‡ 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)
- Andrew Benson (Investing since 2008)
- Brett S. Kozlowski, CFA (Investing since 1997)
Daily pricing as of 07/01/22
| with optional enhanced death benefits | ||
|---|---|---|
| Unit Value | $17.688129 | $17.097326 |
| Unit Value Change | 0.100072 | 0.09666 |
Lipper ranking ‡ as of 05/31/22
Category: Core Bond Funds
| Percentile ranking | Rank/Funds in category | |
|---|---|---|
| 10 yrs. | 15% | 12/83 |
| 1 yr. | 93% | 107/115 |
| 3 yrs. | 100% | 112/112 |
| 5 yrs. | 64% | 67/105 |
Quick facts as of 05/31/22
| Fiscal Year End | December |
| Asset Class | Putnam Allstate Advisor Plus |
| Subaccount Status | Open to new investors |
| Number of issues | 1321 |
| Turnover (fiscal year end) | 800% |
| Net Assets | $184M |
| Inception Date | 02/01/88 |
Performance
Performance as of 06/30/22
| Annualized Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
|---|---|---|---|---|---|---|---|
| Restated performance | |||||||
| Unit Value | -6.21% | -11.14% | -13.70% | -3.77% | -1.02% | 0.42% | 3.70% |
| Standardized | -13.71% | -18.24% | -20.61% | -6.41% | -2.23% | 0.42% | 3.70% |
| With optional enhanced death benefit | |||||||
| Unit Value | -6.25% | -11.20% | -13.83% | -3.91% | -1.16% | 0.27% | 3.55% |
| Standardized | -13.75% | -18.31% | -20.73% | -6.55% | -2.38% | 0.27% | 3.55% |
| Actual performance | |||||||
| Unit Value | -6.21% | -11.14% | -13.70% | -3.77% | -1.02% | 0.42% | 2.58% |
| Standardized | -13.71% | -18.24% | -20.61% | -6.41% | -2.23% | 0.42% | 2.58% |
| With optional enhanced death benefit | |||||||
| Unit Value | -6.25% | -11.20% | -13.83% | -3.91% | -1.16% | 0.27% | 2.43% |
| Standardized | -13.75% | -18.31% | -20.73% | -6.55% | -2.38% | 0.27% | 2.43% |
Annual Performance at NAV
| 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 |
|---|---|---|---|---|---|---|---|---|---|
| 8.97% | 0.24% | 4.75% | -3.04% | 0.37% | 3.91% | -1.41% | 10.10% | 4.04% | -6.11% |
| With optional enhanced death benefit | |||||||||
| 8.80% | 0.09% | 4.59% | -3.18% | 0.22% | 3.75% | -1.56% | 9.94% | 3.88% | -6.25% |
Restated performance
Monthly as of 06/30/22 |
|
|---|---|
| Unit Value | -2.15% |
| Standardized | -9.98% |
YTD as of 07/01/22 |
|
|---|---|
| Unit Value | -10.63% |
| Standardized | -17.78% |
With optional enhanced death benefit
Monthly as of 06/30/22 |
|
|---|---|
| Unit Value | -2.16% |
| Standardized | -9.99% |
YTD as of 07/01/22 |
|
|---|---|
| Unit Value | -10.70% |
| Standardized | -17.84% |
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 05/31/22
| Avg. Eff. Maturity | 9.58 |
| Avg. Eff. Duration | 6.39 |
| Avg. Coupon | 5.07 |
| Avg. Yield to Maturity | 9.49 |
| Alpha (%) | -- |
| Beta | 1.01 |
| R Squared | 0.74 |
| Standard Deviation (3 yrs.) | 5.23 |
Maturity Details
| 0 to 1 yr. | -13.22% |
| 1 to 5 yrs. | 45.07% |
| 5 to 10 yrs. | 59.23% |
| 10 to 15 yrs. | 3.24% |
| Over 15 yrs. | 5.68% |
Quality Ratings
| AAA | 76.92% |
| AA | 6.08% |
| A | 14.32% |
| BBB | 23.05% |
| BB | 4.66% |
| B | 3.30% |
| CCC and Below | 2.41% |
| Not Rated | -30.74% |
Holdings
| Fnma Fn30 Tba Umbs 04.5000 07/01/2052 | 11.06% |
| Fnma Fn30 Tba Umbs 04.5000 06/01/2052 | 9.98% |
| Fnma Fn30 Tba Umbs 03.0000 07/01/2052 | 7.26% |
| Fnma Fn30 Tba Umbs 04.0000 06/01/2052 | 3.82% |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2052 | 3.26% |
| Gnma Gii30 Tba 03.5000 06/01/2052 | 3.24% |
| Fnma Fn30 Tba Umbs 05.0000 07/01/2052 | 1.68% |
| Fnma Fn30 Tba Umbs 02.0000 06/01/2052 | 1.45% |
| Bf0101 03.5000 06/01/2056 | 0.80% |
| Banco Santander Usd 05.1790 11/19/2025 | 0.78% |
| Top 10 holdings, total: | 43.32% |
| Top 10 holdings as of 05/31/22 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 04.5000 07/01/2052 | 11.06% |
| 2: Fnma Fn30 Tba Umbs 04.5000 06/01/2052 | 9.98% |
| 3: Fnma Fn30 Tba Umbs 03.0000 07/01/2052 | 7.26% |
| 4: Fnma Fn30 Tba Umbs 04.0000 06/01/2052 | 3.82% |
| 5: Fnma Fn30 Tba Umbs 04.0000 07/01/2052 | 3.26% |
| 6: Gnma Gii30 Tba 03.5000 06/01/2052 | 3.24% |
| 7: Fnma Fn30 Tba Umbs 05.0000 07/01/2052 | 1.68% |
| 8: Fnma Fn30 Tba Umbs 02.0000 06/01/2052 | 1.45% |
| 9: Bf0101 03.5000 06/01/2056 | 0.80% |
| 10: Banco Santander Usd 05.1790 11/19/2025 | 0.78% |
| Holdings represent 43.32% of portfolio | |
| Top 10 holdings as of 04/30/22 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 04.5000 06/01/2052 | 22.23% |
| 2: Fnma Fn30 Tba Umbs 03.0000 06/01/2052 | 7.05% |
| 3: Fnma Fn30 Tba Umbs 04.0000 06/01/2052 | 6.90% |
| 4: Gnma Gii30 Tba 03.5000 05/01/2052 | 3.14% |
| 5: Fnma Fn30 Tba Umbs 02.0000 06/01/2052 | 1.41% |
| 6: Bf0101 03.5000 06/01/2056 | 0.78% |
| 7: Banco Santander Usd 05.1790 11/19/2025 | 0.78% |
| 8: Trk 2019-2 A2 04.2128 09/25/2022 | 0.60% |
| 9: Cas 2022-R02 2m2 03.2887 01/25/2042 | 0.57% |
| 10: Fnma Fn30 Tba Umbs 06.0000 05/01/2052 | 0.56% |
| Holdings represent 44.04% of portfolio | |
| Top 10 holdings as of 03/31/22 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 04.0000 05/01/2052 | 14.60% |
| 2: Fnma Fn30 Tba Umbs 03.0000 05/01/2052 | 6.01% |
| 3: Fnma Fn30 Tba Umbs 03.0000 06/01/2052 | 4.99% |
| 4: Fnma Fn30 Tba Umbs 03.5000 05/01/2052 | 4.61% |
| 5: Gnma Gii30 Tba 03.5000 04/01/2052 | 3.09% |
| 6: Fnma Fn30 Tba Umbs 02.0000 05/01/2052 | 2.38% |
| 7: Fnma Fn30 Tba Umbs 04.5000 05/01/2052 | 2.12% |
| 8: Fnr 2021-77 I Io 04.0000 11/25/2051 | 0.81% |
| 9: Bf0101 03.5000 06/01/2056 | 0.80% |
| 10: Fnr 2020-70 Sd Io 05.7934 10/25/2050 | 0.58% |
| Holdings represent 39.99% of portfolio | |
| Top 10 holdings as of 02/28/22 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 03.0000 03/01/2052 | 13.94% |
| 2: Fnma Fn30 Tba Umbs 04.0000 03/01/2052 | 7.72% |
| 3: Fnma Fn30 Tba Umbs 03.5000 03/01/2052 | 6.60% |
| 4: Gnma Gii30 Tba 03.5000 03/01/2052 | 3.05% |
| 5: Fnma Fn30 Tba Umbs 02.0000 03/01/2052 | 2.36% |
| 6: Fnma Fn30 Tba Umbs 04.5000 03/01/2052 | 2.08% |
| 7: Bf0101 03.5000 06/01/2056 | 0.80% |
| 8: Fnr 2021-77 I Io 04.0000 11/25/2051 | 0.75% |
| 9: Fnr 2020-70 Sd Io 06.0631 10/25/2050 | 0.58% |
| 10: Trk 2019-2 A2 04.2128 09/25/2022 | 0.55% |
| Holdings represent 38.43% of portfolio | |
| FNMA FN30 TBA UMBS 04.5000 07/01/2052 | 11.06% | FNMA FN30 TBA UMBS 04.5000 06/01/2052 | 9.98% | US 5YR NOTE (CBT) SEP22 FVU2 | 8.00% | FNMA FN30 TBA UMBS 03.0000 07/01/2052 | 7.26% | FNMA FN30 TBA UMBS 04.0000 06/01/2052 | 7.09% | US ULTRA BOND CBT SEP22 WNU2 | 6.11% | US 10YR NOTE (CBT)SEP22 TYU2 | 5.79% | TREASURY BILL 00.0000 06/23/2022 | 3.27% | GNMA GII30 TBA 03.5000 06/01/2052 | 3.24% | TREASURY BILL 00.0000 06/09/2022 | 2.94% | US LONG BOND(CBT) SEP22 USU2 | 2.20% | FNMA FN30 TBA UMBS 05.0000 07/01/2052 | 1.68% | US 10YR ULTRA FUT SEP22 UXYU2 | 1.68% | TREASURY BILL 00.0000 06/21/2022 | 1.58% | TREASURY BILL 00.0000 06/14/2022 | 1.47% | FNMA FN30 TBA UMBS 02.0000 06/01/2052 | 1.45% | 1.285 R ISWP SOFRRATE P 12/24/2031 | 1.08% | TREASURY BILL 00.0000 06/28/2022 | 1.04% | 1.85 R ISWP FWD SOFR P 06/15/2027 | 0.94% | BF0101 03.5000 06/01/2056 | 0.80% | BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.78% | TRK 2019-2 A2 04.2128 09/25/2022 | 0.61% | SWPTN 8YX10Y P 3.312 USD 11/27/2028 BA | 0.57% | FNMA FN30 TBA UMBS 06.0000 06/01/2052 | 0.57% | FNMA FN30 TBA UMBS 05.5000 06/01/2052 | 0.57% | GNMA GII30 TBA 04.5000 06/01/2052 | 0.56% | CAS 2022-R02 2M2 03.5845 01/25/2042 | 0.55% | CITIGROUP INC 04.4500 09/29/2027 | 0.55% | FNR 2020-70 SD IO 05.2443 10/25/2050 | 0.54% | GNMA GII30 TBA 03.0000 06/01/2052 | 0.53% | FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.51% | FHR 5050 IM IO 03.5000 10/25/2050 | 0.49% | COMM 2014-CR17 C 04.7835 05/10/2047 | 0.49% | WAMU 2005-AR13 A1C4 01.8657 10/25/2045 | 0.47% | GNR 2020-186 DI IO 03.0000 12/20/2050 | 0.46% | FHR 5070 AI IO 03.5000 02/25/2051 | 0.44% | FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.44% | FHS 315 PO PO 00.0000 09/15/2043 | 0.44% | FNR 2020-93 WI IO 05.0000 06/25/2050 | 0.44% | 1.6545 R ISWP SOFR P 02/01/2052 | 0.43% | MRAIT 2020-2 A2 02.0000 08/15/2022 | 0.43% | FHR 5140 BI IO 03.5000 09/25/2051 | 0.42% | MCAS 2019-01 M10 144A 04.2557 10/15/2049 | 0.42% | WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.40% | MORGAN STANLEY 04.3750 01/22/2047 | 0.40% | CGCMT 2012-GC8 B 144A 04.2850 09/10/2045 | 0.39% | STAR 2020-2 A2 03.9700 04/25/2060 | 0.39% | WESTLAKE CORP 03.6000 08/15/2026 | 0.39% | FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.38% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.36% | FHR 4945 SL IO 05.0443 01/25/2050 | 0.36% | STACR 2019-FTR2 M2 03.1557 11/25/2048 | 0.36% | FHR 5019 MI IO 04.0000 10/25/2050 | 0.36% | STACR 2019-DNA2 M2 03.4557 03/25/2049 | 0.35% | GNR 2021-107 QI IO 02.5000 06/20/2051 | 0.35% | NETFLIX INC 04.3750 11/15/2026 | 0.35% | KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.34% | STACR 2016-HQA1 M3 07.3557 09/25/2028 | 0.33% | STACR 2022-HQA1 M2 05.8345 03/25/2042 | 0.33% | FNR 2020-62 CI IO 04.0000 06/25/2048 | 0.33% | UBSBB 2012-C3 C 144A 05.0414 08/10/2049 | 0.32% | JPMCC 2012-C8 C 144A 04.7646 10/15/2045 | 0.32% | CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.31% | REG23 2021-4A A1 144A 02.2127 01/20/2035 | 0.31% | FHR 5118 NI IO 02.0000 02/25/2051 | 0.31% | MSBAM 2015-C27 C 04.5015 12/15/2047 | 0.31% | CGCMT 2015-P1 C 04.3687 09/15/2048 | 0.30% | COMM 2018-COR3 C 04.5600 05/10/2051 | 0.30% | AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.30% | AT&T INC 04.2500 03/01/2027 | 0.30% | BMIR 2017-1 M2 144A 04.3557 10/25/2027 | 0.30% | GSMS 2013-GC12 B 03.7770 06/10/2046 | 0.30% | WFRBS 2012-C10 D 144A 04.4064 12/15/2045 | 0.30% | WFRBS 2013-C15 D 144A 04.5038 08/15/2046 | 0.30% | BANK OF AMERICA CORP 03.8460 03/08/2037 | 0.30% | SPST 2021-10 A 01.7236 08/08/2022 | 0.29% | WAMU 2005-AR17 A1B2 01.8257 12/25/2045 | 0.29% | GSM 2021-4A A1 144A 02.2443 07/15/2034 | 0.28% | SPST 2021-16 A1 01.5936 11/07/2022 | 0.28% | CFCRE 2011-C2 E P/P 144A 05.0798 12/15/2047 | 0.28% | FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.28% | JPMCC 2021-1MEM D 144A 02.6535 10/09/2042 | 0.28% | CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.28% | TREASURY BILL 00.0000 06/16/2022 | 0.27% | TRK 2020-1 A1 02.7343 03/25/2023 | 0.27% | APPLE INC 04.3750 05/13/2045 | 0.26% | FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.26% | UBSCM 2019-C17 C 03.7582 10/15/2052 | 0.26% | 0.695 R ISWP SOFRRATE P 12/23/2023 | 0.26% | APID 2013-12A BR 144A 02.4443 04/15/2031 | 0.26% | SPST 2022-2 A1 01.5760 05/25/2023 | 0.26% | SPST 2022-3 A1 02.1724 05/29/2023 | 0.26% | GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.26% | FHLMC FR30 ZM1233 UMBS 03.0000 06/01/2046 | 0.26% | GNR 2020-18 GS IO 05.1227 02/20/2050 | 0.26% | GSMS 2015-GS1 XA IO 00.7592 11/10/2048 | 0.26% | UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.26% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.26% | GSMS 2010-C1 D 144A 06.3535 08/10/2043 | 0.25% | SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.25% | AMERICAN TOWER CORP 03.5500 07/15/2027 | 0.25% | RMLT 2020-2 A3 02.9110 05/25/2060 | 0.25% | US BANCORP 02.4910 11/03/2036 | 0.25% | SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.25% | PSTAT 2022-2A A2 144A 02.9878 10/15/2030 | 0.24% | APPLE INC 02.8000 02/08/2061 | 0.24% | FHR 4975 EI IO 04.5000 05/25/2050 | 0.24% | GNMA GII30 BG6074 04.0000 04/20/2048 | 0.23% | GSMS 2014-GC18 C 05.0572 01/10/2047 | 0.23% | FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.23% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.23% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.22% | STACR 2019-DNA1 B1 05.6557 01/25/2049 | 0.22% | CAS 2017-C07 1EB2 02.0057 05/25/2030 | 0.22% | FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.22% | SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.22% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.22% | JPMBB 2013-C14 D 144A 04.5477 08/15/2046 | 0.22% | GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.22% | ORACLE CORP 03.6500 03/25/2041 | 0.22% | DEUTSCHE BANK AG USD 04.5000 04/01/2025 | 0.22% | CVS HEALTH CORP 01.3000 08/21/2027 | 0.22% | MAGALLANES INC P/P 144A 04.2790 03/15/2032 | 0.22% | ELMW4 2020-1A A 144A 02.2843 04/15/2033 | 0.21% | FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.21% | FIRST-CITIZENS BANK/TRST 06.1250 03/09/2028 | 0.21% | FNR 2020-95 GI IO 03.5000 01/25/2051 | 0.21% | MICROSOFT CORP 02.6750 06/01/2060 | 0.21% | 1.435 R ISWP SOFRRATE P 12/24/2051 | 0.21% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.21% | RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.20% | CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.20% | OCCIDENTAL PETROLEUM COR 08.5000 07/15/2027 | 0.20% | OMIR 2018-1A M2 03.8557 07/25/2028 | 0.20% | STACR 2016-DNA3 M3 06.0057 12/25/2028 | 0.20% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.20% | COMM 2013-CR13 D 144A 04.8789 11/10/2046 | 0.20% | BOOKING HOLDINGS INC 04.6250 04/13/2030 | 0.20% | CSAIL 2015-C1 D 144A 03.7599 04/15/2050 | 0.20% | MCAS 2020-01 M10 144A 04.7557 03/25/2050 | 0.20% | WFRBS 2011-C4 C 144A 04.8884 06/15/2044 | 0.20% | DBUBS 2011-LC3A D 144A 05.3702 08/10/2044 | 0.20% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.20% | CAS 2017-C02 2B1 06.5057 09/25/2029 | 0.20% | JPMCC 2011-C3 B 144A 05.0131 02/15/2046 | 0.20% | AT&T INC 02.5500 12/01/2033 | 0.20% | CEDF 2021-14A B 144A 02.6443 07/15/2033 | 0.20% | WFCM 2018-C43 XA IO 00.6530 03/15/2051 | 0.20% | HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.19% | GSK CONSUMER HLTHCRE P/P 144A 03.6250 03/24/2032 | 0.19% | SWPTN SOFR 6MX10Y P 1.648 USD 09/01/2022 CI | 0.19% | GSMS 2014-GC24 D 144A 04.5326 09/10/2047 | 0.19% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.19% | WFCM 2019-C50 XA IO 01.4308 05/15/2052 | 0.19% | ANHEUSER-BUSCH INBEV WOR 04.0000 04/13/2028 | 0.19% | GNR 2016-H23 MI IO 02.0753 10/20/2066 | 0.19% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.19% | RIAL 2022-FL8 B P/P 144A 03.5500 01/19/2037 | 0.19% | UBSCM 2019-C17 XA IO 01.4753 10/15/2052 | 0.19% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.19% | FHR 5052 KI IO 04.0000 12/25/2050 | 0.18% | SNDPT 2019-2A AR 144A 02.2143 07/15/2034 | 0.18% | 1.096 R ISWP SOFRRATE P 12/24/2026 | 0.18% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.18% | SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.18% | INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.18% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.18% | FNR 2016-8 SA IO 05.0443 03/25/2046 | 0.18% | AT&T INC 04.7500 05/15/2046 | 0.18% | STACR 2019-DNA1 M2 03.6557 01/25/2049 | 0.18% | FNR 2019-3 SA IO 05.0943 02/25/2049 | 0.18% | ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.18% | BHLD 2020-1 A3 03.2530 02/25/2055 | 0.18% | BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.18% | JPMBB 2013-C14 E 144A 04.5477 08/15/2046 | 0.18% | UBSBB 2012-C4 B 144A 03.7181 12/10/2045 | 0.18% | CITIGROUP INC 03.8750 02/18/2051 | 0.18% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.18% | BPCE SA P/P 144A 04.5000 03/15/2025 | 0.17% | FHR 4839 AS IO 05.1753 06/15/2042 | 0.17% | TOTALENERGIES CAP INTL USD 02.8290 01/10/2030 | 0.17% | GNMA GII30 BD1731 03.5000 01/20/2048 | 0.17% | NETFLIX INC. 05.8750 11/15/2028 | 0.17% | STACR 2017-HQA1 M2B 04.5557 08/25/2029 | 0.17% | STACR 2016-HQA2 M3 06.1557 11/25/2028 | 0.17% | CAS 2018-C04 2B1 05.5057 12/25/2030 | 0.17% | COMCAST CORP 03.4000 07/15/2046 | 0.17% | COMM 2012-CR2 B 04.3930 08/15/2045 | 0.17% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.16% | JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.16% | LCCM 2017-LC26 XA IO 144A 01.5081 07/12/2050 | 0.16% | MSBAM 2015-C23 D 144A 04.1431 07/15/2050 | 0.16% | VERIZON COMMUNICATIONS INC. 04.1250 03/16/2027 | 0.16% | ARRW 2019-3 M1 04.2040 10/25/2048 | 0.16% | FNR 2021-12 NI IO 02.5000 03/25/2051 | 0.16% | STACR 2018-DNA2 B1 04.7057 12/25/2030 | 0.16% | UBSC 2011-C1 D 144A 06.4397 01/10/2045 | 0.16% | GNR 2019-119 KS IO 05.1753 09/16/2049 | 0.16% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.16% | JPMCC 2012-C8 D 144A 04.8127 10/15/2045 | 0.16% | ZOETIS INC 03.9000 08/20/2028 | 0.16% | COMM 2017-COR2 D 144A 03.0000 09/10/2050 | 0.16% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.16% | JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.16% | JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.16% | GSMS 2018-GS10 C 04.4085 07/10/2051 | 0.15% | MRAFT 2021-S1 A1 01.3421 09/10/2022 | 0.15% | RAD 2019-6A A1 144A 02.4427 01/20/2033 | 0.15% | 1.679 R ISWP SOFR P 01/21/2052 | 0.15% | COMM 2015-CR23 C 04.2856 05/10/2048 | 0.15% | BACM 2015-UBS7 B 04.3418 09/15/2048 | 0.15% | HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.15% | STACR 2020-HQA1 M2 02.9057 01/25/2050 | 0.15% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.15% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.15% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.15% | CITIZENS BANK NA/RI 04.1190 05/23/2025 | 0.15% | COMCAST CORP 02.3500 01/15/2027 | 0.15% | COMM 2014-UBS4 C 04.6494 08/10/2047 | 0.15% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.15% | SWPTN 5YX5Y P 1.752 USD 12/14/2026 CI | 0.15% | CGCMT 2014-GC23 IO 00.9088 07/10/2047 | 0.15% | JPMCC 2012-C6 E 144A 04.9813 05/15/2045 | 0.15% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.15% | FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.14% | JPMBB 2014-C22 C 04.5507 09/15/2047 | 0.14% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.14% | SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.14% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.14% | BROADCOM INC P/P 144A 04.9260 05/15/2037 | 0.14% | CAS 2016-C03 1M2 06.3057 10/25/2028 | 0.14% | FHLMC FR30 ZA4291 UMBS 03.5000 08/01/2043 | 0.14% | ISTAR INC. 04.2500 08/01/2025 | 0.14% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.14% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.14% | CSAIL 2015-C3 XA IO 00.6923 08/15/2048 | 0.14% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.14% | STACR 2017-HQA3 B1 05.4557 04/25/2030 | 0.14% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.14% | FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.14% | JPMBB 2013-C12 C 04.0915 07/15/2045 | 0.14% | CAS 2017-C07 1B1 05.0057 05/25/2030 | 0.14% | DRMT 2020-2 A2 02.5940 05/25/2065 | 0.14% | CAS 2017-C01 1M2 04.5557 07/25/2029 | 0.14% | SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.14% | BANK OF AMERICA CORP 06.1000 03/17/2025 | 0.13% | JPMBB 2013-C15 C 05.1853 11/15/2045 | 0.13% | OCP 2020-8RA A1 144A 02.2643 01/17/2032 | 0.13% | PLMRS 2021-2A A 144A 02.1943 07/15/2034 | 0.13% | GNR 2020-55 SA IO 05.1227 04/20/2050 | 0.13% | NEUB 2019-34A A1R 144A 02.0912 01/20/2035 | 0.13% | WEC ENERGY GROUP INC 03.5238 05/15/2067 | 0.13% | 1.5415 R ISWP SOFR P 03/09/2032 | 0.13% | BLUEM 2021-32A A 144A 02.2143 10/15/2034 | 0.13% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.13% | GALXY 2016-22A ARR 144A 02.2443 04/16/2034 | 0.13% | NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.13% | SWPTN SOFR 2YX2Y P 1.3925 USD 12/15/2023 BA | 0.13% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.13% | CAS 2017-C03 1M2 04.0057 10/25/2029 | 0.13% | GNMA GII30 BD1729 03.5000 01/20/2048 | 0.13% | RRAM 2019-7A A2B P/P 144A 02.0303 01/15/2037 | 0.13% | SALESFORCE INC 03.0500 07/15/2061 | 0.13% | T-MOBILE USA INC 04.5000 04/15/2050 | 0.13% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.13% | MSBAM 2013-C10 E 144A 04.0737 07/15/2046 | 0.13% | MAGNE 2019-21A BR 144A 02.4127 04/20/2034 | 0.13% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.13% | CSAIL 2015-C1 C 04.2599 04/15/2050 | 0.13% | MSBAM 2014-C19 D 144A 03.2500 12/15/2047 | 0.13% | MICROSOFT CORP 02.9210 03/17/2052 | 0.13% | 1.5475 R ISWP SOFR P 03/09/2032 | 0.13% | AMAZON.COM INC 04.0500 08/22/2047 | 0.13% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.13% | GNMA GII30 MA5194 05.0000 05/20/2048 | 0.13% | AIR LEASE CORP 03.2500 10/01/2029 | 0.12% | GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.12% | LLOYDS BANKING GROUP PLC USD 03.3690 12/14/2046 | 0.12% | UBSBB 2013-C6 B 144A 03.8751 04/10/2046 | 0.12% | ARES CAPITAL CORP 03.8750 01/15/2026 | 0.12% | COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.12% | INTERPUBLIC GRP 04.6500 10/01/2028 | 0.12% | THE BOEING COMPANY 04.8750 05/01/2025 | 0.12% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.12% | MSC 2011-C3 E 144A 05.0847 07/15/2049 | 0.12% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.12% | CAS 2017-C01 1B1 06.7557 07/25/2029 | 0.12% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.12% | INTERCONTINENTALEXCHANGE 03.1000 09/15/2027 | 0.12% | UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.12% | COLT 2020-2 A2 03.0940 03/25/2065 | 0.12% | COMM 2014-UBS2 C 04.9474 03/10/2047 | 0.12% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.12% | BACM 2005-1 B 05.4820 11/10/2042 | 0.12% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.12% | BOEING CO 05.9300 05/01/2060 | 0.12% | CF INDUSTRIES INC 04.9500 06/01/2043 | 0.12% | CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.12% | DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.12% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.12% | EMIR 2018-1 M1 02.7057 11/25/2028 | 0.12% | GENERAL MOTORS FINL CO 02.3500 02/26/2027 | 0.12% | KEURIG DR PEPPER INC 03.4300 06/15/2027 | 0.12% | MSC 2016-UB12 XA IO 00.6543 12/15/2049 | 0.12% | WFCM 2020-C57 C 04.0232 08/15/2053 | 0.12% | AMERICAN EXPRESS CO 03.3750 05/03/2024 | 0.12% | AMGEN INC 03.2000 11/02/2027 | 0.12% | BANK OF AMERICA CORP 05.1250 06/20/2024 | 0.12% | VICI PROPERTIES LP 04.7500 02/15/2028 | 0.12% | EQT CORP 05.0000 01/15/2029 | 0.11% | GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.11% | LENNAR CORP 04.7500 11/29/2027 | 0.11% | MSBAM 2014-C14 C 05.0442 02/15/2047 | 0.11% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.11% | WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.11% | AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.11% | BLOCK INC P/P 144A 03.5000 06/01/2031 | 0.11% | FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.11% | GNMA GII30 BF6125 04.0000 02/20/2048 | 0.11% | LYONDELLBASELL IND NV 04.6250 02/26/2055 | 0.11% | SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.11% | COREBRIDGE FIN INC P/P 144A 03.8500 04/05/2029 | 0.11% | FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.11% | UBSCM 2017-C7 XA IO 01.0063 12/15/2050 | 0.11% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.11% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.11% | NRZT 2020-NQM2 A2 02.8908 05/24/2060 | 0.11% | ABN AMRO BANK NV P/P 144A 04.7500 07/28/2025 | 0.11% | AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.11% | GNR 2016-H23 NI IO 01.9703 10/20/2066 | 0.11% | STACR 2020-HQA2 M2 04.1057 03/25/2050 | 0.11% | COMM 2013-CR6 D 144A 04.0860 03/10/2046 | 0.11% | NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.11% | THE AES CORPORATION 01.3750 01/15/2026 | 0.11% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.11% | GENERAL ELECTRIC CO 04.1560 12/29/2049 | 0.11% | MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.11% | RMIR 2018-1 M2 04.2100 03/25/2028 | 0.11% | UBSCM 2018-C12 XA IO 00.7828 08/15/2051 | 0.11% | BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.11% | COMM 2012-LC4 B 04.9340 12/10/2044 | 0.11% | FLORIDA POWER & LIGHT CO 04.1250 02/01/2042 | 0.11% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.11% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.11% | MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.11% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.11% | FNR 2017-108 SA IO 05.1443 01/25/2048 | 0.11% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.10% | BROADCOM INC 04.1500 11/15/2030 | 0.10% | CAS 2016-C02 1M2 07.0057 09/25/2028 | 0.10% | ENERGY TRANSFER LP 05.5000 06/01/2027 | 0.10% | EQUINIX INC 03.2000 11/18/2029 | 0.10% | FHR 4994 SD IO 04.5943 02/25/2049 | 0.10% | SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.10% | CAS 2020-R01 1M2 03.0557 01/25/2040 | 0.10% | EMIR 2019-1 M2 04.3057 04/25/2029 | 0.10% | GNR 2014-H07 BI IO 01.4578 05/20/2064 | 0.10% | JPMCC 2021-1MEM E 144A 02.6535 10/09/2042 | 0.10% | TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.10% | VIATRIS INC 04.0000 06/22/2050 | 0.10% | CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.10% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.10% | GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.10% | BANK OF AMERICA CORPORATION 04.2000 08/26/2024 | 0.10% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.10% | WASTE CONNECTIONS INC 03.2000 06/01/2032 | 0.10% | 2.26 R ISWP SOFR P 03/30/2032 | 0.10% | 2.298 R ISWP FWD SOFR P 04/07/2032 | 0.10% | GNR 2014-H11 GI IO 01.4833 06/20/2064 | 0.10% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.10% | WFRBS 2011-C4 F 144A 05.0000 06/15/2044 | 0.10% | BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.10% | CAS 2019-HRP1 M2 03.1557 11/25/2039 | 0.10% | GNR 2018-168 KS IO 05.2227 12/20/2048 | 0.10% | HCA INC. 04.5000 02/15/2027 | 0.10% | JPMCC 2012-C6 B 04.8186 05/15/2045 | 0.10% | SPST 2021-14 A1 01.6736 12/08/2022 | 0.10% | 2.2655 R ISWP SOFR P 03/30/2032 | 0.10% | CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.10% | COMM 2014-CR17 D 144A 04.8472 05/10/2047 | 0.10% | CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.10% | ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.10% | STELLANTIS FIN US IN P/P 144A 01.7110 01/29/2027 | 0.10% | SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.10% | FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.10% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.10% | EFMT 2020-1 A2 03.1490 05/25/2065 | 0.10% | CAS 2018-C01 1M2 03.2557 07/25/2030 | 0.09% | COMCAST CORP 03.4500 02/01/2050 | 0.09% | COMMONWEALTH BK AUST P/P 144A 02.5520 03/14/2027 | 0.09% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.09% | FORD MOTOR CREDI 03.6250 06/17/2031 | 0.09% | FREMF 2019-KF65 B 144A 03.2033 07/25/2029 | 0.09% | GNMA GII30 BE1441 03.5000 11/20/2047 | 0.09% | GSMS 2014-GC22 XA IO 00.9404 06/10/2047 | 0.09% | FORD MOTOR CREDIT CO LLC 02.9000 02/10/2029 | 0.09% | SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | 0.09% | CAS 2020-R02 2M2 03.0057 01/25/2040 | 0.09% | FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.09% | WFCM 2015-LC20 XB IO 00.4758 04/15/2050 | 0.09% | FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.09% | FNR 2020-12 SK IO 05.0443 03/25/2050 | 0.09% | GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.09% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.09% | BANK 2018-BN13 XA 00.4942 08/15/2061 | 0.09% | BERRY GLOBAL INC 01.5700 01/15/2026 | 0.09% | BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.09% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.09% | COMM 2014-CR19 D 144A 04.6969 08/10/2047 | 0.09% | GNR 2012-149 GS IO 05.2727 12/20/2042 | 0.09% | SERVICENOW INC 01.4000 09/01/2030 | 0.09% | SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.09% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.09% | AMAZON.COM INC 03.1500 08/22/2027 | 0.09% | COMCAST CORP 03.9990 11/01/2049 | 0.09% | BMIR 2020-2A B1 144A 09.5057 08/26/2030 | 0.09% | FHR 3065 DC 17.2359 03/15/2035 | 0.09% | BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.09% | CAS 2017-C03 1B1 05.8557 10/25/2029 | 0.09% | FNR 2016-91 AS IO 05.0943 12/25/2046 | 0.09% | WFRBS 2014-C22 XA IO 00.7916 09/15/2057 | 0.09% | GNR 2019-20 SB IO 05.1727 02/20/2049 | 0.09% | GNR 2020-32 GS IO 05.1727 03/20/2050 | 0.09% | WFCM 2017-C41 XA IO 01.1802 11/15/2050 | 0.09% | 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.08% | FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.08% | GNMA GII30 MA5266 05.0000 06/20/2048 | 0.08% | SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.08% | AON GLOBAL LTD USD 04.2500 12/12/2042 | 0.08% | BRISTOL-MYERS 03.4000 07/26/2029 | 0.08% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.08% | WFCM 2019-C53 D 144A 02.5000 10/15/2052 | 0.08% | DT MIDSTREAM INC P/P 144A 04.3000 04/15/2032 | 0.08% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.08% | BERRY GLOBAL INC 01.6500 01/15/2027 | 0.08% | MSRR 2015-R4 CB1 01.4935 08/26/2047 | 0.08% | STACR 2014-DN2 M3 04.6057 04/25/2024 | 0.08% | STACR 2018-HQA1 M2 03.3057 09/25/2030 | 0.08% | STACR 2019-HQA1 M2 03.3557 02/25/2049 | 0.08% | BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.08% | FHR 3408 EK 22.2734 04/15/2037 | 0.08% | FHR 4738 QS IO 05.3253 12/15/2047 | 0.08% | GNR 2019-H02 DI IO 02.0675 11/20/2068 | 0.08% | GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.08% | CSMC 2016-NXSR XA IO 00.7118 12/15/2049 | 0.08% | GNR 2019-123 SL IO 05.2227 10/20/2049 | 0.08% | MERCK & CO INC 03.7000 02/10/2045 | 0.08% | SALESFORCE INC 02.9000 07/15/2051 | 0.08% | BMARK 2019-B13 D 144A 02.5000 08/15/2057 | 0.08% | GNR 2014-131 BS IO 05.3253 09/16/2044 | 0.08% | RMIR 2019-1 M2 144A 04.2057 02/25/2029 | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.08% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.08% | GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.08% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.08% | SWPTN SOFR 1YX30Y P 1.724 USD 03/02/2023 CI | 0.08% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.08% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.08% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.08% | GNR 2019-83 SW IO 05.1727 07/20/2049 | 0.08% | CAS 2017-C01 1EB1 02.2557 07/25/2029 | 0.08% | GNR 2016-H02 HI IO 01.4534 01/20/2066 | 0.08% | JOHNSON CONTROLS INTL PL 03.9000 02/14/2026 | 0.08% | SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | 0.08% | SWPTN SOFR 3YX2Y P 1.39 USD 12/09/2024 BA | 0.08% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.07% | GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.07% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.07% | DOMINION ENERGY INC 04.9000 08/01/2041 | 0.07% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.07% | JPMBB 2014-C22 XA IO 00.8139 09/15/2047 | 0.07% | TPMT 2018-5 M1 03.2500 07/25/2058 | 0.07% | 1.675 R ISWP SOFR P 02/28/2027 | 0.07% | ABBVIE INC 03.8000 03/15/2025 | 0.07% | CGCMT 2014-GC19 X IO 01.1147 03/10/2047 | 0.07% | DEUTSCHE BANK NY 02.3110 11/16/2027 | 0.07% | GNMA GII30 BE1440 03.5000 11/20/2047 | 0.07% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.07% | GNR 2019-83 JS IO 05.1727 07/20/2049 | 0.07% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.07% | GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.07% | GNR 2015-H12 EI IO 01.6945 04/20/2065 | 0.07% | OMNICOM GROUP INC 04.2000 06/01/2030 | 0.07% | OSHKOSH CORP 04.6000 05/15/2028 | 0.07% | SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | 0.07% | UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.07% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.07% | MSBAM 2015-C25 XA IO 01.0460 10/15/2048 | 0.07% | COMM 2014-UBS6 XA IO 00.8536 12/10/2047 | 0.07% | JPMCC 2012-LC9 D 144A 04.3634 12/15/2047 | 0.07% | UNITEDHEALTH GROUP INC 02.9000 05/15/2050 | 0.07% | WORKDAY INC 03.7000 04/01/2029 | 0.07% | D.R. HORTON INC 05.7500 08/15/2023 | 0.07% | GLENCORE FUNDING LLC P/P 144A 04.0000 03/27/2027 | 0.07% | GNMA GII30 BG6110 04.0000 05/20/2048 | 0.07% | PFIZER INC. 03.0000 12/15/2026 | 0.07% | 2.116 R ISWP SOFR P 04/04/2032 | 0.07% | GNMA GII30 BE1437 03.5000 11/20/2047 | 0.07% | NRG P/P 144A 03.7500 06/15/2024 | 0.07% | PACIFIC GAS & ELECTRIC 04.9500 07/01/2050 | 0.07% | PACIFICORP 02.7000 09/15/2030 | 0.07% | STACR 2018-HQA2 M2 03.3057 10/25/2048 | 0.07% | SWPTN SOFR 1YX30Y P 1.735 USD 03/03/2023 CI | 0.07% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.06% | GNR 2017-H14 EI IO 01.6297 06/20/2067 | 0.06% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.06% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.06% | VERIZON COMM 04.3290 09/21/2028 | 0.06% | VIATRIS INC 02.3000 06/22/2027 | 0.06% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.06% | GENERAL MOTORS CO 05.2000 04/01/2045 | 0.06% | GNR 2015-H13 AI IO 01.8464 06/20/2065 | 0.06% | MWST 2020-2 A 01.8057 11/25/2053 | 0.06% | ALPHABET INC 01.9980 08/15/2026 | 0.06% | GNMA GII30 BD1730 03.5000 01/20/2048 | 0.06% | GNR 2015-H12 GI IO 01.7860 05/20/2065 | 0.06% | GNR 2017-H08 NI IO 01.9268 03/20/2067 | 0.06% | WFCM 2014-LC16 XA IO 01.0872 08/15/2050 | 0.06% | MSC 2016-BNK2 XA IO 00.9664 11/15/2049 | 0.06% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.06% | WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.06% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.06% | GNR 2017-H09 DI IO 01.8911 03/20/2067 | 0.06% | MOODY'S CORPORATION 05.2500 07/15/2044 | 0.06% | SWPTN SOFR 10YX10Y R 2.135 USD 03/30/2032 DE | 0.06% | INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.06% | SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.06% | 1.525 R ISWP SOFRRATE P 12/31/2051 | 0.06% | ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.06% | FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.06% | GNMA GII30 BB3019 03.5000 11/20/2047 | 0.06% | JPMCC 2011-C3 D 144A 05.5241 02/15/2046 | 0.06% | GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.06% | GNR 2016-H14 IO IO 01.6654 06/20/2066 | 0.06% | GNR 2020-11 SY IO 05.1727 01/20/2050 | 0.06% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.06% | T-MOBILE USA INC 02.5500 02/15/2031 | 0.06% | 1.737 R ISWP SOFR P 03/11/2032 | 0.06% | COMM 2013-CR13 E 144A 04.8789 11/10/2046 | 0.06% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.06% | FHR 3072 SM 04.2533 11/15/2035 | 0.06% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.06% | GNR 2017-H10 MI IO 01.5959 04/20/2067 | 0.06% | KEYCORP 03.8780 05/23/2025 | 0.06% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.06% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.06% | GNMA GII30 BB3013 03.5000 11/20/2047 | 0.06% | GNR 2015-H12 AI IO 01.8485 05/20/2065 | 0.06% | GNR 2019-44 SA IO 05.1227 04/20/2049 | 0.06% | SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.06% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% | ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.06% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% | FNR 2006-62 PS 33.8657 07/25/2036 | 0.06% | SWPTN SOFR 13WX10Y R 1.3125 USD 06/06/2022 CI | 0.06% | CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.05% | COMM 2012-CR1 D 144A 05.2667 05/15/2045 | 0.05% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.05% | IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.05% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.05% | WFRBS 2014-C24 XA IO 00.8435 11/15/2047 | 0.05% | BANK OF AMERICA CORP 01.5860 09/15/2026 | 0.05% | CIGNA CORP 03.7500 07/15/2023 | 0.05% | FNR 2005-106 JC 17.0055 12/25/2035 | 0.05% | FNR 2006-8 HP 20.8791 03/25/2036 | 0.05% | HCA INC 05.0000 03/15/2024 | 0.05% | MCLO 2019-1A AANR 144A 02.3643 04/15/2032 | 0.05% | VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.05% | AMGEN INC 02.6000 08/19/2026 | 0.05% | ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.05% | AUTONATION INC 02.4000 08/01/2031 | 0.05% | BRISTOL-MYERS SQUIBB CO 01.1250 11/13/2027 | 0.05% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.05% | FHR 3852 NT 05.1253 05/15/2041 | 0.05% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.05% | GNR 2011-17 S IO 05.1227 02/20/2041 | 0.05% | GNR 2015-H25 AI IO 01.5999 09/20/2065 | 0.05% | MSBAM 2013-C13 XB IO 144A 00.1520 11/15/2046 | 0.05% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.05% | SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.05% | BERKSHIRE HATHAWAY ENERG 04.2500 10/15/2050 | 0.05% | COMCAST CORP 03.1500 03/01/2026 | 0.05% | COMM 2015-CR23 XA IO 00.8758 05/10/2048 | 0.05% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% | GNMA GII30 AY2298 04.7000 05/20/2067 | 0.05% | GNR 2016-H11 HI IO 02.0945 01/20/2066 | 0.05% | JPMCC 2011-C3 F 144A 05.5241 02/15/2046 | 0.05% | MSBAM 2015-C26 XA IO 00.9787 10/15/2048 | 0.05% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.05% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.05% | GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.05% | GNR 2017-H12 QI IO 02.6113 05/20/2067 | 0.05% | SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.05% | AMAZON.COM INC 02.7000 06/03/2060 | 0.05% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.05% | GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.05% | STACR 2019-DNA2 B1 05.3557 03/25/2049 | 0.05% | VISTRA OPERATIONS CO P/P 144A 04.3000 07/15/2029 | 0.05% | AMAZON.COM INC 02.1000 05/12/2031 | 0.05% | METLIFE INC 06.4000 12/15/2036 | 0.05% | SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.05% | WESTPAC BANKING CORP USD 03.3500 03/08/2027 | 0.05% | ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.05% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.05% | JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.05% | SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.05% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.05% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.04% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.04% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.04% | GNR 2018-155 SE IO 05.1727 11/20/2048 | 0.04% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.04% | WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.04% | COMM 2014-UBS6 C 04.4402 12/10/2047 | 0.04% | COX COMM INC P/P 144A 04.5000 06/30/2043 | 0.04% | FHR 4912 PS IO 05.0443 09/25/2049 | 0.04% | FNR 2007-53 SP 20.5124 06/25/2037 | 0.04% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% | SWPTN SOFR 10YX10Y P 1.826 USD 01/13/2032 CI | 0.04% | ALPHABET INC 02.2500 08/15/2060 | 0.04% | CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.04% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.04% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.04% | MOODY'S CORPORATION 03.2500 01/15/2028 | 0.04% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.04% | SWPTN SOFR 15YX20Y P 1.68 USD 02/11/2037 DE | 0.04% | WFRBS 2012-C7 D 144A 04.6305 06/15/2045 | 0.04% | FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.04% | FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.04% | GNMA GII30 BB0107 04.7000 08/20/2067 | 0.04% | GNR 2015-H15 JI IO 01.9443 06/20/2065 | 0.04% | JPMORGAN CHASE & CO 02.4113 05/15/2047 | 0.04% | JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.04% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% | AMERICAN ELECTRIC POWER 03.2500 03/01/2050 | 0.04% | COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.04% | FHR 4176 DI IO 03.0000 12/15/2042 | 0.04% | VICI PROPERTIES P/P 144A 03.7500 02/15/2027 | 0.04% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.04% | CAS 2015-C04 2M2 06.5557 04/25/2028 | 0.04% | CFCRE 2011-C2 D 144A 05.0798 12/15/2047 | 0.04% | DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.04% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.04% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% | GNR 2019-21 SJ IO 05.1227 02/20/2049 | 0.04% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.04% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% | S&P GLOBAL INC P/P 144A 04.7500 08/01/2028 | 0.04% | COMM 2014-CR19 XA IO 00.9383 08/10/2047 | 0.04% | GNMA GII30 AY4779 04.4990 03/20/2067 | 0.04% | GNR 2010-H19 GI IO 01.3936 08/20/2060 | 0.04% | GNR 2015-H10 CI IO 01.7960 04/20/2065 | 0.04% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.04% | SWPTN SOFR 3MX10Y P 2.31 USD 06/29/2022 CI | 0.04% | 2.247 R ISWP SOFR P 04/01/2027 | 0.04% | COMM 2013-CR11 XA IO 00.9042 08/10/2050 | 0.04% | FNR 2011-4 CS 10.8886 05/25/2040 | 0.04% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.04% | STACR 2018-DNA3 B1 04.9057 09/25/2048 | 0.04% | BOARDWALK PIPELINES LP 03.6000 09/01/2032 | 0.04% | COMM 2014-LC15 XA IO 01.0565 04/10/2047 | 0.04% | GLOBAL PAYMENTS INC 02.1500 01/15/2027 | 0.04% | GNR 2015-H04 AI IO 01.4078 12/20/2064 | 0.04% | GNR 2015-H28 DI IO 01.5526 08/20/2065 | 0.04% | JPMORGAN CHASE & CO 04.1250 12/15/2026 | 0.04% | ORACLE CORP 04.0000 11/15/2047 | 0.04% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.04% | SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | 0.04% | GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.04% | GNR 2015-H25 CI IO 01.5848 10/20/2065 | 0.04% | NUTRIEN LTD. USD 02.9500 05/13/2030 | 0.04% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.04% | 2.84 R ISWP SOFR P 05/06/2027 | 0.03% | CAS 2017-C06 2M2 03.8057 02/25/2030 | 0.03% | CCMFC 2004-3A A2 01.3057 08/25/2035 | 0.03% | CITIGROUP INC 03.8870 01/10/2028 | 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% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.03% | NEWS CORP P/P 144A 05.1250 02/15/2032 | 0.03% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.03% | SWPTN SOFR 15YX10Y P 1.724 USD 01/13/2037 DE | 0.03% | SWPTN SOFR 1YX30Y P 1.75 USD 03/02/2023 CI | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | FIDELITY NATL FINANCIAL 03.2000 09/17/2051 | 0.03% | FNR 2018-94 SA IO 05.0943 01/25/2049 | 0.03% | GNR 2015-H09 BI IO 01.6605 03/20/2065 | 0.03% | GNR 2015-H16 XI IO 01.7703 07/20/2065 | 0.03% | GSMS 2014-GC18 XA IO 01.0358 01/10/2047 | 0.03% | MSBAM 2013-C10 F 144A 04.0737 07/15/2046 | 0.03% | SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | 0.03% | SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.03% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.03% | WFRBS 2013-C14 XA IO 00.6556 06/15/2046 | 0.03% | 2.326 R ISWP SOFR P 04/06/2027 | 0.03% | CAS 2019-R02 1B1 05.1557 08/25/2031 | 0.03% | CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.03% | FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.03% | FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.03% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% | SWPTN 5YX30Y R 1.71 USD 12/14/2026 GS | 0.03% | AMERICAN TRANSMISSIO P/P 144A 02.6500 01/15/2032 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.03% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% | GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.03% | SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.03% | SWPTN SOFR 10YX10Y P 1.99 USD 02/11/2032 CI | 0.03% | CAS 2015-C04 1M2 06.7057 04/25/2028 | 0.03% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.03% | GNMA GII30 BA7681 04.6470 06/20/2067 | 0.03% | PARAMOUNT GLOBAL 02.9000 01/15/2027 | 0.03% | SWPTN SOFR 1YX2Y P 3.69 USD 04/27/2023 BA | 0.03% | T-MOBILE USA INC 03.7500 04/15/2027 | 0.03% | 2.436 R ISWP FWD SOFR P 04/19/2027 | 0.03% | ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.03% | FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.03% | GENERAL MOTORS FINL CO 03.1000 01/12/2032 | 0.03% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.03% | GNR 2016-H24 JI IO 01.8361 11/20/2066 | 0.03% | GSMS 2013-GC13 XA IO 00.0616 07/10/2046 | 0.03% | UNITEDHEALTH GROUP INC 04.7500 07/15/2045 | 0.03% | GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.03% | GNR 2015-H20 AI IO 01.8112 08/20/2065 | 0.03% | GNR 2016-H04 KI IO 01.4949 02/20/2066 | 0.03% | MSBAM 2013-C12 XA IO 00.5713 10/15/2046 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% | FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.03% | GNR 2016-H27 BI IO 02.3597 12/20/2066 | 0.03% | NORTHROP GRUMMAN CORP 05.2500 05/01/2050 | 0.03% | PARAMOUNT GLOBAL 04.2000 06/01/2029 | 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300.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | FHR 2976 LC 21.2127 05/15/2035 | 0.01% | JPMCC 2013-LC11 X IO 01.2229 04/15/2046 | 0.01% | MSBAM 2013-C11 D 144A 04.3505 08/15/2046 | 0.01% | CITIGROUP INC 03.1060 04/08/2026 | 0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.01% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.01% | INTERCONTINENTALEXCHANGE 03.6500 05/23/2025 | 0.01% | JPMBB 2013-C17 XA IO 00.7162 01/15/2047 | 0.01% | NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% | SWPTN 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| -0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.02% | SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.02% | 2.1005 R ISWP SOFR P 04/07/2052 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.02% | SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.02% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.02% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | -0.02% | 2.94 R ISWP SOFR P 05/11/2032 | -0.03% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | 2.851 R ISWP SOFR P 05/06/2027 | -0.03% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.03% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | -0.03% | SWPTN SOFR 15YX10Y R 1.724 USD 01/13/2037 DE | -0.03% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.03% | SWPTN 10YX10Y R 1.985 USD 01/29/2031 JP | -0.03% | SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | -0.03% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.03% | SWPTN SOFR 10YX10Y R 1.99 USD 02/11/2032 CI | -0.03% | SWPTN SOFR 3YX2Y R 1.39 USD 12/09/2024 BA | -0.03% | SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.03% | SWPTN SOFR 10YX10Y R 1.826 USD 01/13/2032 CI | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.03% | SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | -0.03% | SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | -0.03% | 2.3365 R ISWP SOFR P 03/31/2027 | -0.03% | 1.47709 R ISWP SOFR P 02/29/2024 | -0.04% | 2.3395 R ISWP SOFR P 04/14/2052 | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.04% | SWPTN SOFR 1YX30Y R 1.735 USD 03/03/2023 CI | -0.04% | SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | -0.04% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.04% | 2.3665 R ISWP SOFR P 04/07/2027 | -0.04% | SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | -0.04% | SWPTN SOFR 3YX2Y P 1.62 USD 01/13/2025 WE | -0.04% | 1.135 R ISWP SOFRRATE P 12/31/2026 | -0.04% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.04% | SWPTN SOFR 10YX10Y P 2.135 USD 03/30/2032 DE | -0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% | SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.04% | SWPTN SOFR 10YX10Y P 1.6125 USD 12/15/2031 BA | -0.04% | SWPTN SOFR 1YX30Y R 1.724 USD 03/02/2023 CI | -0.04% | SWPTN SOFR 2YX2Y R 1.3925 USD 12/15/2023 BA | -0.04% | SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | -0.05% | SWPTN 5YX30Y P 1.71 USD 12/14/2026 GS | -0.05% | 1.9575 R ISWP US0003M P 03/07/2032 | -0.05% | 2.334 R ISWP FWD SOFR P 04/18/2052 | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.05% | SWPTN SOFR 2YX5Y P 1.7 USD 01/11/2024 JP | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.06% | SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.06% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.06% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.06% | SWPTN SOFR 3MX10Y R 2.31 USD 06/29/2022 CI | -0.06% | SWPTN SOFR 6MX10Y R 1.648 USD 09/01/2022 CI | -0.06% | SWPTN 5YX5Y R 1.752 USD 12/14/2026 CI | -0.07% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.07% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.07% | SWPTN SOFR 15YX20Y R 1.68 USD 02/11/2037 DE | -0.07% | 1.75 R ISWP SOFR P 02/29/2032 | -0.07% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.07% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.08% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.10% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.10% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.10% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.10% | SWPTN SOFR 13WX10Y R 1.5625 USD 06/06/2022 CI | -0.11% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.11% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.12% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.12% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.12% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.12% | SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.13% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.13% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.13% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.13% | 1.085 R ISWP SOFRRATE P 12/23/2026 | -0.14% | SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.14% | 1.626 R ISWP SOFR P 01/19/2052 | -0.14% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.14% | SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.16% | SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | -0.17% | SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.17% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.17% | SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | -0.19% | SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.20% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.25% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.25% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.32% | 1.86 R ISWP FWD SOFR P 02/24/2052 | -0.34% | SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.35% | 1.80 R ISWP FWD SOFR P 06/15/2024 | -0.36% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.36% | SWPTN SOFR 13WX10Y P 1.8125 USD 06/06/2022 CI | -0.37% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.41% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.43% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.52% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.54% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.56% | 2.05 R ISWP FWD SOFR P 06/15/2052 | -0.57% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.63% | 1.285 R ISWP SOFRRATE P 12/23/2031 | -0.85% | FNMA FN30 TBA UMBS 03.5000 06/01/2052 | -1.07% | 1.95 R ISWP FWD SOFR P 06/15/2032 | -1.10% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.18% | SWPTN 8YX10Y R 3.312 USD 11/27/2028 BA | -1.24% | 1.437 R ISWP SOFRRATE P 12/23/2051 | -1.31% | FNMA FN30 TBA UMBS 02.5000 06/01/2052 | -2.51% | US 2YR NOTE (CBT) SEP22 TUU2 | -32.33% |
| FNMA FN30 TBA UMBS 04.5000 06/01/2052 | 22.23% | REPO TRIPA MORTG 0.29 05/02/2022 | 11.92% | US 5YR NOTE (CBT) JUN22 FVM2 | 8.03% | FNMA FN30 TBA UMBS 03.0000 06/01/2052 | 7.05% | US ULTRA BOND CBT JUN22 WNM2 | 6.19% | US 10YR NOTE (CBT)JUN22 TYM2 | 5.74% | FNMA FN30 TBA UMBS 04.0000 05/01/2052 | 4.79% | TREASURY BILL 00.0000 05/05/2022 | 3.16% | GNMA GII30 TBA 03.5000 05/01/2052 | 3.14% | TREASURY BILL 00.0000 06/09/2022 | 2.89% | US LONG BOND(CBT) JUN22 USM2 | 2.18% | FNMA FN30 TBA UMBS 04.0000 06/01/2052 | 2.12% | US 10YR ULTRA FUT JUN22 UXYM2 | 1.59% | TREASURY BILL 00.0000 06/21/2022 | 1.55% | TREASURY BILL 00.0000 06/14/2022 | 1.44% | FNMA FN30 TBA UMBS 02.0000 06/01/2052 | 1.41% | TREASURY BILL 00.0000 05/03/2022 | 1.28% | 1.85 R ISWP FWD SOFR P 06/15/2027 | 1.16% | 1.285 R ISWP SOFRRATE P 12/24/2031 | 1.11% | BF0101 03.5000 06/01/2056 | 0.78% | BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.76% | TREASURY BILL 00.0000 05/19/2022 | 0.70% | TRK 2019-2 A2 04.2128 09/25/2022 | 0.60% | SWPTN 8YX10Y P 3.312 USD 11/27/2028 BA | 0.58% | CAS 2022-R02 2M2 03.2887 01/25/2042 | 0.57% | FNMA FN30 TBA UMBS 06.0000 05/01/2052 | 0.56% | FNMA FN30 TBA UMBS 05.5000 05/01/2052 | 0.56% | GNMA GII30 TBA 04.5000 05/01/2052 | 0.55% | FNR 2020-70 SD IO 05.5821 10/25/2050 | 0.54% | MITSUBISHI UFJ TRUST & BANKIN 60683CE64 DCP 05/06/2022 | 0.54% | CITIGROUP INC 04.4500 09/29/2027 | 0.54% | FNMA FN30 TBA UMBS 03.5000 06/01/2052 | 0.52% | FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.51% | GNMA GII30 TBA 03.0000 05/01/2052 | 0.51% | FHR 5050 IM IO 03.5000 10/25/2050 | 0.51% | COMM 2014-CR17 C 04.9451 05/10/2047 | 0.48% | STAR 2020-2 A2 03.9700 04/25/2060 | 0.48% | GNR 2020-186 DI IO 03.0000 12/20/2050 | 0.48% | WAMU 2005-AR13 A1C4 01.5279 10/25/2045 | 0.47% | FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.44% | FNR 2020-93 WI IO 05.0000 06/25/2050 | 0.44% | FHR 5070 AI IO 03.5000 02/25/2051 | 0.44% | FHS 315 PO PO 00.0000 09/15/2043 | 0.44% | MCAS 2019-01 M10 144A 03.9179 10/15/2049 | 0.42% | FHR 5140 BI IO 03.5000 09/25/2051 | 0.42% | MRAIT 2020-2 A2 01.6551 08/15/2022 | 0.42% | FNR 2020-45 GI IO 05.0000 07/25/2050 | 0.40% | WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.40% | MORGAN STANLEY 04.3750 01/22/2047 | 0.39% | FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.39% | CGCMT 2012-GC8 B 144A 04.2850 09/10/2045 | 0.39% | WESTLAKE CORP 03.6000 08/15/2026 | 0.38% | 1.6545 R ISWP SOFR P 02/01/2052 | 0.38% | FHR 4945 SL IO 05.3821 01/25/2050 | 0.37% | STACR 2019-DNA2 M2 03.1179 03/25/2049 | 0.36% | ABBVIE INC 03.2000 11/21/2029 | 0.36% | FHR 5019 MI IO 04.0000 10/25/2050 | 0.36% | STACR 2019-FTR2 M2 02.8179 11/25/2048 | 0.36% | GNR 2021-107 QI IO 02.5000 06/20/2051 | 0.35% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.35% | STACR 2022-HQA1 M2 05.5387 03/25/2042 | 0.34% | STACR 2016-HQA1 M3 07.0179 09/25/2028 | 0.34% | NETFLIX INC 04.3750 11/15/2026 | 0.34% | BMIR 2017-1 M2 144A 04.0179 10/25/2027 | 0.33% | KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.33% | FNR 2020-62 CI IO 04.0000 06/25/2048 | 0.33% | UBSBB 2012-C3 C 144A 05.2160 08/10/2049 | 0.32% | CFCRE 2011-C2 E P/P 144A 05.2492 12/15/2047 | 0.32% | JPMCC 2012-C8 C 144A 04.9251 10/15/2045 | 0.32% | REG23 2021-4A A1 144A 02.2127 01/20/2035 | 0.31% | MSBAM 2015-C27 C 04.6519 12/15/2047 | 0.31% | CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.31% | COMM 2018-COR3 C 04.7121 05/10/2051 | 0.30% | CGCMT 2015-P1 C 04.5143 09/15/2048 | 0.30% | FHR 5118 NI IO 02.0000 02/25/2051 | 0.30% | WAMU 2005-AR17 A1B2 01.4879 12/25/2045 | 0.30% | GSMS 2013-GC12 B 03.7770 06/10/2046 | 0.29% | AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.29% | AT&T INC 04.2500 03/01/2027 | 0.29% | WFRBS 2013-C15 D 144A 04.6541 08/15/2046 | 0.29% | WFRBS 2012-C10 D 144A 04.5577 12/15/2045 | 0.29% | BANK OF AMERICA CORP 03.8460 03/08/2037 | 0.29% | 0.695 R ISWP SOFRRATE P 12/23/2023 | 0.28% | SPST 2021-10 A 00.0000 08/08/2022 | 0.28% | GSM 2021-4A A1 144A 02.2443 07/15/2034 | 0.28% | JPMCC 2021-1MEM D 144A 02.7420 10/09/2042 | 0.28% | TRK 2020-1 A1 02.7343 03/25/2023 | 0.28% | SPST 2021-16 A1 01.2879 11/07/2022 | 0.28% | FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.27% | CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.27% | MRAIT 2021-8 A2X 01.3806 05/15/2022 | 0.27% | TREASURY BILL 00.0000 06/16/2022 | 0.27% | APID 2013-12A BR 144A 02.4443 04/15/2031 | 0.26% | FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.26% | UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.26% | GSMS 2015-GS1 XA IO 00.9067 11/10/2048 | 0.26% | SPST 2022-2 A1 01.5760 05/25/2023 | 0.26% | GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.26% | UBSCM 2019-C17 C 03.7582 10/15/2052 | 0.26% | APPLE INC 04.3750 05/13/2045 | 0.25% | GNR 2020-18 GS IO 05.4556 02/20/2050 | 0.25% | FHLMC FR30 ZM1233 UMBS 03.0000 06/01/2046 | 0.25% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.25% | GSMS 2010-C1 D 144A 06.5650 08/10/2043 | 0.25% | PSTAT 2022-2A A2 144A 03.8000 10/15/2030 | 0.25% | AMERICAN TOWER CORP 03.5500 07/15/2027 | 0.24% | US BANCORP 02.4910 11/03/2036 | 0.24% | GNMA GII30 BG6074 04.0000 04/20/2048 | 0.24% | RMLT 2020-2 A3 02.9110 05/25/2060 | 0.24% | SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.24% | FHR 4975 EI IO 04.5000 05/25/2050 | 0.24% | CAS 2017-C07 1EB2 01.6679 05/25/2030 | 0.24% | SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.24% | FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.23% | APPLE INC 02.8000 02/08/2061 | 0.23% | GSMS 2014-GC18 C 05.2258 01/10/2047 | 0.23% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.23% | WFCM 2018-C43 XA IO 00.8113 03/15/2051 | 0.23% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.23% | FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.23% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.22% | GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.22% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.22% | STACR 2019-DNA1 B1 05.3179 01/25/2049 | 0.22% | SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.22% | FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.22% | FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.22% | ELMW4 2020-1A A 144A 02.2843 04/15/2033 | 0.21% | CSAIL 2015-C1 D 144A 03.9021 04/15/2050 | 0.21% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.21% | JPMBB 2013-C14 D 144A 04.6992 08/15/2046 | 0.21% | DEUTSCHE BANK AG USD 04.5000 04/01/2025 | 0.21% | MAGALLANES INC P/P 144A 04.2790 03/15/2032 | 0.21% | ORACLE CORP 03.6500 03/25/2041 | 0.21% | CVS HEALTH CORP 01.3000 08/21/2027 | 0.21% | MCAS 2020-01 M10 144A 04.4179 03/25/2050 | 0.21% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.21% | STACR 2016-DNA3 M3 05.6679 12/25/2028 | 0.21% | FNR 2020-95 GI IO 03.5000 01/25/2051 | 0.21% | FIRST-CITIZENS BANK/TRST 06.1250 03/09/2028 | 0.20% | SWPTN SOFR 6MX10Y P 1.648 USD 09/01/2022 CI | 0.20% | 1.096 R ISWP SOFRRATE P 12/24/2026 | 0.20% | SIXST 2020-16A B 144A 02.9127 10/20/2032 | 0.20% | CITRIX SYSTEMS INC 01.2500 03/01/2026 | 0.20% | CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.20% | OMIR 2018-1A M2 03.5179 07/25/2028 | 0.20% | CEDF 2021-14A B 144A 02.6443 07/15/2033 | 0.20% | COMM 2013-CR13 D 144A 05.0419 11/10/2046 | 0.20% | WFRBS 2011-C4 C 144A 05.0257 06/15/2044 | 0.20% | JPMCC 2011-C3 B 144A 05.0131 02/15/2046 | 0.20% | RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.20% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.20% | DBUBS 2011-LC3A D 144A 05.5497 08/10/2044 | 0.20% | MICROSOFT CORP 02.6750 06/01/2060 | 0.20% | CAS 2017-C02 2B1 06.1679 09/25/2029 | 0.20% | SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.20% | BOOKING HOLDINGS INC 04.6250 04/13/2030 | 0.19% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.19% | JPMCC 2012-C6 B 04.8186 05/15/2045 | 0.19% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.19% | FNR 2016-8 SA IO 05.3821 03/25/2046 | 0.19% | WFCM 2019-C50 XA IO 01.5986 05/15/2052 | 0.19% | AT&T INC 02.5500 12/01/2033 | 0.19% | 1.435 R ISWP SOFRRATE P 12/24/2051 | 0.19% | UBSCM 2019-C17 XA IO 01.6180 10/15/2052 | 0.19% | GSMS 2014-GC24 D 144A 04.6651 09/10/2047 | 0.19% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.19% | SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.19% | GSK CONSUMER HLTHCRE P/P 144A 03.6250 03/24/2032 | 0.19% | GNR 2016-H23 MI IO 02.1955 10/20/2066 | 0.18% | SNDPT 2019-2A AR 144A 02.2143 07/15/2034 | 0.18% | STACR 2019-DNA1 M2 03.3179 01/25/2049 | 0.18% | RIAL 2022-FL8 B P/P 144A 03.6688 01/19/2027 | 0.18% | ANHEUSER-BUSCH INBEV WOR 04.0000 04/13/2028 | 0.18% | FHR 5052 KI IO 04.0000 12/25/2050 | 0.18% | HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.18% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.18% | INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.18% | AT&T INC 04.7500 05/15/2046 | 0.18% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.18% | BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.18% | ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.18% | BHLD 2020-1 A3 03.2530 02/25/2055 | 0.17% | CITIGROUP INC 03.8750 02/18/2051 | 0.17% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.17% | OCCIDENTAL PETROLEUM COR 08.5000 07/15/2027 | 0.17% | UBSBB 2012-C4 B 144A 03.7181 12/10/2045 | 0.17% | STACR 2016-HQA2 M3 05.8179 11/25/2028 | 0.17% | JPMBB 2013-C14 E 144A 04.6992 08/15/2046 | 0.17% | FNR 2019-3 SA IO 05.4321 02/25/2049 | 0.17% | BPCE SA P/P 144A 04.5000 03/15/2025 | 0.17% | SWPTN SOFR 2YX2Y P 1.3925 USD 12/15/2023 BA | 0.17% | FHR 4839 AS IO 05.4959 06/15/2042 | 0.17% | STACR 2017-HQA1 M2B 04.2179 08/25/2029 | 0.17% | TOTALENERGIES CAP INTL USD 02.8290 01/10/2030 | 0.17% | CAS 2018-C04 2B1 05.1679 12/25/2030 | 0.16% | NETFLIX INC. 05.8750 11/15/2028 | 0.16% | ARRW 2019-3 M1 04.2040 10/25/2048 | 0.16% | GNMA GII30 BD1731 03.5000 01/20/2048 | 0.16% | LCCM 2017-LC26 XA IO 144A 01.6730 07/12/2050 | 0.16% | STACR 2018-DNA2 B1 04.3679 12/25/2030 | 0.16% | COMM 2012-CR2 B 04.3930 08/15/2045 | 0.16% | STACR 2020-HQA1 M2 02.5679 01/25/2050 | 0.16% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.16% | MSBAM 2015-C23 D 144A 04.2813 07/15/2050 | 0.16% | COMCAST CORP 03.4000 07/15/2046 | 0.16% | FNR 2021-12 NI IO 02.5000 03/25/2051 | 0.16% | UBSC 2011-C1 D 144A 06.6543 01/10/2045 | 0.16% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.16% | VERIZON COMMUNICATIONS INC. 04.1250 03/16/2027 | 0.16% | JPMCC 2012-C8 D 144A 04.9732 10/15/2045 | 0.16% | JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.16% | ZOETIS INC 03.9000 08/20/2028 | 0.16% | GNR 2019-119 KS IO 05.4556 09/16/2049 | 0.15% | JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.15% | RAD 2019-6A A1 144A 02.4427 01/20/2033 | 0.15% | CGCMT 2014-GC23 IO 01.0588 07/10/2047 | 0.15% | COMM 2015-CR23 C 04.4286 05/10/2048 | 0.15% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.15% | FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.15% | MRAFT 2021-S1 A1 00.9881 09/10/2022 | 0.15% | GSMS 2018-GS10 C 04.5556 07/10/2051 | 0.15% | JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.15% | SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.15% | HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.15% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.15% | SWPTN 5YX5Y P 1.752 USD 12/14/2026 CI | 0.15% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.15% | BACM 2015-UBS7 B 04.5022 09/15/2048 | 0.14% | CAS 2016-C03 1M2 05.9679 10/25/2028 | 0.14% | COMM 2014-UBS4 C 04.8064 08/10/2047 | 0.14% | COMCAST CORP 02.3500 01/15/2027 | 0.14% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.14% | JPMCC 2012-C6 E 144A 05.3497 05/15/2045 | 0.14% | JPMBB 2014-C22 C 04.7025 09/15/2047 | 0.14% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.14% | WEC ENERGY GROUP INC 02.6189 05/15/2067 | 0.14% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.14% | FHLMC FR30 ZA4291 UMBS 03.5000 08/01/2043 | 0.14% | FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.14% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.14% | CSAIL 2015-C3 XA IO 00.8386 08/15/2048 | 0.14% | STACR 2017-HQA3 B1 05.1179 04/25/2030 | 0.14% | CAS 2017-C01 1M2 04.2179 07/25/2029 | 0.14% | 1.5415 R ISWP SOFR P 03/09/2032 | 0.14% | BROADCOM INC P/P 144A 04.9260 05/15/2037 | 0.14% | CAS 2017-C07 1B1 04.6679 05/25/2030 | 0.14% | JPMBB 2013-C12 C 04.2280 07/15/2045 | 0.14% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.14% | 1.679 R ISWP SOFR P 01/21/2052 | 0.14% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.14% | CAS 2017-C03 1M2 03.6679 10/25/2029 | 0.13% | DRMT 2020-2 A2 02.5940 05/25/2065 | 0.13% | PLMRS 2021-2A A 144A 02.1943 07/15/2034 | 0.13% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.13% | BANK OF AMERICA CORP 06.1000 03/17/2025 | 0.13% | GNMA GII30 BD1729 03.5000 01/20/2048 | 0.13% | ISTAR INC. 04.2500 08/01/2025 | 0.13% | RRAM 2019-7A A2B P/P 144A 02.0303 01/15/2037 | 0.13% | SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.13% | BLUEM 2021-32A A 144A 02.2143 10/15/2034 | 0.13% | COMM 2017-COR2 D 144A 03.0000 09/10/2050 | 0.13% | ELMW4 2020-1A B 144A 02.7443 04/15/2033 | 0.13% | ELMW6 2020-3A BR 144A 02.7127 10/20/2034 | 0.13% | ELMW8 2021-1A B1 144A 02.6127 01/20/2034 | 0.13% | GALXY 2016-22A ARR 144A 02.2443 04/16/2034 | 0.13% | ICG 2015-2RA A2 144A 02.8443 01/16/2033 | 0.13% | JPMBB 2013-C15 C 05.3584 11/15/2045 | 0.13% | OAKC 2021-16A A 144A 02.1943 10/18/2034 | 0.13% | PLMRS 2015-1A A1A4 144A 01.6096 05/21/2034 | 0.13% | PLMRS 2021-3A B 144A 01.8825 01/15/2035 | 0.13% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.13% | 1.5475 R ISWP SOFR P 03/09/2032 | 0.13% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.13% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.13% | MAGNE 2019-21A BR 144A 02.4127 04/20/2034 | 0.13% | GNMA GII30 MA5194 05.0000 05/20/2048 | 0.13% | SALESFORCE INC 03.0500 07/15/2061 | 0.13% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.13% | T-MOBILE USA INC 04.5000 04/15/2050 | 0.13% | CSAIL 2015-C1 C 04.4021 04/15/2050 | 0.13% | MSBAM 2014-C19 D 144A 03.2500 12/15/2047 | 0.13% | AIR LEASE CORP 03.2500 10/01/2029 | 0.12% | GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.12% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.12% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.12% | AMAZON.COM INC 04.0500 08/22/2047 | 0.12% | CAS 2017-C01 1B1 06.4179 07/25/2029 | 0.12% | GNR 2020-55 SA IO 05.4556 04/20/2050 | 0.12% | NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.12% | UBSBB 2013-C6 B 144A 03.8751 04/10/2046 | 0.12% | ARES CAPITAL CORP 03.8750 01/15/2026 | 0.12% | INTERPUBLIC GRP 04.6500 10/01/2028 | 0.12% | LLOYDS BANKING GROUP PLC USD 03.3690 12/14/2046 | 0.12% | MICROSOFT CORP 02.9210 03/17/2052 | 0.12% | MSBAM 2013-C10 E 144A 04.2097 07/15/2046 | 0.12% | THE BOEING COMPANY 04.8750 05/01/2025 | 0.12% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.12% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.12% | INTERCONTINENTALEXCHANGE 03.1000 09/15/2027 | 0.12% | MSC 2011-C3 E 144A 05.2545 07/15/2049 | 0.12% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.12% | COLT 2020-2 A2 03.0940 03/25/2065 | 0.12% | COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.12% | COMM 2014-UBS2 C 05.1405 03/10/2047 | 0.12% | BACM 2005-1 B 05.6647 11/10/2042 | 0.12% | BOEING CO 05.9300 05/01/2060 | 0.12% | MSC 2016-UB12 XA IO 00.7923 12/15/2049 | 0.12% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.12% | UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.12% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.12% | CF INDUSTRIES INC 04.9500 06/01/2043 | 0.12% | CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.12% | WFCM 2020-C57 C 04.1573 08/15/2053 | 0.12% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.12% | DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.12% | EMIR 2018-1 M1 02.3679 11/25/2028 | 0.12% | KEURIG DR PEPPER INC 03.4300 06/15/2027 | 0.12% | 2.298 R ISWP FWD SOFR P 04/07/2032 | 0.11% | BANK OF AMERICA CORP 05.1250 06/20/2024 | 0.11% | GENERAL MOTORS FINL CO 02.3500 02/26/2027 | 0.11% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.11% | GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.11% | STACR 2020-HQA2 M2 03.7679 03/25/2050 | 0.11% | VICI PROPERTIES LP 04.7500 02/15/2028 | 0.11% | MSBAM 2014-C14 C 05.2191 02/15/2047 | 0.11% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.11% | 2.26 R ISWP SOFR P 03/30/2032 | 0.11% | AMERICAN EXPRESS CO 03.3750 05/03/2024 | 0.11% | AMGEN INC 03.2000 11/02/2027 | 0.11% | AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.11% | FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.11% | FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.11% | LENNAR CORP 04.7500 11/29/2027 | 0.11% | UBSCM 2017-C7 XA IO 01.1606 12/15/2050 | 0.11% | WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.11% | 2.2655 R ISWP SOFR P 03/30/2032 | 0.11% | GENERAL ELECTRIC CO 04.1560 12/29/2049 | 0.11% | SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.11% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.11% | COREBRIDGE FIN INC P/P 144A 03.8500 04/05/2029 | 0.11% | GNMA GII30 BF6125 04.0000 02/20/2048 | 0.11% | LYONDELLBASELL IND NV 04.6250 02/26/2055 | 0.11% | NRZT 2020-NQM2 A2 02.8908 05/24/2060 | 0.11% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.11% | BLOCK INC P/P 144A 03.5000 06/01/2031 | 0.11% | CAS 2016-C02 1M2 06.6679 09/25/2028 | 0.11% | GNR 2016-H23 NI IO 02.0941 10/20/2066 | 0.11% | ABN AMRO BANK NV P/P 144A 04.7500 07/28/2025 | 0.11% | AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.11% | FHR 4994 SD IO 04.9321 02/25/2049 | 0.11% | COMM 2012-LC4 B 04.9340 12/10/2044 | 0.11% | COMM 2013-CR6 D 144A 04.2224 03/10/2046 | 0.11% | NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.11% | RMIR 2018-1 M2 04.2100 03/25/2028 | 0.11% | SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.11% | SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.11% | THE AES CORPORATION 01.3750 01/15/2026 | 0.11% | UBSCM 2018-C12 XA IO 00.9696 08/15/2051 | 0.11% | WFRBS 2011-C4 F 144A 05.0000 06/15/2044 | 0.11% | CAS 2020-R01 1M2 02.7179 01/25/2040 | 0.11% | MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.11% | FLORIDA POWER & LIGHT CO 04.1250 02/01/2042 | 0.10% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.10% | BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.10% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.10% | MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.10% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.10% | BROADCOM INC 04.1500 11/15/2030 | 0.10% | FNR 2017-108 SA IO 05.4821 01/25/2048 | 0.10% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% | JPMCC 2021-1MEM E 144A 02.7420 10/09/2042 | 0.10% | CAS 2019-HRP1 M2 02.8179 11/25/2039 | 0.10% | GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.10% | CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.10% | EMIR 2019-1 M2 03.9679 04/25/2029 | 0.10% | ENERGY TRANSFER LP 05.5000 06/01/2027 | 0.10% | GNR 2014-H07 BI IO 01.4716 05/20/2064 | 0.10% | TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.10% | WFRBS 2014-C22 XA IO 00.9377 09/15/2057 | 0.10% | EQUINIX INC 03.2000 11/18/2029 | 0.10% | SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.10% | UBSCM 2012-C1 D 144A 06.0689 05/10/2045 | 0.10% | VIATRIS INC 04.0000 06/22/2050 | 0.10% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.10% | CAS 2020-R02 2M2 02.6679 01/25/2040 | 0.10% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.10% | CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.10% | CAS 2018-C01 1M2 02.9179 07/25/2030 | 0.10% | FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.10% | GSMS 2014-GC22 XA IO 01.0972 06/10/2047 | 0.10% | WASTE CONNECTIONS INC 03.2000 06/01/2032 | 0.10% | FREMF 2019-KF65 B 144A 02.8520 07/25/2029 | 0.10% | GNR 2014-H11 GI IO 01.4958 06/20/2064 | 0.10% | GNR 2018-168 KS IO 05.5556 12/20/2048 | 0.10% | HCA INC. 04.5000 02/15/2027 | 0.10% | SPST 2021-14 A1 01.3679 12/08/2022 | 0.10% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.10% | BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.10% | COMM 2014-CR17 D 144A 05.0089 05/10/2047 | 0.10% | CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.10% | ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.10% | STELLANTIS FIN US IN P/P 144A 01.7110 01/29/2027 | 0.10% | EFMT 2020-1 A2 03.1490 05/25/2065 | 0.09% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.09% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.09% | SWPTN SOFR 3YX2Y P 1.39 USD 12/09/2024 BA | 0.09% | WFCM 2015-LC20 XB IO 00.6215 04/15/2050 | 0.09% | 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.09% | BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.09% | COMMONWEALTH BK AUST P/P 144A 02.5520 03/14/2027 | 0.09% | GNR 2012-149 GS IO 05.6056 12/20/2042 | 0.09% | GNMA GII30 BE1441 03.5000 11/20/2047 | 0.09% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.09% | BANK 2018-BN13 XA 00.6447 08/15/2061 | 0.09% | BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.09% | COMCAST CORP 03.4500 02/01/2050 | 0.09% | FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.09% | FNR 2020-12 SK IO 05.3821 03/25/2050 | 0.09% | BERRY GLOBAL INC 01.5700 01/15/2026 | 0.09% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.09% | COMM 2014-CR19 D 144A 04.8536 08/10/2047 | 0.09% | FHR 3065 DC 18.1976 03/15/2035 | 0.09% | FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.09% | FORD MOTOR CREDI 03.6250 06/17/2031 | 0.09% | FORD MOTOR CREDIT CO LLC 02.9000 02/10/2029 | 0.09% | GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.09% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.09% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.09% | GNMA GII30 MA5266 05.0000 06/20/2048 | 0.09% | SERVICENOW INC 01.4000 09/01/2030 | 0.09% | SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | 0.09% | BMIR 2020-2A B1 144A 09.1679 08/26/2030 | 0.09% | SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | 0.09% | GNR 2020-32 GS IO 05.5056 03/20/2050 | 0.09% | 1.675 R ISWP SOFR P 02/28/2027 | 0.08% | CAS 2017-C03 1B1 05.5179 10/25/2029 | 0.08% | COMCAST CORP 03.9990 11/01/2049 | 0.08% | FNR 2016-91 AS IO 05.4321 12/25/2046 | 0.08% | WFCM 2019-C53 D 144A 02.5000 10/15/2052 | 0.08% | GNR 2019-20 SB IO 05.5056 02/20/2049 | 0.08% | GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.08% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.08% | FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.08% | STACR 2014-DN2 M3 04.2679 04/25/2024 | 0.08% | WFCM 2017-C41 XA IO 01.3319 11/15/2050 | 0.08% | AON GLOBAL LTD USD 04.2500 12/12/2042 | 0.08% | GNR 2019-123 SL IO 05.5556 10/20/2049 | 0.08% | MSRR 2015-R4 CB1 01.2822 08/26/2047 | 0.08% | BRISTOL-MYERS 03.4000 07/26/2029 | 0.08% | CAS 2017-C01 1EB1 01.9179 07/25/2029 | 0.08% | DT MIDSTREAM INC P/P 144A 04.3000 04/15/2032 | 0.08% | FHR 3408 EK 23.5633 04/15/2037 | 0.08% | STACR 2018-HQA1 M2 02.9679 09/25/2030 | 0.08% | STACR 2019-HQA1 M2 03.0179 02/25/2049 | 0.08% | BERRY GLOBAL INC 01.6500 01/15/2027 | 0.08% | BMARK 2019-B13 D 144A 02.5000 08/15/2057 | 0.08% | APID 2021-37A A 144A 02.2663 10/22/2034 | 0.08% | BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.08% | RMIR 2019-1 M2 144A 03.8679 02/25/2029 | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.08% | CSMC 2016-NXSR XA IO 00.8606 12/15/2049 | 0.08% | FHR 4738 QS IO 05.6459 12/15/2047 | 0.08% | GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.08% | GNR 2019-H02 DI IO 02.1140 11/20/2068 | 0.08% | MERCK & CO INC 03.7000 02/10/2045 | 0.08% | SALESFORCE INC 02.9000 07/15/2051 | 0.08% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.08% | CGCMT 2014-GC19 X IO 01.2855 03/10/2047 | 0.08% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.08% | GNR 2014-131 BS IO 05.6056 09/16/2044 | 0.08% | JPMBB 2014-C22 XA IO 00.9662 09/15/2047 | 0.08% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.08% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.08% | GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.08% | SWPTN SOFR 3MX10Y P 1.769 USD 05/09/2022 GS | 0.08% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.07% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.07% | JOHNSON CONTROLS INTL PL 03.9000 02/14/2026 | 0.07% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.07% | TPMT 2018-5 M1 03.2500 07/25/2058 | 0.07% | 2.116 R ISWP SOFR P 04/04/2032 | 0.07% | DOMINION ENERGY INC 04.9000 08/01/2041 | 0.07% | GNR 2016-H02 HI IO 01.5364 01/20/2066 | 0.07% | GNR 2019-83 SW IO 05.5056 07/20/2049 | 0.07% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.07% | DEUTSCHE BANK NY 02.3110 11/16/2027 | 0.07% | ABBVIE INC 03.8000 03/15/2025 | 0.07% | COMM 2014-UBS6 XA IO 01.0022 12/10/2047 | 0.07% | GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.07% | GNMA GII30 BE1440 03.5000 11/20/2047 | 0.07% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.07% | SWPTN SOFR 1YX30Y P 1.724 USD 03/02/2023 CI | 0.07% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% | GNMA GII30 BE1437 03.5000 11/20/2047 | 0.07% | GNR 2015-H12 EI IO 01.7062 04/20/2065 | 0.07% | OMNICOM GROUP INC 04.2000 06/01/2030 | 0.07% | OSHKOSH CORP 04.6000 05/15/2028 | 0.07% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.07% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.07% | UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.07% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.07% | WORKDAY INC 03.7000 04/01/2029 | 0.07% | D.R. HORTON INC 05.7500 08/15/2023 | 0.07% | GLENCORE FUNDING LLC P/P 144A 04.0000 03/27/2027 | 0.07% | JPMCC 2012-LC9 D 144A 04.5087 12/15/2047 | 0.07% | PFIZER INC. 03.0000 12/15/2026 | 0.07% | STACR 2018-HQA2 M2 02.9679 10/25/2048 | 0.07% | SWPTN SOFR 3MX10Y P 2.31 USD 06/29/2022 CI | 0.07% | UNITEDHEALTH GROUP INC 02.9000 05/15/2050 | 0.07% | GNMA GII30 BG6110 04.0000 05/20/2048 | 0.06% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.06% | NRG P/P 144A 03.7500 06/15/2024 | 0.06% | PACIFIC GAS & ELECTRIC 04.9500 07/01/2050 | 0.06% | WFCM 2014-LC16 XA IO 01.2483 08/15/2050 | 0.06% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.06% | GNR 2015-H12 GI IO 01.7934 05/20/2065 | 0.06% | GNR 2019-83 JS IO 05.5056 07/20/2049 | 0.06% | PACIFICORP 02.7000 09/15/2030 | 0.06% | ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.06% | GENERAL MOTORS CO 05.2000 04/01/2045 | 0.06% | MWST 2020-2 A 01.4679 11/25/2053 | 0.06% | SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.06% | VERIZON COMM 04.3290 09/21/2028 | 0.06% | VIATRIS INC 02.3000 06/22/2027 | 0.06% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.06% | GNMA GII30 BB3013 03.5000 11/20/2047 | 0.06% | GNMA GII30 BD1730 03.5000 01/20/2048 | 0.06% | GNR 2017-H08 NI IO 01.9084 03/20/2067 | 0.06% | MSC 2016-BNK2 XA IO 01.0965 11/15/2049 | 0.06% | SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | 0.06% | WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.06% | 2.436 R ISWP FWD SOFR P 04/19/2027 | 0.06% | ALPHABET INC 01.9980 08/15/2026 | 0.06% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.06% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.06% | 1.737 R ISWP SOFR P 03/11/2032 | 0.06% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.06% | GNR 2015-H13 AI IO 01.8013 06/20/2065 | 0.06% | GNR 2017-H14 EI IO 01.5859 06/20/2067 | 0.06% | MOODY'S CORPORATION 05.2500 07/15/2044 | 0.06% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.06% | GNR 2017-H09 DI IO 01.9013 03/20/2067 | 0.06% | INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.06% | JPMCC 2011-C3 D 144A 05.7081 02/15/2046 | 0.06% | FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.06% | GNMA GII30 BB3019 03.5000 11/20/2047 | 0.06% | GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.06% | GNR 2015-H25 AI IO 01.6133 09/20/2065 | 0.06% | SWPTN SOFR 1YX30Y P 1.735 USD 03/03/2023 CI | 0.06% | FHR 3072 SM 04.2533 11/15/2035 | 0.06% | GNR 2016-H14 IO IO 01.6789 06/20/2066 | 0.06% | MSBAM 2015-C25 XA IO 01.1971 10/15/2048 | 0.06% | COMM 2013-CR13 E 144A 05.0419 11/10/2046 | 0.06% | GNR 2015-H12 AI IO 01.8616 05/20/2065 | 0.06% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.06% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.06% | T-MOBILE USA INC 02.5500 02/15/2031 | 0.06% | WFRBS 2014-C24 XA IO 00.9902 11/15/2047 | 0.06% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.06% | FNR 2006-62 PS 35.8928 07/25/2036 | 0.06% | GNMA GII30 AY2298 04.7000 05/20/2067 | 0.06% | GNR 2019-44 SA IO 05.4556 04/20/2049 | 0.06% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% | 2.247 R ISWP SOFR P 04/01/2027 | 0.05% | COMM 2012-CR1 D 144A 05.4525 05/15/2045 | 0.05% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.05% | GNR 2020-11 SY IO 05.5056 01/20/2050 | 0.05% | IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.05% | MSBAM 2013-C13 XB IO 144A 00.1520 11/15/2046 | 0.05% | SWPTN SOFR 13WX10Y R 1.3125 USD 06/06/2022 CI | 0.05% | WFRBS 2012-C7 D 144A 04.7872 06/15/2045 | 0.05% | 1.525 R ISWP SOFRRATE P 12/31/2051 | 0.05% | 2.326 R ISWP SOFR P 04/06/2027 | 0.05% | ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.05% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.05% | ELMW5 2020-2A BR 144A 02.7127 10/20/2034 | 0.05% | FNR 2005-106 JC 18.0531 12/25/2035 | 0.05% | FNR 2006-8 HP 22.1179 03/25/2036 | 0.05% | GNR 2017-H10 MI IO 01.9658 04/20/2067 | 0.05% | MCLO 2019-1A AANR 144A 02.3643 04/15/2032 | 0.05% | BANK OF AMERICA CORP 01.5860 09/15/2026 | 0.05% | CIGNA CORP 03.7500 07/15/2023 | 0.05% | FHR 3852 NT 05.4459 05/15/2041 | 0.05% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.05% | GNR 2016-H11 HI IO 02.0978 01/20/2066 | 0.05% | HCA INC 05.0000 03/15/2024 | 0.05% | MSBAM 2015-C26 XA IO 01.1248 10/15/2048 | 0.05% | SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.05% | VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.05% | AMGEN INC 02.6000 08/19/2026 | 0.05% | AUTONATION INC 02.4000 08/01/2031 | 0.05% | BRISTOL-MYERS SQUIBB CO 01.1250 11/13/2027 | 0.05% | CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.05% | COMM 2015-CR23 XA IO 01.0191 05/10/2048 | 0.05% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.05% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.05% | GNR 2017-H12 QI IO 02.3600 05/20/2067 | 0.05% | SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.05% | ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.05% | BERKSHIRE HATHAWAY ENERG 04.2500 10/15/2050 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.05% | GNR 2011-17 S IO 05.4556 02/20/2041 | 0.05% | GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.05% | JPMCC 2011-C3 F 144A 05.7081 02/15/2046 | 0.05% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.05% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | 0.05% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.05% | COMCAST CORP 03.1500 03/01/2026 | 0.05% | STACR 2019-DNA2 B1 05.0179 03/25/2049 | 0.05% | SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.05% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.05% | AMAZON.COM INC 02.7000 06/03/2060 | 0.05% | GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.05% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.05% | AMAZON.COM INC 02.1000 05/12/2031 | 0.05% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.05% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.05% | JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.05% | METLIFE INC 06.4000 12/15/2036 | 0.05% | WESTPAC BANKING CORP USD 03.3500 03/08/2027 | 0.05% | ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.05% | SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.05% | SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.05% | SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | 0.05% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.05% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.04% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.04% | FNR 2007-53 SP 21.7512 06/25/2037 | 0.04% | JPMORGAN CHASE & CO 01.5064 05/15/2047 | 0.04% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.04% | QVC INC 04.8500 04/01/2024 | 0.04% | SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.04% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% | COX COMM INC P/P 144A 04.5000 06/30/2043 | 0.04% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.04% | GNR 2018-155 SE IO 05.5056 11/20/2048 | 0.04% | SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.04% | WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.04% | COMM 2014-UBS6 C 04.5883 12/10/2047 | 0.04% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.04% | FHR 4912 PS IO 05.3821 09/25/2049 | 0.04% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.04% | CAS 2015-C04 2M2 06.2179 04/25/2028 | 0.04% | CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.04% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.04% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.04% | FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.04% | GNR 2015-H15 JI IO 01.9547 06/20/2065 | 0.04% | JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.04% | MOODY'S CORPORATION 03.2500 01/15/2028 | 0.04% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% | ALPHABET INC 02.2500 08/15/2060 | 0.04% | AMERICAN ELECTRIC POWER 03.2500 03/01/2050 | 0.04% | COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.04% | FHR 4176 DI IO 03.0000 12/15/2042 | 0.04% | SWPTN SOFR 15YX20Y P 1.68 USD 02/11/2037 DE | 0.04% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.04% | CFCRE 2011-C2 D 144A 05.2492 12/15/2047 | 0.04% | COMM 2013-CR11 XA IO 01.0707 08/10/2050 | 0.04% | COMM 2014-CR19 XA IO 01.0956 08/10/2047 | 0.04% | FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.04% | GNMA GII30 BB0107 04.7000 08/20/2067 | 0.04% | GNR 2010-H19 GI IO 01.4055 08/20/2060 | 0.04% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% | SWPTN SOFR 10YX10Y P 1.826 USD 01/13/2032 CI | 0.04% | VICI PROPERTIES P/P 144A 03.7500 02/15/2027 | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.04% | DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.04% | GNR 2019-21 SJ IO 05.4556 02/20/2049 | 0.04% | HMIR 2018-1 M1 144A 02.2679 10/25/2028 | 0.04% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.04% | COMM 2014-LC15 XA IO 01.2244 04/10/2047 | 0.04% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% | S&P GLOBAL INC P/P 144A 04.7500 08/01/2028 | 0.04% | STACR 2018-DNA3 B1 04.5679 09/25/2048 | 0.04% | FNR 2011-4 CS 11.5643 05/25/2040 | 0.04% | GNMA GII30 AY4779 04.4990 03/20/2067 | 0.04% | GNR 2015-H10 CI IO 01.8077 04/20/2065 | 0.04% | SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | 0.04% | WFRBS 2013-C14 XA IO 00.7883 06/15/2046 | 0.04% | CAS 2017-C06 2M2 03.4679 02/25/2030 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.04% | BOARDWALK PIPELINES LP 03.6000 09/01/2032 | 0.04% | CCMFC 2004-3A A2 00.9679 08/25/2035 | 0.04% | GLOBAL PAYMENTS INC 02.1500 01/15/2027 | 0.04% | GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.04% | GNR 2015-H28 DI IO 01.5660 08/20/2065 | 0.04% | GSMS 2014-GC18 XA IO 01.2051 01/10/2047 | 0.04% | JPMORGAN CHASE & CO 04.1250 12/15/2026 | 0.04% | ORACLE CORP 04.0000 11/15/2047 | 0.04% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.04% | 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% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.03% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.03% | FNR 2018-94 SA IO 05.4321 01/25/2049 | 0.03% | GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.03% | GNR 2015-H04 AI IO 01.5427 12/20/2064 | 0.03% | GNR 2015-H25 CI IO 01.7167 10/20/2065 | 0.03% | GSMS 2013-GC13 XA IO 00.0887 07/10/2046 | 0.03% | NEWS CORP P/P 144A 05.1250 02/15/2032 | 0.03% | NUTRIEN LTD. USD 02.9500 05/13/2030 | 0.03% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.03% | 2.518 R ISWP SOFR P 04/12/2027 | 0.03% | CITIGROUP INC 03.8870 01/10/2028 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | GNR 2015-H09 BI IO 01.6759 03/20/2065 | 0.03% | GNR 2015-H16 XI IO 01.8780 07/20/2065 | 0.03% | MSBAM 2013-C10 F 144A 04.2097 07/15/2046 | 0.03% | SWPTN SOFR 15YX10Y P 1.724 USD 01/13/2037 DE | 0.03% | CAS 2019-R02 1B1 04.8179 08/25/2031 | 0.03% | FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.03% | GNMA GII30 BA7681 04.6500 06/20/2067 | 0.03% | GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.03% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% | SWPTN SOFR 10YX10Y R 2.135 USD 03/30/2032 DE | 0.03% | CAS 2015-C04 1M2 06.3679 04/25/2028 | 0.03% | CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.03% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% | FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.03% | SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | 0.03% | SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.03% | 2.3535 R ISWP SOFR P 03/30/2027 | 0.03% | AMERICAN TRANSMISSIO P/P 144A 02.6500 01/15/2032 | 0.03% | MSBAM 2013-C12 XA IO 00.7312 10/15/2046 | 0.03% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.03% | SWPTN SOFR 1YX30Y P 1.75 USD 03/02/2023 CI | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.03% | PARAMOUNT GLOBAL 02.9000 01/15/2027 | 0.03% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.03% | T-MOBILE USA INC 03.7500 04/15/2027 | 0.03% | 2.399 R ISWP SOFR P 04/08/2032 | 0.03% | ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.03% | FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.03% | GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.03% | GENERAL MOTORS FINL CO 03.1000 01/12/2032 | 0.03% | GNR 2015-H20 AI IO 01.8259 08/20/2065 | 0.03% | GNR 2016-H24 JI IO 01.9725 11/20/2066 | 0.03% | SWPTN SOFR 10YX10Y P 1.99 USD 02/11/2032 CI | 0.03% | UNITEDHEALTH GROUP INC 04.7500 07/15/2045 | 0.03% | FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.03% | GNR 2016-H27 BI IO 02.3361 12/20/2066 | 0.03% | JPMBB 2014-C25 XA IO 00.9684 11/15/2047 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | GNR 2016-H04 KI IO 01.6227 02/20/2066 | 0.03% | NORTHROP GRUMMAN CORP 05.2500 05/01/2050 | 0.03% | PARAMOUNT GLOBAL 04.2000 06/01/2029 | 0.03% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | FNR 2010-35 SG IO 05.7321 04/25/2040 | 0.02% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.02% | PROLOGIS LP 02.2500 04/15/2030 | 0.02% | S&P GLOBAL INC 01.2500 08/15/2030 | 0.02% | SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.02% | 2.405 R ISWP SOFR P 04/14/2024 | 0.02% | AIR LEASE CORP 04.6250 10/01/2028 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% | FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 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0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% | FHR 4132 IP IO 04.5000 11/15/2042 | 0.02% | GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.02% | GSMS 2013-GC12 XA IO 01.5242 06/10/2046 | 0.02% | CAS 2019-R01 2M2 03.1179 07/25/2031 | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.02% | FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% | FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.02% | GNR 2019-121 SD IO 05.4056 10/20/2049 | 0.02% | MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.02% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% | SWPTN SOFR 10YX10Y P 1.8225 USD 01/13/2032 WE | 0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% | ENERGY TRANSFER LP 06.5000 02/01/2042 | 0.01% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% | FHR 4183 MI IO 03.0000 02/15/2042 | 0.01% | JPMCC 2013-LC11 X IO 01.3629 04/15/2046 | 0.01% | 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06/22/2026 CI | -0.02% | 2.5845 R ISWP SOFR P 04/20/2032 | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | -0.02% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.02% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% | SWPTN SOFR 3YX2Y R 1.39 USD 12/09/2024 BA | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.02% | 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% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.03% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -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% | SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.03% | SWPTN SOFR 1YX30Y R 1.735 USD 03/03/2023 CI | -0.03% | 2.334 R ISWP FWD SOFR P 04/18/2052 | -0.03% | SWPTN SOFR 15YX20Y R 1.68 USD 02/11/2037 DE | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.03% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.03% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.04% | SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | -0.04% | SWPTN SOFR 10YX10Y P 2.135 USD 03/30/2032 DE | -0.04% | SWPTN SOFR 1YX30Y R 1.724 USD 03/02/2023 CI | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% | SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.04% | SWPTN SOFR 10YX10Y P 1.6125 USD 12/15/2031 BA | -0.04% | 1.47709 R ISWP SOFR P 02/29/2024 | -0.04% | SWPTN SOFR 2YX2Y R 1.3925 USD 12/15/2023 BA | -0.04% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% | SWPTN 5YX30Y P 1.71 USD 12/14/2026 GS | -0.04% | 1.135 R ISWP SOFRRATE P 12/31/2026 | -0.04% | SWPTN SOFR 3YX2Y P 1.62 USD 01/13/2025 WE | -0.05% | 1.9575 R ISWP US0003M P 03/07/2032 | -0.05% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.05% | SWPTN 5YX5Y R 1.752 USD 12/14/2026 CI | -0.05% | SWPTN SOFR 3MX10Y R 2.31 USD 06/29/2022 CI | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.06% | 2.3365 R ISWP SOFR P 03/31/2027 | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% | SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.06% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | -0.06% | SWPTN SOFR 6MX10Y R 1.648 USD 09/01/2022 CI | -0.06% | SWPTN SOFR 2YX5Y P 1.7 USD 01/11/2024 JP | -0.06% | 2.3665 R ISWP SOFR P 04/07/2027 | -0.07% | SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | -0.07% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.07% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.07% | 1.75 R ISWP SOFR P 02/29/2032 | -0.08% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.08% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.08% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.08% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.09% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.09% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.10% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.10% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.10% | SWPTN SOFR 13WX10Y R 1.5625 USD 06/06/2022 CI | -0.10% | SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.11% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.11% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.11% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.11% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.12% | 1.626 R ISWP SOFR P 01/19/2052 | -0.12% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.14% | SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.14% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.14% | SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | -0.15% | 1.085 R ISWP SOFRRATE P 12/23/2026 | -0.15% | SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.17% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.17% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.17% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.18% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.18% | SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.19% | SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | -0.21% | SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.24% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.24% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.28% | 1.86 R ISWP FWD SOFR P 02/24/2052 | -0.29% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.30% | SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.32% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.36% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.37% | SWPTN SOFR 13WX10Y P 1.8125 USD 06/06/2022 CI | -0.39% | SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.40% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.42% | 1.80 R ISWP FWD SOFR P 06/15/2024 | -0.45% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.45% | 2.05 R ISWP FWD SOFR P 06/15/2052 | -0.47% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.52% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.56% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.57% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.79% | 1.285 R ISWP SOFRRATE P 12/23/2031 | -0.88% | SWPTN 8YX10Y R 3.312 USD 11/27/2028 BA | -0.97% | FNMA FN30 TBA UMBS 02.5000 05/01/2052 | -0.98% | 1.95 R ISWP FWD SOFR P 06/15/2032 | -1.18% | 1.437 R ISWP SOFRRATE P 12/23/2051 | -1.19% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.43% | FNMA FN30 TBA UMBS 02.5000 06/01/2052 | -2.93% | US 2YR NOTE (CBT) JUN22 TUM2 | -36.47% |
| FNMA FN30 TBA UMBS 04.0000 05/01/2052 | 12.51% | US 5YR NOTE (CBT) JUN22 FVM2 | 10.58% | REPO TRIPA MORTG 0.3 04/01/2022 | 9.56% | FNMA FN30 TBA UMBS 03.5000 05/01/2052 | 6.65% | FNMA FN30 TBA UMBS 03.0000 05/01/2052 | 6.01% | FNMA FN30 TBA UMBS 03.0000 06/01/2052 | 4.99% | US ULTRA BOND CBT JUN22 WNM2 | 4.90% | US 10YR NOTE (CBT)JUN22 TYM2 | 4.28% | GNMA GII30 TBA 03.5000 04/01/2052 | 3.10% | TREASURY BILL 00.0000 05/05/2022 | 3.02% | TREASURY BILL 00.0000 06/09/2022 | 2.77% | FNMA FN30 TBA UMBS 02.0000 05/01/2052 | 2.38% | FNMA FN30 TBA UMBS 04.5000 05/01/2052 | 2.12% | US LONG BOND(CBT) JUN22 USM2 | 1.85% | TREASURY BILL 00.0000 04/21/2022 | 1.69% | US 10YR ULTRA FUT JUN22 UXYM2 | 1.60% | CASH MGMT BILL 00.0000 06/14/2022 | 1.38% | TREASURY BILL 00.0000 05/03/2022 | 1.23% | FNR 2021-77 I IO 04.0000 11/25/2051 | 0.80% | BF0101 03.5000 06/01/2056 | 0.80% | TREASURY BILL 00.0000 05/19/2022 | 0.67% | 1.285 R ISWP SOFRRATE P 12/24/2031 | 0.65% | FNR 2020-70 SD IO 05.7934 10/25/2050 | 0.57% | TRK 2019-2 A2 04.2128 09/25/2022 | 0.57% | BANCO SANTANDER SA USD 03.2250 11/22/2032 | 0.55% | FNMA FN30 TBA UMBS 06.0000 04/01/2052 | 0.55% | FNMA FN30 TBA UMBS 05.5000 04/01/2052 | 0.54% | CAS 2022-R02 2M2 03.0990 01/25/2042 | 0.54% | 1.85 R ISWP FWD SOFR P 06/15/2027 | 0.53% | CITIGROUP INC 04.4500 09/29/2027 | 0.53% | GNMA GII30 TBA 04.5000 04/01/2052 | 0.53% | FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.52% | MITSUBISHI UFJ TRUST & BANKIN 60683CE64 DCP 05/06/2022 | 0.51% | GNMA GII30 TBA 03.0000 04/01/2052 | 0.51% | COMM 2014-CR17 C 04.7843 05/10/2047 | 0.46% | FHR 5050 IM IO 03.5000 10/25/2050 | 0.46% | WAMU 2005-AR13 A1C4 01.3166 10/25/2045 | 0.46% | STAR 2020-2 A2 03.9700 04/25/2060 | 0.46% | FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.45% | FHS 315 PO PO 00.0000 09/15/2043 | 0.44% | UBSCM 2012-C1 C 144A 05.8400 05/10/2045 | 0.43% | GNR 2020-186 DI IO 03.0000 12/20/2050 | 0.43% | MORGAN STANLEY 04.3750 01/22/2047 | 0.42% | FNR 2020-93 WI IO 05.0000 06/25/2050 | 0.42% | WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.41% | MCAS 2019-01 M10 144A 03.7066 10/15/2049 | 0.40% | MRAIT 2020-2 A2 01.4306 08/15/2022 | 0.40% | FHR 5024 EI IO 04.0000 10/25/2050 | 0.40% | FHR 5070 AI IO 03.5000 02/25/2051 | 0.40% | FHR 5140 BI IO 03.5000 09/25/2051 | 0.39% | FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.39% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.39% | FNR 2020-45 GI IO 05.0000 07/25/2050 | 0.38% | CGCMT 2012-GC8 B 144A 04.2850 09/10/2045 | 0.37% | BMIR 2017-1 M2 144A 03.8066 10/25/2027 | 0.37% | ABBVIE INC 03.2000 11/21/2029 | 0.37% | STACR 2019-DNA2 M2 02.9066 03/25/2049 | 0.37% | FHR 4945 SL IO 05.5934 01/25/2050 | 0.36% | STACR 2016-HQA1 M3 06.8066 09/25/2028 | 0.34% | FHR 5019 MI IO 04.0000 10/25/2050 | 0.34% | STACR 2019-FTR2 M2 02.6066 11/25/2048 | 0.34% | GNR 2021-107 QI IO 02.5000 06/20/2051 | 0.33% | STACR 2022-HQA1 M2 05.3000 03/25/2042 | 0.33% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.32% | SWPTN 8YX10Y P 3.312 USD 11/27/2028 BA | 0.32% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.31% | WFRBS 2013-C15 D 144A 04.5055 08/15/2046 | 0.31% | UBSBB 2012-C3 C 144A 05.0478 08/10/2049 | 0.31% | CFCRE 2011-C2 E P/P 144A 05.1240 12/15/2047 | 0.30% | JPMCC 2012-C8 C 144A 04.6264 10/15/2045 | 0.30% | AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.30% | REG23 2021-4A A1 144A 01.2604 01/20/2035 | 0.30% | COMM 2018-COR3 C 04.5602 05/10/2051 | 0.30% | MSBAM 2015-C27 C 04.5030 12/15/2047 | 0.30% | CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.30% | FNR 2020-62 CI IO 04.0000 06/25/2048 | 0.30% | BANK OF AMERICA CORP 03.8460 03/08/2037 | 0.30% | CGCMT 2015-P1 C 04.3692 09/15/2048 | 0.29% | WAMU 2005-AR17 A1B2 01.2766 12/25/2045 | 0.29% | JPMCC 2021-1MEM D 144A 02.6535 10/09/2042 | 0.29% | FHR 5118 NI IO 02.0000 02/25/2051 | 0.28% | AT&T INC 03.5500 09/15/2055 | 0.28% | TRK 2020-1 A1 02.7343 03/25/2023 | 0.28% | GSMS 2013-GC12 B 03.7770 06/10/2046 | 0.28% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.28% | WFRBS 2012-C10 D 144A 04.4119 12/15/2045 | 0.28% | FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.27% | GSM 2021-4A A1 144A 01.4413 07/15/2034 | 0.27% | SPST 2021-10 A 00.0000 08/08/2022 | 0.27% | SPST 2021-6 A 01.2549 04/25/2022 | 0.27% | APPLE INC 04.3750 05/13/2045 | 0.27% | GNR 2020-18 GS IO 05.6014 02/20/2050 | 0.27% | UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.27% | FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.26% | SPST 2021-16 A1 00.7293 11/07/2022 | 0.26% | APPLE INC 02.8000 02/08/2061 | 0.26% | GNMA GII30 BG6074 04.0000 04/20/2048 | 0.26% | MRAIT 2021-8 A2X 01.3806 05/15/2022 | 0.26% | APID 2013-12A BR 144A 01.6413 04/15/2031 | 0.25% | CAS 2017-C07 1EB2 01.4566 05/25/2030 | 0.25% | FHLMC FR30 ZM1233 UMBS 03.0000 06/01/2046 | 0.25% | GSMS 2015-GS1 XA IO 00.7601 11/10/2048 | 0.25% | UBSCM 2019-C17 C 03.7582 10/15/2052 | 0.25% | CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.25% | US BANCORP 02.4910 11/03/2036 | 0.25% | WESTLAKE CORP 03.1250 08/15/2051 | 0.25% | MRAIT 2021-EBO1 A2X 01.9806 04/15/2022 | 0.25% | BROADCOM INC 04.1500 11/15/2030 | 0.25% | GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.24% | SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.24% | AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.24% | GSMS 2014-GC18 C 05.0876 01/10/2047 | 0.24% | GSMS 2010-C1 D 144A 06.5254 08/10/2043 | 0.24% | JPMCC 2012-C6 B 04.8186 05/15/2045 | 0.24% | JPMBB 2013-C14 D 144A 04.5485 08/15/2046 | 0.24% | MRAIT 2020-11 A1X 02.0966 04/22/2022 | 0.24% | RMLT 2020-2 A3 02.9110 05/25/2060 | 0.24% | SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.23% | DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.23% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.23% | WFCM 2018-C43 XA IO 00.6583 03/15/2051 | 0.23% | KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.23% | FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.23% | FHR 4975 EI IO 04.5000 05/25/2050 | 0.23% | ORACLE CORP 03.6500 03/25/2041 | 0.23% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.23% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.22% | MICROSOFT CORP 02.6750 06/01/2060 | 0.22% | SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.22% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.22% | FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.22% | MAGALLANES INC P/P 144A 04.2790 03/15/2032 | 0.22% | 0.695 R ISWP SOFRRATE P 12/23/2023 | 0.22% | FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.22% | FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.21% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.21% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.21% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.21% | STACR 2019-DNA1 B1 05.1066 01/25/2049 | 0.21% | STACR 2016-DNA3 M3 05.4566 12/25/2028 | 0.21% | GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.20% | ELMW4 2020-1A A 144A 01.4813 04/15/2033 | 0.20% | CSAIL 2015-C1 D 144A 03.7610 04/15/2050 | 0.20% | FIRST-CITIZENS BANK/TRST 06.1250 03/09/2028 | 0.20% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.20% | FNR 2016-8 SA IO 05.5934 03/25/2046 | 0.20% | CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.20% | FNR 2019-3 SA IO 05.6434 02/25/2049 | 0.20% | GNR 2016-H23 MI IO 02.2018 10/20/2066 | 0.20% | MCAS 2020-01 M10 144A 04.2066 03/25/2050 | 0.20% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.20% | RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.20% | BOOKING HOLDINGS INC 04.6250 04/13/2030 | 0.20% | AT&T INC 02.5500 12/01/2033 | 0.19% | JPMCC 2011-C3 B 144A 05.0131 02/15/2046 | 0.19% | WFRBS 2011-C4 C 144A 04.8879 06/15/2044 | 0.19% | COMM 2013-CR13 D 144A 04.8805 11/10/2046 | 0.19% | CITRIX SYSTEMS INC 01.2500 03/01/2026 | 0.19% | OMIR 2018-1A M2 03.3066 07/25/2028 | 0.19% | SIXST 2020-16A B 144A 02.1040 10/20/2032 | 0.19% | CEDF 2021-14A B 144A 01.8413 07/15/2033 | 0.19% | FNR 2020-95 GI IO 03.5000 01/25/2051 | 0.19% | GSK CONSUMER HLTHCRE P/P 144A 03.6250 03/24/2032 | 0.19% | JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.19% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.19% | DBUBS 2011-LC3A D 144A 05.3887 08/10/2044 | 0.19% | AT&T INC 04.7500 05/15/2046 | 0.19% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.19% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.19% | STACR 2019-DNA1 M2 03.1066 01/25/2049 | 0.19% | UBSCM 2019-C17 XA IO 01.4772 10/15/2052 | 0.19% | WFCM 2019-C50 XA IO 01.4078 05/15/2052 | 0.19% | CAS 2017-C02 2B1 05.9566 09/25/2029 | 0.18% | FHR 4839 AS IO 05.6534 06/15/2042 | 0.18% | INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.18% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.18% | HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.18% | GSMS 2014-GC24 D 144A 04.5332 09/10/2047 | 0.18% | SNDPT 2019-2A AR 144A 01.4113 07/15/2034 | 0.18% | BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.18% | ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.17% | CITIGROUP INC 03.8750 02/18/2051 | 0.17% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.17% | STACR 2016-HQA2 M3 05.6066 11/25/2028 | 0.17% | COMCAST CORP 03.4000 07/15/2046 | 0.17% | GNR 2019-119 KS IO 05.6194 09/16/2049 | 0.17% | OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.17% | FHR 5052 KI IO 04.0000 12/25/2050 | 0.17% | NETFLIX INC. 05.8750 11/15/2028 | 0.17% | STACR 2020-HQA1 M2 02.3566 01/25/2050 | 0.17% | TOTALENERGIES CAP INTL USD 02.8290 01/10/2030 | 0.17% | BHLD 2020-1 A3 03.2530 02/25/2055 | 0.17% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.17% | UBSBB 2012-C4 B 144A 03.7181 12/10/2045 | 0.17% | BPCE SA P/P 144A 04.5000 03/15/2025 | 0.16% | UBSCM 2012-C1 D 144A 05.8400 05/10/2045 | 0.16% | ARRW 2019-3 M1 04.2040 10/25/2048 | 0.16% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.16% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.16% | GNMA GII30 BD1731 03.5000 01/20/2048 | 0.16% | JPMBB 2013-C14 E 144A 04.5485 08/15/2046 | 0.16% | LCCM 2017-LC26 XA IO 144A 01.5127 07/12/2050 | 0.16% | STACR 2017-HQA1 M2B 04.0066 08/25/2029 | 0.16% | STACR 2018-DNA2 B1 04.1566 12/25/2030 | 0.16% | 1.6545 R ISWP SOFR P 02/01/2052 | 0.16% | FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.16% | CAS 2018-C04 2B1 04.9566 12/25/2030 | 0.16% | COMM 2012-CR2 B 04.3930 08/15/2045 | 0.16% | MSBAM 2015-C23 D 144A 04.1438 07/15/2050 | 0.16% | FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.15% | ZOETIS INC 03.9000 08/20/2028 | 0.15% | FNR 2021-12 NI IO 02.5000 03/25/2051 | 0.15% | CGCMT 2014-GC23 IO 00.9108 07/10/2047 | 0.15% | FREMF 2019-KF66 B 144A 02.6414 07/25/2029 | 0.15% | UBSC 2011-C1 D 144A 06.2654 01/10/2045 | 0.15% | HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.15% | JPMCC 2012-C8 D 144A 04.6745 10/15/2045 | 0.15% | SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.15% | COMM 2015-CR23 C 04.2881 05/10/2048 | 0.15% | GSMS 2018-GS10 C 04.4089 07/10/2051 | 0.15% | JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.15% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.15% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.15% | RAD 2019-6A A1 144A 01.6340 01/20/2033 | 0.15% | CAS 2016-C03 1M2 05.7566 10/25/2028 | 0.14% | MRAFT 2021-S1 A1 00.6257 09/10/2022 | 0.14% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.14% | FHLMC FR30 ZA4291 UMBS 03.5000 08/01/2043 | 0.14% | COMCAST CORP 02.3500 01/15/2027 | 0.14% | JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.14% | NETFLIX INC 04.3750 11/15/2026 | 0.14% | BACM 2015-UBS7 B 04.3587 09/15/2048 | 0.14% | COMM 2014-UBS4 C 04.6500 08/10/2047 | 0.14% | SALESFORCE INC 03.0500 07/15/2061 | 0.14% | 1.096 R ISWP SOFRRATE P 12/24/2026 | 0.14% | FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.14% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.14% | SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.14% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.14% | CSAIL 2015-C3 XA IO 00.6951 08/15/2048 | 0.14% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.14% | JPMBB 2014-C22 C 04.5540 09/15/2047 | 0.14% | CAS 2017-C01 1M2 04.0066 07/25/2029 | 0.14% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.14% | MICROSOFT CORP 02.9210 03/17/2052 | 0.14% | T-MOBILE USA INC 04.5000 04/15/2050 | 0.14% | WEC ENERGY GROUP INC 02.6189 05/15/2067 | 0.14% | GNR 2020-55 SA IO 05.6014 04/20/2050 | 0.13% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.13% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.13% | BOEING CO 05.9300 05/01/2060 | 0.13% | CAS 2017-C03 1M2 03.4566 10/25/2029 | 0.13% | GNMA GII30 BD1729 03.5000 01/20/2048 | 0.13% | STACR 2017-HQA3 B1 04.9066 04/25/2030 | 0.13% | AMAZON.COM INC 04.0500 08/22/2047 | 0.13% | CAS 2017-C07 1B1 04.4566 05/25/2030 | 0.13% | ISTAR INC. 04.2500 08/01/2025 | 0.13% | JPMBB 2013-C12 C 04.0946 07/15/2045 | 0.13% | LLOYDS BANKING GROUP PLC USD 03.3690 12/14/2046 | 0.13% | BANK OF AMERICA CORP 06.1000 03/17/2025 | 0.13% | GNMA GII30 MA5194 05.0000 05/20/2048 | 0.13% | STACR 2018-DNA2 M2 02.6066 12/25/2030 | 0.13% | FHR 4994 SD IO 05.1434 02/25/2049 | 0.13% | PLMRS 2021-2A A 144A 01.3913 07/15/2034 | 0.13% | DRMT 2020-2 A2 02.5940 05/25/2065 | 0.13% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.13% | PLMRS 2015-1A A1A4 144A 01.6096 05/21/2034 | 0.13% | WESTLAKE CORP 02.8750 08/15/2041 | 0.13% | AIR LEASE CORP 03.2500 10/01/2029 | 0.13% | BLUEM 2021-32A A 144A 01.4113 10/15/2034 | 0.13% | ELMW4 2020-1A B 144A 01.9413 04/15/2033 | 0.13% | ELMW6 2020-3A BR 144A 01.9040 10/20/2034 | 0.13% | ELMW8 2021-1A B1 144A 01.8040 01/20/2034 | 0.13% | GALXY 2016-22A ARR 144A 01.4413 04/16/2034 | 0.13% | GLM 2019-5A BR 144A 01.8040 10/20/2032 | 0.13% | ICG 2015-2RA A2 144A 02.0413 01/16/2033 | 0.13% | JPMBB 2013-C15 C 05.1915 11/15/2045 | 0.13% | MAGNE 2020-26A A1R 144A 01.3777 07/25/2034 | 0.13% | OAKC 2021-16A A 144A 01.3138 10/18/2034 | 0.13% | PLMRS 2021-3A B 144A 01.8825 01/15/2035 | 0.13% | COMM 2017-COR2 D 144A 03.0000 09/10/2050 | 0.13% | RRAM 2019-7A A2B P/P 144A 02.0303 01/15/2037 | 0.13% | CF INDUSTRIES INC 04.9500 06/01/2043 | 0.12% | JPMCC 2012-C6 E 144A 05.2697 05/15/2045 | 0.12% | MAGNE 2019-21A BR 144A 01.6040 04/20/2034 | 0.12% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.12% | NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.12% | CSAIL 2015-C1 C 04.2610 04/15/2050 | 0.12% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.12% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.12% | MSBAM 2014-C19 D 144A 03.2500 12/15/2047 | 0.12% | INTERPUBLIC GRP 04.6500 10/01/2028 | 0.12% | GNR 2016-H23 NI IO 02.0966 10/20/2066 | 0.12% | INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.12% | ARES CAPITAL CORP 03.8750 01/15/2026 | 0.12% | UBSBB 2013-C6 B 144A 03.8751 04/10/2046 | 0.12% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.12% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.12% | FREMF 2019-KF65 B 144A 02.6414 07/25/2029 | 0.12% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.12% | THE BOEING COMPANY 04.8750 05/01/2025 | 0.12% | CAS 2017-C01 1B1 06.2066 07/25/2029 | 0.12% | LYONDELLBASELL IND NV 04.6250 02/26/2055 | 0.12% | MSBAM 2013-C10 E 144A 04.0749 07/15/2046 | 0.12% | UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.12% | WFCM 2020-C57 C 04.0235 08/15/2053 | 0.12% | CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.12% | MSC 2016-UB12 XA IO 00.6554 12/15/2049 | 0.12% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.12% | SWPTN SOFR 2YX2Y P 1.3925 USD 12/15/2023 BA | 0.12% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.12% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.12% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.12% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.12% | COMM 2014-UBS2 C 04.9784 03/10/2047 | 0.12% | GENERAL MOTORS CO 05.9500 04/01/2049 | 0.12% | KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.12% | BLOCK INC P/P 144A 03.5000 06/01/2031 | 0.11% | MSC 2011-C3 E 144A 05.0861 07/15/2049 | 0.11% | STACR 2020-HQA2 M2 03.5566 03/25/2050 | 0.11% | AMGEN INC 04.6630 06/15/2051 | 0.11% | BACM 2005-1 B 05.1165 11/10/2042 | 0.11% | BANK OF AMERICA CORP 05.1250 06/20/2024 | 0.11% | COLT 2020-2 A2 03.0940 03/25/2065 | 0.11% | COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.11% | FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.11% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.11% | CAS 2016-C02 1M2 06.4566 09/25/2028 | 0.11% | EMIR 2018-1 M1 01.8869 11/25/2028 | 0.11% | GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.11% | LENNAR CORP 04.7500 11/29/2027 | 0.11% | UBSCM 2017-C7 XA IO 01.0104 12/15/2050 | 0.11% | AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.11% | FLORIDA POWER & LIGHT CO 04.1250 02/01/2042 | 0.11% | GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.11% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.11% | TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.11% | WFRBS 2014-C22 XA IO 00.7906 09/15/2057 | 0.11% | AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.11% | FNR 2017-108 SA IO 05.6934 01/25/2048 | 0.11% | MSBAM 2014-C14 C 05.0527 02/15/2047 | 0.11% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.11% | WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.11% | COMM 2012-LC4 B 04.9340 12/10/2044 | 0.11% | GENERAL ELECTRIC CO 04.1560 12/29/2049 | 0.11% | GNMA GII30 BF6125 04.0000 02/20/2048 | 0.11% | VIATRIS INC 04.0000 06/22/2050 | 0.11% | CAS 2020-R01 1M2 02.5066 01/25/2040 | 0.11% | SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.11% | BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.11% | NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.11% | NRZT 2020-NQM2 A2 02.8908 05/24/2060 | 0.11% | UBSCM 2018-C12 XA IO 00.8061 08/15/2051 | 0.11% | CARR 2006-NC2 A4 00.6966 06/25/2036 | 0.10% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.10% | FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.10% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.10% | THE AES CORPORATION 02.4500 01/15/2031 | 0.10% | VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.10% | BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.10% | GNR 2018-168 KS IO 05.7014 12/20/2048 | 0.10% | MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.10% | SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.10% | GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.10% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.10% | 1.435 R ISWP SOFRRATE P 12/24/2051 | 0.10% | COMM 2013-CR6 D 144A 04.0871 03/10/2046 | 0.10% | GNR 2014-H07 BI IO 01.4696 05/20/2064 | 0.10% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.10% | WFRBS 2011-C4 F 144A 04.8879 06/15/2044 | 0.10% | EQUINIX INC 03.2000 11/18/2029 | 0.10% | FNR 2020-12 SK IO 05.5934 03/25/2050 | 0.10% | GNR 2012-149 GS IO 05.7514 12/20/2042 | 0.10% | JPMCC 2021-1MEM E 144A 02.6535 10/09/2042 | 0.10% | RMIR 2018-1 M2 04.2100 03/25/2028 | 0.10% | SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.10% | CAS 2020-R02 2M2 02.4566 01/25/2040 | 0.10% | GNR 2014-H11 GI IO 01.4907 06/20/2064 | 0.10% | MWST 2020-2 A 01.2566 11/25/2053 | 0.10% | TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.10% | WASTE CONNECTIONS INC 03.2000 06/01/2032 | 0.10% | CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.10% | CAS 2019-HRP1 M2 02.6066 11/25/2039 | 0.10% | ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.10% | MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.10% | COMCAST CORP 03.4500 02/01/2050 | 0.10% | CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.10% | GNMA GII30 BE1441 03.5000 11/20/2047 | 0.10% | GSMS 2014-GC22 XA IO 00.9421 06/10/2047 | 0.10% | CAS 2018-C01 1M2 02.7066 07/25/2030 | 0.10% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.10% | FNR 2016-91 AS IO 05.6434 12/25/2046 | 0.10% | CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.10% | EMIR 2019-1 M2 03.7566 04/25/2029 | 0.10% | BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.09% | BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.09% | FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.09% | FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.09% | ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.09% | ABN AMRO BANK NV P/P 144A 03.3240 03/13/2037 | 0.09% | FORD MOTOR CREDI 03.6250 06/17/2031 | 0.09% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.09% | BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.09% | COMM 2014-CR17 D 144A 04.8480 05/10/2047 | 0.09% | SPST 2021-14 A1 01.1549 12/08/2022 | 0.09% | WFCM 2015-LC20 XB IO 00.4778 04/15/2050 | 0.09% | COMCAST CORP 03.9990 11/01/2049 | 0.09% | COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.09% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.09% | FORD MOTOR CREDIT CO LLC 02.9000 02/10/2029 | 0.09% | GNR 2019-20 SB IO 05.6514 02/20/2049 | 0.09% | STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.09% | SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.09% | ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.09% | EFMT 2020-1 A2 03.1490 05/25/2065 | 0.09% | KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.09% | BANK 2018-BN13 XA 00.4964 08/15/2061 | 0.09% | GNR 2020-32 GS IO 05.6514 03/20/2050 | 0.09% | SERVICENOW INC 01.4000 09/01/2030 | 0.09% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.09% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.09% | FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.09% | FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.09% | GNMA GII30 MA5266 05.0000 06/20/2048 | 0.09% | AON GLOBAL LTD USD 04.2500 12/12/2042 | 0.09% | BERRY GLOBAL INC 01.5700 01/15/2026 | 0.09% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.09% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.09% | FHR 3065 DC 18.6703 03/15/2035 | 0.09% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.09% | CAS 2017-C01 1EB1 01.7066 07/25/2029 | 0.09% | COMM 2014-CR19 D 144A 04.7046 08/10/2047 | 0.09% | GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.08% | GNR 2019-123 SL IO 05.7014 10/20/2049 | 0.08% | GNR 2019-H02 DI IO 02.0916 11/20/2068 | 0.08% | SALESFORCE INC 02.9000 07/15/2051 | 0.08% | WFCM 2019-C53 D 144A 02.5000 10/15/2052 | 0.08% | GNR 2014-131 BS IO 05.7694 09/16/2044 | 0.08% | MERCK & CO INC 03.7000 02/10/2045 | 0.08% | MSRR 2015-R4 CB1 01.0125 08/26/2047 | 0.08% | DT MIDSTREAM INC P/P 144A 04.3000 04/15/2032 | 0.08% | FHR 4738 QS IO 05.8034 12/15/2047 | 0.08% | SWPTN SOFR 6MX10Y P 1.648 USD 09/01/2022 CI | 0.08% | BRISTOL-MYERS 03.4000 07/26/2029 | 0.08% | GNR 2016-H02 HI IO 01.5385 01/20/2066 | 0.08% | WFCM 2017-C41 XA IO 01.1841 11/15/2050 | 0.08% | BMARK 2019-B13 D 144A 02.5000 08/15/2057 | 0.08% | BMIR 2020-2A B1 144A 08.9566 08/26/2030 | 0.08% | CAS 2017-C03 1B1 05.3066 10/25/2029 | 0.08% | GNR 2017-H14 EI IO 01.5722 06/20/2067 | 0.08% | STACR 2014-DN2 M3 04.0566 04/25/2024 | 0.08% | FHR 3408 EK 24.1974 04/15/2037 | 0.08% | GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.08% | GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.08% | BERRY GLOBAL INC 01.6500 01/15/2027 | 0.08% | BROADCOM INC P/P 144A 03.1870 11/15/2036 | 0.08% | STACR 2018-HQA1 M2 02.7566 09/25/2030 | 0.08% | STACR 2019-HQA1 M2 02.8066 02/25/2049 | 0.08% | CGCMT 2014-GC19 X IO 01.1180 03/10/2047 | 0.08% | APID 2021-37A A 144A 01.2591 10/22/2034 | 0.08% | JPMBB 2014-C22 XA IO 00.8184 09/15/2047 | 0.08% | TPMT 2018-5 M1 03.2500 07/25/2058 | 0.08% | CSMC 2016-NXSR XA IO 00.7131 12/15/2049 | 0.08% | DOMINION ENERGY INC 04.9000 08/01/2041 | 0.08% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.08% | GNMA GII30 BE1437 03.5000 11/20/2047 | 0.08% | L3HARRIS TECH INC 01.8000 01/15/2031 | 0.08% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.08% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.07% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.07% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.07% | GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.07% | RMIR 2019-1 M2 144A 03.6566 02/25/2029 | 0.07% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.07% | GNR 2019-83 SW IO 05.6514 07/20/2049 | 0.07% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.07% | UNITEDHEALTH GROUP INC 02.9000 05/15/2050 | 0.07% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.07% | GNR 2015-H13 AI IO 01.7806 06/20/2065 | 0.07% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.07% | SWPTN 5YX5Y P 1.752 USD 12/14/2026 CI | 0.07% | 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.07% | COMM 2014-UBS6 XA IO 00.8580 12/10/2047 | 0.07% | DEUTSCHE BANK NY 02.3110 11/16/2027 | 0.07% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.07% | GNMA GII30 BE1440 03.5000 11/20/2047 | 0.07% | GNR 2019-83 JS IO 05.6514 07/20/2049 | 0.07% | HCA INC 03.5000 07/15/2051 | 0.07% | OMNICOM GROUP INC 04.2000 06/01/2030 | 0.07% | PACIFIC GAS & ELECTRIC 04.9500 07/01/2050 | 0.07% | GNR 2015-H12 EI IO 01.7057 04/20/2065 | 0.07% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.07% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.07% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% | ABBVIE INC 03.8000 03/15/2025 | 0.07% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.07% | 1.5415 R ISWP SOFR P 03/09/2032 | 0.07% | GENERAL MOTORS CO 05.2000 04/01/2045 | 0.07% | GLP CAPITAL LP / FIN II 03.2500 01/15/2032 | 0.07% | OSHKOSH CORP 04.6000 05/15/2028 | 0.07% | WORKDAY INC 03.7000 04/01/2029 | 0.07% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.07% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.07% | CWALT 2007-OA6 A1A 00.7366 06/25/2037 | 0.07% | GNR 2015-H12 GI IO 01.7922 05/20/2065 | 0.07% | GNR 2017-H08 NI IO 02.3302 03/20/2067 | 0.07% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.07% | SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.07% | GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.06% | PACIFICORP 02.7000 09/15/2030 | 0.06% | PFIZER INC. 03.0000 12/15/2026 | 0.06% | WFCM 2014-LC16 XA IO 01.0995 08/15/2050 | 0.06% | 1.5475 R ISWP SOFR P 03/09/2032 | 0.06% | 2.05 R ISWP FWD SOFR P 06/15/2052 | 0.06% | D.R. HORTON INC 05.7500 08/15/2023 | 0.06% | GNMA GII30 BG6110 04.0000 05/20/2048 | 0.06% | JPMCC 2012-LC9 D 144A 04.3639 12/15/2047 | 0.06% | MOODY'S CORPORATION 05.2500 07/15/2044 | 0.06% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.06% | UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.06% | NRG P/P 144A 03.7500 06/15/2024 | 0.06% | STACR 2018-HQA2 M2 02.7566 10/25/2048 | 0.06% | VERIZON COMM 04.3290 09/21/2028 | 0.06% | ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.06% | MSC 2016-BNK2 XA IO 00.9679 11/15/2049 | 0.06% | SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.06% | VIATRIS INC 02.3000 06/22/2027 | 0.06% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.06% | GNMA GII30 BB3013 03.5000 11/20/2047 | 0.06% | GNMA GII30 BD1730 03.5000 01/20/2048 | 0.06% | GNR 2017-H09 DI IO 01.8968 03/20/2067 | 0.06% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.06% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.06% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.06% | WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.06% | ALPHABET INC 01.9980 08/15/2026 | 0.06% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.06% | INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.06% | FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.06% | GNR 2016-H14 IO IO 01.6753 06/20/2066 | 0.06% | COMM 2013-CR13 E 144A 04.8805 11/10/2046 | 0.06% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.06% | GNR 2019-44 SA IO 05.6014 04/20/2049 | 0.06% | FNR 2006-8 HP 22.8926 03/25/2036 | 0.06% | GNMA GII30 BB3019 03.5000 11/20/2047 | 0.06% | MSBAM 2015-C25 XA IO 01.0470 10/15/2048 | 0.06% | T-MOBILE USA INC 02.5500 02/15/2031 | 0.06% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.06% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% | FHR 3072 SM 04.2533 11/15/2035 | 0.06% | GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.06% | GNR 2015-H12 AI IO 01.8581 05/20/2065 | 0.06% | GNR 2017-H10 MI IO 01.8325 04/20/2067 | 0.06% | GNR 2020-11 SY IO 05.6514 01/20/2050 | 0.06% | JPMCC 2011-C3 D 144A 05.5249 02/15/2046 | 0.06% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.06% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.06% | WFRBS 2014-C24 XA IO 00.8450 11/15/2047 | 0.06% | ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.06% | ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.06% | BERKSHIRE HATHAWAY ENERG 04.2500 10/15/2050 | 0.06% | FHR 3852 NT 05.6034 05/15/2041 | 0.06% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.06% | MSBAM 2013-C13 XB IO 144A 00.1520 11/15/2046 | 0.06% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.05% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% | GNMA GII30 AY2298 04.7000 05/20/2067 | 0.05% | IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.05% | 1.679 R ISWP SOFR P 01/21/2052 | 0.05% | AMAZON.COM INC 02.7000 06/03/2060 | 0.05% | AUTONATION INC 02.4000 08/01/2031 | 0.05% | CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.05% | FNR 2006-62 PS 37.1606 07/25/2036 | 0.05% | GNR 2011-17 S IO 05.6014 02/20/2041 | 0.05% | GNR 2015-H25 AI IO 01.6116 09/20/2065 | 0.05% | GNR 2016-H11 HI IO 02.0989 01/20/2066 | 0.05% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.05% | SWPTN SOFR 3YX2Y P 1.39 USD 12/09/2024 BA | 0.05% | VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.05% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.05% | COMM 2012-CR1 D 144A 05.5770 05/15/2045 | 0.05% | FNR 2005-106 JC 18.7083 12/25/2035 | 0.05% | UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.05% | AMGEN INC 02.6000 08/19/2026 | 0.05% | BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.05% | COMM 2015-CR23 XA IO 00.8789 05/10/2048 | 0.05% | ELMW5 2020-2A BR 144A 01.9040 10/20/2034 | 0.05% | GNR 2017-H12 QI IO 02.2510 05/20/2067 | 0.05% | MCLO 2019-1A AANR 144A 01.5613 04/15/2032 | 0.05% | MSBAM 2015-C26 XA IO 00.9799 10/15/2048 | 0.05% | TREASURY BILL 00.0000 04/26/2022 | 0.05% | WFRBS 2012-C7 D 144A 04.7787 06/15/2045 | 0.05% | BANK OF AMERICA CORP 01.5860 09/15/2026 | 0.05% | CIGNA CORP 03.7500 07/15/2023 | 0.05% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.05% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.05% | HCA INC 05.0000 03/15/2024 | 0.05% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.05% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.05% | VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.05% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.05% | COMCAST CORP 03.1500 03/01/2026 | 0.05% | JPMCC 2011-C3 F 144A 05.5249 02/15/2046 | 0.05% | SWPTN SOFR 13WX10Y R 1.3125 USD 06/06/2022 CI | 0.05% | AMAZON.COM INC 02.1000 05/12/2031 | 0.05% | GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.05% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.05% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.05% | METLIFE INC 06.4000 12/15/2036 | 0.05% | STACR 2019-DNA2 B1 04.8066 03/25/2049 | 0.05% | SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.05% | WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.05% | ALPHABET INC 02.2500 08/15/2060 | 0.05% | COX COMM INC P/P 144A 04.5000 06/30/2043 | 0.05% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.05% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.05% | GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.05% | JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.05% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.05% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.04% | ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.04% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.04% | GNR 2018-155 SE IO 05.6514 11/20/2048 | 0.04% | QVC INC 04.8500 04/01/2024 | 0.04% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% | 1.675 R ISWP SOFR P 02/28/2027 | 0.04% | AMERICAN ELECTRIC POWER 03.2500 03/01/2050 | 0.04% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.04% | FHR 4912 PS IO 05.5934 09/25/2049 | 0.04% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.04% | JPMORGAN CHASE & CO 01.5064 05/15/2047 | 0.04% | MOODY'S CORPORATION 02.5500 08/18/2060 | 0.04% | WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.04% | WFRBS 2012-C7 F 144A 04.5000 06/15/2045 | 0.04% | FNR 2007-53 SP 22.5259 06/25/2037 | 0.04% | GNR 2015-H15 JI IO 01.9531 06/20/2065 | 0.04% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% | CAS 2015-C04 2M2 06.0066 04/25/2028 | 0.04% | CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.04% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.04% | JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.04% | SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.04% | COMM 2013-CR11 XA IO 00.9070 08/10/2050 | 0.04% | COMM 2014-UBS6 C 04.4436 12/10/2047 | 0.04% | COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.04% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.04% | FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.04% | GNR 2019-21 SJ IO 05.6014 02/20/2049 | 0.04% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.04% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.04% | COMM 2014-CR19 XA IO 00.9507 08/10/2047 | 0.04% | FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.04% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.04% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.04% | FNR 2011-4 CS 11.9869 05/25/2040 | 0.04% | GNMA GII30 BB0107 04.7000 08/20/2067 | 0.04% | GNR 2010-H19 GI IO 01.4034 08/20/2060 | 0.04% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% | ORACLE CORP 04.0000 11/15/2047 | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | WFRBS 2013-C14 XA IO 00.6579 06/15/2046 | 0.04% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.04% | CFCRE 2011-C2 D 144A 05.1240 12/15/2047 | 0.04% | COMM 2014-LC15 XA IO 01.0600 04/10/2047 | 0.04% | FHR 4176 DI IO 03.0000 12/15/2042 | 0.04% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% | GNR 2015-H04 AI IO 01.5453 12/20/2064 | 0.04% | GNR 2015-H25 CI IO 01.7236 10/20/2065 | 0.04% | GNR 2015-H28 DI IO 01.5599 08/20/2065 | 0.04% | CCMFC 2004-3A A2 00.7566 08/25/2035 | 0.04% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.04% | DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.04% | FNR 2018-94 SA IO 05.6434 01/25/2049 | 0.04% | GNR 2015-H10 CI IO 01.8038 04/20/2065 | 0.04% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.04% | HMIR 2018-1 M1 144A 02.0566 10/25/2028 | 0.04% | S&P GLOBAL INC P/P 144A 04.7500 08/01/2028 | 0.04% | BOARDWALK PIPELINES LP 03.6000 09/01/2032 | 0.04% | GNMA GII30 AY4779 04.4990 03/20/2067 | 0.04% | GNR 2015-H16 XI IO 01.8658 07/20/2065 | 0.04% | GSMS 2013-GC13 XA IO 00.0629 07/10/2046 | 0.04% | STACR 2018-DNA3 B1 04.3566 09/25/2048 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | GSMS 2014-GC18 XA IO 01.0679 01/10/2047 | 0.04% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.04% | NUTRIEN LTD. USD 02.9500 05/13/2030 | 0.04% | CAS 2017-C06 2M2 03.2566 02/25/2030 | 0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.03% | GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.03% | GNR 2015-H09 BI IO 01.6743 03/20/2065 | 0.03% | NEWS CORP P/P 144A 05.1250 02/15/2032 | 0.03% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.03% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.03% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% | CITIGROUP INC 03.8870 01/10/2028 | 0.03% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.03% | GNMA GII30 BA7681 04.6500 06/20/2067 | 0.03% | GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.03% | AMERICAN TRANSMISSIO P/P 144A 02.6500 01/15/2032 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.03% | FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.03% | FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.03% | GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.03% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% | MSBAM 2013-C10 F 144A 04.0749 07/15/2046 | 0.03% | MSBAM 2013-C12 XA IO 00.5748 10/15/2046 | 0.03% | SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | 0.03% | CAS 2015-C04 1M2 06.1566 04/25/2028 | 0.03% | CAS 2019-R02 1B1 04.6066 08/25/2031 | 0.03% | CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.03% | GNR 2016-H04 KI IO 01.6228 02/20/2066 | 0.03% | GNR 2016-H24 JI IO 01.9791 11/20/2066 | 0.03% | SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | 0.03% | UNITEDHEALTH GROUP INC 04.7500 07/15/2045 | 0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% | DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.03% | GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.03% | GENERAL MOTORS FINL CO 03.1000 01/12/2032 | 0.03% | GNR 2015-H20 AI IO 01.8264 08/20/2065 | 0.03% | GNR 2016-H27 BI IO 02.3271 12/20/2066 | 0.03% | NORTHROP GRUMMAN CORP 05.2500 05/01/2050 | 0.03% | PARAMOUNT GLOBAL 02.9000 01/15/2027 | 0.03% | ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.03% | FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.03% | T-MOBILE USA INC 03.7500 04/15/2027 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.03% | FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.03% | FNR 2010-35 SG IO 05.9434 04/25/2040 | 0.03% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.03% | JPMBB 2014-C25 XA IO 00.8249 11/15/2047 | 0.03% | UBSBB 2012-C2 E 144A 04.9470 05/10/2063 | 0.03% | 1.525 R ISWP SOFRRATE P 12/31/2051 | 0.03% | HCA INC. 05.5000 06/15/2047 | 0.03% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.03% | PARAMOUNT GLOBAL 04.2000 06/01/2029 | 0.03% | PROLOGIS LP 02.2500 04/15/2030 | 0.03% | S&P GLOBAL INC 01.2500 08/15/2030 | 0.03% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | ORACLE CORP 03.9500 03/25/2051 | 0.02% | AIR LEASE CORP 04.6250 10/01/2028 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% | MSBAM 2014-C17 XA IO 01.0458 08/15/2047 | 0.02% | OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.02% | SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.02% | 1.737 R ISWP SOFR P 03/11/2032 | 0.02% | FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.02% | GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.02% | GSMS 2013-GC10 XA IO 01.4721 02/10/2046 | 0.02% | SHERWIN-WILLIAMS CO 03.3000 05/15/2050 | 0.02% | CGCMT 2013-GC17 X IO 01.0010 11/10/2046 | 0.02% | CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% | COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.02% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.02% | JPMCC 2013-C16 XA IO 00.8585 12/15/2046 | 0.02% | NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.02% | SWPTN SOFR 1YX30Y P 1.724 USD 03/02/2023 CI | 0.02% | SWPTN SOFR 3MX10Y P 1.769 USD 05/09/2022 GS | 0.02% | BANK OF AMERICA CORP 06.5000 10/23/2024 | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% | FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 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 QI IO 04.5000 03/20/2040 | 0.02% | HCA INC 04.1250 06/15/2029 | 0.02% | SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.02% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% | WFRBS 2011-C4 E 144A 04.8879 06/15/2044 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% | FHR 2990 LB 15.9321 06/15/2034 | 0.02% | FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.02% | FORD MOTOR COMPANY 03.2500 02/12/2032 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.02% | CMB 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2.689 USD 11/12/2024 CI | -0.02% | 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% | SWPTN SOFR 3MX10Y P 2.31 USD 06/29/2022 CI | -0.03% | SWPTN SOFR 3YX2Y P 1.62 USD 01/13/2025 WE | -0.03% | 1.75 R ISWP SOFR P 02/29/2032 | -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% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.03% | SWPTN SOFR 2YX2Y R 1.3925 USD 12/15/2023 BA | -0.03% | SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.03% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.03% | SWPTN SOFR 2YX5Y P 1.7 USD 01/11/2024 JP | -0.03% | 1.135 R ISWP SOFRRATE P 12/31/2026 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 3MX5Y R 1.458 USD 04/21/2022 CI | -0.04% | 2.26 R ISWP SOFR P 03/30/2032 | -0.04% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.04% | 2.2655 R ISWP SOFR P 03/30/2032 | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.04% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.04% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.04% | SWPTN SOFR 6MX10Y R 1.648 USD 09/01/2022 CI | -0.04% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.05% | 2.298 R ISWP FWD SOFR P 04/07/2032 | -0.05% | SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.05% | 1.626 R ISWP SOFR P 01/19/2052 | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.05% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | -0.05% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% | 1.86 R ISWP FWD SOFR P 02/24/2052 | -0.06% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.06% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.07% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.07% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.07% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.07% | SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | -0.08% | SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.08% | SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | -0.08% | SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.08% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.08% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.08% | SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.09% | SWPTN SOFR 13WX10Y R 1.5625 USD 06/06/2022 CI | -0.09% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.09% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.09% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.10% | 1.085 R ISWP SOFRRATE P 12/23/2026 | -0.10% | SWPTN 3MX5Y P 1.708 USD 04/21/2022 CI | -0.10% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -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 4YX1Y P 1.115 USD 01/14/2025 BA | -0.14% | SWPTN SOFR 13WX10Y P 1.8125 USD 06/06/2022 CI | -0.14% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.14% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.18% | SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.18% | SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.20% | SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.22% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.23% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.24% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.24% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.24% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.25% | 1.80 R ISWP FWD SOFR P 06/15/2024 | -0.27% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.27% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.28% | 1.95 R ISWP FWD SOFR P 06/15/2032 | -0.30% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.36% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.37% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.39% | SWPTN 8YX10Y R 3.312 USD 11/27/2028 BA | -0.41% | 1.285 R ISWP SOFRRATE P 12/23/2031 | -0.51% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.55% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.58% | 1.437 R ISWP SOFRRATE P 12/23/2051 | -0.65% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.69% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -1.06% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.98% | FNMA FN30 TBA UMBS 02.5000 04/01/2052 | -3.91% | US 2YR NOTE (CBT) JUN22 TUM2 | -36.95% |
| FNMA FN30 TBA UMBS 03.0000 03/01/2052 | 13.94% | REPO TRIPA MORTG 0.05 03/01/2022 | 9.21% | FNMA FN30 TBA UMBS 04.0000 03/01/2052 | 7.72% | US 5YR NOTE (CBT) JUN22 FVM2 | 7.18% | FNMA FN30 TBA UMBS 03.5000 03/01/2052 | 6.60% | US ULTRA BOND CBT JUN22 WNM2 | 4.95% | US 10YR NOTE (CBT)JUN22 TYM2 | 4.27% | GNMA GII30 TBA 03.5000 03/01/2052 | 3.05% | TREASURY BILL 00.0000 05/05/2022 | 2.91% | TREASURY BILL 00.0000 03/17/2022 | 2.76% | FNMA FN30 TBA UMBS 02.0000 03/01/2052 | 2.36% | FNMA FN30 TBA UMBS 04.5000 03/01/2052 | 2.08% | US LONG BOND(CBT) JUN22 USM2 | 1.86% | TREASURY BILL 00.0000 03/03/2022 | 1.68% | TREASURY BILL 00.0000 04/21/2022 | 1.63% | CASH MGMT BILL 00.0000 05/03/2022 | 1.18% | BF0101 03.5000 06/01/2056 | 0.80% | FNR 2021-77 I IO 04.0000 11/25/2051 | 0.74% | TREASURY BILL 00.0000 05/19/2022 | 0.64% | FNR 2020-70 SD IO 06.0631 10/25/2050 | 0.58% | TRK 2019-2 A2 04.2128 09/25/2022 | 0.55% | BANCO SANTANDER SA USD 03.2250 11/22/2032 | 0.55% | FNMA FN30 TBA UMBS 06.0000 03/01/2052 | 0.53% | CITIGROUP INC 04.4500 09/29/2027 | 0.53% | FNMA FN30 TBA UMBS 05.5000 03/01/2052 | 0.53% | CAS 2022-R02 2M2 03.0487 01/25/2042 | 0.53% | FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.53% | GNMA GII30 TBA 04.5000 03/01/2052 | 0.52% | GNMA GII30 TBA 03.0000 03/01/2052 | 0.50% | ATLANTIC ASSET SECURITIZATION 04821UC34 DCP 03/03/2022 | 0.49% | BPCE SA 05571CC74 DCP 03/07/2022 | 0.49% | METLIFE SHORT TERM FUNDING LL 59157UCU2 DCP 03/28/2022 | 0.49% | SOCIETE GENERALE SA 83369CC36 DCP 03/03/2022 | 0.49% | VICTORY RECEIVABLES CORP 92646LCJ7 DCP 03/18/2022 | 0.49% | FHS 315 PO PO 00.0000 09/15/2043 | 0.46% | COMM 2014-CR17 C 04.7837 05/10/2047 | 0.46% | WAMU 2005-AR13 A1C4 01.0469 10/25/2045 | 0.45% | FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.45% | FHR 5050 IM IO 03.5000 10/25/2050 | 0.45% | STAR 2020-2 A2 03.9700 04/25/2060 | 0.44% | UBSCM 2012-C1 C 144A 05.8238 05/10/2045 | 0.42% | MORGAN STANLEY 04.3750 01/22/2047 | 0.41% | WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.41% | FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.40% | BMIR 2017-1 M2 144A 03.5369 10/25/2027 | 0.40% | FNR 2020-93 WI IO 05.0000 06/25/2050 | 0.39% | FHR 5070 AI IO 03.5000 02/25/2051 | 0.39% | MCAS 2019-01 M10 144A 03.4369 10/15/2049 | 0.39% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.39% | MRAIT 2020-2 A2 01.3063 08/15/2022 | 0.39% | FHR 5024 EI IO 04.0000 10/25/2050 | 0.38% | FHR 4945 SL IO 05.8631 01/25/2050 | 0.38% | STACR 2019-DNA2 M2 02.6369 03/25/2049 | 0.38% | ING US FUNDING LLC 45685RCM7 DCP 03/21/2022 | 0.37% | FHR 5140 BI IO 03.5000 09/25/2051 | 0.37% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.37% | ABBVIE INC 03.2000 11/21/2029 | 0.36% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.36% | CGCMT 2012-GC8 B 144A 04.2850 09/10/2045 | 0.36% | FNR 2020-45 GI IO 05.0000 07/25/2050 | 0.34% | STACR 2016-HQA1 M3 06.5369 09/25/2028 | 0.34% | GNR 2020-186 DI IO 03.0000 12/20/2050 | 0.34% | 1.25 R ISWP FWD SOFRRATE P 03/16/2027 | 0.34% | STACR 2019-FTR2 M2 02.3369 11/25/2048 | 0.33% | FHR 5019 MI IO 04.0000 10/25/2050 | 0.32% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.32% | AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.31% | COMM 2018-COR3 C 04.5602 05/10/2051 | 0.30% | GNR 2021-107 QI IO 02.5000 06/20/2051 | 0.30% | CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.30% | UBSBB 2012-C3 C 144A 05.0468 08/10/2049 | 0.30% | MSBAM 2015-C27 C 04.5026 12/15/2047 | 0.30% | WFRBS 2013-C15 D 144A 04.5028 08/15/2046 | 0.29% | CFCRE 2011-C2 E P/P 144A 05.1859 12/15/2047 | 0.29% | GNR 2020-18 GS IO 05.8883 02/20/2050 | 0.29% | JPMCC 2012-C8 C 144A 04.6241 10/15/2045 | 0.29% | CGCMT 2015-P1 C 04.3686 09/15/2048 | 0.29% | TRK 2020-1 A1 02.7343 03/25/2023 | 0.29% | JPMCC 2021-1MEM D 144A 02.6535 10/09/2042 | 0.28% | AT&T INC 03.5500 09/15/2055 | 0.28% | WAMU 2005-AR17 A1B2 01.0069 12/25/2045 | 0.28% | 1.285 R ISWP SOFRRATE P 12/24/2031 | 0.28% | FNR 2020-62 CI IO 04.0000 06/25/2048 | 0.28% | FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.27% | GSMS 2013-GC12 B 03.7770 06/10/2046 | 0.27% | FHR 5118 NI IO 02.0000 02/25/2051 | 0.27% | FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.27% | APPLE INC 04.3750 05/13/2045 | 0.26% | WFRBS 2012-C10 D 144A 04.4112 12/15/2045 | 0.26% | 0.7415 R ISWP SOFRRATE P 12/31/2023 | 0.26% | CAS 2017-C07 1EB2 01.1869 05/25/2030 | 0.26% | SPST 2021-10 A 00.0000 08/08/2022 | 0.26% | SPST 2021-6 A 00.9759 04/25/2022 | 0.26% | BRISTOL-MYERS 03.4000 07/26/2029 | 0.26% | UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.26% | APPLE INC 02.8000 02/08/2061 | 0.26% | SPST 2021-16 A1 00.7293 11/07/2022 | 0.26% | GNMA GII30 BG6074 04.0000 04/20/2048 | 0.25% | GSMS 2015-GS1 XA IO 00.7599 11/10/2048 | 0.25% | FHLMC FR30 ZM1233 UMBS 03.0000 06/01/2046 | 0.25% | WESTLAKE CORP 03.1250 08/15/2051 | 0.25% | US BANCORP 02.4910 11/03/2036 | 0.25% | UBSCM 2019-C17 C 03.7582 10/15/2052 | 0.25% | CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.25% | MRAIT 2021-8 A2X 01.2563 05/15/2022 | 0.25% | BROADCOM INC 04.1500 11/15/2030 | 0.25% | AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.24% | MRAIT 2021-EBO1 A2X 01.8563 04/15/2022 | 0.24% | SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.24% | GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.24% | DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.24% | KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.23% | FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.23% | GSMS 2010-C1 D 144A 06.3528 08/10/2043 | 0.23% | WFCM 2018-C43 XA IO 00.6583 03/15/2051 | 0.23% | JPMCC 2012-C6 B 04.8186 05/15/2045 | 0.23% | GNR 2016-H23 MI IO 02.1984 10/20/2066 | 0.23% | RMLT 2020-2 A3 02.9110 05/25/2060 | 0.23% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.23% | JPMBB 2013-C14 D 144A 04.5477 08/15/2046 | 0.23% | MRAIT 2020-11 A1X 01.8911 04/22/2022 | 0.23% | ORACLE CORP 03.6500 03/25/2041 | 0.23% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.23% | GSMS 2014-GC18 C 05.0510 01/10/2047 | 0.22% | MRAIT 2021-NA1 A1X 01.6019 03/08/2022 | 0.22% | SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.22% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.22% | FNR 2019-3 SA IO 05.9131 02/25/2049 | 0.22% | FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.22% | MICROSOFT CORP 02.6750 06/01/2060 | 0.22% | AIMCO 2019-10A AR 144A 01.3189 07/22/2032 | 0.22% | SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.22% | FNR 2016-8 SA IO 05.8631 03/25/2046 | 0.21% | FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.21% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.21% | FHR 4839 AS IO 05.8589 06/15/2042 | 0.21% | FHR 4975 EI IO 04.5000 05/25/2050 | 0.21% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.21% | STACR 2016-DNA3 M3 05.1869 12/25/2028 | 0.21% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.20% | FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.20% | STACR 2019-DNA1 B1 04.8369 01/25/2049 | 0.20% | CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.20% | RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.20% | BOOKING HOLDINGS INC 04.6250 04/13/2030 | 0.20% | ELMW4 2020-1A A 144A 01.4813 04/15/2033 | 0.20% | VIBR 2018-8A A1A 144A 01.3940 01/20/2031 | 0.20% | CSAIL 2015-C1 D 144A 03.7607 04/15/2050 | 0.20% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.20% | AT&T INC 02.5500 12/01/2033 | 0.19% | GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.19% | MCAS 2020-01 M10 144A 03.9369 03/25/2050 | 0.19% | JPMCC 2011-C3 B 144A 05.0131 02/15/2046 | 0.19% | COMM 2013-CR13 D 144A 04.8801 11/10/2046 | 0.19% | STACR 2019-DNA1 M2 02.8369 01/25/2049 | 0.19% | COMM 2012-LC4 B 04.9340 12/10/2044 | 0.19% | OMIR 2018-1A M2 03.0369 07/25/2028 | 0.19% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.19% | CITRIX SYSTEMS INC 01.2500 03/01/2026 | 0.19% | WFCM 2019-C50 XA IO 01.4077 05/15/2052 | 0.19% | WFRBS 2011-C4 C 144A 04.8877 06/15/2044 | 0.19% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.19% | UBSCM 2019-C17 XA IO 01.4777 10/15/2052 | 0.19% | GNR 2019-119 KS IO 05.9243 09/16/2049 | 0.18% | INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.18% | AT&T INC 04.7500 05/15/2046 | 0.18% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.18% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.18% | DBUBS 2011-LC3A D 144A 05.3714 08/10/2044 | 0.18% | HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.18% | JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.18% | SWPTN 8YX10Y P 3.312 USD 11/27/2028 BA | 0.18% | FNR 2020-95 GI IO 03.5000 01/25/2051 | 0.18% | STACR 2020-HQA1 M2 02.0869 01/25/2050 | 0.18% | CAS 2017-C02 2B1 05.6869 09/25/2029 | 0.18% | BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.18% | GSMS 2014-GC24 D 144A 04.5327 09/10/2047 | 0.17% | STACR 2016-HQA2 M3 05.3369 11/25/2028 | 0.17% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.17% | CITIGROUP INC 03.8750 02/18/2051 | 0.17% | ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.17% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.17% | COMCAST CORP 03.4000 07/15/2046 | 0.17% | NETFLIX INC. 05.8750 11/15/2028 | 0.17% | TOTALENERGIES CAP INTL USD 02.8290 01/10/2030 | 0.17% | OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.16% | ARRW 2019-3 M1 04.2040 10/25/2048 | 0.16% | FIRST-CITIZENS BANK/TRST 06.1250 03/09/2028 | 0.16% | FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.16% | BHLD 2020-1 A3 03.2530 02/25/2055 | 0.16% | BPCE SA P/P 144A 04.5000 03/15/2025 | 0.16% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.16% | GNMA GII30 BD1731 03.5000 01/20/2048 | 0.16% | UBSBB 2012-C4 B 144A 03.7181 12/10/2045 | 0.16% | FHR 5052 KI IO 04.0000 12/25/2050 | 0.16% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.16% | LCCM 2017-LC26 XA IO 144A 01.5089 07/12/2050 | 0.16% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.16% | UBSCM 2012-C1 D 144A 05.8238 05/10/2045 | 0.16% | STACR 2018-DNA2 B1 03.8869 12/25/2030 | 0.16% | FNR 2021-12 NI IO 02.5000 03/25/2051 | 0.16% | JPMBB 2013-C14 E 144A 04.5477 08/15/2046 | 0.16% | CGCMT 2014-GC23 IO 00.9108 07/10/2047 | 0.15% | STACR 2017-HQA1 M2B 03.7369 08/25/2029 | 0.15% | FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.15% | MSBAM 2015-C23 D 144A 04.1434 07/15/2050 | 0.15% | ZOETIS INC 03.9000 08/20/2028 | 0.15% | COMM 2012-CR2 B 04.3930 08/15/2045 | 0.15% | FREMF 2019-KF66 B 144A 02.5069 07/25/2029 | 0.15% | CAS 2018-C04 2B1 04.6869 12/25/2030 | 0.15% | FHR 4994 SD IO 05.4131 02/25/2049 | 0.15% | CAS 2016-C03 1M2 05.4869 10/25/2028 | 0.15% | HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.15% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.14% | FHLMC FR30 ZA4291 UMBS 03.5000 08/01/2043 | 0.14% | GSMS 2018-GS10 C 04.4089 07/10/2051 | 0.14% | UBSC 2011-C1 D 144A 06.6232 01/10/2045 | 0.14% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.14% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.14% | CSAIL 2015-C3 XA IO 00.6943 08/15/2048 | 0.14% | GNR 2020-55 SA IO 05.8883 04/20/2050 | 0.14% | JPMCC 2012-C8 D 144A 04.6722 10/15/2045 | 0.14% | JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.14% | BACM 2015-UBS7 B 04.3572 09/15/2048 | 0.14% | CAS 2017-C01 1M2 03.7369 07/25/2029 | 0.14% | COMCAST CORP 02.3500 01/15/2027 | 0.14% | FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.14% | MRAFT 2021-S1 A1 00.6257 09/10/2022 | 0.14% | SALESFORCE.COM INC 03.0500 07/15/2061 | 0.14% | COMM 2014-UBS4 C 04.6493 08/10/2047 | 0.14% | NETFLIX INC 04.3750 11/15/2026 | 0.14% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.14% | JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.14% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.14% | GNR 2016-H23 NI IO 02.0943 10/20/2066 | 0.14% | JPMBB 2014-C22 C 04.5510 09/15/2047 | 0.14% | SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.14% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.13% | T-MOBILE USA INC 04.5000 04/15/2050 | 0.13% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.13% | CAS 2017-C03 1M2 03.1869 10/25/2029 | 0.13% | LLOYDS BANKING GROUP PLC USD 03.3690 12/14/2046 | 0.13% | GNMA GII30 BD1729 03.5000 01/20/2048 | 0.13% | GNMA GII30 MA5194 05.0000 05/20/2048 | 0.13% | MICROSOFT CORP 02.9210 03/17/2052 | 0.13% | BOEING CO 05.9300 05/01/2060 | 0.13% | UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.13% | AMAZON.COM INC 04.0500 08/22/2047 | 0.13% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.13% | WESTLAKE CORP 02.8750 08/15/2041 | 0.13% | ISTAR INC. 04.2500 08/01/2025 | 0.13% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.13% | AIR LEASE CORP 03.2500 10/01/2029 | 0.13% | BANK OF AMERICA CORP 06.1000 03/17/2025 | 0.13% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.13% | STACR 2017-HQA3 B1 04.6369 04/25/2030 | 0.13% | CAS 2017-C07 1B1 04.1869 05/25/2030 | 0.13% | COMM 2017-COR2 D 144A 03.0000 09/10/2050 | 0.13% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.13% | JPMBB 2013-C12 C 04.0917 07/15/2045 | 0.13% | NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.13% | STACR 2018-DNA2 M2 02.3369 12/25/2030 | 0.13% | SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.13% | FREMF 2019-KF65 B 144A 02.5069 07/25/2029 | 0.12% | JPMBB 2013-C15 C 05.1919 11/15/2045 | 0.12% | PLMRS 2021-2A A 144A 01.3913 07/15/2034 | 0.12% | WEC ENERGY GROUP INC 02.6189 05/15/2067 | 0.12% | CARVL 2019-1A ANR 144A 01.3640 04/20/2032 | 0.12% | DRMT 2020-2 A2 02.5940 05/25/2065 | 0.12% | ELMW4 2020-1A B 144A 01.9413 04/15/2033 | 0.12% | ELMW8 2021-1A B1 144A 01.8040 01/20/2034 | 0.12% | GALXY 2016-22A ARR 144A 01.4413 04/16/2034 | 0.12% | GLM 2019-5A BR 144A 01.8040 10/20/2032 | 0.12% | ICG 2015-2RA A2 144A 02.0413 01/16/2033 | 0.12% | LMAT 2019-GS2 A2 144A 04.2500 01/25/2059 | 0.12% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.12% | BLUEM 2021-32A A 144A 01.4113 10/15/2034 | 0.12% | ELMW6 2020-3A BR 144A 01.9040 10/20/2034 | 0.12% | INTERPUBLIC GRP 04.6500 10/01/2028 | 0.12% | MAGNE 2020-26A A1R 144A 01.3777 07/25/2034 | 0.12% | NIAPK 2019-1A AR 144A 01.2413 07/17/2032 | 0.12% | RRAM 2019-7A A2B P/P 144A 02.0303 01/15/2037 | 0.12% | CF INDUSTRIES INC 04.9500 06/01/2043 | 0.12% | CSAIL 2015-C1 C 04.2607 04/15/2050 | 0.12% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.12% | INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.12% | MSBAM 2014-C19 D 144A 03.2500 12/15/2047 | 0.12% | ARES CAPITAL CORP 03.8750 01/15/2026 | 0.12% | GENERAL MOTORS CO 05.9500 04/01/2049 | 0.12% | WFRBS 2014-C22 XA IO 00.7902 09/15/2057 | 0.12% | MSC 2016-UB12 XA IO 00.6552 12/15/2049 | 0.12% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.12% | THE BOEING COMPANY 04.8750 05/01/2025 | 0.12% | WFCM 2020-C57 C 04.0234 08/15/2053 | 0.12% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.12% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.12% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.12% | GNR 2018-168 KS IO 05.9883 12/20/2048 | 0.12% | LYONDELLBASELL IND NV 04.6250 02/26/2055 | 0.12% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.12% | STACR 2020-HQA2 M2 03.2869 03/25/2050 | 0.12% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.12% | UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.12% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.12% | FNR 2017-108 SA IO 05.9631 01/25/2048 | 0.12% | KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.12% | UBSBB 2013-C6 B 144A 03.8751 04/10/2046 | 0.12% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.11% | CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.11% | CAS 2017-C01 1B1 05.9369 07/25/2029 | 0.11% | MSBAM 2013-C10 E 144A 04.0743 07/15/2046 | 0.11% | BLOCK INC P/P 144A 03.5000 06/01/2031 | 0.11% | CAS 2016-C02 1M2 06.1869 09/25/2028 | 0.11% | COMM 2014-UBS2 C 04.9714 03/10/2047 | 0.11% | FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.11% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.11% | LENNAR CORP 04.7500 11/29/2027 | 0.11% | UBSCM 2017-C7 XA IO 01.0116 12/15/2050 | 0.11% | GNR 2014-H07 BI IO 01.4555 05/20/2064 | 0.11% | MSC 2011-C3 E 144A 05.0856 07/15/2049 | 0.11% | AMGEN INC 04.6630 06/15/2051 | 0.11% | AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.11% | COLT 2020-2 A2 03.0940 03/25/2065 | 0.11% | JPMCC 2012-C6 E 144A 05.2166 05/15/2045 | 0.11% | BANK OF AMERICA CORP 05.1250 06/20/2024 | 0.11% | CAS 2020-R01 1M2 02.2369 01/25/2040 | 0.11% | FLORIDA POWER & LIGHT CO 04.1250 02/01/2042 | 0.11% | UBSCM 2018-C12 XA IO 00.8067 08/15/2051 | 0.11% | VIATRIS INC 04.0000 06/22/2050 | 0.11% | BACM 2005-1 B 05.6647 11/10/2042 | 0.11% | FNR 2016-91 AS IO 05.9131 12/25/2046 | 0.11% | TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.11% | AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.11% | COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.11% | GNR 2012-149 GS IO 06.0383 12/20/2042 | 0.11% | MSBAM 2014-C14 C 05.0510 02/15/2047 | 0.11% | NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.11% | EMIR 2018-1 M1 01.8869 11/25/2028 | 0.11% | FNR 2020-12 SK IO 05.8631 03/25/2050 | 0.11% | GNMA GII30 BF6125 04.0000 02/20/2048 | 0.11% | BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.10% | BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.10% | GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.10% | SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.10% | THE AES CORPORATION 02.4500 01/15/2031 | 0.10% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.10% | GNR 2014-H11 GI IO 01.4745 06/20/2064 | 0.10% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.10% | NRZT 2020-NQM2 A2 02.8908 05/24/2060 | 0.10% | VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.10% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.10% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% | MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.10% | CAS 2020-R02 2M2 02.1869 01/25/2040 | 0.10% | GENERAL ELECTRIC CO 03.5328 12/29/2049 | 0.10% | GNR 2016-H02 HI IO 01.5353 01/20/2066 | 0.10% | GNR 2019-20 SB IO 05.9383 02/20/2049 | 0.10% | GSMS 2014-GC22 XA IO 00.9421 06/10/2047 | 0.10% | JPMCC 2021-1MEM E 144A 02.6535 10/09/2042 | 0.10% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.10% | CARR 2006-NC2 A4 00.4269 06/25/2036 | 0.10% | GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.10% | EQUINIX INC 03.2000 11/18/2029 | 0.10% | GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.10% | MWST 2020-1 A 01.0869 10/25/2053 | 0.10% | CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.10% | CAS 2018-C01 1M2 02.4369 07/25/2030 | 0.10% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.10% | RMIR 2018-1 M2 04.2100 03/25/2028 | 0.10% | CEDF 2013-1A ARR 144A 01.3340 04/20/2034 | 0.10% | COMM 2013-CR6 D 144A 04.0867 03/10/2046 | 0.10% | GNMA GII30 BE1441 03.5000 11/20/2047 | 0.10% | GNR 2020-32 GS IO 05.9383 03/20/2050 | 0.10% | TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.10% | WFRBS 2011-C4 F 144A 04.8877 06/15/2044 | 0.10% | CAS 2019-HRP1 M2 02.3369 11/25/2039 | 0.10% | CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.10% | ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.10% | WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.10% | FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.10% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.10% | GNR 2014-131 BS IO 06.0743 09/16/2044 | 0.10% | MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.10% | 0.695 R ISWP SOFRRATE P 12/23/2023 | 0.10% | FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.10% | FORD MOTOR CREDI 03.6250 06/17/2031 | 0.10% | CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.09% | EMIR 2019-1 M2 03.4869 04/25/2029 | 0.09% | GNR 2019-H02 DI IO 02.0753 11/20/2068 | 0.09% | 1.86 R ISWP FWD SOFR P 02/24/2052 | 0.09% | BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.09% | COMCAST CORP 03.4500 02/01/2050 | 0.09% | ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.09% | ABN AMRO BANK NV P/P 144A 03.3240 03/13/2037 | 0.09% | ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.09% | BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.09% | CAS 2017-C01 1EB1 01.4369 07/25/2029 | 0.09% | COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.09% | FORD MOTOR CREDIT CO LLC 02.9000 02/10/2029 | 0.09% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.09% | WFCM 2015-LC20 XB IO 00.4762 04/15/2050 | 0.09% | BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.09% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.09% | GNMA GII30 MA5266 05.0000 06/20/2048 | 0.09% | STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.09% | COMM 2014-CR17 D 144A 04.8475 05/10/2047 | 0.09% | GNR 2019-123 SL IO 05.9883 10/20/2049 | 0.09% | AON PLC 04.2500 12/12/2042 | 0.09% | BANK 2018-BN13 XA 00.4966 08/15/2061 | 0.09% | EFMT 2020-1 A2 03.1490 05/25/2065 | 0.09% | KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.09% | SERVICENOW INC 01.4000 09/01/2030 | 0.09% | COMCAST CORP 03.9990 11/01/2049 | 0.09% | FHR 4738 QS IO 06.0089 12/15/2047 | 0.09% | SPST 2021-14 A1 00.8759 12/08/2022 | 0.09% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.09% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.09% | FHR 3065 DC 19.2866 03/15/2035 | 0.09% | FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.09% | FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.09% | FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.09% | BERRY GLOBAL INC 01.5700 01/15/2026 | 0.09% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.09% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.09% | GNR 2017-H14 EI IO 01.5672 06/20/2067 | 0.08% | SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.08% | WFCM 2019-C53 D 144A 02.5000 10/15/2052 | 0.08% | COMM 2014-CR19 D 144A 04.7026 08/10/2047 | 0.08% | GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.08% | MSRR 2015-R4 CB1 00.9334 08/26/2047 | 0.08% | GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.08% | SALESFORCE.COM INC 02.9000 07/15/2051 | 0.08% | MERCK & CO INC 03.7000 02/10/2045 | 0.08% | WFCM 2017-C41 XA IO 01.1852 11/15/2050 | 0.08% | BROADCOM INC P/P 144A 03.1870 11/15/2036 | 0.08% | JPMBB 2014-C22 XA IO 00.8158 09/15/2047 | 0.08% | STACR 2014-DN2 M3 03.7869 04/25/2024 | 0.08% | BMARK 2019-B13 D 144A 02.5000 08/15/2057 | 0.08% | CGCMT 2014-GC19 X IO 01.1182 03/10/2047 | 0.08% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.08% | 1.5125 R ISWP SOFR P 01/19/2032 | 0.08% | CAS 2017-C03 1B1 05.0369 10/25/2029 | 0.08% | GNR 2019-83 SW IO 05.9383 07/20/2049 | 0.08% | 0.9045 R ISWP SOFR P 01/18/2024 | 0.08% | BERRY GLOBAL INC 01.6500 01/15/2027 | 0.08% | FHR 3408 EK 25.0240 04/15/2037 | 0.08% | GNR 2019-83 JS IO 05.9383 07/20/2049 | 0.08% | STACR 2018-HQA1 M2 02.4869 09/25/2030 | 0.08% | TPMT 2018-5 M1 144A 03.2500 07/25/2058 | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.08% | DOMINION ENERGY INC 04.9000 08/01/2041 | 0.08% | L3HARRIS TECH INC 01.8000 01/15/2031 | 0.08% | STACR 2019-HQA1 M2 02.5369 02/25/2049 | 0.08% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.07% | GNMA GII30 BE1437 03.5000 11/20/2047 | 0.07% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.07% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.07% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.07% | APID 2021-37A A 144A 01.2591 10/22/2034 | 0.07% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.07% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.07% | GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.07% | GNR 2015-H13 AI IO 01.7682 06/20/2065 | 0.07% | GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.07% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.07% | RMIR 2019-1 M2 144A 03.3869 02/25/2029 | 0.07% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.07% | CSMC 2016-NXSR XA IO 00.7133 12/15/2049 | 0.07% | GNR 2015-H12 EI IO 01.6940 04/20/2065 | 0.07% | GNR 2017-H09 DI IO 01.8822 03/20/2067 | 0.07% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.07% | UNITEDHEALTH GROUP INC 02.9000 05/15/2050 | 0.07% | DEUTSCHE BANK NY 02.3110 11/16/2027 | 0.07% | GNR 2017-H08 NI IO 02.2487 03/20/2067 | 0.07% | PACIFIC GAS & ELECTRIC 04.9500 07/01/2050 | 0.07% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.07% | 1.27 R ISWP SOFRRATE P 12/30/2031 | 0.07% | COMM 2014-UBS6 XA IO 00.8554 12/10/2047 | 0.07% | US 10YR ULTRA FUT JUN22 UXYM2 | 0.07% | GENERAL MOTORS CO 05.2000 04/01/2045 | 0.07% | GNMA GII30 BE1440 03.5000 11/20/2047 | 0.07% | HCA INC 03.5000 07/15/2051 | 0.07% | OMNICOM GROUP INC 04.2000 06/01/2030 | 0.07% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.07% | GNR 2015-H12 GI IO 01.7798 05/20/2065 | 0.07% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.07% | OSHKOSH CORP 04.6000 05/15/2028 | 0.07% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.07% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% | ABBVIE INC 03.8000 03/15/2025 | 0.07% | GLP CAPITAL LP / FIN II 03.2500 01/15/2032 | 0.07% | GNMA GII30 BB3013 03.5000 11/20/2047 | 0.07% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.07% | WFCM 2014-LC16 XA IO 01.0898 08/15/2050 | 0.07% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.07% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.07% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.06% | CWALT 2007-OA6 A1A 00.4669 06/25/2037 | 0.06% | GNR 2019-44 SA IO 05.8883 04/20/2049 | 0.06% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.06% | MOODY'S CORPORATION 05.2500 07/15/2044 | 0.06% | PACIFICORP 02.7000 09/15/2030 | 0.06% | GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.06% | PFIZER INC. 03.0000 12/15/2026 | 0.06% | GNMA GII30 BB3019 03.5000 11/20/2047 | 0.06% | GNMA GII30 BG6110 04.0000 05/20/2048 | 0.06% | MSC 2016-BNK2 XA IO 00.9678 11/15/2049 | 0.06% | VERIZON COMM 04.3290 09/21/2028 | 0.06% | VIATRIS INC 02.3000 06/22/2027 | 0.06% | D.R. HORTON INC 05.7500 08/15/2023 | 0.06% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.06% | GNR 2016-H14 IO IO 01.6640 06/20/2066 | 0.06% | NRG P/P 144A 03.7500 06/15/2024 | 0.06% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.06% | GNMA GII30 BD1730 03.5000 01/20/2048 | 0.06% | GNR 2017-H10 MI IO 01.8198 04/20/2067 | 0.06% | JPMCC 2012-LC9 D 144A 04.3631 12/15/2047 | 0.06% | STACR 2018-HQA2 M2 02.4869 10/25/2048 | 0.06% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.06% | UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.06% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.06% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.06% | ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.06% | GNR 2011-17 S IO 05.8883 02/20/2041 | 0.06% | GNR 2020-11 SY IO 05.9383 01/20/2050 | 0.06% | INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.06% | MWST 2020-2 A 00.9869 11/25/2053 | 0.06% | WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.06% | ALPHABET INC 01.9980 08/15/2026 | 0.06% | FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.06% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% | FNR 2006-8 HP 23.8815 03/25/2036 | 0.06% | MSBAM 2013-C13 XB IO 144A 00.1520 11/15/2046 | 0.06% | MSBAM 2015-C25 XA IO 01.0466 10/15/2048 | 0.06% | COMM 2013-CR13 E 144A 04.8801 11/10/2046 | 0.06% | FHR 3852 NT 05.8089 05/15/2041 | 0.06% | GNR 2017-H12 QI IO 02.2313 05/20/2067 | 0.06% | T-MOBILE USA INC 02.5500 02/15/2031 | 0.06% | WFRBS 2014-C24 XA IO 00.8450 11/15/2047 | 0.06% | 1.096 R ISWP SOFRRATE P 12/24/2026 | 0.06% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.06% | GNR 2015-H12 AI IO 01.8464 05/20/2065 | 0.06% | GNR 2015-H25 AI IO 01.5982 09/20/2065 | 0.06% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.06% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.06% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.06% | FHR 3072 SM 04.2533 11/15/2035 | 0.06% | FNR 2005-106 JC 19.5446 12/25/2035 | 0.06% | GNR 2016-H11 HI IO 02.0979 01/20/2066 | 0.06% | JPMCC 2011-C3 D 144A 05.5237 02/15/2046 | 0.06% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.06% | ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.05% | ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.05% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.05% | IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.05% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% | AMAZON.COM INC 02.7000 06/03/2060 | 0.05% | BERKSHIRE HATHAWAY ENERG 04.2500 10/15/2050 | 0.05% | CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.05% | FNR 2006-62 PS 38.7788 07/25/2036 | 0.05% | GNMA GII30 AY2298 04.7000 05/20/2067 | 0.05% | GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.05% | VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.05% | AUTONATION INC 02.4000 08/01/2031 | 0.05% | MSBAM 2015-C26 XA IO 00.9797 10/15/2048 | 0.05% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.05% | COMM 2015-CR23 XA IO 00.8811 05/10/2048 | 0.05% | AMGEN INC 02.6000 08/19/2026 | 0.05% | BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.05% | COMM 2012-CR1 D 144A 05.4371 05/15/2045 | 0.05% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.05% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.05% | GNR 2018-155 SE IO 05.9383 11/20/2048 | 0.05% | JPMCC 2011-C3 F 144A 05.5237 02/15/2046 | 0.05% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.05% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.05% | VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.05% | BANK OF AMERICA CORP 00.9628 09/15/2026 | 0.05% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.05% | CIGNA CORP 03.7500 07/15/2023 | 0.05% | HCA INC 05.0000 03/15/2024 | 0.05% | AMAZON.COM INC 02.1000 05/12/2031 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.05% | COMCAST CORP 03.1500 03/01/2026 | 0.05% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.05% | WFRBS 2012-C7 D 144A 04.7325 06/15/2045 | 0.05% | COX COMM INC P/P 144A 04.5000 06/30/2043 | 0.05% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% | GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.05% | GNR 2015-H04 AI IO 01.5429 12/20/2064 | 0.05% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.05% | METLIFE INC 06.4000 12/15/2036 | 0.05% | WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.05% | GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.05% | SWPTN SOFR 3MX10Y P 1.37 USD 03/29/2022 CI | 0.05% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.05% | 1.435 R ISWP SOFRRATE P 12/24/2051 | 0.04% | ALPHABET INC 02.2500 08/15/2060 | 0.04% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.04% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.04% | GNR 2015-H15 JI IO 01.9409 06/20/2065 | 0.04% | GNR 2015-H25 CI IO 01.7214 10/20/2065 | 0.04% | GNR 2019-21 SJ IO 05.8883 02/20/2049 | 0.04% | JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.04% | STACR 2019-DNA2 B1 04.5369 03/25/2049 | 0.04% | SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.04% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.04% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.04% | ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.04% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.04% | SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.04% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% | AMERICAN ELECTRIC POWER 03.2500 03/01/2050 | 0.04% | COMM 2013-CR11 XA IO 00.9073 08/10/2050 | 0.04% | FHR 4912 PS IO 05.8631 09/25/2049 | 0.04% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.04% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% | WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.04% | CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.04% | COMM 2014-CR19 XA IO 00.9516 08/10/2047 | 0.04% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.04% | FNR 2007-53 SP 23.5148 06/25/2037 | 0.04% | JPMORGAN CHASE & CO 01.5064 05/15/2047 | 0.04% | MOODY'S CORPORATION 02.5500 08/18/2060 | 0.04% | QVC INC 04.8500 04/01/2024 | 0.04% | WFRBS 2012-C7 F 144A 04.5000 06/15/2045 | 0.04% | WFRBS 2013-C14 XA IO 00.6582 06/15/2046 | 0.04% | COMM 2014-UBS6 C 04.4407 12/10/2047 | 0.04% | COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.04% | JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.04% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.04% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.04% | CAS 2015-C04 2M2 05.7369 04/25/2028 | 0.04% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.04% | FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.04% | COMM 2014-LC15 XA IO 01.0602 04/10/2047 | 0.04% | FNR 2011-4 CS 12.5263 05/25/2040 | 0.04% | FNR 2018-94 SA IO 05.9131 01/25/2049 | 0.04% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% | GNR 2010-H19 GI IO 01.3902 08/20/2060 | 0.04% | GNR 2015-H28 DI IO 01.5445 08/20/2065 | 0.04% | GSMS 2013-GC13 XA IO 00.0632 07/10/2046 | 0.04% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.04% | FHR 4176 DI IO 03.0000 12/15/2042 | 0.04% | GNMA GII30 BB0107 04.7000 08/20/2067 | 0.04% | GNR 2015-H16 XI IO 01.8633 07/20/2065 | 0.04% | ORACLE CORP 04.0000 11/15/2047 | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | 1.3345 R ISWP SOFR P 01/18/2027 | 0.04% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.04% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.04% | DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.04% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.04% | GNR 2015-H10 CI IO 01.7910 04/20/2065 | 0.04% | GNR 2016-H04 KI IO 01.5028 02/20/2066 | 0.04% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.04% | IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.04% | BOARDWALK PIPELINES LP 03.6000 09/01/2032 | 0.04% | CCMFC 2004-3A A2 00.4869 08/25/2035 | 0.04% | CFCRE 2011-C2 D 144A 05.1859 12/15/2047 | 0.04% | FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.04% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% | GSMS 2014-GC18 XA IO 01.0387 01/10/2047 | 0.04% | HMIR 2018-1 M1 144A 01.7869 10/25/2028 | 0.04% | STACR 2018-DNA3 B1 04.0869 09/25/2048 | 0.04% | GNMA GII30 AY4779 04.4890 03/20/2067 | 0.04% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.04% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.04% | 1.3995 R ISWP SOFR P 01/28/2027 | 0.03% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.03% | MSBAM 2013-C12 XA IO 00.5749 10/15/2046 | 0.03% | NUTRIEN LTD. USD 02.9500 05/13/2030 | 0.03% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.03% | SWPTN SOFR 2YX2Y P 1.3925 USD 12/15/2023 BA | 0.03% | CAS 2017-C06 2M2 02.9869 02/25/2030 | 0.03% | CITIGROUP INC 03.8870 01/10/2028 | 0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.03% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.03% | GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.03% | GNR 2015-H09 BI IO 01.6623 03/20/2065 | 0.03% | GNR 2016-H24 JI IO 01.9763 11/20/2066 | 0.03% | NEWS CORP P/P 144A 05.1250 02/15/2032 | 0.03% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.03% | SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.03% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.03% | FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.03% | GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.03% | GNMA GII30 BA7681 04.6500 06/20/2067 | 0.03% | GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.03% | GNR 2016-H27 BI IO 02.3272 12/20/2066 | 0.03% | SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.03% | 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.03% | AMERICAN TRANSMISSIO P/P 144A 02.6500 01/15/2032 | 0.03% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.03% | SWPTN 5YX5Y P 1.752 USD 12/14/2026 CI | 0.03% | CAS 2015-C04 1M2 05.8869 04/25/2028 | 0.03% | CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.03% | FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.03% | GNR 2015-H20 AI IO 01.8099 08/20/2065 | 0.03% | MSBAM 2013-C10 F 144A 04.0743 07/15/2046 | 0.03% | CAS 2019-R02 1B1 04.3369 08/25/2031 | 0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% | DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.03% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.03% | FNR 2010-35 SG IO 06.2131 04/25/2040 | 0.03% | GENERAL MOTORS FINL CO 03.1000 01/12/2032 | 0.03% | GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.03% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.03% | SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.03% | UNITEDHEALTH GROUP INC 04.7500 07/15/2045 | 0.03% | FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.03% | NORTHROP GRUMMAN CORP 05.2500 05/01/2050 | 0.03% | PARAMOUNT GLOBAL 02.9000 01/15/2027 | 0.03% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.03% | T-MOBILE USA INC 03.7500 04/15/2027 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.03% | ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.03% | FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.03% | JPMBB 2014-C25 XA IO 00.8216 11/15/2047 | 0.03% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.03% | GSMS 2013-GC10 XA IO 01.4724 02/10/2046 | 0.03% | HCA INC. 05.5000 06/15/2047 | 0.03% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.03% | PARAMOUNT GLOBAL 04.2000 06/01/2029 | 0.03% | PROLOGIS LP 02.2500 04/15/2030 | 0.03% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | ORACLE CORP 03.9500 03/25/2051 | 0.02% | S&P GLOBAL INC 01.2500 08/15/2030 | 0.02% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% | UBSBB 2012-C2 E 144A 04.8811 05/10/2063 | 0.02% | AIR LEASE CORP 04.6250 10/01/2028 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% | JPMCC 2013-C16 XA IO 00.8614 12/15/2046 | 0.02% | MSBAM 2014-C17 XA IO 01.0582 08/15/2047 | 0.02% | OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.02% | CGCMT 2013-GC17 X IO 01.0014 11/10/2046 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.02% | SHERWIN-WILLIAMS CO 03.3000 05/15/2050 | 0.02% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% | CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.02% | ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% | GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.02% | NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.02% | SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.02% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% | SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.02% | BANK OF AMERICA CORP 06.5000 10/23/2024 | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.02% | FORD MOTOR COMPANY 03.2500 02/12/2032 | 0.02% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.02% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.02% | HCA INC 04.1250 06/15/2029 | 0.02% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% | FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.02% | FHR 2990 LB 16.4572 06/15/2034 | 0.02% | FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.02% | WFRBS 2011-C4 E 144A 04.8877 06/15/2044 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.02% | FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.02% | FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | GNR 2015-H17 CI IO 01.5574 06/20/2065 | 0.02% | GSMS 2013-GC12 XA IO 01.3900 06/10/2046 | 0.02% | HCA INC 05.2500 06/15/2026 | 0.02% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% | KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.02% | MSBAM 2013-C7 XA IO 01.2759 02/15/2046 | 0.02% | SWPTN SOFR 15YX20Y R 1.68 USD 02/11/2037 DE | 0.02% | CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.02% | GNMA GII30 BG4861 04.5000 05/20/2048 | 0.02% | GNR 2015-H01 CI IO 01.5660 12/20/2064 | 0.02% | GNR 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04.5000 10/15/2042 | 0.01% | FHR 4183 MI IO 03.0000 02/15/2042 | 0.01% | JPMBB 2013-C17 XA IO 00.7199 01/15/2047 | 0.01% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% | SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | 0.01% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% | WFRBS 2012-C9 XB IO 144A 00.7130 11/15/2045 | 0.01% | 0.926 R ISWP SOFR P 01/26/2024 | 0.01% | 1.5135 R ISWP SOFR P 01/26/2032 | 0.01% | 1.698 R ISWP SOFR P 02/28/2027 | 0.01% | AT&T INC 02.2500 02/01/2032 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% | FHR 2976 LC 23.7192 05/15/2035 | 0.01% | GNMA GII30 BD3297 03.5000 11/20/2047 | 0.01% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% | GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.01% | GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.01% | NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% | 0.976 R ISWP SOFR P 01/26/2024 | 0.01% | 0.9975 R ISWP SOFR P 01/25/2024 | 0.01% | 1.005 R ISWP SOFR P 01/25/2024 | 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2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.01% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.01% | GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.01% | GNR 2015-H22 EI IO 01.5763 08/20/2065 | 0.01% | OSHKOSH CORP 03.1000 03/01/2030 | 0.01% | 1.525 R ISWP SOFRRATE P 12/31/2051 | 0.01% | 1.573 R ISWP SOFR P 01/25/2032 | 0.01% | CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | JPMCC 2012-LC9 XA IO 01.3904 12/15/2047 | 0.01% | SWPTN 3MX5Y R 1.208 USD 04/21/2022 CI | 0.01% | SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.01% | 1.75 R ISWP SOFR P 02/29/2032 | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.01% | FNMA FN30 BA5236 UMBS 03.5000 12/01/2045 | 0.01% | GNMA GII30 BE5937 04.0000 05/20/2048 | 0.01% | SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% | SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.01% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | FHR 3391 PO PO 00.0000 04/15/2037 | 0.01% | FHR 4182 GI IO 03.0000 01/15/2043 | 0.01% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% | SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.01% | SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.01% | UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.01% | WFRBS 2012-C9 XA IO 144A 01.8476 11/15/2045 | 0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% | SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.01% | SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | 0.01% | SWPTN 5YX30Y R 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0.00% | T-MOBILE USA INC 03.8750 04/15/2030 | 0.00% | BSCMS 2007-T26 AJ 05.5660 01/12/2045 | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% | FHR 4018 DI IO 04.5000 07/15/2041 | 0.00% | FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.00% | GNR 2020-15 CS IO 05.8883 02/20/2050 | 0.00% | SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% | SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.00% | SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.00% | SWPTN SOFR 10YX10Y R 1.905 USD 01/12/2032 JP | 0.00% | SWPTN SOFR 10YX10Y R 1.99 USD 02/11/2032 CI | 0.00% | SWPTN SOFR 15YX10Y P 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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% | SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.01% | SWPTN 5YX5Y R 1.752 USD 12/14/2026 CI | -0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% | SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% | SWPTN SOFR 2YX2Y R 1.3925 USD 12/15/2023 BA | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% | SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.02% | 1.567 R ISWP SOFR P 01/19/2032 | -0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.02% | SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.02% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% | SWPTN 3MX5Y R 1.458 USD 04/21/2022 CI | -0.02% | SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% | SWPTN SOFR 15YX20Y P 1.68 USD 02/11/2037 DE | -0.02% | 1.50 R ISWP SOFR P 01/18/2032 | -0.02% | 1.5005 R ISWP SOFR P 01/18/2032 | -0.02% | SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | -0.02% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.02% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% | 1.4941 R ISWP SOFR P 01/18/2032 | -0.02% | 1.5245 R ISWP SOFR P 01/14/2032 | -0.02% | 1.525 R ISWP SOFR P 01/14/2032 | -0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% | 1.524 R ISWP SOFR P 01/14/2032 | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% | SWPTN SOFR 1MX10Y R 1.606 USD 02/28/2022 CI | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.02% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% | 1.5245 R ISWP SOFR P 01/18/2032 | -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 BA | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.02% | 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% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.03% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -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% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.03% | SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.03% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.03% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.03% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.03% | SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.03% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% | SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.04% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% | SWPTN SOFR 3MX10Y R 1.37 USD 03/29/2022 CI | -0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% | 1.085 R ISWP SOFRRATE P 12/23/2026 | -0.04% | 1.60 R ISWP FWD SOFRRATE P 03/16/2052 | -0.04% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.04% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.05% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.05% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.05% | SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.05% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.06% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.06% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.06% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.07% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.07% | SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.07% | CPURNSA P 2.78 R 01/15/32 | -0.08% | SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.08% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.08% | 1.333 R ISWP FWD SOFRRATE P 01/07/2032 | -0.08% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.09% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.10% | SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.10% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.11% | SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.12% | CPURNSA P 2.7375 R 09/13/26 | -0.12% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.12% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.12% | SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.13% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.13% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.14% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.18% | 1.126 R ISWP SOFRRATE P 12/31/2026 | -0.18% | SWPTN 8YX10Y R 3.312 USD 11/27/2028 BA | -0.18% | 0.9085 R ISWP SOFR P 01/19/2024 | -0.20% | 1.285 R ISWP SOFRRATE P 12/23/2031 | -0.22% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.23% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.27% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.28% | 1.437 R ISWP SOFRRATE P 12/23/2051 | -0.28% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.29% | 0.90 R ISWP FWD SOFRRATE P 03/16/2024 | -0.31% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.31% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.32% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.32% | 1.40 R ISWP FWD SOFRRATE P 03/16/2032 | -0.33% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.34% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.55% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.73% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.86% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -1.16% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -2.24% | FNMA FN30 TBA UMBS 02.5000 03/01/2052 | -3.89% | US 2YR NOTE (CBT) JUN22 TUM2 | -43.41% |
Sector Weightings as of 05/31/22
| Cash Investment | Non-Cash Investment | Total Portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread Duration | Weight | Spread Duration | Weight | Spread Duration | |
| Agency pass-through | 7.39% | 0.39 | 40.39% | 1.95 | 47.78% | 2.34 |
| Investment-grade corporate bonds | 29.56% | 2.05 | 0.00% | 0.00 | 29.56% | 2.05 |
| Commercial MBS | 16.73% | 0.43 | 5.63% | 0.02 | 22.36% | 0.45 |
| Net cash | 15.39% | 0.00 | 0.00% | 0.00 | 15.39% | 0.00 |
| Agency CMO | 13.37% | 0.52 | 0.00% | 0.00 | 13.37% | 0.52 |
| Residential MBS (non-agency) | 10.84% | 0.23 | 0.00% | 0.00 | 10.84% | 0.23 |
| Collateralized loan obligations | 2.51% | 0.10 | 0.00% | 0.00 | 2.51% | 0.10 |
| High-yield corporate bonds | 2.13% | 0.12 | 0.00% | 0.00 | 2.13% | 0.12 |
| Asset-backed securities (ABS) | 2.08% | 0.02 | 0.00% | 0.00 | 2.08% | 0.02 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -0.56 | 0.00% | -0.56 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | 1.50 | 0.00% | 1.50 |
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. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund’s other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund. Variable annuities are long-term investments designed for retirement purposes. Withdrawals prior to age 59 1/2 may be subject to a 10% IRS penalty.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.
Country Allocation as of 05/31/22
| United States | 90.63% |
|---|---|
| Cayman Islands | 2.51% |
| Bermuda | 1.02% |
| Canada | 0.99% |
| Spain | 0.89% |
| France | 0.87% |
| Switzerland | 0.84% |
| United Kingdom | 0.49% |
| Australia | 0.35% |
| Other | 1.41% |
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% |