044 | 0.12% | SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.12% | FNMA FN30 968927 06.0000 01/01/2038 | 0.11% | GNR 2015-H23 TI IO 01.9022 09/20/2065 | 0.11% | FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.11% | GNR 2017-H25 IO IO 01.9009 11/20/2067 | 0.11% | COMM 2017-COR2 D 144A 03.0000 09/10/2050 | 0.11% | GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.11% | GNR 2016-H17 DI IO 02.1879 07/20/2066 | 0.11% | FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.11% | GNR 2017-H04 BI IO 02.3141 02/20/2067 | 0.11% | GNR 2014-182 BI IO 04.0000 01/20/2039 | 0.11% | GSMS 2015-GC30 C 04.0695 05/10/2050 | 0.11% | FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.10% | GNR 2019-100 JS IO 05.1727 08/20/2049 | 0.10% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.10% | GNR 2016-H06 HI IO 02.0651 02/20/2066 | 0.10% | MSBAM 2014-C14 C 05.0442 02/15/2047 | 0.10% | 2.3825 R ISWP SOFR P 04/11/2032 | 0.10% | MWST 2021-1 A 01.3679 02/25/2055 | 0.10% | UBSCM 2012-C1 D 144A 06.2233 05/10/2045 | 0.10% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.10% | FNR 2011-4 CS 10.8886 05/25/2040 | 0.10% | GNMA GII30 4291 06.0000 11/20/2038 | 0.10% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.10% | GNR 2015-H13 AI IO 01.8464 06/20/2065 | 0.10% | CAS 2015-C04 1M2 06.7057 04/25/2028 | 0.10% | GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.10% | GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.10% | OPTN FN30 2.5 06/06/22 CALL 91.5 JPMC | 0.10% | SWPTN SOFR 3MX10Y P 2.31 USD 06/29/2022 CI | 0.10% | COMM 2018-COR3 D 144A 02.8100 05/10/2051 | 0.10% | SWPTN SOFR 15YX10Y P 1.724 USD 01/13/2037 DE | 0.10% | GNR 2016-H03 AI IO 01.6497 01/20/2066 | 0.10% | STACR 2019-DNA1 B2 11.7557 01/25/2049 | 0.10% | 2.181 R ISWP SOFR P 04/06/2032 | 0.10% | STACR 2019-DNA3 B2 09.1557 07/25/2049 | 0.10% | FHR 4425 EI IO 04.0000 01/15/2045 | 0.09% | SAMI 2006-AR7 A1BG 01.1257 08/25/2036 | 0.09% | FNR 2005-106 JC 17.0055 12/25/2035 | 0.09% | GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.09% | MWST 2020-2 A 01.8057 11/25/2053 | 0.09% | SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | 0.09% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.09% | GNMA GII30 BG4861 04.5000 05/20/2048 | 0.09% | STACR 2020-HQA2 M2 04.1057 03/25/2050 | 0.09% | CAS 2020-R02 2B1 04.0057 01/25/2040 | 0.09% | CAS 2022-R02 2B1 05.0845 01/25/2042 | 0.09% | FHR 4136 IQ IO 03.5000 11/15/2042 | 0.09% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.09% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.09% | GNR 2017-H14 JI IO 02.1428 06/20/2067 | 0.09% | MSBAM 2013-C10 F 144A 04.0737 07/15/2046 | 0.09% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.09% | GNR 2015-H16 XI IO 01.7703 07/20/2065 | 0.09% | FHR 4165 TI IO 03.0000 12/15/2042 | 0.09% | GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.09% | GNR 2017-H10 MI IO 01.5959 04/20/2067 | 0.09% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.09% | SWPTN SOFR 1YX30Y P 1.75 USD 03/02/2023 CI | 0.09% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.08% | GNR 2014-H25 BI IO 01.6649 12/20/2064 | 0.08% | GNR 2016-H24 KI IO 02.5380 11/20/2066 | 0.08% | GNR 2017-H08 NI IO 01.9268 03/20/2067 | 0.08% | GNR 2017-H14 LI IO 02.3076 06/20/2067 | 0.08% | FNR 2007-53 SP 20.5124 06/25/2037 | 0.08% | GNR 2016-H06 DI IO 01.5641 07/20/2065 | 0.08% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.08% | GNR 2015-H25 BI IO 01.5706 10/20/2065 | 0.08% | SWPTN SOFR 1YX2Y P 3.69 USD 04/27/2023 BA | 0.08% | 2.326 R ISWP SOFR P 04/06/2027 | 0.08% | FHR 3072 SM 04.2533 11/15/2035 | 0.08% | GNR 2017-H09 IO IO 01.7683 04/20/2067 | 0.08% | 1.525 R ISWP SOFRRATE P 12/31/2051 | 0.08% | CAS 2016-C02 1M2 07.0057 09/25/2028 | 0.08% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.08% | 2.247 R ISWP SOFR P 04/01/2027 | 0.08% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.08% | GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.08% | OPTN GII30 3.5 06/06/22 CALL 97.75 JPMC | 0.08% | SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.08% | GNR 2016-H10 AI IO 01.4891 04/20/2066 | 0.07% | SWPTN SOFR 10YX10Y P 1.905 USD 01/12/2032 JP | 0.07% | GNR 2016-H04 KI IO 01.4949 02/20/2066 | 0.07% | 2.4945 R ISWP SOFR P 04/14/2032 | 0.07% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.07% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.07% | FHR 4150 DI IO 03.0000 01/15/2043 | 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% | GNR 2011-H07 FI IO 01.2257 02/20/2061 | 0.07% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.07% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.07% | SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.07% | SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.07% | GNR 2016-H24 JI IO 01.8361 11/20/2066 | 0.06% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.06% | FNR 2013-22 PI IO 03.5000 10/25/2042 | 0.06% | GNR 2015-H04 AI IO 01.4078 12/20/2064 | 0.06% | GNR 2016-H04 HI IO 02.3848 07/20/2065 | 0.06% | SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.06% | SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.06% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.06% | FHLMC FR30 ZJ6049 UMBS 07.0000 04/01/2032 | 0.06% | 2.3265 R ISWP SOFR P 04/06/2027 | 0.06% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.06% | FNR 2006-8 HP 20.8791 03/25/2036 | 0.06% | SWPTN SOFR 3MX10Y R 2.995 USD 08/09/2022 GS | 0.06% | GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.06% | SWPTN SOFR 2YX5Y R 1.7 USD 01/11/2024 JP | 0.06% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | 0.06% | FHR 3408 EK 22.2734 04/15/2037 | 0.06% | GNR 2013-182 SP IO 05.7727 12/20/2043 | 0.06% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.06% | FHR 4171 NI IO 03.0000 06/15/2042 | 0.06% | FNMA FN30 780879 07.0000 12/01/2028 | 0.06% | GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.06% | MSAC 2004-HE9 M2 01.9357 11/25/2034 | 0.06% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.06% | 2.3305 R ISWP SOFR P 04/07/2032 | 0.05% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.05% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.05% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.05% | FNR 2006-62 PS 33.8657 07/25/2036 | 0.05% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.05% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.05% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.05% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.05% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.05% | FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.05% | GNMA GII30 3880 06.5000 07/20/2036 | 0.05% | GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.05% | SWPTN SOFR 10YX10Y P 1.8225 USD 01/13/2032 WE | 0.05% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.05% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.04% | SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | 0.04% | SWPTN SOFR 10YX30Y P 1.544 USD 01/12/2032 JP | 0.04% | SWPTN SOFR 7YX30Y P 1.405 USD 12/14/2028 BA | 0.04% | 2.84 R ISWP SOFR P 05/06/2027 | 0.04% | GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.04% | FHLMC FR30 ZS0496 UMBS 07.0000 06/01/2030 | 0.04% | FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.04% | SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.04% | CAS 2018-C01 1M2 03.2557 07/25/2030 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | GNR 2014-174 AI IO 03.0000 11/16/2029 | 0.04% | CAS 2016-C05 2M2 05.4557 01/25/2029 | 0.04% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.04% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.04% | FNR 2008-53 DO PO 00.0000 07/25/2038 | 0.04% | FNR 2019-71 CS 03.9500 11/25/2049 | 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% | SWPTN SOFR 3YX2Y R 1.62 USD 01/13/2025 WE | 0.04% | 2.685 R ISWP FWD SOFR P 05/02/2027 | 0.04% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 JP | 0.04% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.03% | FNR 2012-114 NI IO 03.5000 10/25/2041 | 0.03% | GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.03% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 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% | FHLMC FR30 ZS0357 UMBS 07.0000 11/01/2026 | 0.03% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.03% | GNR 2014-100 NI IO 04.0000 06/20/2043 | 0.03% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.03% | GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.03% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.03% | GNR 2015-52 KI IO 03.5000 11/20/2040 | 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 MS | 0.03% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.03% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.03% | FHLMC FR30 ZI1337 UMBS 05.5000 12/01/2033 | 0.03% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.03% | GNMA GII30 665235 06.0000 04/20/2037 | 0.03% | SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | 0.03% | SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | 0.03% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 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 MS | 0.03% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.03% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.03% | 2.3535 R ISWP SOFR P 03/30/2027 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | FNR 2012-104 HI IO 04.0000 09/25/2027 | 0.02% | GNR 2015-H24 HI IO 02.0827 09/20/2065 | 0.02% | SWPTN SOFR 3MX10Y P 3.235 USD 07/22/2022 DE | 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% | FHR 4019 JI IO 04.0000 05/15/2041 | 0.02% | 2.29325 R ISWP SOFR P 03/31/2027 | 0.02% | 2.869 R ISWP SOFR P 05/09/2032 | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 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% | 1.724 R ISWP FWD SOFR P 01/15/2047 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% | FHR 2990 LB 14.7100 06/15/2034 | 0.02% | FHR 4183 MI IO 03.0000 02/15/2042 | 0.02% | SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | 0.02% | SWPTN SOFR 5YX10Y R 1.81 USD 01/12/2027 JP | 0.02% | 2.436 R ISWP FWD SOFR P 04/19/2027 | 0.02% | 2.5095 R ISWP SOFR P 05/31/2024 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | FNMA FN30 900135 06.5000 09/01/2036 | 0.02% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 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 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.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 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-.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% | 2.518 R ISWP SOFR P 04/12/2027 | 0.02% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% | FHLMC FR30 ZA0768 UMBS 07.5000 07/01/2031 | 0.02% | SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | 0.02% | 2.5515 R ISWP SOFR P 04/27/2032 | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% | FNMA FN30 257572 05.0000 02/01/2039 | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | FHR 4018 DI IO 04.5000 07/15/2041 | 0.02% | FNMA FN30 254974 07.0000 10/01/2033 | 0.02% | GNMA GN30 780770 06.0000 04/15/2028 | 0.02% | 1.675 R ISWP SOFR P 02/28/2027 | 0.01% | 2.4605 R ISWP SOFR P 05/05/2052 | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | FHR 4201 JI IO 03.0000 12/15/2041 | 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 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% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | 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% | 2.1015 R ISWP SOFR P 04/07/2052 | 0.01% | 2.61725 R ISWP SOFR P 04/20/2032 | 0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% | FHR 4213 GI IO 04.0000 11/15/2041 | 0.01% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 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-.7 2047-01-17 300.0 01/17/2047 CG | 0.01% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 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% | 2.483 R ISWP SOFR P 04/14/2027 | 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.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | FHR 3391 PO PO 00.0000 04/15/2037 | 0.01% | FNR 2011-123 KS IO 05.5943 10/25/2041 | 0.01% | GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% | GNR 2020-15 CS IO 05.1227 02/20/2050 | 0.01% | 2.7175 R ISWP SOFR P 05/20/2027 | 0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 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-.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 190308 07.5000 09/01/2030 | 0.01% | 1.7674 R ISWP SOFR P 02/29/2052 | 0.01% | 2.45 R ISWP SOFR P 04/07/2024 | 0.01% | 2.553 R ISWP SOFR P 05/26/2032 | 0.01% | 2.704 R ISWP SOFR P 04/25/2032 | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.01% | CMB CMBX.NA.BBB-.13 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-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | FHLMC FR30 ZS0498 UMBS 07.5000 09/01/2030 | 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% | FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.01% | FNW 2003-W8 3F2 01.3557 05/25/2042 | 0.01% | 2.459 R ISWP SOFR P 04/22/2052 | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 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 545111 07.5000 11/01/2030 | 0.00% | 2.571 R ISWP SOFR P 05/18/2024 | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% | CMB CMBX.NA.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 MS | 0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% | FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.00% | GNMA GN30 404535 06.5000 05/15/2028 | 0.00% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.00% | 2.405 R ISWP SOFR P 04/14/2024 | 0.00% | 2.5445 R ISWP SOFR P 05/23/2027 | 0.00% | 2.574 R ISWP SOFR P 05/18/2024 | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% | CMB CMBX.NA.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.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | GNR 2015-24 AI IO 03.5000 12/20/2037 | 0.00% | SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.00% | 2.612 R ISWP SOFR P 04/21/2027 | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% | FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% | GNMA GN30 569553 06.5000 01/15/2032 | 0.00% | GNMA GN30 574830 06.5000 11/15/2031 | 0.00% | 2.5945 R ISWP FWD SOFR P 05/25/2024 | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% | FNMA FN30 554979 07.5000 11/01/2030 | 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% | GNMA GN30 552703 06.5000 08/15/2032 | 0.00% | GNMA GN30 584470 06.5000 06/15/2032 | 0.00% | 2.5825 R ISWP SOFR P 05/26/2024 | 0.00% | BSCMS 2007-T26 AJ 05.5660 01/12/2045 | 0.00% | CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% | GNMA GN30 486470 06.5000 08/15/2028 | 0.00% | GNMA GN30 780776 06.5000 04/15/2028 | 0.00% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | 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.15 2064-11-18 200.0 11/18/2064 ML | -0.00% | CMB CMBX.NA.A.15 2064-11-18 200.0 11/18/2064 ML | -0.00% | CMB CMBX.NA.A.15 2064-11-18 200.0 11/18/2064 MS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 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-.7 2047-01-17 300.0 01/17/2047 MS | -0.00% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 MS | -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 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.15 2064-11-18 200.0 11/18/2064 ML | -0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% | OPTN FN30 3.5 06/06/22 PUT 96.8125 JPMC | -0.00% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -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.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 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -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% | 2.5355 R ISWP SOFR P 04/29/2027 | -0.00% | 2.6095 R ISWP SOFR P 05/24/2032 | -0.00% | 2.6125 R ISWP SOFR P 04/25/2032 | -0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.00% | 2.4965 R ISWP SOFR P 04/14/2032 | -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 MS | -0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | -0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.00% | CMB CMBX.NA.BB.14 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.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.01% | OPTN FN30 3.0 06/06/22 PUT 94.125 JPMC | -0.01% | OPTN FN30 4.0 06/06/22 PUT 99.15625 JPMC | -0.01% | SWPTN SOFR 3MX10Y P 2.6525 USD 08/19/2022 UB | -0.01% | 2.3005 R ISWP SOFR P 03/31/2024 | -0.01% | 2.703 R ISWP SOFR P 04/25/2024 | -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% | OPTN FN30 4.5 06/06/22 PUT 101.1875 JPMC | -0.01% | SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | -0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -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% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% | 2.674 R ISWP SOFR P 05/20/2024 | -0.01% | 2.7025 R ISWP SOFR P 05/19/2024 | -0.01% | 2.731 R ISWP SOFR P 05/03/2024 | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.01% | 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 GS | -0.01% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% | 2.477 R ISWP SOFR P 05/31/2052 | -0.01% | 2.739 R ISWP SOFR P 05/12/2032 | -0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | -0.01% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% | 2.70 R ISWP SOFR P 04/26/2032 | -0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | -0.01% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% | SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% | 1.75 R ISWP SOFR P 02/29/2032 | -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% | SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | -0.01% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.01% | SWPTN SOFR 3MX10Y R 2.235 USD 07/22/2022 DE | -0.02% | 1.47709 R ISWP SOFR P 02/29/2024 | -0.02% | 2.461 R ISWP SOFR P 04/11/2027 | -0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -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 CS | -0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | -0.02% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.02% | 2.5245 R ISWP SOFR P 05/31/2052 | -0.02% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.02% | 2.5845 R ISWP SOFR P 04/20/2032 | -0.02% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | -0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.02% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | -0.02% | 2.483 R ISWP SOFR P 04/12/2032 | -0.02% | OPTN FN30 2.5 06/06/22 PUT 91.5 JPMC | -0.02% | 2.9045 R ISWP SOFR P 05/11/2032 | -0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -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 | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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% | 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% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | -0.02% | CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 MS | -0.03% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.03% | SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.03% | CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 CG | -0.03% | 2.4015 R ISWP SOFR P 04/08/2032 | -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% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.03% | SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.03% | 2.501 R ISWP SOFR P 05/25/2052 | -0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | -0.03% | 2.382 R ISWP SOFR P 04/06/2024 | -0.03% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.03% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.03% | SWPTN SOFR 10YX10Y R 1.8225 USD 01/13/2032 WE | -0.03% | CMB CMBX.NA.BB.14 2072-12-16 500.0 12/16/2072 GS | -0.03% | SWPTN SOFR 7YX30Y R 1.405 USD 12/14/2028 BA | -0.03% | 1.096 R ISWP SOFRRATE P 12/24/2026 | -0.03% | 2.3365 R ISWP SOFR P 03/31/2027 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | -0.04% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% | 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% | 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 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.04% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | -0.04% | 2.299 R ISWP SOFR P 04/01/2027 | -0.04% | CMB CMBX.NA.BB.14 2072-12-16 500.0 12/16/2072 CG | -0.04% | SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.04% | SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | -0.04% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | SWPTN SOFR 10YX30Y R 1.544 USD 01/12/2032 JP | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% | 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 10YX10Y R 1.865 USD 10/10/2029 CI | -0.05% | SWPTN SOFR 1YX30Y R 1.75 USD 03/02/2023 CI | -0.05% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.05% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.05% | SWPTN SOFR 10YX10Y R 1.905 USD 01/12/2032 JP | -0.05% | 2.3375 R ISWP SOFR P 04/05/2027 | -0.05% | 2.849 R ISWP SOFR P 05/10/2032 | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% | SWPTN SOFR 1YX2Y P 2.94 USD 04/27/2023 BA | -0.05% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.05% | SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | -0.05% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.05% | 1.135 R ISWP SOFRRATE P 12/31/2026 | -0.05% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.06% | SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.06% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.06% | SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.07% | 2.3665 R ISWP SOFR P 04/07/2027 | -0.07% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.07% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.07% | 2.3395 R ISWP SOFR P 04/14/2052 | -0.08% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% | SWPTN SOFR 15YX10Y R 1.724 USD 01/13/2037 DE | -0.08% | SWPTN SOFR 3MX10Y P 2.995 USD 08/09/2022 GS | -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 | -0.08% | SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | -0.09% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.09% | 2.4785 R ISWP FWD SOFR P 04/18/2032 | -0.09% | SWPTN SOFR 1YX30Y R 1.735 USD 03/03/2023 CI | -0.09% | 1.9575 R ISWP US0003M P 03/07/2032 | -0.09% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.09% | SWPTN SOFR 1YX30Y R 1.724 USD 03/02/2023 CI | -0.09% | SWPTN SOFR 6MX10Y R 1.648 USD 09/01/2022 CI | -0.09% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.10% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.10% | SWPTN 5YX10Y R 1.805 USD 12/14/2026 JP | -0.10% | SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.11% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.11% | SWPTN SOFR 3YX2Y P 1.62 USD 01/13/2025 WE | -0.11% | 2.94 R ISWP SOFR P 05/11/2032 | -0.12% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.12% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.12% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.12% | CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.13% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.13% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.13% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.14% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.14% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.14% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.14% | SWPTN SOFR 2YX5Y P 1.7 USD 01/11/2024 JP | -0.14% | SWPTN SOFR 10YX10Y P 2.135 USD 03/30/2032 DE | -0.15% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.15% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.16% | SWPTN SOFR 10YX10Y R 1.99 USD 02/11/2032 CI | -0.16% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.16% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.16% | SWPTN 2YX10Y P 2.395 USD 11/22/2023 CI | -0.16% | SWPTN SOFR 3MX10Y R 2.31 USD 06/29/2022 CI | -0.17% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.17% | 1.626 R ISWP SOFR P 01/19/2052 | -0.17% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.17% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.18% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.18% | SWPTN SOFR 3YX2Y R 1.39 USD 12/09/2024 BA | -0.18% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.18% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.23% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.23% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.23% | 2.05 R ISWP FWD SOFR P 06/15/2052 | -0.24% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.24% | SWPTN 5YX5Y R 1.752 USD 12/14/2026 CI | -0.25% | SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.25% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.25% | SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.25% | SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.26% | SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.27% | SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | -0.27% | SWPTN SOFR 13WX10Y R 1.5625 USD 06/06/2022 CI | -0.28% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.29% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.30% | SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.34% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.34% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.34% | SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.36% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.38% | SWPTN SOFR 15YX20Y R 1.68 USD 02/11/2037 DE | -0.38% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.39% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.40% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.45% | 1.437 R ISWP SOFRRATE P 12/23/2051 | -0.48% | SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | -0.51% | 1.86 R ISWP FWD SOFR P 02/24/2052 | -0.53% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.66% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.67% | 1.285 R ISWP SOFRRATE P 12/23/2031 | -0.81% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -0.84% | 1.80 R ISWP FWD SOFR P 06/15/2024 | -0.85% | SWPTN 8YX10Y R 3.312 USD 11/27/2028 BA | -0.88% | SWPTN SOFR 13WX10Y P 1.8125 USD 06/06/2022 CI | -0.96% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -1.64% | 1.95 R ISWP FWD SOFR P 06/15/2032 | -2.23% | FNMA FN30 TBA UMBS 03.0000 06/01/2052 | -2.69% | FNMA FN30 TBA UMBS 03.5000 06/01/2052 | -2.76% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -3.26% | US 2YR NOTE (CBT) SEP22 TUU2 | -122.52% |
FNMA FN30 TBA UMBS 02.0000 06/01/2052 | 14.80% | FNMA FN30 TBA UMBS 02.5000 05/01/2052 | 7.67% | GNMA GII30 TBA 04.5000 05/01/2052 | 5.72% | GNMA GII30 TBA 03.0000 05/01/2052 | 5.34% | FNR 2007-95 A3 00.7066 08/27/2036 | 4.71% | TREASURY BILL 00.0000 06/21/2022 | 3.64% | TREASURY BILL 00.0000 06/23/2022 | 3.36% | GNMA GII30 TBA 04.0000 05/01/2052 | 2.81% | TREASURY BILL 00.0000 06/02/2022 | 2.80% | TREASURY BILL 00.0000 06/16/2022 | 2.80% | GNMA GII30 TBA 02.0000 05/01/2052 | 2.54% | TREASURY BILL 00.0000 05/03/2022 | 2.52% | TREASURY BILL 00.0000 06/09/2022 | 2.52% | 1.285 R ISWP SOFRRATE P 12/24/2031 | 1.77% | 1.85 R ISWP FWD SOFR P 06/15/2027 | 1.71% | TREASURY BILL 00.0000 05/19/2022 | 1.68% | TREASURY BILL 00.0000 05/26/2022 | 1.68% | BF0101 03.5000 06/01/2056 | 1.36% | CARR 2006-NC2 A4 00.9079 06/25/2036 | 1.33% | STACR 2018-HQA2 B2 11.6679 10/25/2048 | 1.26% | STACR 2018-DNA3 B2 08.4179 09/25/2048 | 1.22% | MCAS 2019-01 M10 144A 03.9179 10/15/2049 | 1.19% | CAS 2018-C04 2B1 05.1679 12/25/2030 | 1.08% | FHS 315 PO PO 00.0000 09/15/2043 | 1.05% | SAMI 2007-AR7 1A1 01.5179 05/25/2047 | 0.94% | GNR 2020-175 JI IO 03.5000 11/20/2050 | 0.92% | BAYV 2006-C 1A3 06.5280 11/28/2036 | 0.82% | CAS 2022-R02 2M2 03.2887 01/25/2042 | 0.80% | GNR 2020-112 MS IO 05.7056 08/20/2050 | 0.80% | WFRBS 2012-C9 D 144A 04.9713 11/15/2045 | 0.79% | GNMA GII30 609146 04.5000 05/20/2044 | 0.75% | AHM 2007-1 GA1C 00.8579 05/25/2047 | 0.72% | STACR 2015-HQA1 B 09.4679 03/25/2028 | 0.71% | FNR 2020-62 MI IO 03.5000 05/25/2049 | 0.69% | CWL 2007-10 1A1 00.8479 06/25/2047 | 0.68% | FNR 2020-31 IO IO 04.5000 05/25/2050 | 0.67% | FNR 2020-41 SE IO 05.4321 06/25/2050 | 0.65% | STACR 2017-DNA2 M2 04.1179 10/25/2029 | 0.65% | FNMA FN30 AL6919 UMBS 05.5000 01/01/2038 | 0.64% | SWPTN SOFR 3YX2Y P 1.39 USD 12/09/2024 BA | 0.59% | FHR 5065 DI IO 03.5000 01/25/2051 | 0.59% | SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.58% | CAS 2017-C06 1B1 04.8179 02/25/2030 | 0.58% | FHR 5071 IV IO 03.0000 12/25/2050 | 0.58% | GNR 2021-8 IP IO 02.5000 01/20/2051 | 0.58% | COMM 2014-CR17 D 144A 05.0089 05/10/2047 | 0.58% | GSMS 2014-GC24 D 144A 04.6651 09/10/2047 | 0.56% | STACR 2018-HQA1 M2 02.9679 09/25/2030 | 0.56% | JPMCC 2012-C8 C 144A 04.9251 10/15/2045 | 0.55% | STACR 2016-DNA3 M3 05.6679 12/25/2028 | 0.55% | CMLTI 2007-AR5 1A1A 02.9262 04/25/2037 | 0.53% | SWPTN 5YX5Y P 1.752 USD 12/14/2026 CI | 0.53% | 1.6545 R ISWP SOFR P 02/01/2052 | 0.53% | FNR 2016-81 SA IO 05.4821 11/25/2046 | 0.51% | 1.435 R ISWP SOFRRATE P 12/24/2051 | 0.51% | MSBAM 2015-C23 D 144A 04.2813 07/15/2050 | 0.51% | FHLMC FR30 ZS9471 UMBS 04.0000 12/01/2044 | 0.50% | GNR 2020-138 IB IO 02.5000 09/20/2050 | 0.50% | MSBAM 2014-C15 D 144A 05.0596 04/15/2047 | 0.49% | FNR 2016-85 SL IO 05.4321 11/25/2046 | 0.49% | EMIR 2020-1 B1 144A 03.5179 01/25/2030 | 0.49% | FHR 4953 AI IO 04.0000 02/25/2050 | 0.48% | FHR 5080 IQ IO 03.5000 04/25/2050 | 0.48% | CAS 2016-C03 1B 12.4179 10/25/2028 | 0.48% | FHR 4980 KI IO 04.5000 06/25/2050 | 0.48% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.47% | CAS 2017-C07 2B1 05.1179 05/25/2030 | 0.46% | UBSC 2011-C1 D 144A 06.6543 01/10/2045 | 0.45% | DBUBS 2011-LC3A D 144A 05.5497 08/10/2044 | 0.44% | COMM 2013-CR6 D 144A 04.2224 03/10/2046 | 0.44% | CWALT 2006-OA19 A1 00.7744 02/20/2047 | 0.43% | FHR 5077 NI IO 03.5000 02/25/2051 | 0.43% | FNR 2020-96 IO IO 03.0000 01/25/2051 | 0.43% | SWPTN 8YX10Y P 3.312 USD 11/27/2028 BA | 0.42% | UBSCM 2012-C1 D 144A 06.0689 05/10/2045 | 0.41% | STACR 2018-HQA2 B1 04.9179 10/25/2048 | 0.41% | COMM 2015-CR26 D 03.6269 10/10/2048 | 0.41% | GSMS 2013-GC10 D P/P 144A 04.5474 02/10/2046 | 0.41% | WFCM 2016-NXS5 D 05.1497 01/15/2059 | 0.40% | GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.39% | CCMFC 2006-4A A2 00.8479 11/25/2047 | 0.39% | FNR 2016-8 SA IO 05.3821 03/25/2046 | 0.39% | GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.39% | JPMCC 2013-LC11 D 04.3028 04/15/2046 | 0.38% | FNR 2016-83 BS IO 05.4321 11/25/2046 | 0.38% | UBSCM 2019-C17 C 03.7582 10/15/2052 | 0.38% | SPST 2021-16 A1 01.2879 11/07/2022 | 0.38% | FNR 2021-12 NI IO 02.5000 03/25/2051 | 0.38% | GNR 2019-125 SG IO 05.4556 10/20/2049 | 0.37% | SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.37% | MSC 2011-C3 E 144A 05.2545 07/15/2049 | 0.37% | CAS 2017-C05 1M2C 02.8679 01/25/2030 | 0.36% | FHR 5050 IM IO 03.5000 10/25/2050 | 0.36% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.36% | 1.5415 R ISWP SOFR P 03/09/2032 | 0.36% | SPST 2022-2 A1 01.5760 05/25/2023 | 0.36% | SWPTN SOFR 3MX10Y P 1.769 USD 05/09/2022 GS | 0.36% | JPMBB 2013-C14 D 144A 04.6992 08/15/2046 | 0.35% | SPST 2021-10 A 00.0000 08/08/2022 | 0.35% | FHR 3065 DC 18.1976 03/15/2035 | 0.35% | STACR 2019-DNA2 B2 11.1679 03/25/2049 | 0.35% | 1.5475 R ISWP SOFR P 03/09/2032 | 0.35% | FHR 5043 IO IO 05.0000 11/25/2050 | 0.35% | WFRBS 2011-C4 C 144A 05.0257 06/15/2044 | 0.35% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.34% | BMARK 2019-B13 D 144A 02.5000 08/15/2057 | 0.34% | WFCM 2015-C30 D 144A 04.6482 09/15/2058 | 0.34% | CAS 2017-C03 1M2 03.6679 10/25/2029 | 0.34% | FHR 4933 SA IO 05.3321 12/25/2049 | 0.34% | GNR 2021-188 IW IO 03.0000 10/20/2051 | 0.34% | FHR 5003 DS IO 05.4321 08/25/2050 | 0.33% | 1.085 R ISWP SOFRRATE P 12/23/2026 | 0.33% | FREMF 2019-KF65 B 144A 02.8520 07/25/2029 | 0.33% | CAS 2017-C01 1M2 04.2179 07/25/2029 | 0.33% | JPMBB 2014-C22 C 04.7025 09/15/2047 | 0.32% | 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.32% | GSMS 2014-GC18 C 05.2258 01/10/2047 | 0.32% | WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.32% | CSAIL 2015-C1 C 04.4021 04/15/2050 | 0.31% | FNR 2018-38 SP IO 05.5321 06/25/2048 | 0.31% | UBSCM 2012-C1 E 144A 05.0000 05/10/2045 | 0.31% | GNR 2016-H07 PI IO 02.2722 03/20/2066 | 0.31% | FNR 2018-36 SD IO 05.5821 06/25/2048 | 0.31% | CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.30% | GNMA GII30 609118 04.5000 02/20/2034 | 0.30% | RIAL 2022-FL8 B P/P 144A 03.6688 01/19/2027 | 0.30% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.30% | BWAY 2022-26BW F P/P 144A 05.0286 02/10/2044 | 0.30% | CAS 2018 - C01 1B1 04.2179 07/25/2030 | 0.30% | JPMCC 2011-C3 D 144A 05.7081 02/15/2046 | 0.30% | SWPTN SOFR 6MX10Y P 1.648 USD 09/01/2022 CI | 0.30% | 2.298 R ISWP FWD SOFR P 04/07/2032 | 0.30% | JPMBB 2014-C25 D P/P 144A 04.0864 11/15/2047 | 0.29% | GNR 2017-H20 AI IO 02.1867 10/20/2067 | 0.29% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.29% | WFRBS 2014-C21 C 04.2340 08/15/2047 | 0.29% | GNR 2013-39 IJ IO 04.5000 03/20/2043 | 0.28% | UBSBB 2012-C4 D 144A 04.6070 12/10/2045 | 0.28% | TPMT 2019-2 A2 03.7500 12/25/2058 | 0.28% | STACR 2019-DNA1 B1 05.3179 01/25/2049 | 0.27% | CAS 2019-R05 1B1 04.7679 07/25/2039 | 0.27% | FHR 5119 IC IO 04.0000 06/25/2051 | 0.27% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.26% | CSAIL 2019-C17 D 144A 02.5000 09/15/2052 | 0.26% | COMM 2013-LC13 D 144A 05.4362 08/10/2046 | 0.26% | COMM 2014-CR17 E 144A 05.0089 05/10/2047 | 0.26% | CAS 2017-C05 1B1 04.2679 01/25/2030 | 0.26% | CAS 2018-C05 1B1 04.9179 01/25/2031 | 0.26% | FNR 2021-25 IJ IO 03.5000 05/25/2051 | 0.26% | SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.25% | FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.25% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.25% | GNR 2013-87 SA IO 05.6056 06/20/2043 | 0.25% | FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.25% | GNR 2019-158 AS IO 05.5556 09/16/2043 | 0.25% | FHR 4915 SD IO 05.3821 09/25/2049 | 0.25% | GNMA GII30 609117 04.5000 02/20/2044 | 0.25% | GNR 2019-110 SQ IO 05.4556 09/20/2049 | 0.24% | SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | 0.24% | SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | 0.24% | BBCMS 2019-C4 E 144A 03.2500 08/15/2052 | 0.24% | GNR 2020-7 SK IO 05.4556 01/20/2050 | 0.23% | FNR 2017-104 SL IO 05.4821 01/25/2048 | 0.23% | GNR 2017-H03 KI IO 02.2103 01/20/2067 | 0.23% | FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.23% | GNR 2017-H25 CI IO 02.2348 12/20/2067 | 0.23% | FNMA FN30 850270 07.0000 12/01/2035 | 0.23% | JPALT 2006-A6 1A1 00.9879 11/25/2036 | 0.23% | SWPTN SOFR 15YX20Y P 1.68 USD 02/11/2037 DE | 0.22% | 2.116 R ISWP SOFR P 04/04/2032 | 0.22% | FNR 2016-50 SM IO 05.4321 08/25/2046 | 0.22% | GNMA GII30 AJ4182 04.5000 09/20/2044 | 0.22% | CAS 2020-SBT1 1M2 04.3179 02/25/2040 | 0.22% | STACR 2020-DNA4 B2 10.6679 08/25/2050 | 0.22% | FNMA FN30 839363 07.0000 09/01/2031 | 0.22% | STACR 2020-HQA3 B2 10.6679 07/25/2050 | 0.22% | JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.22% | 1.679 R ISWP SOFR P 01/21/2052 | 0.21% | GNMA GII30 BB0107 04.7000 08/20/2067 | 0.21% | MSBAM 2015-C22 C 04.3478 04/15/2048 | 0.21% | FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.21% | GNR 2017-156 SL IO 05.6056 10/20/2047 | 0.21% | MWST 2021-2 A 01.4179 04/25/2055 | 0.21% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.20% | GNR 2016-H19 AI IO 02.1673 09/20/2066 | 0.20% | GNR 2016-H27 GI IO 02.3326 12/20/2066 | 0.20% | SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.20% | WFCM 2012-LC5 D 144A 04.9014 10/15/2045 | 0.20% | BANK 2018-BN11 D 144A 03.0000 03/15/2061 | 0.20% | GNR 2020-47 SA IO 05.4056 05/20/2044 | 0.20% | GNMA GII30 4114 05.5000 04/20/2038 | 0.20% | COMM 2015-CR23 C 04.4286 05/10/2048 | 0.19% | SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.19% | GNR 2011-156 SK IO 06.0056 04/20/2038 | 0.19% | MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.19% | COMM 2012-CR1 C 05.4525 05/15/2045 | 0.19% | GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.19% | STACR 2020-DNA5 B2 11.7887 10/25/2050 | 0.19% | GSMS 2014-GC22 C 04.8433 06/10/2047 | 0.19% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.18% | GNMA GII30 AQ6653 04.5000 09/20/2045 | 0.18% | WAMU 2005-AR8 2AC2 01.5879 07/25/2045 | 0.18% | GNR 2015-H14 AI IO 01.9224 06/20/2065 | 0.18% | GNR 2016-H13 IK IO 02.6562 06/20/2066 | 0.18% | CD 2019-CD8 D 144A 03.0000 08/15/2057 | 0.18% | GNR 2018-H01 XI IO 02.1849 01/20/2068 | 0.18% | SCRT 2018-3 M 04.7500 08/25/2057 | 0.18% | BMARK 2018-B3 D 144A 03.1872 04/10/2051 | 0.18% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.18% | COMM 2018-COR3 C 04.7121 05/10/2051 | 0.18% | GNR 2015-H20 CI IO 01.8046 08/20/2065 | 0.18% | CSAIL 2018-C14 D 144A 05.0875 11/15/2051 | 0.18% | FNR 2008-24 SP 20.8345 02/25/2038 | 0.17% | SWPTN SOFR 3MX10Y P 2.31 USD 06/29/2022 CI | 0.17% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.17% | BMIR 2017-1 M2 144A 04.0179 10/25/2027 | 0.17% | COMM 2014-UBS2 C 05.1405 03/10/2047 | 0.17% | OPTN FN30 4.5 06/06/22 CALL 101.109375 JPMC | 0.17% | CAS 2018-C06 2B1 04.7679 03/25/2031 | 0.17% | FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.17% | COMM 2014-CR16 C 05.0827 04/10/2047 | 0.17% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.16% | SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | 0.16% | 2.26 R ISWP SOFR P 03/30/2032 | 0.16% | GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.16% | FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.16% | 2.2655 R ISWP SOFR P 03/30/2032 | 0.16% | FNR 2017-19 IH IO 05.0000 03/25/2047 | 0.16% | 0.695 R ISWP SOFRRATE P 12/23/2023 | 0.16% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.16% | MSBAM 2013-C9 C 04.1560 05/15/2046 | 0.16% | 1.737 R ISWP SOFR P 03/11/2032 | 0.16% | GSMS 2016-GS2 D 144A 02.7530 05/10/2049 | 0.16% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.16% | GNR 2016-H23 NI IO 02.0941 10/20/2066 | 0.16% | GNR 2017-H06 MI IO 02.0999 02/20/2067 | 0.16% | STACR 2019-HQA1 B2 12.9179 02/25/2049 | 0.16% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.15% | FHR 4436 SC IO 05.5959 02/15/2045 | 0.15% | SWPTN SOFR 1YX30Y P 1.735 USD 03/03/2023 CI | 0.15% | SWPTN SOFR 10YX10Y P 1.99 USD 02/11/2032 CI | 0.15% | FNR 2018-20 SB IO 05.5821 03/25/2048 | 0.15% | SWPTN SOFR 1YX30Y P 1.724 USD 03/02/2023 CI | 0.15% | GNR 2015-H22 AI IO 01.6666 09/20/2065 | 0.15% | GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.15% | GNR 2019-56 SK IO 05.5556 05/20/2049 | 0.15% | BBCMS 2019-C3 D 144A 03.0000 05/15/2052 | 0.14% | FNR 2018-47 SA IO 05.5821 07/25/2048 | 0.14% | GNR 2015-H10 HI IO 01.9852 04/20/2065 | 0.14% | SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.14% | UBSCM 2018-C13 C 05.0931 10/15/2051 | 0.14% | WFCM 2015-C29 D 04.3552 06/15/2048 | 0.14% | CAS 2016-C03 1M2 05.9679 10/25/2028 | 0.14% | GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.14% | GNR 2019-121 SD IO 05.4056 10/20/2049 | 0.14% | SWPTN SOFR 13WX10Y R 1.3125 USD 06/06/2022 CI | 0.14% | WFCM 2019-C50 C 04.3450 05/15/2052 | 0.14% | SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.14% | GNR 2017-H08 EI IO 01.4595 02/20/2067 | 0.14% | GNR 2017-H08 GI IO 01.9123 02/20/2067 | 0.14% | FNMA FN30 724393 07.0000 08/01/2033 | 0.14% | WFCM 2018-C46 C 05.1556 08/15/2051 | 0.14% | GNR 2016-H24 IO IO 02.1423 09/20/2066 | 0.14% | FNR 2018-51 BI IO 05.5000 07/25/2038 | 0.14% | JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.14% | CAS 2019-R01 2B1 05.0179 07/25/2031 | 0.13% | GNR 2018-148 GS IO 05.5056 02/16/2046 | 0.13% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.13% | SPST 2021-14 A1 01.3679 12/08/2022 | 0.13% | WFCM 2020-C57 C 04.1573 08/15/2053 | 0.13% | 2.326 R ISWP SOFR P 04/06/2027 | 0.13% | SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.13% | FNR 2019-45 SD IO 05.3821 08/25/2049 | 0.13% | GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.13% | WFCM 2019-C54 D 144A 02.5000 12/15/2052 | 0.13% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.13% | GSMS 2013-GC13 D 144A 04.1999 07/10/2046 | 0.13% | GNR 2019-35 SE IO 05.5556 01/16/2044 | 0.12% | BMARK 2018-B1 C 04.2384 01/15/2051 | 0.12% | GNR 2016-H18 QI IO 01.7003 06/20/2066 | 0.12% | 2.3825 R ISWP SOFR P 04/11/2032 | 0.12% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.12% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.12% | SWPTN SOFR 10YX10Y R 2.135 USD 03/30/2032 DE | 0.12% | GNR 2014-137 ID IO 05.5000 09/16/2044 | 0.12% | SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.12% | GNR 2018-H02 IM IO 02.0319 02/20/2068 | 0.12% | GNR 2014-H21 AI IO 01.4312 10/20/2064 | 0.12% | GNR 2016-H17 DI IO 02.1443 07/20/2066 | 0.12% | 2.247 R ISWP SOFR P 04/01/2027 | 0.12% | FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.11% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.11% | SWPTN SOFR 10YX10Y P 1.826 USD 01/13/2032 CI | 0.11% | FNMA FN30 968927 06.0000 01/01/2038 | 0.11% | GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.11% | GNR 2017-H25 IO IO 01.9008 11/20/2067 | 0.11% | GNR 2015-H23 TI IO 01.9093 09/20/2065 | 0.11% | COMM 2017-COR2 D 144A 03.0000 09/10/2050 | 0.11% | FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.11% | GNR 2014-182 BI IO 04.0000 01/20/2039 | 0.11% | 2.181 R ISWP SOFR P 04/06/2032 | 0.11% | GSMS 2015-GC30 C 04.2052 05/10/2050 | 0.11% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.11% | GNR 2017-H04 BI IO 02.1787 02/20/2067 | 0.10% | COMM 2018-COR3 D 144A 02.9621 05/10/2051 | 0.10% | FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.10% | GNR 2016-H06 HI IO 02.0672 02/20/2066 | 0.10% | CAS 2015-C04 1M2 06.3679 04/25/2028 | 0.10% | GNR 2019-100 JS IO 05.5056 08/20/2049 | 0.10% | GNMA GII30 4291 06.0000 11/20/2038 | 0.10% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.10% | MSBAM 2014-C14 C 05.2191 02/15/2047 | 0.10% | MWST 2021-1 A 01.1566 02/25/2055 | 0.10% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.10% | FNR 2011-4 CS 11.5643 05/25/2040 | 0.10% | GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.10% | GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.10% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | 0.10% | 2.3265 R ISWP SOFR P 04/06/2027 | 0.10% | STACR 2019-DNA1 B2 11.4179 01/25/2049 | 0.10% | 2.4945 R ISWP SOFR P 04/14/2032 | 0.10% | STACR 2019-DNA3 B2 08.8179 07/25/2049 | 0.10% | 1.68 R ISWP FWD SOFR P 02/13/2057 | 0.10% | FNR 2005-106 JC 18.0531 12/25/2035 | 0.10% | GNR 2016-H03 AI IO 01.7169 01/20/2066 | 0.10% | SAMI 2006-AR7 A1BG 00.7879 08/25/2036 | 0.10% | STACR 2020-HQA2 M2 03.7679 03/25/2050 | 0.10% | SWPTN SOFR 15YX10Y P 1.724 USD 01/13/2037 DE | 0.10% | FHR 4425 EI IO 04.0000 01/15/2045 | 0.09% | GNR 2015-H13 AI IO 01.8013 06/20/2065 | 0.09% | CAS 2022-R02 2B1 04.7887 01/25/2042 | 0.09% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.09% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.09% | GNR 2014-H25 BI IO 01.6772 12/20/2064 | 0.09% | MWST 2020-2 A 01.4679 11/25/2053 | 0.09% | GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.09% | CAS 2020-R02 2B1 03.6679 01/25/2040 | 0.09% | GNMA GII30 BG4861 04.5000 05/20/2048 | 0.09% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.09% | FHR 4136 IQ IO 03.5000 11/15/2042 | 0.09% | FHR 4165 TI IO 03.0000 12/15/2042 | 0.09% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.09% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.09% | GNR 2015-H16 XI IO 01.8780 07/20/2065 | 0.09% | GNR 2017-H14 JI IO 02.1508 06/20/2067 | 0.09% | MSBAM 2013-C10 F 144A 04.2097 07/15/2046 | 0.09% | GNR 2016-H06 DI IO 01.5893 07/20/2065 | 0.09% | GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.09% | FNR 2007-53 SP 21.7512 06/25/2037 | 0.08% | GNR 2016-H24 KI IO 02.5106 11/20/2066 | 0.08% | GNR 2017-H08 NI IO 01.9084 03/20/2067 | 0.08% | GNR 2017-H14 LI IO 02.2763 06/20/2067 | 0.08% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.08% | SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | 0.08% | CAS 2016-C02 1M2 06.6679 09/25/2028 | 0.08% | GNR 2015-H25 BI IO 01.7060 10/20/2065 | 0.08% | GNR 2017-H10 MI IO 01.9658 04/20/2067 | 0.08% | FHR 3072 SM 04.2533 11/15/2035 | 0.08% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.08% | GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.08% | SWPTN SOFR 1YX30Y P 1.75 USD 03/02/2023 CI | 0.08% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.07% | GNR 2011-H07 FI IO 01.2380 02/20/2061 | 0.07% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.07% | 1.525 R ISWP SOFRRATE P 12/31/2051 | 0.07% | GNR 2016-H10 AI IO 01.5689 04/20/2066 | 0.07% | GNR 2017-H09 IO IO 01.9539 04/20/2067 | 0.07% | GNR 2016-H04 KI IO 01.6227 02/20/2066 | 0.07% | SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.07% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 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% | FHR 4150 DI IO 03.0000 01/15/2043 | 0.07% | GNR 2016-H04 HI IO 02.3820 07/20/2065 | 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.06% | 2.3305 R ISWP SOFR P 04/07/2032 | 0.06% | GNR 2016-H24 JI IO 01.9725 11/20/2066 | 0.06% | SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.06% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.06% | FNR 2006-8 HP 22.1179 03/25/2036 | 0.06% | FHLMC FR30 ZJ6049 UMBS 07.0000 04/01/2032 | 0.06% | FNR 2013-22 PI IO 03.5000 10/25/2042 | 0.06% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.06% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.06% | GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.06% | GNR 2013-182 SP IO 06.1056 12/20/2043 | 0.06% | SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.06% | FHR 3408 EK 23.5633 04/15/2037 | 0.06% | GNR 2015-H04 AI IO 01.5427 12/20/2064 | 0.06% | SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.06% | 2.518 R ISWP SOFR P 04/12/2027 | 0.06% | GNMA GII30 AJ4184 04.5000 09/20/2044 | 0.06% | GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.06% | FNMA FN30 780879 07.0000 12/01/2028 | 0.06% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.06% | MSAC 2004-HE9 M2 01.5979 11/25/2034 | 0.06% | FHR 4171 NI IO 03.0000 06/15/2042 | 0.06% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.06% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.05% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.05% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.05% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.05% | FNR 2006-62 PS 35.8928 07/25/2036 | 0.05% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.05% | GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.05% | SWPTN SOFR 2YX5Y R 1.7 USD 01/11/2024 JP | 0.05% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.05% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.05% | FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.05% | GNMA GII30 3880 06.5000 07/20/2036 | 0.05% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.05% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.04% | 2.3535 R ISWP SOFR P 03/30/2027 | 0.04% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.04% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.04% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.04% | GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.04% | SWPTN SOFR 10YX10Y P 1.8225 USD 01/13/2032 WE | 0.04% | 2.436 R ISWP FWD SOFR P 04/19/2027 | 0.04% | CAS 2018-C01 1M2 02.9179 07/25/2030 | 0.04% | FHLMC FR30 ZS0496 UMBS 07.0000 06/01/2030 | 0.04% | FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.04% | CAS 2016-C05 2M2 05.1179 01/25/2029 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | GNR 2014-174 AI IO 03.0000 11/16/2029 | 0.04% | SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.04% | SWPTN SOFR 7YX30Y P 1.405 USD 12/14/2028 BA | 0.04% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.04% | FNR 2008-53 DO PO 00.0000 07/25/2038 | 0.04% | SWPTN SOFR 10YX30Y P 1.544 USD 01/12/2032 JP | 0.04% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 JP | 0.04% | 2.29325 R ISWP SOFR P 03/31/2027 | 0.04% | FNR 2012-114 NI IO 03.5000 10/25/2041 | 0.04% | FNR 2019-71 CS 03.9500 11/25/2049 | 0.04% | GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.04% | GNR 2014-100 NI IO 04.0000 06/20/2043 | 0.04% | FHLMC FR30 ZS0357 UMBS 07.0000 11/01/2026 | 0.03% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 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% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.03% | GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.03% | GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.03% | SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | 0.03% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 JP | 0.03% | 2.61725 R ISWP SOFR P 04/20/2032 | 0.03% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.03% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.03% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.03% | GNR 2015-H24 HI IO 02.0851 09/20/2065 | 0.03% | 2.469 R ISWP SOFR P 04/07/2027 | 0.03% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.03% | FHLMC FR30 ZI1337 UMBS 05.5000 12/01/2033 | 0.03% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% | SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.03% | SWPTN SOFR 1YX2Y P 2.94 USD 04/27/2023 BA | 0.03% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.03% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.03% | GNMA GII30 665235 06.0000 04/20/2037 | 0.03% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.03% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 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% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.03% | SWPTN SOFR 3YX2Y R 1.62 USD 01/13/2025 WE | 0.03% | 2.5515 R ISWP SOFR P 04/27/2032 | 0.02% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% | FHR 4019 JI IO 04.0000 05/15/2041 | 0.02% | 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.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 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% | FHR 2990 LB 15.5294 06/15/2034 | 0.02% | FHR 4183 MI IO 03.0000 02/15/2042 | 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-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% | 2.483 R ISWP SOFR P 04/14/2027 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 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% | FNMA FN30 900135 06.5000 09/01/2036 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 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% | FNMA FN30 254974 07.0000 10/01/2033 | 0.02% | 1.675 R ISWP SOFR P 02/28/2027 | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | FHLMC FR30 ZA0768 UMBS 07.5000 07/01/2031 | 0.02% | SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | 0.02% | SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | 0.02% | TREASURY BILL 00.0000 05/12/2022 | 0.02% | 1.724 R ISWP FWD SOFR P 01/15/2047 | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% | FHR 4018 DI IO 04.5000 07/15/2041 | 0.02% | FNMA FN30 257572 05.0000 02/01/2039 | 0.02% | SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | 0.02% | SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.02% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% | GNMA GN30 780770 06.0000 04/15/2028 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | FHR 4201 JI IO 03.0000 12/15/2041 | 0.01% | SWPTN SOFR 5YX10Y R 1.81 USD 01/12/2027 JP | 0.01% | 2.45 R ISWP SOFR P 04/07/2024 | 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 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | FHR 4213 GI IO 04.0000 11/15/2041 | 0.01% | FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% | SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% | CMB CMBX.NA.BB.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 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.01% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.01% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% | 2.1015 R ISWP SOFR P 04/07/2052 | 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% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% | OPTN FN30 4.5 05/05/22 CALL 102.5 JPMC | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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 GS | 0.01% | FHR 3391 PO PO 00.0000 04/15/2037 | 0.01% | FNR 2011-123 KS IO 05.9321 10/25/2041 | 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 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 190308 07.5000 09/01/2030 | 0.01% | FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% | FNR 2015-10 AI IO 03.5000 08/25/2043 | 0.01% | GNR 2020-15 CS IO 05.4556 02/20/2050 | 0.01% | 2.405 R ISWP SOFR P 04/14/2024 | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | FHLMC FR30 ZS0498 UMBS 07.5000 09/01/2030 | 0.01% | FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.01% | FNW 2003-W8 3F2 01.0179 05/25/2042 | 0.01% | OPTN FN30 3.0 05/05/22 CALL 96.40625 JPMC | 0.01% | 1.7674 R ISWP SOFR P 02/29/2052 | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% | FNMA FN30 545111 07.5000 11/01/2030 | 0.00% | FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% | CMB CMBX.NA.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 MS | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% | GNMA GN30 404535 06.5000 05/15/2028 | 0.00% | GNR 2015-24 AI IO 03.5000 12/20/2037 | 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% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% | CMB CMBX.NA.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.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.00% | 2.70 R ISWP SOFR P 04/26/2032 | 0.00% | 2.703 R ISWP SOFR P 04/25/2024 | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% | FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% | GNMA GN30 569553 06.5000 01/15/2032 | 0.00% | 2.459 R ISWP SOFR P 04/22/2052 | 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 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 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US0003M P 03/07/2032 | -0.10% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.10% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.11% | SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | -0.11% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.12% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.12% | 2.4785 R ISWP FWD SOFR P 04/18/2032 | -0.12% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.12% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | -0.12% | 2.3665 R ISWP SOFR P 04/07/2027 | -0.12% | SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.12% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.13% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.13% | SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | -0.13% | SWPTN SOFR 10YX10Y P 2.135 USD 03/30/2032 DE | -0.13% | OPTN FN30 4.5 06/06/22 PUT 101.109375 JPMC | -0.14% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.14% | SWPTN SOFR 3MX10Y R 2.31 USD 06/29/2022 CI | -0.14% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.14% | SWPTN SOFR 3YX2Y P 1.62 USD 01/13/2025 WE | -0.14% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.15% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.15% | SWPTN SOFR 3YX2Y R 1.39 USD 12/09/2024 BA | -0.15% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.15% | 1.626 R ISWP SOFR P 01/19/2052 | -0.15% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.16% | OPTN FN30 4.5 05/05/22 PUT 102.5 JPMC | -0.16% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.17% | SWPTN SOFR 15YX20Y R 1.68 USD 02/11/2037 DE | -0.17% | SWPTN 2YX10Y P 2.395 USD 11/22/2023 CI | -0.18% | SWPTN SOFR 2YX5Y P 1.7 USD 01/11/2024 JP | -0.18% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.18% | CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.18% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.19% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.19% | SWPTN 5YX5Y R 1.752 USD 12/14/2026 CI | -0.19% | 2.05 R ISWP FWD SOFR P 06/15/2052 | -0.20% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.20% | SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.20% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.21% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.22% | OPTN FN30 4.0 05/05/22 PUT 100.71875 JPMC | -0.22% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.22% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.24% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.24% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.26% | OPTN FN30 3.5 05/05/22 PUT 98.85546875 JPMC | -0.26% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.26% | SWPTN SOFR 13WX10Y R 1.5625 USD 06/06/2022 CI | -0.28% | SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.29% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.29% | SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.30% | SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.31% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.32% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.33% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.35% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.35% | OPTN FN30 3.0 05/05/22 PUT 96.40625 JPMC | -0.36% | SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.38% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.38% | SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.39% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.41% | 1.437 R ISWP SOFRRATE P 12/23/2051 | -0.44% | 1.86 R ISWP FWD SOFR P 02/24/2052 | -0.46% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.48% | SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | -0.56% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.57% | SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.60% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.65% | SWPTN 8YX10Y R 3.312 USD 11/27/2028 BA | -0.70% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.73% | 1.285 R ISWP SOFRRATE P 12/23/2031 | -0.85% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.03% | SWPTN SOFR 13WX10Y P 1.8125 USD 06/06/2022 CI | -1.04% | 1.80 R ISWP FWD SOFR P 06/15/2024 | -1.08% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -1.92% | 1.95 R ISWP FWD SOFR P 06/15/2032 | -2.43% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -3.56% | US 2YR NOTE (CBT) JUN22 TUM2 | -139.40% |
FNMA FN30 TBA UMBS 02.5000 05/01/2052 | 7.83% | GNMA GII30 TBA 04.5000 04/01/2052 | 5.67% | FNMA FN30 TBA UMBS 04.5000 05/01/2052 | 5.66% | FNMA FN30 TBA UMBS 04.0000 05/01/2052 | 5.57% | GNMA GII30 TBA 03.0000 04/01/2052 | 5.42% | FNR 2007-95 A3 00.4369 08/27/2036 | 4.64% | TREASURY BILL 00.0000 04/07/2022 | 4.38% | TREASURY BILL 00.0000 04/21/2022 | 3.01% | GNMA GII30 TBA 04.0000 04/01/2052 | 2.79% | TREASURY BILL 00.0000 06/02/2022 | 2.74% | GNMA GII30 TBA 02.0000 04/01/2052 | 2.60% | FNMA FN30 TBA UMBS 02.0000 05/01/2052 | 2.54% | TREASURY BILL 00.0000 05/03/2022 | 2.47% | TREASURY BILL 00.0000 06/09/2022 | 2.46% | TREASURY BILL 00.0000 04/26/2022 | 2.19% | TREASURY BILL 00.0000 05/19/2022 | 1.64% | TREASURY BILL 00.0000 05/26/2022 | 1.64% | BF0101 03.5000 06/01/2056 | 1.42% | CARR 2006-NC2 A4 00.6966 06/25/2036 | 1.31% | STACR 2018-HQA2 B2 11.4566 10/25/2048 | 1.24% | STACR 2018-DNA3 B2 08.2066 09/25/2048 | 1.20% | MCAS 2019-01 M10 144A 03.7066 10/15/2049 | 1.16% | FHS 315 PO PO 00.0000 09/15/2043 | 1.08% | 1.285 R ISWP SOFRRATE P 12/24/2031 | 1.05% | CAS 2018-C04 2B1 04.9566 12/25/2030 | 1.04% | SAMI 2007-AR7 1A1 01.3066 05/25/2047 | 0.94% | GNR 2020-175 JI IO 03.5000 11/20/2050 | 0.86% | GNR 2020-112 MS IO 05.8514 08/20/2050 | 0.84% | BAYV 2006-C 1A3 06.5280 11/28/2036 | 0.81% | 1.85 R ISWP FWD SOFR P 06/15/2027 | 0.80% | WFRBS 2012-C9 D 144A 04.8184 11/15/2045 | 0.78% | CAS 2022-R02 2M2 03.0990 01/25/2042 | 0.78% | GNMA GII30 609146 04.5000 05/20/2044 | 0.75% | FNR 2020-41 SE IO 05.6434 06/25/2050 | 0.70% | UBSCM 2012-C1 D 144A 05.8400 05/10/2045 | 0.70% | STACR 2015-HQA1 B 09.2566 03/25/2028 | 0.70% | AHM 2007-1 GA1C 00.6466 05/25/2047 | 0.69% | CWL 2007-10 1A1 00.6366 06/25/2047 | 0.68% | FNR 2020-62 MI IO 03.5000 05/25/2049 | 0.66% | STACR 2017-DNA2 M2 03.9066 10/25/2029 | 0.66% | FNMA FN30 AL6919 UMBS 05.5000 01/01/2038 | 0.65% | FNR 2020-31 IO IO 04.5000 05/25/2050 | 0.64% | FNR 2016-81 SA IO 05.6934 11/25/2046 | 0.59% | SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.57% | COMM 2014-CR17 D 144A 04.8480 05/10/2047 | 0.57% | STACR 2016-DNA3 M3 05.4566 12/25/2028 | 0.56% | FNR 2016-85 SL IO 05.6434 11/25/2046 | 0.56% | CAS 2017-C06 1B1 04.6066 02/25/2030 | 0.56% | FHR 5065 DI IO 03.5000 01/25/2051 | 0.56% | FHR 5071 IV IO 03.0000 12/25/2050 | 0.55% | GSMS 2014-GC24 D 144A 04.5332 09/10/2047 | 0.55% | STACR 2018-HQA1 M2 02.7566 09/25/2030 | 0.54% | JPMCC 2012-C8 C 144A 04.6264 10/15/2045 | 0.54% | GNR 2021-8 IP IO 02.5000 01/20/2051 | 0.53% | CMLTI 2007-AR5 1A1A 02.9163 04/25/2037 | 0.53% | FHLMC FR30 ZS9471 UMBS 04.0000 12/01/2044 | 0.51% | MSBAM 2015-C23 D 144A 04.1438 07/15/2050 | 0.50% | MSBAM 2014-C15 D 144A 04.8975 04/15/2047 | 0.48% | CAS 2016-C03 1B 12.2066 10/25/2028 | 0.48% | EMIR 2020-1 B1 144A 03.3066 01/25/2030 | 0.48% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.47% | GNR 2020-138 IB IO 02.5000 09/20/2050 | 0.47% | FHR 4953 AI IO 04.0000 02/25/2050 | 0.45% | FHR 4980 KI IO 04.5000 06/25/2050 | 0.45% | CAS 2017-C07 2B1 04.9066 05/25/2030 | 0.44% | FHR 5080 IQ IO 03.5000 04/25/2050 | 0.44% | FNR 2016-83 BS IO 05.6434 11/25/2046 | 0.44% | UBSC 2011-C1 D 144A 06.2654 01/10/2045 | 0.43% | DBUBS 2011-LC3A D 144A 05.3887 08/10/2044 | 0.43% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.43% | COMM 2013-CR6 D 144A 04.0871 03/10/2046 | 0.43% | CWALT 2006-OA19 A1 00.6286 02/20/2047 | 0.43% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.42% | GNR 2019-125 SG IO 05.6014 10/20/2049 | 0.42% | FNR 2016-8 SA IO 05.5934 03/25/2046 | 0.42% | FREMF 2019-KF65 B 144A 02.6414 07/25/2029 | 0.42% | COMM 2015-CR26 D 03.4784 10/10/2048 | 0.41% | FHR 5077 NI IO 03.5000 02/25/2051 | 0.40% | JPMBB 2013-C14 D 144A 04.5485 08/15/2046 | 0.40% | CCMFC 2006-4A A2 00.6366 11/25/2047 | 0.40% | STACR 2018-HQA2 B1 04.7066 10/25/2048 | 0.40% | GSMS 2013-GC10 D P/P 144A 04.4018 02/10/2046 | 0.40% | FNR 2020-96 IO IO 03.0000 01/25/2051 | 0.39% | UBSCM 2019-C17 C 03.7582 10/15/2052 | 0.39% | GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.38% | JPMCC 2013-LC11 D 04.1649 04/15/2046 | 0.38% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.38% | GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.37% | SPST 2021-16 A1 00.7293 11/07/2022 | 0.37% | FNR 2021-12 NI IO 02.5000 03/25/2051 | 0.37% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.36% | MSC 2011-C3 E 144A 05.0861 07/15/2049 | 0.36% | FHR 4933 SA IO 05.5434 12/25/2049 | 0.36% | CAS 2017-C05 1M2C 02.6566 01/25/2030 | 0.35% | BMARK 2019-B13 D 144A 02.5000 08/15/2057 | 0.35% | FHR 5003 DS IO 05.6434 08/25/2050 | 0.35% | FHR 3065 DC 18.6703 03/15/2035 | 0.35% | FNR 2018-36 SD IO 05.7934 06/25/2048 | 0.35% | SWPTN SOFR 3YX2Y P 1.39 USD 12/09/2024 BA | 0.34% | WFRBS 2011-C4 C 144A 04.8879 06/15/2044 | 0.34% | CAS 2017-C03 1M2 03.4566 10/25/2029 | 0.34% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.34% | SPST 2021-10 A 00.0000 08/08/2022 | 0.34% | SPST 2021-6 A 01.2549 04/25/2022 | 0.34% | GSMS 2014-GC18 C 05.0876 01/10/2047 | 0.34% | FHR 5050 IM IO 03.5000 10/25/2050 | 0.34% | WFCM 2015-C30 D 144A 04.4990 09/15/2058 | 0.34% | FNR 2018-38 SP IO 05.7434 06/25/2048 | 0.33% | CAS 2017-C01 1M2 04.0066 07/25/2029 | 0.33% | STACR 2019-DNA2 B2 10.9566 03/25/2049 | 0.33% | FHR 5043 IO IO 05.0000 11/25/2050 | 0.33% | JPMBB 2014-C22 C 04.5540 09/15/2047 | 0.32% | WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.32% | GNR 2021-188 IW IO 03.0000 10/20/2051 | 0.32% | GNR 2016-H07 PI IO 02.2664 03/20/2066 | 0.31% | CSAIL 2015-C1 C 04.2610 04/15/2050 | 0.31% | BWAY 2022-26BW F P/P 144A 04.8664 02/10/2044 | 0.31% | GNMA GII30 609118 04.5000 02/20/2034 | 0.30% | UBSCM 2012-C1 E 144A 05.0000 05/10/2045 | 0.30% | CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.30% | JPMCC 2011-C3 D 144A 05.5249 02/15/2046 | 0.30% | GNR 2017-H20 AI IO 02.1867 10/20/2067 | 0.29% | CAS 2018 - C01 1B1 04.0066 07/25/2030 | 0.29% | JPMBB 2014-C25 D P/P 144A 03.9425 11/15/2047 | 0.29% | SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.29% | 1.435 R ISWP SOFRRATE P 12/24/2051 | 0.28% | GNR 2013-87 SA IO 05.7514 06/20/2043 | 0.28% | GNR 2013-39 IJ IO 04.5000 03/20/2043 | 0.28% | GNR 2019-158 AS IO 05.7194 09/16/2043 | 0.28% | TPMT 2019-2 A2 03.7500 12/25/2058 | 0.28% | FHR 4915 SD IO 05.5934 09/25/2049 | 0.28% | UBSBB 2012-C4 D 144A 04.4605 12/10/2045 | 0.27% | GNR 2019-110 SQ IO 05.6014 09/20/2049 | 0.27% | CSAIL 2019-C17 D 144A 02.5000 09/15/2052 | 0.27% | CAS 2019-R05 1B1 04.5566 07/25/2039 | 0.27% | STACR 2019-DNA1 B1 05.1066 01/25/2049 | 0.26% | SWPTN 5YX5Y P 1.752 USD 12/14/2026 CI | 0.26% | COMM 2013-LC13 D 144A 05.2621 08/10/2046 | 0.26% | GNR 2020-7 SK IO 05.6014 01/20/2050 | 0.26% | FHR 5119 IC IO 04.0000 06/25/2051 | 0.25% | FNR 2016-50 SM IO 05.6434 08/25/2046 | 0.25% | FNR 2017-104 SL IO 05.6934 01/25/2048 | 0.25% | 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.25% | CAS 2017-C05 1B1 04.0566 01/25/2030 | 0.25% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.25% | COMM 2014-CR17 E 144A 04.8480 05/10/2047 | 0.25% | FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.25% | CAS 2018-C05 1B1 04.7066 01/25/2031 | 0.25% | GNMA GII30 609117 04.5000 02/20/2044 | 0.25% | GNR 2017-H25 CI IO 02.2337 12/20/2067 | 0.25% | GNR 2017-H03 KI IO 02.2183 01/20/2067 | 0.24% | BBCMS 2019-C4 E 144A 03.2500 08/15/2052 | 0.24% | FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.24% | SWPTN 8YX10Y P 3.312 USD 11/27/2028 BA | 0.23% | 1.085 R ISWP SOFRRATE P 12/23/2026 | 0.23% | FNR 2021-25 IJ IO 03.5000 05/25/2051 | 0.23% | FNMA FN30 850270 07.0000 12/01/2035 | 0.23% | JPALT 2006-A6 1A1 00.7766 11/25/2036 | 0.22% | GNR 2015-H14 AI IO 01.9263 06/20/2065 | 0.22% | GNR 2017-156 SL IO 05.7514 10/20/2047 | 0.22% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.22% | GNMA GII30 AJ4182 04.5000 09/20/2044 | 0.22% | 1.6545 R ISWP SOFR P 02/01/2052 | 0.22% | FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.22% | GNR 2016-H19 AI IO 02.1710 09/20/2066 | 0.22% | GNR 2020-47 SA IO 05.5514 05/20/2044 | 0.22% | FNMA FN30 839363 07.0000 09/01/2031 | 0.22% | JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.22% | STACR 2020-DNA4 B2 10.4566 08/25/2050 | 0.22% | CAS 2020-SBT1 1M2 04.1066 02/25/2040 | 0.21% | GNR 2016-H27 GI IO 02.3336 12/20/2066 | 0.21% | FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.21% | GNR 2011-156 SK IO 06.1514 04/20/2038 | 0.21% | MSBAM 2015-C22 C 04.2096 04/15/2048 | 0.21% | STACR 2020-HQA3 B2 10.4566 07/25/2050 | 0.21% | GNMA GII30 BB0107 04.7000 08/20/2067 | 0.21% | MWST 2021-2 A 01.2066 04/25/2055 | 0.21% | GNMA GII30 4114 05.5000 04/20/2038 | 0.20% | BMIR 2017-1 M2 144A 03.8066 10/25/2027 | 0.19% | MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.19% | WFCM 2012-LC5 D 144A 04.7468 10/15/2045 | 0.19% | COMM 2015-CR23 C 04.2881 05/10/2048 | 0.19% | GNR 2015-H20 CI IO 01.8108 08/20/2065 | 0.19% | GNR 2018-H01 XI IO 02.1861 01/20/2068 | 0.19% | SCRT 2018-3 M 04.7500 08/25/2057 | 0.19% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.19% | FNR 2008-24 SP 21.6092 02/25/2038 | 0.19% | WAMU 2005-AR8 2AC2 01.3766 07/25/2045 | 0.19% | GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.18% | STACR 2020-DNA5 B2 11.5990 10/25/2050 | 0.18% | CD 2019-CD8 D 144A 03.0000 08/15/2057 | 0.18% | GNMA GII30 AQ6653 04.5000 09/20/2045 | 0.18% | GNR 2016-H13 IK IO 02.6546 06/20/2066 | 0.18% | COMM 2012-CR1 C 05.5770 05/15/2045 | 0.18% | GSMS 2014-GC22 C 04.6877 06/10/2047 | 0.18% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.18% | COMM 2018-COR3 C 04.5602 05/10/2051 | 0.18% | CSAIL 2018-C14 D 144A 04.9239 11/15/2051 | 0.18% | 1.5415 R ISWP SOFR P 03/09/2032 | 0.18% | FNR 2018-20 SB IO 05.7934 03/25/2048 | 0.18% | GNR 2016-H23 NI IO 02.0966 10/20/2066 | 0.18% | 1.5475 R ISWP SOFR P 03/09/2032 | 0.17% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.17% | FREMF 2019-KF66 B 144A 02.6414 07/25/2029 | 0.17% | GNR 2015-H10 HI IO 01.7839 04/20/2065 | 0.17% | GNR 2015-H22 AI IO 01.6687 09/20/2065 | 0.17% | COMM 2014-UBS2 C 04.9784 03/10/2047 | 0.17% | GNR 2017-H06 MI IO 02.0975 02/20/2067 | 0.17% | COMM 2014-CR16 C 04.9108 04/10/2047 | 0.16% | FHR 4436 SC IO 05.7534 02/15/2045 | 0.16% | FNR 2017-19 IH IO 05.0000 03/25/2047 | 0.16% | CAS 2018-C06 2B1 04.5566 03/25/2031 | 0.16% | FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.16% | GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.16% | GNR 2019-56 SK IO 05.7014 05/20/2049 | 0.16% | FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.16% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.16% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.16% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.16% | GNR 2019-121 SD IO 05.5514 10/20/2049 | 0.16% | GSMS 2016-GS2 D 144A 02.7530 05/10/2049 | 0.16% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.16% | FNR 2018-47 SA IO 05.7934 07/25/2048 | 0.16% | MSBAM 2013-C9 C 04.0203 05/15/2046 | 0.16% | BMARK 2018-B3 D 144A 03.0365 04/10/2051 | 0.15% | STACR 2019-HQA1 B2 12.7066 02/25/2049 | 0.15% | MWST 2020-2 A 01.2566 11/25/2053 | 0.15% | WFCM 2016-NXS5 D 04.9844 01/15/2059 | 0.15% | GNR 2018-148 GS IO 05.6694 02/16/2046 | 0.15% | BBCMS 2019-C3 D 144A 03.0000 05/15/2052 | 0.15% | CAS 2016-C03 1M2 05.7566 10/25/2028 | 0.15% | GNR 2017-H08 GI IO 02.5280 02/20/2067 | 0.15% | WFCM 2019-C50 C 04.3450 05/15/2052 | 0.15% | UBSCM 2018-C13 C 04.9290 10/15/2051 | 0.14% | GNR 2016-H18 QI IO 02.0602 06/20/2066 | 0.14% | GNR 2019-35 SE IO 05.7194 01/16/2044 | 0.14% | WFCM 2015-C29 D 04.2174 06/15/2048 | 0.14% | FNR 2019-45 SD IO 05.5934 08/25/2049 | 0.14% | WFCM 2018-C46 C 04.9896 08/15/2051 | 0.14% | GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.14% | GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.14% | FNMA FN30 724393 07.0000 08/01/2033 | 0.14% | FNMA FN30 968927 06.0000 01/01/2038 | 0.14% | FNR 2018-51 BI IO 05.5000 07/25/2038 | 0.14% | GNR 2016-H24 IO IO 02.1468 09/20/2066 | 0.14% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.14% | SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.14% | GNR 2017-H08 EI IO 02.0715 02/20/2067 | 0.14% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.13% | WFCM 2020-C57 C 04.0235 08/15/2053 | 0.13% | JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.13% | SWPTN SOFR 13WX10Y R 1.3125 USD 06/06/2022 CI | 0.13% | CAS 2019-R01 2B1 04.8066 07/25/2031 | 0.13% | SPST 2021-14 A1 01.1549 12/08/2022 | 0.13% | WFCM 2019-C54 D 144A 02.5000 12/15/2052 | 0.13% | BMARK 2018-B1 C 04.1038 01/15/2051 | 0.13% | GNR 2014-H21 AI IO 01.4391 10/20/2064 | 0.13% | GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.13% | JPMCC 2010-C2 D 144A 05.8920 11/15/2043 | 0.13% | SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.12% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.12% | 0.695 R ISWP SOFRRATE P 12/23/2023 | 0.12% | GNR 2018-H02 IM IO 02.0315 02/20/2068 | 0.12% | GSMS 2013-GC13 D 144A 04.0650 07/10/2046 | 0.12% | SWPTN SOFR 6MX10Y P 1.648 USD 09/01/2022 CI | 0.12% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.12% | GNR 2016-H17 DI IO 02.1285 07/20/2066 | 0.12% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.12% | GNR 2014-137 ID IO 05.5000 09/16/2044 | 0.12% | GNR 2015-H23 TI IO 01.9052 09/20/2065 | 0.12% | WFRBS 2014-C21 C 04.2340 08/15/2047 | 0.12% | FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.12% | GNR 2015-H13 AI IO 01.7806 06/20/2065 | 0.11% | GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.11% | GNR 2017-H25 IO IO 01.9010 11/20/2067 | 0.11% | GNR 2019-100 JS IO 05.6514 08/20/2049 | 0.11% | GNR 2017-H04 BI IO 02.1774 02/20/2067 | 0.11% | GNR 2016-H06 HI IO 02.0662 02/20/2066 | 0.11% | SWPTN SOFR 3MX10Y P 1.769 USD 05/09/2022 GS | 0.11% | COMM 2017-COR2 D 144A 03.0000 09/10/2050 | 0.11% | FNR 2011-4 CS 11.9869 05/25/2040 | 0.11% | GSMS 2015-GC30 C 04.0721 05/10/2050 | 0.11% | FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.10% | GNR 2014-182 BI IO 04.0000 01/20/2039 | 0.10% | CAS 2015-C04 1M2 06.1566 04/25/2028 | 0.10% | COMM 2018-COR3 D 144A 02.8102 05/10/2051 | 0.10% | GNMA GII30 4291 06.0000 11/20/2038 | 0.10% | GNR 2016-H03 AI IO 01.7268 01/20/2066 | 0.10% | MSBAM 2014-C14 C 05.0527 02/15/2047 | 0.10% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.10% | GNMA GII30 BG4861 04.5000 05/20/2048 | 0.10% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.10% | GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.10% | FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.10% | GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.10% | GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.10% | GNR 2016-H24 KI IO 02.5078 11/20/2066 | 0.10% | GNR 2017-H14 JI IO 02.1498 06/20/2067 | 0.10% | GNR 2017-H14 LI IO 02.2689 06/20/2067 | 0.10% | STACR 2020-HQA2 M2 03.5566 03/25/2050 | 0.10% | GNR 2015-H16 XI IO 01.8658 07/20/2065 | 0.10% | STACR 2019-DNA3 B2 08.6066 07/25/2049 | 0.10% | FNR 2005-106 JC 18.7083 12/25/2035 | 0.10% | GNR 2016-H06 DI IO 01.5917 07/20/2065 | 0.10% | SAMI 2006-AR7 A1BG 00.5766 08/25/2036 | 0.09% | STACR 2019-DNA1 B2 11.2066 01/25/2049 | 0.09% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.09% | SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.09% | SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.09% | CAS 2022-R02 2B1 04.5990 01/25/2042 | 0.09% | GNR 2015-H25 BI IO 01.7128 10/20/2065 | 0.09% | GNR 2017-H08 NI IO 02.3302 03/20/2067 | 0.09% | SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.09% | FHR 4425 EI IO 04.0000 01/15/2045 | 0.09% | GNR 2014-H25 BI IO 01.6760 12/20/2064 | 0.09% | CAS 2020-R02 2B1 03.4566 01/25/2040 | 0.09% | CAS 2016-C02 1M2 06.4566 09/25/2028 | 0.09% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.09% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.09% | GNR 2017-H10 MI IO 01.8325 04/20/2067 | 0.09% | 1.679 R ISWP SOFR P 01/21/2052 | 0.09% | FHR 4165 TI IO 03.0000 12/15/2042 | 0.09% | GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.08% | MSBAM 2013-C10 F 144A 04.0749 07/15/2046 | 0.08% | FNR 2007-53 SP 22.5259 06/25/2037 | 0.08% | FHR 4136 IQ IO 03.5000 11/15/2042 | 0.08% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.08% | SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | 0.08% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.08% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.08% | GNR 2016-H04 KI IO 01.6228 02/20/2066 | 0.08% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.08% | FHR 3072 SM 04.2533 11/15/2035 | 0.08% | GNR 2016-H10 AI IO 01.5477 04/20/2066 | 0.08% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.08% | GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.08% | GNR 2017-H09 IO IO 01.8345 04/20/2067 | 0.08% | GNR 2011-H07 FI IO 01.2363 02/20/2061 | 0.07% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.07% | GNR 2016-H24 JI IO 01.9791 11/20/2066 | 0.07% | FNR 2006-8 HP 22.8926 03/25/2036 | 0.07% | GNR 2016-H04 HI IO 02.3814 07/20/2065 | 0.07% | SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.07% | GNR 2013-182 SP IO 06.2514 12/20/2043 | 0.07% | GNR 2015-H04 AI IO 01.5453 12/20/2064 | 0.07% | FHR 4150 DI IO 03.0000 01/15/2043 | 0.06% | 1.737 R ISWP SOFR P 03/11/2032 | 0.06% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.06% | SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.06% | FHLMC FR30 ZJ6049 UMBS 07.0000 04/01/2032 | 0.06% | GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.06% | MSAC 2004-HE9 M2 01.3866 11/25/2034 | 0.06% | FHR 3408 EK 24.1974 04/15/2037 | 0.06% | FNMA FN30 780879 07.0000 12/01/2028 | 0.06% | FNR 2013-22 PI IO 03.5000 10/25/2042 | 0.06% | GNMA GII30 AJ4184 04.5000 09/20/2044 | 0.06% | GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.06% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.06% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.06% | SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.06% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.05% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.05% | SWPTN SOFR 10YX10Y P 1.826 USD 01/13/2032 CI | 0.05% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.05% | FNR 2006-62 PS 37.1606 07/25/2036 | 0.05% | SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.05% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.05% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.05% | SWPTN SOFR 1YX30Y P 1.735 USD 03/03/2023 CI | 0.05% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.05% | GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.05% | SWPTN SOFR 1YX30Y P 1.724 USD 03/02/2023 CI | 0.05% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.05% | FHR 4171 NI IO 03.0000 06/15/2042 | 0.05% | GNMA GII30 3880 06.5000 07/20/2036 | 0.05% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.05% | SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | 0.05% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.05% | SWPTN SOFR 15YX10Y P 1.724 USD 01/13/2037 DE | 0.05% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.04% | FNR 2012-151 PI IO 03.0000 01/25/2043 | 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% | CAS 2018-C01 1M2 02.7066 07/25/2030 | 0.04% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.04% | SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | 0.04% | SWPTN SOFR 10YX10Y P 1.99 USD 02/11/2032 CI | 0.04% | CAS 2016-C05 2M2 04.9066 01/25/2029 | 0.04% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.04% | FHLMC FR30 ZS0496 UMBS 07.0000 06/01/2030 | 0.04% | SWPTN SOFR 3MX10Y R 2.31 USD 06/29/2022 CI | 0.04% | FNR 2008-53 DO PO 00.0000 07/25/2038 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | GNR 2014-174 AI IO 03.0000 11/16/2029 | 0.04% | SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.04% | FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.04% | FNR 2019-71 CS 03.9500 11/25/2049 | 0.04% | GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.04% | SWPTN SOFR 15YX20Y R 1.68 USD 02/11/2037 DE | 0.04% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.04% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 JP | 0.04% | 1.525 R ISWP SOFRRATE P 12/31/2051 | 0.04% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.04% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.04% | FHLMC FR30 ZS0357 UMBS 07.0000 11/01/2026 | 0.03% | GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.03% | GNR 2014-100 NI IO 04.0000 06/20/2043 | 0.03% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.03% | SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 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% | FNR 2012-114 NI IO 03.5000 10/25/2041 | 0.03% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.03% | GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.03% | GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.03% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.03% | GNR 2015-H24 HI IO 02.0875 09/20/2065 | 0.03% | SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.03% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.03% | SWPTN SOFR 10YX10Y P 1.905 USD 01/12/2032 JP | 0.03% | FHLMC FR30 ZI1337 UMBS 05.5000 12/01/2033 | 0.03% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.03% | SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.03% | 2.05 R ISWP FWD SOFR P 06/15/2052 | 0.03% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% | SWPTN SOFR 15YX20Y P 1.68 USD 02/11/2037 DE | 0.03% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.03% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.03% | GNMA GII30 665235 06.0000 04/20/2037 | 0.03% | FNR 2012-104 HI IO 04.0000 09/25/2027 | 0.03% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.03% | SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.03% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.03% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.02% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 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% | FHR 4019 JI IO 04.0000 05/15/2041 | 0.02% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% | SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.02% | SWPTN 3MX5Y R 1.208 USD 04/21/2022 CI | 0.02% | SWPTN SOFR 1YX30Y P 1.75 USD 03/02/2023 CI | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | FHR 2990 LB 15.9321 06/15/2034 | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 JP | 0.02% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.02% | SWPTN SOFR 7YX30Y P 1.405 USD 12/14/2028 BA | 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.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% | FHR 4183 MI IO 03.0000 02/15/2042 | 0.02% | FNMA FN30 900135 06.5000 09/01/2036 | 0.02% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% | SWPTN SOFR 10YX10Y P 1.8225 USD 01/13/2032 WE | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 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.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.02% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.02% | FNMA FN30 254974 07.0000 10/01/2033 | 0.02% | SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | 0.02% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% | SWPTN SOFR 10YX10Y P 2.135 USD 03/30/2032 DE | 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% | FHLMC FR30 ZA0768 UMBS 07.5000 07/01/2031 | 0.02% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 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 CG | 0.02% | FHR 4018 DI IO 04.5000 07/15/2041 | 0.02% | FNMA FN30 257572 05.0000 02/01/2039 | 0.02% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.02% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% | SWPTN SOFR 10YX30Y P 1.544 USD 01/12/2032 JP | 0.02% | TREASURY BILL 00.0000 05/12/2022 | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% | FHR 4213 GI IO 04.0000 11/15/2041 | 0.02% | GNMA GN30 780770 06.0000 04/15/2028 | 0.02% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.02% | SWPTN SOFR 2YX5Y R 1.7 USD 01/11/2024 JP | 0.02% | 2.3365 R ISWP SOFR P 03/31/2027 | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% | FHR 4201 JI IO 03.0000 12/15/2041 | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% | FHS 304 C37 IO 03.5000 12/15/2027 | 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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.6 2063-05-11 200.0 05/11/2063 CG | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% | GNMA GN30 486470 06.5000 08/15/2028 | 0.00% | GNMA GN30 780776 06.5000 04/15/2028 | 0.00% | GNR 2014-160 IB IO 03.0000 11/20/2040 | 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 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CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | -0.02% | CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 CG | -0.02% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -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 SOFR 1YX30Y R 1.75 USD 03/02/2023 CI | -0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.02% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% | CMB CMBX.NA.BBB-.13 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% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -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 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% | SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.02% | 1.096 R ISWP SOFRRATE P 12/24/2026 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.03% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% | 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 3YX30Y R 2.2775 USD 07/18/2022 WE | -0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | -0.03% | SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.03% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -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% | SWPTN 5YX10Y R 1.805 USD 12/14/2026 JP | -0.03% | SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.03% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.04% | SWPTN SOFR 1YX30Y R 1.735 USD 03/03/2023 CI | -0.04% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.04% | SWPTN SOFR 1YX30Y R 1.724 USD 03/02/2023 CI | -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% | 1.9575 R ISWP US0003M P 03/07/2032 | -0.04% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.04% | 1.135 R ISWP SOFRRATE P 12/31/2026 | -0.04% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% | SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.05% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% | 2.2655 R ISWP SOFR P 03/30/2032 | -0.06% | SWPTN 3MX5Y R 1.458 USD 04/21/2022 CI | -0.06% | SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.06% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.07% | SWPTN SOFR 6MX10Y R 1.648 USD 09/01/2022 CI | -0.07% | 1.626 R ISWP SOFR P 01/19/2052 | -0.07% | SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.07% | SWPTN SOFR 3MX10Y R 1.769 USD 05/09/2022 GS | -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 SOFR 3MX10Y P 2.31 USD 06/29/2022 CI | -0.07% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.08% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.08% | 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.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.09% | SWPTN SOFR 2YX5Y P 1.7 USD 01/11/2024 JP | -0.09% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.09% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.09% | SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.09% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.09% | 1.86 R ISWP FWD SOFR P 02/24/2052 | -0.10% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.10% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.10% | SWPTN 2YX10Y P 2.395 USD 11/22/2023 CI | -0.10% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.10% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.10% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.11% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.11% | OPTN GII30 3.5 04/06/22 PUT 102.625 JPMC | -0.11% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.11% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | -0.11% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.11% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.12% | CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.12% | 2.298 R ISWP FWD SOFR P 04/07/2032 | -0.13% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.13% | SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.14% | SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.15% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.16% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.17% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.17% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.17% | SWPTN 3MX5Y P 1.708 USD 04/21/2022 CI | -0.17% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.18% | SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.18% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.20% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.21% | SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | -0.22% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.22% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.22% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.23% | SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.24% | SWPTN SOFR 13WX10Y R 1.5625 USD 06/06/2022 CI | -0.24% | 1.437 R ISWP SOFRRATE P 12/23/2051 | -0.25% | SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.25% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.26% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.26% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.29% | SWPTN 8YX10Y R 3.312 USD 11/27/2028 BA | -0.31% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.32% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.33% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.34% | OPTN FN30 4.0 04/06/22 PUT 104.15625 JPMC | -0.34% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.36% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.38% | SWPTN SOFR 13WX10Y P 1.8125 USD 06/06/2022 CI | -0.38% | OPTN FN30 2.0 04/06/22 PUT 95.75 JPMC | -0.40% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.43% | SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.44% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.48% | 1.285 R ISWP SOFRRATE P 12/23/2031 | -0.50% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.51% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.59% | OPTN FN30 3.5 04/06/22 PUT 102.46875 JPMC | -0.62% | 1.95 R ISWP FWD SOFR P 06/15/2032 | -0.63% | 1.80 R ISWP FWD SOFR P 06/15/2024 | -0.67% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.75% | OPTN FN30 3.0 04/06/22 PUT 100.65625 JPMC | -0.77% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.78% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.46% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -1.93% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -3.58% | US 2YR NOTE (CBT) JUN22 TUM2 | -152.72% |
FNMA FN30 TBA UMBS 02.5000 03/01/2052 | 7.84% | FNMA FN30 TBA UMBS 04.5000 03/01/2052 | 5.59% | GNMA GII30 TBA 04.5000 03/01/2052 | 5.55% | GNMA GII30 TBA 03.0000 03/01/2052 | 5.38% | FNR 2007-95 A3 00.3577 08/27/2036 | 4.56% | TREASURY BILL 00.0000 04/07/2022 | 4.24% | TREASURY BILL 00.0000 03/24/2022 | 2.91% | TREASURY BILL 00.0000 04/21/2022 | 2.91% | GNMA GII30 TBA 04.0000 03/01/2052 | 2.75% | FNMA FN30 TBA UMBS 03.5000 03/01/2052 | 2.73% | GNMA GII30 TBA 02.0000 03/01/2052 | 2.59% | FNMA FN30 TBA UMBS 02.0000 03/01/2052 | 2.54% | CASH MGMT BILL 00.0000 05/03/2022 | 2.38% | TREASURY BILL 00.0000 04/26/2022 | 2.12% | TREASURY BILL 00.0000 03/17/2022 | 1.85% | TREASURY BILL 00.0000 05/19/2022 | 1.59% | BF0101 03.5000 06/01/2056 | 1.43% | CARR 2006-NC2 A4 00.4269 06/25/2036 | 1.27% | STACR 2018-HQA2 B2 11.1869 10/25/2048 | 1.19% | STACR 2018-DNA3 B2 07.9369 09/25/2048 | 1.18% | MCAS 2019-01 M10 144A 03.4369 10/15/2049 | 1.13% | FHS 315 PO PO 00.0000 09/15/2043 | 1.12% | CAS 2018-C04 2B1 04.6869 12/25/2030 | 1.00% | SAMI 2007-AR7 1A1 01.0369 05/25/2047 | 0.93% | GNR 2020-112 MS IO 06.1383 08/20/2050 | 0.87% | BAYV 2006-C 1A3 06.5280 11/28/2036 | 0.85% | GNR 2020-175 JI IO 03.5000 11/20/2050 | 0.76% | CAS 2022-R02 2M2 03.0487 01/25/2042 | 0.76% | WFRBS 2012-C9 D 144A 04.8086 11/15/2045 | 0.76% | FNR 2020-41 SE IO 05.9131 06/25/2050 | 0.76% | GNMA GII30 609146 04.5000 05/20/2044 | 0.74% | 1.25 R ISWP FWD SOFRRATE P 03/16/2027 | 0.72% | FNR 2016-81 SA IO 05.9631 11/25/2046 | 0.69% | STACR 2015-HQA1 B 08.9869 03/25/2028 | 0.68% | CWL 2007-10 1A1 00.3669 06/25/2047 | 0.67% | UBSCM 2012-C1 D 144A 05.8238 05/10/2045 | 0.67% | AHM 2007-1 GA1C 00.3769 05/25/2047 | 0.66% | STACR 2017-DNA2 M2 03.6369 10/25/2029 | 0.66% | FNMA FN30 AL6919 UMBS 05.5000 01/01/2038 | 0.65% | FNR 2020-62 MI IO 03.5000 05/25/2049 | 0.65% | FNR 2020-31 IO IO 04.5000 05/25/2050 | 0.63% | FNR 2016-85 SL IO 05.9131 11/25/2046 | 0.59% | STACR 2016-DNA3 M3 05.1869 12/25/2028 | 0.56% | CAS 2017-C06 1B1 04.3369 02/25/2030 | 0.56% | COMM 2014-CR17 D 144A 04.8475 05/10/2047 | 0.56% | SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.55% | GSMS 2014-GC24 D 144A 04.5327 09/10/2047 | 0.53% | FHR 5065 DI IO 03.5000 01/25/2051 | 0.53% | STACR 2018-HQA1 M2 02.4869 09/25/2030 | 0.53% | CMLTI 2007-AR5 1A1A 02.9065 04/25/2037 | 0.52% | FHR 5071 IV IO 03.0000 12/25/2050 | 0.52% | JPMCC 2012-C8 C 144A 04.6241 10/15/2045 | 0.52% | FHLMC FR30 ZS9471 UMBS 04.0000 12/01/2044 | 0.52% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.50% | MSBAM 2015-C23 D 144A 04.1434 07/15/2050 | 0.50% | GNR 2021-8 IP IO 02.5000 01/20/2051 | 0.50% | FNR 2016-83 BS IO 05.9131 11/25/2046 | 0.49% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.49% | GNR 2019-125 SG IO 05.8883 10/20/2049 | 0.48% | MSBAM 2014-C15 D 144A 04.8970 04/15/2047 | 0.48% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.48% | EMIR 2020-1 B1 144A 03.0369 01/25/2030 | 0.47% | CAS 2016-C03 1B 11.9369 10/25/2028 | 0.46% | 1.285 R ISWP SOFRRATE P 12/24/2031 | 0.46% | FNR 2016-8 SA IO 05.8631 03/25/2046 | 0.44% | GNR 2020-138 IB IO 02.5000 09/20/2050 | 0.44% | FREMF 2019-KF65 B 144A 02.5069 07/25/2029 | 0.44% | CAS 2017-C07 2B1 04.6369 05/25/2030 | 0.43% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.43% | FHR 4980 KI IO 04.5000 06/25/2050 | 0.42% | CWALT 2006-OA19 A1 00.3507 02/20/2047 | 0.42% | DBUBS 2011-LC3A D 144A 05.3714 08/10/2044 | 0.42% | UBSC 2011-C1 D 144A 06.6232 01/10/2045 | 0.42% | FHR 4953 AI IO 04.0000 02/25/2050 | 0.42% | COMM 2013-CR6 D 144A 04.0867 03/10/2046 | 0.41% | FHR 5080 IQ IO 03.5000 04/25/2050 | 0.41% | FNR 2018-36 SD IO 06.0631 06/25/2048 | 0.40% | JPMBB 2013-C14 D 144A 04.5477 08/15/2046 | 0.39% | STACR 2018-HQA2 B1 04.4369 10/25/2048 | 0.38% | GSMS 2013-GC10 D P/P 144A 04.4009 02/10/2046 | 0.38% | UBSCM 2019-C17 C 03.7582 10/15/2052 | 0.38% | CCMFC 2006-4A A2 00.3669 11/25/2047 | 0.38% | FHR 5077 NI IO 03.5000 02/25/2051 | 0.38% | FNR 2021-12 NI IO 02.5000 03/25/2051 | 0.37% | FHR 4933 SA IO 05.8131 12/25/2049 | 0.37% | JPMCC 2013-LC11 D 04.1642 04/15/2046 | 0.37% | GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.37% | COMM 2015-CR26 D 03.4780 10/10/2048 | 0.36% | FHR 5003 DS IO 05.9131 08/25/2050 | 0.36% | SPST 2021-16 A1 00.7293 11/07/2022 | 0.36% | FNR 2018-38 SP IO 06.0131 06/25/2048 | 0.36% | MSC 2011-C3 E 144A 05.0856 07/15/2049 | 0.35% | FHR 3065 DC 19.2866 03/15/2035 | 0.35% | BMARK 2019-B13 D 144A 02.5000 08/15/2057 | 0.35% | GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.35% | CAS 2017-C05 1M2C 02.3869 01/25/2030 | 0.35% | CAS 2017-C03 1M2 03.1869 10/25/2029 | 0.35% | FNR 2020-96 IO IO 03.0000 01/25/2051 | 0.35% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.34% | CAS 2017-C01 1M2 03.7369 07/25/2029 | 0.34% | WFCM 2015-C30 D 144A 04.4983 09/15/2058 | 0.34% | WFRBS 2011-C4 C 144A 04.8877 06/15/2044 | 0.34% | FHR 5050 IM IO 03.5000 10/25/2050 | 0.33% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.33% | SPST 2021-10 A 00.0000 08/08/2022 | 0.33% | SPST 2021-6 A 00.9759 04/25/2022 | 0.33% | GNR 2016-H07 PI IO 02.2757 03/20/2066 | 0.33% | GNMA GII30 609118 04.5000 02/20/2034 | 0.33% | GNR 2019-158 AS IO 06.0243 09/16/2043 | 0.32% | GSMS 2014-GC18 C 05.0510 01/10/2047 | 0.32% | STACR 2019-DNA2 B2 10.6869 03/25/2049 | 0.32% | JPMBB 2014-C22 C 04.5510 09/15/2047 | 0.32% | GNR 2013-87 SA IO 06.0383 06/20/2043 | 0.32% | BWAY 2022-26BW F P/P 144A 04.8664 02/10/2044 | 0.31% | CSAIL 2015-C1 C 04.2607 04/15/2050 | 0.30% | FHR 4915 SD IO 05.8631 09/25/2049 | 0.30% | FHR 5043 IO IO 05.0000 11/25/2050 | 0.30% | GNR 2021-188 IW IO 03.0000 10/20/2051 | 0.30% | GNR 2019-110 SQ IO 05.8883 09/20/2049 | 0.30% | UBSCM 2012-C1 E 144A 05.0000 05/10/2045 | 0.30% | GNR 2017-H20 AI IO 02.1878 10/20/2067 | 0.29% | CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.29% | FNR 2016-50 SM IO 05.9131 08/25/2046 | 0.29% | JPMCC 2011-C3 D 144A 05.5237 02/15/2046 | 0.29% | GNR 2020-7 SK IO 05.8883 01/20/2050 | 0.29% | CAS 2018 - C01 1B1 03.7369 07/25/2030 | 0.28% | FNR 2017-104 SL IO 05.9631 01/25/2048 | 0.28% | JPMBB 2014-C25 D P/P 144A 03.9388 11/15/2047 | 0.28% | TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.28% | WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.28% | GNR 2013-39 IJ IO 04.5000 03/20/2043 | 0.27% | CSAIL 2019-C17 D 144A 02.5000 09/15/2052 | 0.27% | GNR 2017-H25 CI IO 02.2335 12/20/2067 | 0.27% | LMAT 2019-GS2 A2 144A 04.2500 01/25/2059 | 0.26% | UBSBB 2012-C4 D 144A 04.4601 12/10/2045 | 0.26% | GNR 2011-156 SK IO 06.4383 04/20/2038 | 0.26% | CAS 2019-R05 1B1 04.2869 07/25/2039 | 0.26% | GNR 2016-H27 GI IO 02.3266 12/20/2066 | 0.26% | STACR 2019-DNA1 B1 04.8369 01/25/2049 | 0.26% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.25% | CAS 2017-C05 1B1 03.7869 01/25/2030 | 0.25% | COMM 2013-LC13 D 144A 05.2611 08/10/2046 | 0.25% | FNR 2010-109 IM IO 05.5000 09/25/2040 | 0.25% | GNMA GII30 609117 04.5000 02/20/2044 | 0.24% | CAS 2018-C05 1B1 04.4369 01/25/2031 | 0.24% | FHR 5119 IC IO 04.0000 06/25/2051 | 0.24% | BBCMS 2019-C4 E 144A 03.2500 08/15/2052 | 0.24% | COMM 2014-CR17 E 144A 04.8475 05/10/2047 | 0.24% | GNR 2016-H19 AI IO 02.1682 09/20/2066 | 0.24% | GNR 2017-H03 KI IO 02.2266 01/20/2067 | 0.24% | GNR 2015-H14 AI IO 01.9229 06/20/2065 | 0.24% | JPMBB 2013-C12 C 04.0917 07/15/2045 | 0.23% | GNR 2017-156 SL IO 06.0383 10/20/2047 | 0.23% | FNMA FN30 850270 07.0000 12/01/2035 | 0.23% | JPALT 2006-A6 1A1 00.5069 11/25/2036 | 0.22% | FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.22% | GNMA GII30 AJ4182 04.5000 09/20/2044 | 0.22% | CAS 2020-SBT1 1M2 03.8369 02/25/2040 | 0.22% | FNMA FN30 839363 07.0000 09/01/2031 | 0.22% | 0.7415 R ISWP SOFRRATE P 12/31/2023 | 0.22% | JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.22% | FNR 2017-66 IO IO 04.5000 09/25/2047 | 0.21% | BMIR 2017-1 M2 144A 03.5369 10/25/2027 | 0.21% | GNR 2018-H01 XI IO 02.1873 01/20/2068 | 0.21% | MSBAM 2015-C22 C 04.2102 04/15/2048 | 0.21% | FNR 2021-25 IJ IO 03.5000 05/25/2051 | 0.21% | GNMA GII30 BB0107 04.7000 08/20/2067 | 0.20% | GNR 2015-H10 HI IO 01.7415 04/20/2065 | 0.20% | GNMA GII30 4114 05.5000 04/20/2038 | 0.20% | STACR 2020-DNA4 B2 10.1869 08/25/2050 | 0.20% | GNR 2016-H23 NI IO 02.0943 10/20/2066 | 0.20% | MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.20% | GNR 2019-56 SK IO 05.9883 05/20/2049 | 0.20% | FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.20% | STACR 2020-HQA3 B2 10.1869 07/25/2050 | 0.20% | FNR 2008-24 SP 22.5982 02/25/2038 | 0.20% | GNR 2015-H22 AI IO 01.6693 09/20/2065 | 0.20% | COMM 2015-CR23 C 04.2859 05/10/2048 | 0.19% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.19% | GNR 2016-H13 IK IO 02.6552 06/20/2066 | 0.19% | CSAIL 2018-C14 D 144A 04.9238 11/15/2051 | 0.19% | GNR 2015-H20 CI IO 01.8090 08/20/2065 | 0.19% | WFCM 2012-LC5 D 144A 04.7434 10/15/2045 | 0.19% | SCRT 2018-3 M 04.7500 08/25/2057 | 0.19% | CD 2019-CD8 D 144A 03.0000 08/15/2057 | 0.18% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.18% | WAMU 2005-AR8 2AC2 01.1069 07/25/2045 | 0.18% | GNMA GII30 AQ6653 04.5000 09/20/2045 | 0.18% | COMM 2018-COR3 C 04.5602 05/10/2051 | 0.18% | GSMS 2014-GC22 C 04.6873 06/10/2047 | 0.18% | GNR 2019-121 SD IO 05.8383 10/20/2049 | 0.18% | FNR 2018-20 SB IO 06.0631 03/25/2048 | 0.18% | STACR 2020-DNA5 B2 11.5487 10/25/2050 | 0.18% | GNR 2015-89 LI IO 05.0000 12/20/2044 | 0.18% | GNR 2017-H06 MI IO 02.2315 02/20/2067 | 0.18% | SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.18% | COMM 2012-CR1 C 05.4371 05/15/2045 | 0.17% | FNR 2018-47 SA IO 06.0631 07/25/2048 | 0.17% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.17% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.17% | GNR 2018-148 GS IO 05.9743 02/16/2046 | 0.17% | FREMF 2019-KF66 B 144A 02.5069 07/25/2029 | 0.17% | FHR 4436 SC IO 05.9589 02/15/2045 | 0.17% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.17% | SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.17% | COMM 2014-UBS2 C 04.9714 03/10/2047 | 0.16% | FNR 2017-19 IH IO 05.0000 03/25/2047 | 0.16% | GNR 2019-35 SE IO 06.0243 01/16/2044 | 0.16% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.16% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.16% | FNR 2015-86 MI IO 05.5000 11/25/2045 | 0.16% | CAS 2018-C06 2B1 04.2869 03/25/2031 | 0.16% | GSMS 2016-GS2 D 144A 02.7530 05/10/2049 | 0.16% | GNR 2013-67 IP IO 04.0000 04/16/2043 | 0.16% | BMARK 2018-B3 D 144A 03.0363 04/10/2051 | 0.15% | FNR 2019-45 SD IO 05.8631 08/25/2049 | 0.15% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.15% | FNMA FN30 968927 06.0000 01/01/2038 | 0.15% | MSBAM 2013-C9 C 04.0199 05/15/2046 | 0.15% | WFCM 2016-NXS5 D 04.9839 01/15/2059 | 0.15% | GNR 2014-H21 AI IO 01.4426 10/20/2064 | 0.15% | FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.15% | GNR 2016-H17 DI IO 02.1231 07/20/2066 | 0.15% | GNR 2017-H08 EI IO 02.0307 02/20/2067 | 0.15% | GNR 2017-H08 GI IO 02.3503 02/20/2067 | 0.15% | 1.86 R ISWP FWD SOFR P 02/24/2052 | 0.15% | CAS 2016-C03 1M2 05.4869 10/25/2028 | 0.15% | GNR 2016-H24 IO IO 02.1482 09/20/2066 | 0.15% | STACR 2019-HQA1 B2 12.4369 02/25/2049 | 0.15% | BBCMS 2019-C3 D 144A 03.0000 05/15/2052 | 0.15% | GNR 2016-H18 QI IO 02.1774 06/20/2066 | 0.15% | WFCM 2019-C50 C 04.3450 05/15/2052 | 0.14% | 1.27 R ISWP SOFRRATE P 12/30/2031 | 0.14% | UBSCM 2018-C13 C 04.9278 10/15/2051 | 0.14% | FNR 2018-51 BI IO 05.5000 07/25/2038 | 0.14% | WFCM 2015-C29 D 04.2167 06/15/2048 | 0.14% | WFCM 2018-C46 C 04.9894 08/15/2051 | 0.14% | FNMA FN30 724393 07.0000 08/01/2033 | 0.14% | GNR 2009-121 CI IO 04.5000 12/16/2039 | 0.14% | GNR 2018-1 IO IO 04.5000 01/20/2048 | 0.14% | GNR 2019-100 JS IO 05.9383 08/20/2049 | 0.14% | WFCM 2020-C57 C 04.0234 08/15/2053 | 0.13% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.13% | SWPTN 8YX10Y P 3.312 USD 11/27/2028 BA | 0.13% | MWST 2020-1 A 01.0869 10/25/2053 | 0.13% | GNR 2018-H02 IM IO 02.2564 02/20/2068 | 0.13% | GNR 2016-H03 AI IO 01.7217 01/20/2066 | 0.13% | JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.13% | WFCM 2019-C54 D 144A 02.5000 12/15/2052 | 0.13% | 1.435 R ISWP SOFRRATE P 12/24/2051 | 0.13% | BMARK 2018-B1 C 04.1021 01/15/2051 | 0.12% | CAS 2019-R01 2B1 04.5369 07/25/2031 | 0.12% | 1.8025 R ISWP SOFR P 02/16/2032 | 0.12% | GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.12% | GNR 2015-H23 TI IO 01.8920 09/20/2065 | 0.12% | JPMCC 2010-C2 D 144A 05.6942 11/15/2043 | 0.12% | SPST 2021-14 A1 00.8759 12/08/2022 | 0.12% | SWPTN SOFR 3MX10Y P 1.37 USD 03/29/2022 CI | 0.12% | GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.12% | GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.12% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.12% | GNR 2015-H13 AI IO 01.7682 06/20/2065 | 0.12% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.12% | GNR 2017-H04 BI IO 02.3820 02/20/2067 | 0.12% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.12% | GNR 2014-137 ID IO 05.5000 09/16/2044 | 0.12% | GSMS 2013-GC13 D 144A 04.0643 07/10/2046 | 0.12% | WFRBS 2014-C21 C 04.2340 08/15/2047 | 0.12% | FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.11% | GNR 2016-H06 HI IO 02.0722 02/20/2066 | 0.11% | SWPTN 5YX5Y P 1.752 USD 12/14/2026 CI | 0.11% | 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.11% | GNR 2017-H25 IO IO 01.9021 11/20/2067 | 0.11% | COMM 2017-COR2 D 144A 03.0000 09/10/2050 | 0.11% | FNR 2011-4 CS 12.5263 05/25/2040 | 0.11% | SWPTN SOFR 15YX20Y R 1.68 USD 02/11/2037 DE | 0.11% | GNR 2014-H25 BI IO 01.6640 12/20/2064 | 0.11% | GNR 2015-H25 BI IO 01.7093 10/20/2065 | 0.11% | GNR 2016-H06 DI IO 01.5885 07/20/2065 | 0.11% | GNR 2014-182 BI IO 04.0000 01/20/2039 | 0.10% | GSMS 2015-GC30 C 04.0725 05/10/2050 | 0.10% | COMM 2018-COR3 D 144A 02.8102 05/10/2051 | 0.10% | GNMA GII30 4291 06.0000 11/20/2038 | 0.10% | GNR 2015-H16 XI IO 01.8633 07/20/2065 | 0.10% | CAS 2015-C04 1M2 05.8869 04/25/2028 | 0.10% | GNR 2016-H04 KI IO 01.5028 02/20/2066 | 0.10% | SWPTN SOFR 3YX2Y P 1.39 USD 12/09/2024 BA | 0.10% | FNR 2005-106 JC 19.5446 12/25/2035 | 0.10% | GNR 2016-H24 KI IO 02.5062 11/20/2066 | 0.10% | GNR 2017-H14 LI IO 02.2653 06/20/2067 | 0.10% | CSAIL 2020-C19 D 144A 02.5000 03/15/2053 | 0.10% | STACR 2020-HQA2 M2 03.2869 03/25/2050 | 0.10% | COMM 2014-CR16 C 04.9187 04/10/2047 | 0.10% | FNR 2012-151 IM IO 05.0000 04/25/2042 | 0.10% | MSBAM 2014-C14 C 05.0510 02/15/2047 | 0.10% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.10% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.10% | GNMA GII30 BG4861 04.5000 05/20/2048 | 0.10% | GNR 2017-H08 NI IO 02.2487 03/20/2067 | 0.10% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.10% | GNR 2017-H14 JI IO 02.1528 06/20/2067 | 0.10% | GNR 2017-H10 MI IO 01.8198 04/20/2067 | 0.10% | 1.085 R ISWP SOFRRATE P 12/23/2026 | 0.10% | GNR 2013-34 HI IO 04.5000 03/20/2043 | 0.10% | GNR 2016-H10 AI IO 01.5108 04/20/2066 | 0.10% | GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.09% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.09% | FNR 2013-6 JI IO 03.0000 02/25/2043 | 0.09% | SAMI 2006-AR7 A1BG 00.3069 08/25/2036 | 0.09% | STACR 2019-DNA3 B2 08.3369 07/25/2049 | 0.09% | STACR 2019-DNA1 B2 10.9369 01/25/2049 | 0.09% | CAS 2022-R02 2B1 04.5487 01/25/2042 | 0.09% | CAS 2016-C02 1M2 06.1869 09/25/2028 | 0.09% | CAS 2020-R02 2B1 03.1869 01/25/2040 | 0.09% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.08% | FHR 4165 TI IO 03.0000 12/15/2042 | 0.08% | FHR 4452 QI IO 04.0000 11/15/2044 | 0.08% | OPTN FN30 3.0 03/07/22 CALL 101.09375 JPMC | 0.08% | FNR 2007-53 SP 23.5148 06/25/2037 | 0.08% | GNR 2017-H09 IO IO 01.8234 04/20/2067 | 0.08% | MSBAM 2013-C10 F 144A 04.0743 07/15/2046 | 0.08% | GNR 2015-H04 AI IO 01.5429 12/20/2064 | 0.08% | SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.08% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.08% | GNR 2017-H16 HI IO 01.4953 08/20/2067 | 0.08% | FHR 4136 IQ IO 03.5000 11/15/2042 | 0.08% | GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.08% | FHR 3072 SM 04.2533 11/15/2035 | 0.08% | FHR 4425 EI IO 04.0000 01/15/2045 | 0.08% | GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.08% | MWST 2020-2 A 00.9869 11/25/2053 | 0.08% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.08% | GNR 2014-104 IO IO 04.0000 03/20/2042 | 0.08% | GNR 2016-H24 JI IO 01.9763 11/20/2066 | 0.08% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.07% | FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.07% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.07% | GNR 2013-182 SP IO 06.5383 12/20/2043 | 0.07% | GNR 2016-H04 HI IO 02.3821 07/20/2065 | 0.07% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.07% | FNR 2006-8 HP 23.8815 03/25/2036 | 0.07% | 1.8165 R ISWP SOFR P 02/16/2032 | 0.07% | SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.06% | FHLMC FR30 ZJ6049 UMBS 07.0000 04/01/2032 | 0.06% | SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.06% | FHR 4150 DI IO 03.0000 01/15/2043 | 0.06% | GNR 2011-H07 FI IO 01.2220 02/20/2061 | 0.06% | GNR 2013-51 QI IO 05.0000 02/20/2043 | 0.06% | MSAC 2004-HE9 M2 01.1169 11/25/2034 | 0.06% | FHR 3408 EK 25.0240 04/15/2037 | 0.06% | FNMA FN30 780879 07.0000 12/01/2028 | 0.06% | FNR 2013-22 PI IO 03.5000 10/25/2042 | 0.06% | GNMA GII30 AJ4184 04.5000 09/20/2044 | 0.06% | GNR 2017-H25 AI IO 02.3668 12/20/2067 | 0.06% | 1.832 R ISWP SOFR P 02/14/2032 | 0.06% | GNR 2010-35 DI IO 04.5000 03/20/2040 | 0.06% | 0.695 R ISWP SOFRRATE P 12/23/2023 | 0.05% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.05% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.05% | 1.518 R ISWP SOFR P 01/14/2032 | 0.05% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.05% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.05% | FNR 2006-62 PS 38.7788 07/25/2036 | 0.05% | GNR 2016-H08 GI IO 01.4140 04/20/2066 | 0.05% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.05% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.05% | GNMA GII30 3880 06.5000 07/20/2036 | 0.05% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.05% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.05% | GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.05% | SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.05% | SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.05% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.04% | FHR 4425 IO IO 04.0000 01/15/2045 | 0.04% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.04% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.04% | CAS 2016-C05 2M2 04.6369 01/25/2029 | 0.04% | CAS 2018-C01 1M2 02.4369 07/25/2030 | 0.04% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.04% | FHR 4171 NI IO 03.0000 06/15/2042 | 0.04% | FNR 2019-71 CS 03.9500 11/25/2049 | 0.04% | FHLMC FR30 ZS0496 UMBS 07.0000 06/01/2030 | 0.04% | FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.04% | FNR 2008-53 DO PO 00.0000 07/25/2038 | 0.04% | SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.04% | SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.04% | GNR 2014-174 AI IO 03.0000 11/16/2029 | 0.04% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.04% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.04% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 JP | 0.04% | FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.04% | 1.1145 R ISWP SOFRRATE P 01/04/2027 | 0.04% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.04% | GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.04% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.04% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.04% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.03% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.03% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.03% | FHLMC FR30 ZS0357 UMBS 07.0000 11/01/2026 | 0.03% | GNR 2014-100 NI IO 04.0000 06/20/2043 | 0.03% | GNR 2015-H24 HI IO 02.0876 09/20/2065 | 0.03% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.03% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.03% | 1.698 R ISWP SOFR P 02/28/2027 | 0.03% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.03% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.03% | GNR 2013-6 OI IO 05.0000 01/20/2043 | 0.03% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.03% | GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.03% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.03% | FHLMC FR30 ZI1337 UMBS 05.5000 12/01/2033 | 0.03% | FNR 2012-114 NI IO 03.5000 10/25/2041 | 0.03% | GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.03% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 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% | 1.331 R ISWP SOFRRATE P 12/31/2031 | 0.03% | 1.7935 R ISWP SOFR P 02/14/2032 | 0.03% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.03% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.03% | FNR 2012-104 HI IO 04.0000 09/25/2027 | 0.03% | GNMA GII30 665235 06.0000 04/20/2037 | 0.03% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.03% | 1.0045 R ISWP SOFR P 01/25/2024 | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.02% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 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% | FHR 4019 JI IO 04.0000 05/15/2041 | 0.02% | GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% | FHR 2990 LB 16.4572 06/15/2034 | 0.02% | SWPTN SOFR 10YX10Y R 1.99 USD 02/11/2032 CI | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% | 1.8215 R ISWP SOFR P 03/01/2032 | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 JP | 0.02% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.02% | FHR 4183 MI IO 03.0000 02/15/2042 | 0.02% | FNMA FN30 900135 06.5000 09/01/2036 | 0.02% | SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.02% | 1.608 R ISWP SOFR P 01/24/2032 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% | 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% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 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.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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% | FNMA FN30 254974 07.0000 10/01/2033 | 0.02% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.02% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% | FHLMC FR30 ZA0768 UMBS 07.5000 07/01/2031 | 0.02% | FNMA FN30 257572 05.0000 02/01/2039 | 0.02% | SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | FHR 4018 DI IO 04.5000 07/15/2041 | 0.02% | FHR 4213 GI IO 04.0000 11/15/2041 | 0.02% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% | SWPTN SOFR 10YX10Y P 1.826 USD 01/13/2032 CI | 0.02% | TREASURY BILL 00.0000 05/12/2022 | 0.02% | 1.0355 R ISWP SOFR P 01/20/2024 | 0.02% | 1.04 R ISWP SOFR P 01/20/2024 | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | GNMA GN30 780770 06.0000 04/15/2028 | 0.02% | SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.02% | SWPTN 3MX5Y R 1.208 USD 04/21/2022 CI | 0.02% | 1.0245 R ISWP SOFR P 01/24/2024 | 0.01% | 1.6545 R ISWP SOFR P 02/01/2052 | 0.01% | 1.6765 R ISWP SOFR P 02/24/2027 | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | 0.01% | SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.01% | SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.01% | 1.759 R ISWP SOFR P 02/10/2032 | 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 JP | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% | OPTN FN30 2.0 03/07/22 CALL 96.34375 JPMC | 0.01% | SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.01% | SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.01% | SWPTN SOFR 3MX10Y R 1.769 USD 05/09/2022 GS | 0.01% | 1.525 R ISWP SOFRRATE P 12/31/2051 | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | FHR 4201 JI IO 03.0000 12/15/2041 | 0.01% | FHS 304 C37 IO 03.5000 12/15/2027 | 0.01% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 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% | 0.926 R ISWP SOFR P 01/26/2024 | 0.01% | 1.5135 R ISWP SOFR P 01/26/2032 | 0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 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 MS | 0.01% | FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% | SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.01% | 1.5235 R ISWP SOFR P 01/26/2032 | 0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.01% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% | SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 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% | 0.976 R ISWP SOFR P 01/26/2024 | 0.01% | 0.9975 R ISWP SOFR P 01/25/2024 | 0.01% | 1.488 R ISWP SOFR P 02/14/2024 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% | GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% | GNR 2020-15 CS IO 05.8883 02/20/2050 | 0.01% | SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.01% | 1.005 R ISWP SOFR P 01/25/2024 | 0.01% | 1.562 R ISWP SOFR P 01/25/2032 | 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% | FHR 3391 PO PO 00.0000 04/15/2037 | 0.01% | FNMA FN30 190308 07.5000 09/01/2030 | 0.01% | OPTN FN30 3.5 03/07/22 CALL 103.4375 JPMC | 0.01% | SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | 0.01% | SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.01% | 1.573 R ISWP SOFR P 01/25/2032 | 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 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.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% | FHLMC FR30 ZS0498 UMBS 07.5000 09/01/2030 | 0.01% | FNR 2011-123 KS IO 06.4131 10/25/2041 | 0.01% | FNR 2012-145 TI IO 03.0000 11/25/2042 | 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% | SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 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-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | FNMA FN30 545111 07.5000 11/01/2030 | 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% | FNW 2003-W8 3F2 00.5369 05/25/2042 | 0.01% | SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.01% | SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 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% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% | FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.00% | GNR 2015-24 AI IO 03.5000 12/20/2037 | 0.00% | STACR 2014-HQ3 M3 04.9369 10/25/2024 | 0.00% | SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | 0.00% | SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.00% | SWPTN SOFR 10YX10Y R 1.826 USD 01/13/2032 CI | 0.00% | SWPTN SOFR 1MX10Y P 1.856 USD 02/28/2022 CI | 0.00% | 1.0085 R ISWP SOFR P 01/21/2024 | 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% | GNMA GN30 404535 06.5000 05/15/2028 | 0.00% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 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 R 1.356 USD 02/28/2022 CI | 0.00% | BSCMS 2007-T26 AJ 05.5660 01/12/2045 | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 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 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | 0.00% | 1.47709 R ISWP SOFR P 02/29/2024 | 0.00% | 1.75 R ISWP SOFR P 02/29/2032 | 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.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% | FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% | FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% | GNMA GN30 569553 06.5000 01/15/2032 | 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 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% | FNMA FN30 554979 07.5000 11/01/2030 | 0.00% | FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.00% | GNMA GN30 552703 06.5000 08/15/2032 | 0.00% | GNMA GN30 574830 06.5000 11/15/2031 | 0.00% | GNMA GN30 584470 06.5000 06/15/2032 | 0.00% | SWPTN 10YX10Y R 1.985 USD 01/29/2031 JP | 0.00% | SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 0.00% | 1.614 R ISWP SOFR P 02/02/2032 | 0.00% | 1.646 R ISWP SOFR P 01/31/2032 | 0.00% | CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 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.6 2063-05-11 200.0 05/11/2063 CG | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% | GNMA GN30 486470 06.5000 08/15/2028 | 0.00% | GNMA GN30 780776 06.5000 04/15/2028 | 0.00% | GNR 2014-160 IB IO 03.0000 11/20/2040 | 0.00% | OPTN FN30 4.0 03/07/22 CALL 105.34375 JPMC | 0.00% | 1.647 R ISWP SOFR P 02/03/2052 | -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% | 1.7674 R ISWP SOFR P 02/29/2052 | -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.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 CG | -0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.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 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 MS | -0.00% | 1.46904 R ISWP SOFR P 02/01/2027 | -0.00% | 1.4715 R ISWP SOFR P 02/28/2024 | -0.00% | 1.675 R ISWP SOFR P 02/28/2027 | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% | SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -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% | 1.6165 R ISWP SOFR P 01/21/2032 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.00% | CMB CMBX.NA.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% | OPTN GII30 3.5 03/07/22 PUT 102.90625 JPMC | -0.00% | SWPTN SOFR 5YX10Y R 1.81 USD 01/12/2027 JP | -0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.00% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -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 GS | -0.00% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.00% | CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.00% | CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 MS | -0.00% | 1.66076 R ISWP SOFR P 01/20/2032 | -0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% | 1.7395 R ISWP SOFR P 02/28/2032 | -0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -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% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% | SWPTN SOFR 3YX2Y R 1.62 USD 01/13/2025 WE | -0.01% | 1.626 R ISWP SOFR P 01/19/2052 | -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.BB.7 2047-01-17 500.0 01/17/2047 ML | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% | SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.01% | 1.096 R ISWP SOFRRATE P 12/24/2026 | -0.01% | 1.672 R ISWP SOFR P 01/20/2032 | -0.01% | SWPTN SOFR 2YX5Y R 1.7 USD 01/11/2024 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% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% | 1.604 R ISWP SOFRRATE P 01/06/2052 | -0.01% | 1.7245 R ISWP SOFR P 02/09/2032 | -0.01% | SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.01% | 1.601 R ISWP SOFR P 01/12/2032 | -0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.01% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% | 1.448 R ISWP SOFR P 01/20/2027 | -0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 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% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% | SWPTN SOFR 3MX10Y P 1.769 USD 05/09/2022 GS | -0.02% | 1.135 R ISWP SOFRRATE P 12/31/2026 | -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% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | -0.02% | SWPTN SOFR 2YX5Y P 1.7 USD 01/11/2024 JP | -0.02% | SWPTN SOFR 3YX2Y P 1.62 USD 01/13/2025 WE | -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% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.02% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 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 CG | -0.02% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.02% | SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.02% | 0.88 R ISWP SOFR P 01/12/2024 | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.02% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% | 0.8745 R ISWP SOFR P 01/11/2024 | -0.02% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.02% | SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.02% | 1.61968 R ISWP SOFR P 02/28/2027 | -0.02% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.02% | SWPTN 5YX10Y R 1.805 USD 12/14/2026 JP | -0.02% | SWPTN SOFR 10YX10Y P 1.99 USD 02/11/2032 CI | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% | 1.5665 R ISWP SOFR P 01/11/2032 | -0.02% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.02% | SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.02% | 1.60 R ISWP FWD SOFRRATE P 03/16/2052 | -0.02% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% | SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% | SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.03% | SWPTN SOFR 1MX10Y R 1.606 USD 02/28/2022 CI | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% | 1.8225 R ISWP SOFR P 02/18/2032 | -0.03% | SWPTN 3MX5Y R 1.458 USD 04/21/2022 CI | -0.03% | 1.567 R ISWP SOFR P 01/19/2032 | -0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | 1.7445 R ISWP SOFR P 02/15/2032 | -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% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.03% | 1.725 R ISWP FWD SOFR P 02/10/2032 | -0.03% | SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | -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 GS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.04% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -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 P 2.902 USD 11/08/2024 JP | -0.04% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.04% | 1.186 R ISWP SOFRRATE P 01/05/2027 | -0.04% | 1.68 R ISWP FWD SOFR P 02/13/2057 | -0.04% | SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.05% | SWPTN 5YX5Y R 1.752 USD 12/14/2026 CI | -0.05% | SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.05% | SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.05% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% | SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.05% | SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | -0.05% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.05% | SWPTN SOFR 3YX2Y R 1.39 USD 12/09/2024 BA | -0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.06% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.06% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.06% | SWPTN 2YX10Y P 2.395 USD 11/22/2023 CI | -0.06% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.06% | 1.5915 R ISWP SOFR P 02/16/2024 | -0.07% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.07% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -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% | 1.82523 R ISWP SOFR P 02/15/2032 | -0.07% | SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -0.07% | OPTN FN30 2.0 03/07/22 PUT 96.34375 JPMC | -0.07% | 0.952 R ISWP SOFR P 01/27/2024 | -0.08% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.08% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.08% | SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.08% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.09% | 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 10YX20Y R 1.275 USD 03/05/2030 BA | -0.09% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.09% | CPURNSA P 2.78 R 01/15/32 | -0.09% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.09% | SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.09% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.09% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.10% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.10% | SWPTN SOFR 15YX20Y P 1.68 USD 02/11/2037 DE | -0.10% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.10% | SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.10% | SWPTN SOFR 3MX10Y R 1.37 USD 03/29/2022 CI | -0.11% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.11% | 1.437 R ISWP SOFRRATE P 12/23/2051 | -0.11% | OPTN FN30 3.5 03/07/22 PUT 103.4375 JPMC | -0.12% | CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.12% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.12% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.12% | OPTN FN30 3.0 03/07/22 PUT 101.09375 JPMC | -0.12% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.13% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.13% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.14% | SWPTN 8YX10Y R 3.312 USD 11/27/2028 BA | -0.14% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.14% | CPURNSA P 2.7375 R 09/13/26 | -0.15% | OPTN FN30 4.0 03/07/22 PUT 105.34375 JPMC | -0.15% | 1.126 R ISWP SOFRRATE P 12/31/2026 | -0.15% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.17% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.18% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.20% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.20% | SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.20% | 1.285 R ISWP SOFRRATE P 12/23/2031 | -0.22% | 1.333 R ISWP FWD SOFRRATE P 01/07/2032 | -0.23% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.24% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.25% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.26% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.26% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.32% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.35% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.40% | 1.40 R ISWP FWD SOFRRATE P 03/16/2032 | -0.42% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.44% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.46% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.48% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.50% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.54% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.64% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.75% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.86% | 0.90 R ISWP FWD SOFRRATE P 03/16/2024 | -1.14% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.66% | US 10YR ULTRA FUT JUN22 UXYM2 | -1.87% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -1.93% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -3.58% | US 5YR NOTE (CBT) JUN22 FVM2 | -4.07% | FNMA FN30 TBA UMBS 03.0000 03/01/2052 | -8.02% | US 2YR NOTE (CBT) JUN22 TUM2 | -177.30% |
Sector Weightings as of 02/28/22
Cash Investment | Non-Cash Investment | Total Portfolio | ||||
---|---|---|---|---|---|---|
Weight | Spread Duration | Weight | Spread Duration | Weight | Spread Duration | |
Commercial MBS | 20.06% | 0.66 | 25.17% | 0.16 | 45.23% | 0.82 |
Agency CMO | 38.56% | 1.61 | 0.00% | 0.00 | 38.56% | 1.61 |
Agency pass-through | 7.53% | 0.35 | 26.95% | 1.30 | 34.48% | 1.65 |
Residential MBS (non-agency) | 21.37% | 0.60 | 0.00% | 0.00 | 21.37% | 0.60 |
Net cash | 10.57% | 0.00 | 0.00% | 0.00 | 10.57% | 0.00 |
Asset-backed securities (ABS) | 1.91% | 0.03 | 0.00% | 0.00 | 1.91% | 0.03 |
Interest rate swaps | 0.00% | 0.00 | 0.00% | 1.63 | 0.00% | 1.63 |
U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -3.29 | 0.00% | -3.29 |
Spread duration is displayed in years and reflects the contribution by sector to the portfolio's total spread duration with the exception of the Treasury and Interest-rate swap sectors where effective duration is displayed. Spread duration estimates the price sensitivity of a specific sector or asset class to a 100 basis-point movement, 1%, (either widening or narrowing) in its yield spread relative to Treasuries. Effective duration provides a measure of a portfolio's interest-rate sensitivity. The longer a portfolio's duration, the more sensitive the portfolio is to shifts in the interest rates. Allocations may not total 100% of net assets because the table includes the notional value of certain derivatives (the economic value for purposes of calculating periodic payment obligations), in addition to the market value of securities.
Consider these risks before investing: Funds that invest in government securities are not guaranteed. Mortgage- and asset-backed securities are subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. The fund may have to invest the proceeds from prepaid investments, including mortgage- and asset-backed investments, in other investments with less attractive terms and yields. The fund’s investments in mortgage-backed securities and asset-backed securities, and in certain other securities and derivatives, may be or become illiquid. The fund’s exposure to privately issued mortgage-backed securities and mortgage-backed securities issued or guaranteed by the U.S. government or its agencies or instrumentalities may make the fund’s net asset value more susceptible to economic, market, political and other developments affecting the housing or real estate markets. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Default risk is generally higher for non-qualified mortgages. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political, or financial market conditions; investor sentiment and market perceptions; government actions; geopolitical events or changes; and factors related to a specific issuer, geography (such as a region of the United States), industry, or sector, such as the housing or real estate markets. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings or in relevant markets. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund’s other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund. Variable annuities are long-term investments designed for retirement purposes. Withdrawals prior to age 59 1/2 may be subject to a 10% IRS penalty.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.