‡ 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
Putnam Income Subaccount
The subaccount seeks high current income consistent with what Putnam Management believes to be prudent risk.
Fund description
The subaccount takes a flexible approach to pursuing high current income by diversifying across a range of fixed-income sectors. These sectors include, but are not limited to, investment-grade corporate bonds, mortgage-backed securities, U.S. Treasuries, and high-yield corporate bonds. The subaccount seeks to capitalize on those market sectors and maturities
Sales story
Pursuing income with an all-weather bond portfolioDiverse opportunities: The fund invests across all sectors of the U.S. bond market, including mortgage-backed, corporate, and government bonds.A flexible strategy: The portfolio managers pursue an attractive level of income, adjusting the portfolio to favor attractive sectors as interest rates and market conditions change.Leading research: The managers, supported by Putnam's fixed-income research division, analyze a range of bonds to build a competitive portfolio.
Management team
- Michael V. Salm (Investing since 1989)
Daily pricing as of 10/27/20
| with optional enhanced death benefits | ||
|---|---|---|
| Unit Value | $21.944132 | $21.239757 |
| Unit Value Change | 0.038124 | 0.036813 |
Lipper ranking ‡ as of 09/30/20
Category: Core Bond Funds
| Percentile ranking | Rank/Funds in category | |
|---|---|---|
| 10 yrs. | 7% | 5/82 |
| 1 yr. | 97% | 113/116 |
| 3 yrs. | 13% | 14/109 |
| 5 yrs. | 21% | 21/100 |
Quick facts as of 09/30/20
| Fiscal Year End | December |
| Asset Class | Putnam Allstate Advisor |
| Subaccount Status | Open to new investors |
| Number of issues | 1291 |
| Turnover (fiscal year end) | 580% |
| Net Assets | $244M |
| Inception Date | 02/01/88 |
Performance
Performance as of 09/30/20
| Annualized Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
|---|---|---|---|---|---|---|---|
| Restated performance | |||||||
| Unit Value | 0.58% | 3.10% | 3.31% | 4.28% | 3.24% | 3.30% | 4.82% |
| Standardized | -8.20% | -5.86% | -5.66% | -0.49% | -0.51% | 0.35% | 3.00% |
| With optional enhanced death benefit | |||||||
| Unit Value | 0.54% | 2.98% | 3.15% | 4.12% | 3.09% | 3.14% | 4.66% |
| Standardized | -8.24% | -5.97% | -5.81% | -0.64% | -0.67% | 0.17% | 2.79% |
| Actual performance | |||||||
| Unit Value | 0.58% | 3.10% | 3.31% | 4.28% | 3.24% | 3.30% | 3.74% |
| Standardized | -8.20% | -5.86% | -5.66% | -0.49% | -0.51% | 0.35% | 1.13% |
| With optional enhanced death benefit | |||||||
| Unit Value | 0.54% | 2.98% | 3.15% | 4.12% | 3.09% | 3.14% | 3.58% |
| Standardized | -8.24% | -5.97% | -5.81% | -0.64% | -0.67% | 0.17% | 0.93% |
Annual Performance at NAV
| 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 |
|---|---|---|---|---|---|---|---|---|---|
| 8.50% | 3.69% | 9.36% | 0.60% | 5.13% | -2.69% | 0.73% | 4.28% | -1.05% | 10.50% |
| With optional enhanced death benefit | |||||||||
| 8.33% | 3.53% | 9.19% | 0.45% | 4.97% | -2.84% | 0.58% | 4.12% | -1.20% | 10.33% |
Restated performance
Monthly as of 09/30/20 |
|
|---|---|
| Unit Value | 0.16% |
| Standardized | -8.59% |
YTD as of 10/27/20 |
|
|---|---|
| Unit Value | 3.09% |
| Standardized | -5.86% |
With optional enhanced death benefit
Monthly as of 09/30/20 |
|
|---|---|
| Unit Value | 0.15% |
| Standardized | -8.60% |
YTD as of 10/27/20 |
|
|---|---|
| Unit Value | 2.96% |
| Standardized | -5.98% |
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 09/30/20
| Avg. Eff. Maturity | 8.99 |
| Avg. Eff. Duration | 6.42 |
| Avg. Coupon | 4.83 |
| Avg. Yield to Maturity | 5.68 |
| Alpha (%) | -- |
| Beta | 1.09 |
| R Squared | 0.67 |
| Standard Deviation (3 yrs.) | 4.43 |
Maturity Details
| 0 to 1 yr. | -22.61% |
| 1 to 5 yrs. | 81.57% |
| 5 to 10 yrs. | 31.83% |
| 10 to 15 yrs. | 1.32% |
| Over 15 yrs. | 7.89% |
Quality Ratings
| AAA | 78.70% |
| AA | 7.41% |
| A | 16.05% |
| BBB | 22.50% |
| BB | 3.24% |
| B | 3.68% |
| CCC and Below | 0.89% |
| Not Rated | -32.47% |
Holdings
| Fnma Fn30 Tba Umbs 02.0000 11/01/2050 | 19.45% |
| Fnma Fn30 Tba Umbs 04.0000 10/01/2050 | 3.93% |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2050 | 3.89% |
| Fnma Fn30 Tba Umbs 03.5000 11/01/2050 | 2.59% |
| Gnma Gii30 Tba 03.5000 10/01/2050 | 2.59% |
| Fnma Fn30 Tba Umbs 04.5000 10/01/2050 | 1.77% |
| Gnma Gii30 Tba 04.0000 10/01/2050 | 1.74% |
| Fnma Fn30 Tba Umbs 03.0000 10/01/2050 | 1.72% |
| Fnma Fn30 Tba Umbs 06.0000 10/01/2050 | 0.92% |
| Bf0101 03.5000 06/01/2056 | 0.91% |
| Top 10 holdings, total: | 39.51% |
| Top 10 holdings as of 09/30/20 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 02.0000 11/01/2050 | 19.45% |
| 2: Fnma Fn30 Tba Umbs 04.0000 10/01/2050 | 3.93% |
| 3: Fnma Fn30 Tba Umbs 03.5000 10/01/2050 | 3.89% |
| 4: Fnma Fn30 Tba Umbs 03.5000 11/01/2050 | 2.59% |
| 5: Gnma Gii30 Tba 03.5000 10/01/2050 | 2.59% |
| 6: Fnma Fn30 Tba Umbs 04.5000 10/01/2050 | 1.77% |
| 7: Gnma Gii30 Tba 04.0000 10/01/2050 | 1.74% |
| 8: Fnma Fn30 Tba Umbs 03.0000 10/01/2050 | 1.72% |
| 9: Fnma Fn30 Tba Umbs 06.0000 10/01/2050 | 0.92% |
| 10: Bf0101 03.5000 06/01/2056 | 0.91% |
| Holdings represent 39.51% of portfolio | |
| Top 10 holdings as of 08/31/20 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 02.0000 10/01/2050 | 5.26% |
| 2: Fnma Fn30 Tba Umbs 02.0000 09/01/2050 | 4.87% |
| 3: Fnma Fn30 Tba Umbs 03.5000 10/01/2050 | 3.74% |
| 4: Fnma Fn30 Tba Umbs 04.0000 10/01/2050 | 2.52% |
| 5: Fnma Fn30 Tba Umbs 03.5000 09/01/2050 | 2.49% |
| 6: Gnma Gii30 Tba 03.5000 09/01/2050 | 2.48% |
| 7: Fnma Fn30 Tba Umbs 04.0000 09/01/2050 | 2.10% |
| 8: Fnma Fn30 Tba Umbs 04.5000 09/01/2050 | 1.70% |
| 9: Gnma Gii30 Tba 04.0000 09/01/2050 | 1.68% |
| 10: Fnma Fn30 Tba Umbs 03.0000 09/01/2050 | 1.66% |
| Holdings represent 28.50% of portfolio | |
| Top 10 holdings as of 07/31/20 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 03.0000 09/01/2050 | 5.32% |
| 2: Fnma Fn30 Tba Umbs 03.5000 09/01/2050 | 4.09% |
| 3: Fnma Fn30 Tba Umbs 02.0000 09/01/2050 | 4.00% |
| 4: Fnma Fn30 Tba Umbs 04.0000 09/01/2050 | 2.88% |
| 5: Gnma Gii30 Tba 03.5000 08/01/2050 | 2.45% |
| 6: Fnma Fn30 Tba Umbs 03.5000 08/01/2050 | 2.04% |
| 7: Fnma Fn30 Tba Umbs 02.5000 09/01/2050 | 2.03% |
| 8: Fnma Fn30 Tba Umbs 02.0000 08/01/2050 | 2.01% |
| 9: Fnma Fn30 Tba Umbs 04.5000 08/01/2050 | 1.67% |
| 10: Fnma Fn30 Tba Umbs 04.0000 08/01/2050 | 1.65% |
| Holdings represent 28.14% of portfolio | |
| Top 10 holdings as of 06/30/20 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 03.5000 07/01/2050 | 6.11% |
| 2: Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | 4.52% |
| 3: Fnma Fn30 Tba Umbs 03.0000 08/01/2050 | 3.26% |
| 4: Gnma Gii30 Tba 03.5000 07/01/2050 | 2.45% |
| 5: Fnma Fn30 Tba Umbs 03.0000 07/01/2050 | 2.04% |
| 6: Fnma Fn30 Tba Umbs 04.5000 07/01/2050 | 1.67% |
| 7: Gnma Gii30 Tba 04.0000 07/01/2050 | 1.64% |
| 8: Fnma Fn30 Tba Umbs 02.5000 07/01/2050 | 1.21% |
| 9: Bf0101 03.5000 06/01/2056 | 0.87% |
| 10: Fnma Fn30 Tba Umbs 06.0000 07/01/2050 | 0.86% |
| Holdings represent 24.63% of portfolio | |
| FNMA FN30 TBA UMBS 02.0000 11/01/2050 | 19.45% | US ULTRA BOND CBT DEC20 WNZ0 | 5.63% | FNMA FN30 TBA UMBS 03.5000 10/01/2050 | 5.62% | US 5YR NOTE (CBT) DEC20 FVZ0 | 4.34% | FNMA FN30 TBA UMBS 04.0000 10/01/2050 | 3.93% | US 10YR NOTE (CBT)DEC20 TYZ0 | 2.86% | US LONG BOND(CBT) DEC20 USZ0 | 2.82% | GNMA GII30 TBA 03.5000 10/01/2050 | 2.59% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 2.42% | TREASURY BILL 00.0000 10/08/2020 | 1.84% | FNMA FN30 TBA UMBS 04.5000 10/01/2050 | 1.77% | GNMA GII30 TBA 04.0000 10/01/2050 | 1.74% | FNMA FN30 TBA UMBS 03.0000 10/01/2050 | 1.72% | US 10YR ULTRA FUT DEC20 UXYZ0 | 1.64% | TREASURY BILL 00.0000 11/05/2020 | 1.43% | 1.57 R ISWP US0003M P 02/18/2030 | 1.09% | 3.096 R ISWP US0003M P 12/03/2029 | 1.07% | SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.96% | FNMA FN30 TBA UMBS 06.0000 10/01/2050 | 0.92% | FNMA FN30 TBA UMBS 05.5000 10/01/2050 | 0.91% | BF0101 03.5000 06/01/2056 | 0.91% | SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.88% | FNMA FN30 TBA UMBS 04.0000 11/01/2050 | 0.88% | SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 0.87% | FNMA FN30 TBA UMBS 03.5000 11/01/2050 | 0.86% | FNMA FN30 TBA UMBS 03.0000 11/01/2050 | 0.86% | FNR 2020-70 SD IO 06.1000 10/25/2050 | 0.75% | FHR 4945 SL IO 05.8976 01/25/2050 | 0.73% | SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.69% | FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.64% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.62% | TREASURY BILL 00.0000 12/03/2020 | 0.61% | FHS 315 PO PO 00.0000 09/15/2043 | 0.60% | WAMU 2005-AR13 A1C4 00.5781 10/25/2045 | 0.58% | FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.58% | TREASURY BILL 00.0000 12/10/2020 | 0.57% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.53% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.52% | GNR 2020-18 GS IO 05.8938 02/20/2050 | 0.51% | BMIR 2017-1 M2 P/P 144A 03.4981 10/25/2027 | 0.50% | STACR 2020-HQA1 M2 02.0481 01/25/2050 | 0.50% | CASH MGMT BILL 00.0000 12/15/2020 | 0.49% | FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.49% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.49% | CITIGROUP INC 04.4500 09/29/2027 | 0.48% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.45% | CAS 2016-C03 1M2 05.4481 10/25/2028 | 0.44% | FHR 5024 EI IO 04.0000 10/25/2050 | 0.44% | GNMA GII30 TBA 04.5000 10/01/2050 | 0.44% | GNMA GII30 TBA 03.0000 10/01/2050 | 0.43% | ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.42% | COMCAST CORP 03.4500 02/01/2050 | 0.42% | FNMA FN30 TBA UMBS 01.5000 10/01/2050 | 0.41% | STACR 2016-HQA1 M3 06.4981 09/25/2028 | 0.41% | CASH MGMT BILL 00.0000 12/08/2020 | 0.41% | MORGAN STANLEY 04.3750 01/22/2047 | 0.40% | 3.312 R ISWP US0003M P 11/08/2048 | 0.40% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.40% | FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.38% | FHR 5019 MI IO 04.0000 10/25/2050 | 0.38% | FNR 2019-3 SA IO 05.9519 02/25/2049 | 0.38% | STAR 2020-2 A2 03.9700 04/25/2060 | 0.38% | TREASURY BILL 00.0000 11/10/2020 | 0.37% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.37% | COMM 2014-CR17 C 04.9450 05/10/2047 | 0.37% | WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.37% | MRAIT 2020-2 A 01.3051 07/21/2021 | 0.36% | VERIZON COMM 04.3290 09/21/2028 | 0.36% | GNMA GII30 BG6074 04.0000 04/20/2048 | 0.36% | ARES CAPITAL CORP 03.8750 01/15/2026 | 0.35% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.34% | SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.34% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.34% | SERVICENOW INC 01.4000 09/01/2030 | 0.32% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.32% | UBSBB 2012-C2 E P/P 144A 05.0455 05/10/2063 | 0.32% | WAMU 2005-AR17 A1B2 00.5581 12/25/2045 | 0.32% | FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.31% | FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.31% | AMAZON.COM INC 01.5000 06/03/2030 | 0.31% | FHLMC FR30 ZM1233 UMBS 03.0000 06/01/2046 | 0.31% | FNR 2016-8 SA IO 05.9019 03/25/2046 | 0.31% | STACR 2019-DNA2 M2 02.5981 03/25/2049 | 0.30% | BRISTOL-MYERS 03.4000 07/26/2029 | 0.30% | GNMA GII30 MA5194 05.0000 05/20/2048 | 0.30% | VERIZON COMM 04.6720 03/15/2055 | 0.30% | CGCMT 2012-GC8 B P/P 144A 04.2850 09/10/2045 | 0.30% | VISIO 2019-1 A3 03.8250 06/25/2054 | 0.30% | GSMS 2015-GS1 XA IO 00.9153 11/10/2048 | 0.29% | FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.29% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.28% | ORACLE CORP 02.6500 07/15/2026 | 0.28% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.28% | FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.28% | BBCMS 2019-C4 XA IO 01.7446 08/15/2052 | 0.28% | LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.27% | INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.27% | BROADCOM INC 04.1500 11/15/2030 | 0.26% | OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.26% | CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.26% | BACM 2015-UBS7 XA IO 00.9417 09/15/2048 | 0.26% | GNR 2016-H23 NI IO 03.3469 10/20/2066 | 0.26% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.26% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.26% | CAS 2016-C03 2M2 06.0481 10/25/2028 | 0.26% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.26% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.25% | MSBAM 2013-C10 E P/P 144A 04.2180 07/15/2046 | 0.25% | BCAP 2015-RR5 2A2 02.2408 01/26/2046 | 0.25% | GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.25% | ALPHABET INC 02.2500 08/15/2060 | 0.25% | COMM 2018-COR3 C 04.7127 05/10/2051 | 0.25% | BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.25% | WFRBS 2011-C4 C P/P 144A 05.3897 06/15/2044 | 0.25% | 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.24% | STACR 2016-DNA3 M3 05.1481 12/25/2028 | 0.24% | MICROSOFT CORP 02.4000 08/08/2026 | 0.24% | STACR 2015-DN1 M3 04.2981 01/25/2025 | 0.24% | SALESFORCE.COM INC 03.7000 04/11/2028 | 0.24% | TRK 2020-1 A1 03.2500 03/25/2023 | 0.24% | CGCMT 2014-GC23 IO 01.0914 07/10/2047 | 0.24% | FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.24% | FHR 3835 FO PO 00.0000 04/15/2041 | 0.24% | ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.24% | UBSBB 2012-C3 C P/P 144A 05.1977 08/10/2049 | 0.24% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.23% | NUTRIEN LTD USD 02.9500 05/13/2030 | 0.23% | GSMS 2013-GC12 B 03.7770 06/10/2046 | 0.23% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.23% | FHMS K105 X1 IO 01.6452 01/25/2030 | 0.23% | STACR 2017-HQA2 M2 02.7981 12/25/2029 | 0.23% | CFCRE 2011-C2 E P/P 144A 05.9306 12/15/2047 | 0.23% | WFCM 2018-C43 XA IO 00.8319 03/15/2051 | 0.23% | CF 2019-CF1 XA IO 01.3024 05/15/2052 | 0.22% | SPST 2020-2 A 00.9748 03/26/2021 | 0.22% | STACR 2016-HQA2 M3 05.2981 11/25/2028 | 0.22% | CAS 2016-C02 1M2 06.1481 09/25/2028 | 0.22% | GNR 2019-123 SL IO 05.9938 10/20/2049 | 0.22% | CAS 2017-C07 1EB2 01.1481 05/25/2030 | 0.22% | SPST 2020-6 A 01.9011 09/07/2021 | 0.22% | HSBC HOLDINGS PLC USD 06.3750 12/29/2049 | 0.21% | JPMBB 2013-C14 D P/P 144A 04.8585 08/15/2046 | 0.21% | GNMA GII30 BD1731 03.5000 01/20/2048 | 0.21% | GNR 2019-119 KS IO 05.8979 09/16/2049 | 0.21% | CSAIL 2019-C16 XA IO 01.7273 06/15/2052 | 0.21% | SPST 2020-WL1 A 01.2981 06/25/2051 | 0.21% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.21% | GNR 2016-H02 HI IO 03.0501 01/20/2066 | 0.21% | MCAS 2019-01 M10 P/P 144A 03.3981 10/15/2049 | 0.21% | US BANCORP 03.0000 07/30/2029 | 0.21% | CAS 2020-R01 1M2 02.1981 01/25/2040 | 0.21% | GSMS 2014-GC18 C 05.1550 01/10/2047 | 0.20% | TREASURY BILL 00.0000 10/27/2020 | 0.20% | FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.20% | SPST 2020-13 A 01.6511 10/10/2021 | 0.20% | FHLMC FR30 ZA4291 UMBS 03.5000 08/01/2043 | 0.20% | BOEING CO 04.8750 05/01/2025 | 0.20% | GNMA GII30 MA5266 05.0000 06/20/2048 | 0.20% | CSAIL 2015-C4 B 04.4591 11/15/2048 | 0.20% | JPMCC 2012-C8 C P/P 144A 04.7780 10/15/2045 | 0.20% | GNR 2018-168 KS IO 05.9938 12/20/2048 | 0.20% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.20% | WFCM 2019-C50 XA IO 01.5873 05/15/2052 | 0.20% | WFRBS 2011-C5 C P/P 144A 05.8444 11/15/2044 | 0.20% | MICROSOFT CORP 03.7000 08/08/2046 | 0.19% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.19% | FNR 2017-108 SA IO 06.0019 01/25/2048 | 0.19% | APPLE INC 04.3750 05/13/2045 | 0.19% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.19% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.19% | NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.19% | JPMCC 2011-C3 B P/P 144A 05.0131 02/15/2046 | 0.19% | WFRBS 2012-C10 D P/P 144A 04.5755 12/15/2045 | 0.19% | WFRBS 2013-C15 D P/P 144A 04.6435 08/15/2046 | 0.19% | CGCMT 2015-P1 C 04.5141 09/15/2048 | 0.19% | AT&T INC 04.1000 02/15/2028 | 0.19% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.19% | SHRP 2020-1 NOTE 03.1250 07/25/2024 | 0.19% | UBSCM 2019-C17 XA IO 01.6357 10/15/2052 | 0.19% | CSAIL 2015-C3 XA IO 00.9004 08/15/2048 | 0.19% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.19% | CAS 2020-R02 2M2 02.1481 01/25/2040 | 0.18% | FNR 2016-91 AS IO 05.9519 12/25/2046 | 0.18% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.18% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.18% | GNR 2012-149 GS IO 06.0438 12/20/2042 | 0.18% | FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.18% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.18% | LCCM 2017-LC26 XA IO P/P 144A 01.5948 07/12/2050 | 0.18% | ZOETIS INC 02.0000 05/15/2030 | 0.18% | CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.18% | RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.18% | GNR 2019-20 SB IO 05.9438 02/20/2049 | 0.18% | GNR 2019-H02 DI IO 03.3348 11/20/2068 | 0.18% | GNMA GII30 BE1441 03.5000 11/20/2047 | 0.18% | GNR 2019-83 SW IO 05.9438 07/20/2049 | 0.18% | COMCAST CORP 03.1500 03/01/2026 | 0.17% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.17% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.17% | GSMS 2014-GC22 XA IO 01.1381 06/10/2047 | 0.17% | ZOETIS INC 03.9000 08/20/2028 | 0.17% | T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.17% | CAS 2018-C04 2M2 02.6981 12/25/2030 | 0.17% | FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.17% | FISERV INC 04.2000 10/01/2028 | 0.17% | GNR 2019-83 JS IO 05.9438 07/20/2049 | 0.17% | GNR 2020-32 GS IO 05.9438 03/20/2050 | 0.17% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.17% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.17% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.17% | BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.17% | STACR 2020-HQA2 M2 03.2481 03/25/2050 | 0.17% | WFRBS 2014-C22 B 04.3710 09/15/2057 | 0.16% | WFRBS 2014-C22 XA IO 00.9543 09/15/2057 | 0.16% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.16% | COMCAST CORP 03.4000 07/15/2046 | 0.16% | EOG RESOURCES INC 04.1500 01/15/2026 | 0.16% | FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.16% | CIT GROUP INC. 05.2500 03/07/2025 | 0.16% | FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.16% | STACR 2019-DNA1 M2 02.7981 01/25/2049 | 0.16% | AT&T INC 04.7500 05/15/2046 | 0.16% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.16% | COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.16% | UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.16% | BSCMS 2007-T26 AJ 05.5414 01/12/2045 | 0.16% | FHMS KG02 X1 IO 01.1440 08/25/2029 | 0.16% | STACR 2019-DNA1 B1 04.7981 01/25/2049 | 0.16% | GNMA GII30 BD1729 03.5000 01/20/2048 | 0.16% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.16% | CIT BANK NA 02.9690 09/27/2025 | 0.16% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.16% | AT&T INC. 03.8000 02/15/2027 | 0.16% | GNR 2014-H07 BI IO 01.4779 05/20/2064 | 0.16% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.16% | EQUINIX INC 03.2000 11/18/2029 | 0.15% | MCAS 2020-01 M10 P/P 144A 03.8981 03/25/2050 | 0.15% | SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.15% | MSC 2011-C3 B P/P 144A 05.4192 07/15/2049 | 0.15% | BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.15% | TOTAL CAPITAL INTL SA USD 02.8290 01/10/2030 | 0.15% | GNR 2014-H11 GI IO 01.4820 06/20/2064 | 0.15% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.15% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.15% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.15% | FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.15% | CSAIL 2015-C1 D P/P 144A 03.9109 04/15/2050 | 0.15% | OMIR 2018-1A M2 02.9981 07/25/2028 | 0.15% | DBUBS 2011-LC3A D P/P 144A 05.5129 08/10/2044 | 0.15% | FHR 4738 QS IO 06.0476 12/15/2047 | 0.15% | BPCE SA P/P 144A 04.5000 03/15/2025 | 0.14% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.14% | MSC 2011-C1 E P/P 144A 05.6748 09/15/2047 | 0.14% | WFRBS 2012-C6 C P/P 144A 05.7654 04/15/2045 | 0.14% | ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.14% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.14% | GNR 2017-H14 EI IO 01.8543 06/20/2067 | 0.14% | ARRW 2019-3 M1 04.2040 10/25/2048 | 0.14% | BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.14% | FREMF 2019-KF66 B P/P 144A 02.5568 07/25/2029 | 0.14% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.14% | INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.14% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.14% | GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.14% | GNR 2020-11 SY IO 05.9438 01/20/2050 | 0.14% | JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.14% | JPMCC 2012-C8 D P/P 144A 04.8261 10/15/2045 | 0.14% | MSC 2011-C1 D P/P 144A 05.6748 09/15/2047 | 0.14% | TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.14% | UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.14% | BHLD 2020-1 A3 03.3950 02/25/2055 | 0.14% | GNR 2015-H13 AI IO 02.6138 06/20/2065 | 0.14% | UBSBB 2012-C4 B P/P 144A 03.7181 12/10/2045 | 0.14% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.14% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.14% | GSMS 2010-C1 D P/P 144A 06.1251 08/10/2043 | 0.14% | MSC 2016-UB12 XA IO 00.8932 12/15/2049 | 0.14% | UBSCM 2012-C1 C P/P 144A 05.7546 05/10/2045 | 0.14% | CAS 2017-C03 1M2 03.1481 10/25/2029 | 0.13% | INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.13% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.13% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.13% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.13% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.13% | FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.13% | GNMA GII30 BF6125 04.0000 02/20/2048 | 0.13% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.13% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.13% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.13% | MOODY'S CORPORATION 02.5500 08/18/2060 | 0.13% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.13% | CAS 2017-C01 1M2 03.6981 07/25/2029 | 0.13% | GNR 2017-H08 NI IO 02.3087 03/20/2067 | 0.13% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.13% | COMCAST CORP 03.9990 11/01/2049 | 0.13% | DBUBS 2011-LC2A C P/P 144A 05.6704 07/10/2044 | 0.13% | GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.13% | T-MOBILE USA INC P/P 144A 04.5000 04/15/2050 | 0.13% | CGCMT 2014-GC19 X IO 01.3116 03/10/2047 | 0.13% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.13% | OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.13% | CAS 2018-C05 1M2 02.4981 01/25/2031 | 0.13% | COMM 2012-CR2 B 04.3930 08/15/2045 | 0.13% | AMAZON.COM INC 04.0500 08/22/2047 | 0.12% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.12% | GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.12% | AT&T INC 04.3000 02/15/2030 | 0.12% | BACM 2005-1 B 05.6647 11/10/2042 | 0.12% | GSMS 2012-GCJ9 C P/P 144A 04.4480 11/10/2045 | 0.12% | MRAFT 2020-2 A1 01.9055 05/29/2022 | 0.12% | JPMBB 2013-C14 E P/P 144A 04.8585 08/15/2046 | 0.12% | JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.12% | GNR 2018-155 SE IO 05.9438 11/20/2048 | 0.12% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.12% | WEC ENERGY GROUP INC 02.3926 05/15/2067 | 0.12% | GNR 2017-H12 QI IO 02.6792 05/20/2067 | 0.12% | BACM 2015-UBS7 B 04.5050 09/15/2048 | 0.12% | COMM 2014-UBS4 C 04.8009 08/10/2047 | 0.12% | FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.12% | GNR 2014-131 BS IO 06.0479 09/16/2044 | 0.12% | GNR 2016-H06 AI IO 03.2131 02/20/2066 | 0.12% | JPMCC 2012-C6 E P/P 144A 05.3239 05/15/2045 | 0.12% | STACR 2018-DNA2 B1 03.8481 12/25/2030 | 0.12% | UBSC 2011-C1 D P/P 144A 06.2520 01/10/2045 | 0.12% | UBSCM 2017-C7 XA IO 01.1997 12/15/2050 | 0.12% | WFCM 2015-LC20 XB IO 00.6291 04/15/2050 | 0.12% | FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.12% | MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.12% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.12% | AMGEN INC 04.6630 06/15/2051 | 0.11% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.11% | GNR 2019-44 SA IO 05.8938 04/20/2049 | 0.11% | JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.11% | MSBAM 2014-C14 C 05.1073 02/15/2047 | 0.11% | UBSCM 2018-C12 XA IO 00.9870 08/15/2051 | 0.11% | COOPERATIEVE RABOBANK UA USD 04.6250 12/01/2023 | 0.11% | FHMS K104 X1 IO 01.1271 01/25/2030 | 0.11% | JPMBB 2014-C22 XA IO 00.9836 09/15/2047 | 0.11% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.11% | GNMA GII30 BG6110 04.0000 05/20/2048 | 0.11% | GNR 2017-H10 MI IO 02.2244 04/20/2067 | 0.11% | STACR 2014-DN4 M3 04.6981 10/25/2024 | 0.11% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.11% | AIR LEASE CORP 03.2500 10/01/2029 | 0.11% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.11% | FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.11% | GNR 2019-21 SJ IO 05.8938 02/20/2049 | 0.11% | GNR 2017-H09 DI IO 01.9155 03/20/2067 | 0.11% | UPJOHN INC P/P 144A 04.0000 06/22/2050 | 0.11% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.11% | CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.11% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.11% | GNMA GII30 BE1440 03.5000 11/20/2047 | 0.11% | FHR 3408 EK 25.1799 04/15/2037 | 0.11% | STACR 2014-DN2 M3 03.7481 04/25/2024 | 0.11% | GSMS 2013-GC13 XA IO 00.1043 07/10/2046 | 0.10% | STACR 2014-HQ2 M3 03.8981 09/25/2024 | 0.10% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.10% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.10% | DRMT 2020-2 A2 02.5940 05/25/2065 | 0.10% | FISERV INC 03.5000 07/01/2029 | 0.10% | FNR 2018-94 SA IO 05.9519 01/25/2049 | 0.10% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% | WFRBS 2013-C14 XA IO 00.8535 06/15/2046 | 0.10% | FHR 3065 DC 19.4029 03/15/2035 | 0.10% | SAIL 2004-10 A10 01.0481 11/25/2034 | 0.10% | SPST 2019-11 A 00.9011 10/24/2020 | 0.10% | SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.10% | UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.10% | WFCM 2014-LC16 XA IO 01.2504 08/15/2050 | 0.10% | BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.10% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.10% | GNR 2015-H12 EI IO 01.7145 04/20/2065 | 0.10% | CSMC 2016-NXSR XA IO 00.9088 12/15/2049 | 0.10% | MRAFT 2020-4 A1 01.5055 04/23/2023 | 0.10% | STACR 2018-DNA2 M2 02.2981 12/25/2030 | 0.10% | CSAIL 2015-C1 C 04.4109 04/15/2050 | 0.10% | FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.10% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.10% | LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.10% | CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.10% | GNR 2016-H14 IO IO 01.6951 06/20/2066 | 0.10% | COMM 2014-UBS6 XA IO 01.0371 12/10/2047 | 0.10% | FHR 3852 NT 05.8476 05/15/2041 | 0.10% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.10% | TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.10% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.10% | FOX CORP 03.5000 04/08/2030 | 0.10% | GNMA GII30 BE1437 03.5000 11/20/2047 | 0.10% | JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.10% | MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.10% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.10% | ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.10% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.10% | GNR 2011-17 S IO 05.8938 02/20/2041 | 0.10% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.10% | UBSCM 2012-C1 D P/P 144A 05.7546 05/10/2045 | 0.10% | BANK 2018-BN13 XA 00.6581 08/15/2061 | 0.10% | CAS 2017-C07 1B1 04.1481 05/25/2030 | 0.10% | COLT 2020-2 A2 03.0940 03/25/2065 | 0.10% | GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.10% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.10% | WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 | 0.10% | AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.09% | CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.09% | GNMA GII30 AY2298 04.7000 05/20/2067 | 0.09% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.09% | GNR 2015-H04 AI IO 03.1984 12/20/2064 | 0.09% | MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.09% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.09% | BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.09% | BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.09% | GNR 2015-H12 GI IO 01.8109 05/20/2065 | 0.09% | JPMDB 2017-C5 XA IO 01.0858 03/15/2050 | 0.09% | MSBAM 2013-C13 XB IO P/P 144A 00.1520 11/15/2046 | 0.09% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.09% | SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.09% | UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.09% | FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.09% | SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.09% | VSTA 2020-1 A2 02.7700 03/25/2065 | 0.09% | GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.09% | GNR 2016-H11 HI IO 02.1025 01/20/2066 | 0.09% | S&P GLOBAL INC 01.2500 08/15/2030 | 0.09% | WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.09% | APPLE INC 03.4500 05/06/2024 | 0.09% | GSMS 2014-GC24 D P/P 144A 04.6645 09/10/2047 | 0.09% | CAS 2019-HRP1 M2 02.2981 11/25/2039 | 0.09% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.09% | NRZT 2020-NQM2 A2 03.2000 05/24/2060 | 0.09% | PROLOGIS LP 02.2500 04/15/2030 | 0.09% | WFCM 2017-C41 XA IO 01.3627 11/15/2050 | 0.09% | CAS 2017-C01 1B1 05.8981 07/25/2029 | 0.09% | EMIR 2018-1 M1 01.8751 11/25/2028 | 0.09% | FNR 2006-8 HP 24.0235 03/25/2036 | 0.09% | JPMBB 2013-C12 C 04.2362 07/15/2045 | 0.09% | NATWEST GROUP PLC USD 03.8750 09/12/2023 | 0.09% | CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.09% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.09% | ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.09% | VIACOMCBS INC 04.2000 06/01/2029 | 0.09% | CAS 2017-C01 1EB1 01.3981 07/25/2029 | 0.09% | SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.08% | ECOLAB INC 03.2500 12/01/2027 | 0.08% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.08% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.08% | JPMCC 2016-JP2 XA IO 01.9492 08/15/2049 | 0.08% | FHR 4912 PS IO 05.8976 09/25/2049 | 0.08% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% | COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.08% | AON PLC 04.2500 12/12/2042 | 0.08% | COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.08% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% | GNR 2016-H04 KI IO 03.0408 02/20/2066 | 0.08% | MSC 2011-C3 E P/P 144A 05.4192 07/15/2049 | 0.08% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | 0.08% | ALPHABET INC 01.9980 08/15/2026 | 0.08% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.08% | GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.08% | GNR 2015-H12 AI IO 01.8696 05/20/2065 | 0.08% | CARR 2006-NC2 A4 00.3881 06/25/2036 | 0.08% | CIGNA CORP 03.7500 07/15/2023 | 0.08% | COMM 2013-CR11 XA IO 01.0883 08/10/2050 | 0.08% | GNR 2015-H25 AI IO 01.6269 09/20/2065 | 0.08% | MERCK & CO INC 03.7000 02/10/2045 | 0.08% | MICROCHIP TECH INC 04.3330 06/01/2023 | 0.08% | RMIR 2018-1 M2 04.2100 03/25/2028 | 0.08% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.08% | CBRE SERVICES INC 04.8750 03/01/2026 | 0.08% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.08% | GNMA GII30 BD1730 03.5000 01/20/2048 | 0.08% | NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.08% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.08% | CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.08% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.08% | GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.08% | GNMA GII30 BB3019 03.5000 11/20/2047 | 0.08% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.08% | MSBAM 2015-C26 XA IO 01.1699 10/15/2048 | 0.08% | NHEL 2004-2 M4 01.9481 09/25/2034 | 0.08% | EFMT 2020-1 A2 03.3530 05/25/2065 | 0.08% | FHR 4839 AS IO 05.8976 06/15/2042 | 0.08% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.08% | UBSBB 2012-C2 XA IO P/P 144A 01.4513 05/10/2063 | 0.08% | EMIR 2019-1 M2 03.4481 04/25/2029 | 0.07% | FHR 3072 SM 04.2533 11/15/2035 | 0.07% | HCA INC 04.1250 06/15/2029 | 0.07% | MSBAM 2013-C7 XA IO 01.4708 02/15/2046 | 0.07% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.07% | FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.07% | GNMA GII30 BB3013 03.5000 11/20/2047 | 0.07% | GSMS 2013-GC10 XA IO 01.6389 02/10/2046 | 0.07% | MSBAM 2015-C25 XA IO 01.2052 10/15/2048 | 0.07% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.07% | CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.07% | ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.07% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.07% | MSC 2016-BNK2 XA IO 01.1850 11/15/2049 | 0.07% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.07% | CAS 2015-C03 2M2 05.1481 07/25/2025 | 0.07% | CWALT 2007-OA6 A1A 00.2881 06/25/2037 | 0.07% | GNR 2015-H25 CI IO 03.4804 10/20/2065 | 0.07% | MSRR 2015-R4 CB1 01.0008 08/26/2047 | 0.07% | NRG P/P 144A 03.7500 06/15/2024 | 0.07% | OSHKOSH CORP 04.6000 05/15/2028 | 0.07% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.07% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.07% | COMM 2014-LC15 XA IO 01.2561 04/10/2047 | 0.07% | GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.07% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | 0.07% | COMM 2013-CR6 D P/P 144A 04.2267 03/10/2046 | 0.07% | FNR 2005-122 SE 22.5815 11/25/2035 | 0.07% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.07% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.07% | UNITEDHEALTH GROUP INC 02.9000 05/15/2050 | 0.07% | AMAZON.COM INC 03.1500 08/22/2027 | 0.07% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.07% | GNR 2010-H19 GI IO 01.4185 08/20/2060 | 0.07% | MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.07% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.07% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.07% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.07% | BSCMS 2006-PW11 B P/P 144A 05.7021 03/11/2039 | 0.07% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.07% | GNR 2015-H28 DI IO 01.5553 08/20/2065 | 0.07% | STACR 2018-DNA1 M2 01.9481 07/25/2030 | 0.07% | SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.07% | WFRBS 2014-C24 XA IO 00.9795 11/15/2047 | 0.07% | COMM 2015-CR23 XA IO 01.0368 05/10/2048 | 0.07% | FHR 4176 DI IO 03.0000 12/15/2042 | 0.07% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.07% | JPMBB 2014-C19 D P/P 144A 04.8327 04/15/2047 | 0.07% | COMM 2014-CR17 D P/P 144A 05.0087 05/10/2047 | 0.06% | FNR 2006-62 PS 39.0112 07/25/2036 | 0.06% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.06% | SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.06% | WFRBS 2012-C10 XA IO P/P 144A 01.6749 12/15/2045 | 0.06% | COMM 2014-CR19 D P/P 144A 04.8680 08/10/2047 | 0.06% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.06% | MSBAM 2013-C12 XA IO 00.7511 10/15/2046 | 0.06% | STACR 2018-HQA1 M2 02.4481 09/25/2030 | 0.06% | TPMT 2018-5 M1 P/P 144A 03.2500 07/25/2058 | 0.06% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% | FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.06% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.06% | GNR 2015-H15 JI IO 01.9663 06/20/2065 | 0.06% | MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.06% | STACR 2019-HQA1 M2 02.4981 02/25/2049 | 0.06% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.06% | WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.06% | 0.815 R ISWP US0003M P 07/30/2050 | 0.06% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.06% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.06% | GNR 2016-H27 BI IO 02.3598 12/20/2066 | 0.06% | JPMCC 2011-C3 F P/P 144A 05.8533 02/15/2046 | 0.06% | MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.06% | OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.06% | PACIFICORP 02.7000 09/15/2030 | 0.06% | 0.78 R ISWP US0003M P 04/28/2050 | 0.06% | ABBVIE INC P/P 144A 03.8000 03/15/2025 | 0.06% | COMM 2014-CR19 XA IO 01.1343 08/10/2047 | 0.06% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.06% | GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.06% | RMIR 2019-1 M2 P/P 144A 03.3481 02/25/2029 | 0.06% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.06% | FNR 2007-53 SP 23.6569 06/25/2037 | 0.06% | GNR 2014-H08 CI IO 01.4746 03/20/2064 | 0.06% | GNR 2015-H16 XI IO 02.4328 07/20/2065 | 0.06% | PFIZER INC 03.0000 12/15/2026 | 0.06% | GNR 2016-H24 JI IO 03.3048 11/20/2066 | 0.06% | GSMS 2014-GC18 XA IO 01.1741 01/10/2047 | 0.06% | FNR 2005-106 JC 19.6647 12/25/2035 | 0.06% | GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.06% | GNR 2015-H09 BI IO 01.6975 03/20/2065 | 0.06% | GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.06% | KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.06% | D.R. HORTON INC 05.7500 08/15/2023 | 0.06% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.06% | FNR 2011-4 CS 12.6037 05/25/2040 | 0.06% | GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.06% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% | MSBAM 2013-C11 D P/P 144A 04.4975 08/15/2046 | 0.06% | CFCRE 2011-C2 D P/P 144A 05.9306 12/15/2047 | 0.05% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.05% | FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.05% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.05% | MSBAM 2013-C10 F P/P 144A 04.2180 07/15/2046 | 0.05% | WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.05% | WFRBS 2013-C11 XA IO P/P 144A 01.3185 03/15/2045 | 0.05% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.05% | JPMCC 2011-C3 D P/P 144A 05.8533 02/15/2046 | 0.05% | JPMCC 2007-CB20 E P/P 144A 06.3744 02/12/2051 | 0.05% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.05% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.05% | BERKSHIRE HATHAW P/P 144A 04.2500 10/15/2050 | 0.05% | FHR 4601 PI IO 04.5000 12/15/2045 | 0.05% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.05% | MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.05% | MWST 2019-1 A 00.9481 06/25/2052 | 0.05% | WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.05% | WFRBS 2012-C7 D P/P 144A 04.9651 06/15/2045 | 0.05% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.05% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.05% | GNR 2015-H10 CI IO 01.8130 04/20/2065 | 0.05% | JPMORGAN CHASE & CO 01.2801 05/15/2047 | 0.05% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% | OPTN FN30 2.0 10/07/20 CALL 102.625 JPMC | 0.05% | SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.05% | ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.05% | GNMA GII30 AY4779 04.5110 03/20/2067 | 0.05% | IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.05% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.05% | JPMCC 2012-LC9 D P/P 144A 04.5656 12/15/2047 | 0.05% | JPMCC 2013-C16 XA IO 01.0942 12/15/2046 | 0.05% | OPTN FN30 2.5 11/05/20 CALL 104.703125 JPMC | 0.05% | STACR 2018-HQA2 M2 02.4481 10/25/2048 | 0.05% | STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% | UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.05% | CITIGROUP INC 03.6680 07/24/2028 | 0.05% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.05% | GNMA GII30 BB0107 04.7000 08/20/2067 | 0.05% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.05% | UBSBB 2013-C6 XA IO P/P 144A 01.2525 04/10/2046 | 0.05% | COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.05% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.05% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.05% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.05% | WFRBS 2012-C9 XB IO P/P 144A 00.8753 11/15/2045 | 0.05% | ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.05% | FNR 2010-35 SG IO 06.2519 04/25/2040 | 0.05% | VMWARE INC 03.9000 08/21/2027 | 0.05% | AMGEN INC 02.6000 08/19/2026 | 0.04% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.04% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% | GEORGIA-PACIFIC LLC P/P 144A 05.4000 11/01/2020 | 0.04% | GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.04% | GNR 2015-H20 AI IO 01.8363 08/20/2065 | 0.04% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.04% | WFRBS 2012-C9 XA IO P/P 144A 02.0432 11/15/2045 | 0.04% | CCMFC 2004-3A A2 00.4481 08/25/2035 | 0.04% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.04% | GNMA GII30 BA7681 04.6160 06/20/2067 | 0.04% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% | GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.04% | GSMS 2013-GC12 XA IO 01.5474 06/10/2046 | 0.04% | HCA INC 05.0000 03/15/2024 | 0.04% | NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.04% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.04% | AMERICAN ELECTRIC POWER 03.2500 03/01/2050 | 0.04% | CAS 2019-R01 2M2 02.5981 07/25/2031 | 0.04% | CIT GROUP INC 05.0000 08/01/2023 | 0.04% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.04% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.04% | KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% | METLIFE INC 06.4000 12/15/2036 | 0.04% | MWST 2018-W1 A 00.9981 11/25/2051 | 0.04% | UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.04% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.04% | AIR LEASE CORP 04.6250 10/01/2028 | 0.04% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.04% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% | QVC INC 04.8500 04/01/2024 | 0.04% | VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.04% | BANK OF AMERICA CORP 01.0104 09/15/2026 | 0.04% | CGCMT 2013-GC17 X IO 01.1807 11/10/2046 | 0.04% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% | FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.04% | FNR 2005-75 GS 19.8056 08/25/2035 | 0.04% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.04% | ORACLE CORP 04.0000 11/15/2047 | 0.04% | TREASURY BILL 00.0000 11/17/2020 | 0.04% | WAMU 2005-AR1 A2B 00.9481 01/25/2045 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | GNR 2015-H17 CI IO 01.5964 06/20/2065 | 0.04% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% | GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.04% | AT&T INC 02.9500 07/15/2026 | 0.04% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.04% | CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.04% | ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.04% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.04% | GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.04% | JPMBB 2014-C25 XA IO 00.9981 11/15/2047 | 0.04% | MSBAM 2014-C17 XA IO 01.2342 08/15/2047 | 0.04% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.04% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.04% | FHR 2990 LB 16.5562 06/15/2034 | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.04% | JPMCC 2013-LC11 X IO 01.3893 04/15/2046 | 0.04% | JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.04% | KINDER MORGAN INC 03.1500 01/15/2023 | 0.04% | CAS 2015-C04 2M2 05.6981 04/25/2028 | 0.04% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.04% | FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.04% | GNMA GII30 BE5936 04.0000 05/20/2048 | 0.04% | STACR 2019-DNA2 B1 04.4981 03/25/2049 | 0.04% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.04% | CAS 2019-R05 1M2 02.1481 07/25/2039 | 0.04% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% | GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.04% | GNR 2015-H01 CI IO 01.6289 12/20/2064 | 0.04% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% | JPMCC 2012-LC9 XA IO 01.6425 12/15/2047 | 0.04% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.04% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.03% | GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.03% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% | GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.03% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.03% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.03% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% | FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.03% | OSHKOSH CORP 03.1000 03/01/2030 | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% | DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.03% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.03% | FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.03% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.03% | CGCMT 2012-GC8 XA IO P/P 144A 01.9206 09/10/2045 | 0.03% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% | FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.03% | GNMA GII30 BD3297 03.5000 11/20/2047 | 0.03% | GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.03% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.03% | SWPTN 2YX2Y R 0.3 USD 06/30/2022 BA | 0.03% | SWPTN 3MX10Y P 0.923 USD 12/22/2020 CI | 0.03% | CITIGROUP INC 03.8870 01/10/2028 | 0.03% | COMM 2013-CR13 E P/P 144A 05.0495 11/10/2046 | 0.03% | ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.03% | FHR 4074 KS IO 06.5476 02/15/2041 | 0.03% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.03% | HMIR 2018-1 M1 P/P 144A 01.7481 10/25/2028 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | UBSCM 2012-C1 XA IO P/P 144A 02.2488 05/10/2045 | 0.03% | WALT DISNEY COMP 07.7500 01/20/2024 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | COMM 2012-LC4 XA IO P/P 144A 02.1773 12/10/2044 | 0.03% | GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.03% | HCA INC. 05.5000 06/15/2047 | 0.03% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.03% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.03% | CAS 2015-C04 1M2 05.8481 04/25/2028 | 0.03% | CAS 2017-C06 2M2 02.9481 02/25/2030 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.03% | FHR 4500 GI IO 04.0000 08/15/2045 | 0.03% | FNR 12-118 PI IO 04.0000 06/25/2042 | 0.03% | JPMCC 2010-C1 C P/P 144A 06.2167 06/15/2043 | 0.03% | VIACOMCBS INC 02.9000 01/15/2027 | 0.03% | COMM 2014-UBS6 C 04.5945 12/10/2047 | 0.03% | DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.03% | GNMA GII30 BG4861 04.5000 05/20/2048 | 0.03% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.03% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | STACR 2018-DNA3 B1 04.0481 09/25/2048 | 0.03% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.03% | COMM 2012-CR1 D P/P 144A 05.4968 05/15/2045 | 0.03% | FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.03% | FHR 4132 IP IO 04.5000 11/15/2042 | 0.03% | FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.03% | GNR 2013-129 SN IO 05.9938 09/20/2043 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.03% | NORTHROP GRUMMAN CORP 05.2500 05/01/2050 | 0.03% | THE AES CORPORATION 05.1250 09/01/2027 | 0.03% | 0.439 R ISWP US0003M P 08/10/2025 | 0.02% | AT&T INC 04.3500 03/01/2029 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% | FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.02% | GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.02% | SWPTN 3MX10Y P 0.6225 USD 10/15/2020 JP | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.02% | FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.02% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.02% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.02% | CAS 2019-R02 1B1 04.2981 08/25/2031 | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% | CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.02% | CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.02% | FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.02% | GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.02% | GNR 2019-121 SD IO 05.8438 10/20/2049 | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% | JPMBB 2013-C17 XA IO 00.9156 01/15/2047 | 0.02% | SHERWIN-WILLIAMS CO 03.3000 05/15/2050 | 0.02% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.02% | CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.02% | HCA INC 05.2500 06/15/2026 | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | FHR 4182 GI IO 03.0000 01/15/2043 | 0.02% | GNMA GII30 BE5937 04.0000 05/20/2048 | 0.02% | GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.02% | GNR 2015-H22 EI IO 01.6182 08/20/2065 | 0.02% | HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.02% | BGC PARTNERS INC 05.1250 05/27/2021 | 0.02% | BMIR 2018-2A M1B P/P 144A 01.4981 08/25/2028 | 0.02% | ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% | FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.02% | FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% | 0.35 R ISWP FWD US0003M P 12/16/2025 | 0.02% | 0.65 R ISWP US0003M P 05/26/2030 | 0.02% | 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.02% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.02% | BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.02% | FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.02% | GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.02% | GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.02% | BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | FHR 4183 MI IO 03.0000 02/15/2042 | 0.02% | FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.02% | FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.02% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.02% | KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.02% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% | 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.02% | ABBVIE INC P/P 144A 03.4500 03/15/2022 | 0.02% | CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.02% | CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.02% | FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.02% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.02% | KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.02% | STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.02% | 0.62 R ISWP US0003M P 05/19/2030 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.02% | CVS HEALTH CORP 03.7000 03/09/2023 | 0.02% | FHR 2976 LC 23.8613 05/15/2035 | 0.02% | FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% | MSC 2012-C4 XA IO P/P 144A 02.2436 03/15/2045 | 0.02% | AUTONATION INC 04.5000 10/01/2025 | 0.01% | CAS 2016-C04 1M2 04.3981 01/25/2029 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.01% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% | WFRBS 2011-C5 XA IO P/P 144A 01.8341 11/15/2044 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% | WFRBS 2011-C4 E P/P 144A 05.3897 06/15/2044 | 0.01% | FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% | GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.01% | VIACOMCBS INC 04.0000 01/15/2026 | 0.01% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.01% | 1.58 R ISWP FWD US0003M P 03/18/2025 | 0.01% | AMERICAN TOWER CORP 03.3750 10/15/2026 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% | FHR 3300 PO PO 00.0000 02/15/2037 | 0.01% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% | IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.01% | CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.01% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% | GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% | IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% | PROLOGIS LP 02.1250 04/15/2027 | 0.01% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.01% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% | BERKSHIRE HATHAWAY ENERG 06.5000 09/15/2037 | 0.01% | CITIGROUP INC 03.1060 04/08/2026 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% | FHR 3391 PO PO 00.0000 04/15/2037 | 0.01% | FHR 4018 DI IO 04.5000 07/15/2041 | 0.01% | FNR 2005-83 QP 17.0089 11/25/2034 | 0.01% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% | GSMS 2011-GC5 XA IO P/P 144A 01.4906 08/10/2044 | 0.01% | SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.01% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% | IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% | 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.01% | APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% | FNMA FN30 BA5236 UMBS 03.5000 12/01/2045 | 0.01% | FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.01% | FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.01% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% | GNR 2020-15 CS IO 05.8938 02/20/2050 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% | PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.01% | SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% | SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.01% | CITIGROUP INC 04.7500 05/18/2046 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% | FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% | FNS 372 1 PO 00.0000 08/25/2036 | 0.01% | GNR 2015-99 LI IO 04.0000 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-0.03% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.03% | 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.03% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.03% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.04% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.04% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% | SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.04% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.04% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.04% | OPTN FN30 2.5 11/05/20 PUT 104.703125 JPMC | -0.04% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.05% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.06% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.06% | 0.585 R ISWP US0003M P 07/21/2030 | -0.07% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.07% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.08% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.08% | SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | -0.09% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.09% | SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | -0.09% | 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.09% | 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.10% | SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.10% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% | 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.10% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.11% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.12% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.12% | SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.13% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.14% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.15% | 2.6785 R ISWP US0003M P 02/13/2029 | -0.15% | SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.16% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.16% | 1.5095 R ISWP FWD US0003M P 08/28/2030 | -0.16% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.16% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.16% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.17% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.18% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.22% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.22% | 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.23% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.23% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.24% | 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.24% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.25% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.26% | SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.26% | 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.27% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.36% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.36% | 2.44 R ISWP FWD US0003M P 03/26/2030 | -0.40% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.42% | 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.43% | 2.098 R ISWP FWD US0003M P 03/04/2030 | -0.44% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.51% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.52% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.59% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.67% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.76% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.83% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -1.12% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.12% | FNMA FN30 TBA UMBS 02.5000 11/01/2050 | -1.29% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.41% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -2.87% | US 2YR NOTE (CBT) DEC20 TUZ0 | -43.72% |
| US ULTRA BOND CBT DEC20 WNZ0 | 5.39% | FNMA FN30 TBA UMBS 03.5000 09/01/2050 | 4.98% | FNMA FN30 TBA UMBS 02.0000 09/01/2050 | 4.87% | FNMA FN30 TBA UMBS 02.0000 10/01/2050 | 4.86% | US 5YR NOTE (CBT) DEC20 FVZ0 | 4.66% | FNMA FN30 TBA UMBS 04.0000 09/01/2050 | 4.61% | US LONG BOND(CBT) DEC20 USZ0 | 2.70% | GNMA GII30 TBA 03.5000 09/01/2050 | 2.48% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 2.37% | FNMA FN30 TBA UMBS 03.0000 10/01/2050 | 2.07% | US 10YR NOTE (CBT)DEC20 TYZ0 | 1.97% | TREASURY BILL 00.0000 10/08/2020 | 1.77% | FNMA FN30 TBA UMBS 04.5000 09/01/2050 | 1.70% | GNMA GII30 TBA 04.0000 09/01/2050 | 1.68% | FNMA FN30 TBA UMBS 03.0000 09/01/2050 | 1.66% | US 10YR ULTRA FUT DEC20 UXYZ0 | 1.57% | TREASURY BILL 00.0000 11/05/2020 | 1.38% | FNMA FN30 TBA UMBS 03.5000 10/01/2050 | 1.24% | 1.57 R ISWP US0003M P 02/18/2030 | 1.05% | 3.096 R ISWP US0003M P 12/03/2029 | 1.04% | SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 0.94% | FNMA FN30 TBA UMBS 06.0000 09/01/2050 | 0.88% | SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 0.88% | BF0101 03.5000 06/01/2056 | 0.88% | FNMA FN30 TBA UMBS 05.5000 09/01/2050 | 0.87% | SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.82% | SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.65% | FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.62% | FHS 315 PO PO 00.0000 09/15/2043 | 0.59% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.59% | WAMU 2005-AR13 A1C4 00.6051 10/25/2045 | 0.56% | FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.56% | TREASURY BILL 00.0000 09/15/2020 | 0.53% | TREASURY BILL 00.0000 09/10/2020 | 0.53% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.52% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.51% | GNR 2020-18 GS IO 05.8920 02/20/2050 | 0.51% | BMIR 2017-1 M2 P/P 144A 03.5251 10/25/2027 | 0.48% | FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.47% | STACR 2020-HQA1 M2 02.0751 01/25/2050 | 0.47% | CITIGROUP INC 04.4500 09/29/2027 | 0.47% | 1.688 R ISWP US0003M P 01/31/2030 | 0.46% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.46% | CAS 2016-C03 1M2 05.4751 10/25/2028 | 0.46% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.45% | GNMA GII30 TBA 04.5000 09/01/2050 | 0.42% | GNMA GII30 TBA 03.0000 09/01/2050 | 0.41% | SPST 2019-7 A 00.8833 09/24/2020 | 0.41% | ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.41% | COMCAST CORP 03.4500 02/01/2050 | 0.40% | MORGAN STANLEY 04.3750 01/22/2047 | 0.40% | STACR 2016-HQA1 M3 06.5251 09/25/2028 | 0.40% | 3.312 R ISWP US0003M P 11/08/2048 | 0.39% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.39% | FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.38% | FNR 2019-3 SA IO 05.9249 02/25/2049 | 0.37% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.37% | GNMA GII30 BG6074 04.0000 04/20/2048 | 0.36% | STAR 2020-2 A2 03.9700 04/25/2060 | 0.36% | WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.36% | CASH MGMT BILL 00.0000 11/10/2020 | 0.35% | 1.698 R ISWP US0003M P 01/28/2030 | 0.35% | COMM 2014-CR17 C 04.9451 05/10/2047 | 0.35% | TREASURY BILL 00.0000 09/03/2020 | 0.34% | VERIZON COMM 04.3290 09/21/2028 | 0.34% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.34% | SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.33% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.33% | SERVICENOW INC 01.4000 09/01/2030 | 0.31% | TREASURY BILL 00.0000 09/22/2020 | 0.31% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.31% | FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.31% | FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.31% | UBSBB 2012-C2 E P/P 144A 05.0456 05/10/2063 | 0.31% | WAMU 2005-AR17 A1B2 00.5851 12/25/2045 | 0.30% | GNMA GII30 MA5194 05.0000 05/20/2048 | 0.30% | AMAZON.COM INC 01.5000 06/03/2030 | 0.30% | FHLMC FR30 ZM1233 UMBS 03.0000 06/01/2046 | 0.30% | FNR 2016-8 SA IO 05.8749 03/25/2046 | 0.30% | STACR 2019-DNA2 M2 02.6251 03/25/2049 | 0.29% | BRISTOL-MYERS 03.4000 07/26/2029 | 0.29% | VISIO 2019-1 A3 03.8250 06/25/2054 | 0.29% | FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.29% | CGCMT 2012-GC8 B P/P 144A 04.2850 09/10/2045 | 0.28% | VERIZON COMM 04.6720 03/15/2055 | 0.28% | GSMS 2015-GS1 XA IO 00.9171 11/10/2048 | 0.28% | FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.28% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.28% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.27% | ORACLE CORP 02.6500 07/15/2026 | 0.27% | CAS 2016-C03 2M2 06.0751 10/25/2028 | 0.27% | BBCMS 2019-C4 XA IO 01.7452 08/15/2052 | 0.27% | STACR 2015-DN1 M3 04.3251 01/25/2025 | 0.27% | LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.26% | INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.26% | MRAIT 2020-2 A 01.3119 10/22/2020 | 0.26% | BROADCOM INC 04.1500 11/15/2030 | 0.26% | BACM 2015-UBS7 XA IO 00.9420 09/15/2048 | 0.25% | OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.25% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.25% | CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.25% | GNR 2016-H23 NI IO 03.5783 10/20/2066 | 0.25% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.25% | BCAP 2015-RR5 2A2 02.3925 01/26/2046 | 0.25% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.24% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.24% | MSBAM 2013-C10 E P/P 144A 04.2182 07/15/2046 | 0.24% | ALPHABET INC 02.2500 08/15/2060 | 0.24% | GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.24% | BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.24% | 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.24% | COMM 2018-COR3 C 04.7127 05/10/2051 | 0.24% | STACR 2016-DNA3 M3 05.1751 12/25/2028 | 0.24% | WFRBS 2011-C4 C P/P 144A 05.3898 06/15/2044 | 0.24% | CGCMT 2014-GC23 IO 01.0918 07/10/2047 | 0.23% | FHR 3835 FO PO 00.0000 04/15/2041 | 0.23% | MICROSOFT CORP 02.4000 08/08/2026 | 0.23% | TRK 2020-1 A1 03.2500 03/25/2023 | 0.23% | ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.23% | SALESFORCE.COM INC 03.7000 04/11/2028 | 0.23% | CAS 2016-C02 1M2 06.1751 09/25/2028 | 0.23% | UBSBB 2012-C3 C P/P 144A 05.1978 08/10/2049 | 0.23% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.22% | NUTRIEN LTD USD 02.9500 05/13/2030 | 0.22% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.22% | FHMS K105 X1 IO 01.6452 01/25/2030 | 0.22% | GSMS 2013-GC12 B 03.7770 06/10/2046 | 0.22% | CFCRE 2011-C2 E P/P 144A 05.9306 12/15/2047 | 0.22% | CF 2019-CF1 XA IO 01.3026 05/15/2052 | 0.22% | GNR 2019-119 KS IO 05.8881 09/16/2049 | 0.21% | CAS 2017-C07 1EB2 01.1751 05/25/2030 | 0.21% | CSAIL 2019-C16 XA IO 01.7278 06/15/2052 | 0.21% | SPST 2020-2 A 01.0043 03/26/2021 | 0.21% | STACR 2016-HQA2 M3 05.3251 11/25/2028 | 0.21% | WFCM 2018-C43 XA IO 00.8330 03/15/2051 | 0.21% | HSBC HOLDINGS PLC USD 06.3750 12/29/2049 | 0.21% | SPST 2020-6 A 01.9333 09/07/2021 | 0.21% | GNMA GII30 BD1731 03.5000 01/20/2048 | 0.20% | JPMBB 2013-C14 D P/P 144A 04.8585 08/15/2046 | 0.20% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.20% | FHLMC FR30 ZA4291 UMBS 03.5000 08/01/2043 | 0.20% | GNMA GII30 MA5266 05.0000 06/20/2048 | 0.20% | GNR 2016-H02 HI IO 03.0516 01/20/2066 | 0.20% | SPST 2020-WL1 A 01.3251 06/25/2051 | 0.20% | MCAS 2019-01 M10 P/P 144A 03.4251 10/15/2049 | 0.20% | GNR 2019-123 SL IO 05.9920 10/20/2049 | 0.20% | US BANCORP 03.0000 07/30/2029 | 0.20% | FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.20% | TREASURY BILL 00.0000 10/27/2020 | 0.20% | CAS 2020-R01 1M2 02.2251 01/25/2040 | 0.20% | GSMS 2014-GC18 C 05.1550 01/10/2047 | 0.20% | BOEING CO 04.8750 05/01/2025 | 0.19% | WFCM 2019-C50 XA IO 01.5879 05/15/2052 | 0.19% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.19% | CSAIL 2015-C4 B 04.4814 11/15/2048 | 0.19% | JPMCC 2011-C3 B P/P 144A 05.0131 02/15/2046 | 0.19% | JPMCC 2012-C8 C P/P 144A 04.7781 10/15/2045 | 0.19% | WFRBS 2011-C5 C P/P 144A 05.8444 11/15/2044 | 0.19% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.19% | OPTN FN30 2.5 09/08/20 CALL 104.25 JPMC | 0.19% | FNR 2017-108 SA IO 05.9749 01/25/2048 | 0.19% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.19% | GNR 2018-168 KS IO 05.9920 12/20/2048 | 0.19% | NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.19% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.19% | MICROSOFT CORP 03.7000 08/08/2046 | 0.19% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.18% | GNR 2012-149 GS IO 06.0420 12/20/2042 | 0.18% | RMLT 2020-2 A3 02.9110 05/25/2060 | 0.18% | AT&T INC 04.1000 02/15/2028 | 0.18% | FNR 2016-91 AS IO 05.9249 12/25/2046 | 0.18% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.18% | APPLE INC 04.3750 05/13/2045 | 0.18% | UBSCM 2019-C17 XA IO 01.6357 10/15/2052 | 0.18% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.18% | GNR 2019-83 SW IO 05.9420 07/20/2049 | 0.18% | CSAIL 2015-C3 XA IO 00.9009 08/15/2048 | 0.18% | SHRP 2020-1 NOTE 03.1500 07/25/2024 | 0.18% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.18% | WFRBS 2013-C15 D P/P 144A 04.6541 08/15/2046 | 0.18% | CGCMT 2015-P1 C 04.5101 09/15/2048 | 0.18% | WFRBS 2012-C10 D P/P 144A 04.5757 12/15/2045 | 0.18% | CAS 2020-R02 2M2 02.1751 01/25/2040 | 0.18% | LCCM 2017-LC26 XA IO P/P 144A 01.5952 07/12/2050 | 0.18% | ZOETIS INC 02.0000 05/15/2030 | 0.18% | CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.17% | FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.17% | GNMA GII30 BE1441 03.5000 11/20/2047 | 0.17% | RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.17% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.17% | GNR 2019-83 JS IO 05.9420 07/20/2049 | 0.17% | GNR 2019-H02 DI IO 03.4267 11/20/2068 | 0.17% | GNR 2020-32 GS IO 05.9420 03/20/2050 | 0.17% | GNR 2019-20 SB IO 05.9420 02/20/2049 | 0.17% | GSMS 2014-GC22 XA IO 01.1386 06/10/2047 | 0.17% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.17% | FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.17% | COMCAST CORP 03.1500 03/01/2026 | 0.17% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.17% | ZOETIS INC 03.9000 08/20/2028 | 0.17% | FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.17% | T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.17% | CAS 2018-C04 2M2 02.7251 12/25/2030 | 0.16% | BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.16% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.16% | FISERV INC 04.2000 10/01/2028 | 0.16% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.16% | CIT GROUP INC. 05.2500 03/07/2025 | 0.16% | WFRBS 2014-C22 XA IO 00.9548 09/15/2057 | 0.16% | EOG RESOURCES INC 04.1500 01/15/2026 | 0.16% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.16% | STACR 2020-HQA2 M2 03.2751 03/25/2050 | 0.16% | AT&T INC 04.7500 05/15/2046 | 0.16% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.16% | COMCAST CORP 03.4000 07/15/2046 | 0.16% | WFRBS 2014-C22 B 04.3710 09/15/2057 | 0.16% | FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.15% | STACR 2019-DNA1 M2 02.8251 01/25/2049 | 0.15% | UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.15% | FHMS KG02 X1 IO 01.1440 08/25/2029 | 0.15% | SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.15% | BSCMS 2007-T26 AJ 05.5415 01/12/2045 | 0.15% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.15% | GNMA GII30 BD1729 03.5000 01/20/2048 | 0.15% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.15% | GNR 2014-H07 BI IO 01.4676 05/20/2064 | 0.15% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.15% | AT&T INC. 03.8000 02/15/2027 | 0.15% | CIT BANK NA 02.9690 09/27/2025 | 0.15% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.15% | STACR 2019-DNA1 B1 04.8251 01/25/2049 | 0.15% | EQUINIX INC 03.2000 11/18/2029 | 0.15% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.15% | MSC 2011-C3 B P/P 144A 05.4192 07/15/2049 | 0.15% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.15% | TOTAL CAPITAL INTL SA USD 02.8290 01/10/2030 | 0.15% | MCAS 2020-01 M10 P/P 144A 03.9251 03/25/2050 | 0.15% | FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.14% | GNR 2014-H11 GI IO 01.4712 06/20/2064 | 0.14% | BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.14% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.14% | GNR 2020-11 SY IO 05.9420 01/20/2050 | 0.14% | FHR 4738 QS IO 06.0381 12/15/2047 | 0.14% | GNR 2017-H14 EI IO 01.8840 06/20/2067 | 0.14% | OMIR 2018-1A M2 03.0251 07/25/2028 | 0.14% | BPCE SA P/P 144A 04.5000 03/15/2025 | 0.14% | DBUBS 2011-LC3A D P/P 144A 05.5128 08/10/2044 | 0.14% | MSC 2011-C1 E P/P 144A 05.6747 09/15/2047 | 0.14% | CSAIL 2015-C1 D P/P 144A 03.9111 04/15/2050 | 0.14% | ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.14% | CAS 2017-C03 1M2 03.1751 10/25/2029 | 0.14% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.14% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.14% | TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.14% | BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.14% | CAS 2017-C01 1M2 03.7251 07/25/2029 | 0.14% | GNR 2015-H13 AI IO 02.6019 06/20/2065 | 0.13% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.13% | INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.13% | MSC 2011-C1 D P/P 144A 05.6747 09/15/2047 | 0.13% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.13% | UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.13% | ARRW 2019-3 M1 04.2040 10/25/2048 | 0.13% | JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.13% | MSC 2016-UB12 XA IO 00.8956 12/15/2049 | 0.13% | BHLD 2020-1 A3 03.3950 02/25/2055 | 0.13% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.13% | INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.13% | JPMCC 2012-C8 D P/P 144A 04.8262 10/15/2045 | 0.13% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.13% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.13% | GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.13% | UBSBB 2012-C4 B P/P 144A 03.7181 12/10/2045 | 0.13% | GSMS 2010-C1 D P/P 144A 06.1248 08/10/2043 | 0.13% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.13% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.13% | GNMA GII30 BF6125 04.0000 02/20/2048 | 0.13% | GNR 2017-H08 NI IO 02.3279 03/20/2067 | 0.13% | UBSCM 2012-C1 C P/P 144A 05.7546 05/10/2045 | 0.13% | FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.13% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.13% | MOODY'S CORPORATION 02.5500 08/18/2060 | 0.13% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.13% | WFRBS 2012-C6 C P/P 144A 05.7655 04/15/2045 | 0.13% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.13% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.13% | GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.13% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.13% | CGCMT 2014-GC19 X IO 01.3125 03/10/2047 | 0.12% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.12% | T-MOBILE USA INC P/P 144A 04.5000 04/15/2050 | 0.12% | GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.12% | COMCAST CORP 03.9990 11/01/2049 | 0.12% | DBUBS 2011-LC2A C P/P 144A 05.6704 07/10/2044 | 0.12% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.12% | CAS 2018-C05 1M2 02.5251 01/25/2031 | 0.12% | COMM 2012-CR2 B 04.3930 08/15/2045 | 0.12% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.12% | OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.12% | AMAZON.COM INC 04.0500 08/22/2047 | 0.12% | AT&T INC 04.3000 02/15/2030 | 0.12% | BACM 2005-1 B 05.6647 11/10/2042 | 0.12% | FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.12% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.12% | MRAFT 2020-2 A1 01.9054 05/29/2022 | 0.12% | FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.12% | GNR 2016-H06 AI IO 03.2017 02/20/2066 | 0.12% | GNR 2017-H12 QI IO 02.6977 05/20/2067 | 0.12% | GNR 2018-155 SE IO 05.9420 11/20/2048 | 0.12% | UBSC 2011-C1 D P/P 144A 06.2520 01/10/2045 | 0.12% | JPMBB 2013-C14 E P/P 144A 04.8585 08/15/2046 | 0.12% | WEC ENERGY GROUP INC 02.3926 05/15/2067 | 0.12% | BACM 2015-UBS7 B 04.5051 09/15/2048 | 0.12% | JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.12% | UBSCM 2017-C7 XA IO 01.2009 12/15/2050 | 0.12% | GNR 2014-131 BS IO 06.0381 09/16/2044 | 0.11% | GNR 2019-44 SA IO 05.8920 04/20/2049 | 0.11% | MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.11% | WFCM 2015-LC20 XB IO 00.6292 04/15/2050 | 0.11% | COMM 2014-UBS4 C 04.8009 08/10/2047 | 0.11% | JPMCC 2012-C6 E P/P 144A 05.3240 05/15/2045 | 0.11% | STACR 2014-DN4 M3 04.7251 10/25/2024 | 0.11% | AMGEN INC 04.6630 06/15/2051 | 0.11% | JPMBB 2014-C22 XA IO 00.9841 09/15/2047 | 0.11% | UBSCM 2018-C12 XA IO 00.9877 08/15/2051 | 0.11% | FHMS K104 X1 IO 01.1271 01/25/2030 | 0.11% | FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.11% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.11% | GNR 2017-H10 MI IO 02.2463 04/20/2067 | 0.11% | SAIL 2004-10 A10 01.0751 11/25/2034 | 0.11% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.11% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.11% | COOPERATIEVE RABOBANK UA USD 04.6250 12/01/2023 | 0.11% | AIR LEASE CORP 03.2500 10/01/2029 | 0.11% | GNMA GII30 BG6110 04.0000 05/20/2048 | 0.11% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.11% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.11% | GNR 2017-H09 DI IO 01.9052 03/20/2067 | 0.11% | STACR 2018-DNA2 B1 03.8751 12/25/2030 | 0.11% | UPJOHN INC P/P 144A 04.0000 06/22/2050 | 0.11% | STACR 2014-DN2 M3 03.7751 04/25/2024 | 0.11% | GNR 2019-21 SJ IO 05.8920 02/20/2049 | 0.10% | WFRBS 2013-C14 XA IO 00.8542 06/15/2046 | 0.10% | FHR 3408 EK 25.1417 04/15/2037 | 0.10% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.10% | FNR 2018-94 SA IO 05.9249 01/25/2049 | 0.10% | FHR 3065 DC 19.3744 03/15/2035 | 0.10% | GNMA GII30 BE1440 03.5000 11/20/2047 | 0.10% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.10% | GSMS 2012-GCJ9 C P/P 144A 04.4480 11/10/2045 | 0.10% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.10% | WFCM 2014-LC16 XA IO 01.2510 08/15/2050 | 0.10% | DRMT 2020-2 A2 02.5940 05/25/2065 | 0.10% | GNR 2015-H12 EI IO 01.7063 04/20/2065 | 0.10% | GSMS 2013-GC13 XA IO 00.1050 07/10/2046 | 0.10% | STACR 2014-HQ2 M3 03.9251 09/25/2024 | 0.10% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.10% | CSMC 2016-NXSR XA IO 00.9106 12/15/2049 | 0.10% | FISERV INC 03.5000 07/01/2029 | 0.10% | GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.10% | SPST 2019-11 A 00.9333 10/24/2020 | 0.10% | BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.10% | SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.10% | UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.10% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.10% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.10% | MRAFT 2020-4 A1 01.5054 04/23/2023 | 0.10% | STACR 2018-DNA2 M2 02.3251 12/25/2030 | 0.10% | TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.10% | COMM 2014-UBS6 XA IO 01.0375 12/10/2047 | 0.10% | CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.10% | FHR 3852 NT 05.8381 05/15/2041 | 0.10% | FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.10% | FREMF 2019-KF66 B P/P 144A 02.5549 07/25/2029 | 0.10% | GNMA GII30 BE1437 03.5000 11/20/2047 | 0.10% | GNR 2016-H14 IO IO 01.6855 06/20/2066 | 0.10% | LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.10% | MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.10% | GNR 2011-17 S IO 05.8920 02/20/2041 | 0.10% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.10% | ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.09% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.09% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.09% | FOX CORP 03.5000 04/08/2030 | 0.09% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.09% | BANK 2018-BN13 XA 00.6587 08/15/2061 | 0.09% | GNR 2015-H04 AI IO 03.1840 12/20/2064 | 0.09% | JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.09% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.09% | COLT 2020-2 A2 03.0940 03/25/2065 | 0.09% | GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.09% | MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.09% | MSBAM 2013-C13 XB IO P/P 144A 00.1520 11/15/2046 | 0.09% | AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.09% | BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.09% | BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.09% | CAS 2017-C07 1B1 04.1751 05/25/2030 | 0.09% | CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.09% | GNMA GII30 AY2298 04.7000 05/20/2067 | 0.09% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.09% | GNR 2015-H12 GI IO 01.8012 05/20/2065 | 0.09% | GNR 2016-H11 HI IO 02.1023 01/20/2066 | 0.09% | JPMDB 2017-C5 XA IO 01.0863 03/15/2050 | 0.09% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.09% | SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.09% | UBSCM 2012-C1 D P/P 144A 05.7546 05/10/2045 | 0.09% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.09% | UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.09% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.09% | FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.09% | S&P GLOBAL INC 01.2500 08/15/2030 | 0.09% | SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.09% | VSTA 2020-1 A2 02.7700 03/25/2065 | 0.09% | APPLE INC 03.4500 05/06/2024 | 0.09% | CAS 2019-HRP1 M2 02.3251 11/25/2039 | 0.09% | WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.09% | WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 | 0.09% | FNR 2006-8 HP 23.9245 03/25/2036 | 0.09% | GSMS 2014-GC24 D P/P 144A 04.6645 09/10/2047 | 0.09% | PROLOGIS LP 02.2500 04/15/2030 | 0.09% | WFCM 2017-C41 XA IO 01.3638 11/15/2050 | 0.09% | CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.08% | JPMBB 2013-C12 C 04.2362 07/15/2045 | 0.08% | NATWEST GROUP PLC USD 03.8750 09/12/2023 | 0.08% | NRZT 2020-NQM2 A2 03.2000 05/24/2060 | 0.08% | CAS 2017-C01 1B1 05.9251 07/25/2029 | 0.08% | EMIR 2018-1 M1 01.8751 11/25/2028 | 0.08% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.08% | ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.08% | VIACOMCBS INC 04.2000 06/01/2029 | 0.08% | CAS 2017-C01 1EB1 01.4251 07/25/2029 | 0.08% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.08% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.08% | JPMCC 2016-JP2 XA IO 01.9496 08/15/2049 | 0.08% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% | ECOLAB INC 03.2500 12/01/2027 | 0.08% | FHR 4912 PS IO 05.8881 09/25/2049 | 0.08% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.08% | SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.08% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% | GNR 2016-H04 KI IO 03.0486 02/20/2066 | 0.08% | AON PLC 04.2500 12/12/2042 | 0.08% | COMM 2013-CR11 XA IO 01.0891 08/10/2050 | 0.08% | COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.08% | COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.08% | GNMA GII30 BB3019 03.5000 11/20/2047 | 0.08% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.08% | ALPHABET INC 01.9980 08/15/2026 | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.08% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.08% | GNR 2015-H12 AI IO 01.8600 05/20/2065 | 0.08% | GNR 2015-H25 AI IO 01.6152 09/20/2065 | 0.08% | SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.08% | CAS 2015-C03 2M2 05.1751 07/25/2025 | 0.08% | CIGNA CORP 03.7500 07/15/2023 | 0.08% | FHR 4839 AS IO 05.8881 06/15/2042 | 0.08% | GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.08% | MERCK & CO INC 03.7000 02/10/2045 | 0.08% | MICROCHIP TECH INC 04.3330 06/01/2023 | 0.08% | MSC 2011-C3 E P/P 144A 05.4192 07/15/2049 | 0.08% | UBSBB 2012-C2 XA IO P/P 144A 01.4529 05/10/2063 | 0.08% | CARR 2006-NC2 A4 00.4151 06/25/2036 | 0.08% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.08% | CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.08% | GNMA GII30 BD1730 03.5000 01/20/2048 | 0.08% | MSBAM 2013-C7 XA IO 01.4720 02/15/2046 | 0.08% | NHEL 2004-2 M4 01.9751 09/25/2034 | 0.08% | RMIR 2018-1 M2 04.2100 03/25/2028 | 0.08% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.07% | CBRE SERVICES INC 04.8750 03/01/2026 | 0.07% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.07% | MSBAM 2015-C26 XA IO 01.1703 10/15/2048 | 0.07% | GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.07% | GSMS 2013-GC10 XA IO 01.6399 02/10/2046 | 0.07% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.07% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.07% | FHR 3072 SM 04.2533 11/15/2035 | 0.07% | HCA INC 04.1250 06/15/2029 | 0.07% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.07% | EFMT 2020-1 A2 03.3530 05/25/2065 | 0.07% | EMIR 2019-1 M2 03.4751 04/25/2029 | 0.07% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.07% | GNMA GII30 BB3013 03.5000 11/20/2047 | 0.07% | MSBAM 2015-C25 XA IO 01.2189 10/15/2048 | 0.07% | MSC 2016-BNK2 XA IO 01.1871 11/15/2049 | 0.07% | CSAIL 2015-C1 C 04.4111 04/15/2050 | 0.07% | ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.07% | FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.07% | GNR 2015-H25 CI IO 03.4842 10/20/2065 | 0.07% | COMM 2014-LC15 XA IO 01.2569 04/10/2047 | 0.07% | CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.07% | CWALT 2007-OA6 A1A 00.3151 06/25/2037 | 0.07% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.07% | GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.07% | NRG P/P 144A 03.7500 06/15/2024 | 0.07% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.07% | MSRR 2015-R4 CB1 00.9973 08/26/2047 | 0.07% | OSHKOSH CORP 04.6000 05/15/2028 | 0.07% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.07% | SWPTN 1MX30Y P 0.847 USD 09/10/2020 BA | 0.07% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.07% | COMM 2013-CR6 D P/P 144A 04.2269 03/10/2046 | 0.07% | FNR 2005-122 SE 22.4870 11/25/2035 | 0.07% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | 0.07% | UNITEDHEALTH GROUP INC 02.9000 05/15/2050 | 0.07% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.07% | 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.07% | GNR 2010-H19 GI IO 01.4093 08/20/2060 | 0.07% | WFRBS 2014-C24 XA IO 00.9799 11/15/2047 | 0.07% | AMAZON.COM INC 03.1500 08/22/2027 | 0.06% | COMM 2015-CR23 XA IO 01.0372 05/10/2048 | 0.06% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.06% | FHR 4176 DI IO 03.0000 12/15/2042 | 0.06% | MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.06% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.06% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.06% | WFRBS 2012-C10 XA IO P/P 144A 01.6763 12/15/2045 | 0.06% | BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.06% | FNR 2006-62 PS 38.8492 07/25/2036 | 0.06% | GNR 2015-H28 DI IO 01.5469 08/20/2065 | 0.06% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% | STACR 2018-DNA1 M2 01.9751 07/25/2030 | 0.06% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.06% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.06% | MSBAM 2013-C12 XA IO 00.7520 10/15/2046 | 0.06% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.06% | SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.06% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | 0.06% | SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.06% | COMM 2014-CR17 D P/P 144A 05.0088 05/10/2047 | 0.06% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.06% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.06% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% | FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.06% | COMM 2014-CR19 D P/P 144A 04.8681 08/10/2047 | 0.06% | GNR 2015-H15 JI IO 01.9573 06/20/2065 | 0.06% | JPMBB 2014-C19 D P/P 144A 04.8330 04/15/2047 | 0.06% | MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.06% | SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.06% | STACR 2018-HQA1 M2 02.4751 09/25/2030 | 0.06% | TPMT 2018-5 M1 P/P 144A 03.2500 07/25/2058 | 0.06% | GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.06% | MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.06% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.06% | WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.06% | COMM 2014-CR19 XA IO 01.1349 08/10/2047 | 0.06% | GNR 2016-H27 BI IO 02.3962 12/20/2066 | 0.06% | OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.06% | PACIFICORP 02.7000 09/15/2030 | 0.06% | STACR 2019-HQA1 M2 02.5251 02/25/2049 | 0.06% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.06% | ABBVIE INC P/P 144A 03.8000 03/15/2025 | 0.06% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.06% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.06% | FNR 2007-53 SP 23.5579 06/25/2037 | 0.06% | FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.06% | GNR 2014-H08 CI IO 01.4689 03/20/2064 | 0.06% | GNR 2015-H16 XI IO 02.4181 07/20/2065 | 0.06% | GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.06% | GSMS 2014-GC18 XA IO 01.1748 01/10/2047 | 0.06% | PFIZER INC 03.0000 12/15/2026 | 0.06% | FNR 2011-4 CS 12.5497 05/25/2040 | 0.06% | GNR 2016-H24 JI IO 03.6840 11/20/2066 | 0.06% | RMIR 2019-1 M2 P/P 144A 03.3751 02/25/2029 | 0.06% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.06% | D.R. HORTON INC 05.7500 08/15/2023 | 0.05% | FNR 2005-106 JC 19.5810 12/25/2035 | 0.05% | GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.05% | GNR 2015-H09 BI IO 01.6923 03/20/2065 | 0.05% | JPMCC 2011-C3 F P/P 144A 05.8353 02/15/2046 | 0.05% | KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.05% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.05% | WFRBS 2013-C11 XA IO P/P 144A 01.3197 03/15/2045 | 0.05% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.05% | GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.05% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.05% | MSBAM 2013-C11 D P/P 144A 04.4977 08/15/2046 | 0.05% | 0.78 R ISWP US0003M P 04/28/2050 | 0.05% | 0.815 R ISWP US0003M P 07/30/2050 | 0.05% | CFCRE 2011-C2 D P/P 144A 05.9306 12/15/2047 | 0.05% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% | FHR 4601 PI IO 04.5000 12/15/2045 | 0.05% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.05% | MSBAM 2013-C10 F P/P 144A 04.2182 07/15/2046 | 0.05% | WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.05% | BERKSHIRE HATHAW P/P 144A 04.2500 10/15/2050 | 0.05% | JPMCC 2007-CB20 E P/P 144A 06.3744 02/12/2051 | 0.05% | JPMCC 2011-C3 D P/P 144A 05.8353 02/15/2046 | 0.05% | MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.05% | WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.05% | WFRBS 2012-C7 D P/P 144A 04.9654 06/15/2045 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.05% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.05% | MWST 2019-1 A 00.9751 06/25/2052 | 0.05% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.05% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.05% | FNR 2010-35 SG IO 06.2249 04/25/2040 | 0.05% | GNR 2015-H10 CI IO 01.8050 04/20/2065 | 0.05% | JPMCC 2013-C16 XA IO 01.0952 12/15/2046 | 0.05% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.05% | UBSBB 2013-C6 XA IO P/P 144A 01.2535 04/10/2046 | 0.05% | ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.05% | GNMA GII30 AY4779 04.5110 03/20/2067 | 0.05% | IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.05% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.05% | JPMCC 2012-LC9 D P/P 144A 04.5655 12/15/2047 | 0.05% | JPMORGAN CHASE & CO 01.2801 05/15/2047 | 0.05% | STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% | UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.05% | WFRBS 2012-C9 XB IO P/P 144A 00.8753 11/15/2045 | 0.05% | CITIGROUP INC 03.6680 07/24/2028 | 0.05% | GNMA GII30 BB0107 04.7000 08/20/2067 | 0.05% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.05% | STACR 2018-HQA2 M2 02.4751 10/25/2048 | 0.05% | ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.04% | COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.04% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.04% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.04% | GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.04% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.04% | SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.04% | WFRBS 2012-C9 XA IO P/P 144A 02.0447 11/15/2045 | 0.04% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.04% | GEORGIA-PACIFIC LLC P/P 144A 05.4000 11/01/2020 | 0.04% | GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.04% | GSMS 2013-GC12 XA IO 01.5485 06/10/2046 | 0.04% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.04% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.04% | VMWARE INC 03.9000 08/21/2027 | 0.04% | AMGEN INC 02.6000 08/19/2026 | 0.04% | CCMFC 2004-3A A2 00.4751 08/25/2035 | 0.04% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.04% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% | GNR 2015-H20 AI IO 01.8276 08/20/2065 | 0.04% | AMERICAN ELECTRIC POWER 03.2500 03/01/2050 | 0.04% | CIT GROUP INC 05.0000 08/01/2023 | 0.04% | GNMA GII30 BA7681 04.6160 06/20/2067 | 0.04% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% | HCA INC 05.0000 03/15/2024 | 0.04% | KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% | METLIFE INC 06.4000 12/15/2036 | 0.04% | MWST 2018-W1 A 01.0251 11/25/2051 | 0.04% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% | AIR LEASE CORP 04.6250 10/01/2028 | 0.04% | CAS 2019-R01 2M2 02.6251 07/25/2031 | 0.04% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.04% | FNR 2005-75 GS 19.7246 08/25/2035 | 0.04% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.04% | INTERNATIONAL PAPER COMPANY 03.0000 02/15/2027 | 0.04% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.04% | VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.04% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.04% | BMIR 2018-2A M1B P/P 144A 01.5251 08/25/2028 | 0.04% | CGCMT 2013-GC17 X IO 01.1817 11/10/2046 | 0.04% | FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.04% | ORACLE CORP 04.0000 11/15/2047 | 0.04% | QVC INC 04.8500 04/01/2024 | 0.04% | SWPTN 2YX2Y R 0.3 USD 06/30/2022 BA | 0.04% | WAMU 2005-AR1 A2B 00.9751 01/25/2045 | 0.04% | BANK OF AMERICA CORP 01.0734 09/15/2026 | 0.04% | CASH MGMT BILL 00.0000 11/17/2020 | 0.04% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 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-H17 CI IO 01.5892 06/20/2065 | 0.04% | OPTN FN30 2.5 10/07/20 CALL 104.984375 JPMC | 0.04% | GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.04% | MSBAM 2014-C17 XA IO 01.2645 08/15/2047 | 0.04% | UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.04% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% | AT&T INC 02.9500 07/15/2026 | 0.04% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.04% | ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.04% | FHR 2990 LB 16.5319 06/15/2034 | 0.04% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.04% | GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.04% | JPMBB 2014-C25 XA IO 00.9977 11/15/2047 | 0.04% | JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.04% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% | CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.04% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.04% | FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.04% | GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.04% | GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.04% | JPMCC 2013-LC11 X IO 01.3903 04/15/2046 | 0.04% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.04% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% | JPMCC 2012-LC9 XA IO 01.6436 12/15/2047 | 0.04% | KINDER MORGAN INC 03.1500 01/15/2023 | 0.04% | CAS 2015-C04 2M2 05.7251 04/25/2028 | 0.03% | CAS 2019-R05 1M2 02.1751 07/25/2039 | 0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.03% | GNMA GII30 BE5936 04.0000 05/20/2048 | 0.03% | GNR 2015-H01 CI IO 01.6214 12/20/2064 | 0.03% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% | STACR 2019-DNA2 B1 04.5251 03/25/2049 | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.03% | SWPTN 3MX10Y P 0.6225 USD 10/15/2020 JP | 0.03% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.03% | FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.03% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.03% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.03% | GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.03% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.03% | CGCMT 2012-GC8 XA IO P/P 144A 01.9221 09/10/2045 | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.03% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.03% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% | DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.03% | FHR 4074 KS IO 06.5381 02/15/2041 | 0.03% | FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.03% | OSHKOSH CORP 03.1000 03/01/2030 | 0.03% | UBSCM 2012-C1 XA IO P/P 144A 02.2501 05/10/2045 | 0.03% | COMM 2012-LC4 XA IO P/P 144A 02.2831 12/10/2044 | 0.03% | ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.03% | FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.03% | GNMA GII30 BD3297 03.5000 11/20/2047 | 0.03% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.03% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.03% | CITIGROUP INC 03.8870 01/10/2028 | 0.03% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% | GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.03% | HCA INC 05.5000 06/15/2047 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | WALT DISNEY COMP 07.7500 01/20/2024 | 0.03% | 0.439 R ISWP US0003M P 08/10/2025 | 0.03% | CAS 2015-C04 1M2 05.8751 04/25/2028 | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% | COMM 2013-CR13 E P/P 144A 05.0498 11/10/2046 | 0.03% | FHR 4500 GI IO 04.0000 08/15/2045 | 0.03% | FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.03% | HMIR 2018-1 M1 P/P 144A 01.7751 10/25/2028 | 0.03% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.03% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.03% | CAS 2017-C06 2M2 02.9751 02/25/2030 | 0.03% | GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | VIACOMCBS INC 02.9000 01/15/2027 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | COMM 2014-UBS6 C 04.5946 12/10/2047 | 0.03% | DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.03% | FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.03% | FNR 12-118 PI IO 04.0000 06/25/2042 | 0.03% | GNMA GII30 BG4861 04.5000 05/20/2048 | 0.03% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.03% | GNR 2013-129 SN IO 05.9920 09/20/2043 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | JPMCC 2010-C1 C P/P 144A 06.2167 06/15/2043 | 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% | DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% | FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.02% | FHR 4132 IP IO 04.5000 11/15/2042 | 0.02% | GNMA GII30 BE5937 04.0000 05/20/2048 | 0.02% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% | NORTHROP GRUMMAN CORP 05.2500 05/01/2050 | 0.02% | STACR 2018-DNA3 B1 04.0751 09/25/2048 | 0.02% | THE AES CORPORATION 05.1250 09/01/2027 | 0.02% | AT&T INC 04.3500 03/01/2029 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% | COMM 2012-CR1 D P/P 144A 05.4968 05/15/2045 | 0.02% | FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.02% | FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.02% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.02% | GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.02% | GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.02% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.02% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.02% | CAS 2019-R02 1B1 04.3251 08/25/2031 | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.02% | FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.02% | GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.02% | JPMBB 2013-C17 XA IO 00.9161 01/15/2047 | 0.02% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% | CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% | CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.02% | GNR 2019-121 SD IO 05.8420 10/20/2049 | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | SHERWIN-WILLIAMS CO 03.3000 05/15/2050 | 0.02% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.02% | 0.852 R ISWP FWD US0003M P 08/19/2050 | 0.02% | CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% | FHR 4182 GI IO 03.0000 01/15/2043 | 0.02% | GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.02% | HCA INC 05.2500 06/15/2026 | 0.02% | HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.02% | 0.65 R ISWP US0003M P 05/26/2030 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.02% | FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.02% | FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% | GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.02% | GNR 2015-H22 EI IO 01.6068 08/20/2065 | 0.02% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.02% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% | BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.02% | BGC PARTNERS INC 05.1250 05/27/2021 | 0.02% | ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% | FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.02% | 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.02% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.02% | FHR 4183 MI IO 03.0000 02/15/2042 | 0.02% | KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.02% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% | STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.02% | BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.02% | FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% | KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.02% | WFRBS 2011-C5 XA IO P/P 144A 01.8351 11/15/2044 | 0.02% | 0.62 R ISWP US0003M P 05/19/2030 | 0.02% | 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.02% | ABBVIE INC P/P 144A 03.4500 03/15/2022 | 0.02% | CAS 2016-C04 1M2 04.4251 01/25/2029 | 0.02% | CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.02% | CVS HEALTH CORP 03.7000 03/09/2023 | 0.02% | FHR 2976 LC 23.8264 05/15/2035 | 0.02% | FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% | MSC 2012-C4 XA IO P/P 144A 02.2447 03/15/2045 | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.01% | GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.01% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% | AUTONATION INC 04.5000 10/01/2025 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% | 1.58 R ISWP FWD US0003M P 03/18/2025 | 0.01% | AMERICAN TOWER CORP 03.3750 10/15/2026 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.01% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% | GSMS 2011-GC5 XA IO P/P 144A 01.4913 08/10/2044 | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% | VIACOMCBS INC 04.0000 01/15/2026 | 0.01% | WFRBS 2011-C4 E P/P 144A 05.3898 06/15/2044 | 0.01% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.01% | CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.01% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% | FHR 3300 PO PO 00.0000 02/15/2037 | 0.01% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% | GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% | IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% | IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% | PROLOGIS LP 02.1250 04/15/2027 | 0.01% | TREASURY BILL 00.0000 09/08/2020 | 0.01% | 0.352 R ISWP FWD US0003M P 06/30/2025 | 0.01% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.01% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% | BERKSHIRE HATHAWAY ENERG 06.5000 09/15/2037 | 0.01% | CITIGROUP INC 03.1060 04/08/2026 | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | FHR 3391 PO PO 00.0000 04/15/2037 | 0.01% | FHR 4018 DI IO 04.5000 07/15/2041 | 0.01% | FNR 2005-83 QP 16.9387 11/25/2034 | 0.01% | OPTN FN30 2.0 10/07/20 PUT 103.23828125 JPMC | 0.01% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% | GNR 2020-15 CS IO 05.8920 02/20/2050 | 0.01% | IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.01% | 0.7925 R 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04.7500 05/18/2046 | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% | FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% | FNS 372 1 PO 00.0000 08/25/2036 | 0.01% | GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.01% | SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.01% | 0.338 R ISWP US0003M P 07/01/2025 | 0.00% | 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.00% | CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% | GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.00% | GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% | IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% | IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% | PACIFICORP 06.2500 10/15/2037 | 0.00% | 0.2501 R ISWP US0003M P 08/10/2025 | 0.00% | 0.2506 R ISWP US0003M P 08/10/2025 | 0.00% | 0.25214 R ISWP US0003M P 08/10/2025 | 0.00% | 0.2537 R ISWP US0003M P 08/10/2025 | 0.00% | 0.2545 R ISWP US0003M P 08/10/2025 | 0.00% | 0.2565 R ISWP US0003M P 08/10/2025 | 0.00% | 0.26003 R ISWP US0003M P 08/10/2025 | 0.00% | 0.2627 R ISWP US0003M P 08/10/2025 | 0.00% | 0.6085 R ISWP US0003M P 07/17/2030 | 0.00% | 0.6195 R ISWP US0003M P 07/15/2030 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | COMCAST CORP 06.5000 11/15/2035 | 0.00% | EQUINOR ASA USD 05.1000 08/17/2040 | 0.00% | FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% | FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% | PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.00% | 0.20 R ISWP FWD US0003M P 09/16/2022 | 0.00% | 0.655 R ISWP US0003M P 07/03/2030 | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.00% | FNMA FN30 953612 05.0000 03/01/2038 | 0.00% | FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% | FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% | GNR 2017-6 DI IO 03.5000 01/20/2044 | 0.00% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% | SABMILLER HLDG INC 04.9500 01/15/2042 | 0.00% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.00% | 0.68488 R ISWP US0003M P 08/18/2030 | 0.00% | 0.6882 R ISWP US0003M P 08/18/2030 | 0.00% | 1.188 R ISWP FWD US0003M P 09/02/2052 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | FHR 3117 AF 00.0000 02/15/2036 | 0.00% | FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% | FHR 3326 WF 00.0000 10/15/2035 | 0.00% | GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.00% | GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.00% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% | SWPTN 1MX10Y R 0.654 USD 09/28/2020 CI | 0.00% | SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.00% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.00% | VIACOMCBS INC 04.2000 05/19/2032 | 0.00% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.00% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% | GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.00% | GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% | IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% | MLCFC 2006-4 XC IO P/P 144A 00.7447 12/12/2049 | 0.00% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.00% | SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% | SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% | SWPTN 5WX10Y P 0.815 USD 09/28/2020 BA | 0.00% | SWPTN 5WX10Y P 0.88 USD 09/28/2020 BA | 0.00% | SWPTN 5WX5Y P 0.2815 USD 09/08/2020 GS | 0.00% | THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% | 0.2235 R ISWP US0003M P 07/15/2022 | 0.00% | 0.226 R ISWP US0003M P 07/17/2022 | 0.00% | 0.2295 R ISWP US0003M P 07/03/2022 | 0.00% | BACM 2007-1 XW IO 00.6243 01/15/2049 | 0.00% | BSCMS 06-PW14 X1 IO P/P 144A 00.7516 12/11/2038 | 0.00% | CD 2007-CD4 XW IO P/P 144A 01.3801 12/11/2049 | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% | CSMC 2007-C2 AX IO P/P 144A 00.0436 01/15/2049 | 0.00% | FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% | FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% | GECMC 2007-C1 XC IO P/P 144A 00.2608 12/10/2049 | 0.00% | GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% | GNR 2014-162 DI IO 04.0000 11/20/2038 | 0.00% | JPMCC 05-CB12 X1 IO P/P 144A 00.3200 09/12/2037 | 0.00% | JPMCC 2006-LDP8 X IO 00.2882 05/15/2045 | 0.00% | JPMCC 2007-LDPX X IO 00.1270 01/15/2049 | 0.00% | LBUBS 2007-C2 XCL IO P/P 144A 00.3586 02/15/2040 | 0.00% | LBUBS 2007-C2 XW IO 00.3586 02/15/2040 | 0.00% | MEZZ 2006-C4 X IO P/P 144A 06.5268 07/15/2045 | 0.00% | OPTN FN30 2.5 09/08/20 PUT 104.25 JPMC | 0.00% | SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% | SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% | SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% | SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% | SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% | SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% | SWPTN 6MX30Y R 0.442 USD 09/23/2020 JP | 0.00% | WBCMT 2006-C29 IO IO 00.4586 11/15/2048 | 0.00% | 0.30 R ISWP US0003M P 07/14/2025 | -0.00% | 0.6879 R ISWP US0003M P 07/06/2030 | -0.00% | 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.00% | 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% | 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% | IOS.FN30.350.12 P USL1M R 01/12/43 CS | -0.00% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.00% | SWPTN 1MX10Y R 0.739 USD 09/28/2020 CI | -0.00% | SWPTN 1MX5Y R 0.34 USD 09/18/2020 BA | -0.00% | SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.00% | SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.00% | SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.00% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.00% | 0.75 R ISWP FWD US0003M P 08/12/2030 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% | OPTN FN30 2.0 10/07/20 PUT 101.66796875 JPMC | -0.00% | OPTN FN30 2.0 10/07/20 PUT 101.91796875 JPMC | -0.00% | SWPTN 5WX10Y P 0.75 USD 09/28/2020 BA | -0.00% | SWPTN 5WX5Y R 0.2815 USD 09/08/2020 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | OPTN FN30 2.0 10/07/20 PUT 102.328125 JPMC | -0.00% | SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | -0.00% | SWPTN 1MX5Y P 0.34 USD 09/18/2020 BA | -0.00% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% | 0.645 R ISWP US0003M P 07/15/2030 | -0.00% | 0.733 R ISWP US0003M P 09/02/2030 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% | IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.00% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% | OPTN FN30 2.0 10/07/20 PUT 102.578125 JPMC | -0.00% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.00% | 0.70 R ISWP FWD US0003M P 09/16/2030 | -0.00% | 0.7375 R ISWP US0003M P 09/02/2030 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% | SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% | 0.33951 R ISWP US0003M P 08/13/2025 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% | SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.01% | 0.35 R ISWP FWD US0003M P 09/16/2025 | -0.01% | 0.3845 R ISWP FWD US0003M P 08/25/2025 | -0.01% | 2.032 R ISWP US0003M P 01/16/2055 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.01% | SWPTN 1MX30Y P 1.093 USD 09/18/2020 BA | -0.01% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% | SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.01% | SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% | 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% | SWPTN 3MX10Y P 0.8225 USD 10/15/2020 JP | -0.01% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% | SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.02% | 0.8415 R ISWP FWD US0003M P 08/19/2050 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% | IOS.FN30.500.08 P USL1M R 01/12/39 CS | -0.02% | SWPTN 2YX2Y P 0.6 USD 06/30/2022 BA | -0.02% | SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.02% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -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 ML | -0.02% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% | IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% | SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.02% | SWPTN 3MX10Y P 0.7225 USD 10/15/2020 JP | -0.02% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.02% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.02% | 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.02% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.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 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.03% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.03% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.03% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.03% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.03% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | OPTN FN30 2.5 10/07/20 PUT 104.984375 JPMC | -0.03% | SWPTN 1MX30Y P 1.007 USD 09/10/2020 BA | -0.03% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% | 0.385 R ISWP US0003M P 05/21/2025 | -0.03% | 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.03% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.03% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.03% | SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.04% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% | SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.04% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.04% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.04% | SWPTN 1MX30Y P 0.927 USD 09/10/2020 BA | -0.05% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% | 0.585 R ISWP US0003M P 07/21/2030 | -0.07% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.07% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.08% | SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | -0.08% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.08% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.09% | SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | -0.09% | 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.09% | 0.90 R ISWP FWD US0003M P 09/16/2050 | -0.10% | SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.10% | 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.10% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% | 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.10% | 0.8045 R ISWP US0003M P 08/11/2050 | -0.10% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.10% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.11% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.12% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.12% | 2.6785 R ISWP US0003M P 02/13/2029 | -0.15% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.15% | SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.15% | SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.15% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.15% | 1.5095 R ISWP FWD US0003M P 08/28/2030 | -0.15% | 1.771 R ISWP US0003M P 01/16/2030 | -0.15% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.16% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.16% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.17% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.18% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.19% | 1.4765 R ISWP US0003M P 02/18/2030 | -0.20% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.21% | 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.22% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.22% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.22% | 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.23% | 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.23% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.25% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.25% | SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.25% | 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.26% | 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.28% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.30% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.33% | 2.44 R ISWP FWD US0003M P 03/26/2030 | -0.39% | FNMA FN30 TBA UMBS 02.5000 09/01/2050 | -0.41% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.41% | 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.42% | 2.098 R ISWP FWD US0003M P 03/04/2030 | -0.42% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.49% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.50% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.55% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.61% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.76% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.79% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.02% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -1.06% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.41% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -2.80% | US 2YR NOTE (CBT) DEC20 TUZ0 | -41.99% |
| US ULTRA BOND CBT SEP20 WNU0 | 5.82% | FNMA FN30 TBA UMBS 03.0000 09/01/2050 | 5.32% | US 5YR NOTE (CBT) SEP20 FVU0 | 4.64% | FNMA FN30 TBA UMBS 03.5000 09/01/2050 | 4.09% | FNMA FN30 TBA UMBS 02.5000 09/01/2050 | 3.25% | FNMA FN30 TBA UMBS 04.0000 09/01/2050 | 2.88% | FNMA FN30 TBA UMBS 02.0000 09/01/2050 | 2.80% | US LONG BOND(CBT) SEP20 USU0 | 2.75% | GNMA GII30 TBA 03.5000 08/01/2050 | 2.44% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 2.40% | FNMA FN30 TBA UMBS 03.5000 08/01/2050 | 2.04% | FNMA FN30 TBA UMBS 02.0000 08/01/2050 | 2.01% | US 10YR NOTE (CBT)SEP20 TYU0 | 1.95% | TREASURY BILL 00.0000 10/08/2020 | 1.74% | FNMA FN30 TBA UMBS 04.5000 08/01/2050 | 1.67% | FNMA FN30 TBA UMBS 04.0000 08/01/2050 | 1.65% | GNMA GII30 TBA 04.0000 08/01/2050 | 1.64% | US 10YR ULTRA FUT SEP20 UXYU0 | 1.60% | SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 1.42% | SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 1.32% | 1.57 R ISWP US0003M P 02/18/2030 | 1.24% | 3.096 R ISWP US0003M P 12/03/2029 | 1.10% | SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 1.02% | BF0101 03.5000 06/01/2056 | 0.87% | TREASURY BILL 00.0000 08/11/2020 | 0.87% | FNMA FN30 TBA UMBS 06.0000 08/01/2050 | 0.86% | FNMA FN30 TBA UMBS 05.5000 08/01/2050 | 0.86% | SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.72% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.64% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.62% | FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.62% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.62% | FHS 315 PO PO 00.0000 09/15/2043 | 0.60% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.59% | WAMU 2005-AR13 A1C4 00.6016 10/25/2045 | 0.57% | FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.56% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.55% | 1.688 R ISWP US0003M P 01/31/2030 | 0.54% | TREASURY BILL 00.0000 09/15/2020 | 0.52% | TREASURY BILL 00.0000 08/06/2020 | 0.52% | TREASURY BILL 00.0000 09/10/2020 | 0.52% | GNR 2020-18 GS IO 05.8633 02/20/2050 | 0.50% | CAS 2016-C03 1M2 05.4716 10/25/2028 | 0.49% | SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.48% | BMIR 2017-1 M2 P/P 144A 03.5216 10/25/2027 | 0.47% | FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.46% | STACR 2020-HQA1 M2 02.0716 01/25/2050 | 0.46% | CITIGROUP INC 04.4500 09/29/2027 | 0.46% | 3.312 R ISWP US0003M P 11/08/2048 | 0.45% | COMCAST CORP 03.4500 02/01/2050 | 0.42% | GNMA GII30 TBA 04.5000 08/01/2050 | 0.41% | MORGAN STANLEY 04.3750 01/22/2047 | 0.41% | GNMA GII30 TBA 03.0000 08/01/2050 | 0.41% | 1.698 R ISWP US0003M P 01/28/2030 | 0.41% | ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.41% | SPST 2019-7 A 00.8790 09/24/2020 | 0.41% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.40% | STACR 2016-HQA1 M3 06.5216 09/25/2028 | 0.39% | FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.38% | BOEING CO 04.8750 05/01/2025 | 0.38% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.37% | FNR 2019-3 SA IO 05.9284 02/25/2049 | 0.37% | GNMA GII30 BG6074 04.0000 04/20/2048 | 0.36% | TREASURY BILL 00.0000 08/20/2020 | 0.36% | WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.36% | VERIZON COMM 04.3290 09/21/2028 | 0.35% | STAR 2020-2 A2 03.9700 04/25/2060 | 0.34% | COMM 2014-CR17 C 04.7836 05/10/2047 | 0.34% | TREASURY BILL 00.0000 09/03/2020 | 0.34% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.33% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.32% | WAMU 2005-AR17 A1B2 00.5816 12/25/2045 | 0.32% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.31% | GNMA GII30 MA5194 05.0000 05/20/2048 | 0.31% | FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.31% | TREASURY BILL 00.0000 09/22/2020 | 0.31% | FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.30% | UBSBB 2012-C2 E P/P 144A 04.8888 05/10/2063 | 0.30% | AMAZON.COM INC 01.5000 06/03/2030 | 0.30% | FHLMC FR30 ZM1233 UMBS 03.0000 06/01/2046 | 0.30% | STACR 2015-DN1 M3 04.3216 01/25/2025 | 0.30% | VERIZON COMM 04.6720 03/15/2055 | 0.30% | FNR 2016-8 SA IO 05.8784 03/25/2046 | 0.29% | FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.29% | BRISTOL-MYERS 03.4000 07/26/2029 | 0.29% | CAS 2016-C03 2M2 06.0716 10/25/2028 | 0.29% | VISIO 2019-1 A3 03.8250 06/25/2054 | 0.29% | GSMS 2015-GS1 XA IO 00.7718 11/10/2048 | 0.28% | STACR 2019-DNA2 M2 02.6216 03/25/2049 | 0.28% | BSCMS 2006-PW11 B P/P 144A 05.7751 03/11/2039 | 0.28% | CGCMT 2012-GC8 B P/P 144A 04.2850 09/10/2045 | 0.28% | FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.28% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.28% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.27% | ORACLE CORP 02.6500 07/15/2026 | 0.27% | BCAP 2015-RR5 2A2 02.5740 01/26/2046 | 0.27% | LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.26% | MRAIT 2020-2 A 02.1900 10/22/2020 | 0.26% | BBCMS 2019-C4 XA IO 01.5986 08/15/2052 | 0.26% | 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.26% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.26% | GNR 2016-H23 NI IO 03.7614 10/20/2066 | 0.25% | OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.25% | BACM 2015-UBS7 XA IO 00.7970 09/15/2048 | 0.25% | BROADCOM INC P/P 144A 04.1500 11/15/2030 | 0.25% | CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.25% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.25% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.24% | CAS 2016-C02 1M2 06.1716 09/25/2028 | 0.24% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.24% | GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.24% | BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.24% | FHR 3835 FO PO 00.0000 04/15/2041 | 0.24% | CGCMT 2014-GC23 IO 00.9428 07/10/2047 | 0.23% | TREASURY BILL 00.0000 08/13/2020 | 0.23% | MICROSOFT CORP 02.4000 08/08/2026 | 0.23% | WFRBS 2011-C4 C P/P 144A 05.2208 06/15/2044 | 0.23% | MSBAM 2013-C10 E P/P 144A 04.0823 07/15/2046 | 0.23% | STACR 2016-DNA3 M3 05.1716 12/25/2028 | 0.23% | SALESFORCE.COM INC 03.7000 04/11/2028 | 0.23% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.23% | TRK 2020-1 A1 03.2500 03/25/2023 | 0.23% | ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.23% | FHMS K105 X1 IO 01.6452 01/25/2030 | 0.22% | NUTRIEN LTD USD 02.9500 05/13/2030 | 0.22% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.22% | GNR 2019-119 KS IO 05.8734 09/16/2049 | 0.22% | CFCRE 2011-C2 E P/P 144A 05.7392 12/15/2047 | 0.21% | GSMS 2013-GC12 B 03.7770 06/10/2046 | 0.21% | WFCM 2018-C43 XA IO 00.6803 03/15/2051 | 0.21% | UBSBB 2012-C3 C P/P 144A 05.0302 08/10/2049 | 0.21% | GNMA GII30 MA5266 05.0000 06/20/2048 | 0.21% | SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.21% | SPST 2020-2 A 01.0016 03/26/2021 | 0.21% | STACR 2016-HQA2 M3 05.3216 11/25/2028 | 0.21% | CAS 2017-C07 1EB2 01.1716 05/25/2030 | 0.21% | GNR 2016-H02 HI IO 02.9492 01/20/2066 | 0.21% | SPST 2020-6 A 01.9290 09/07/2021 | 0.20% | FHLMC FR30 ZA4291 UMBS 03.5000 08/01/2043 | 0.20% | CSAIL 2019-C16 XA IO 01.5676 06/15/2052 | 0.20% | GNR 2019-123 SL IO 05.9633 10/20/2049 | 0.20% | COMM 2018-COR3 C 04.5607 05/10/2051 | 0.20% | GNMA GII30 BD1731 03.5000 01/20/2048 | 0.20% | JPMBB 2013-C14 D P/P 144A 04.7018 08/15/2046 | 0.20% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.20% | SPST 2020-WL1 A 01.3216 06/25/2051 | 0.20% | US BANCORP 03.0000 07/30/2029 | 0.20% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.20% | MCAS 2019-01 M10 P/P 144A 03.4216 10/15/2049 | 0.20% | CASH MGMT BILL 00.0000 10/27/2020 | 0.19% | FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.19% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.19% | HSBC HOLDINGS PLC USD 06.3750 12/29/2049 | 0.19% | MICROSOFT CORP 03.7000 08/08/2046 | 0.19% | WFCM 2019-C50 XA IO 01.4216 05/15/2052 | 0.19% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.19% | APPLE INC 04.3750 05/13/2045 | 0.19% | CAS 2020-R01 1M2 02.2216 01/25/2040 | 0.19% | GNR 2018-168 KS IO 05.9633 12/20/2048 | 0.19% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.19% | CSAIL 2015-C4 B 04.3289 11/15/2048 | 0.19% | JPMCC 2011-C3 B P/P 144A 05.0131 02/15/2046 | 0.19% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.18% | FNR 2017-108 SA IO 05.9784 01/25/2048 | 0.18% | JPMCC 2012-C8 C P/P 144A 04.6225 10/15/2045 | 0.18% | NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.18% | WFRBS 2011-C5 C P/P 144A 05.6559 11/15/2044 | 0.18% | FNR 2016-91 AS IO 05.9284 12/25/2046 | 0.18% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.18% | GSMS 2014-GC18 C 04.9888 01/10/2047 | 0.18% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.18% | AT&T INC 04.1000 02/15/2028 | 0.18% | RMLT 2020-2 A3 02.9110 05/25/2060 | 0.18% | GNR 2012-149 GS IO 06.0133 12/20/2042 | 0.18% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.18% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.18% | GNR 2019-83 SW IO 05.9133 07/20/2049 | 0.18% | UBSCM 2019-C17 XA IO 01.6357 10/15/2052 | 0.18% | CSAIL 2015-C3 XA IO 00.7571 08/15/2048 | 0.18% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.18% | GNR 2019-H02 DI IO 03.4964 11/20/2068 | 0.18% | LCCM 2017-LC26 XA IO P/P 144A 01.4186 07/12/2050 | 0.18% | WFRBS 2012-C10 D P/P 144A 04.4283 12/15/2045 | 0.18% | ZOETIS INC 02.0000 05/15/2030 | 0.18% | CGCMT 2015-P1 C 04.3646 09/15/2048 | 0.17% | GSMS 2014-GC22 XA IO 00.9827 06/10/2047 | 0.17% | GNR 2019-20 SB IO 05.9133 02/20/2049 | 0.17% | CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.17% | GNMA GII30 BE1441 03.5000 11/20/2047 | 0.17% | RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.17% | FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.17% | GNR 2019-83 JS IO 05.9133 07/20/2049 | 0.17% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.17% | CAS 2018-C04 2M2 02.7216 12/25/2030 | 0.17% | CAS 2020-R02 2M2 02.1716 01/25/2040 | 0.17% | WFRBS 2013-C15 D P/P 144A 04.4930 08/15/2046 | 0.17% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.17% | FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.17% | FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.17% | WFRBS 2014-C22 XA IO 00.8066 09/15/2057 | 0.17% | COMCAST CORP 03.1500 03/01/2026 | 0.17% | COMCAST CORP 03.4000 07/15/2046 | 0.17% | ZOETIS INC 03.9000 08/20/2028 | 0.16% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.16% | T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.16% | FISERV INC 04.2000 10/01/2028 | 0.16% | AT&T INC 04.7500 05/15/2046 | 0.16% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.16% | BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.16% | EOG RESOURCES INC 04.1500 01/15/2026 | 0.16% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.16% | CIT GROUP INC. 05.2500 03/07/2025 | 0.16% | FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.16% | CF 2019-CF1 XA IO 01.1426 05/15/2052 | 0.16% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.15% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.15% | GNR 2020-32 GS IO 05.9133 03/20/2050 | 0.15% | WFRBS 2014-C22 B 04.3710 09/15/2057 | 0.15% | FHMS KG02 X1 IO 01.0182 08/25/2029 | 0.15% | STACR 2020-HQA2 M2 03.2716 03/25/2050 | 0.15% | UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.15% | GNR 2014-H07 BI IO 01.5996 05/20/2064 | 0.15% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.15% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.15% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.15% | STACR 2019-DNA1 M2 02.8216 01/25/2049 | 0.15% | BSCMS 2007-T26 AJ 05.4323 01/12/2045 | 0.15% | GNMA GII30 BD1729 03.5000 01/20/2048 | 0.15% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.15% | AT&T INC. 03.8000 02/15/2027 | 0.15% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.15% | EQUINIX INC 03.2000 11/18/2029 | 0.15% | STACR 2019-DNA1 B1 04.8216 01/25/2049 | 0.15% | GNR 2014-H11 GI IO 01.6091 06/20/2064 | 0.15% | TOTAL CAPITAL INTL SA USD 02.8290 01/10/2030 | 0.15% | FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.14% | GNR 2017-H14 EI IO 01.9119 06/20/2067 | 0.14% | BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.14% | FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.14% | MCAS 2020-01 M10 P/P 144A 03.9216 03/25/2050 | 0.14% | MSC 2011-C3 B P/P 144A 05.2444 07/15/2049 | 0.14% | CAS 2017-C01 1M2 03.7216 07/25/2029 | 0.14% | CIT BANK NA 02.9690 09/27/2025 | 0.14% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.14% | GNR 2020-11 SY IO 05.9133 01/20/2050 | 0.14% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.14% | OMIR 2018-1A M2 03.0216 07/25/2028 | 0.14% | FHR 4738 QS IO 06.0253 12/15/2047 | 0.14% | FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.14% | BPCE SA P/P 144A 04.5000 03/15/2025 | 0.14% | ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.14% | CAS 2017-C03 1M2 03.1716 10/25/2029 | 0.14% | DBUBS 2011-LC3A D P/P 144A 05.3349 08/10/2044 | 0.14% | GNR 2015-H13 AI IO 02.4773 06/20/2065 | 0.14% | MSC 2011-C1 E P/P 144A 05.5010 09/15/2047 | 0.14% | BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.13% | CSAIL 2015-C1 D P/P 144A 03.7691 04/15/2050 | 0.13% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.13% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.13% | INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.13% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.13% | UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.13% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.13% | GNR 2017-H08 NI IO 02.3532 03/20/2067 | 0.13% | GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.13% | MSC 2016-UB12 XA IO 00.7600 12/15/2049 | 0.13% | OPTN FN30 2.5 08/06/20 CALL 104.03125 JPMC | 0.13% | TRUIST FIN CORP 04.8000 12/31/2099 | 0.13% | ARRW 2019-3 M1 04.2040 10/25/2048 | 0.13% | COMCAST CORP 03.9990 11/01/2049 | 0.13% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.13% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.13% | MSC 2011-C1 D P/P 144A 05.5010 09/15/2047 | 0.13% | OPTN FN30 2.5 09/08/20 CALL 104.25 JPMC | 0.13% | BHLD 2020-1 A3 03.3950 02/25/2055 | 0.13% | CGCMT 2014-GC19 X IO 01.1437 03/10/2047 | 0.13% | JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.13% | GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.13% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.13% | CAS 2018-C05 1M2 02.5216 01/25/2031 | 0.13% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.13% | GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.13% | GSMS 2010-C1 D P/P 144A 05.9835 08/10/2043 | 0.13% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.13% | JPMCC 2012-C8 D P/P 144A 04.6706 10/15/2045 | 0.13% | T-MOBILE USA INC P/P 144A 04.5000 04/15/2050 | 0.13% | AMAZON.COM INC 04.0500 08/22/2047 | 0.12% | GNMA GII30 BF6125 04.0000 02/20/2048 | 0.12% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.12% | UBSCM 2012-C1 C P/P 144A 05.5690 05/10/2045 | 0.12% | WFRBS 2012-C6 C P/P 144A 05.5796 04/15/2045 | 0.12% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.12% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.12% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.12% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.12% | GNMA GII30 BG6110 04.0000 05/20/2048 | 0.12% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.12% | DBUBS 2011-LC2A C P/P 144A 05.5296 07/10/2044 | 0.12% | OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.12% | COMM 2012-CR2 B 04.3930 08/15/2045 | 0.12% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.12% | GNR 2017-H12 QI IO 02.7105 05/20/2067 | 0.12% | GNR 2016-H06 AI IO 03.0793 02/20/2066 | 0.12% | AT&T INC 04.3000 02/15/2030 | 0.12% | FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.12% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.12% | STACR 2014-DN4 M3 04.7216 10/25/2024 | 0.12% | AMGEN INC 04.6630 06/15/2051 | 0.12% | GNR 2018-155 SE IO 05.9133 11/20/2048 | 0.12% | GNR 2019-44 SA IO 05.8633 04/20/2049 | 0.12% | SAIL 2004-10 A10 01.0716 11/25/2034 | 0.12% | UBSCM 2017-C7 XA IO 01.0495 12/15/2050 | 0.12% | BACM 2005-1 B 05.4820 11/10/2042 | 0.12% | MRAFT 2020-2 A1 01.9383 05/30/2022 | 0.12% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.12% | GNR 2014-131 BS IO 06.0234 09/16/2044 | 0.12% | UBSC 2011-C1 D P/P 144A 06.0503 01/10/2045 | 0.12% | WFCM 2015-LC20 XB IO 00.4836 04/15/2050 | 0.12% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.11% | BACM 2015-UBS7 B 04.3599 09/15/2048 | 0.11% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | 0.11% | GNR 2017-H10 MI IO 02.2698 04/20/2067 | 0.11% | JPMBB 2014-C22 XA IO 00.8328 09/15/2047 | 0.11% | JPMCC 2012-C6 E P/P 144A 05.1524 05/15/2045 | 0.11% | JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.11% | FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.11% | JPMBB 2013-C14 E P/P 144A 04.7018 08/15/2046 | 0.11% | FHMS K104 X1 IO 01.1271 01/25/2030 | 0.11% | MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.11% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.11% | UPJOHN INC P/P 144A 04.0000 06/22/2050 | 0.11% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.11% | STACR 2018-DNA2 B1 03.8716 12/25/2030 | 0.11% | GNR 2017-H09 DI IO 02.0369 03/20/2067 | 0.11% | WEC ENERGY GROUP INC 02.5049 05/15/2067 | 0.11% | 0.70 R ISWP FWD US0003M P 09/16/2030 | 0.11% | COOPERATIEVE RABOBANK UA USD 04.6250 12/01/2023 | 0.11% | FNR 2018-94 SA IO 05.9284 01/25/2049 | 0.11% | COMM 2014-UBS4 C 04.6440 08/10/2047 | 0.11% | UBSCM 2018-C12 XA IO 00.8237 08/15/2051 | 0.11% | WFRBS 2013-C14 XA IO 00.7224 06/15/2046 | 0.11% | AIR LEASE CORP 03.2500 10/01/2029 | 0.10% | COMM 2014-UBS6 XA IO 00.8898 12/10/2047 | 0.10% | FHR 3408 EK 25.0899 04/15/2037 | 0.10% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.10% | GNR 2019-21 SJ IO 05.8633 02/20/2049 | 0.10% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.10% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.10% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.10% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.10% | WFCM 2014-LC16 XA IO 01.0917 08/15/2050 | 0.10% | GNMA GII30 BE1440 03.5000 11/20/2047 | 0.10% | GSMS 2013-GC13 XA IO 00.0758 07/10/2046 | 0.10% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | 0.10% | FHR 3065 DC 19.3358 03/15/2035 | 0.10% | FISERV INC 03.5000 07/01/2029 | 0.10% | GNR 2015-H12 EI IO 01.8392 04/20/2065 | 0.10% | GSMS 2012-GCJ9 C P/P 144A 04.4480 11/10/2045 | 0.10% | TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.10% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.10% | CSMC 2016-NXSR XA IO 00.7674 12/15/2049 | 0.10% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% | SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.10% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.10% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.10% | DRMT 2020-2 A2 02.5940 05/25/2065 | 0.10% | FHR 3852 NT 05.8253 05/15/2041 | 0.10% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.10% | GNMA GII30 BE1437 03.5000 11/20/2047 | 0.10% | SPST 2019-11 A 00.9290 10/24/2020 | 0.10% | UBSCM 2012-C1 D P/P 144A 05.5690 05/10/2045 | 0.10% | 1.27 R ISWP FWD US0003M P 01/27/2047 | 0.10% | BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.10% | FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.10% | GNR 2011-17 S IO 05.8633 02/20/2041 | 0.10% | GNR 2016-H14 IO IO 01.8218 06/20/2066 | 0.10% | MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.10% | STACR 2014-HQ2 M3 03.9216 09/25/2024 | 0.10% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.10% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.10% | STACR 2014-DN2 M3 03.7716 04/25/2024 | 0.10% | TREASURY BILL 00.0000 08/25/2020 | 0.10% | UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.10% | FREMF 2019-KF66 B P/P 144A 02.5623 07/25/2029 | 0.10% | LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.10% | MRAFT 2020-4 A1 00.0000 04/23/2023 | 0.10% | CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.09% | GNR 2015-H04 AI IO 03.0584 12/20/2064 | 0.09% | SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.09% | CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.09% | FOX CORP 03.5000 04/08/2030 | 0.09% | STACR 2018-DNA2 M2 02.3216 12/25/2030 | 0.09% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.09% | ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.09% | GNMA GII30 AY2298 04.7000 05/20/2067 | 0.09% | GNR 2015-H12 GI IO 01.9354 05/20/2065 | 0.09% | MSBAM 2013-C13 XB IO P/P 144A 00.1520 11/15/2046 | 0.09% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.09% | GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.09% | GNR 2016-H11 HI IO 02.1027 01/20/2066 | 0.09% | JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.09% | JPMDB 2017-C5 XA IO 00.9352 03/15/2050 | 0.09% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.09% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.09% | WFRBS 2012-C7 D P/P 144A 04.8113 06/15/2045 | 0.09% | BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.09% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.09% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.09% | MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.09% | BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.09% | CAS 2017-C07 1B1 04.1716 05/25/2030 | 0.09% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.09% | COLT 2020-2 A2 03.0940 03/25/2065 | 0.09% | GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.09% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.09% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.09% | AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.09% | BANK 2018-BN13 XA 00.5101 08/15/2061 | 0.09% | FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.09% | SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.09% | APPLE INC 03.4500 05/06/2024 | 0.09% | CAS 2019-HRP1 M2 02.3216 11/25/2039 | 0.09% | CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.09% | PROLOGIS LP 02.2500 04/15/2030 | 0.09% | VSTA 2020-1 A2 02.7700 03/25/2065 | 0.09% | WFCM 2017-C41 XA IO 01.2147 11/15/2050 | 0.09% | FNR 2006-8 HP 23.9374 03/25/2036 | 0.08% | NATWEST GROUP PLC USD 03.8750 09/12/2023 | 0.08% | ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.08% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.08% | NRZT 2020-NQM2 A2 03.2000 05/24/2060 | 0.08% | CAS 2015-C03 2M2 05.1716 07/25/2025 | 0.08% | CAS 2017-C01 1B1 05.9216 07/25/2029 | 0.08% | GSMS 2014-GC24 D P/P 144A 04.5316 09/10/2047 | 0.08% | JPMBB 2013-C12 C 04.0997 07/15/2045 | 0.08% | VIACOMCBS INC 04.2000 06/01/2029 | 0.08% | WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.08% | WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 | 0.08% | AON PLC 04.2500 12/12/2042 | 0.08% | EMIR 2018-1 M1 01.8716 11/25/2028 | 0.08% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.08% | JPMCC 2011-C3 F P/P 144A 05.6691 02/15/2046 | 0.08% | JPMCC 2016-JP2 XA IO 01.7988 08/15/2049 | 0.08% | MERCK & CO INC 03.7000 02/10/2045 | 0.08% | NHEL 2004-2 M4 01.9716 09/25/2034 | 0.08% | SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.08% | SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.08% | CAS 2017-C01 1EB1 01.4216 07/25/2029 | 0.08% | ECOLAB INC 03.2500 12/01/2027 | 0.08% | FHR 4912 PS IO 05.8753 09/25/2049 | 0.08% | GNR 2016-H04 KI IO 02.9450 02/20/2066 | 0.08% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.08% | COMM 2013-CR11 XA IO 00.9242 08/10/2050 | 0.08% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% | SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.08% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% | UBSBB 2012-C2 XA IO P/P 144A 01.2975 05/10/2063 | 0.08% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.08% | COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.08% | GNR 2015-H25 AI IO 01.7481 09/20/2065 | 0.08% | ALPHABET INC 01.9980 08/15/2026 | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.08% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.08% | COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.08% | GNMA GII30 BB3019 03.5000 11/20/2047 | 0.08% | GNR 2015-H12 AI IO 01.9936 05/20/2065 | 0.08% | MSBAM 2013-C7 XA IO 01.3353 02/15/2046 | 0.08% | 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.08% | FHR 4839 AS IO 05.8753 06/15/2042 | 0.08% | CIGNA CORP 03.7500 07/15/2023 | 0.08% | GSMS 2013-GC10 XA IO 01.4942 02/10/2046 | 0.08% | MICROCHIP TECH INC 04.3330 06/01/2023 | 0.08% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.08% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.08% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.07% | CARR 2006-NC2 A4 00.4116 06/25/2036 | 0.07% | CBRE SERVICES INC 04.8750 03/01/2026 | 0.07% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.07% | GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.07% | GNMA GII30 BD1730 03.5000 01/20/2048 | 0.07% | GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.07% | MSBAM 2015-C26 XA IO 01.0239 10/15/2048 | 0.07% | SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.07% | CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.07% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.07% | MSC 2011-C3 E P/P 144A 05.2444 07/15/2049 | 0.07% | RMIR 2018-1 M2 04.2100 03/25/2028 | 0.07% | FHR 3072 SM 04.2533 11/15/2035 | 0.07% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.07% | HCA INC 04.1250 06/15/2029 | 0.07% | MSBAM 2015-C25 XA IO 01.0689 10/15/2048 | 0.07% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.07% | CSAIL 2015-C1 C 04.2691 04/15/2050 | 0.07% | ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.07% | GNR 2015-H25 CI IO 03.3620 10/20/2065 | 0.07% | MSC 2016-BNK2 XA IO 01.0592 11/15/2049 | 0.07% | COMM 2014-LC15 XA IO 01.0916 04/10/2047 | 0.07% | EMIR 2019-1 M2 03.4716 04/25/2029 | 0.07% | GNMA GII30 BB3013 03.5000 11/20/2047 | 0.07% | GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.07% | UNITEDHEALTH GROUP INC 02.9000 05/15/2050 | 0.07% | WFRBS 2012-C10 XA IO P/P 144A 01.5301 12/15/2045 | 0.07% | CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.07% | EFMT 2020-1 A2 03.3530 06/25/2065 | 0.07% | FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.07% | FNR 2005-122 SE 22.4993 11/25/2035 | 0.07% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.07% | NRG P/P 144A 03.7500 06/15/2024 | 0.07% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.07% | CWALT 2007-OA6 A1A 00.3116 06/25/2037 | 0.07% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.07% | GNR 2010-H19 GI IO 01.5432 08/20/2060 | 0.07% | MSRR 2015-R4 CB1 01.0092 08/26/2047 | 0.07% | OSHKOSH CORP 04.6000 05/15/2028 | 0.07% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.07% | S&P GLOBAL INC 04.4000 02/15/2026 | 0.07% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.07% | GNR 2015-H28 DI IO 01.6773 08/20/2065 | 0.07% | 0.90 R ISWP FWD US0003M P 09/16/2050 | 0.06% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.06% | AMAZON.COM INC 03.1500 08/22/2027 | 0.06% | COMM 2015-CR23 XA IO 00.8946 05/10/2048 | 0.06% | FHR 4176 DI IO 03.0000 12/15/2042 | 0.06% | WFRBS 2014-C24 XA IO 00.8348 11/15/2047 | 0.06% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.06% | FNR 2006-62 PS 38.8702 07/25/2036 | 0.06% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% | MSBAM 2013-C12 XA IO 00.5942 10/15/2046 | 0.06% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.06% | SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.06% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.06% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.06% | MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.06% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.06% | BMIR 2018-2A M1B P/P 144A 01.5216 08/25/2028 | 0.06% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.06% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.06% | STACR 2018-DNA1 M2 01.9716 07/25/2030 | 0.06% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% | FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.06% | GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.06% | GNR 2015-H15 JI IO 02.0903 06/20/2065 | 0.06% | JPMBB 2014-C19 D P/P 144A 04.6773 04/15/2047 | 0.06% | MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.06% | TPMT 2018-5 M1 P/P 144A 03.2500 07/25/2058 | 0.06% | GNR 2016-H27 BI IO 02.4438 12/20/2066 | 0.06% | MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.06% | SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.06% | STACR 2018-HQA1 M2 02.4716 09/25/2030 | 0.06% | COMM 2014-CR17 D P/P 144A 04.8473 05/10/2047 | 0.06% | COMM 2014-CR19 XA IO 01.0051 08/10/2047 | 0.06% | PACIFICORP 02.7000 09/15/2030 | 0.06% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.06% | WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.06% | COMM 2013-CR6 D P/P 144A 04.0907 03/10/2046 | 0.06% | GNR 2014-H08 CI IO 01.6037 03/20/2064 | 0.06% | GNR 2015-H16 XI IO 03.1298 07/20/2065 | 0.06% | ABBVIE INC P/P 144A 03.8000 03/15/2025 | 0.06% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.06% | FNR 2007-53 SP 23.5707 06/25/2037 | 0.06% | GNR 2016-H24 JI IO 03.5696 11/20/2066 | 0.06% | GSMS 2014-GC18 XA IO 01.0094 01/10/2047 | 0.06% | OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.06% | STACR 2019-HQA1 M2 02.5216 02/25/2049 | 0.06% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.06% | FNR 2011-4 CS 12.5567 05/25/2040 | 0.06% | GNR 2015-H09 BI IO 01.8255 03/20/2065 | 0.06% | PFIZER INC 03.0000 12/15/2026 | 0.06% | FNR 2005-106 JC 19.5918 12/25/2035 | 0.05% | GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.05% | JPMCC 2007-CB20 E P/P 144A 06.1688 02/12/2051 | 0.05% | MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.05% | RMIR 2019-1 M2 P/P 144A 03.3716 02/25/2029 | 0.05% | WFRBS 2013-C11 XA IO P/P 144A 01.1791 03/15/2045 | 0.05% | BERKSHIRE HATHAW P/P 144A 04.2500 10/15/2050 | 0.05% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.05% | GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.05% | KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.05% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% | D.R. HORTON INC 05.7500 08/15/2023 | 0.05% | FHR 4601 PI IO 04.5000 12/15/2045 | 0.05% | GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.05% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.05% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% | FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.05% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.05% | CFCRE 2011-C2 D P/P 144A 05.7392 12/15/2047 | 0.05% | COMM 2014-CR19 D P/P 144A 04.7301 08/10/2047 | 0.05% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% | MSBAM 2013-C11 D P/P 144A 04.3527 08/15/2046 | 0.05% | WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.05% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.05% | MSBAM 2013-C10 F P/P 144A 04.0823 07/15/2046 | 0.05% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.05% | UBSBB 2013-C6 XA IO P/P 144A 01.1109 04/10/2046 | 0.05% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.05% | FNR 2010-35 SG IO 06.2284 04/25/2040 | 0.05% | JPMCC 2013-C16 XA IO 00.9287 12/15/2046 | 0.05% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% | MWST 2019-1 A 00.9716 06/25/2052 | 0.05% | SWPTN 2YX2Y R 0.3 USD 06/30/2022 BA | 0.05% | WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.05% | WFRBS 2012-C9 XB IO P/P 144A 00.7150 11/15/2045 | 0.05% | ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.05% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.05% | GNR 2015-H10 CI IO 01.9385 04/20/2065 | 0.05% | IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.05% | JPMCC 2011-C3 D P/P 144A 05.6691 02/15/2046 | 0.05% | STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% | CITIGROUP INC 03.6680 07/24/2028 | 0.05% | GNMA GII30 AY4779 04.5110 03/20/2067 | 0.05% | GNMA GII30 BB0107 04.7000 08/20/2067 | 0.05% | GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.05% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.05% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.05% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.05% | WFRBS 2012-C9 XA IO P/P 144A 01.8860 11/15/2045 | 0.05% | CAS 2019-R01 2M2 02.6216 07/25/2031 | 0.04% | COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.04% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.04% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% | GSMS 2013-GC12 XA IO 01.4125 06/10/2046 | 0.04% | JPMCC 2012-LC9 D P/P 144A 04.4182 12/15/2047 | 0.04% | STACR 2018-HQA2 M2 02.4716 10/25/2048 | 0.04% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.04% | UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.04% | AMERICAN ELECTRIC POWER 03.2500 03/01/2050 | 0.04% | ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.04% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.04% | GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.04% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% | JPMORGAN CHASE & CO 01.3924 05/15/2047 | 0.04% | MSBAM 2014-C17 XA IO 01.1067 08/15/2047 | 0.04% | AMGEN INC 02.6000 08/19/2026 | 0.04% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.04% | GEORGIA-PACIFIC LLC P/P 144A 05.4000 11/01/2020 | 0.04% | GNR 2015-H20 AI IO 01.9616 08/20/2065 | 0.04% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% | SWPTN 3MX5Y R 0.439 USD 08/06/2020 CI | 0.04% | VMWARE INC 03.9000 08/21/2027 | 0.04% | CCMFC 2004-3A A2 00.4716 08/25/2035 | 0.04% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% | FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.04% | GNMA GII30 BA7681 04.6210 06/20/2067 | 0.04% | HCA INC 05.0000 03/15/2024 | 0.04% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.04% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.04% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.04% | FNR 2005-75 GS 19.7351 08/25/2035 | 0.04% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.04% | INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.04% | KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.04% | METLIFE INC 06.4000 12/15/2036 | 0.04% | MWST 2018-W1 A 01.0216 11/25/2051 | 0.04% | ORACLE CORP 04.0000 11/15/2047 | 0.04% | AIR LEASE CORP 04.6250 10/01/2028 | 0.04% | CGCMT 2013-GC17 X IO 01.0313 11/10/2046 | 0.04% | CIT GROUP INC 05.0000 08/01/2023 | 0.04% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.04% | FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 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% | QVC INC 04.8500 04/01/2024 | 0.04% | WAMU 2005-AR1 A2B 00.9716 01/25/2045 | 0.04% | GNR 2015-H17 CI IO 01.7258 06/20/2065 | 0.04% | VERUS 2020-INV1 A3 03.8890 04/25/2060 | 0.04% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% | FHR 2990 LB 16.4990 06/15/2034 | 0.04% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.04% | JPMBB 2014-C25 XA IO 00.8500 11/15/2047 | 0.04% | BANK OF AMERICA CORP 01.0734 09/15/2026 | 0.04% | CAS 2015-C04 2M2 05.7216 04/25/2028 | 0.04% | CAS 2019-R05 1M2 02.1716 07/25/2039 | 0.04% | CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.04% | GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.04% | JPMCC 2013-LC11 X IO 01.2524 04/15/2046 | 0.04% | 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.04% | AT&T INC 02.9500 07/15/2026 | 0.04% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.04% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.04% | ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.04% | GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.04% | GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.04% | GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.04% | JPMCC 2012-LC9 XA IO 01.4975 12/15/2047 | 0.04% | JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.04% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | 0.04% | UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.04% | GNR 2015-H01 CI IO 01.7545 12/20/2064 | 0.04% | KINDER MORGAN INC 03.1500 01/15/2023 | 0.04% | 0.585 R ISWP US0003M P 07/21/2030 | 0.03% | CGCMT 2012-GC8 XA IO P/P 144A 01.7610 09/10/2045 | 0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.03% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% | GNMA GII30 BE5936 04.0000 05/20/2048 | 0.03% | STACR 2019-DNA2 B1 04.5216 03/25/2049 | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | 0.6879 R ISWP US0003M P 07/06/2030 | 0.03% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% | COMM 2012-LC4 XA IO P/P 144A 02.0991 12/10/2044 | 0.03% | CVS HEALTH CORP 03.7000 03/09/2023 | 0.03% | FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.03% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.03% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% | UBSCM 2012-C1 XA IO P/P 144A 02.0658 05/10/2045 | 0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.03% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.03% | FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.03% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.03% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.03% | FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.03% | FHR 4074 KS IO 06.5253 02/15/2041 | 0.03% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.03% | CAS 2015-C04 1M2 05.8716 04/25/2028 | 0.03% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% | DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.03% | ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.03% | GNMA GII30 BD3297 03.5000 11/20/2047 | 0.03% | GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.03% | HCA INC 05.5000 06/15/2047 | 0.03% | OSHKOSH CORP 03.1000 03/01/2030 | 0.03% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.03% | GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.03% | WALT DISNEY COMP 07.7500 01/20/2024 | 0.03% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.03% | CAS 2017-C06 2M2 02.9716 02/25/2030 | 0.03% | CITIGROUP INC 03.8870 01/10/2028 | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% | FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.03% | GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.03% | HMIR 2018-1 M1 P/P 144A 01.7716 10/25/2028 | 0.03% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.03% | COMM 2013-CR13 E P/P 144A 04.8872 11/10/2046 | 0.03% | GNMA GII30 BG4861 04.5000 05/20/2048 | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.03% | VIACOMCBS INC 02.9000 01/15/2027 | 0.03% | 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.03% | FHR 4132 IP IO 04.5000 11/15/2042 | 0.03% | FNR 12-118 PI IO 04.0000 06/25/2042 | 0.03% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | JPMCC 2010-C1 C P/P 144A 06.0162 06/15/2043 | 0.03% | NORTHROP GRUMMAN CORP 05.2500 05/01/2050 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% | DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% | FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.02% | FHR 4500 GI IO 04.0000 08/15/2045 | 0.02% | FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% | FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.02% | GNMA GII30 BE5937 04.0000 05/20/2048 | 0.02% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.02% | GNR 2013-129 SN IO 05.9633 09/20/2043 | 0.02% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% | STACR 2018-DNA3 B1 04.0716 09/25/2048 | 0.02% | THE AES CORPORATION 05.1250 09/01/2027 | 0.02% | AT&T INC 04.3500 03/01/2029 | 0.02% | COMM 2014-UBS6 C 04.4465 12/10/2047 | 0.02% | FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.02% | GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.02% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.02% | 0.352 R ISWP FWD US0003M P 06/30/2025 | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.02% | COMM 2012-CR1 D P/P 144A 05.3196 05/15/2045 | 0.02% | GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.02% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% | FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.02% | FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.02% | GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.02% | JPMBB 2013-C17 XA IO 00.7548 01/15/2047 | 0.02% | MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | SHERWIN-WILLIAMS CO 03.3000 05/15/2050 | 0.02% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% | CAS 2019-R02 1B1 04.3216 08/25/2031 | 0.02% | CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.02% | FHR 4182 GI IO 03.0000 01/15/2043 | 0.02% | GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.02% | GNR 2019-121 SD IO 05.8133 10/20/2049 | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | 0.338 R ISWP US0003M P 07/01/2025 | 0.02% | CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.02% | GNR 2015-H22 EI IO 01.7545 08/20/2065 | 0.02% | HCA INC 05.2500 06/15/2026 | 0.02% | HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% | FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.02% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.02% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% | STACR 2015-DNA3 M2 03.0216 04/25/2028 | 0.02% | BGC PARTNERS INC 05.1250 05/27/2021 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.02% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% | FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.02% | FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% | WFRBS 2011-C5 XA IO P/P 144A 01.6772 11/15/2044 | 0.02% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.02% | BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% | FHR 4183 MI IO 03.0000 02/15/2042 | 0.02% | FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.02% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% | KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.02% | STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.02% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.02% | BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.02% | MSC 2012-C4 XA IO P/P 144A 02.0652 03/15/2045 | 0.02% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% | ABBVIE INC P/P 144A 03.4500 03/15/2022 | 0.02% | CAS 2016-C04 1M2 04.4216 01/25/2029 | 0.02% | CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | FHR 2976 LC 23.7793 05/15/2035 | 0.02% | FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% | SWPTN 3MX10Y P 0.6225 USD 10/15/2020 JP | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.01% | GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.01% | GSMS 2011-GC5 XA IO P/P 144A 01.3253 08/10/2044 | 0.01% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% | AUTONATION INC 04.5000 10/01/2025 | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | FNMA FN30 BC5322 UMBS 03.5000 03/01/2046 | 0.01% | FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% | 1.58 R ISWP FWD US0003M P 03/18/2025 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% | AMERICAN TOWER CORP 03.3750 10/15/2026 | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.01% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% | VIACOMCBS INC 04.0000 01/15/2026 | 0.01% | WFRBS 2011-C4 E P/P 144A 05.2208 06/15/2044 | 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CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% | SWPTN 11MX10Y P 2.764 USD 02/16/2021 MS | -0.00% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | -0.00% | 0.20 R ISWP FWD US0003M P 09/16/2022 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.01% | SWPTN 6MX30Y R 0.442 USD 09/23/2020 JP | -0.01% | 0.75 R ISWP FWD US0003M P 08/12/2030 | -0.01% | 0.815 R ISWP US0003M P 07/30/2050 | -0.01% | 1.275 R ISWP FWD US0003M P 03/07/2050 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.01% | SWPTN 3MX10Y P 0.7225 USD 10/15/2020 JP | -0.01% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% | SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | -0.01% | SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.01% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | -0.01% | 0.655 R ISWP US0003M P 07/03/2030 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | 2.032 R ISWP US0003M P 01/16/2055 | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% | SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | OPTN FN30 2.5 09/08/20 PUT 104.25 JPMC | -0.01% | SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% | 0.3845 R ISWP FWD US0003M P 08/25/2025 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.01% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.02% | IOS.FN30.500.08 P USL1M R 01/12/39 CS | -0.02% | SWPTN 2YX2Y P 0.6 USD 06/30/2022 BA | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% | SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% | IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.02% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | -0.02% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.02% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.02% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.02% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.02% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.02% | 0.62 R ISWP US0003M P 05/19/2030 | -0.02% | SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.02% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% | 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.02% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% | SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.02% | 0.35 R ISWP FWD US0003M P 09/16/2025 | -0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 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 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.03% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.03% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.03% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.03% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.03% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.03% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% | 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.03% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.03% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.04% | SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.04% | 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.04% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.04% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.04% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% | 0.385 R ISWP US0003M P 05/21/2025 | -0.06% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.06% | 0.65 R ISWP US0003M P 05/26/2030 | -0.06% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.08% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.09% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.10% | SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.10% | 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.11% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.11% | 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.11% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.11% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.12% | SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | -0.12% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.12% | SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | -0.12% | 2.6785 R ISWP US0003M P 02/13/2029 | -0.16% | 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.17% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.17% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.17% | 1.771 R ISWP US0003M P 01/16/2030 | -0.17% | SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.17% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.18% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.18% | 1.5095 R ISWP FWD US0003M P 08/28/2030 | -0.18% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.19% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.19% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.20% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.21% | SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.23% | 1.4765 R ISWP US0003M P 02/18/2030 | -0.24% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.25% | 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.25% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.25% | 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.26% | SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.26% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.28% | 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.29% | 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.30% | 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.32% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.32% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.32% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.37% | 2.44 R ISWP FWD US0003M P 03/26/2030 | -0.43% | 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.45% | 2.098 R ISWP FWD US0003M P 03/04/2030 | -0.47% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.52% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.61% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.61% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.64% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.73% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.76% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.05% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -1.19% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -1.23% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -2.11% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -2.80% | US 2YR NOTE (CBT) SEP20 TUU0 | -41.86% |
| FNMA FN30 TBA UMBS 03.5000 07/01/2050 | 6.11% | US ULTRA BOND CBT SEP20 WNU0 | 5.83% | US 5YR NOTE (CBT) SEP20 FVU0 | 4.63% | FNMA FN30 TBA UMBS 04.0000 07/01/2050 | 4.52% | FNMA FN30 TBA UMBS 03.0000 08/01/2050 | 3.26% | US LONG BOND(CBT) SEP20 USU0 | 2.98% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 2.46% | GNMA GII30 TBA 03.5000 07/01/2050 | 2.45% | FNMA FN30 TBA UMBS 03.0000 07/01/2050 | 2.04% | US 10YR NOTE (CBT)SEP20 TYU0 | 1.89% | FNMA FN30 TBA UMBS 04.5000 07/01/2050 | 1.66% | GNMA GII30 TBA 04.0000 07/01/2050 | 1.64% | US 10YR ULTRA FUT SEP20 UXYU0 | 1.59% | SWPTN 9YX10Y R 3.312 USD 11/27/2028 BA | 1.22% | FNMA FN30 TBA UMBS 02.5000 07/01/2050 | 1.21% | SWPTN 6YX30Y R 2.8025 USD 04/24/2026 MS | 1.13% | 1.57 R ISWP US0003M P 02/18/2030 | 1.12% | 3.096 R ISWP US0003M P 12/03/2029 | 1.06% | SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.92% | TREASURY BILL 00.0000 08/11/2020 | 0.87% | BF0101 03.5000 06/01/2056 | 0.87% | FNMA FN30 TBA UMBS 06.0000 07/01/2050 | 0.86% | FNMA FN30 TBA UMBS 05.5000 07/01/2050 | 0.85% | SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.68% | SWPTN 1YX10Y R 2.027 USD 07/17/2020 BA | 0.66% | FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.62% | FHS 315 PO PO 00.0000 09/15/2043 | 0.61% | TREASURY BILL 00.0000 07/14/2020 | 0.59% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.58% | WAMU 2005-AR13 A1C4 00.6145 10/25/2045 | 0.58% | FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.57% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.57% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.57% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.56% | TREASURY BILL 00.0000 07/21/2020 | 0.54% | TREASURY BILL 00.0000 08/06/2020 | 0.52% | TREASURY BILL 00.0000 09/10/2020 | 0.52% | CAS 2016-C03 1M2 05.4845 10/25/2028 | 0.52% | GNR 2020-18 GS IO 05.8600 02/20/2050 | 0.50% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.50% | 1.688 R ISWP US0003M P 01/31/2030 | 0.49% | BMIR 2017-1 M2 P/P 144A 03.5345 10/25/2027 | 0.47% | FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.47% | STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.45% | CITIGROUP INC 04.4500 09/29/2027 | 0.45% | 3.312 R ISWP US0003M P 11/08/2048 | 0.42% | STACR 2016-HQA1 M3 06.5345 09/25/2028 | 0.42% | GNMA GII30 TBA 04.5000 07/01/2050 | 0.41% | SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.41% | GNMA GII30 TBA 03.0000 07/01/2050 | 0.41% | SPST 2019-7 A 00.8848 09/24/2020 | 0.41% | COMCAST CORP 03.4500 02/01/2050 | 0.40% | ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.40% | FNMA FN30 TBA UMBS 02.0000 07/01/2050 | 0.40% | FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.39% | BOEING CO 04.8750 05/01/2025 | 0.38% | GNMA GII30 BG6074 04.0000 04/20/2048 | 0.38% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.38% | MORGAN STANLEY 04.3750 01/22/2047 | 0.38% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.38% | FNR 2019-3 SA IO 05.9155 02/25/2049 | 0.38% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.37% | 1.698 R ISWP US0003M P 01/28/2030 | 0.37% | TREASURY BILL 00.0000 08/20/2020 | 0.36% | WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.35% | STAR 2020-2 A2 03.9700 04/25/2060 | 0.34% | MRAIT 2020-2 A 02.1345 10/22/2020 | 0.34% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.34% | TREASURY BILL 00.0000 09/03/2020 | 0.34% | VERIZON COMM 04.3290 09/21/2028 | 0.34% | STACR 2015-DN1 M3 04.3345 01/25/2025 | 0.34% | STACR 2019-DNA2 M2 02.6345 03/25/2049 | 0.32% | WAMU 2005-AR17 A1B2 00.9883 12/25/2045 | 0.32% | GNMA GII30 MA5194 05.0000 05/20/2048 | 0.32% | FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.32% | FNR 2016-8 SA IO 05.8655 03/25/2046 | 0.32% | CAS 2016-C03 2M2 06.0845 10/25/2028 | 0.31% | FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.31% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.31% | UBSBB 2012-C2 E P/P 144A 05.0460 05/10/2063 | 0.30% | FHLMC FR30 ZM1233 UMBS 03.0000 06/01/2046 | 0.30% | TREASURY BILL 00.0000 07/16/2020 | 0.30% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.30% | FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.30% | AMAZON.COM INC 01.5000 06/03/2030 | 0.29% | VISIO 2019-1 A3 03.8250 06/25/2054 | 0.29% | BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.29% | BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.28% | COMM 2014-CR17 C 04.9452 05/10/2047 | 0.28% | FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.28% | CGCMT 2012-GC8 B P/P 144A 04.2850 09/10/2045 | 0.28% | GSMS 2015-GS1 XA IO 00.9209 11/10/2048 | 0.28% | BCAP 2015-RR5 2A2 02.7606 01/26/2046 | 0.27% | CASH MGMT BILL 00.0000 09/22/2020 | 0.27% | ORACLE CORP 02.6500 07/15/2026 | 0.27% | TREASURY BILL 00.0000 07/09/2020 | 0.26% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.26% | GNR 2016-H23 NI IO 03.1674 10/20/2066 | 0.26% | BBCMS 2019-C4 XA IO 01.7463 08/15/2052 | 0.26% | CAS 2016-C02 1M2 06.1845 09/25/2028 | 0.26% | LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.25% | BACM 2015-UBS7 XA IO 00.9426 09/15/2048 | 0.25% | FHR 3835 FO PO 00.0000 04/15/2041 | 0.25% | OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.25% | STACR 2016-DNA3 M3 05.1845 12/25/2028 | 0.24% | 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.24% | CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.24% | BROADCOM INC P/P 144A 04.1500 11/15/2030 | 0.24% | WFRBS 2013-C15 D P/P 144A 04.6428 08/15/2046 | 0.24% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.24% | GNR 2019-119 KS IO 05.8549 09/16/2049 | 0.24% | TREASURY BILL 00.0000 08/13/2020 | 0.23% | CGCMT 2014-GC23 IO 01.0927 07/10/2047 | 0.23% | GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.23% | BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.23% | MICROSOFT CORP 02.4000 08/08/2026 | 0.23% | WFRBS 2011-C4 C P/P 144A 05.3900 06/15/2044 | 0.23% | MSBAM 2013-C10 E P/P 144A 04.2181 07/15/2046 | 0.23% | TRK 2020-1 A1 03.2500 03/25/2023 | 0.23% | ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.22% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.22% | SALESFORCE.COM INC 03.7000 04/11/2028 | 0.22% | STACR 2016-HQA2 M3 05.3345 11/25/2028 | 0.22% | GNMA GII30 MA5266 05.0000 06/20/2048 | 0.22% | FHMS K105 X1 IO 01.6452 01/25/2030 | 0.22% | GSMS 2014-GC18 C 05.1551 01/10/2047 | 0.22% | JPMBB 2013-C14 D P/P 144A 04.8585 08/15/2046 | 0.21% | NUTRIEN LTD USD 02.9500 05/13/2030 | 0.21% | GNR 2019-123 SL IO 05.9600 10/20/2049 | 0.21% | CFCRE 2011-C2 E P/P 144A 05.9305 12/15/2047 | 0.21% | 0.85 R ISWP FWD US0003M P 06/17/2030 | 0.21% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.21% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.21% | GNR 2016-H02 HI IO 02.2535 01/20/2066 | 0.21% | UBSBB 2012-C3 C P/P 144A 05.1979 08/10/2049 | 0.21% | SPST 2020-2 A 01.0095 03/26/2021 | 0.21% | FHLMC FR30 ZA4291 UMBS 03.5000 08/01/2043 | 0.21% | SPST 2020-6 A 00.9983 09/07/2021 | 0.20% | WFCM 2018-C43 XA IO 00.8529 03/15/2051 | 0.20% | CAS 2017-C07 1EB2 01.1845 05/25/2030 | 0.20% | FNR 2017-108 SA IO 05.9655 01/25/2048 | 0.20% | GNMA GII30 BD1731 03.5000 01/20/2048 | 0.20% | HSBC HOLDINGS PLC USD 06.3750 12/29/2049 | 0.20% | GSMS 2010-C1 D P/P 144A 06.1326 08/10/2043 | 0.20% | GNR 2018-168 KS IO 05.9600 12/20/2048 | 0.20% | SPST 2020-WL1 A 00.8183 06/25/2051 | 0.20% | GNR 2012-149 GS IO 06.0100 12/20/2042 | 0.20% | FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.20% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.20% | CSAIL 2019-C16 XA IO 01.7288 06/15/2052 | 0.19% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.19% | MCAS 2019-01 M10 P/P 144A 03.4345 10/15/2049 | 0.19% | TREASURY BILL 00.0000 07/23/2020 | 0.19% | US BANCORP 03.0000 07/30/2029 | 0.19% | WFCM 2019-C50 XA IO 01.5892 05/15/2052 | 0.19% | CAS 2020-R01 1M2 02.2345 01/25/2040 | 0.19% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.19% | FNR 2016-91 AS IO 05.9155 12/25/2046 | 0.19% | CAS 2018-C04 2M2 02.7345 12/25/2030 | 0.18% | GNR 2019-83 SW IO 05.9100 07/20/2049 | 0.18% | JPMCC 2011-C3 B P/P 144A 05.0131 02/15/2046 | 0.18% | JPMCC 2012-C8 C P/P 144A 04.7782 10/15/2045 | 0.18% | CSAIL 2015-C4 B 04.4817 11/15/2048 | 0.18% | GNR 2019-H02 DI IO 02.9335 11/20/2068 | 0.18% | MICROSOFT CORP 03.7000 08/08/2046 | 0.18% | ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.18% | WFRBS 2012-C10 D P/P 144A 04.5762 12/15/2045 | 0.18% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.18% | RMLT 2020-2 A3 02.9110 05/25/2060 | 0.18% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.18% | GNR 2019-20 SB IO 05.9100 02/20/2049 | 0.18% | APPLE INC 04.3750 05/13/2045 | 0.18% | SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.18% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.18% | GNR 2019-83 JS IO 05.9100 07/20/2049 | 0.18% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.18% | FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.18% | AT&T INC 04.1000 02/15/2028 | 0.18% | CSAIL 2015-C3 XA IO 00.9031 08/15/2048 | 0.17% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.17% | FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.17% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.17% | FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.17% | GNMA GII30 BE1441 03.5000 11/20/2047 | 0.17% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.17% | GNR 2020-32 GS IO 05.9100 03/20/2050 | 0.17% | UBSCM 2019-C17 XA IO 01.6357 10/15/2052 | 0.17% | CAS 2020-R02 2M2 03.6609 01/25/2040 | 0.17% | CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.17% | WFRBS 2011-C5 C P/P 144A 05.8445 11/15/2044 | 0.17% | ZOETIS INC 02.0000 05/15/2030 | 0.17% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.17% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.17% | RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.17% | WFRBS 2014-C22 XA IO 00.9557 09/15/2057 | 0.17% | FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.17% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.17% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.17% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.16% | OPTN FN30 2.5 07/07/20 CALL 103.3125 JPMC | 0.16% | COMCAST CORP 03.1500 03/01/2026 | 0.16% | ZOETIS INC 03.9000 08/20/2028 | 0.16% | T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.16% | FISERV INC 04.2000 10/01/2028 | 0.16% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.16% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.16% | AT&T INC 04.7500 05/15/2046 | 0.16% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.16% | EOG RESOURCES INC 04.1500 01/15/2026 | 0.16% | COMCAST CORP 03.4000 07/15/2046 | 0.16% | FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.16% | FHMS KG02 X1 IO 01.1440 08/25/2029 | 0.15% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.15% | FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.15% | GSMS 2014-GC22 XA IO 01.1394 06/10/2047 | 0.15% | JPMCC 2012-C8 D P/P 144A 04.8263 10/15/2045 | 0.15% | STACR 2019-DNA1 B1 04.8345 01/25/2049 | 0.15% | STACR 2020-HQA2 M2 03.8600 03/25/2050 | 0.15% | GNR 2017-H14 EI IO 00.4482 06/20/2067 | 0.15% | STACR 2019-DNA1 M2 02.8345 01/25/2049 | 0.15% | CAS 2017-C01 1M2 03.7345 07/25/2029 | 0.15% | CIT GROUP INC. 05.2500 03/07/2025 | 0.15% | GNR 2014-H11 GI IO 01.4443 06/20/2064 | 0.15% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.15% | BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.15% | UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.15% | DBUBS 2011-LC3A D P/P 144A 05.5126 08/10/2044 | 0.15% | GNMA GII30 BD1729 03.5000 01/20/2048 | 0.15% | GNR 2014-H07 BI IO 01.4359 05/20/2064 | 0.15% | GNR 2020-11 SY IO 05.9100 01/20/2050 | 0.15% | AT&T INC. 03.8000 02/15/2027 | 0.15% | FHR 4738 QS IO 06.0153 12/15/2047 | 0.15% | JPMBB 2013-C14 E P/P 144A 04.8585 08/15/2046 | 0.15% | BSCMS 2007-T26 AJ 05.5417 01/12/2045 | 0.14% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.14% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.14% | EQUINIX INC 03.2000 11/18/2029 | 0.14% | FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.14% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.14% | GNR 2015-H13 AI IO 02.1717 06/20/2065 | 0.14% | GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.14% | MCAS 2020-01 M10 P/P 144A 04.6500 03/25/2050 | 0.14% | TOTAL CAPITAL INTL SA USD 02.8290 01/10/2030 | 0.14% | GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.14% | BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.14% | CIT BANK NA 02.9690 09/27/2025 | 0.14% | OMIR 2018-1A M2 03.0345 07/25/2028 | 0.14% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.14% | CAS 2018-C05 1M2 02.5345 01/25/2031 | 0.14% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.14% | CAS 2017-C03 1M2 03.1845 10/25/2029 | 0.14% | MSC 2011-C1 E P/P 144A 05.6843 09/15/2047 | 0.14% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.14% | BPCE SA P/P 144A 04.5000 03/15/2025 | 0.13% | CSAIL 2015-C1 D P/P 144A 03.9116 04/15/2050 | 0.13% | GNR 2017-H08 NI IO 02.3726 03/20/2067 | 0.13% | ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.13% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.13% | MSC 2016-UB12 XA IO 00.9005 12/15/2049 | 0.13% | UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.13% | BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.13% | CGCMT 2014-GC19 X IO 01.3171 03/10/2047 | 0.13% | GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.13% | INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.13% | MSC 2011-C1 D P/P 144A 05.6843 09/15/2047 | 0.13% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.13% | JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.13% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.13% | GNR 2018-155 SE IO 05.9100 11/20/2048 | 0.13% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.13% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.13% | GNMA GII30 BF6125 04.0000 02/20/2048 | 0.13% | VERIZON COMMUNICATIONS 02.6250 08/15/2026 | 0.13% | FNR 2018-94 SA IO 05.9155 01/25/2049 | 0.12% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.12% | STACR 2014-DN4 M3 04.7345 10/25/2024 | 0.12% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.12% | UBSCM 2012-C1 C P/P 144A 05.7547 05/10/2045 | 0.12% | WFRBS 2012-C6 C P/P 144A 05.7657 04/15/2045 | 0.12% | FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.12% | GNMA GII30 BG6110 04.0000 05/20/2048 | 0.12% | SAIL 2004-10 A10 01.0845 11/25/2034 | 0.12% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.12% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.12% | GNR 2017-H12 QI IO 02.7358 05/20/2067 | 0.12% | GNR 2019-44 SA IO 05.8600 04/20/2049 | 0.12% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.12% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.12% | COMCAST CORP 03.9990 11/01/2049 | 0.12% | GNR 2016-H06 AI IO 02.3713 02/20/2066 | 0.12% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.12% | DBUBS 2011-LC2A C P/P 144A 05.7140 07/10/2044 | 0.12% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.12% | TRUIST FIN CORP 04.8000 12/31/2099 | 0.12% | GNR 2014-131 BS IO 06.0049 09/16/2044 | 0.12% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.12% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.12% | AMAZON.COM INC 04.0500 08/22/2047 | 0.12% | OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.12% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.12% | FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.12% | VERIZON COMM 04.6720 03/15/2055 | 0.12% | WFCM 2015-LC20 XB IO 00.6295 04/15/2050 | 0.12% | BACM 2005-1 B 05.6647 11/10/2042 | 0.12% | MRAFT 2020-2 A1 01.9266 05/30/2022 | 0.12% | AT&T INC 04.3000 02/15/2030 | 0.12% | JPMBB 2014-C22 XA IO 00.9851 09/15/2047 | 0.12% | UBSCM 2017-C7 XA IO 01.2035 12/15/2050 | 0.12% | GNR 2017-H10 MI IO 02.2949 04/20/2067 | 0.11% | STACR 2018-DNA2 B1 03.8845 12/25/2030 | 0.11% | UBSC 2011-C1 D P/P 144A 06.2520 01/10/2045 | 0.11% | BACM 2015-UBS7 B 04.5053 09/15/2048 | 0.11% | GNR 2019-21 SJ IO 05.8600 02/20/2049 | 0.11% | JPMCC 2012-C6 E P/P 144A 05.3242 05/15/2045 | 0.11% | ARRW 2019-3 M1 04.2040 10/25/2048 | 0.11% | AMGEN INC 04.6630 06/15/2051 | 0.11% | GNR 2017-H09 DI IO 01.8738 03/20/2067 | 0.11% | JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.11% | WEC ENERGY GROUP INC 02.5049 05/15/2067 | 0.11% | WFRBS 2013-C14 XA IO 00.8556 06/15/2046 | 0.11% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.11% | FHMS K104 X1 IO 01.1271 01/25/2030 | 0.11% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.11% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.11% | COOPERATIEVE RABOBANK UA USD 04.6250 12/01/2023 | 0.11% | MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.11% | UBSCM 2018-C12 XA IO 00.9897 08/15/2051 | 0.11% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.11% | STACR 2014-DN2 M3 03.7845 04/25/2024 | 0.11% | COMM 2014-UBS4 C 04.8009 08/10/2047 | 0.10% | FHR 3408 EK 25.0497 04/15/2037 | 0.10% | AIR LEASE CORP 03.2500 10/01/2029 | 0.10% | COMM 2014-UBS6 XA IO 01.0384 12/10/2047 | 0.10% | FHR 3065 DC 19.3058 03/15/2035 | 0.10% | JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.10% | FHR 3852 NT 05.8153 05/15/2041 | 0.10% | GNMA GII30 BE1437 03.5000 11/20/2047 | 0.10% | GNR 2011-17 S IO 05.8600 02/20/2041 | 0.10% | WFCM 2014-LC16 XA IO 01.2653 08/15/2050 | 0.10% | GNR 2015-H12 EI IO 01.6737 04/20/2065 | 0.10% | GSMS 2013-GC13 XA IO 00.1065 07/10/2046 | 0.10% | OPTN FN30 2.5 08/06/20 CALL 103.5625 JPMC | 0.10% | WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 | 0.10% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.10% | CSMC 2016-NXSR XA IO 00.9144 12/15/2049 | 0.10% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.10% | GNR 2016-H14 IO IO 01.6549 06/20/2066 | 0.10% | MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.10% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.10% | WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.10% | GNMA GII30 BE1440 03.5000 11/20/2047 | 0.10% | GNR 2015-H04 AI IO 02.3482 12/20/2064 | 0.10% | GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.10% | GSMS 2012-GCJ9 C P/P 144A 04.4480 11/10/2045 | 0.10% | STACR 2014-HQ2 M3 03.9345 09/25/2024 | 0.10% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.10% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.10% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% | SPST 2019-11 A 00.9348 10/24/2020 | 0.10% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.10% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.10% | CAS 2017-C07 1B1 04.1845 05/25/2030 | 0.10% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.10% | DRMT 2020-2 A2 02.5940 05/25/2065 | 0.10% | FISERV INC 03.5000 07/01/2029 | 0.10% | STACR 2015-DNA3 M2 03.0345 04/25/2028 | 0.10% | TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.10% | UBSCM 2012-C1 D P/P 144A 05.7547 05/10/2045 | 0.10% | GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.10% | STACR 2018-DNA2 M2 02.3345 12/25/2030 | 0.10% | SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.10% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.10% | TREASURY BILL 00.0000 08/25/2020 | 0.10% | UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.10% | BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.09% | FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.09% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.09% | LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.09% | MSBAM 2013-C13 XB IO P/P 144A 00.1520 11/15/2046 | 0.09% | CAS 2019-HRP1 M2 02.3345 11/25/2039 | 0.09% | ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.09% | GNR 2015-H12 GI IO 01.7736 05/20/2065 | 0.09% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.09% | CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.09% | FHR 4912 PS IO 05.8653 09/25/2049 | 0.09% | CAS 2015-C03 2M2 05.1845 07/25/2025 | 0.09% | GNR 2016-H11 HI IO 02.1040 01/20/2066 | 0.09% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.09% | WFRBS 2012-C7 D P/P 144A 04.9660 06/15/2045 | 0.09% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.09% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.09% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.09% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.09% | BANK 2018-BN13 XA 00.6599 08/15/2061 | 0.09% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.09% | GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.09% | GNMA GII30 AY2298 04.7000 05/20/2067 | 0.09% | MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.09% | SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.09% | BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.09% | BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.09% | COLT 2020-2 A2 03.0940 03/25/2065 | 0.09% | FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.09% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.09% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.09% | WFCM 2017-C41 XA IO 01.3661 11/15/2050 | 0.09% | APPLE INC 03.4500 05/06/2024 | 0.09% | AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.09% | CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.09% | FNR 2006-8 HP 23.8902 03/25/2036 | 0.09% | NHEL 2004-2 M4 01.9845 09/25/2034 | 0.09% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.09% | SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.09% | BMIR 2018-2A M1B P/P 144A 01.5345 08/25/2028 | 0.08% | CAS 2017-C01 1B1 05.9345 07/25/2029 | 0.08% | FHR 4839 AS IO 05.8653 06/15/2042 | 0.08% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.08% | VSTA 2020-1 A2 02.7700 03/25/2065 | 0.08% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.08% | GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.08% | GNR 2016-H04 KI IO 02.2599 02/20/2066 | 0.08% | PROLOGIS LP 02.2500 04/15/2030 | 0.08% | ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 | 0.08% | UBSBB 2012-C2 XA IO P/P 144A 01.4561 05/10/2063 | 0.08% | CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.08% | GSMS 2014-GC24 D P/P 144A 04.6645 09/10/2047 | 0.08% | JPMBB 2013-C12 C 04.2364 07/15/2045 | 0.08% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.08% | NRZT 2020-NQM2 A2 03.2000 05/24/2060 | 0.08% | ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.08% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | 0.08% | COMM 2013-CR11 XA IO 01.0907 08/10/2050 | 0.08% | EMIR 2018-1 M1 01.8683 11/25/2028 | 0.08% | GNR 2015-H25 AI IO 01.5826 09/20/2065 | 0.08% | STACR 2018-DNA1 M2 01.9845 07/25/2030 | 0.08% | JPMCC 2016-JP2 XA IO 01.9505 08/15/2049 | 0.08% | VIACOMCBS INC 04.2000 06/01/2029 | 0.08% | ECOLAB INC 03.2500 12/01/2027 | 0.08% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.08% | MSBAM 2013-C7 XA IO 01.4744 02/15/2046 | 0.08% | SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.08% | CAS 2017-C01 1EB1 01.4345 07/25/2029 | 0.08% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.08% | JPMCC 2011-C3 F P/P 144A 05.8530 02/15/2046 | 0.08% | MSC 2011-C3 E P/P 144A 05.4192 07/15/2049 | 0.08% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.08% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% | GNR 2015-H12 AI IO 01.8294 05/20/2065 | 0.08% | ALPHABET INC 01.9980 08/15/2026 | 0.08% | COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.08% | COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.08% | GNMA GII30 BB3019 03.5000 11/20/2047 | 0.08% | MSBAM 2015-C26 XA IO 01.1711 10/15/2048 | 0.08% | SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.08% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | 0.08% | MICROCHIP TECH INC 04.3330 06/01/2023 | 0.08% | AON PLC USD 04.2500 12/12/2042 | 0.07% | CIGNA CORP 03.7500 07/15/2023 | 0.07% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.07% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.07% | GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.07% | MERCK & CO INC 03.7000 02/10/2045 | 0.07% | RMIR 2018-1 M2 04.2100 03/25/2028 | 0.07% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.07% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.07% | CARR 2006-NC2 A4 00.4245 06/25/2036 | 0.07% | FHR 3072 SM 04.2533 11/15/2035 | 0.07% | GNMA GII30 BD1730 03.5000 01/20/2048 | 0.07% | CBRE SERVICES INC 04.8750 03/01/2026 | 0.07% | GNR 2015-H25 CI IO 02.6588 10/20/2065 | 0.07% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.07% | WFRBS 2012-C10 XA IO P/P 144A 01.6790 12/15/2045 | 0.07% | COMM 2014-LC15 XA IO 01.2585 04/10/2047 | 0.07% | CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.07% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.07% | FNR 2005-122 SE 22.4543 11/25/2035 | 0.07% | CSAIL 2015-C1 C 04.4116 04/15/2050 | 0.07% | EMIR 2019-1 M2 03.4845 04/25/2029 | 0.07% | ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.07% | GSMS 2013-GC10 XA IO 01.6420 02/10/2046 | 0.07% | MSBAM 2015-C25 XA IO 01.2345 10/15/2048 | 0.07% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.07% | SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.07% | 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.07% | CWALT 2007-OA6 A1A 00.3245 06/25/2037 | 0.07% | EFMT 2020-1 A2 03.3530 06/25/2065 | 0.07% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.07% | GNMA GII30 BB3013 03.5000 11/20/2047 | 0.07% | MSC 2016-BNK2 XA IO 01.1914 11/15/2049 | 0.07% | UNITEDHEALTH GROUP INC 02.9500 10/15/2027 | 0.07% | CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.07% | FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.07% | GNR 2015-H28 DI IO 01.5105 08/20/2065 | 0.07% | HCA INC 04.1250 06/15/2029 | 0.07% | FHR 4176 DI IO 03.0000 12/15/2042 | 0.07% | FNR 2006-62 PS 38.7930 07/25/2036 | 0.07% | GNR 2010-H19 GI IO 01.3849 08/20/2060 | 0.07% | GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.07% | MSBAM 2013-C11 D P/P 144A 04.4979 08/15/2046 | 0.07% | MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.07% | MSRR 2015-R4 CB1 00.9939 08/26/2047 | 0.07% | NRG P/P 144A 03.7500 06/15/2024 | 0.07% | COMM 2015-CR23 XA IO 01.0381 05/10/2048 | 0.07% | S&P GLOBAL INC 04.4000 02/15/2026 | 0.07% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.06% | MSBAM 2013-C12 XA IO 00.7585 10/15/2046 | 0.06% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.06% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.06% | TREASURY BILL 00.0000 10/08/2020 | 0.06% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.06% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.06% | AMAZON.COM INC 03.1500 08/22/2027 | 0.06% | OSHKOSH CORP 04.6000 05/15/2028 | 0.06% | WFRBS 2014-C24 XA IO 00.9808 11/15/2047 | 0.06% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.06% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.06% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.06% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.06% | FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.06% | FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.06% | MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.06% | SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.06% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% | CASH MGMT BILL 00.0000 09/15/2020 | 0.06% | COMM 2014-CR19 XA IO 01.1633 08/10/2047 | 0.06% | GNR 2015-H15 JI IO 01.9345 06/20/2065 | 0.06% | STACR 2018-HQA1 M2 02.4845 09/25/2030 | 0.06% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.06% | GNR 2016-H24 JI IO 02.9784 11/20/2066 | 0.06% | GNR 2016-H27 BI IO 02.4819 12/20/2066 | 0.06% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.06% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% | JPMBB 2014-C19 D P/P 144A 04.8335 04/15/2047 | 0.06% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.06% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.06% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% | GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.06% | GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.06% | SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.06% | TPMT 2018-5 M1 P/P 144A 02.8522 07/25/2058 | 0.06% | FNR 2011-4 CS 12.5310 05/25/2040 | 0.06% | GNR 2014-H08 CI IO 01.4457 03/20/2064 | 0.06% | GNR 2015-H16 XI IO 03.0095 07/20/2065 | 0.06% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.06% | WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.06% | WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.06% | COMM 2014-CR17 D P/P 144A 05.0089 05/10/2047 | 0.06% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.06% | FNR 2007-53 SP 23.5235 06/25/2037 | 0.06% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.06% | GSMS 2014-GC18 XA IO 01.1764 01/10/2047 | 0.06% | MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.06% | STACR 2019-HQA1 M2 02.5183 02/25/2049 | 0.06% | ABBVIE INC P/P 144A 03.8000 03/15/2025 | 0.06% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.06% | OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.06% | PACIFICORP 02.7000 09/15/2030 | 0.06% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.06% | WFRBS 2013-C11 XA IO P/P 144A 01.3221 03/15/2045 | 0.06% | FNR 2005-106 JC 19.5519 12/25/2035 | 0.06% | GNR 2015-H09 BI IO 01.6604 03/20/2065 | 0.06% | PFIZER INC 03.0000 12/15/2026 | 0.06% | RMIR 2019-1 M2 P/P 144A 03.3845 02/25/2029 | 0.06% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.06% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.06% | COMM 2013-CR6 D P/P 144A 04.2273 03/10/2046 | 0.05% | FHR 4601 PI IO 04.5000 12/15/2045 | 0.05% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.05% | JPMCC 2007-CB20 E P/P 144A 06.3745 02/12/2051 | 0.05% | GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.05% | D.R. HORTON INC 05.7500 08/15/2023 | 0.05% | FOX CORP 03.0500 04/07/2025 | 0.05% | KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.05% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% | 1.27 R ISWP FWD US0003M P 01/27/2047 | 0.05% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.05% | UBSBB 2013-C6 XA IO P/P 144A 01.2555 04/10/2046 | 0.05% | CAS 2019-R01 2M2 02.6345 07/25/2031 | 0.05% | CFCRE 2011-C2 D P/P 144A 05.9305 12/15/2047 | 0.05% | FNR 2010-35 SG IO 06.2155 04/25/2040 | 0.05% | GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.05% | WFRBS 2012-C9 XB IO P/P 144A 00.8754 11/15/2045 | 0.05% | JPMCC 2013-C16 XA IO 01.0973 12/15/2046 | 0.05% | UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.05% | GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.05% | GNR 2015-H10 CI IO 01.7774 04/20/2065 | 0.05% | MWST 2019-1 A 00.9845 06/25/2052 | 0.05% | WFRBS 2012-C9 XA IO P/P 144A 02.0478 11/15/2045 | 0.05% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% | FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.05% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% | MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.05% | ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.05% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.05% | GSMS 2013-GC12 XA IO 01.5506 06/10/2046 | 0.05% | JPMCC 2011-C3 D P/P 144A 05.8530 02/15/2046 | 0.05% | STACR 2018-HQA2 M2 02.4845 10/25/2048 | 0.05% | SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.05% | WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.05% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.04% | CITIGROUP INC 03.6680 07/24/2028 | 0.04% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.04% | GNMA GII30 AY4779 04.5100 03/20/2067 | 0.04% | GNMA GII30 BB0107 04.7000 08/20/2067 | 0.04% | IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.04% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.04% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% | JPMCC 2012-LC9 D P/P 144A 04.5654 12/15/2047 | 0.04% | MSBAM 2014-C17 XA IO 01.2652 08/15/2047 | 0.04% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.04% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.04% | STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.04% | CCMFC 2004-3A A2 00.4845 08/25/2035 | 0.04% | COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.04% | GNR 2015-H20 AI IO 01.7996 08/20/2065 | 0.04% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.04% | ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.04% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.04% | GEORGIA-PACIFIC LLC P/P 144A 05.4000 11/01/2020 | 0.04% | GNMA GII30 BA7681 04.6210 06/20/2067 | 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% | MSBAM 2013-C10 F P/P 144A 04.2181 07/15/2046 | 0.04% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.04% | AMGEN INC 02.6000 08/19/2026 | 0.04% | CAS 2019-R05 1M2 02.1845 07/25/2039 | 0.04% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.04% | JPMORGAN CHASE & CO 01.3924 05/15/2047 | 0.04% | CAS 2015-C04 2M2 05.7345 04/25/2028 | 0.04% | CGCMT 2013-GC17 X IO 01.1837 11/10/2046 | 0.04% | COMM 2014-CR19 D P/P 144A 04.8878 08/10/2047 | 0.04% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.04% | FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.04% | FNR 2005-75 GS 19.6965 08/25/2035 | 0.04% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% | GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.04% | HCA INC 05.0000 03/15/2024 | 0.04% | KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% | MWST 2018-W1 A 01.0345 11/25/2051 | 0.04% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% | VMWARE INC 03.9000 08/21/2027 | 0.04% | WAMU 2005-AR1 A2B 00.9845 01/25/2045 | 0.04% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.04% | AIR LEASE CORP 04.6250 10/01/2028 | 0.04% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.04% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.04% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.04% | GNR 2015-H17 CI IO 01.5630 06/20/2065 | 0.04% | GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.04% | INTERNATIONAL PAPER CO 03.0000 02/15/2027 | 0.04% | VERUS 2020-INV1 A3 03.8890 04/25/2060 | 0.04% | CIT GROUP INC 05.0000 08/01/2023 | 0.04% | FHR 2990 LB 16.4735 06/15/2034 | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.04% | JPMBB 2014-C25 XA IO 00.9986 11/15/2047 | 0.04% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.04% | METLIFE INC 06.4000 12/15/2036 | 0.04% | JPMCC 2013-LC11 X IO 01.3923 04/15/2046 | 0.04% | ORACLE CORP 04.0000 11/15/2047 | 0.04% | QVC INC 04.8500 04/01/2024 | 0.04% | BANK OF AMERICA CORP 01.0734 09/15/2026 | 0.04% | CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.04% | ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.04% | FHR 4074 KS IO 06.5153 02/15/2041 | 0.04% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.04% | JPMCC 2012-LC9 XA IO 01.6458 12/15/2047 | 0.04% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% | AT&T INC 02.9500 07/15/2026 | 0.04% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.04% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.04% | GNR 2015-H01 CI IO 01.5915 12/20/2064 | 0.04% | UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.04% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% | COMM 2012-LC4 XA IO P/P 144A 02.2841 12/10/2044 | 0.04% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.04% | GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.04% | GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.04% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.04% | GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.04% | UBSCM 2012-C1 XA IO P/P 144A 02.2526 05/10/2045 | 0.04% | FHR 4500 GI IO 04.0000 08/15/2045 | 0.03% | FOX CORP 04.0300 01/25/2024 | 0.03% | GNMA GII30 BE5936 04.0000 05/20/2048 | 0.03% | GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.03% | JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.03% | KINDER MORGAN INC 03.1500 01/15/2023 | 0.03% | STACR 2019-DNA2 B1 04.5345 03/25/2049 | 0.03% | CGCMT 2012-GC8 XA IO P/P 144A 01.9252 09/10/2045 | 0.03% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.03% | CVS HEALTH CORP 03.7000 03/09/2023 | 0.03% | FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.03% | 0.40 R ISWP FWD US0003M P 06/17/2022 | 0.03% | 0.84292 R ISWP US0003M P 05/12/2050 | 0.03% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.03% | FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.03% | CAS 2015-C04 1M2 05.8845 04/25/2028 | 0.03% | CAS 2017-C06 2M2 02.9845 02/25/2030 | 0.03% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% | FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.03% | FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.03% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.03% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% | SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.03% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.03% | DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.03% | ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.03% | GNMA GII30 BD3297 03.5000 11/20/2047 | 0.03% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.03% | FNR 12-118 PI IO 04.0000 06/25/2042 | 0.03% | GNMA GII30 BG4861 04.5000 05/20/2048 | 0.03% | GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.03% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.03% | OSHKOSH CORP 03.1000 03/01/2030 | 0.03% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.03% | SWPTN 3MX5Y R 0.439 USD 08/06/2020 CI | 0.03% | WALT DISNEY COMP 07.7500 01/20/2024 | 0.03% | CITIGROUP INC 03.8870 01/10/2028 | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% | FHR 4132 IP IO 04.5000 11/15/2042 | 0.03% | GNR 2013-129 SN IO 05.9600 09/20/2043 | 0.03% | GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.03% | HMIR 2018-1 M1 P/P 144A 01.7845 10/25/2028 | 0.03% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.03% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.03% | COMM 2013-CR13 E P/P 144A 05.0504 11/10/2046 | 0.03% | HCA INC 05.5000 06/15/2047 | 0.03% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | STACR 2018-DNA3 B1 04.0845 09/25/2048 | 0.03% | VIACOMCBS INC 02.9000 01/15/2027 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% | DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.02% | FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.02% | FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.02% | GNMA GII30 BE5937 04.0000 05/20/2048 | 0.02% | GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.02% | GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.02% | JPMCC 2010-C1 C P/P 144A 06.2720 06/15/2043 | 0.02% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.02% | 0.78 R ISWP US0003M P 04/28/2050 | 0.02% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% | FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% | FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.02% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% | THE AES CORPORATION 05.1250 09/01/2027 | 0.02% | 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.02% | AT&T INC 04.3500 03/01/2029 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | COMM 2014-UBS6 C 04.5949 12/10/2047 | 0.02% | FHR 4182 GI IO 03.0000 01/15/2043 | 0.02% | FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.02% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% | MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% | CAS 2019-R02 1B1 04.3345 08/25/2031 | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.02% | COMM 2012-CR1 D P/P 144A 05.4970 05/15/2045 | 0.02% | FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.02% | FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.02% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% | GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.02% | GNR 2019-121 SD IO 05.8100 10/20/2049 | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% | JPMBB 2013-C17 XA IO 00.9174 01/15/2047 | 0.02% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.02% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | 0.02% | CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.02% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% | 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.02% | CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.02% | GNR 2015-H22 EI IO 01.5868 08/20/2065 | 0.02% | HCA INC 05.2500 06/15/2026 | 0.02% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.02% | WFRBS 2011-C5 XA IO P/P 144A 01.8371 11/15/2044 | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.02% | FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% | HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.02% | BGC PARTNERS INC 05.1250 05/27/2021 | 0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% | CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.02% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% | FHR 4183 MI IO 03.0000 02/15/2042 | 0.02% | FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.02% | GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.02% | STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.02% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.02% | BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.02% | CAS 2016-C04 1M2 04.4345 01/25/2029 | 0.02% | FIRSTENERGY CORP 04.8500 07/15/2047 | 0.02% | MSC 2012-C4 XA IO P/P 144A 02.2469 03/15/2045 | 0.02% | BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% | ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% | FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% | GSMS 2011-GC5 XA IO P/P 144A 01.4926 08/10/2044 | 0.02% | KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.02% | KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.02% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% | ABBVIE INC P/P 144A 03.4500 03/15/2022 | 0.02% | CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.02% | CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.02% | FHR 2976 LC 23.7426 05/15/2035 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.01% | FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | FNMA FN30 BC5322 UMBS 03.5000 03/01/2046 | 0.01% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% | SWPTN 1MX10Y P 0.67 USD 07/22/2020 JP | 0.01% | AUTONATION INC 04.5000 10/01/2025 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% | FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.01% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% | GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.01% | 1.58 R ISWP FWD US0003M P 03/18/2025 | 0.01% | AMERICAN TOWER CORP 03.3750 10/15/2026 | 0.01% | FHR 4663 KI IO 03.5000 11/15/2042 | 0.01% | IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% | IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% | VIACOMCBS INC 04.0000 01/15/2026 | 0.01% | CASH MGMT BILL 00.0000 09/08/2020 | 0.01% | CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% | FHR 3300 PO PO 00.0000 02/15/2037 | 0.01% | FHR 4018 DI IO 04.5000 07/15/2041 | 0.01% | FNR 2005-83 QP 16.9143 11/25/2034 | 0.01% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% | WFRBS 2011-C4 E P/P 144A 05.3900 06/15/2044 | 0.01% | 0.71729 R ISWP US0003M P 05/21/2030 | 0.01% | 0.7176 R ISWP US0003M P 05/21/2030 | 0.01% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% | CITIGROUP INC 03.1060 04/08/2026 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.01% | FHR 3391 PO PO 00.0000 04/15/2037 | 0.01% | FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.01% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% | IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% | PROLOGIS LP 02.1250 04/15/2027 | 0.01% | BERKSHIRE HATHAWAY ENERG 06.5000 09/15/2037 | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% | GNR 2020-15 CS IO 05.8600 12/02/2021 | 0.01% | IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.01% | 0.352 R ISWP FWD US0003M P 06/30/2025 | 0.01% | 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.01% | APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | FIRSTENERGY CORP 03.9000 07/15/2027 | 0.01% | FNMA FN30 BA5236 UMBS 03.5000 12/01/2045 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% | PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.01% | SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.01% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% | FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% | FNS 372 1 PO 00.0000 08/25/2036 | 0.01% | GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.01% | GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.01% | SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% | CITIGROUP INC 04.7500 05/18/2046 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.00% | CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% | FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% | GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% | GNR 2017-6 DI IO 03.5000 01/20/2044 | 0.00% | IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% | IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% | OPTN FN30 2.5 08/06/20 PUT 103.59765625 JPMC | 0.00% | PACIFICORP 06.2500 10/15/2037 | 0.00% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.00% | 0.39537 R ISWP US0003M P 05/11/2025 | 0.00% | 0.39637 R ISWP US0003M P 05/11/2025 | 0.00% | 0.399 R ISWP US0003M P 05/11/2025 | 0.00% | 0.3998 R ISWP US0003M P 05/11/2025 | 0.00% | 0.401 R ISWP US0003M P 05/11/2025 | 0.00% | 0.4016 R ISWP US0003M P 05/11/2025 | 0.00% | 0.4035 R ISWP US0003M P 05/11/2025 | 0.00% | 0.6675 R ISWP US0003M P 06/15/2030 | 0.00% | 0.66833 R ISWP US0003M P 06/15/2030 | 0.00% | 0.6685 R ISWP US0003M P 06/15/2030 | 0.00% | 0.6915 R ISWP US0003M P 04/22/2030 | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | COMCAST CORP 06.5000 11/15/2035 | 0.00% | EQUINOR ASA USD 05.1000 08/17/2040 | 0.00% | FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% | FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% | PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% | 0.338 R ISWP US0003M P 07/01/2025 | 0.00% | 0.66726 R ISWP US0003M P 04/24/2030 | 0.00% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | FNMA FN30 953612 05.0000 03/01/2038 | 0.00% | FNR 2007-64 LO PO 00.0000 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2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.01% | SWPTN 1MX10Y P 0.74 USD 07/22/2020 JP | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | -0.01% | 0.65 R ISWP US0003M P 05/26/2030 | -0.01% | 2.032 R ISWP US0003M P 01/16/2055 | -0.01% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% | SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | -0.01% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 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2063-05-11 300.0 05/11/2063 ML | -0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% | SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.01% | 0.7275 R ISWP US0003M P 04/22/2030 | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% | 0.895 R ISWP US0003M P 04/22/2030 | -0.02% | 0.90 R ISWP FWD US0003M P 06/17/2050 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% | 0.328 R ISWP US0003M P 05/01/2022 | -0.02% | IOS.FN30.500.08 P USL1M R 01/12/39 CS | -0.02% | 0.723 R ISWP US0003M P 06/19/2030 | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.02% | SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.02% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.02% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% | IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% | 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.02% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.02% | 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.02% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.02% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% | 0.385 R ISWP US0003M P 05/21/2025 | -0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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 BA | -0.03% | SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.03% | 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.03% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% | SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.03% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.03% | OPTN FN30 2.5 08/06/20 PUT 103.5625 JPMC | -0.03% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.03% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.03% | SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.03% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.04% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.04% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.04% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% | 0.865 R ISWP US0003M P 06/09/2030 | -0.04% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.04% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.05% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% | 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.08% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.08% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.08% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.09% | SWPTN 6YX30Y P 2.8025 USD 04/24/2026 MS | -0.10% | SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.10% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.10% | 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.10% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% | SWPTN 9YX10Y P 3.312 USD 11/27/2028 BA | -0.10% | 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.11% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.11% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.12% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.12% | 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.13% | SWPTN 1YX10Y P 2.027 USD 07/17/2020 BA | -0.13% | 2.6785 R ISWP US0003M P 02/13/2029 | -0.15% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.15% | SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.16% | 1.771 R ISWP US0003M P 01/16/2030 | -0.16% | 1.5095 R ISWP FWD US0003M P 08/28/2030 | -0.16% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.16% | 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.16% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.17% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.17% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.18% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.18% | SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.19% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.20% | 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.22% | 1.4765 R ISWP US0003M P 02/18/2030 | -0.22% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.22% | 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.23% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.23% | 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.24% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.25% | SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.25% | 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.26% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.26% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.27% | 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.28% | 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.29% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.34% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.36% | 2.44 R ISWP FWD US0003M P 03/26/2030 | -0.41% | 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.43% | 2.098 R ISWP FWD US0003M P 03/04/2030 | -0.44% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.47% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.56% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.56% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.64% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.73% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.87% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -1.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.10% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -1.14% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.80% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -2.84% | US 2YR NOTE (CBT) SEP20 TUU0 | -41.49% |
Sector Weightings as of 09/30/20
| Cash Investment | Non-Cash Investment | Total Portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread Duration | Weight | Spread Duration | Weight | Spread Duration | |
| Agency pass-through | 10.02% | 0.45 | 41.01% | 1.58 | 51.03% | 2.03 |
| Investment-grade corporate bonds | 31.73% | 2.73 | 0.00% | 0.00 | 31.73% | 2.73 |
| Commercial MBS | 17.41% | 0.43 | 10.91% | 0.09 | 28.32% | 0.52 |
| Agency CMO | 15.16% | 0.49 | 0.31% | 0.01 | 15.47% | 0.50 |
| Net cash | 11.43% | 0.00 | 0.00% | 0.00 | 11.43% | 0.00 |
| Residential MBS (non-agency) | 11.23% | 0.31 | 0.00% | 0.00 | 11.23% | 0.31 |
| Asset-backed securities (ABS) | 2.33% | 0.08 | 0.00% | 0.00 | 2.33% | 0.08 |
| High-yield corporate bonds | 0.69% | 0.02 | 0.00% | 0.00 | 0.69% | 0.02 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -0.46 | 0.00% | -0.46 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | 1.13 | 0.00% | 1.13 |
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 09/30/20
| United States | 94.50% |
|---|---|
| Canada | 1.44% |
| Bermuda | 1.00% |
| United Kingdom | 0.77% |
| France | 0.48% |
| Switzerland | 0.48% |
| Netherlands | 0.46% |
| Spain | 0.29% |
| Japan | 0.19% |
| Other | 0.39% |
0
Expenses
Sales Charges/Fees
| Breakpoint | Sales Charge | Dealer Allowance | CDSC Liab |
|---|---|---|---|
| $0 - $0 | 0.00% | 0.00% | N |
CDSC
| Year | Percent |
|---|---|
| 1 | 7.00% |
| 2 | 7.00% |
| 3 | 6.00% |
| 4 | 5.00% |
| 5 | 4.00% |
| 6 | 3.00% |
| 7 | 2.00% |
| 8+ | 0.00% |