‡ 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 Allstate Advisor Plus
Putnam Income Subaccount
The subaccount seeks high current income consistent with what Putnam Management believes to be prudent risk.
Fund description
The subaccount takes a flexible approach to pursuing high current income by diversifying across a range of fixed-income sectors. These sectors include, but are not limited to, investment-grade corporate bonds, mortgage-backed securities, U.S. Treasuries, and high-yield corporate bonds. The subaccount seeks to capitalize on those market sectors and maturities
Sales story
Pursuing income with an all-weather bond portfolioDiverse opportunities: The fund invests across all sectors of the U.S. bond market, including mortgage-backed, corporate, and government bonds.A flexible strategy: The portfolio managers pursue an attractive level of income, adjusting the portfolio to favor attractive sectors as interest rates and market conditions change.Leading research: The managers, supported by Putnam's fixed-income research division, analyze a range of bonds to build a competitive portfolio.
Management team
- Michael V. Salm (Investing since 1989)
Daily pricing as of 05/26/20
| with optional enhanced death benefits | ||
|---|---|---|
| Unit Value | $20.356134 | $19.738281 |
| Unit Value Change | -0.003589 | -0.003804 |
Lipper ranking ‡ as of 04/30/20
Category: Core Bond Funds
| Percentile ranking | Rank/Funds in category | |
|---|---|---|
| 10 yrs. | 7% | 5/76 |
| 1 yr. | 56% | 65/116 |
| 3 yrs. | 6% | 6/107 |
| 5 yrs. | 47% | 46/98 |
Quick facts as of 04/30/20
| Fiscal Year End | December |
| Asset Class | Putnam Allstate Advisor Plus |
| Subaccount Status | Open to new investors |
| Number of issues | 1147 |
| Turnover (fiscal year end) | 580% |
| Net Assets | $251M |
| Inception Date | 02/01/88 |
Performance
Performance as of 03/31/20
| Annualized Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
|---|---|---|---|---|---|---|---|
| Restated performance | |||||||
| Unit Value | -1.03% | -1.03% | 5.37% | 3.17% | 1.41% | 2.96% | 4.39% |
| Standardized | -8.95% | -8.95% | -2.63% | 0.61% | 0.25% | 2.96% | 4.39% |
| With optional enhanced death benefit | |||||||
| Unit Value | -1.07% | -1.07% | 5.21% | 3.02% | 1.25% | 2.81% | 4.23% |
| Standardized | -8.99% | -8.99% | -2.79% | 0.44% | 0.09% | 2.81% | 4.23% |
| Actual performance | |||||||
| Unit Value | -1.03% | -1.03% | 5.37% | 3.17% | 1.41% | 2.96% | 3.55% |
| Standardized | -8.95% | -8.95% | -2.63% | 0.61% | 0.25% | 2.96% | 3.55% |
| With optional enhanced death benefit | |||||||
| Unit Value | -1.07% | -1.07% | 5.21% | 3.02% | 1.25% | 2.81% | 3.39% |
| Standardized | -8.99% | -8.99% | -2.79% | 0.44% | 0.09% | 2.81% | 3.39% |
Annual Performance at NAV
| 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 |
|---|---|---|---|---|---|---|---|---|---|
| 8.11% | 3.33% | 8.97% | 0.24% | 4.75% | -3.04% | 0.37% | 3.91% | -1.41% | 10.10% |
| With optional enhanced death benefit | |||||||||
| 7.95% | 3.17% | 8.80% | 0.09% | 4.59% | -3.18% | 0.22% | 3.75% | -1.56% | 9.94% |
Restated performance
Monthly as of 04/30/20 |
|
|---|---|
| Unit Value | 1.82% |
| Standardized | -6.18% |
YTD as of 05/26/20 |
|
|---|---|
| Unit Value | 0.46% |
| Standardized | -7.54% |
With optional enhanced death benefit
Monthly as of 04/30/20 |
|
|---|---|
| Unit Value | 1.80% |
| Standardized | -6.20% |
YTD as of 05/26/20 |
|
|---|---|
| Unit Value | 0.40% |
| Standardized | -7.60% |
Unit values and performance information shown apply to the specific annuity product listed, not the underlying Putnam Variable Trust fund. This information should not be used by investors who hold an interest in Putnam Variable Trust funds through a different annuity or other variable product. The unit values and performance of other variable products that offer Putnam Variable Trust funds may be higher or lower due to product charges and expenses or other factors.
Data is historical. Past performance is no guarantee of future results. More recent returns may be less or more than those shown. Investment return and principal value will fluctuate, and you may have a gain or a loss when you sell your units.
Returns shown for the subaccounts for periods before their inception are derived from the historical performance of the underlying fund, adjusted to reflect the mortality, expense risk, and surrender charges applicable to this product and do not factor in the annual $30 contract maintenance fee. Additional riders and options for insurance-related charges will increase expenses and lower returns. Please see the prospectus for details. For a portion of the period, subaccounts may have limited expenses, without which returns would have been lower.
Variable annuities are long-term investments designed for retirement purposes. Putnam Capital Manager products are flexible-premium variable annuities held by Talcott Resolution Life, Inc., Simsbury, CT.
Putnam Allstate variable annuities are flexible-premium deferred variable annuities issued by Allstate Life Insurance Company (Allstate Life); underwritten by Allstate Distributors, L.L.C., both of Northbrook, IL; and sold through registered representatives or bank employees who are licensed insurance agents. Please check for availability in your specific state.
These policies have limitations and are sold by prospectus only. The prospectus contains details on the variable annuity, the subaccounts, contract features, fees, expenses, and other pertinent information.
Investors should carefully consider the investment objectives, risks, charges, and expenses of a fund before investing. For a prospectus containing this and other information for any variable annuity or variable life product that invests in Putnam Variable Trust funds, contact your financial advisor for a contract prospectus and prospectus for the underlying funds. You may also call Talcott Resolution at 1-800-521-0538 or Allstate at 1-800-390-1277. Read the prospectuses carefully before investing.
For the most recent month-end performance, please call Talcott Resolution at 1-800-521-0538 or Allstate at 1-800-390-1277.
Risk Characteristics as of 04/30/20
| Avg. Eff. Maturity | 7.16 |
| Avg. Eff. Duration | 5.34 |
| Avg. Coupon | 4.29 |
| Avg. Yield to Maturity | 5.23 |
| Alpha (%) | -- |
| Beta | 1.09 |
| R Squared | 0.66 |
| Standard Deviation (3 yrs.) | 4.36 |
Maturity Details
| 0 to 1 yr. | 1.05% |
| 1 to 5 yrs. | 64.31% |
| 5 to 10 yrs. | 27.68% |
| 10 to 15 yrs. | 0.76% |
| Over 15 yrs. | 6.20% |
Quality Ratings
| AAA | 62.32% |
| AA | 5.32% |
| A | 12.66% |
| BBB | 18.79% |
| BB | 4.01% |
| B | 2.58% |
| CCC and Below | 0.77% |
| Not Rated | -6.45% |
Holdings
| Fnma Fn30 Tba Umbs 03.0000 06/01/2050 | 5.89% |
| Fnma Fn30 Tba Umbs 03.5000 06/01/2050 | 3.37% |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | 2.98% |
| Gnma Gii30 Tba 03.5000 05/01/2050 | 2.54% |
| Fnma Fn30 Tba Umbs 03.0000 05/01/2050 | 2.11% |
| Fnma Fn30 Tba Umbs 03.5000 07/01/2050 | 2.11% |
| Fnma Fn30 Tba Umbs 04.0000 06/01/2050 | 1.70% |
| Gnma Gii30 Tba 04.0000 05/01/2050 | 1.70% |
| Fnma Fn30 Tba Umbs 04.5000 05/01/2050 | 1.29% |
| Gnma Gii30 Tba 04.5000 05/01/2050 | 1.28% |
| Top 10 holdings, total: | 24.97% |
| Top 10 holdings as of 04/30/20 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 03.0000 06/01/2050 | 5.89% |
| 2: Fnma Fn30 Tba Umbs 03.5000 06/01/2050 | 3.37% |
| 3: Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | 2.98% |
| 4: Gnma Gii30 Tba 03.5000 05/01/2050 | 2.54% |
| 5: Fnma Fn30 Tba Umbs 03.0000 05/01/2050 | 2.11% |
| 6: Fnma Fn30 Tba Umbs 03.5000 07/01/2050 | 2.11% |
| 7: Fnma Fn30 Tba Umbs 04.0000 06/01/2050 | 1.70% |
| 8: Gnma Gii30 Tba 04.0000 05/01/2050 | 1.70% |
| 9: Fnma Fn30 Tba Umbs 04.5000 05/01/2050 | 1.29% |
| 10: Gnma Gii30 Tba 04.5000 05/01/2050 | 1.28% |
| Holdings represent 24.97% of portfolio | |
| Top 10 holdings as of 03/31/20 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 03.0000 04/01/2050 | 8.04% |
| 2: Fnma Fn30 Tba Umbs 03.5000 04/01/2050 | 6.40% |
| 3: Fnma Fn30 Tba Umbs 04.0000 04/01/2050 | 4.74% |
| 4: Gnma Gii30 Tba 03.5000 04/01/2050 | 2.55% |
| 5: Gnma Gii30 Tba 04.0000 04/01/2050 | 1.71% |
| 6: Fnma Fn30 Tba Umbs 04.5000 04/01/2050 | 1.30% |
| 7: Gnma Gii30 Tba 04.5000 04/01/2050 | 1.28% |
| 8: Bf0101 03.5000 06/01/2056 | 0.93% |
| 9: Fnma Fn30 Tba Umbs 06.0000 04/01/2050 | 0.90% |
| 10: Fnma Fn30 Tba Umbs 05.5000 04/01/2050 | 0.88% |
| Holdings represent 28.73% of portfolio | |
| Top 10 holdings as of 02/29/20 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 03.0000 04/01/2050 | 9.62% |
| 2: Fnma Fn30 Tba Umbs 03.5000 03/01/2050 | 5.83% |
| 3: Fnma Fn30 Tba Umbs 03.0000 03/01/2050 | 4.62% |
| 4: Fnma Fn30 Tba Umbs 04.0000 03/01/2050 | 4.34% |
| 5: Gnma Gii30 Tba 03.5000 03/01/2050 | 2.33% |
| 6: Gnma Gii30 Tba 04.0000 03/01/2050 | 1.56% |
| 7: Fnma Fn30 Tba Umbs 04.5000 03/01/2050 | 1.20% |
| 8: Gnma Gii30 Tba 04.5000 03/01/2050 | 1.18% |
| 9: Bf0101 03.5000 06/01/2056 | 0.86% |
| 10: Fnma Fn30 Tba Umbs 06.0000 03/01/2050 | 0.83% |
| Holdings represent 32.37% of portfolio | |
| Top 10 holdings as of 01/31/20 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 03.0000 02/01/2050 | 9.05% |
| 2: Fnma Fn30 Tba Umbs 03.5000 03/01/2050 | 5.95% |
| 3: Fnma Fn30 Tba Umbs 03.0000 03/01/2050 | 5.50% |
| 4: Fnma Fn30 Tba Umbs 04.0000 02/01/2050 | 4.42% |
| 5: Gnma Gii30 Tba 03.5000 02/01/2050 | 2.38% |
| 6: Gnma Gii30 Tba 04.0000 02/01/2050 | 1.59% |
| 7: Swptn Liability 6yx30y R 3.195 Usd 11/28/2025 Ba | 1.46% |
| 8: Fnma Fn30 Tba Umbs 04.5000 02/01/2050 | 1.22% |
| 9: Gnma Gii30 Tba 04.5000 02/01/2050 | 1.21% |
| 10: Bf0101 03.5000 06/01/2056 | 0.88% |
| Holdings represent 33.66% of portfolio | |
| FNMA FN30 TBA UMBS 03.0000 06/01/2050 | 5.89% | US ULTRA BOND CBT JUN20 WNM0 | 5.65% | US 5YR NOTE (CBT) JUN20 FVM0 | 4.86% | FNMA FN30 TBA UMBS 03.5000 06/01/2050 | 3.37% | US LONG BOND(CBT) JUN20 USM0 | 3.18% | FNMA FN30 TBA UMBS 04.0000 07/01/2050 | 2.98% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 2.64% | GNMA GII30 TBA 03.5000 05/01/2050 | 2.54% | FNMA FN30 TBA UMBS 03.5000 07/01/2050 | 2.11% | FNMA FN30 TBA UMBS 03.0000 05/01/2050 | 2.11% | FNMA FN30 TBA UMBS 04.0000 06/01/2050 | 1.70% | GNMA GII30 TBA 04.0000 05/01/2050 | 1.70% | US 10YR ULTRA FUT JUN20 UXYM0 | 1.63% | US 10YR NOTE (CBT)JUN20 TYM0 | 1.55% | SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 1.44% | SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 1.32% | FNMA FN30 TBA UMBS 04.5000 05/01/2050 | 1.29% | GNMA GII30 TBA 04.5000 05/01/2050 | 1.28% | 1.57 R ISWP US0003M P 02/18/2030 | 1.15% | 3.096 R ISWP US0003M P 12/03/2029 | 1.10% | SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.97% | BF0101 03.5000 06/01/2056 | 0.91% | FNMA FN30 TBA UMBS 06.0000 05/01/2049 | 0.89% | FNMA FN30 TBA UMBS 05.5000 05/01/2050 | 0.88% | FNMA FN30 TBA UMBS 03.5000 05/01/2050 | 0.84% | 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.71% | SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.69% | SWPTN 1YX10Y R 2.027 USD 07/17/2020 BA | 0.67% | FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.66% | FHS 315 PO PO 00.0000 09/15/2043 | 0.64% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.64% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.62% | TREASURY BILL 00.0000 05/05/2020 | 0.62% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.62% | FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.61% | CASH MGMT BILL 00.0000 07/14/2020 | 0.60% | WAMU 2005-AR13 A1C4 00.9173 10/25/2045 | 0.58% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.58% | CAS 2016-C03 1M2 05.7873 10/25/2028 | 0.56% | CASH MGMT BILL 00.0000 07/21/2020 | 0.56% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.55% | GNR 2020-18 GS IO 05.3318 02/20/2050 | 0.54% | TREASURY BILL 00.0000 08/06/2020 | 0.54% | TREASURY BILL 00.0000 09/10/2020 | 0.53% | BMIR 2017-1 M2 P/P 144A 03.8373 10/25/2027 | 0.53% | FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.52% | 1.688 R ISWP US0003M P 01/31/2030 | 0.50% | TREASURY BILL 00.0000 06/18/2020 | 0.49% | SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.47% | 3.312 R ISWP US0003M P 11/08/2048 | 0.46% | STACR 2016-HQA1 M3 06.8373 09/25/2028 | 0.46% | CITIGROUP INC 04.4500 09/29/2027 | 0.44% | FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.43% | GNMA GII30 TBA 03.0000 05/01/2050 | 0.42% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.41% | STACR 2015-DN1 M3 04.6373 01/25/2025 | 0.40% | COMCAST CORP 03.4500 02/01/2050 | 0.40% | ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.40% | GNMA GII30 BG6074 04.0000 04/20/2048 | 0.39% | SPST 2019-7 A 01.6285 09/24/2020 | 0.39% | FNR 2019-3 SA IO 05.6128 02/25/2049 | 0.39% | WFRBS 2012-C10 D P/P 144A 04.5766 12/15/2045 | 0.38% | 1.698 R ISWP US0003M P 01/28/2030 | 0.38% | STACR 2019-DNA2 M2 02.9373 03/25/2049 | 0.38% | MORGAN STANLEY 04.3750 01/22/2047 | 0.38% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.38% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.38% | SPST 2019-3 A 01.6285 06/24/2020 | 0.38% | TREASURY BILL 00.0000 08/20/2020 | 0.37% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.36% | GNMA GII30 MA5194 05.0000 05/20/2048 | 0.36% | MRAIT 2020-2 A 02.1345 10/22/2020 | 0.36% | CAS 2016-C03 2M2 06.3873 10/25/2028 | 0.35% | TREASURY BILL 00.0000 09/03/2020 | 0.35% | WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.35% | STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.34% | VERIZON COMM 04.3290 09/21/2028 | 0.34% | FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.34% | FNR 2016-8 SA IO 05.5628 03/25/2046 | 0.34% | WAMU 2005-AR17 A1B2 00.8973 12/25/2045 | 0.33% | BCAP 2015-RR5 2A2 03.0354 01/26/2046 | 0.32% | FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.32% | FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.31% | FHLMC FR30 ZM1233 UMBS 03.0000 06/01/2046 | 0.31% | TREASURY BILL 00.0000 07/16/2020 | 0.31% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.31% | UBSBB 2012-C2 E P/P 144A 05.0464 05/10/2063 | 0.31% | FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.30% | BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.29% | CAS 2016-C02 1M2 06.4873 09/25/2028 | 0.29% | GSMS 2010-C1 D P/P 144A 06.1690 08/10/2043 | 0.29% | COMM 2014-CR17 C 04.9453 05/10/2047 | 0.29% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.28% | MSBAM 2013-C10 E P/P 144A 04.2184 07/15/2046 | 0.28% | TREASURY BILL 00.0000 07/09/2020 | 0.27% | STACR 2016-DNA3 M3 05.4873 12/25/2028 | 0.27% | GNR 2016-H23 NI IO 02.5817 10/20/2066 | 0.27% | ORACLE CORP 02.6500 07/15/2026 | 0.27% | BBCMS 2019-C4 XA IO 01.7474 08/15/2052 | 0.26% | FHR 3835 FO PO 00.0000 04/15/2041 | 0.26% | LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.26% | GNR 2019-119 KS IO 05.2559 09/16/2049 | 0.26% | SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.25% | 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.25% | TREASURY BILL 00.0000 06/25/2020 | 0.25% | SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.25% | GNMA GII30 MA5266 05.0000 06/20/2048 | 0.24% | TREASURY BILL 00.0000 08/13/2020 | 0.24% | STACR 2015-DNA3 M2 03.3373 04/25/2028 | 0.24% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.24% | MICROSOFT CORP 02.4000 08/08/2026 | 0.24% | TRK 2020-1 A1 03.2500 03/25/2023 | 0.23% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.23% | GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.23% | STACR 2016-HQA2 M3 05.6373 11/25/2028 | 0.23% | GNR 2019-123 SL IO 05.4318 10/20/2049 | 0.23% | WFRBS 2011-C4 C P/P 144A 05.3901 06/15/2044 | 0.23% | OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.23% | WFRBS 2013-C15 D P/P 144A 04.6430 08/15/2046 | 0.23% | ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.23% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.23% | SALESFORCE.COM INC 03.7000 04/11/2028 | 0.23% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.23% | GNR 2016-H02 HI IO 01.6406 01/20/2066 | 0.22% | FHLMC FR30 ZA4291 UMBS 03.5000 08/01/2043 | 0.22% | GNR 2012-149 GS IO 05.4818 12/20/2042 | 0.22% | GSMS 2014-GC18 C 05.1552 01/10/2047 | 0.22% | JPMCC 2010-C1 C P/P 144A 06.3140 06/15/2043 | 0.22% | JPMBB 2013-C14 D P/P 144A 04.8586 08/15/2046 | 0.22% | FHMS K105 X1 IO 01.6452 01/25/2030 | 0.21% | FNR 2017-108 SA IO 05.6628 01/25/2048 | 0.21% | GNR 2018-168 KS IO 05.4318 12/20/2048 | 0.21% | 0.85 R ISWP FWD US0003M P 06/17/2030 | 0.21% | CFCRE 2011-C2 E P/P 144A 05.9304 12/15/2047 | 0.21% | FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.21% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.21% | BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.21% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.20% | GNMA GII30 BD1731 03.5000 01/20/2048 | 0.20% | GNR 2020-32 GS IO 05.3818 03/20/2050 | 0.20% | GNR 2019-83 SW IO 05.3818 07/20/2049 | 0.20% | WFCM 2019-C50 XA IO 01.5905 05/15/2052 | 0.20% | CAS 2017-C07 1EB2 01.4873 05/25/2030 | 0.20% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.20% | HSBC HOLDINGS PLC USD 06.3750 12/29/2049 | 0.20% | TREASURY BILL 00.0000 07/23/2020 | 0.20% | GNR 2019-20 SB IO 05.3818 02/20/2049 | 0.20% | GNR 2019-83 JS IO 05.3818 07/20/2049 | 0.20% | FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.19% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.19% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.19% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.19% | GNR 2019-H02 DI IO 02.5276 11/20/2068 | 0.19% | JPMCC 2012-C6 E P/P 144A 05.3286 05/15/2045 | 0.19% | US BANCORP 03.0000 07/30/2029 | 0.19% | CAS 2018-C04 2M2 03.0373 12/25/2030 | 0.19% | FNR 2016-91 AS IO 05.6128 12/25/2046 | 0.19% | JPMCC 2011-C3 B P/P 144A 05.0131 02/15/2046 | 0.19% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.19% | GNMA GII30 BE1441 03.5000 11/20/2047 | 0.19% | SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.19% | MICROSOFT CORP 03.7000 08/08/2046 | 0.18% | SPST 2020-2 A 01.3173 03/26/2021 | 0.18% | APPLE INC 04.3750 05/13/2045 | 0.18% | FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.18% | JPMCC 2012-C8 C P/P 144A 04.7784 10/15/2045 | 0.18% | TREASURY BILL 00.0000 06/11/2020 | 0.18% | WFRBS 2014-C22 XA IO 00.9555 09/15/2057 | 0.18% | ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.18% | FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.18% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.18% | AT&T INC 04.1000 02/15/2028 | 0.18% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.18% | FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.18% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.18% | UBSCM 2019-C17 XA IO 01.6357 10/15/2052 | 0.17% | RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.17% | WFRBS 2011-C5 C P/P 144A 05.8446 11/15/2044 | 0.17% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.17% | WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 | 0.17% | CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.17% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.17% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.16% | COMCAST CORP 03.1500 03/01/2026 | 0.16% | GSMS 2014-GC22 XA IO 01.1403 06/10/2047 | 0.16% | CAS 2017-C01 1M2 04.0373 07/25/2029 | 0.16% | ZOETIS INC 03.9000 08/20/2028 | 0.16% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.16% | FHMS KG02 X1 IO 01.1440 08/25/2029 | 0.16% | GNR 2017-H14 EI IO 01.4479 06/20/2067 | 0.16% | GNR 2020-11 SY IO 05.3818 01/20/2050 | 0.16% | T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.16% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.16% | MCAS 2019-01 M10 P/P 144A 03.7373 10/15/2049 | 0.16% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.16% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.16% | COMCAST CORP 03.4000 07/15/2046 | 0.16% | GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.16% | STACR 2019-DNA1 M2 03.1373 01/25/2049 | 0.16% | FISERV INC 04.2000 10/01/2028 | 0.16% | CAS 2020-R01 1M2 02.5373 01/25/2040 | 0.16% | AT&T INC 04.7500 05/15/2046 | 0.16% | BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.16% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.16% | CSAIL 2015-C1 D P/P 144A 03.9121 04/15/2050 | 0.16% | EOG RESOURCES INC 04.1500 01/15/2026 | 0.15% | FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.15% | FHR 4738 QS IO 05.3860 12/15/2047 | 0.15% | GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.15% | GNR 2014-H11 GI IO 01.4688 06/20/2064 | 0.15% | FHMR 2020-RR02 DX IO 01.8158 01/01/2050 | 0.15% | GNR 2014-H07 BI IO 01.4644 05/20/2064 | 0.15% | BSCMS 2007-T26 AJ 05.5420 01/12/2045 | 0.15% | GNMA GII30 BD1729 03.5000 01/20/2048 | 0.15% | CIT GROUP INC. 05.2500 03/07/2025 | 0.15% | GNMA GII30 BF6125 04.0000 02/20/2048 | 0.15% | FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.15% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.15% | DBUBS 2011-LC3A D P/P 144A 05.5124 08/10/2044 | 0.15% | AT&T INC. 03.8000 02/15/2027 | 0.14% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.14% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.14% | JPMCC 2012-C8 D P/P 144A 04.8265 10/15/2045 | 0.14% | BACM 2005-1 B 05.6647 11/10/2042 | 0.14% | CGCMT 2014-GC19 X IO 01.3189 03/10/2047 | 0.14% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.14% | FNR 2018-94 SA IO 05.6128 01/25/2049 | 0.14% | EQUINIX INC 03.2000 11/18/2029 | 0.14% | GNR 2015-H13 AI IO 02.5734 06/20/2065 | 0.14% | CAS 2018-C05 1M2 02.8373 01/25/2031 | 0.14% | GNR 2017-H08 NI IO 02.4135 03/20/2067 | 0.14% | GNR 2018-155 SE IO 05.3818 11/20/2048 | 0.14% | MSC 2016-UB12 XA IO 00.9056 12/15/2049 | 0.14% | GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.14% | MSC 2011-C1 E P/P 144A 05.6937 09/15/2047 | 0.14% | TOTAL CAPITAL INTL SA USD 02.8290 01/10/2030 | 0.14% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.14% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.14% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.14% | UBSCM 2012-C1 C P/P 144A 05.7548 05/10/2045 | 0.14% | CIT BANK NA 02.9690 09/27/2025 | 0.14% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.14% | JPMBB 2013-C14 E P/P 144A 04.8586 08/15/2046 | 0.14% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.14% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.13% | BPCE SA P/P 144A 04.5000 03/15/2025 | 0.13% | GNR 2019-44 SA IO 05.3318 04/20/2049 | 0.13% | JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.13% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.13% | CAS 2020-R02 2M2 03.6609 01/25/2040 | 0.13% | GNR 2014-131 BS IO 05.4059 09/16/2044 | 0.13% | JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.13% | ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.13% | BMIR 2018-2A M1B P/P 144A 01.8373 08/25/2028 | 0.13% | UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.13% | BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.13% | FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.13% | GNR 2017-H12 QI IO 01.9090 05/20/2067 | 0.13% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.13% | FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.13% | MCAS 2020-01 M10 P/P 144A 04.6500 03/25/2050 | 0.13% | VERIZON COMMUNICATIONS 02.6250 08/15/2026 | 0.13% | GNMA GII30 BG6110 04.0000 05/20/2048 | 0.13% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.13% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.13% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.12% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.12% | GSMS 2014-GC24 D P/P 144A 04.6652 09/10/2047 | 0.12% | SAIL 2004-10 A10 01.3873 11/25/2034 | 0.12% | TRUIST FIN CORP 04.8000 12/31/2099 | 0.12% | WFCM 2015-LC20 XB IO 00.6353 04/15/2050 | 0.12% | WFRBS 2012-C6 C P/P 144A 05.7644 04/15/2045 | 0.12% | JPMBB 2014-C22 XA IO 00.9861 09/15/2047 | 0.12% | AMAZON.COM INC 04.0500 08/22/2047 | 0.12% | GNR 2017-H10 MI IO 01.4095 04/20/2067 | 0.12% | WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.12% | COMCAST CORP 03.9990 11/01/2049 | 0.12% | INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.12% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.12% | STACR 2014-DN4 M3 05.0373 10/25/2024 | 0.12% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.12% | VERIZON COMM 04.6720 03/15/2055 | 0.12% | WFRBS 2013-C14 XA IO 00.8569 06/15/2046 | 0.12% | GNR 2016-H06 AI IO 01.7399 02/20/2066 | 0.12% | OMIR 2018-1A M2 03.3373 07/25/2028 | 0.12% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.12% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.12% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.12% | UBSCM 2017-C7 XA IO 01.2060 12/15/2050 | 0.12% | WEC ENERGY GROUP INC 03.8043 05/15/2067 | 0.12% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.12% | OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.12% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.12% | GNR 2019-21 SJ IO 05.3318 02/20/2049 | 0.12% | UBSC 2011-C1 D P/P 144A 06.2521 01/10/2045 | 0.12% | GSMS 2013-GC13 XA IO 00.1081 07/10/2046 | 0.11% | AT&T INC 04.3000 02/15/2030 | 0.11% | FHR 3408 EK 22.5177 04/15/2037 | 0.11% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.11% | GNMA GII30 BE1437 03.5000 11/20/2047 | 0.11% | AMGEN INC 04.6630 06/15/2051 | 0.11% | COMM 2014-UBS6 XA IO 01.0393 12/10/2047 | 0.11% | FHR 3065 DC 17.4180 03/15/2035 | 0.11% | FHR 3852 NT 05.1860 05/15/2041 | 0.11% | GNR 2011-17 S IO 05.3318 02/20/2041 | 0.11% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.11% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.11% | GNR 2017-H09 DI IO 01.9057 03/20/2067 | 0.11% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.11% | WFCM 2014-LC16 XA IO 01.2710 08/15/2050 | 0.11% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | 0.11% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.11% | FHMS K104 X1 IO 01.1271 01/25/2030 | 0.11% | MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.11% | CSMC 2016-NXSR XA IO 00.9182 12/15/2049 | 0.11% | TREASURY BILL 00.0000 05/21/2020 | 0.11% | ARRW 2019-3 M1 04.2040 10/25/2048 | 0.11% | COOPERATIEVE RABOBANK UA USD 04.6250 12/01/2023 | 0.11% | SPST 2019-WL1 A 01.1373 08/25/2052 | 0.11% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.10% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.10% | EMIR 2018-1 M1 02.1873 11/25/2028 | 0.10% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.10% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.10% | MSBAM 2013-C13 XB IO P/P 144A 00.1520 11/15/2046 | 0.10% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.10% | GNMA GII30 BE1440 03.5000 11/20/2047 | 0.10% | GNR 2015-H04 AI IO 01.7047 12/20/2064 | 0.10% | GNR 2016-H14 IO IO 01.6800 06/20/2066 | 0.10% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.10% | UBSCM 2012-C1 D P/P 144A 05.7548 05/10/2045 | 0.10% | GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.10% | JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.10% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | 0.10% | FHR 4912 PS IO 05.2360 09/25/2049 | 0.10% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.10% | STACR 2019-DNA1 B1 05.1373 01/25/2049 | 0.10% | CAS 2015-C03 2M2 05.4873 07/25/2025 | 0.10% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.10% | OPTN FN30 2.5 06/04/20 CALL 103.96875 JPMC | 0.10% | 1.27 R ISWP FWD US0003M P 01/27/2047 | 0.10% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.10% | FISERV INC 03.5000 07/01/2029 | 0.10% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.10% | TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.10% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.10% | GNMA GII30 AY2298 04.7000 05/20/2067 | 0.10% | SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.10% | BANK 2018-BN13 XA 00.6610 08/15/2061 | 0.09% | BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.09% | CAS 2019-HRP1 M2 02.6373 11/25/2039 | 0.09% | FHR 4839 AS IO 05.2360 06/15/2042 | 0.09% | FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.09% | GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.09% | GNR 2016-H11 HI IO 02.1022 01/20/2066 | 0.09% | GSMS 2012-GCJ9 C P/P 144A 04.4480 11/10/2045 | 0.09% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.09% | CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.09% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.09% | UBSBB 2012-C2 XA IO P/P 144A 01.4592 05/10/2063 | 0.09% | WFRBS 2012-C7 D P/P 144A 04.9666 06/15/2045 | 0.09% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.09% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.09% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.09% | NHEL 2004-2 M4 02.2873 09/25/2034 | 0.09% | AIR LEASE CORP 03.2500 10/01/2029 | 0.09% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.09% | CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.09% | FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.09% | GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.09% | FNR 2006-8 HP 22.7801 03/25/2036 | 0.09% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.09% | APPLE INC 03.4500 05/06/2024 | 0.09% | AXA SA P/P 144A 06.3790 12/29/2049 | 0.09% | COMM 2013-CR11 XA IO 01.0924 08/10/2050 | 0.09% | GNR 2015-H12 EI IO 01.7005 04/20/2065 | 0.09% | MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.09% | MSBAM 2013-C7 XA IO 01.4799 02/15/2046 | 0.09% | STACR 2018-DNA2 M2 02.6373 12/25/2030 | 0.09% | ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.09% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.09% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.09% | AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.09% | BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.09% | BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.09% | GNR 2016-H04 KI IO 01.6441 02/20/2066 | 0.09% | STACR 2018-DNA1 M2 02.2873 07/25/2030 | 0.09% | SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.09% | SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.08% | JPMCC 2016-JP2 XA IO 01.9703 08/15/2049 | 0.08% | ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.08% | ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 | 0.08% | SPST 2019-11 A 01.3198 10/24/2020 | 0.08% | CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.08% | 0.90 R ISWP FWD US0003M P 06/17/2050 | 0.08% | GNMA GII30 BD1730 03.5000 01/20/2048 | 0.08% | GNR 2015-H12 AI IO 01.8547 05/20/2065 | 0.08% | LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.08% | PROLOGIS LP 02.2500 04/15/2030 | 0.08% | STACR 2014-DN2 M3 04.0873 04/25/2024 | 0.08% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.08% | GNR 2015-H12 GI IO 01.8058 05/20/2065 | 0.08% | JPMCC 2011-C3 F P/P 144A 05.8529 02/15/2046 | 0.08% | WFRBS 2012-C10 XA IO P/P 144A 01.6817 12/15/2045 | 0.08% | GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.08% | JPMCC 2011-C3 D P/P 144A 05.8529 02/15/2046 | 0.08% | MSBAM 2015-C26 XA IO 01.1719 10/15/2048 | 0.08% | ECOLAB INC 03.2500 12/01/2027 | 0.08% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.08% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.08% | STACR 2018-DNA2 B1 04.1873 12/25/2030 | 0.08% | ALPHABET INC 01.9980 08/15/2026 | 0.08% | CAS 2017-C01 1EB1 01.7373 07/25/2029 | 0.08% | FHR 3072 SM 04.2533 11/15/2035 | 0.08% | GNMA GII30 BB3019 03.5000 11/20/2047 | 0.08% | GSMS 2013-GC10 XA IO 01.6441 02/10/2046 | 0.08% | SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.08% | SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.08% | COMM 2014-LC15 XA IO 01.2602 04/10/2047 | 0.08% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% | FNR 2005-122 SE 21.3946 11/25/2035 | 0.08% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.08% | GNR 2015-H25 CI IO 02.0221 10/20/2065 | 0.08% | MERCK & CO INC 03.7000 02/10/2045 | 0.08% | STACR 2020-HQA2 M2 03.8600 03/25/2050 | 0.08% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% | AON PLC USD 04.2500 12/12/2042 | 0.08% | COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.08% | MSC 2011-C3 E P/P 144A 05.4192 07/15/2049 | 0.08% | STACR 2014-HQ2 M3 04.2373 09/25/2024 | 0.08% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.08% | VIACOMCBS INC 04.2000 06/01/2029 | 0.08% | CAS 2017-C07 1B1 04.4873 05/25/2030 | 0.08% | CIGNA CORP 03.7500 07/15/2023 | 0.08% | COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.08% | MSBAM 2015-C25 XA IO 01.2388 10/15/2048 | 0.08% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.08% | MICROCHIP TECH INC 04.3330 06/01/2023 | 0.07% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.07% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.07% | FHR 4176 DI IO 03.0000 12/15/2042 | 0.07% | GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.07% | JPMBB 2014-C19 D P/P 144A 04.8340 04/15/2047 | 0.07% | MSC 2016-BNK2 XA IO 01.1957 11/15/2049 | 0.07% | SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.07% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.07% | CARR 2006-NC2 A4 00.7273 06/25/2036 | 0.07% | GNR 2015-H28 DI IO 01.5442 08/20/2065 | 0.07% | SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.07% | 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.07% | COMM 2015-CR23 XA IO 01.0460 05/10/2048 | 0.07% | L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.07% | MSBAM 2013-C12 XA IO 00.7603 10/15/2046 | 0.07% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.07% | WFRBS 2014-C24 XA IO 00.9816 11/15/2047 | 0.07% | FNR 2006-62 PS 36.9765 07/25/2036 | 0.07% | GNMA GII30 BB3013 03.5000 11/20/2047 | 0.07% | GNR 2015-H25 AI IO 01.6082 09/20/2065 | 0.07% | CBRE SERVICES INC 04.8750 03/01/2026 | 0.07% | CSAIL 2015-C1 C 04.4121 04/15/2050 | 0.07% | HCA INC 04.1250 06/15/2029 | 0.07% | MSRR 2015-R4 CB1 01.7716 08/26/2047 | 0.07% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.07% | STACR 2019-HQA1 M2 02.8373 02/25/2049 | 0.07% | UNITEDHEALTH GROUP INC 02.9500 10/15/2027 | 0.07% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.07% | COMM 2013-CR6 D P/P 144A 04.2277 03/10/2046 | 0.07% | CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.07% | CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.07% | ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.07% | FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.07% | MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.07% | MSBAM 2013-C11 D P/P 144A 04.4981 08/15/2046 | 0.07% | NRG P/P 144A 03.7500 06/15/2024 | 0.07% | RMIR 2018-1 M2 04.2100 03/25/2028 | 0.07% | S&P GLOBAL INC 04.4000 02/15/2026 | 0.07% | CWALT 2007-OA6 A1A 00.6273 06/25/2037 | 0.07% | GNR 2010-H19 GI IO 01.4162 08/20/2060 | 0.07% | GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.07% | MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.07% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.07% | AMAZON.COM INC 03.1500 08/22/2027 | 0.06% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.06% | STACR 2018-HQA1 M2 02.7873 09/25/2030 | 0.06% | COMM 2014-CR19 XA IO 01.1644 08/10/2047 | 0.06% | FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.06% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.06% | OSHKOSH CORP 04.6000 05/15/2028 | 0.06% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.06% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.06% | COMM 2014-CR17 D P/P 144A 05.0091 05/10/2047 | 0.06% | FNR 2011-4 CS 11.9255 05/25/2040 | 0.06% | GNR 2016-H27 BI IO 02.5390 12/20/2066 | 0.06% | GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.06% | OPTN FN30 2.5 06/04/20 CALL 104.1875 JPMC | 0.06% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.06% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.06% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% | VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.06% | FNR 2007-53 SP 22.4134 06/25/2037 | 0.06% | GNR 2016-H24 JI IO 02.3764 11/20/2066 | 0.06% | GSMS 2014-GC18 XA IO 01.1780 01/10/2047 | 0.06% | WFRBS 2013-C11 XA IO P/P 144A 01.3246 03/15/2045 | 0.06% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.06% | CAS 2017-C01 1B1 06.2373 07/25/2029 | 0.06% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.06% | FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.06% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% | SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.06% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.06% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.06% | GNR 2014-H08 CI IO 01.4777 03/20/2064 | 0.06% | WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.06% | GNR 2015-H16 XI IO 02.6911 07/20/2065 | 0.06% | FHR 4601 PI IO 04.5000 12/15/2045 | 0.06% | FNR 2005-106 JC 18.6132 12/25/2035 | 0.06% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.06% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.06% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.06% | EMIR 2019-1 M2 03.7873 04/25/2029 | 0.06% | FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.06% | GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.06% | GNR 2015-H09 BI IO 01.6903 03/20/2065 | 0.06% | MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.06% | PACIFICORP 02.7000 09/15/2030 | 0.06% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.06% | UBSBB 2013-C6 XA IO P/P 144A 01.2574 04/10/2046 | 0.06% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.06% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.06% | CAS 2019-R01 2M2 02.9373 07/25/2031 | 0.06% | JPMCC 2007-CB20 E P/P 144A 06.3745 02/12/2051 | 0.06% | PFIZER INC 03.0000 12/15/2026 | 0.06% | WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.06% | WFRBS 2012-C9 XB IO P/P 144A 00.8755 11/15/2045 | 0.06% | ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.06% | GNR 2015-H15 JI IO 01.9705 06/20/2065 | 0.06% | OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.06% | WFRBS 2012-C9 XA IO P/P 144A 02.0508 11/15/2045 | 0.05% | FOX CORP 03.0500 04/07/2025 | 0.05% | GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.05% | JPMCC 2013-C16 XA IO 01.0993 12/15/2046 | 0.05% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.05% | COMM 2014-CR19 D P/P 144A 04.8879 08/10/2047 | 0.05% | D.R. HORTON INC 05.7500 08/15/2023 | 0.05% | FNR 2010-35 SG IO 05.9128 04/25/2040 | 0.05% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% | CFCRE 2011-C2 D P/P 144A 05.9304 12/15/2047 | 0.05% | GENERAL MOTORS COMPANY 04.8750 10/02/2023 | 0.05% | GNR 2015-H10 CI IO 01.8050 04/20/2065 | 0.05% | GSMS 2013-GC12 XA IO 01.5527 06/10/2046 | 0.05% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.05% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.05% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.05% | GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.05% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.05% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.05% | MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.05% | MWST 2019-1 A 01.2873 06/25/2052 | 0.05% | VIACOMCBS INC 04.6000 01/15/2045 | 0.05% | WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.05% | CAS 2019-R05 1M2 02.4873 07/25/2039 | 0.05% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.05% | JPMORGAN CHASE & CO 02.6918 05/15/2047 | 0.05% | MSBAM 2014-C17 XA IO 01.2659 08/15/2047 | 0.05% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.05% | SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.05% | UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.05% | UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.05% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.05% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.05% | GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.05% | GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.05% | CCMFC 2004-3A A2 00.7873 08/25/2035 | 0.05% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% | FNR 2005-75 GS 18.7883 08/25/2035 | 0.05% | GNMA GII30 AY4779 04.5100 03/20/2067 | 0.05% | GNMA GII30 BB0107 04.7000 08/20/2067 | 0.05% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.05% | GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.05% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.05% | GNR 2015-H20 AI IO 01.8266 08/20/2065 | 0.05% | IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.05% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% | RMIR 2019-1 M2 P/P 144A 03.6873 02/25/2029 | 0.05% | STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% | ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.04% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.04% | CGCMT 2013-GC17 X IO 01.1856 11/10/2046 | 0.04% | GEORGIA-PACIFIC LLC P/P 144A 05.4000 11/01/2020 | 0.04% | GNMA GII30 BA7681 04.6250 06/20/2067 | 0.04% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.04% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% | JPMCC 2012-LC9 D P/P 144A 04.5653 12/15/2047 | 0.04% | CITIGROUP INC 03.6680 07/24/2028 | 0.04% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.04% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.04% | AMGEN INC 02.6000 08/19/2026 | 0.04% | ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.04% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.04% | COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.04% | FHR 2990 LB 14.8652 06/15/2034 | 0.04% | FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.04% | CAS 2015-C04 2M2 06.0373 04/25/2028 | 0.04% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.04% | FHR 4074 KS IO 05.8860 02/15/2041 | 0.04% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% | JPMCC 2013-LC11 X IO 01.3942 04/15/2046 | 0.04% | MWST 2018-W1 A 01.3373 11/25/2051 | 0.04% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.04% | STACR 2018-HQA2 M2 02.7873 10/25/2048 | 0.04% | WAMU 2005-AR1 A2B 01.2873 01/25/2045 | 0.04% | COMM 2012-LC4 XA IO P/P 144A 02.2851 12/10/2044 | 0.04% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.04% | GNR 2015-H17 CI IO 01.5883 06/20/2065 | 0.04% | HCA INC 05.0000 03/15/2024 | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.04% | JPMBB 2014-C25 XA IO 00.9995 11/15/2047 | 0.04% | JPMCC 2012-LC9 XA IO 01.6480 12/15/2047 | 0.04% | KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% | UBSCM 2012-C1 XA IO P/P 144A 02.2553 05/10/2045 | 0.04% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% | VMWARE INC 03.9000 08/21/2027 | 0.04% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% | FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.04% | GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.04% | INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.04% | ORACLE CORP 04.0000 11/15/2047 | 0.04% | CIT GROUP INC 05.0000 08/01/2023 | 0.04% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.04% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.04% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.04% | CGCMT 2012-GC8 XA IO P/P 144A 01.9282 09/10/2045 | 0.04% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% | GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.04% | HMIR 2018-1 M1 P/P 144A 02.0873 10/25/2028 | 0.04% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.04% | METLIFE INC 06.4000 12/15/2036 | 0.04% | MSBAM 2013-C10 F P/P 144A 04.2184 07/15/2046 | 0.04% | CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.04% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% | GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.04% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.04% | GNR 2015-H01 CI IO 01.6198 12/20/2064 | 0.04% | QVC INC 04.8500 04/01/2024 | 0.04% | AIR LEASE CORP 04.6250 10/01/2028 | 0.04% | AT&T INC 02.9500 07/15/2026 | 0.04% | CITIGROUP INC 03.1060 04/08/2026 | 0.04% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.04% | GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.04% | JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.04% | BANK OF AMERICA CORP 01.5005 09/15/2026 | 0.04% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.04% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.04% | ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.04% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.04% | FHR 4500 GI IO 04.0000 08/15/2045 | 0.04% | GNMA GII30 BE5936 04.0000 05/20/2048 | 0.04% | GNMA GII30 BE5937 04.0000 05/20/2048 | 0.04% | KINDER MORGAN INC 03.1500 01/15/2023 | 0.04% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | 0.04% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.03% | CVS HEALTH CORP 03.7000 03/09/2023 | 0.03% | FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.03% | FOX CORP 04.0300 01/25/2024 | 0.03% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.03% | CAS 2017-C06 2M2 03.2873 02/25/2030 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.03% | FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.03% | FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.03% | GNMA GII30 BG4861 04.5000 05/20/2048 | 0.03% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% | CAS 2015-C04 1M2 06.1873 04/25/2028 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.03% | FNR 12-118 PI IO 04.0000 06/25/2042 | 0.03% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.03% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.03% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% | DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.03% | GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.03% | GNR 2013-129 SN IO 05.4318 09/20/2043 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.03% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.03% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.03% | GNMA GII30 BD3297 03.5000 11/20/2047 | 0.03% | GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.03% | GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.03% | ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | OSHKOSH CORP 03.1000 03/01/2030 | 0.03% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.03% | SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | WALT DISNEY COMP 07.7500 01/20/2024 | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% | COMM 2012-CR1 D P/P 144A 05.4971 05/15/2045 | 0.03% | FHR 4132 IP IO 04.5000 11/15/2042 | 0.03% | FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.03% | GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.03% | GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.03% | HCA INC 05.5000 06/15/2047 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.03% | 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.03% | COMM 2013-CR13 E P/P 144A 05.0511 11/10/2046 | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.03% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.03% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.03% | FHR 4182 GI IO 03.0000 01/15/2043 | 0.03% | FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.03% | FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.03% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.03% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.03% | AES CORP/THE 05.1250 09/01/2027 | 0.02% | FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% | FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.02% | GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.02% | GNR 2019-121 SD IO 05.2818 10/20/2049 | 0.02% | JPMBB 2013-C17 XA IO 00.9212 01/15/2047 | 0.02% | MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | VIACOMCBS INC 02.9000 01/15/2027 | 0.02% | WFRBS 2011-C5 XA IO P/P 144A 01.8390 11/15/2044 | 0.02% | AT&T INC 04.3500 03/01/2029 | 0.02% | CAS 2019-R04 2M2 02.5873 06/25/2039 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.02% | COMM 2014-UBS6 C 04.5951 12/10/2047 | 0.02% | DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% | 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FHR 4183 MI IO 03.0000 02/15/2042 | 0.02% | HCA INC 05.2500 06/15/2026 | 0.02% | MSC 2012-C4 XA IO P/P 144A 02.2490 03/15/2045 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.02% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% | HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.02% | STACR 2018-DNA3 B1 04.3873 09/25/2048 | 0.02% | BGC PARTNERS INC 05.1250 05/27/2021 | 0.02% | CAS 2016-C04 1M2 04.7373 01/25/2029 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% | CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.02% | FIRSTENERGY CORP 04.8500 07/15/2047 | 0.02% | STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.02% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.02% | BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% | WFRBS 2011-C4 E P/P 144A 05.3901 06/15/2044 | 0.02% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.02% | BMW US 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10/01/2042 | 0.02% | FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% | FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.01% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% | GNR 2013-34 PI IO 04.5000 08/20/2039 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | FNMA FN30 BC5322 UMBS 03.5000 03/01/2046 | 0.01% | FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.01% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% | GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% | OPTN FN30 2.5 06/04/20 PUT 104.28125 JPMC | 0.01% | AUTONATION INC 04.5000 10/01/2025 | 0.01% | CMB CMBX.NA.BB.9 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2020-15 CS IO 05.3318 12/02/2021 | 0.01% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.01% | VIACOMCBS INC 04.0000 01/15/2026 | 0.01% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.01% | FHR 3391 PO PO 00.0000 04/15/2037 | 0.01% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% | IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% | PROLOGIS LP 02.1250 04/15/2027 | 0.01% | 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.01% | BERKSHIRE HATHAWAY ENERG 06.5000 09/15/2037 | 0.01% | GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.01% | 0.78 R ISWP US0003M P 04/28/2050 | 0.01% | APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% | CMB 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IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.01% | SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% | CITIGROUP INC 04.7500 05/18/2046 | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.00% | CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% | FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% | HARTFORD FINL SVCS GRP 06.6250 03/30/2040 | 0.00% | PACIFICORP 06.2500 10/15/2037 | 0.00% | SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% | TREASURY BILL 00.0000 05/14/2020 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | COMCAST CORP 06.5000 11/15/2035 | 0.00% | EQUINOR ASA USD 05.1000 08/17/2040 | 0.00% | FHR 3210 PO PO 00.0000 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200.0 01/17/2047 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.00% | GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.00% | GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% | IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% | MLCFC 2006-4 XC IO P/P 144A 00.7500 12/12/2049 | 0.00% | SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% | THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% | 0.968 R ISWP FWD US0003M P 03/24/2035 | 0.00% | BACM 2007-1 XW IO 00.4856 01/15/2049 | 0.00% | CD 2007-CD4 XW IO P/P 144A 01.3810 12/11/2049 | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% | CSMC 2007-C2 AX IO P/P 144A 00.0439 01/15/2049 | 0.00% | FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% | FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% | GECMC 2007-C1 XC IO P/P 144A 00.2608 12/10/2049 | 0.00% | GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% | GNR 2014-162 DI IO 04.0000 11/20/2038 | 0.00% | JPMCC 05-CB12 X1 IO P/P 144A 00.3200 09/12/2037 | 0.00% | JPMCC 2006-LDP8 X IO 00.2892 05/15/2045 | 0.00% | JPMCC 2007-LDPX X IO 00.1279 01/15/2049 | 0.00% | LBUBS 2005-C7 XCL IO P/P 144A 00.4985 11/15/2040 | 0.00% | LBUBS 2007-C2 XCL IO P/P 144A 00.3586 02/15/2040 | 0.00% | LBUBS 2007-C2 XW IO 00.3586 02/15/2040 | 0.00% | MEZZ 2006-C4 X IO P/P 144A 07.2328 07/15/2045 | 0.00% | SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% | SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% | SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% | SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% | SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% | SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% | SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% | WBCMT 2006-C29 IO IO 00.4592 11/15/2048 | 0.00% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | -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 GS | -0.00% | IOS.FN30.350.12 P USL1M R 01/12/43 CS | -0.00% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | -0.00% | SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.00% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | -0.00% | 0.328 R ISWP US0003M P 05/01/2022 | -0.00% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | -0.00% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.00% | SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.00% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | -0.00% | 0.67619 R ISWP US0003M P 04/24/2030 | -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 ML | -0.00% | 0.678 R ISWP US0003M P 04/24/2030 | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% | IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.00% | OPTN FN30 2.5 06/04/20 PUT 102.96875 JPMC | -0.00% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% | SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | OPTN FN30 2.5 06/04/20 PUT 103.625 JPMC | -0.01% | SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.01% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.01% | 1.275 R ISWP FWD US0003M P 03/07/2050 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.01% | 0.6814 R ISWP US0003M P 04/20/2030 | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% | 2.032 R ISWP US0003M P 01/16/2055 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% | SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | 0.7275 R ISWP US0003M P 04/22/2030 | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% | SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.01% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% | 0.895 R ISWP US0003M P 04/22/2030 | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% | IOS.FN30.500.08 P USL1M R 01/12/39 CS | -0.02% | SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.02% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.02% | 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.02% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.02% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | -0.02% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.03% | SWPTN 6MX30Y R 0.442 USD 09/23/2020 JP | -0.03% | 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.03% | SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.03% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.03% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.03% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.03% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.03% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.03% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% | SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.03% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.03% | 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.04% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.04% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.04% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.04% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.04% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.04% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.04% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.05% | SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.06% | SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% | 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.08% | OPTN FN30 2.5 06/04/20 PUT 104.1875 JPMC | -0.08% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.09% | OPTN FN30 2.5 06/04/20 PUT 103.96875 JPMC | -0.09% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.09% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.10% | 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.10% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% | SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.11% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.11% | 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.11% | SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | -0.12% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.12% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.13% | SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | -0.13% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.13% | SWPTN 1YX10Y P 2.027 USD 07/17/2020 BA | -0.14% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.14% | 2.6785 R ISWP US0003M P 02/13/2029 | -0.15% | SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.16% | 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.16% | 1.771 R ISWP US0003M P 01/16/2030 | -0.16% | 1.5095 R ISWP FWD US0003M P 08/28/2030 | -0.17% | 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.17% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.17% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.18% | 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.18% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.19% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.19% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.19% | SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.21% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.21% | 1.4765 R ISWP US0003M P 02/18/2030 | -0.22% | 1.50 R ISWP US0003M P 09/30/2024 | -0.23% | 1.53 R ISWP US0003M P 10/01/2024 | -0.23% | 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.24% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.24% | SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.24% | 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.24% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.25% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.26% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.27% | 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.29% | 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.29% | 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.30% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.32% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.39% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.39% | 2.44 R ISWP FWD US0003M P 03/26/2030 | -0.42% | 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.45% | 2.098 R ISWP FWD US0003M P 03/04/2030 | -0.46% | 2.715 R ISWP US0003M P 03/02/2030 | -0.50% | 2.7225 R ISWP US0003M P 02/20/2030 | -0.50% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.52% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.61% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.61% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.69% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.79% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.93% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.18% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -1.19% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -1.21% | 3.065 R ISWP FWD US0003M P 01/03/2029 | -1.25% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -2.10% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -2.98% | US 2YR NOTE (CBT) JUN20 TUM0 | -42.82% |
| US 2YR NOTE (CBT) JUN20 TUM0 | 9.43% | FNMA FN30 TBA UMBS 03.0000 04/01/2050 | 8.04% | FNMA FN30 TBA UMBS 03.5000 04/01/2050 | 6.40% | US ULTRA BOND CBT JUN20 WNM0 | 5.55% | US 5YR NOTE (CBT) JUN20 FVM0 | 4.91% | FNMA FN30 TBA UMBS 04.0000 04/01/2050 | 4.74% | US LONG BOND(CBT) JUN20 USM0 | 3.18% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 2.67% | GNMA GII30 TBA 03.5000 04/01/2050 | 2.55% | 1.75 R ISWP FWD US0003M P 03/18/2030 | 2.20% | GNMA GII30 TBA 04.0000 04/01/2050 | 1.72% | US 10YR ULTRA FUT JUN20 UXYM0 | 1.64% | US 10YR NOTE (CBT)JUN20 TYM0 | 1.51% | SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 1.37% | FNMA FN30 TBA UMBS 04.5000 04/01/2050 | 1.30% | GNMA GII30 TBA 04.5000 04/01/2050 | 1.28% | SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 1.24% | 3.096 R ISWP US0003M P 12/03/2029 | 1.08% | 1.57 R ISWP US0003M P 02/18/2030 | 1.06% | SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.93% | BF0101 03.5000 06/01/2056 | 0.92% | 2.00 R ISWP FWD US0003M P 03/18/2050 | 0.90% | FNMA FN30 TBA UMBS 06.0000 04/01/2050 | 0.90% | FNMA FN30 TBA UMBS 05.5000 04/01/2050 | 0.88% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.76% | TREASURY BILL 00.0000 04/02/2020 | 0.73% | 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.70% | SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.68% | FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.67% | FHS 315 PO PO 00.0000 09/15/2043 | 0.66% | SWPTN 1YX10Y R 2.027 USD 07/17/2020 BA | 0.64% | TREASURY BILL 00.0000 05/05/2020 | 0.63% | FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.61% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.61% | WAMU 2005-AR13 A1C4 01.3766 10/25/2045 | 0.61% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.60% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.60% | CAS 2016-C03 1M2 06.2466 10/25/2028 | 0.56% | TREASURY BILL 00.0000 08/06/2020 | 0.54% | COMCAST CORP 03.4500 02/01/2050 | 0.54% | TREASURY BILL 00.0000 09/10/2020 | 0.54% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.54% | FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.52% | TREASURY BILL 00.0000 06/18/2020 | 0.50% | BMIR 2017-1 M2 P/P 144A 04.2966 10/25/2027 | 0.49% | 1.688 R ISWP US0003M P 01/31/2030 | 0.47% | STACR 2016-HQA1 M3 07.2966 09/25/2028 | 0.47% | SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.45% | 3.312 R ISWP US0003M P 11/08/2048 | 0.45% | FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.44% | CITIGROUP INC 04.4500 09/29/2027 | 0.43% | GNMA GII30 TBA 03.0000 04/01/2050 | 0.43% | STACR 2015-DN1 M3 05.0966 01/25/2025 | 0.42% | ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.42% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.41% | WFRBS 2012-C10 D P/P 144A 04.4295 12/15/2045 | 0.41% | GNMA GII30 BG6074 04.0000 04/20/2048 | 0.40% | SPST 2019-7 A 01.6285 09/24/2020 | 0.39% | VERIZON COMM 04.3290 09/21/2028 | 0.39% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.39% | SPST 2019-3 A 01.6285 06/24/2020 | 0.38% | TREASURY BILL 00.0000 08/20/2020 | 0.38% | MORGAN STANLEY 04.3750 01/22/2047 | 0.37% | FNR 2019-3 SA IO 05.1534 02/25/2049 | 0.37% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.37% | GNMA GII30 MA5194 05.0000 05/20/2048 | 0.37% | MRAIT 2020-2 A 02.7311 10/22/2020 | 0.36% | 1.698 R ISWP US0003M P 01/28/2030 | 0.36% | TREASURY BILL 00.0000 09/03/2020 | 0.35% | CAS 2016-C03 2M2 06.8466 10/25/2028 | 0.35% | STACR 2019-DNA2 M2 03.3966 03/25/2049 | 0.35% | FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.34% | TREASURY BILL 00.0000 04/07/2020 | 0.34% | WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.34% | BCAP 2015-RR5 2A2 03.1229 01/26/2046 | 0.34% | FNR 2016-8 SA IO 05.1034 03/25/2046 | 0.34% | TREASURY BILL 00.0000 04/21/2020 | 0.34% | WAMU 2005-AR17 A1B2 01.3566 12/25/2045 | 0.33% | TREASURY BILL 00.0000 04/28/2020 | 0.32% | FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.32% | OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.32% | STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.31% | FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.31% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.31% | FHLMC FR30 ZM1233 UMBS 03.0000 06/01/2046 | 0.31% | BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.31% | UBSBB 2012-C2 E P/P 144A 04.8885 05/10/2063 | 0.31% | JPMORGAN CHASE & CO 04.6000 01/23/2050 | 0.30% | FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.30% | GSMS 2010-C1 D P/P 144A 05.9805 08/10/2043 | 0.29% | STACR 2015-DNA3 M2 03.7966 04/25/2028 | 0.29% | COMM 2014-CR17 C 04.7840 05/10/2047 | 0.29% | CAS 2016-C02 1M2 06.9466 09/25/2028 | 0.29% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.28% | TREASURY BILL 00.0000 07/09/2020 | 0.28% | FHR 3835 FO PO 00.0000 04/15/2041 | 0.27% | BBCMS 2019-C4 XA IO 01.6008 08/15/2052 | 0.27% | STACR 2016-DNA3 M3 05.9466 12/25/2028 | 0.27% | LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.27% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.26% | TREASURY BILL 00.0000 07/16/2020 | 0.26% | ORACLE CORP 02.6500 07/15/2026 | 0.26% | TREASURY BILL 00.0000 06/25/2020 | 0.26% | MSBAM 2013-C10 E P/P 144A 04.0827 07/15/2046 | 0.26% | JPMBB 2013-C14 D P/P 144A 04.7021 08/15/2046 | 0.25% | GNMA GII30 MA5266 05.0000 06/20/2048 | 0.25% | 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.25% | SALESFORCE.COM INC 03.7000 04/11/2028 | 0.24% | TREASURY BILL 00.0000 08/13/2020 | 0.24% | SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.24% | SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.24% | TRK 2020-1 A1 03.2500 03/25/2023 | 0.23% | WFRBS 2013-C15 D P/P 144A 04.4936 08/15/2046 | 0.23% | JPMCC 2011-C3 F P/P 144A 05.6644 02/15/2046 | 0.23% | MCAS 2019-01 M10 P/P 144A 04.1966 10/15/2049 | 0.23% | MICROSOFT CORP 02.4000 08/08/2026 | 0.23% | GNR 2016-H23 NI IO 02.5101 10/20/2066 | 0.23% | OPTN FN30 2.5 05/06/20 CALL 102.8125 JPMC | 0.23% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.23% | STACR 2016-HQA2 M3 06.0966 11/25/2028 | 0.23% | ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.22% | CFCRE 2011-C2 E P/P 144A 05.7436 12/15/2047 | 0.22% | FHLMC FR30 ZA4291 UMBS 03.5000 08/01/2043 | 0.22% | FHMS K105 X1 IO 01.6452 01/25/2030 | 0.22% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.22% | GSMS 2014-GC18 C 04.9892 01/10/2047 | 0.21% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.21% | BSCMS 2006-PW11 B P/P 144A 05.7487 03/11/2039 | 0.21% | FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.21% | MICROSOFT CORP 03.7000 08/08/2046 | 0.21% | WFCM 2019-C50 XA IO 01.4243 05/15/2052 | 0.21% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.21% | GNMA GII30 BD1731 03.5000 01/20/2048 | 0.21% | GNR 2012-149 GS IO 05.4271 12/20/2042 | 0.20% | FNR 2017-108 SA IO 05.2034 01/25/2048 | 0.20% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.20% | FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.20% | TREASURY BILL 00.0000 07/23/2020 | 0.20% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.20% | GNMA GII30 BE1441 03.5000 11/20/2047 | 0.19% | GNR 2016-H02 HI IO 01.5731 01/20/2066 | 0.19% | GNR 2019-H02 DI IO 02.5211 11/20/2068 | 0.19% | GNR 2020-32 GS IO 05.3950 03/20/2050 | 0.19% | JPMCC 2012-C6 E P/P 144A 05.1571 05/15/2045 | 0.19% | SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.19% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.19% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.19% | HSBC HOLDINGS PLC USD 06.3750 12/29/2049 | 0.19% | WFRBS 2014-C22 XA IO 00.8077 09/15/2057 | 0.19% | GNR 2019-83 SW IO 05.3271 07/20/2049 | 0.19% | SPST 2020-2 A 01.7549 03/26/2021 | 0.19% | CAS 2018-C04 2M2 03.4966 12/25/2030 | 0.18% | FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.18% | FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.18% | FNR 2016-91 AS IO 05.1534 12/25/2046 | 0.18% | GNR 2019-123 SL IO 05.3771 10/20/2049 | 0.18% | TREASURY BILL 00.0000 06/11/2020 | 0.18% | US BANCORP 03.0000 07/30/2029 | 0.18% | UBSCM 2019-C17 XA IO 01.6357 10/15/2052 | 0.18% | APPLE INC 04.3750 05/13/2045 | 0.18% | GNR 2019-83 JS IO 05.3271 07/20/2049 | 0.18% | FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.18% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.18% | GSMS 2014-GC22 XA IO 00.9846 06/10/2047 | 0.18% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.18% | AT&T INC 04.1000 02/15/2028 | 0.17% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.17% | FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.17% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.17% | ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.17% | GNMA GII30 BF6125 04.0000 02/20/2048 | 0.17% | CSAIL 2015-C1 D P/P 144A 03.7705 04/15/2050 | 0.17% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.17% | WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 | 0.17% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.17% | FHMS KG02 X1 IO 01.1440 08/25/2029 | 0.17% | UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 | 0.16% | FISERV INC 04.2000 10/01/2028 | 0.16% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.16% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.16% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.16% | ZOETIS INC 03.9000 08/20/2028 | 0.16% | COMCAST CORP 03.1500 03/01/2026 | 0.16% | CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.16% | GSMS 2014-GC24 D P/P 144A 04.5325 09/10/2047 | 0.16% | STACR 2019-DNA1 M2 03.5966 01/25/2049 | 0.16% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.16% | GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.16% | GNR 2017-H14 EI IO 01.4740 06/20/2067 | 0.16% | AT&T INC 04.3000 02/15/2030 | 0.16% | COMCAST CORP 03.4000 07/15/2046 | 0.16% | GNMA GII30 BD1729 03.5000 01/20/2048 | 0.16% | VERIZON COMM 04.6720 03/15/2055 | 0.16% | CAS 2017-C01 1M2 04.4966 07/25/2029 | 0.16% | GNR 2014-H11 GI IO 01.5364 06/20/2064 | 0.16% | FHMR 2020-RR02 DX IO 01.8158 01/01/2050 | 0.16% | GNR 2014-H07 BI IO 01.5299 05/20/2064 | 0.16% | JPMCC 2011-C3 B P/P 144A 05.0131 02/15/2046 | 0.15% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.15% | FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.15% | FNR 2018-94 SA IO 05.1534 01/25/2049 | 0.15% | EOG RESOURCES INC 04.1500 01/15/2026 | 0.15% | BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.15% | BSCMS 2007-T26 AJ 05.4375 01/12/2045 | 0.15% | EQUINIX INC 03.2000 11/18/2029 | 0.15% | GNR 2020-11 SY IO 05.3271 01/20/2050 | 0.15% | OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.15% | AT&T INC 04.7500 05/15/2046 | 0.15% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.15% | CGCMT 2014-GC19 X IO 01.1504 03/10/2047 | 0.15% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.15% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.15% | CIT GROUP INC. 05.2500 03/07/2025 | 0.15% | CAS 2017-C07 1EB2 01.9466 05/25/2030 | 0.15% | TREASURY BILL 00.0000 04/14/2020 | 0.15% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.15% | GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.15% | BACM 2005-1 B 05.4820 11/10/2042 | 0.14% | FHR 4738 QS IO 05.4954 12/15/2047 | 0.14% | MSC 2016-UB12 XA IO 00.7702 12/15/2049 | 0.14% | BMIR 2018-2A M1B P/P 144A 02.2966 08/25/2028 | 0.14% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.14% | DBUBS 2011-LC3A D P/P 144A 05.3348 08/10/2044 | 0.14% | GNR 2015-H13 AI IO 02.5696 06/20/2065 | 0.14% | GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.14% | AT&T INC. 03.8000 02/15/2027 | 0.14% | COMCAST CORP 03.9990 11/01/2049 | 0.14% | UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.14% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.14% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.14% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.14% | TOTAL CAPITAL INTL SA USD 02.8290 01/10/2030 | 0.14% | UBSCM 2012-C1 C P/P 144A 05.5725 05/10/2045 | 0.14% | JPMCC 2012-C8 D P/P 144A 04.6748 10/15/2045 | 0.14% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.14% | STACR 2014-DN4 M3 05.4966 10/25/2024 | 0.14% | CAS 2018-C05 1M2 03.2966 01/25/2031 | 0.13% | CAS 2020-R01 1M2 02.9966 01/25/2040 | 0.13% | GNR 2019-44 SA IO 05.2771 04/20/2049 | 0.13% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.13% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.13% | FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.13% | GNR 2018-155 SE IO 05.3271 11/20/2048 | 0.13% | JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.13% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.13% | GNR 2017-H12 QI IO 02.1691 05/20/2067 | 0.13% | CIT BANK NA 02.9690 09/27/2025 | 0.13% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.13% | INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.13% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.13% | JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.13% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.13% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.13% | UBSC 2011-C1 D P/P 144A 06.0508 01/10/2045 | 0.13% | WFCM 2015-LC20 XB IO 00.4866 04/15/2050 | 0.13% | GNMA GII30 BG6110 04.0000 05/20/2048 | 0.13% | JPMBB 2014-C22 XA IO 00.8351 09/15/2047 | 0.13% | WFRBS 2013-C14 XA IO 00.7305 06/15/2046 | 0.13% | BPCE SA P/P 144A 04.5000 03/15/2025 | 0.13% | BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.13% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.13% | SAIL 2004-10 A10 01.8466 11/25/2034 | 0.13% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.13% | ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.12% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.12% | FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.12% | VERIZON COMMUNICATIONS 02.6250 08/15/2026 | 0.12% | AMAZON.COM INC 04.0500 08/22/2047 | 0.12% | GNR 2016-H06 AI IO 01.6655 02/20/2066 | 0.12% | UBSCM 2017-C7 XA IO 01.0547 12/15/2050 | 0.12% | VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.12% | WEC ENERGY GROUP INC 03.8043 05/15/2067 | 0.12% | BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.12% | GNR 2014-131 BS IO 05.4954 09/16/2044 | 0.12% | JPMBB 2013-C14 E P/P 144A 04.7021 08/15/2046 | 0.12% | WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.12% | CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.12% | EMIR 2018-1 M1 02.6466 11/25/2028 | 0.12% | FHMS K104 X1 IO 01.1271 02/25/2052 | 0.12% | GNR 2017-H08 NI IO 01.7152 03/20/2067 | 0.12% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.12% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.12% | GSMS 2013-GC13 XA IO 00.0781 07/10/2046 | 0.12% | STACR 2014-DN2 M3 04.5466 04/25/2024 | 0.12% | GNR 2019-21 SJ IO 05.2771 02/20/2049 | 0.12% | CAS 2020-R02 2M2 03.6609 01/25/2040 | 0.12% | FISERV INC 03.5000 07/01/2029 | 0.12% | TRUIST FIN CORP 04.8000 12/31/2099 | 0.12% | WFCM 2014-LC16 XA IO 01.1118 08/15/2050 | 0.12% | COMM 2014-UBS6 XA IO 00.8918 12/10/2047 | 0.12% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.12% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.11% | FHR 3852 NT 05.2954 05/15/2041 | 0.11% | GNMA GII30 BE1437 03.5000 11/20/2047 | 0.11% | MCAS 2020-01 M10 P/P 144A 04.6500 03/25/2050 | 0.11% | OMIR 2018-1A M2 03.7966 07/25/2028 | 0.11% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.11% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.11% | FHR 3065 DC 17.7461 03/15/2035 | 0.11% | FHR 3408 EK 22.9578 04/15/2037 | 0.11% | TREASURY BILL 00.0000 04/23/2020 | 0.11% | GNR 2011-17 S IO 05.2771 02/20/2041 | 0.11% | GNR 2017-H09 DI IO 01.9727 03/20/2067 | 0.11% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.11% | AMGEN INC 04.6630 06/15/2051 | 0.11% | CSMC 2016-NXSR XA IO 00.7751 12/15/2049 | 0.11% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.11% | MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.11% | FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.11% | TREASURY BILL 00.0000 05/21/2020 | 0.11% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.11% | ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.11% | SPST 2019-WL1 A 01.5966 08/25/2052 | 0.11% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.11% | UBSCM 2012-C1 D P/P 144A 05.5725 05/10/2045 | 0.11% | BANK 2018-BN13 XA 00.5127 08/15/2061 | 0.11% | MSBAM 2013-C13 XB IO P/P 144A 00.1520 11/15/2046 | 0.11% | GNR 2016-H14 IO IO 01.7451 06/20/2066 | 0.10% | GNR 2017-H10 MI IO 01.7152 04/20/2067 | 0.10% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.10% | ARRW 2019-3 M1 04.2040 10/25/2048 | 0.10% | COOPERATIEVE RABOBANK UA USD 04.6250 12/01/2023 | 0.10% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.10% | GNR 2015-H04 AI IO 01.6318 12/20/2064 | 0.10% | GNMA GII30 BE1440 03.5000 11/20/2047 | 0.10% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | 0.10% | GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.10% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.10% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.10% | JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.10% | PROLOGIS LP 02.2500 04/15/2030 | 0.10% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.10% | FHR 4912 PS IO 05.3454 09/25/2049 | 0.10% | GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.10% | CAS 2015-C03 2M2 05.9466 07/25/2025 | 0.10% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.10% | UBSBB 2012-C2 XA IO P/P 144A 01.3029 05/10/2063 | 0.10% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.10% | JPMCC 2011-C3 D P/P 144A 05.6644 02/15/2046 | 0.10% | CAS 2019-HRP1 M2 03.0966 11/25/2039 | 0.10% | COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.10% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.10% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% | GNR 2016-H11 HI IO 02.1024 01/20/2066 | 0.10% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.09% | STACR 2013-DN2 M2 05.1966 11/25/2023 | 0.09% | SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.09% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.09% | VIACOMCBS INC 04.2000 06/01/2029 | 0.09% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.09% | MSBAM 2013-C7 XA IO 01.3395 02/15/2046 | 0.09% | MSC 2011-C3 E P/P 144A 05.2448 07/15/2049 | 0.09% | STACR 2014-HQ2 M3 04.6966 09/25/2024 | 0.09% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.09% | TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.09% | WFRBS 2012-C7 D P/P 144A 04.8128 06/15/2045 | 0.09% | AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.09% | NHEL 2004-2 M4 02.7466 09/25/2034 | 0.09% | AIR LEASE CORP 03.2500 10/01/2029 | 0.09% | COMM 2013-CR11 XA IO 00.9315 08/10/2050 | 0.09% | GNMA GII30 AY2298 04.7000 05/20/2067 | 0.09% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.09% | FHR 4839 AS IO 05.3454 06/15/2042 | 0.09% | FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.09% | FNR 2006-8 HP 21.0957 03/25/2036 | 0.09% | ALPHABET INC 01.9980 08/15/2026 | 0.09% | JPMCC 2016-JP2 XA IO 01.8210 08/15/2049 | 0.09% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | 0.09% | GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.09% | GNR 2016-H04 KI IO 01.5812 02/20/2066 | 0.09% | SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.09% | APPLE INC 03.4500 05/06/2024 | 0.09% | HCA INC 04.1250 06/15/2029 | 0.09% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.09% | SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.09% | AXA SA P/P 144A 06.3790 12/29/2049 | 0.08% | CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.08% | GNR 2015-H12 EI IO 01.7649 04/20/2065 | 0.08% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.08% | SPST 2019-11 A 01.6785 10/24/2020 | 0.08% | WFRBS 2012-C10 XA IO P/P 144A 01.5358 12/15/2045 | 0.08% | MICROCHIP TECH INC 04.3330 06/01/2023 | 0.08% | STACR 2018-DNA2 M2 03.0966 12/25/2030 | 0.08% | BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.08% | GNR 2015-H12 AI IO 01.9225 05/20/2065 | 0.08% | MSBAM 2015-C26 XA IO 01.0261 10/15/2048 | 0.08% | ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 | 0.08% | BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.08% | GNMA GII30 BD1730 03.5000 01/20/2048 | 0.08% | GSMS 2013-GC10 XA IO 01.4987 02/10/2046 | 0.08% | MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.08% | STACR 2018-DNA1 M2 02.7466 07/25/2030 | 0.08% | COMM 2014-LC15 XA IO 01.0953 04/10/2047 | 0.08% | GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.08% | SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.08% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.08% | FNR 2005-122 SE 19.7868 11/25/2035 | 0.08% | GNR 2015-H12 GI IO 01.8699 05/20/2065 | 0.08% | AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.08% | LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.08% | ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.08% | 1.27 R ISWP FWD US0003M P 01/27/2047 | 0.08% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.08% | FHR 3072 SM 04.2533 11/15/2035 | 0.08% | GNMA GII30 BB3019 03.5000 11/20/2047 | 0.08% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.08% | MSBAM 2013-C10 F P/P 144A 04.0827 07/15/2046 | 0.08% | MSBAM 2015-C25 XA IO 01.0905 10/15/2048 | 0.08% | STACR 2019-DNA1 B1 05.5966 01/25/2049 | 0.08% | SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.08% | COMM 2013-CR6 D P/P 144A 04.1080 03/10/2046 | 0.08% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.08% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.08% | GNMA GII30 BB3013 03.5000 11/20/2047 | 0.08% | MERCK & CO INC 03.7000 02/10/2045 | 0.08% | MSC 2016-BNK2 XA IO 01.0681 11/15/2049 | 0.08% | SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.08% | COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.08% | COMM 2014-CR19 XA IO 01.0076 08/10/2047 | 0.08% | CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.08% | FHR 4176 DI IO 03.0000 12/15/2042 | 0.08% | FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.08% | AON PLC USD 04.2500 12/12/2042 | 0.07% | COMM 2015-CR23 XA IO 00.9190 05/10/2048 | 0.07% | GNR 2015-H28 DI IO 01.6168 08/20/2065 | 0.07% | MSBAM 2013-C12 XA IO 00.6028 10/15/2046 | 0.07% | WFRBS 2014-C24 XA IO 00.8367 11/15/2047 | 0.07% | CIGNA CORP 03.7500 07/15/2023 | 0.07% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.07% | JPMBB 2014-C19 D P/P 144A 04.6785 04/15/2047 | 0.07% | NRG P/P 144A 03.7500 06/15/2024 | 0.07% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.07% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.07% | FNR 2006-62 PS 34.2202 07/25/2036 | 0.07% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.07% | SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.07% | SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.07% | STACR 2020-HQA2 M2 03.8600 03/25/2050 | 0.07% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.07% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.07% | CSAIL 2015-C1 C 04.2705 04/15/2050 | 0.07% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.07% | JPMCC 2007-CB20 E P/P 144A 06.0592 02/12/2051 | 0.07% | SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.07% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.07% | CARR 2006-NC2 A4 01.1866 06/25/2036 | 0.07% | STACR 2019-HQA1 M2 03.2966 02/25/2049 | 0.07% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.07% | CBRE SERVICES INC 04.8750 03/01/2026 | 0.07% | COMM 2014-CR17 D P/P 144A 04.8478 05/10/2047 | 0.07% | GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.07% | GNR 2015-H25 CI IO 01.9526 10/20/2065 | 0.07% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.07% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.07% | VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.07% | AMAZON.COM INC 03.1500 08/22/2027 | 0.07% | ECOLAB INC 03.2500 12/01/2027 | 0.07% | GNR 2015-H25 AI IO 01.6747 09/20/2065 | 0.07% | MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.07% | MSRR 2015-R4 CB1 02.4514 08/26/2047 | 0.07% | STACR 2018-HQA1 M2 03.2466 09/25/2030 | 0.07% | TREASURY BILL 00.0000 04/16/2020 | 0.07% | 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.07% | GNR 2010-H19 GI IO 01.4833 08/20/2060 | 0.07% | GSMS 2014-GC18 XA IO 01.0128 01/10/2047 | 0.07% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.07% | L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.07% | MSBAM 2013-C11 D P/P 144A 04.3534 08/15/2046 | 0.07% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.07% | UNITEDHEALTH GROUP INC 02.9500 10/15/2027 | 0.07% | FNR 2011-4 CS 11.0067 05/25/2040 | 0.07% | MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.06% | S&P GLOBAL INC 04.4000 02/15/2026 | 0.06% | WFRBS 2013-C11 XA IO P/P 144A 01.1848 03/15/2045 | 0.06% | 1.1175 R ISWP FWD US0003M P 03/27/2030 | 0.06% | CAS 2017-C01 1EB1 02.1966 07/25/2029 | 0.06% | CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.06% | CWALT 2007-OA6 A1A 01.0866 06/25/2037 | 0.06% | FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.06% | GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.06% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.06% | GNR 2016-H27 BI IO 02.5549 12/20/2066 | 0.06% | OSHKOSH CORP 04.6000 05/15/2028 | 0.06% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.06% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.06% | ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.06% | GNR 2016-H24 JI IO 02.3018 11/20/2066 | 0.06% | RMIR 2018-1 M2 04.2100 03/25/2028 | 0.06% | CITIGROUP INC 03.6680 07/24/2028 | 0.06% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.06% | FNR 2007-53 SP 20.7290 06/25/2037 | 0.06% | COMM 2014-CR19 D P/P 144A 04.7305 08/10/2047 | 0.06% | FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.06% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.06% | GNR 2014-H08 CI IO 01.5472 03/20/2064 | 0.06% | GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.06% | MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.06% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.06% | WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.06% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.06% | STACR 2018-DNA2 B1 04.6466 12/25/2030 | 0.06% | SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.06% | UBSBB 2013-C6 XA IO P/P 144A 01.1168 04/10/2046 | 0.06% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.06% | WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.06% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.06% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.06% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.06% | WFRBS 2012-C9 XB IO P/P 144A 00.7155 11/15/2045 | 0.06% | FNR 2005-106 JC 17.1887 12/25/2035 | 0.06% | FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.06% | GNR 2015-H09 BI IO 01.7555 03/20/2065 | 0.06% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% | WFRBS 2012-C9 XA IO P/P 144A 01.8924 11/15/2045 | 0.06% | JPMCC 2013-C16 XA IO 00.9329 12/15/2046 | 0.06% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.06% | FHR 4601 PI IO 04.5000 12/15/2045 | 0.06% | GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.06% | GNR 2015-H15 JI IO 02.0392 06/20/2065 | 0.06% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.06% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.06% | ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.05% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.05% | PFIZER INC 03.0000 12/15/2026 | 0.05% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.05% | GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.05% | GNR 2015-H16 XI IO 02.6741 07/20/2065 | 0.05% | GSMS 2013-GC12 XA IO 01.4170 06/10/2046 | 0.05% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% | CAS 2017-C07 1B1 04.9466 05/25/2030 | 0.05% | CFCRE 2011-C2 D P/P 144A 05.7436 12/15/2047 | 0.05% | OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.05% | CAS 2019-R01 2M2 03.3966 07/25/2031 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.05% | EMIR 2019-1 M2 04.2466 04/25/2029 | 0.05% | GNR 2015-H10 CI IO 01.8720 04/20/2065 | 0.05% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.05% | GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.05% | MSBAM 2014-C17 XA IO 01.1083 08/15/2047 | 0.05% | MWST 2019-1 A 01.7466 06/25/2052 | 0.05% | RMIR 2019-1 M2 P/P 144A 04.1466 02/25/2029 | 0.05% | D.R. HORTON INC 05.7500 08/15/2023 | 0.05% | FNR 2010-35 SG IO 05.4534 04/25/2040 | 0.05% | VIACOMCBS INC 04.6000 01/15/2045 | 0.05% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.05% | CAS 2017-C01 1B1 06.6966 07/25/2029 | 0.05% | CAS 2019-R05 1M2 02.9466 07/25/2039 | 0.05% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.05% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.05% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.05% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.05% | IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.05% | L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.05% | UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.05% | CGCMT 2013-GC17 X IO 01.0355 11/10/2046 | 0.05% | FNR 2005-75 GS 17.4101 08/25/2035 | 0.05% | GENERAL MOTORS COMPANY 04.8750 10/02/2023 | 0.05% | GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.05% | WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.05% | CCMFC 2004-3A A2 01.2466 08/25/2035 | 0.05% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.05% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.05% | ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.04% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.04% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.04% | COMM 2012-LC4 XA IO P/P 144A 02.1014 12/10/2044 | 0.04% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% | FHR 2990 LB 15.1447 06/15/2034 | 0.04% | GEORGIA-PACIFIC LLC P/P 144A 05.4000 11/01/2020 | 0.04% | GNMA GII30 BA7681 04.6250 06/20/2067 | 0.04% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.04% | HMIR 2018-1 M1 P/P 144A 02.5466 10/25/2028 | 0.04% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% | UBSBB 2012-C2 F P/P 144A 04.8885 05/10/2063 | 0.04% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.04% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.04% | GNMA GII30 AY4779 04.5100 03/20/2067 | 0.04% | GNMA GII30 BB0107 04.7000 08/20/2067 | 0.04% | GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.04% | JPMCC 2013-LC11 X IO 01.2566 04/15/2046 | 0.04% | UBSCM 2012-C1 XA IO P/P 144A 02.0743 05/10/2045 | 0.04% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% | COMM 2012-CR1 D P/P 144A 05.3201 05/15/2045 | 0.04% | COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.04% | FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.04% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% | GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.04% | JPMBB 2014-C25 XA IO 00.8520 11/15/2047 | 0.04% | JPMCC 2012-LC9 D P/P 144A 04.4181 12/15/2047 | 0.04% | JPMCC 2012-LC9 XA IO 01.5021 12/15/2047 | 0.04% | JPMORGAN CHASE & CO 02.6918 05/15/2047 | 0.04% | KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% | MWST 2018-W1 A 01.7966 11/25/2051 | 0.04% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.04% | ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.04% | CAS 2015-C04 2M2 06.4966 04/25/2028 | 0.04% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.04% | GNR 2015-H17 CI IO 01.6550 06/20/2065 | 0.04% | STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.04% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.04% | WAMU 2005-AR1 A2B 01.7466 01/25/2045 | 0.04% | AMGEN INC 02.6000 08/19/2026 | 0.04% | COMM 2013-CR13 E P/P 144A 04.8887 11/10/2046 | 0.04% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.04% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.04% | STACR 2018-HQA2 M2 03.2466 10/25/2048 | 0.04% | VMWARE INC 03.9000 08/21/2027 | 0.04% | CGCMT 2012-GC8 XA IO P/P 144A 01.7674 09/10/2045 | 0.04% | FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.04% | FHR 4074 KS IO 05.9954 02/15/2041 | 0.04% | HCA INC 05.0000 03/15/2024 | 0.04% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% | CIT GROUP INC 05.0000 08/01/2023 | 0.04% | GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.04% | GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.04% | INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.04% | 1.07 R ISWP FWD US0003M P 04/02/2030 | 0.04% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.04% | GNR 2015-H01 CI IO 01.6888 12/20/2064 | 0.04% | GNR 2015-H20 AI IO 01.8928 08/20/2065 | 0.04% | ORACLE CORP 04.0000 11/15/2047 | 0.04% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.04% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.04% | GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.04% | GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.04% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.04% | SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.04% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% | BANK OF AMERICA CORP 01.5005 09/15/2026 | 0.04% | CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.04% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.04% | GNMA GII30 BE5937 04.0000 05/20/2048 | 0.04% | JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.04% | METLIFE INC 06.4000 12/15/2036 | 0.04% | FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.04% | FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.04% | GNMA GII30 BE5936 04.0000 05/20/2048 | 0.04% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.04% | AT&T INC 02.9500 07/15/2026 | 0.03% | CAS 2015-C04 1M2 06.6466 04/25/2028 | 0.03% | CVS HEALTH CORP 03.7000 03/09/2023 | 0.03% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.03% | FHR 4500 GI IO 04.0000 08/15/2045 | 0.03% | FOX CORP 04.0300 01/25/2024 | 0.03% | GNMA GII30 BG4861 04.5000 05/20/2048 | 0.03% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.03% | QVC INC 04.8500 04/01/2024 | 0.03% | AIR LEASE CORP 04.6250 10/01/2028 | 0.03% | FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.03% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.03% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% | KINDER MORGAN INC 03.1500 01/15/2023 | 0.03% | AT&T INC 04.3500 03/01/2029 | 0.03% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.03% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.03% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.03% | ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.03% | FNR 12-118 PI IO 04.0000 06/25/2042 | 0.03% | GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.03% | GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.03% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.03% | CAS 2017-C06 2M2 03.7466 02/25/2030 | 0.03% | DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.03% | GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.03% | 0.6725 R ISWP US0003M P 03/16/2050 | 0.03% | FHR 4132 IP IO 04.5000 11/15/2042 | 0.03% | GNMA GII30 BD3297 03.5000 11/20/2047 | 0.03% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.03% | FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.03% | GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.03% | GNR 2013-129 SN IO 05.3771 09/20/2043 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | OSHKOSH CORP 03.1000 03/01/2030 | 0.03% | WALT DISNEY COMP 07.7500 01/20/2024 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% | GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.03% | HCA INC 05.5000 06/15/2047 | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.03% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.03% | FHR 4182 GI IO 03.0000 01/15/2043 | 0.03% | WFRBS 2011-C5 XA IO P/P 144A 01.6861 11/15/2044 | 0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.03% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.03% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% | ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.03% | FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.03% | FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.03% | FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.03% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.03% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.03% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.02% | AES CORP/THE 05.1250 09/01/2027 | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.02% | COMM 2014-UBS6 C 04.4472 12/10/2047 | 0.02% | FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.02% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% | GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.02% | GSMS 2011-GC5 XA IO P/P 144A 01.3284 08/10/2044 | 0.02% | MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.02% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | 0.02% | VIACOMCBS INC 02.9000 01/15/2027 | 0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.02% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% | GNR 2019-121 SD IO 05.2271 10/20/2049 | 0.02% | JPMBB 2013-C17 XA IO 00.7596 01/15/2047 | 0.02% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.02% | DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% | FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.02% | FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% | FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.02% | FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% | GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.02% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | MSC 2012-C4 XA IO P/P 144A 02.0699 03/15/2045 | 0.02% | BMIR 2017-1 M1 P/P 144A 02.6466 10/25/2027 | 0.02% | CAS 2019-R04 2M2 03.0466 06/25/2039 | 0.02% | CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% | FHR 4183 MI IO 03.0000 02/15/2042 | 0.02% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% | WFRBS 2011-C4 E P/P 144A 05.2215 06/15/2044 | 0.02% | CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.02% | CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.02% | GNR 2015-H22 EI IO 01.6765 08/20/2065 | 0.02% | HCA INC 05.2500 06/15/2026 | 0.02% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.02% | 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.02% | FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.02% | HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.02% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.02% | 0.7025 R ISWP FWD US0003M P 04/16/2050 | 0.02% | BGC PARTNERS INC 05.1250 05/27/2021 | 0.02% | CAS 2016-C04 1M2 05.1966 01/25/2029 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.02% | FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% | FHR 4663 KI IO 03.5000 11/15/2042 | 0.02% | FIRSTENERGY CORP 04.8500 07/15/2047 | 0.02% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% | 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.02% | BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.02% | STACR 2019-DNA2 B1 05.2966 03/25/2049 | 0.02% | STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.02% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.02% | ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.02% | BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% | FHR 2976 LC 21.8364 05/15/2035 | 0.02% | FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.02% | KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.02% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.02% | ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% | FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.02% | FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.02% | GNR 2013-34 PI IO 04.5000 08/20/2039 | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 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.9 2058-09-17 500.0 09/17/2058 GS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.01% | FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.01% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% | FNMA FN30 BC5322 UMBS 03.5000 03/01/2046 | 0.01% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% | GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% | STACR 2018-DNA3 B1 04.8466 09/25/2048 | 0.01% | AUTONATION INC 04.5000 10/01/2025 | 0.01% | CAS 2019-R02 1B1 05.0966 08/25/2031 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% | IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% | SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.01% | 1.58 R ISWP FWD US0003M P 03/18/2025 | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% | FHR 3300 PO PO 00.0000 02/15/2037 | 0.01% | FHR 4018 DI IO 04.5000 07/15/2041 | 0.01% | FNR 2005-83 QP 14.9328 11/25/2034 | 0.01% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% | AMERICAN TOWER CORP 03.3750 10/15/2026 | 0.01% | CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.01% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% | GNR 2020-15 CS IO 05.2771 12/02/2021 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% | TREASURY BILL 00.0000 04/09/2020 | 0.01% | VIACOMCBS INC 04.0000 01/15/2026 | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | FHR 3391 PO PO 00.0000 04/15/2037 | 0.01% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% | GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.01% | IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% | PROLOGIS LP 02.1250 04/15/2027 | 0.01% | SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.01% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% | BERKSHIRE HATHAWAY ENERG 06.5000 09/15/2037 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.01% | FIRSTENERGY CORP 03.9000 07/15/2027 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% | SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.01% | 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.01% | APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.01% | CITIGROUP INC 04.7500 05/18/2046 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% | COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.01% | FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% | FNMA FN30 BA5236 UMBS 03.5000 12/01/2045 | 0.01% | GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.01% | GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.01% | GNR 2017-6 DI IO 03.5000 01/20/2044 | 0.01% | HARTFORD FINL SVCS GRP 06.6250 03/30/2040 | 0.01% | PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.01% | SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% | COMCAST CORP 06.5000 11/15/2035 | 0.01% | FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.01% | FNS 372 1 PO 00.0000 08/25/2036 | 0.01% | IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% | IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.01% | PACIFICORP 06.2500 10/15/2037 | 0.01% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% | FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% | TREASURY BILL 00.0000 05/14/2020 | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% | FNMA FN30 953612 05.0000 03/01/2038 | 0.00% | PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% | SABMILLER HLDG INC 04.9500 01/15/2042 | 0.00% | SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% | SWPTN 8WX10Y P 1.12625 USD 04/27/2020 TD | 0.00% | 0.6725 R ISWP US0003M P 03/25/2030 | 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 JP | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | EQUINOR ASA USD 05.1000 08/17/2040 | 0.00% | FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% | 0.495 R ISWP US0003M P 04/01/2022 | 0.00% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.00% | ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.00% | FHR 3117 AF 00.0000 02/15/2036 | 0.00% | FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% | FHR 3326 WF 00.0000 10/15/2035 | 0.00% | FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | SWPTN 1MX10Y P 0.895 USD 04/20/2020 UB | 0.00% | SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% | 0.4921 R ISWP US0003M P 04/01/2022 | 0.00% | 0.73705 R ISWP US0003M P 03/27/2030 | 0.00% | BSCMS 06-PW14 X1 IO P/P 144A 00.2832 12/11/2038 | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% | GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.00% | GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.00% | GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% | IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% | MLCFC 2006-4 XC IO P/P 144A 00.3755 12/12/2049 | 0.00% | SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% | SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% | SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% | THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% | 0.70792 R ISWP US0003M P 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500.0 01/17/2047 JP | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.02% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.02% | 0.742 R ISWP US0003M P 03/23/2025 | -0.02% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.02% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% | 0.7525 R ISWP US0003M P 03/23/2025 | -0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.02% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.02% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.02% | 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.03% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.03% | 0.747 R ISWP US0003M P 03/19/2025 | -0.03% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.03% | 1.265 R ISWP FWD US0003M P 03/04/2052 | 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SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.19% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.20% | 1.4765 R ISWP US0003M P 02/18/2030 | -0.20% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.21% | 1.50 R ISWP US0003M P 09/30/2024 | -0.21% | 1.53 R ISWP US0003M P 10/01/2024 | -0.22% | 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.22% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.23% | SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.23% | SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.23% | 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.23% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.26% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.26% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.27% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.27% | 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.27% | 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.28% | 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.28% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.29% | 1.625 R ISWP FWD US0003M P 03/18/2025 | -0.32% | 2.44 R ISWP FWD US0003M P 03/26/2030 | -0.41% | 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.44% | 2.098 R ISWP FWD US0003M P 03/04/2030 | -0.44% | 2.715 R ISWP US0003M P 03/02/2030 | -0.48% | 2.7225 R ISWP US0003M P 02/20/2030 | -0.48% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.50% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.54% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.59% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.60% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.64% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.67% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.81% | 1.60 R ISWP FWD US0003M P 03/18/2022 | -1.02% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -1.12% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -1.20% | 3.065 R ISWP FWD US0003M P 01/03/2029 | -1.23% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.98% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -3.05% |
| FNMA FN30 TBA UMBS 03.0000 03/01/2050 | 8.86% | US 2YR NOTE (CBT) JUN20 TUM0 | 8.66% | FNMA FN30 TBA UMBS 03.5000 03/01/2050 | 5.83% | FNMA FN30 TBA UMBS 03.0000 04/01/2050 | 5.39% | US ULTRA BOND CBT JUN20 WNM0 | 4.81% | US 5YR NOTE (CBT) JUN20 FVM0 | 4.46% | FNMA FN30 TBA UMBS 04.0000 03/01/2050 | 4.34% | US LONG BOND(CBT) JUN20 USM0 | 2.80% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 2.53% | GNMA GII30 TBA 03.5000 03/01/2050 | 2.33% | GNMA GII30 TBA 04.0000 03/01/2050 | 1.56% | US 10YR ULTRA FUT JUN20 UXYM0 | 1.46% | US 10YR NOTE (CBT)JUN20 TYM0 | 1.36% | 1.75 R ISWP FWD US0003M P 03/18/2030 | 1.27% | FNMA FN30 TBA UMBS 04.5000 03/01/2050 | 1.20% | GNMA GII30 TBA 04.5000 03/01/2050 | 1.18% | REPO TRIPA MORTG 1.61 03/02/2020 | 1.17% | BF0101 03.5000 06/01/2056 | 0.86% | 3.096 R ISWP US0003M P 12/03/2029 | 0.84% | FNMA FN30 TBA UMBS 06.0000 03/01/2049 | 0.83% | FNMA FN30 TBA UMBS 05.5000 03/01/2050 | 0.82% | SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.75% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.74% | SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 0.67% | TREASURY BILL 00.0000 04/02/2020 | 0.67% | WAMU 2005-AR13 A1C4 02.0568 10/25/2045 | 0.63% | FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.63% | FHS 315 PO PO 00.0000 09/15/2043 | 0.61% | CAS 2016-C03 1M2 06.9268 10/25/2028 | 0.59% | BMIR 2017-1 M2 P/P 144A 04.9768 10/25/2027 | 0.58% | TREASURY BILL 00.0000 03/12/2020 | 0.58% | FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.57% | SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.56% | 1.57 R ISWP US0003M P 02/18/2030 | 0.54% | 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.54% | COMCAST CORP 03.4500 02/01/2050 | 0.51% | 2.00 R ISWP FWD US0003M P 03/18/2050 | 0.51% | SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.51% | FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.50% | SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS | 0.50% | STACR 2016-HQA1 M3 07.9768 09/25/2028 | 0.50% | STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.46% | STACR 2019-DNA2 M2 04.0768 03/25/2049 | 0.45% | STACR 2015-DN1 M3 05.7768 01/25/2025 | 0.43% | CITIGROUP INC 04.4500 09/29/2027 | 0.43% | SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS | 0.43% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.43% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.43% | WFRBS 2012-C10 D P/P 144A 04.4294 12/15/2045 | 0.42% | FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.41% | ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.40% | GNMA GII30 TBA 03.0000 03/01/2050 | 0.39% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.38% | SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.38% | SWPTN 1YX10Y R 2.027 USD 07/17/2020 BA | 0.38% | VERIZON COMM 04.3290 09/21/2028 | 0.38% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.37% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.37% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.37% | CAS 2016-C03 2M2 07.5268 10/25/2028 | 0.37% | GNMA GII30 BG6074 04.0000 04/20/2048 | 0.37% | SPST 2019-7 A 02.3289 09/24/2020 | 0.36% | WAMU 2005-AR17 A1B2 02.0368 12/25/2045 | 0.36% | MORGAN STANLEY 04.3750 01/22/2047 | 0.36% | GNMA GII30 MA5194 05.0000 05/20/2048 | 0.36% | FNR 2019-3 SA IO 04.4733 02/25/2049 | 0.35% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.35% | SPST 2019-3 A 02.3289 06/24/2020 | 0.35% | WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.35% | BCAP 2015-RR5 2A2 03.2158 01/26/2046 | 0.35% | FNR 2016-8 SA IO 04.4233 03/25/2046 | 0.34% | MRAIT 2020-2 A 01.1500 10/22/2020 | 0.33% | 3.312 R ISWP US0003M P 11/08/2048 | 0.33% | OMNICOM GROUP INC 02.4500 04/30/2030 | 0.33% | FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.33% | COMM 2014-CR17 C 04.7839 05/10/2047 | 0.32% | JPMORGAN CHASE & CO 04.6000 01/23/2050 | 0.32% | MSBAM 2013-C10 E P/P 144A 04.0827 07/15/2046 | 0.31% | STACR 2015-DNA3 M2 04.4768 04/25/2028 | 0.31% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.31% | CAS 2016-C02 1M2 07.6268 09/25/2028 | 0.30% | FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.30% | FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.29% | BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.29% | FHLMC FR30 ZM1233 UMBS 03.0000 06/01/2046 | 0.29% | STACR 2016-DNA3 M3 06.6268 12/25/2028 | 0.28% | UBSBB 2012-C2 E P/P 144A 04.8911 05/10/2063 | 0.28% | FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.28% | WFRBS 2013-C15 D P/P 144A 04.4935 08/15/2046 | 0.28% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.27% | GNR 2016-H23 NI IO 02.5513 10/20/2066 | 0.27% | JPMBB 2013-C14 D P/P 144A 04.7019 08/15/2046 | 0.27% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.27% | 1.688 R ISWP US0003M P 01/31/2030 | 0.26% | FHR 3835 FO PO 00.0000 04/15/2041 | 0.26% | SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.25% | ORACLE CORP 02.6500 07/15/2026 | 0.25% | LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.25% | TREASURY BILL 00.0000 07/16/2020 | 0.24% | GNMA GII30 MA5266 05.0000 06/20/2048 | 0.24% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.24% | STACR 2016-HQA2 M3 06.7768 11/25/2028 | 0.24% | SALESFORCE.COM INC 03.7000 04/11/2028 | 0.23% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.23% | TREASURY BILL 00.0000 06/18/2020 | 0.23% | JPMCC 2011-C3 F P/P 144A 05.6640 02/15/2046 | 0.23% | CFCRE 2011-C2 E P/P 144A 05.7414 12/15/2047 | 0.23% | GSMS 2014-GC18 C 04.9889 01/10/2047 | 0.22% | ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.22% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.22% | CAS 2018-C04 2M2 04.1768 12/25/2030 | 0.22% | MCAS 2019-01 M10 P/P 144A 04.8768 10/15/2049 | 0.22% | JPMCC 2012-C6 E P/P 144A 05.1569 05/15/2045 | 0.22% | MICROSOFT CORP 02.4000 08/08/2026 | 0.22% | FHLMC FR30 ZA4291 UMBS 03.5000 08/01/2043 | 0.20% | GNR 2016-H02 HI IO 01.6166 01/20/2066 | 0.20% | GNR 2019-123 SL IO 04.5030 10/20/2049 | 0.20% | GNR 2012-149 GS IO 04.5530 12/20/2042 | 0.20% | 1.698 R ISWP US0003M P 01/28/2030 | 0.20% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.20% | CAS 2017-C07 1EB2 02.6268 05/25/2030 | 0.20% | GNR 2019-83 SW IO 04.4530 07/20/2049 | 0.20% | FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.20% | HSBC HOLDINGS PLC USD 06.3750 12/29/2049 | 0.20% | MICROSOFT CORP 03.7000 08/08/2046 | 0.20% | BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.20% | CAS 2020-R01 1M2 03.6768 01/25/2040 | 0.20% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.20% | FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.19% | FNR 2017-108 SA IO 04.5233 01/25/2048 | 0.19% | FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.19% | GNMA GII30 BD1731 03.5000 01/20/2048 | 0.19% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.19% | GSMS 2010-C1 D P/P 144A 06.0513 08/10/2043 | 0.19% | GNR 2019-83 JS IO 04.4530 07/20/2049 | 0.19% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.19% | WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 | 0.19% | GSMS 2014-GC24 D P/P 144A 04.5323 09/10/2047 | 0.19% | CSAIL 2015-C1 D P/P 144A 03.7716 04/15/2050 | 0.19% | GNR 2019-H02 DI IO 02.6232 11/20/2068 | 0.19% | WFRBS 2014-C22 XA IO 00.8077 09/15/2057 | 0.19% | 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.18% | US BANCORP 03.0000 07/30/2029 | 0.18% | GNMA GII30 BE1441 03.5000 11/20/2047 | 0.18% | GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.18% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.18% | CAS 2020-R02 2M2 03.6609 01/25/2040 | 0.17% | GSMS 2014-GC22 XA IO 00.9848 06/10/2047 | 0.17% | ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.17% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.17% | AT&T INC 04.1000 02/15/2028 | 0.17% | BSCMS 2007-T26 AJ 05.4496 01/12/2045 | 0.17% | FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.17% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.17% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.17% | FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.17% | FNR 2016-91 AS IO 04.4733 12/25/2046 | 0.17% | SPST 2020-2 A 00.0000 03/26/2021 | 0.17% | CAS 2017-C01 1M2 05.1768 07/25/2029 | 0.17% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.17% | FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.17% | SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.17% | STACR 2019-DNA1 M2 04.2768 01/25/2049 | 0.17% | APPLE INC 04.3750 05/13/2045 | 0.17% | STACR 2019-DNA1 B1 06.2768 01/25/2049 | 0.17% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.17% | FHMS KG02 X1 IO 01.1440 08/25/2029 | 0.16% | FNR 2018-94 SA IO 04.4733 01/25/2049 | 0.16% | JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.16% | ZOETIS INC 03.9000 08/20/2028 | 0.16% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.16% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.16% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.16% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.16% | UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 | 0.16% | CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.16% | FISERV INC 04.2000 10/01/2028 | 0.16% | FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.16% | EQUINIX INC 03.2000 11/18/2029 | 0.16% | GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.16% | JPMCC 2012-C8 D P/P 144A 04.6490 10/15/2045 | 0.16% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.16% | GNMA GII30 BF6125 04.0000 02/20/2048 | 0.16% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.16% | AT&T INC 04.3000 02/15/2030 | 0.16% | BMIR 2018-2A M1B P/P 144A 02.9768 08/25/2028 | 0.16% | CIT GROUP INC. 05.2500 03/07/2025 | 0.16% | EOG RESOURCES INC 04.1500 01/15/2026 | 0.15% | FHMR 2020-RR02 DX IO 01.8158 01/01/2050 | 0.15% | GNR 2014-H07 BI IO 01.4679 05/20/2064 | 0.15% | VERIZON COMM 04.6720 03/15/2055 | 0.15% | COMCAST CORP 03.1500 03/01/2026 | 0.15% | GNR 2020-11 SY IO 04.4530 01/20/2050 | 0.15% | GNR 2017-H14 EI IO 01.4937 06/20/2067 | 0.15% | JPMBB 2013-C14 E P/P 144A 04.7019 08/15/2046 | 0.15% | BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.15% | GNR 2017-H08 NI IO 02.0575 03/20/2067 | 0.15% | CAS 2018-C05 1M2 03.9768 01/25/2031 | 0.15% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.15% | FHR 4738 QS IO 04.5415 12/15/2047 | 0.15% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.15% | DBUBS 2011-LC3A D P/P 144A 05.3344 08/10/2044 | 0.15% | GNR 2014-H11 GI IO 01.4744 06/20/2064 | 0.15% | MSC 2016-UB12 XA IO 00.7723 12/15/2049 | 0.15% | OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.15% | AT&T INC 04.7500 05/15/2046 | 0.15% | FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.15% | GNMA GII30 BD1729 03.5000 01/20/2048 | 0.15% | CGCMT 2014-GC19 X IO 01.1509 03/10/2047 | 0.15% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.15% | STACR 2014-DN4 M3 06.1768 10/25/2024 | 0.15% | CIT BANK NA 02.9690 09/27/2025 | 0.14% | COMCAST CORP 03.4000 07/15/2046 | 0.14% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.14% | GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.14% | OMIR 2018-1A M2 04.4768 07/25/2028 | 0.14% | GNR 2018-155 SE IO 04.4530 11/20/2048 | 0.14% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.14% | INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.14% | UBSCM 2012-C1 C P/P 144A 05.5702 05/10/2045 | 0.14% | JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.14% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.14% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.14% | AT&T INC. 03.8000 02/15/2027 | 0.14% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.14% | WEC ENERGY GROUP INC 03.8043 05/15/2067 | 0.14% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.14% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.14% | BACM 2005-1 B 05.4820 11/10/2042 | 0.14% | EMIR 2018-1 M1 03.3268 11/25/2028 | 0.13% | GNR 2017-H12 QI IO 02.2843 05/20/2067 | 0.13% | TOTAL CAPITAL INTL SA USD 02.8290 01/10/2030 | 0.13% | TREASURY BILL 00.0000 04/21/2020 | 0.13% | UBSCM 2012-C1 D P/P 144A 05.5702 05/10/2045 | 0.13% | UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.13% | COMCAST CORP 03.9990 11/01/2049 | 0.13% | GNR 2015-H13 AI IO 02.6853 06/20/2065 | 0.13% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.13% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.13% | UBSC 2011-C1 D P/P 144A 06.0504 01/10/2045 | 0.13% | ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.13% | GNR 2019-44 SA IO 04.4030 04/20/2049 | 0.13% | JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.13% | BPCE SA P/P 144A 04.5000 03/15/2025 | 0.13% | BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.13% | WFRBS 2013-C14 XA IO 00.7310 06/15/2046 | 0.13% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.13% | UBSCM 2017-C7 XA IO 01.0558 12/15/2050 | 0.13% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.13% | TRUIST FIN CORP 04.8000 12/31/2099 | 0.13% | ARRW 2019-3 M1 04.2040 10/25/2048 | 0.12% | FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.12% | GNR 2017-H10 MI IO 01.7602 04/20/2067 | 0.12% | JPMBB 2014-C22 XA IO 00.8354 09/15/2047 | 0.12% | VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.12% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.12% | STACR 2014-DN2 M3 05.2268 04/25/2024 | 0.12% | STACR 2018-DNA2 B1 05.3268 12/25/2030 | 0.12% | WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.12% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.12% | SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.12% | CAS 2017-C01 1B1 07.3768 07/25/2029 | 0.12% | BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.12% | ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.12% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.12% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.12% | SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.12% | SAIL 2004-10 A10 02.5268 11/25/2034 | 0.12% | WFCM 2015-LC20 XB IO 00.4866 04/15/2050 | 0.12% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.12% | GNMA GII30 BG6110 04.0000 05/20/2048 | 0.12% | GSMS 2013-GC13 XA IO 00.0786 07/10/2046 | 0.12% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.12% | VERIZON COMMUNICATIONS 02.6250 08/15/2026 | 0.12% | GNR 2014-131 BS IO 04.5415 09/16/2044 | 0.12% | CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.12% | WFCM 2014-LC16 XA IO 01.1121 08/15/2050 | 0.12% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.12% | COMM 2014-UBS6 XA IO 00.8920 12/10/2047 | 0.11% | FISERV INC 03.5000 07/01/2029 | 0.11% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.11% | AMAZON.COM INC 04.0500 08/22/2047 | 0.11% | CAS 2019-HRP1 M2 03.8109 11/25/2039 | 0.11% | CSMC 2016-NXSR XA IO 00.7768 12/15/2049 | 0.11% | FHMS K104 X1 IO 01.1271 02/25/2052 | 0.11% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.11% | GNR 2011-17 S IO 04.4030 02/20/2041 | 0.11% | GNR 2016-H06 AI IO 02.2127 02/20/2066 | 0.11% | MSBAM 2013-C13 XB IO P/P 144A 00.1520 11/15/2046 | 0.11% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.11% | CAS 2015-C03 2M2 06.6268 07/25/2025 | 0.11% | AIR LEASE CORP 03.2500 10/01/2029 | 0.11% | GNR 2017-H09 DI IO 01.9163 03/20/2067 | 0.11% | GNR 2019-21 SJ IO 04.4030 02/20/2049 | 0.11% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.11% | CIGNA CORP 03.7500 07/15/2023 | 0.11% | GNMA GII30 BE1437 03.5000 11/20/2047 | 0.11% | FHR 3852 NT 04.3415 05/15/2041 | 0.10% | FHR 4912 PS IO 04.3915 09/25/2049 | 0.10% | FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.10% | GNR 2016-H14 IO IO 01.6862 06/20/2066 | 0.10% | MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.10% | TREASURY BILL 00.0000 04/23/2020 | 0.10% | CAS 2017-C07 1B1 05.6268 05/25/2030 | 0.10% | FHR 3065 DC 14.8845 03/15/2035 | 0.10% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.10% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.10% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.10% | COOPERATIEVE RABOBANK UA USD 04.6250 12/01/2023 | 0.10% | GNR 2015-H12 EI IO 01.7036 04/20/2065 | 0.10% | JPMCC 2007-CB20 E P/P 144A 06.2787 02/12/2051 | 0.10% | PROLOGIS LP 02.2500 04/15/2030 | 0.10% | VIACOMCBS INC 04.2000 06/01/2029 | 0.10% | AMGEN INC 04.6630 06/15/2051 | 0.10% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.10% | FHR 3408 EK 19.1195 04/15/2037 | 0.10% | STACR 2014-HQ2 M3 05.3768 09/25/2024 | 0.10% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.10% | GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.10% | STACR 2013-DN2 M2 05.8768 11/25/2023 | 0.10% | TREASURY BILL 00.0000 05/21/2020 | 0.10% | GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.10% | SPST 2019-WL1 A 02.2768 08/25/2052 | 0.10% | UBSBB 2012-C2 XA IO P/P 144A 01.3068 05/10/2063 | 0.10% | BANK 2018-BN13 XA 00.5131 08/15/2061 | 0.10% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.10% | GNR 2015-H04 AI IO 01.6731 12/20/2064 | 0.10% | GNR 2016-H11 HI IO 02.0996 01/20/2066 | 0.10% | STACR 2018-DNA2 M2 03.7768 12/25/2030 | 0.10% | GNMA GII30 BE1440 03.5000 11/20/2047 | 0.10% | GNR 2015-H12 GI IO 01.8075 05/20/2065 | 0.10% | MSC 2011-C3 E P/P 144A 05.2445 07/15/2049 | 0.10% | TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.10% | COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.09% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.09% | JPMCC 2011-C3 D P/P 144A 05.6640 02/15/2046 | 0.09% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.09% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.09% | LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.09% | NHEL 2004-2 M4 03.4268 09/25/2034 | 0.09% | MSBAM 2013-C7 XA IO 01.3443 02/15/2046 | 0.09% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.09% | STACR 2018-DNA1 M2 03.4268 07/25/2030 | 0.09% | AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.09% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.09% | CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.09% | COMM 2013-CR11 XA IO 00.9283 08/10/2050 | 0.09% | COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.09% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.09% | AXA SA P/P 144A 06.3790 12/29/2049 | 0.09% | JPMCC 2016-JP2 XA IO 01.8225 08/15/2049 | 0.09% | MSBAM 2013-C10 F P/P 144A 04.0827 07/15/2046 | 0.09% | MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.09% | FHR 4839 AS IO 04.3915 06/15/2042 | 0.09% | GNMA GII30 AY2298 04.7000 05/20/2067 | 0.09% | HCA INC 04.1250 06/15/2029 | 0.09% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.09% | FNR 2006-8 HP 18.6019 03/25/2036 | 0.09% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.09% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.09% | BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.08% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.08% | WFRBS 2012-C7 D P/P 144A 04.8128 06/15/2045 | 0.08% | AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.08% | BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.08% | GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.08% | MICROCHIP TECH INC 04.3330 06/01/2023 | 0.08% | WFRBS 2012-C10 XA IO P/P 144A 01.5368 12/15/2045 | 0.08% | FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.08% | MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.08% | SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.08% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.08% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | 0.08% | ALPHABET INC 01.9980 08/15/2026 | 0.08% | APPLE INC 03.4500 05/06/2024 | 0.08% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.08% | GNR 2015-H25 AI IO 01.6134 09/20/2065 | 0.08% | GNR 2016-H04 KI IO 02.1367 02/20/2066 | 0.08% | GSMS 2013-GC10 XA IO 01.4994 02/10/2046 | 0.08% | MSBAM 2015-C26 XA IO 01.0267 10/15/2048 | 0.08% | COMM 2014-LC15 XA IO 01.0958 04/10/2047 | 0.08% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.08% | GNR 2015-H12 AI IO 01.8608 05/20/2065 | 0.08% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.08% | AON PLC USD 04.2500 12/12/2042 | 0.08% | GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.08% | MSBAM 2015-C25 XA IO 01.0925 10/15/2048 | 0.08% | ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.08% | ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 | 0.08% | SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.08% | SPST 2019-11 A 02.3789 10/24/2020 | 0.08% | STACR 2019-HQA1 M2 03.9768 02/25/2049 | 0.08% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | 0.08% | CAS 2017-C01 1EB1 02.8768 07/25/2029 | 0.08% | COMM 2013-CR6 D P/P 144A 04.0807 03/10/2046 | 0.08% | GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.08% | MSC 2016-BNK2 XA IO 01.0700 11/15/2049 | 0.08% | CSAIL 2015-C1 C 04.2716 04/15/2050 | 0.08% | GNMA GII30 BD1730 03.5000 01/20/2048 | 0.08% | COMM 2014-CR17 D P/P 144A 04.8476 05/10/2047 | 0.08% | RMIR 2018-1 M2 04.2100 03/25/2028 | 0.08% | STACR 2018-HQA1 M2 03.9268 09/25/2030 | 0.08% | CARR 2006-NC2 A4 01.8668 06/25/2036 | 0.08% | ECOLAB INC 03.2500 12/01/2027 | 0.08% | VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.08% | ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.07% | JPMBB 2014-C19 D P/P 144A 04.6786 04/15/2047 | 0.07% | MSBAM 2013-C12 XA IO 00.6034 10/15/2046 | 0.07% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.07% | WFRBS 2014-C24 XA IO 00.8369 11/15/2047 | 0.07% | CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.07% | FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.07% | FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.07% | GNR 2015-H25 CI IO 01.9941 10/20/2065 | 0.07% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.07% | COMM 2014-CR19 XA IO 01.0079 08/10/2047 | 0.07% | COMM 2015-CR23 XA IO 00.9164 05/10/2048 | 0.07% | CWALT 2007-OA6 A1A 01.7668 06/25/2037 | 0.07% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.07% | FNR 2005-122 SE 17.4064 11/25/2035 | 0.07% | GNMA GII30 BB3019 03.5000 11/20/2047 | 0.07% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.07% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.07% | GNMA GII30 BB3013 03.5000 11/20/2047 | 0.07% | MERCK & CO INC 03.7000 02/10/2045 | 0.07% | NRG P/P 144A 03.7500 06/15/2024 | 0.07% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.07% | CBRE SERVICES INC 04.8750 03/01/2026 | 0.07% | CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.07% | FHR 3072 SM 04.2533 11/15/2035 | 0.07% | GNR 2015-H28 DI IO 01.5578 08/20/2065 | 0.07% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.07% | SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.07% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.07% | COMM 2014-CR19 D P/P 144A 04.7303 08/10/2047 | 0.07% | FHR 4176 DI IO 03.0000 12/15/2042 | 0.07% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.07% | OSHKOSH CORP 04.6000 05/15/2028 | 0.07% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.07% | GNR 2016-H27 BI IO 02.5661 12/20/2066 | 0.07% | L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.07% | MSRR 2015-R4 CB1 02.4851 08/26/2047 | 0.07% | WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.07% | GNR 2010-H19 GI IO 01.4216 08/20/2060 | 0.07% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.06% | GSMS 2014-GC18 XA IO 01.0133 01/10/2047 | 0.06% | WFRBS 2013-C11 XA IO P/P 144A 01.1903 03/15/2045 | 0.06% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.06% | FNR 2006-62 PS 30.1395 07/25/2036 | 0.06% | GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.06% | MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.06% | MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.06% | UNITEDHEALTH GROUP INC 02.9500 10/15/2027 | 0.06% | ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.06% | AMAZON.COM INC 03.1500 08/22/2027 | 0.06% | CAS 2019-R01 2M2 04.0768 07/25/2031 | 0.06% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.06% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.06% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.06% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.06% | MSBAM 2013-C11 D P/P 144A 04.3533 08/15/2046 | 0.06% | S&P GLOBAL INC 04.4000 02/15/2026 | 0.06% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.06% | CITIGROUP INC 03.6680 07/24/2028 | 0.06% | GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.06% | GNR 2015-H15 JI IO 01.9775 06/20/2065 | 0.06% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.06% | UBSBB 2012-C2 F P/P 144A 04.8911 05/10/2063 | 0.06% | GNR 2016-H24 JI IO 02.3409 11/20/2066 | 0.06% | WFRBS 2012-C9 XB IO P/P 144A 00.7151 11/15/2045 | 0.06% | FHR 4601 PI IO 04.5000 12/15/2045 | 0.06% | FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.06% | FNR 2011-4 CS 09.6465 05/25/2040 | 0.06% | UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.06% | FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.06% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.06% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.06% | UBSBB 2013-C6 XA IO P/P 144A 01.1176 04/10/2046 | 0.06% | VIACOMCBS INC 04.6000 01/15/2045 | 0.06% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% | GNR 2014-H08 CI IO 01.4852 03/20/2064 | 0.06% | GNR 2015-H16 XI IO 02.7204 07/20/2065 | 0.06% | RMIR 2019-1 M2 P/P 144A 04.8268 02/25/2029 | 0.06% | WFRBS 2012-C9 XA IO P/P 144A 01.8935 11/15/2045 | 0.06% | FNR 2007-53 SP 18.2353 06/25/2037 | 0.06% | GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.06% | WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.06% | GNR 2015-H09 BI IO 01.6975 03/20/2065 | 0.06% | JPMCC 2013-C16 XA IO 00.9336 12/15/2046 | 0.06% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.06% | GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.05% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.05% | ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.05% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.05% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.05% | GENERAL MOTORS COMPANY 04.8750 10/02/2023 | 0.05% | JPMCC 2013-LC11 X IO 01.2572 04/15/2046 | 0.05% | OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.05% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.05% | CAS 2019-R05 1M2 03.6268 07/25/2039 | 0.05% | FNR 2005-106 JC 15.0798 12/25/2035 | 0.05% | GSMS 2013-GC12 XA IO 01.4176 06/10/2046 | 0.05% | JPMORGAN CHASE & CO 02.6918 05/15/2047 | 0.05% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.05% | CFCRE 2011-C2 D P/P 144A 05.7414 12/15/2047 | 0.05% | GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.05% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.05% | GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.05% | PFIZER INC 03.0000 12/15/2026 | 0.05% | D.R. HORTON INC 05.7500 08/15/2023 | 0.05% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.05% | GNR 2015-H10 CI IO 01.8137 04/20/2065 | 0.05% | HMIR 2018-1 M1 P/P 144A 03.2268 10/25/2028 | 0.05% | IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.05% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.05% | JPMCC 2012-LC9 D P/P 144A 04.4179 12/15/2047 | 0.05% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% | MSBAM 2014-C17 XA IO 01.1084 08/15/2047 | 0.05% | SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.05% | SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.05% | SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.05% | ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.05% | COMM 2013-CR13 E P/P 144A 04.8887 11/10/2046 | 0.05% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.05% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.05% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.05% | L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.05% | CAS 2015-C04 2M2 07.1768 04/25/2028 | 0.05% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.05% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.05% | FNR 2010-35 SG IO 04.7733 04/25/2040 | 0.05% | GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.05% | GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.05% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.05% | MWST 2019-1 A 02.4268 06/25/2052 | 0.05% | STACR 2018-HQA2 M2 03.9268 10/25/2048 | 0.05% | WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.05% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.05% | CCMFC 2004-3A A2 01.9268 08/25/2035 | 0.05% | CGCMT 2013-GC17 X IO 01.0362 11/10/2046 | 0.05% | GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.05% | COMM 2012-CR1 D P/P 144A 05.3199 05/15/2045 | 0.04% | COMM 2012-LC4 XA IO P/P 144A 02.1016 12/10/2044 | 0.04% | FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.04% | COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.04% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.04% | GNR 2015-H20 AI IO 01.8311 08/20/2065 | 0.04% | GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.04% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% | STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.04% | UBSCM 2012-C1 XA IO P/P 144A 02.0747 05/10/2045 | 0.04% | WAMU 2005-AR1 A2B 02.4268 01/25/2045 | 0.04% | FNR 2005-75 GS 15.3698 08/25/2035 | 0.04% | GNMA GII30 AY4779 04.5100 03/20/2067 | 0.04% | GNMA GII30 BA7681 04.6250 06/20/2067 | 0.04% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.04% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.04% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.04% | AIR LEASE CORP 04.6250 10/01/2028 | 0.04% | CAS 2019-R04 2M2 03.7268 06/25/2039 | 0.04% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% | FHR 2990 LB 12.7067 06/15/2034 | 0.04% | FHR 4074 KS IO 05.0415 02/15/2041 | 0.04% | GEORGIA-PACIFIC LLC P/P 144A 05.4000 11/01/2020 | 0.04% | GNMA GII30 BB0107 04.7000 08/20/2067 | 0.04% | JPMBB 2014-C25 XA IO 00.8523 11/15/2047 | 0.04% | JPMCC 2012-LC9 XA IO 01.5029 12/15/2047 | 0.04% | KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.04% | 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.04% | ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.04% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.04% | FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.04% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.04% | SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.04% | VMWARE INC 03.9000 08/21/2027 | 0.04% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.04% | AMGEN INC 02.6000 08/19/2026 | 0.04% | CIT GROUP INC 05.0000 08/01/2023 | 0.04% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% | FHR 4500 GI IO 04.0000 08/15/2045 | 0.04% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% | GNR 2015-H17 CI IO 01.5970 06/20/2065 | 0.04% | HCA INC 05.0000 03/15/2024 | 0.04% | MWST 2018-W1 A 02.4768 11/25/2051 | 0.04% | CGCMT 2012-GC8 XA IO P/P 144A 01.7685 09/10/2045 | 0.04% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.04% | GNMA GII30 BE5936 04.0000 05/20/2048 | 0.04% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.04% | GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.04% | METLIFE INC 06.4000 12/15/2036 | 0.04% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.04% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% | INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.04% | ORACLE CORP 04.0000 11/15/2047 | 0.04% | QVC INC 04.8500 04/01/2024 | 0.04% | BANK OF AMERICA CORP 02.6536 09/15/2026 | 0.04% | CAS 2017-C06 2M2 04.4268 02/25/2030 | 0.04% | FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.04% | FNR 12-118 PI IO 04.0000 06/25/2042 | 0.04% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.04% | STACR 2019-DNA2 B1 05.9768 03/25/2049 | 0.04% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.04% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.04% | CAS 2015-C04 1M2 07.3268 04/25/2028 | 0.04% | ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.04% | GNR 2015-H01 CI IO 01.6293 12/20/2064 | 0.04% | SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.04% | CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.04% | GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.04% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.04% | JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.04% | SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.04% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.04% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.03% | FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.03% | GNMA GII30 BG4861 04.5000 05/20/2048 | 0.03% | GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.03% | AT&T INC 02.9500 07/15/2026 | 0.03% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.03% | GNMA GII30 BE5937 04.0000 05/20/2048 | 0.03% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.03% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% | KINDER MORGAN INC 03.1500 01/15/2023 | 0.03% | CVS HEALTH CORP 03.7000 03/09/2023 | 0.03% | ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.03% | FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.03% | FOX CORP P/P 144A 04.0300 01/25/2024 | 0.03% | GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.03% | AT&T INC 04.3500 03/01/2029 | 0.03% | FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.03% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.03% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% | BMIR 2017-1 M1 P/P 144A 03.3268 10/25/2027 | 0.03% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.03% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.03% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% | DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.03% | GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.03% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% | GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.03% | GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | OSHKOSH CORP 03.1000 03/01/2030 | 0.03% | STACR 2018-DNA3 B1 05.5268 09/25/2048 | 0.03% | SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.03% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.03% | COMM 2014-UBS6 C 04.4472 12/10/2047 | 0.03% | FHR 4132 IP IO 04.5000 11/15/2042 | 0.03% | GNMA GII30 BD3297 03.5000 11/20/2047 | 0.03% | GNR 2013-129 SN IO 04.5030 09/20/2043 | 0.03% | HCA INC 05.5000 06/15/2047 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.03% | WALT DISNEY COMP 07.7500 01/20/2024 | 0.03% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.03% | FHR 4182 GI IO 03.0000 01/15/2043 | 0.03% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.03% | WFRBS 2011-C5 XA IO P/P 144A 01.6869 11/15/2044 | 0.03% | FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.03% | FHR 4663 KI IO 03.5000 11/15/2042 | 0.03% | FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.03% | FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.03% | GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.03% | GSMS 2011-GC5 XA IO P/P 144A 01.3288 08/10/2044 | 0.03% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.03% | VIACOMCBS INC 02.9000 01/15/2027 | 0.03% | FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.02% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% | AES CORP/THE 05.1250 09/01/2027 | 0.02% | CAS 2019-R02 1B1 05.7768 08/25/2031 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% | DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% | FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.02% | FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.02% | FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% | JPMBB 2013-C17 XA IO 00.7599 01/15/2047 | 0.02% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% | GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.02% | MSC 2012-C4 XA IO P/P 144A 02.0706 03/15/2045 | 0.02% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.02% | FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.02% | FHR 4183 MI IO 03.0000 02/15/2042 | 0.02% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% | GNR 2015-H22 EI IO 01.6228 08/20/2065 | 0.02% | GNR 2019-121 SD IO 04.3530 10/20/2049 | 0.02% | HCA INC 05.2500 06/15/2026 | 0.02% | SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.02% | SWPTN 2MX10Y P 1.315 USD 04/27/2020 TD | 0.02% | SWPTN 6WX30Y P 1.465 USD 04/08/2020 BA | 0.02% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% | WFRBS 2011-C4 E P/P 144A 05.2297 06/15/2044 | 0.02% | CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.02% | CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.02% | CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.02% | FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% | CAS 2016-C04 1M2 05.8768 01/25/2029 | 0.02% | HILTON DOMESTIC 04.8750 01/15/2030 | 0.02% | HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.02% | STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.02% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.02% | BGC PARTNERS INC 05.1250 05/27/2021 | 0.02% | ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% | FIRSTENERGY CORP 04.8500 07/15/2047 | 0.02% | FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.02% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.02% | BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.02% | CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.02% | FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.02% | SWPTN 5WX10Y P 1.265 USD 03/31/2020 GS | 0.02% | CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.02% | FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.02% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% | BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% | FHR 2976 LC 18.3388 05/15/2035 | 0.02% | FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | GNR 2013-34 PI IO 04.5000 08/20/2039 | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.02% | SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.02% | ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.01% | CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% | FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.01% | SWPTN 4WX10Y P 1.275 USD 03/25/2020 BC | 0.01% | AUTONATION INC 04.5000 10/01/2025 | 0.01% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% | GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% | IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% | IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% | FHR 4018 DI IO 04.5000 07/15/2041 | 0.01% | FNMA FN30 BC5322 UMBS 03.5000 03/01/2046 | 0.01% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% | SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% | GNR 2020-15 CS IO 04.3920 12/02/2021 | 0.01% | IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% | AMERICAN TOWER CORP 03.3750 10/15/2026 | 0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.01% | CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.01% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% | FHR 3300 PO PO 00.0000 02/15/2037 | 0.01% | FNR 2005-83 QP 13.1645 11/25/2034 | 0.01% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% | GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.01% | GNR 2017-6 DI IO 03.5000 01/20/2044 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% | VIACOMCBS INC 04.0000 01/15/2026 | 0.01% | CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% | FHR 3391 PO PO 00.0000 04/15/2037 | 0.01% | PROLOGIS LP 02.1250 04/15/2027 | 0.01% | SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% | THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.01% | TREASURY BILL 00.0000 04/09/2020 | 0.01% | BERKSHIRE HATHAWAY ENERG 06.5000 09/15/2037 | 0.01% | CITIGROUP INC 04.7500 05/18/2046 | 0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.01% | FIRSTENERGY CORP 03.9000 07/15/2027 | 0.01% | GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.01% | FNMA FN30 BA5236 UMBS 03.5000 12/01/2045 | 0.01% | GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.01% | HARTFORD FINL SVCS GRP 06.6250 03/30/2040 | 0.01% | PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.01% | 1.58 R ISWP FWD US0003M P 03/18/2025 | 0.01% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% | APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% | COMCAST CORP 06.5000 11/15/2035 | 0.01% | FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% | FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.01% | FNS 372 1 PO 00.0000 08/25/2036 | 0.01% | IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% | IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.01% | PACIFICORP 06.2500 10/15/2037 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% | SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% | TREASURY BILL 00.0000 05/14/2020 | 0.00% | 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% | FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% | FNMA FN30 953612 05.0000 03/01/2038 | 0.00% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% | PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% | SABMILLER HLDG INC 04.9500 01/15/2042 | 0.00% | SWPTN 1YX5Y P 1.996 USD 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20MX5Y R 1.3 USD 08/27/2021 UB | -0.07% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.07% | 1.5095 R ISWP FWD US0003M P 08/28/2030 | -0.07% | SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.09% | 1.771 R ISWP US0003M P 01/16/2030 | -0.09% | 1.98 R ISWP FWD US0003M P 03/18/2050 | -0.09% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.09% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.09% | SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | -0.09% | SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | -0.10% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% | SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.10% | 1.8252 R ISWP US0003M P 12/17/2029 | -0.11% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.11% | 1.50 R ISWP US0003M P 09/30/2024 | -0.11% | 2.6785 R ISWP US0003M P 02/13/2029 | -0.11% | 1.53 R ISWP US0003M P 10/01/2024 | -0.12% | 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.12% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.12% | SWPTN 1YX10Y P 2.027 USD 07/17/2020 BA | -0.12% | 1.4765 R ISWP US0003M P 02/18/2030 | -0.13% | 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.13% | SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.13% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.14% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.14% | 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.15% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.15% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.15% | 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.16% | 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.16% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.17% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.17% | 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.18% | 1.625 R ISWP FWD US0003M P 03/18/2025 | -0.18% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.18% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.19% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.19% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.22% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.25% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.28% | 2.44 R ISWP FWD US0003M P 03/26/2030 | -0.29% | 2.098 R ISWP FWD US0003M P 03/04/2030 | -0.29% | 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.32% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.35% | 2.715 R ISWP US0003M P 03/02/2030 | -0.36% | 2.7225 R ISWP US0003M P 02/20/2030 | -0.36% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.40% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.42% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.42% | SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS | -0.42% | 1.60 R ISWP FWD US0003M P 03/18/2022 | -0.53% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.60% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.90% | 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.95% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.10% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -2.83% |
| FNMA FN30 TBA UMBS 03.0000 02/01/2050 | 14.55% | US 2YR NOTE (CBT) MAR20 TUH0 | 10.07% | FNMA FN30 TBA UMBS 03.5000 02/01/2050 | 5.96% | US 5YR NOTE (CBT) MAR20 FVH0 | 5.18% | US ULTRA BOND CBT MAR20 WNH0 | 4.62% | FNMA FN30 TBA UMBS 04.0000 02/01/2050 | 4.42% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 2.62% | US LONG BOND(CBT) MAR20 USH0 | 2.45% | GNMA GII30 TBA 03.5000 02/01/2050 | 2.38% | GNMA GII30 TBA 04.0000 02/01/2050 | 1.60% | US 10YR ULTRA FUT MAR20 UXYH0 | 1.46% | US 10YR NOTE (CBT)MAR20 TYH0 | 1.42% | REPO TRIPA MORTG 1.59 02/03/2020 | 1.37% | FNMA FN30 TBA UMBS 04.5000 02/01/2050 | 1.22% | GNMA GII30 TBA 04.5000 02/01/2050 | 1.21% | BF0101 03.5000 06/01/2056 | 0.88% | FNMA FN30 TBA UMBS 06.0000 02/01/2050 | 0.84% | FNMA FN30 TBA UMBS 05.5000 02/01/2050 | 0.83% | TREASURY BILL 00.0000 04/02/2020 | 0.69% | 3.096 R ISWP US0003M P 12/03/2029 | 0.69% | WAMU 2005-AR13 A1C4 02.0909 10/25/2045 | 0.66% | FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.64% | CAS 2016-C03 1M2 06.9609 10/25/2028 | 0.61% | FHS 315 PO PO 00.0000 09/15/2043 | 0.61% | BMIR 2017-1 M2 P/P 144A 05.0109 10/25/2027 | 0.60% | TREASURY BILL 00.0000 03/12/2020 | 0.60% | FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.58% | COMCAST CORP 03.4500 02/01/2050 | 0.57% | ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.53% | FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.53% | STACR 2016-HQA1 M3 08.0109 09/25/2028 | 0.53% | 1.75 R ISWP FWD US0003M P 03/18/2030 | 0.49% | STACR 2019-DNA2 M2 04.1109 03/25/2049 | 0.48% | STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.48% | STACR 2015-DN1 M3 05.8109 01/25/2025 | 0.46% | CAS 2016-C03 2M2 07.5609 10/25/2028 | 0.45% | SWPTN 7WX10Y R 2.7475 USD 02/13/2020 GS | 0.45% | CITIGROUP INC 04.4500 09/29/2027 | 0.44% | 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.44% | WFRBS 2012-C10 D P/P 144A 04.5773 12/15/2045 | 0.43% | FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.42% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.41% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.40% | GNMA GII30 TBA 03.0000 02/01/2050 | 0.40% | SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.40% | SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS | 0.39% | GNMA GII30 BG6074 04.0000 04/20/2048 | 0.39% | VERIZON COMM 04.3290 09/21/2028 | 0.38% | WAMU 2005-AR17 A1B2 02.0709 12/25/2045 | 0.38% | GNMA GII30 MA5194 05.0000 05/20/2048 | 0.38% | SPST 2019-7 A 02.3594 09/24/2020 | 0.37% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.37% | BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.37% | BCAP 2015-RR5 2A2 03.3097 01/26/2046 | 0.37% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.36% | MORGAN STANLEY 04.3750 01/22/2047 | 0.36% | SPST 2019-3 A 02.3594 06/24/2020 | 0.36% | WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.35% | STACR 2015-DNA3 M2 04.5109 04/25/2028 | 0.35% | FNR 2019-3 SA IO 04.4391 02/25/2049 | 0.34% | FNR 2016-8 SA IO 04.3891 03/25/2046 | 0.34% | SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.34% | JPMORGAN CHASE & CO 04.6000 01/23/2050 | 0.34% | SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS | 0.34% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.34% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.34% | FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.33% | COMM 2014-CR17 C 04.9455 05/10/2047 | 0.33% | CAS 2016-C02 1M2 07.6609 09/25/2028 | 0.32% | MSBAM 2013-C10 E P/P 144A 04.2172 07/15/2046 | 0.32% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.31% | FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.31% | FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.30% | STACR 2016-DNA3 M3 06.6609 12/25/2028 | 0.30% | FHLMC FR30 ZM1233 UMBS 03.0000 06/01/2046 | 0.30% | SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.29% | SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 0.29% | UBSBB 2012-C2 E P/P 144A 05.0469 05/10/2063 | 0.29% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.29% | FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.28% | SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.28% | WFRBS 2013-C15 D P/P 144A 04.6433 08/15/2046 | 0.28% | GNR 2016-H23 NI IO 02.4688 10/20/2066 | 0.28% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.28% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.28% | JPMBB 2013-C14 D P/P 144A 04.8586 08/15/2046 | 0.27% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.27% | FHR 3835 FO PO 00.0000 04/15/2041 | 0.27% | 3.312 R ISWP US0003M P 11/08/2048 | 0.26% | GNMA GII30 MA5266 05.0000 06/20/2048 | 0.26% | LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.26% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.26% | ORACLE CORP 02.6500 07/15/2026 | 0.26% | STACR 2016-HQA2 M3 06.8109 11/25/2028 | 0.25% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.24% | SALESFORCE.COM INC 03.7000 04/11/2028 | 0.24% | TREASURY BILL 00.0000 06/18/2020 | 0.24% | JPMCC 2011-C3 F P/P 144A 05.8528 02/15/2046 | 0.23% | CFCRE 2011-C2 E P/P 144A 05.9327 12/15/2047 | 0.23% | GSMS 2014-GC18 C 05.1564 01/10/2047 | 0.22% | CAS 2018-C04 2M2 04.2109 12/25/2030 | 0.22% | ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.22% | JPMCC 2012-C6 E P/P 144A 05.3289 05/15/2045 | 0.22% | 2.00 R ISWP FWD US0003M P 03/18/2050 | 0.22% | MICROSOFT CORP 02.4000 08/08/2026 | 0.22% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.22% | HSBC HOLDINGS PLC USD 06.3750 12/29/2049 | 0.21% | FHLMC FR30 ZA4291 UMBS 03.5000 08/01/2043 | 0.21% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.21% | GNR 2019-83 SW IO 04.4423 07/20/2049 | 0.21% | GNR 2016-H02 HI IO 02.2414 01/20/2066 | 0.21% | CAS 2017-C07 1EB2 02.6609 05/25/2030 | 0.20% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.20% | FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.20% | FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.20% | GNR 2019-83 JS IO 04.4423 07/20/2049 | 0.20% | BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.20% | CAS 2020-R01 1M2 03.7421 01/25/2040 | 0.20% | GNR 2012-149 GS IO 04.5423 12/20/2042 | 0.20% | FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.20% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.20% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.20% | FNR 2017-108 SA IO 04.4891 01/25/2048 | 0.20% | GSMS 2010-C1 D P/P 144A 06.1975 08/10/2043 | 0.20% | GNMA GII30 BD1731 03.5000 01/20/2048 | 0.20% | MICROSOFT CORP 03.7000 08/08/2046 | 0.20% | WFRBS 2014-C22 XA IO 00.9569 09/15/2057 | 0.19% | WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 | 0.19% | CSAIL 2015-C1 D P/P 144A 03.9142 04/15/2050 | 0.19% | GNR 2019-H02 DI IO 02.6439 11/20/2068 | 0.19% | GSMS 2014-GC24 D P/P 144A 04.6652 09/10/2047 | 0.19% | SWPTN 1YX10Y R 2.027 USD 07/17/2020 BA | 0.19% | GNMA GII30 BE1441 03.5000 11/20/2047 | 0.18% | US BANCORP 03.0000 07/30/2029 | 0.18% | GSMS 2014-GC22 XA IO 01.1416 06/10/2047 | 0.18% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.18% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.18% | SPST 2018-8 A 02.3594 02/24/2020 | 0.18% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.18% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.18% | ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.18% | BSCMS 2007-T26 AJ 05.5613 01/12/2045 | 0.18% | CAS 2017-C01 1M2 05.2109 07/25/2029 | 0.18% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.18% | FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.18% | STACR 2019-DNA1 M2 04.3109 01/25/2049 | 0.18% | AT&T INC 04.1000 02/15/2028 | 0.18% | FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.18% | FNR 2018-94 SA IO 04.4391 01/25/2049 | 0.18% | BMIR 2018-2A M1B P/P 144A 03.0109 08/25/2028 | 0.17% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.17% | FNR 2016-91 AS IO 04.4391 12/25/2046 | 0.17% | STACR 2019-DNA1 B1 06.3109 01/25/2049 | 0.17% | GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.17% | JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.17% | FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.17% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.17% | APPLE INC 04.3750 05/13/2045 | 0.17% | FHMS KG02 X1 IO 01.1440 08/25/2029 | 0.17% | FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.17% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.17% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.17% | CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.17% | ZOETIS INC 03.9000 08/20/2028 | 0.17% | FHMR 2020-RR02 DX IO 01.8158 01/01/2050 | 0.16% | UNITED TECHNOLOGIES CORP 04.1250 11/16/2028 | 0.16% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.16% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.16% | FISERV INC 04.2000 10/01/2028 | 0.16% | BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.16% | JPMCC 2012-C8 D P/P 144A 04.8040 10/15/2045 | 0.16% | EQUINIX INC 03.2000 11/18/2029 | 0.16% | GNMA GII30 BF6125 04.0000 02/20/2048 | 0.16% | TREASURY BILL 00.0000 02/20/2020 | 0.16% | CIT GROUP INC. 05.2500 03/07/2025 | 0.16% | AT&T INC 04.3000 02/15/2030 | 0.16% | FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.16% | EOG RESOURCES INC 04.1500 01/15/2026 | 0.16% | JPMBB 2013-C14 E P/P 144A 04.8586 08/15/2046 | 0.16% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.16% | CAS 2018-C05 1M2 04.0109 01/25/2031 | 0.16% | COMCAST CORP 03.1500 03/01/2026 | 0.16% | GNR 2014-H07 BI IO 01.4956 05/20/2064 | 0.16% | STACR 2014-DN4 M3 06.2109 10/25/2024 | 0.16% | VERIZON COMM 04.6720 03/15/2055 | 0.15% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.15% | CGCMT 2014-GC19 X IO 01.3215 03/10/2047 | 0.15% | FHR 4738 QS IO 04.5238 12/15/2047 | 0.15% | GNR 2017-H08 NI IO 02.1671 03/20/2067 | 0.15% | GNR 2017-H14 EI IO 01.5180 06/20/2067 | 0.15% | SPST 2019-WL1 A 02.3109 08/25/2052 | 0.15% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.15% | DBUBS 2011-LC3A D P/P 144A 05.5121 08/10/2044 | 0.15% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.15% | MSC 2016-UB12 XA IO 00.9128 12/15/2049 | 0.15% | EMIR 2018-1 M1 03.3609 11/25/2028 | 0.15% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.15% | GNMA GII30 BD1729 03.5000 01/20/2048 | 0.15% | GNR 2014-H11 GI IO 01.5030 06/20/2064 | 0.15% | AT&T INC 04.7500 05/15/2046 | 0.15% | CIT BANK NA 02.9690 09/27/2025 | 0.15% | COMM 2014-CR19 D P/P 144A 04.9054 08/10/2047 | 0.15% | GNR 2018-155 SE IO 04.4423 11/20/2048 | 0.15% | OMIR 2018-1A M2 04.5109 07/25/2028 | 0.15% | 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.15% | COMCAST CORP 03.4000 07/15/2046 | 0.14% | GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.14% | JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.14% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.14% | UBSCM 2012-C1 C P/P 144A 05.7559 05/10/2045 | 0.14% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.14% | AT&T INC. 03.8000 02/15/2027 | 0.14% | INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.14% | BACM 2005-1 B 05.6868 11/10/2042 | 0.14% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.14% | UBSCM 2012-C1 D P/P 144A 05.7559 05/10/2045 | 0.14% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.14% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.14% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.14% | WEC ENERGY GROUP INC 04.0224 05/15/2067 | 0.14% | GNR 2015-H13 AI IO 02.6293 06/20/2065 | 0.14% | GNR 2017-H12 QI IO 02.3143 05/20/2067 | 0.14% | TOTAL CAPITAL INTL SA USD 02.8290 01/10/2030 | 0.14% | UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.14% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.13% | UBSC 2011-C1 D P/P 144A 06.2521 01/10/2045 | 0.13% | WFRBS 2013-C14 XA IO 00.8642 06/15/2046 | 0.13% | ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.13% | BPCE SA P/P 144A 04.5000 03/15/2025 | 0.13% | BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.13% | JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.13% | TRUIST FIN CORP 04.8000 12/31/2099 | 0.13% | FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.13% | GNR 2019-44 SA IO 04.3923 04/20/2049 | 0.13% | JPMBB 2014-C22 XA IO 00.9876 09/15/2047 | 0.13% | SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.13% | UBSCM 2017-C7 XA IO 01.2098 12/15/2050 | 0.13% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.13% | ARRW 2019-3 M1 04.2040 10/25/2048 | 0.13% | STACR 2018-DNA2 B1 05.3609 12/25/2030 | 0.13% | GSMS 2013-GC13 XA IO 00.1104 07/10/2046 | 0.13% | VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.13% | STACR 2014-DN2 M3 05.2609 04/25/2024 | 0.13% | CAS 2017-C01 1B1 07.4109 07/25/2029 | 0.12% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.12% | GNR 2017-H10 MI IO 01.7981 04/20/2067 | 0.12% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.12% | WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.12% | BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.12% | ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.12% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.12% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.12% | SAIL 2004-10 A10 02.5609 11/25/2034 | 0.12% | WFCM 2015-LC20 XB IO 00.6325 04/15/2050 | 0.12% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.12% | WFCM 2014-LC16 XA IO 01.2726 08/15/2050 | 0.12% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.12% | CAS 2019-HRP1 M2 03.8109 11/25/2039 | 0.12% | GNMA GII30 BG6110 04.0000 05/20/2048 | 0.12% | VERIZON COMMUNICATIONS 02.6250 08/15/2026 | 0.12% | CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.12% | COMM 2014-UBS6 XA IO 01.0445 12/10/2047 | 0.12% | MCAS 2019-01 M10 P/P 144A 04.9109 10/15/2049 | 0.12% | CAS 2015-C03 2M2 06.6609 07/25/2025 | 0.12% | SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.12% | FISERV INC 03.5000 07/01/2029 | 0.12% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.12% | CSMC 2016-NXSR XA IO 00.9238 12/15/2049 | 0.11% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.11% | GNR 2014-131 BS IO 04.5304 09/16/2044 | 0.11% | JPMCC 2007-CB20 E P/P 144A 06.3745 02/12/2051 | 0.11% | GNR 2011-17 S IO 04.3923 02/20/2041 | 0.11% | GNR 2016-H06 AI IO 02.6899 02/20/2066 | 0.11% | AIR LEASE CORP 03.2500 10/01/2029 | 0.11% | AMAZON.COM INC 04.0500 08/22/2047 | 0.11% | GNR 2017-H09 DI IO 01.9426 03/20/2067 | 0.11% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.11% | GNR 2019-21 SJ IO 04.3923 02/20/2049 | 0.11% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.11% | FHR 4912 PS IO 04.3738 09/25/2049 | 0.11% | GNMA GII30 BE1437 03.5000 11/20/2047 | 0.11% | CIGNA CORP 03.7500 07/15/2023 | 0.11% | MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.11% | MSBAM 2013-C13 XB IO P/P 144A 00.1520 11/15/2046 | 0.11% | FHR 3852 NT 04.3238 05/15/2041 | 0.11% | TREASURY BILL 00.0000 04/23/2020 | 0.11% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.11% | CAS 2017-C07 1B1 05.6609 05/25/2030 | 0.11% | FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.11% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.11% | GNMA GII30 BE1440 03.5000 11/20/2047 | 0.11% | GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.11% | GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.11% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.11% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.10% | COOPERATIEVE RABOBANK UA USD 04.6250 12/01/2023 | 0.10% | FHR 3065 DC 14.8313 03/15/2035 | 0.10% | GNR 2016-H14 IO IO 01.7111 06/20/2066 | 0.10% | GNR 2015-H12 EI IO 01.7319 04/20/2065 | 0.10% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.10% | STACR 2014-HQ2 M3 05.4109 09/25/2024 | 0.10% | VIACOMCBS INC 04.2000 06/01/2029 | 0.10% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.10% | STACR 2013-DN2 M2 05.9109 11/25/2023 | 0.10% | AMGEN INC 04.6630 06/15/2051 | 0.10% | TREASURY BILL 00.0000 05/21/2020 | 0.10% | UBSBB 2012-C2 XA IO P/P 144A 01.4639 05/10/2063 | 0.10% | FHR 3408 EK 19.0481 04/15/2037 | 0.10% | GNR 2016-H11 HI IO 02.0999 01/20/2066 | 0.10% | OSHKOSH CORP 04.6000 05/15/2028 | 0.10% | 1.688 R ISWP US0003M P 01/31/2030 | 0.10% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.10% | MSBAM 2013-C7 XA IO 01.4834 02/15/2046 | 0.10% | STACR 2018-DNA2 M2 03.8109 12/25/2030 | 0.10% | GNR 2015-H12 GI IO 01.8293 05/20/2065 | 0.10% | AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.10% | GNR 2015-H04 AI IO 01.5939 12/20/2064 | 0.10% | MSC 2011-C3 E P/P 144A 05.4193 07/15/2049 | 0.10% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.10% | COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.10% | CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.10% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.10% | JPMCC 2011-C3 D P/P 144A 05.8528 02/15/2046 | 0.10% | LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.10% | NHEL 2004-2 M4 03.4609 09/25/2034 | 0.10% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.10% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.10% | STACR 2018-DNA1 M2 03.4609 07/25/2030 | 0.10% | COMM 2013-CR11 XA IO 01.0911 08/10/2050 | 0.09% | TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.09% | MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.09% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.09% | JPMCC 2016-JP2 XA IO 01.9755 08/15/2049 | 0.09% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.09% | AXA SA P/P 144A 06.3790 12/29/2049 | 0.09% | MSBAM 2013-C10 F P/P 144A 04.2172 07/15/2046 | 0.09% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.09% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.09% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.09% | FHR 4839 AS IO 04.3738 06/15/2042 | 0.09% | GNMA GII30 AY2298 04.7000 05/20/2067 | 0.09% | HCA INC 04.1250 06/15/2029 | 0.09% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.09% | WFRBS 2012-C10 XA IO P/P 144A 01.6857 12/15/2045 | 0.09% | AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.09% | BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.09% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.09% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.09% | FNR 2006-8 HP 18.4768 03/25/2036 | 0.09% | FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.09% | GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.09% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.09% | WFRBS 2012-C7 D P/P 144A 04.9675 06/15/2045 | 0.09% | BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.09% | GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.09% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.09% | FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.08% | GSMS 2013-GC10 XA IO 01.6479 02/10/2046 | 0.08% | MICROCHIP TECH INC 04.3330 06/01/2023 | 0.08% | SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.08% | MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.08% | MSBAM 2015-C26 XA IO 01.1742 10/15/2048 | 0.08% | UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.08% | APPLE INC 03.4500 05/06/2024 | 0.08% | COMM 2014-LC15 XA IO 01.2626 04/10/2047 | 0.08% | GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.08% | GNR 2015-H12 AI IO 01.8886 05/20/2065 | 0.08% | ALPHABET INC 01.9980 08/15/2026 | 0.08% | COMM 2015-CR23 XA IO 01.0638 05/10/2048 | 0.08% | GNR 2015-H25 AI IO 01.6409 09/20/2065 | 0.08% | CAS 2017-C01 1EB1 02.9109 07/25/2029 | 0.08% | MSBAM 2015-C25 XA IO 01.2454 10/15/2048 | 0.08% | ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 | 0.08% | SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.08% | SPST 2019-11 A 02.4094 10/24/2020 | 0.08% | COMM 2013-CR6 D P/P 144A 04.2169 03/10/2046 | 0.08% | GNR 2016-H04 KI IO 02.3377 02/20/2066 | 0.08% | ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.08% | COMM 2014-CR17 D P/P 144A 05.0093 05/10/2047 | 0.08% | GNMA GII30 BD1730 03.5000 01/20/2048 | 0.08% | MSC 2016-BNK2 XA IO 01.2022 11/15/2049 | 0.08% | 1.698 R ISWP US0003M P 01/28/2030 | 0.08% | AON PLC USD 04.2500 12/12/2042 | 0.08% | CSAIL 2015-C1 C 04.4142 04/15/2050 | 0.08% | ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.08% | RMIR 2018-1 M2 04.2100 03/25/2028 | 0.08% | STACR 2018-HQA1 M2 03.9609 09/25/2030 | 0.08% | CARR 2006-NC2 A4 01.9009 06/25/2036 | 0.08% | MSBAM 2013-C12 XA IO 00.7631 10/15/2046 | 0.08% | VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.08% | WFRBS 2014-C24 XA IO 00.9867 11/15/2047 | 0.08% | CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.08% | CWALT 2007-OA6 A1A 01.8009 06/25/2037 | 0.08% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.08% | COMM 2014-CR19 XA IO 01.1899 08/10/2047 | 0.08% | ECOLAB INC 03.2500 12/01/2027 | 0.08% | JPMBB 2014-C19 D P/P 144A 04.8348 04/15/2047 | 0.08% | WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.08% | FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.07% | FNR 2005-122 SE 17.2869 11/25/2035 | 0.07% | GNMA GII30 BB3019 03.5000 11/20/2047 | 0.07% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.07% | GNR 2015-H25 CI IO 01.9149 10/20/2065 | 0.07% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.07% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.07% | GNMA GII30 BB3013 03.5000 11/20/2047 | 0.07% | NRG P/P 144A 03.7500 06/15/2024 | 0.07% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.07% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.07% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.07% | CBRE SERVICES INC 04.8750 03/01/2026 | 0.07% | CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.07% | FHR 3072 SM 04.2533 11/15/2035 | 0.07% | FHR 4176 DI IO 03.0000 12/15/2042 | 0.07% | GNR 2015-H28 DI IO 01.5859 08/20/2065 | 0.07% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.07% | MERCK & CO INC 03.7000 02/10/2045 | 0.07% | SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.07% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.07% | GSMS 2014-GC18 XA IO 01.1820 01/10/2047 | 0.07% | GNR 2016-H27 BI IO 02.5834 12/20/2066 | 0.07% | GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.07% | L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.07% | MSRR 2015-R4 CB1 02.6162 08/26/2047 | 0.07% | WFRBS 2013-C11 XA IO P/P 144A 01.3334 03/15/2045 | 0.07% | AUTONATION INC. 05.5000 02/01/2020 | 0.07% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.07% | GNR 2010-H19 GI IO 01.4498 08/20/2060 | 0.07% | MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.07% | ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.07% | COMCAST CORP 03.9990 11/01/2049 | 0.07% | CAS 2019-R01 2M2 04.1109 07/25/2031 | 0.06% | FHR 4601 PI IO 04.5000 12/15/2045 | 0.06% | FNR 2006-62 PS 29.9347 07/25/2036 | 0.06% | GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.06% | UNITEDHEALTH GROUP INC 02.9500 10/15/2027 | 0.06% | AMAZON.COM INC 03.1500 08/22/2027 | 0.06% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.06% | MSBAM 2013-C11 D P/P 144A 04.4985 08/15/2046 | 0.06% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.06% | GNR 2015-H15 JI IO 02.0062 06/20/2065 | 0.06% | MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.06% | S&P GLOBAL INC 04.4000 02/15/2026 | 0.06% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.06% | CITIGROUP INC 03.6680 07/24/2028 | 0.06% | FNR 2011-4 CS 09.5782 05/25/2040 | 0.06% | FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.06% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.06% | VIACOMCBS INC 04.6000 01/15/2045 | 0.06% | WFRBS 2012-C9 XB IO P/P 144A 00.8755 11/15/2045 | 0.06% | FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.06% | GNR 2016-H24 JI IO 02.2624 11/20/2066 | 0.06% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.06% | UBSBB 2013-C6 XA IO P/P 144A 01.2621 04/10/2046 | 0.06% | GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.06% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% | UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.06% | WFRBS 2012-C9 XA IO P/P 144A 02.0553 11/15/2045 | 0.06% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.06% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.06% | GNR 2015-H16 XI IO 02.6425 07/20/2065 | 0.06% | RMIR 2019-1 M2 P/P 144A 04.8609 02/25/2029 | 0.06% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.06% | SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.06% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% | GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.06% | GNR 2014-H08 CI IO 01.5174 03/20/2064 | 0.06% | JPMCC 2013-C16 XA IO 01.1021 12/15/2046 | 0.06% | WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.06% | FNR 2007-53 SP 18.1101 06/25/2037 | 0.06% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.06% | GNR 2015-H09 BI IO 01.7244 03/20/2065 | 0.06% | HMIR 2018-1 M1 P/P 144A 03.2609 10/25/2028 | 0.06% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.06% | GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.06% | GSMS 2013-GC12 XA IO 01.5556 06/10/2046 | 0.06% | JPMCC 2013-LC11 X IO 01.3971 04/15/2046 | 0.06% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.06% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.06% | ALLERGAN FUNDING SCS USD 03.8000 03/15/2025 | 0.05% | CAS 2019-R05 1M2 03.6609 07/25/2039 | 0.05% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.05% | GENERAL MOTORS COMPANY 04.8750 10/02/2023 | 0.05% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.05% | OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.05% | CFCRE 2011-C2 D P/P 144A 05.9327 12/15/2047 | 0.05% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% | FNR 2005-106 JC 14.9740 12/25/2035 | 0.05% | FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.05% | GNR 2015-H10 CI IO 01.8408 04/20/2065 | 0.05% | JPMORGAN CHASE & CO 02.9099 05/15/2047 | 0.05% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% | MSBAM 2014-C17 XA IO 01.2669 08/15/2047 | 0.05% | D.R. HORTON INC 05.7500 08/15/2023 | 0.05% | GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.05% | IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.05% | JPMCC 2012-LC9 D P/P 144A 04.5650 12/15/2047 | 0.05% | PFIZER INC 03.0000 12/15/2026 | 0.05% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.05% | ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.05% | CAS 2015-C04 2M2 07.2109 04/25/2028 | 0.05% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.05% | GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.05% | GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.05% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.05% | LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.05% | WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.05% | COMM 2013-CR13 E P/P 144A 05.0520 11/10/2046 | 0.05% | GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.05% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.05% | L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.05% | CCMFC 2004-3A A2 01.9609 08/25/2035 | 0.05% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.05% | CGCMT 2013-GC17 X IO 01.1885 11/10/2046 | 0.05% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% | COMM 2012-LC4 XA IO P/P 144A 02.2866 12/10/2044 | 0.05% | GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.05% | MWST 2019-1 A 02.4609 06/25/2052 | 0.05% | STACR 2018-HQA2 M2 03.9609 10/25/2048 | 0.05% | SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.05% | UBSCM 2012-C1 XA IO P/P 144A 02.2615 05/10/2045 | 0.05% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.05% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.05% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.05% | FHR 4500 GI IO 04.0000 08/15/2045 | 0.05% | FNR 2010-35 SG IO 04.7391 04/25/2040 | 0.05% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.05% | COMM 2012-CR1 D P/P 144A 05.4973 05/15/2045 | 0.05% | STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% | SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.05% | WAMU 2005-AR1 A2B 02.4609 01/25/2045 | 0.05% | COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.04% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% | FHR 4074 KS IO 05.0238 02/15/2041 | 0.04% | GNMA GII30 BB0107 04.7000 08/20/2067 | 0.04% | GNR 2015-H20 AI IO 01.8573 08/20/2065 | 0.04% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.04% | JPMBB 2014-C25 XA IO 01.0059 11/15/2047 | 0.04% | JPMCC 2012-LC9 XA IO 01.6512 12/15/2047 | 0.04% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.04% | AIR LEASE CORP 04.6250 10/01/2028 | 0.04% | CAS 2019-R04 2M2 03.7609 06/25/2039 | 0.04% | FHR 2990 LB 12.6613 06/15/2034 | 0.04% | FNR 2005-75 GS 15.2674 08/25/2035 | 0.04% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.04% | GEORGIA-PACIFIC LLC P/P 144A 05.4000 11/01/2020 | 0.04% | GNMA GII30 AY4779 04.5090 03/20/2067 | 0.04% | GNMA GII30 BA7681 04.6250 06/20/2067 | 0.04% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.04% | ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.04% | CGCMT 2012-GC8 XA IO P/P 144A 01.9327 09/10/2045 | 0.04% | FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.04% | FNR 12-118 PI IO 04.0000 06/25/2042 | 0.04% | KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.04% | KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% | VMWARE INC 03.9000 08/21/2027 | 0.04% | BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.04% | CIT GROUP INC 05.0000 08/01/2023 | 0.04% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.04% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% | GNMA GII30 BP3708 05.0000 08/20/2049 | 0.04% | GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.04% | GNR 2015-H17 CI IO 01.6237 06/20/2065 | 0.04% | METLIFE INC 06.4000 12/15/2036 | 0.04% | MWST 2018-W1 A 02.5109 11/25/2051 | 0.04% | AMGEN INC 02.6000 08/19/2026 | 0.04% | BMIR 2017-1 M1 P/P 144A 03.3609 10/25/2027 | 0.04% | GNMA GII30 BE5936 04.0000 05/20/2048 | 0.04% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% | HCA INC 05.0000 03/15/2024 | 0.04% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.04% | CAS 2017-C06 2M2 04.4609 02/25/2030 | 0.04% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.04% | FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.04% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.04% | QVC INC 04.8500 04/01/2024 | 0.04% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% | BANK OF AMERICA CORP 02.6536 09/15/2026 | 0.04% | CAS 2015-C04 1M2 07.3609 04/25/2028 | 0.04% | FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.04% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.04% | INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.04% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.04% | ORACLE CORP 04.0000 11/15/2047 | 0.04% | STACR 2019-DNA2 B1 06.0109 03/25/2049 | 0.04% | GNR 2015-H01 CI IO 01.6589 12/20/2064 | 0.04% | JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.04% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.04% | CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.04% | ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.04% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.04% | GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.04% | SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.04% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.04% | GNMA GII30 BG4861 04.5000 05/20/2048 | 0.04% | GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.04% | GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.04% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.04% | GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.04% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.04% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.04% | AT&T INC 02.9500 07/15/2026 | 0.03% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.03% | FHR 4663 KI IO 03.5000 11/15/2042 | 0.03% | GNMA GII30 BE5937 04.0000 05/20/2048 | 0.03% | KINDER MORGAN INC 03.1500 01/15/2023 | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.03% | FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.03% | FOX CORP P/P 144A 04.0300 01/25/2024 | 0.03% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | 0.03% | AT&T INC 04.3500 03/01/2029 | 0.03% | CVS HEALTH CORP 03.7000 03/09/2023 | 0.03% | FHR 4132 IP IO 04.5000 11/15/2042 | 0.03% | GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.03% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.03% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.03% | FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.03% | SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.03% | SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | 0.03% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | 0.03% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.03% | FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | STACR 2018-DNA3 B1 05.5609 09/25/2048 | 0.03% | SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.03% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.03% | WFRBS 2011-C5 XA IO P/P 144A 01.8655 11/15/2044 | 0.03% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% | DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.03% | FHR 4182 GI IO 03.0000 01/15/2043 | 0.03% | GNMA GII30 BD3297 03.5000 11/20/2047 | 0.03% | GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.03% | GSMS 2011-GC5 XA IO P/P 144A 01.4960 08/10/2044 | 0.03% | HCA INC 05.5000 06/15/2047 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.03% | COMM 2014-UBS6 C 04.5973 12/10/2047 | 0.03% | FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.03% | FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.03% | GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.03% | GNR 2013-129 SN IO 04.4923 09/20/2043 | 0.03% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.03% | WALT DISNEY COMP 07.7500 01/20/2024 | 0.03% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.03% | STACR 2019-HQA1 M2 04.0109 02/25/2049 | 0.03% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.03% | AES CORP/THE 05.1250 09/01/2027 | 0.03% | FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.03% | JPMBB 2013-C17 XA IO 00.9240 01/15/2047 | 0.03% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.03% | VIACOMCBS INC 02.9000 01/15/2027 | 0.03% | CAS 2019-R02 1B1 05.8109 08/25/2031 | 0.02% | DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% | FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.02% | FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.02% | FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% | GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% | MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | MSC 2012-C4 XA IO P/P 144A 02.2522 03/15/2045 | 0.02% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% | SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.02% | SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.02% | FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.02% | FHR 4183 MI IO 03.0000 02/15/2042 | 0.02% | GNR 2019-121 SD IO 04.3423 10/20/2049 | 0.02% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.02% | 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.02% | FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% | GNMA GII30 BP6877 05.0000 08/20/2049 | 0.02% | GNR 2015-H22 EI IO 01.6374 08/20/2065 | 0.02% | HCA INC 05.2500 06/15/2026 | 0.02% | SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.02% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.02% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% | WFRBS 2011-C4 E P/P 144A 05.3962 06/15/2044 | 0.02% | ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.02% | CAS 2016-C04 1M2 05.9109 01/25/2029 | 0.02% | CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.02% | CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.02% | CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.02% | FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.02% | GNMA GII30 BP2045 05.0000 07/20/2049 | 0.02% | HILTON DOMESTIC 04.8750 01/15/2030 | 0.02% | HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.02% | STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.02% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.02% | FIRSTENERGY CORP 04.8500 07/15/2047 | 0.02% | GNMA GII30 BO3369 05.0000 06/20/2049 | 0.02% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% | BGC PARTNERS INC 05.1250 05/27/2021 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% | CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.02% | ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% | FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.02% | FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.02% | BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.02% | FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.02% | GNR 2013-34 PI IO 04.5000 08/20/2039 | 0.02% | IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.02% | 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.02% | BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.02% | CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% | ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.02% | CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.02% | FHR 2976 LC 18.2738 05/15/2035 | 0.02% | FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | GNMA GII30 BO5417 05.0000 06/20/2049 | 0.02% | IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.02% | SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.02% | GNMA GII30 BO4634 05.0000 06/20/2049 | 0.01% | GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% | IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% | SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.01% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.01% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.01% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.01% | AUTONATION INC 04.5000 10/01/2025 | 0.01% | FHR 4018 DI IO 04.5000 07/15/2041 | 0.01% | FNMA FN30 BC5322 UMBS 03.5000 03/01/2046 | 0.01% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% | GNR 2017-6 DI IO 03.5000 01/20/2044 | 0.01% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% | GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.01% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% | IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% | SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% | FHR 3300 PO PO 00.0000 02/15/2037 | 0.01% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.01% | SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% | AMERICAN TOWER CORP 03.3750 10/15/2026 | 0.01% | CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% | CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.01% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% | FNR 2005-83 QP 13.0757 11/25/2034 | 0.01% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% | GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.01% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.01% | TREASURY BILL 00.0000 04/09/2020 | 0.01% | VIACOMCBS INC 04.0000 01/15/2026 | 0.01% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.01% | FHR 3391 PO PO 00.0000 04/15/2037 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% | SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% | SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.01% | THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.01% | BERKSHIRE HATHAWAY ENERG 06.5000 09/15/2037 | 0.01% | CITIGROUP INC 04.7500 05/18/2046 | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% | FIRSTENERGY CORP 03.9000 07/15/2027 | 0.01% | GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.01% | SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.01% | SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.01% | COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.01% | FNMA FN30 BA5236 UMBS 03.5000 12/01/2045 | 0.01% | HARTFORD FINL SVCS GRP 06.6250 03/30/2040 | 0.01% | IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% | IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.01% | PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.01% | APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.01% | COMCAST CORP 06.5000 11/15/2035 | 0.01% | FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% | FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.01% | FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.01% | FNS 372 1 PO 00.0000 08/25/2036 | 0.01% | PACIFICORP 06.2500 10/15/2037 | 0.01% | SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.01% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% | CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% | SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS | 0.00% | SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% | TREASURY BILL 00.0000 05/14/2020 | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | EQUINOR ASA USD 05.1000 08/17/2040 | 0.00% | FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% | FNMA FN30 953612 05.0000 03/01/2038 | 0.00% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% | PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% | SABMILLER HLDG INC 04.9500 01/15/2042 | 0.00% | BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 | 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 JP | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 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.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% | SASC 2006-AM1 A4 01.8209 04/25/2036 | 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11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% | IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.00% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.01% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.01% | 1.5095 R ISWP FWD US0003M P 08/28/2030 | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% | SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.01% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.01% | 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | 1.744 R ISWP US0003M P 01/08/2030 | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.02% | SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% | IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.02% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.02% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.02% | SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.02% | SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% | IOS.FN30.500.08 P USL1M R 01/12/39 CS | -0.02% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% | 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.03% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.03% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.03% | 1.50 R ISWP US0003M P 09/30/2024 | -0.03% | 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.03% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.03% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.04% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.04% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.04% | SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | -0.04% | IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.04% | 1.98 R ISWP FWD US0003M P 03/18/2050 | -0.04% | 1.53 R ISWP US0003M P 10/01/2024 | -0.04% | 1.771 R ISWP US0003M P 01/16/2030 | -0.04% | 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.04% | IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.04% | SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | -0.04% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.04% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.04% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.04% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.05% | 1.8252 R ISWP US0003M P 12/17/2029 | -0.05% | SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.05% | SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.05% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.05% | 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.06% | SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.06% | SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.06% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% | 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.07% | SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.07% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.07% | 1.625 R ISWP FWD US0003M P 03/18/2025 | -0.08% | 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.08% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.08% | 2.6785 R ISWP US0003M P 02/13/2029 | -0.09% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.10% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.10% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.10% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% | 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.10% | 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.11% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.11% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.11% | SWPTN 1YX10Y P 2.027 USD 07/17/2020 BA | -0.12% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.12% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.14% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.18% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.18% | 2.098 R ISWP FWD US0003M P 03/04/2030 | -0.18% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.19% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.19% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.20% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.20% | 1.60 R ISWP FWD US0003M P 03/18/2022 | -0.20% | 2.44 R ISWP FWD US0003M P 03/26/2030 | -0.21% | 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.24% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.26% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.26% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.26% | SWPTN 1YX10Y R 2.715 USD 02/27/2020 MS | -0.28% | SWPTN 1YX10Y R 2.7225 USD 02/18/2020 MS | -0.28% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.32% | SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS | -0.32% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.32% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -0.48% | 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.78% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -2.91% |
Sector Weightings as of 04/30/20
| Cash Investment | Non-Cash Investment | Total Portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread Duration | Weight | Spread Duration | Weight | Spread Duration | |
| Agency pass-through | 10.66% | 0.47 | 27.94% | 0.83 | 38.60% | 1.30 |
| Investment-grade corporate bonds | 25.26% | 2.09 | 0.00% | 0.00 | 25.26% | 2.09 |
| Net cash | 24.83% | 0.00 | 0.00% | 0.00 | 24.83% | 0.00 |
| Commercial MBS | 12.99% | 0.31 | 11.80% | 0.19 | 24.79% | 0.50 |
| Agency CMO | 14.05% | 0.45 | 0.32% | 0.01 | 14.37% | 0.46 |
| Residential MBS (non-agency) | 9.50% | 0.26 | 0.00% | 0.00 | 9.50% | 0.26 |
| Asset-backed securities (ABS) | 2.09% | 0.03 | 0.00% | 0.00 | 2.09% | 0.03 |
| High-yield corporate bonds | 0.62% | 0.03 | 0.00% | 0.00 | 0.62% | 0.03 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | 0.13 | 0.00% | 0.13 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | 1.15 | 0.00% | 1.15 |
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-backed investments, unlike traditional debt investments, are also 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. 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). The fund may have to invest the proceeds from prepaid investments, including mortgage-backed investments, in other investments with less attractive terms and yields. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. 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, industry, or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. 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.
Country Allocation as of 04/30/20
| United States | 95.11% |
|---|---|
| Canada | 1.08% |
| Bermuda | 0.99% |
| United Kingdom | 0.80% |
| France | 0.53% |
| Netherlands | 0.43% |
| Spain | 0.27% |
| Luxembourg | 0.20% |
| Switzerland | 0.20% |
| Other | 0.39% |
0
Expenses
Sales Charges/Fees
| Breakpoint | Sales Charge | Dealer Allowance | CDSC Liab |
|---|---|---|---|
| $0 - $0 | 0.00% | 0.00% | N |
CDSC
| Year | Percent |
|---|---|
| 1 | 8.00% |
| 2 | 8.00% |
| 3 | 8.00% |
| 4 | 7.00% |
| 5 | 6.00% |
| 6 | 5.00% |
| 7 | 4.00% |
| 8 | 3.00% |
| 9+ | 0.00% |