‡ 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 08/02/21
| with optional enhanced death benefits | ||
|---|---|---|
| Unit Value | $21.644422 | $20.925556 |
| Unit Value Change | 0.079694 | 0.07679 |
Lipper ranking ‡ as of 06/30/21
Category: Core Bond Funds
| Percentile ranking | Rank/Funds in category | |
|---|---|---|
| 10 yrs. | 21% | 17/82 |
| 1 yr. | 69% | 82/118 |
| 3 yrs. | 80% | 91/114 |
| 5 yrs. | 10% | 10/102 |
Quick facts as of 06/30/21
| Fiscal Year End | December |
| Asset Class | Putnam Allstate Advisor |
| Subaccount Status | Open to new investors |
| Number of issues | 1356 |
| Turnover (fiscal year end) | 842% |
| Net Assets | $227M |
| Inception Date | 02/01/88 |
Performance
Performance as of 06/30/21
| Annualized Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
|---|---|---|---|---|---|---|---|
| Restated performance | |||||||
| Unit Value | 0.07% | -3.15% | -1.35% | 3.58% | 2.68% | 2.69% | 4.65% |
| Standardized | -8.68% | -11.67% | -9.99% | -1.07% | -1.01% | -0.29% | 2.84% |
| With optional enhanced death benefit | |||||||
| Unit Value | 0.03% | -3.22% | -1.49% | 3.43% | 2.53% | 2.54% | 4.49% |
| Standardized | -8.71% | -11.73% | -10.13% | -1.22% | -1.17% | -0.47% | 2.63% |
| Actual performance | |||||||
| Unit Value | 0.07% | -3.15% | -1.35% | 3.58% | 2.68% | 2.69% | 3.52% |
| Standardized | -8.68% | -11.67% | -9.99% | -1.07% | -1.01% | -0.29% | 1.00% |
| With optional enhanced death benefit | |||||||
| Unit Value | 0.03% | -3.22% | -1.49% | 3.43% | 2.53% | 2.54% | 3.36% |
| Standardized | -8.71% | -11.73% | -10.13% | -1.22% | -1.17% | -0.47% | 0.80% |
Annual Performance at NAV
| 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 |
|---|---|---|---|---|---|---|---|---|---|
| 3.69% | 9.36% | 0.60% | 5.13% | -2.69% | 0.73% | 4.28% | -1.05% | 10.50% | 4.41% |
| With optional enhanced death benefit | |||||||||
| 3.53% | 9.19% | 0.45% | 4.97% | -2.84% | 0.58% | 4.12% | -1.20% | 10.33% | 4.25% |
Restated performance
Monthly as of 07/31/21 |
|
|---|---|
| Unit Value | 0.18% |
| Standardized | -8.57% |
YTD as of 08/02/21 |
|
|---|---|
| Unit Value | -2.61% |
| Standardized | -11.17% |
With optional enhanced death benefit
Monthly as of 07/31/21 |
|
|---|---|
| Unit Value | 0.17% |
| Standardized | -8.58% |
YTD as of 08/02/21 |
|
|---|---|
| Unit Value | -2.70% |
| Standardized | -11.25% |
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 06/30/21
| Avg. Eff. Maturity | 8.03 |
| Avg. Eff. Duration | 5.58 |
| Avg. Coupon | 4.59 |
| Avg. Yield to Maturity | 5.51 |
| Alpha (%) | -- |
| Beta | 1.12 |
| R Squared | 0.70 |
| Standard Deviation (3 yrs.) | 4.63 |
Maturity Details
| 0 to 1 yr. | -7.91% |
| 1 to 5 yrs. | 53.37% |
| 5 to 10 yrs. | 43.55% |
| 10 to 15 yrs. | 1.71% |
| Over 15 yrs. | 9.28% |
Quality Ratings
| AAA | 74.93% |
| AA | 8.19% |
| A | 12.83% |
| BBB | 20.63% |
| BB | 4.42% |
| B | 3.24% |
| CCC and Below | 2.18% |
| Not Rated | -26.42% |
Holdings
| Fnma Fn30 Tba Umbs 02.5000 07/01/2051 | 8.19% |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2051 | 5.15% |
| Fnma Fn30 Tba Umbs 02.0000 08/01/2051 | 4.88% |
| Fnma Fn30 Tba Umbs 03.5000 07/01/2051 | 4.17% |
| Fnma Fn30 Tba Umbs 03.0000 07/01/2051 | 3.67% |
| Fnma Fn30 Tba Umbs 02.0000 07/01/2051 | 3.11% |
| Gnma Gii30 Tba 03.5000 07/01/2051 | 2.77% |
| Fnma Fn30 Tba Umbs 04.5000 07/01/2051 | 1.89% |
| Gnma Gii30 Tba 04.0000 07/01/2051 | 1.86% |
| Fnma Fn30 Tba Umbs 06.0000 07/01/2051 | 0.99% |
| Top 10 holdings, total: | 36.68% |
| Top 10 holdings as of 06/30/21 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 02.5000 07/01/2051 | 8.19% |
| 2: Fnma Fn30 Tba Umbs 04.0000 07/01/2051 | 5.15% |
| 3: Fnma Fn30 Tba Umbs 02.0000 08/01/2051 | 4.88% |
| 4: Fnma Fn30 Tba Umbs 03.5000 07/01/2051 | 4.17% |
| 5: Fnma Fn30 Tba Umbs 03.0000 07/01/2051 | 3.67% |
| 6: Fnma Fn30 Tba Umbs 02.0000 07/01/2051 | 3.11% |
| 7: Gnma Gii30 Tba 03.5000 07/01/2051 | 2.77% |
| 8: Fnma Fn30 Tba Umbs 04.5000 07/01/2051 | 1.89% |
| 9: Gnma Gii30 Tba 04.0000 07/01/2051 | 1.86% |
| 10: Fnma Fn30 Tba Umbs 06.0000 07/01/2051 | 0.99% |
| Holdings represent 36.68% of portfolio | |
| Top 10 holdings as of 05/31/21 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 02.0000 06/01/2051 | 13.30% |
| 2: Fnma Fn30 Tba Umbs 02.5000 06/01/2051 | 11.82% |
| 3: Fnma Fn30 Tba Umbs 04.0000 06/01/2051 | 5.16% |
| 4: Fnma Fn30 Tba Umbs 03.5000 06/01/2051 | 4.17% |
| 5: Gnma Gii30 Tba 03.5000 06/01/2051 | 2.77% |
| 6: Fnma Fn30 Tba Umbs 03.0000 06/01/2051 | 2.29% |
| 7: Fnma Fn30 Tba Umbs 04.5000 06/01/2051 | 1.90% |
| 8: Gnma Gii30 Tba 04.0000 06/01/2051 | 1.86% |
| 9: Fnma Fn30 Tba Umbs 03.0000 07/01/2051 | 1.37% |
| 10: Fnma Fn30 Tba Umbs 06.0000 06/01/2051 | 0.99% |
| Holdings represent 45.63% of portfolio | |
| Top 10 holdings as of 04/30/21 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 02.5000 06/01/2051 | 11.21% |
| 2: Fnma Fn30 Tba Umbs 04.0000 05/01/2051 | 5.12% |
| 3: Fnma Fn30 Tba Umbs 03.5000 06/01/2051 | 3.22% |
| 4: Gnma Gii30 Tba 03.5000 05/01/2051 | 2.76% |
| 5: Fnma Fn30 Tba Umbs 03.0000 05/01/2051 | 2.27% |
| 6: Fnma Fn30 Tba Umbs 04.5000 05/01/2051 | 1.89% |
| 7: Gnma Gii30 Tba 04.0000 05/01/2051 | 1.85% |
| 8: Fnma Fn30 Tba Umbs 03.0000 06/01/2051 | 1.36% |
| 9: Fnma Fn30 Tba Umbs 06.0000 05/01/2051 | 0.98% |
| 10: Fnma Fn30 Tba Umbs 05.5000 05/01/2051 | 0.97% |
| Holdings represent 31.63% of portfolio | |
| Top 10 holdings as of 03/31/21 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 02.5000 05/01/2051 | 7.10% |
| 2: Fnma Fn30 Tba Umbs 02.5000 04/01/2051 | 4.00% |
| 3: Fnma Fn30 Tba Umbs 03.5000 05/01/2051 | 3.21% |
| 4: Fnma Fn30 Tba Umbs 04.0000 04/01/2051 | 2.79% |
| 5: Gnma Gii30 Tba 03.5000 04/01/2051 | 2.74% |
| 6: Fnma Fn30 Tba Umbs 04.0000 05/01/2051 | 2.33% |
| 7: Fnma Fn30 Tba Umbs 04.5000 04/01/2051 | 1.89% |
| 8: Gnma Gii30 Tba 04.0000 04/01/2051 | 1.85% |
| 9: Fnma Fn30 Tba Umbs 03.0000 04/01/2051 | 1.81% |
| 10: Fnma Fn30 Tba Umbs 03.0000 05/01/2051 | 1.81% |
| Holdings represent 29.53% of portfolio | |
| FNMA FN30 TBA UMBS 02.5000 07/01/2051 | 8.19% | FNMA FN30 TBA UMBS 04.0000 07/01/2051 | 5.15% | FNMA FN30 TBA UMBS 02.0000 08/01/2051 | 4.88% | US ULTRA BOND CBT SEP21 WNU1 | 4.58% | FNMA FN30 TBA UMBS 03.5000 07/01/2051 | 4.17% | US 10YR NOTE (CBT)SEP21 TYU1 | 3.85% | FNMA FN30 TBA UMBS 03.0000 07/01/2051 | 3.67% | FNMA FN30 TBA UMBS 02.0000 07/01/2051 | 3.11% | GNMA GII30 TBA 03.5000 07/01/2051 | 2.77% | TREASURY BILL 00.0000 09/02/2021 | 2.51% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.97% | FNMA FN30 TBA UMBS 04.5000 07/01/2051 | 1.89% | GNMA GII30 TBA 04.0000 07/01/2051 | 1.86% | US LONG BOND(CBT) SEP21 USU1 | 1.77% | CASH MGMT BILL 00.0000 09/21/2021 | 1.50% | TREASURY BILL 00.0000 08/03/2021 | 1.45% | TREASURY BILL 00.0000 07/20/2021 | 1.32% | CASH MGMT BILL 00.0000 10/19/2021 | 1.10% | FNMA FN30 TBA UMBS 06.0000 07/01/2051 | 0.99% | FNMA FN30 TBA UMBS 05.5000 07/01/2051 | 0.98% | CASH MGMT BILL 00.0000 09/28/2021 | 0.97% | BF0101 03.5000 06/01/2056 | 0.85% | FNR 2020-70 SD IO 06.1585 10/25/2050 | 0.73% | FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.59% | FHR 4945 SL IO 05.9585 01/25/2050 | 0.58% | BMIR 2017-1 M2 144A 03.4415 10/25/2027 | 0.56% | FHS 315 PO PO 00.0000 09/15/2043 | 0.52% | CITIGROUP INC 04.4500 09/29/2027 | 0.51% | FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.50% | WAMU 2005-AR13 A1C4 00.9515 10/25/2045 | 0.50% | TREASURY BILL 00.0000 10/14/2021 | 0.48% | 2.7725 R ISWP US0003M P 03/02/2031 | 0.47% | 2.764 R ISWP US0003M P 02/18/2031 | 0.47% | GNMA GII30 TBA 04.5000 07/01/2051 | 0.47% | GNMA GII30 TBA 03.0000 07/01/2051 | 0.46% | US 5YR NOTE (CBT) SEP21 FVU1 | 0.44% | STACR 2016-HQA1 M3 06.4415 09/25/2028 | 0.43% | COMM 2014-CR17 C 04.9460 05/10/2047 | 0.43% | CAS 2016-C03 1M2 05.3915 10/25/2028 | 0.42% | FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.42% | MORGAN STANLEY 04.3750 01/22/2047 | 0.42% | STAR 2020-2 A2 03.9700 04/25/2060 | 0.40% | FHR 5024 EI IO 04.0000 10/25/2050 | 0.40% | AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.40% | WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.40% | GNR 2020-18 GS IO 05.9566 02/20/2050 | 0.39% | APPLE INC 02.8000 02/08/2061 | 0.39% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.38% | UBSCM 2012-C1 C 144A 05.7542 05/10/2045 | 0.38% | STACR 2020-HQA1 M2 01.9915 01/25/2050 | 0.38% | ABBVIE INC 03.2000 11/21/2029 | 0.36% | AT&T INC P/P 144A 03.5500 09/15/2055 | 0.36% | MCAS 2019-01 M10 144A 03.3415 10/15/2049 | 0.36% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.35% | UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.35% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.35% | MRAIT 2020-2 A2 | 0.34% | MRAIT 2021-8 A1X 01.2601 10/15/2021 | 0.34% | MRAIT 2020-12 A1X 01.4229 07/15/2021 | 0.34% | STACR 2019-DNA2 M2 02.5415 03/25/2049 | 0.34% | CGCMT 2012-GC8 B 144A 04.2850 09/10/2045 | 0.32% | MSBAM 2013-C10 E 144A 04.2166 07/15/2046 | 0.31% | FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.30% | FHR 5019 MI IO 04.0000 10/25/2050 | 0.30% | WAMU 2005-AR17 A1B2 00.9115 12/25/2045 | 0.30% | LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.29% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.29% | COMM 2018-COR3 C 04.7125 05/10/2051 | 0.29% | FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.29% | BROADCOM INC 04.1500 11/15/2030 | 0.28% | FNR 2019-3 SA IO 06.0085 02/25/2049 | 0.28% | BBCMS 2019-C4 XA IO 01.7392 08/15/2052 | 0.28% | CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.28% | FNR 2016-8 SA IO 05.9585 03/25/2046 | 0.28% | INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.28% | BRISTOL-MYERS 03.4000 07/26/2029 | 0.27% | WFRBS 2011-C4 C 144A 05.2661 06/15/2044 | 0.27% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.27% | UBSBB 2012-C3 C 144A 05.2058 08/10/2049 | 0.27% | FHLMC FR30 ZM1233 UMBS 03.0000 06/01/2046 | 0.27% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.27% | GNMA GII30 BG6074 04.0000 04/20/2048 | 0.27% | GSMS 2015-GS1 XA IO 00.9078 11/10/2048 | 0.27% | APPLE INC 04.3750 05/13/2045 | 0.26% | CAS 2016-C03 2M2 05.9915 10/25/2028 | 0.26% | CFCRE 2011-C2 E P/P 144A 05.9710 12/15/2047 | 0.26% | TRK 2020-1 A1 02.7343 03/25/2023 | 0.26% | CGCMT 2015-P1 C 04.5140 09/15/2048 | 0.26% | STACR 2016-DNA3 M3 05.0915 12/25/2028 | 0.26% | GSMS 2013-GC12 B 03.7770 06/10/2046 | 0.25% | CF 2019-CF1 XA IO 01.3001 05/15/2052 | 0.25% | WFCM 2020-C57 C 04.1580 08/15/2053 | 0.25% | ORACLE CORP 03.6500 03/25/2041 | 0.25% | FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.25% | FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.25% | JPMCC 2012-C8 C 144A 04.7770 10/15/2045 | 0.25% | STACR 2017-HQA2 M2 02.7415 12/25/2029 | 0.24% | WFCM 2018-C43 XA IO 00.8205 03/15/2051 | 0.24% | SPST 2021-6 A 00.8908 04/25/2022 | 0.23% | CAS 2017-C07 1EB2 01.0915 05/25/2030 | 0.23% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.23% | UBSCM 2019-C17 C 03.7582 10/15/2052 | 0.23% | BACM 2015-UBS7 XA IO 00.9384 09/15/2048 | 0.23% | FHMS K105 X1 IO 01.6448 03/25/2053 | 0.23% | VERIZON COMM 04.6720 03/15/2055 | 0.23% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.23% | MRAIT 2021-11 A1X 01.2355 01/25/2022 | 0.23% | MRAIT 2021-EBO4 A1X 01.8421 02/16/2022 | 0.23% | STACR 2016-HQA2 M3 05.2415 11/25/2028 | 0.23% | WFRBS 2012-C10 D 144A 04.5733 12/15/2045 | 0.23% | AMMST 2021-MF2 D P/P 144A 02.0000 06/15/2054 | 0.23% | DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.23% | FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.22% | JPMBB 2013-C14 D 144A 04.7228 08/15/2046 | 0.22% | MICROSOFT CORP 02.6750 06/01/2060 | 0.22% | FHR 4975 EI IO 04.5000 05/25/2050 | 0.22% | SPST 2020-15 A 01.4608 12/10/2021 | 0.22% | US BANCORP 03.0000 07/30/2029 | 0.22% | GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.22% | SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.22% | CSAIL 2015-C4 B 04.4638 11/15/2048 | 0.22% | SALESFORCE.COM INC 02.9000 07/15/2051 | 0.21% | SALESFORCE.COM INC 03.0500 07/15/2061 | 0.21% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.21% | CSAIL 2019-C16 XA IO 01.7223 06/15/2052 | 0.21% | FNR 2020-95 GI IO 03.5000 01/25/2051 | 0.21% | GNR 2020-55 SA IO 05.9566 04/20/2050 | 0.21% | RMLT 2020-2 A3 02.9110 05/25/2060 | 0.21% | WFRBS 2011-C5 C P/P 144A 05.9014 11/15/2044 | 0.21% | JPMCC 2012-C6 B 04.8186 05/15/2045 | 0.21% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.21% | WFRBS 2013-C15 D 144A 04.6455 08/15/2046 | 0.20% | CAS 2016-C02 1M2 06.0915 09/25/2028 | 0.20% | GSMS 2010-C1 D 144A 06.1851 08/10/2043 | 0.20% | MRAIT 2020-11 A1X 01.7729 04/22/2022 | 0.20% | SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.20% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.20% | MRAIT 2021-NA1 A1X 01.5908 03/08/2022 | 0.20% | SHRP 2020-1 NOTE 03.0470 07/25/2024 | 0.20% | CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.20% | HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.20% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.20% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.20% | JPMCC 2011-C3 B 144A 05.0131 02/15/2046 | 0.20% | CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.19% | GNMA GII30 MA5194 05.0000 05/20/2048 | 0.19% | BSCMS 2007-T26 AJ 05.5403 01/12/2045 | 0.19% | NETFLIX INC 04.3750 11/15/2026 | 0.19% | AT&T INC P/P 144A 02.5500 12/01/2033 | 0.19% | RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.19% | WFCM 2019-C50 XA IO 01.5808 05/15/2052 | 0.19% | FHR 3835 FO PO 00.0000 04/15/2041 | 0.18% | GNR 2016-H23 NI IO 02.3686 10/20/2066 | 0.18% | MCAS 2020-01 M10 144A 03.8415 03/25/2050 | 0.18% | CAS 2018-C04 2M2 02.6415 12/25/2030 | 0.18% | STACR 2020-HQA2 M2 03.1915 03/25/2050 | 0.18% | UBSCM 2019-C17 XA IO 01.6252 10/15/2052 | 0.18% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.18% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.18% | STACR 2019-DNA1 B1 04.7415 01/25/2049 | 0.18% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.18% | GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.18% | KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.18% | WFRBS 2014-C22 B 04.3710 09/15/2057 | 0.18% | AT&T INC 04.7500 05/15/2046 | 0.18% | CAS 2020-R01 1M2 02.1415 01/25/2040 | 0.18% | CAS 2020-R02 2M2 02.0915 01/25/2040 | 0.18% | CGCMT 2014-GC23 IO 01.0693 07/10/2047 | 0.18% | GNR 2019-119 KS IO 05.9754 09/16/2049 | 0.18% | MRAIT 2021-EBO1 A1X 01.8421 10/08/2021 | 0.18% | STACR 2019-DNA1 M2 02.7415 01/25/2049 | 0.18% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.18% | CIT BANK NA 02.9690 09/27/2025 | 0.18% | GNMA GII30 BD1731 03.5000 01/20/2048 | 0.18% | TREASURY BILL 00.0000 07/06/2021 | 0.18% | FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.18% | FREMF 2019-KF66 B 144A 02.4859 07/25/2029 | 0.18% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.17% | OMIR 2018-1A M2 02.9415 07/25/2028 | 0.17% | COMCAST CORP 03.4000 07/15/2046 | 0.17% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.17% | SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.17% | DBUBS 2011-LC3A D 144A 05.6054 08/10/2044 | 0.17% | LCCM 2017-LC26 XA IO 144A 01.5908 07/12/2050 | 0.17% | BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.16% | CITIGROUP INC 03.8750 02/18/2051 | 0.16% | GSMS 2014-GC18 C 05.1546 01/10/2047 | 0.16% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.16% | FHLMC FR30 ZA4291 UMBS 03.5000 08/01/2043 | 0.16% | FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.16% | JPMCC 2012-C8 D 144A 04.8251 10/15/2045 | 0.16% | CSAIL 2015-C1 D 144A 03.9048 04/15/2050 | 0.16% | MSC 2011-C3 B 144A 05.4752 07/15/2049 | 0.16% | GNR 2018-168 KS IO 06.0566 12/20/2048 | 0.16% | FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.16% | TOTALENERGIES CAPITAL USD 02.8290 01/10/2030 | 0.16% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.16% | FHR 5052 KI IO 04.0000 12/25/2050 | 0.16% | GENERAL MOTORS CO 05.9500 04/01/2049 | 0.16% | GSMS 2014-GC24 D 144A 04.6690 09/10/2047 | 0.16% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.16% | CSAIL 2015-C3 XA IO 00.8459 08/15/2048 | 0.16% | FREMF 2019-KF65 B 144A 02.4859 07/25/2029 | 0.16% | ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.15% | BPCE SA P/P 144A 04.5000 03/15/2025 | 0.15% | FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.15% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.15% | WFRBS 2012-C6 C 144A 05.8495 04/15/2045 | 0.15% | ARRW 2019-3 M1 04.2040 10/25/2048 | 0.15% | FISERV INC 04.2000 10/01/2028 | 0.15% | ZOETIS INC 03.9000 08/20/2028 | 0.15% | FNR 2017-108 SA IO 06.0585 01/25/2048 | 0.15% | GNR 2019-123 SL IO 06.0566 10/20/2049 | 0.15% | BHLD 2020-1 A3 03.2530 02/25/2055 | 0.15% | JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.15% | GNR 2016-H02 HI IO 01.5420 01/20/2066 | 0.15% | UBSBB 2012-C4 B 144A 03.7181 12/10/2045 | 0.14% | BOEING CO 05.9300 05/01/2060 | 0.14% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.14% | GNR 2019-20 SB IO 06.0066 02/20/2049 | 0.14% | MICROSOFT CORP 02.9210 03/17/2052 | 0.14% | UBSCM 2012-C1 D 144A 05.7542 05/10/2045 | 0.14% | CAS 2017-C03 1M2 03.0915 10/25/2029 | 0.14% | FNR 2016-91 AS IO 06.0085 12/25/2046 | 0.14% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.14% | GNMA GII30 BD1729 03.5000 01/20/2048 | 0.14% | STACR 2018-DNA2 B1 03.7915 12/25/2030 | 0.14% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.14% | JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.14% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.14% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.14% | UBSC 2011-C1 D 144A 06.2817 01/10/2045 | 0.14% | ARES CAPITAL CORP 03.8750 01/15/2026 | 0.14% | CAS 2017-C01 1M2 03.6415 07/25/2029 | 0.14% | FNR 2021-12 NI IO 02.5000 03/25/2051 | 0.14% | GNR 2012-149 GS IO 06.1066 12/20/2042 | 0.14% | L3HARRIS TECH INC 01.8000 01/15/2031 | 0.14% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.14% | T-MOBILE USA INC 04.5000 04/15/2050 | 0.14% | WFRBS 2014-C22 XA IO 00.9488 09/15/2057 | 0.14% | BACM 2005-1 B 05.6647 11/10/2042 | 0.14% | COMM 2012-CR2 B 04.3930 08/15/2045 | 0.14% | STACR 2017-HQA1 M2B 03.6415 08/25/2029 | 0.14% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.13% | GNR 2014-H07 BI IO 01.4656 05/20/2064 | 0.13% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.13% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.13% | GNR 2020-32 GS IO 06.0066 03/20/2050 | 0.13% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.13% | THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.13% | BACM 2015-UBS7 B 04.5039 09/15/2048 | 0.13% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.13% | COMCAST CORP 02.3500 01/15/2027 | 0.13% | GNMA GII30 MA5266 05.0000 06/20/2048 | 0.13% | FNR 2020-12 SK IO 05.9585 03/25/2050 | 0.13% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.13% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.13% | INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.13% | JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.13% | COMM 2014-UBS4 C 04.8064 08/10/2047 | 0.13% | UBSBB 2012-C2 E 144A 05.0437 05/10/2063 | 0.13% | WEC ENERGY GROUP INC 02.2684 05/15/2067 | 0.13% | COMCAST CORP 03.4500 02/01/2050 | 0.13% | FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.13% | GSMS 2014-GC22 XA IO 01.1054 06/10/2047 | 0.13% | KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.13% | MRAFT 2020-5 A1 01.0770 08/10/2023 | 0.13% | AMAZON.COM INC 04.0500 08/22/2047 | 0.13% | GNR 2019-H02 DI IO 02.2663 11/20/2068 | 0.13% | MSBAM 2014-C14 C 05.2181 02/15/2047 | 0.12% | GNR 2014-H11 GI IO 01.4798 06/20/2064 | 0.12% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.12% | GNR 2019-83 SW IO 06.0066 07/20/2049 | 0.12% | HCA INC 03.5000 07/15/2051 | 0.12% | INTERPUBLIC GRP 04.6500 10/01/2028 | 0.12% | JPMBB 2013-C14 E 144A 04.7228 08/15/2046 | 0.12% | GNMA GII30 BE1441 03.5000 11/20/2047 | 0.12% | MSC 2016-UB12 XA IO 00.8505 12/15/2049 | 0.12% | AIR LEASE CORP 03.2500 10/01/2029 | 0.12% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.12% | THE BOEING COMPANY 04.8750 05/01/2025 | 0.12% | LENNAR CORP 04.7500 11/29/2027 | 0.12% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.12% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.12% | GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.12% | LYONDELLBASELL IND NV 04.6250 02/26/2055 | 0.12% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.12% | UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.12% | FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.12% | JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.12% | JPMCC 2012-C6 E 144A 05.3126 05/15/2045 | 0.12% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.12% | VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.12% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.12% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.12% | UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.12% | JPMBB 2013-C12 C 04.2355 07/15/2045 | 0.12% | JPMBB 2013-C15 C 05.3688 11/15/2045 | 0.12% | VIATRIS INC P/P 144A 04.0000 06/22/2050 | 0.12% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.12% | CAS 2017-C07 1B1 04.0915 05/25/2030 | 0.12% | AMGEN INC 04.6630 06/15/2051 | 0.11% | FHMS K104 X1 IO 01.2480 02/25/2052 | 0.11% | DRMT 2020-2 A2 02.5940 05/25/2065 | 0.11% | FHR 4738 QS IO 06.1271 12/15/2047 | 0.11% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.11% | GNR 2019-83 JS IO 06.0066 07/20/2049 | 0.11% | STACR 2018-DNA2 M2 02.2415 12/25/2030 | 0.11% | UBSCM 2017-C7 XA IO 01.1773 12/15/2050 | 0.11% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.11% | FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.11% | UBSCM 2018-C12 XA IO 00.9799 08/15/2051 | 0.11% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.11% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.11% | BANK OF AMERICA CORP 05.1250 06/20/2024 | 0.11% | CSAIL 2015-C1 C 04.4048 04/15/2050 | 0.11% | JPMBB 2014-C22 C 04.7047 09/15/2047 | 0.11% | LMAT 2019-GS2 A2 144A 04.2500 01/25/2059 | 0.11% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.11% | TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.11% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.11% | COMM 2013-CR13 D 144A 05.0456 11/10/2046 | 0.11% | FLORIDA POWER & LIGHT CO 04.1250 02/01/2042 | 0.11% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.11% | BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.11% | CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.11% | MRAFT 2020-4 A1 01.4270 04/23/2023 | 0.11% | SERVICENOW INC 01.4000 09/01/2030 | 0.11% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.11% | GNR 2017-H14 EI IO 01.1984 06/20/2067 | 0.11% | AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.10% | BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.10% | GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.10% | UBSBB 2013-C6 B 144A 03.8751 04/10/2046 | 0.10% | BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.10% | CGCMT 2014-GC19 X IO 01.3027 03/10/2047 | 0.10% | AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.10% | COMM 2014-UBS2 C 05.1383 03/10/2047 | 0.10% | CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.10% | EQUINIX INC 03.2000 11/18/2029 | 0.10% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% | NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.10% | WFCM 2015-LC20 XB IO 00.6281 04/15/2050 | 0.10% | COLT 2020-2 A2 03.0940 03/25/2065 | 0.10% | BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.10% | CAS 2017-C01 1B1 05.8415 07/25/2029 | 0.10% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.10% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.10% | BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.10% | FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.10% | GNR 2015-H13 AI IO 01.9292 06/20/2065 | 0.10% | JPMBB 2014-C22 XA IO 00.9791 09/15/2047 | 0.10% | JPMDB 2017-C7 C 04.3021 10/15/2050 | 0.10% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.10% | GNR 2014-131 BS IO 06.1254 09/16/2044 | 0.10% | GNR 2017-H08 NI IO 02.2620 03/20/2067 | 0.10% | SWPTN 8YX10Y P 3.312 USD 11/27/2028 BA | 0.10% | VSTA 2020-1 A2 02.7700 03/25/2065 | 0.10% | ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.10% | GENERAL ELECTRIC CO 03.4489 12/29/2049 | 0.10% | GNMA GII30 BF6125 04.0000 02/20/2048 | 0.10% | MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.10% | SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.10% | TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.10% | PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.10% | CAS 2018-C01 1M2 02.3415 07/25/2030 | 0.10% | CAS 2019-HRP1 M2 02.2415 11/25/2039 | 0.10% | COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.10% | EMIR 2018-1 M1 01.7915 11/25/2028 | 0.10% | GNR 2020-11 SY IO 06.0066 01/20/2050 | 0.10% | NRZT 2020-NQM2 A2 02.8908 05/24/2060 | 0.10% | 1.65 R ISWP FWD US0003M P 09/15/2031 | 0.10% | COMCAST CORP 03.9990 11/01/2049 | 0.10% | FHR 3408 EK 25.4998 04/15/2037 | 0.10% | GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.10% | SALESFORCE.COM INC 03.7000 04/11/2028 | 0.10% | BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.09% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.09% | 1.574 R ISWP US0003M P 05/12/2031 | 0.09% | CAS 2017-C01 1EB1 01.3415 07/25/2029 | 0.09% | FHR 3065 DC 19.6414 03/15/2035 | 0.09% | AMAZON.COM INC 01.5000 06/03/2030 | 0.09% | BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.09% | CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.09% | CSMC 2016-NXSR XA IO 00.9202 12/15/2049 | 0.09% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.09% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.09% | MSC 2011-C3 E 144A 05.4752 07/15/2049 | 0.09% | STACR 2014-DN2 M3 03.6915 04/25/2024 | 0.09% | BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.09% | CARR 2006-NC2 A4 00.3315 06/25/2036 | 0.09% | FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.09% | BANK 2018-BN13 XA 00.6521 08/15/2061 | 0.09% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.09% | MWST 2020-1 A 00.9915 10/25/2053 | 0.09% | ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.09% | RMIR 2018-1 M2 04.2100 03/25/2028 | 0.09% | COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.09% | FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.09% | GNR 2015-H12 EI IO 01.7016 04/20/2065 | 0.09% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.09% | AON PLC 04.2500 12/12/2042 | 0.09% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.09% | GNMA GII30 BG6110 04.0000 05/20/2048 | 0.09% | WFCM 2014-LC16 XA IO 01.2451 08/15/2050 | 0.09% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.08% | COMM 2013-CR6 D 144A 04.2247 03/10/2046 | 0.08% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% | EMIR 2019-1 M2 03.3915 04/25/2029 | 0.08% | GNR 2017-H09 DI IO 01.8940 03/20/2067 | 0.08% | JPMCC 2013-C16 C 05.1891 12/15/2046 | 0.08% | JPMDB 2017-C5 XA IO 01.0946 03/15/2050 | 0.08% | SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.08% | COMM 2014-UBS6 XA IO 01.0326 12/10/2047 | 0.08% | GNMA GII30 BE1437 03.5000 11/20/2047 | 0.08% | GNR 2017-H10 MI IO 01.8499 04/20/2067 | 0.08% | WFCM 2017-C41 XA IO 01.3499 11/15/2050 | 0.08% | GNMA GII30 BE1440 03.5000 11/20/2047 | 0.08% | GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.08% | SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.08% | COMM 2014-CR17 D 144A 05.0097 05/10/2047 | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.08% | FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.08% | GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.08% | GNR 2015-H12 GI IO 01.7866 05/20/2065 | 0.08% | GNR 2019-44 SA IO 05.9566 04/20/2049 | 0.08% | MERCK & CO INC 03.7000 02/10/2045 | 0.08% | EFMT 2020-1 A2 03.1490 05/25/2065 | 0.08% | GNR 2011-17 S IO 05.9566 02/20/2041 | 0.08% | MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.08% | STACR 2014-HQ2 M3 03.8415 09/25/2024 | 0.08% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.08% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.08% | GENERAL MOTORS CO 05.2000 04/01/2045 | 0.08% | COMM 2014-CR19 D 144A 04.8649 08/10/2047 | 0.08% | GNR 2016-H06 AI IO 01.6312 02/20/2066 | 0.08% | GNR 2017-H12 QI IO 02.2585 05/20/2067 | 0.08% | GNR 2018-155 SE IO 06.0066 11/20/2048 | 0.08% | MSRR 2015-R4 CB1 00.9173 08/26/2047 | 0.08% | GNMA GII30 AY2298 04.7000 05/20/2067 | 0.08% | GNMA GII30 BB3013 03.5000 11/20/2047 | 0.08% | JPMCC 2016-JP2 XA IO 01.9450 08/15/2049 | 0.08% | MSBAM 2013-C13 XB IO 144A 00.1520 11/15/2046 | 0.08% | CIT GROUP INC. 05.2500 03/07/2025 | 0.08% | DOMINION ENERGY INC 04.9000 08/01/2041 | 0.08% | FHR 3852 NT 05.9271 05/15/2041 | 0.08% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.08% | T-MOBILE USA INC 03.8750 04/15/2030 | 0.08% | GNR 2016-H14 IO IO 01.6747 06/20/2066 | 0.07% | GSMS 2013-GC13 XA IO 00.0983 07/10/2046 | 0.07% | 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.07% | GNMA GII30 BB3019 03.5000 11/20/2047 | 0.07% | JPMBB 2014-C19 D 144A 04.8207 04/15/2047 | 0.07% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.07% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.07% | GNMA GII30 BD1730 03.5000 01/20/2048 | 0.07% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.07% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.07% | GNR 2016-H11 HI IO 02.1080 01/20/2066 | 0.07% | STACR 2018-DNA1 M2 01.8915 07/25/2030 | 0.07% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.07% | WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.07% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.07% | FNR 2006-8 HP 24.2312 03/25/2036 | 0.07% | GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.07% | GNR 2019-21 SJ IO 05.9566 02/20/2049 | 0.07% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.07% | UNITEDHEALTH GROUP INC 02.9000 05/15/2050 | 0.07% | TPMT 2018-5 M1 144A 03.2500 07/25/2058 | 0.07% | VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.07% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.07% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.07% | STACR 2018-HQA1 M2 02.3915 09/25/2030 | 0.07% | GNR 2015-H12 AI IO 01.8524 05/20/2065 | 0.07% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.07% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.07% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.07% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.07% | CWALT 2007-OA6 A1A 00.2315 06/25/2037 | 0.07% | FHR 3072 SM 04.2533 11/15/2035 | 0.07% | GNR 2015-H25 AI IO 01.6077 09/20/2065 | 0.07% | RMIR 2019-1 M2 144A 03.2915 02/25/2029 | 0.07% | STACR 2019-HQA1 M2 02.4415 02/25/2049 | 0.07% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.07% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.07% | GNR 2015-H04 AI IO 01.6074 12/20/2064 | 0.07% | JPMCC 2011-C3 D 144A 05.7068 02/15/2046 | 0.07% | MSBAM 2015-C25 XA IO 01.1991 10/15/2048 | 0.07% | MSBAM 2015-C26 XA IO 01.1619 10/15/2048 | 0.07% | MSC 2016-BNK2 XA IO 01.1642 11/15/2049 | 0.07% | OMNICOM GROUP INC 04.2000 06/01/2030 | 0.07% | OSHKOSH CORP 04.6000 05/15/2028 | 0.07% | WFRBS 2014-C24 XA IO 00.9987 11/15/2047 | 0.07% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.06% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.06% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.06% | INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.06% | MOODY'S CORPORATION 05.2500 07/15/2044 | 0.06% | ABBVIE INC P/P 03.8000 03/15/2025 | 0.06% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.06% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% | FNR 2018-94 SA IO 06.0085 01/25/2049 | 0.06% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.06% | ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.06% | GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.06% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.06% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.06% | PACIFICORP 02.7000 09/15/2030 | 0.06% | WFRBS 2013-C14 XA IO 00.8083 06/15/2046 | 0.06% | ALPHABET INC 01.9980 08/15/2026 | 0.06% | COMM 2013-CR11 XA IO 01.0803 08/10/2050 | 0.06% | FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.06% | FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.06% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.06% | NRG P/P 144A 03.7500 06/15/2024 | 0.06% | PFIZER INC 03.0000 12/15/2026 | 0.06% | SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.06% | VERIZON COMM 04.3290 09/21/2028 | 0.06% | WFRBS 2012-C7 F 144A 04.5000 06/15/2045 | 0.06% | CFCRE 2011-C2 D 144A 05.9710 12/15/2047 | 0.06% | GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.06% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.06% | COMM 2015-CR23 XA IO 01.0328 05/10/2048 | 0.06% | D.R. HORTON INC 05.7500 08/15/2023 | 0.06% | GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.06% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.06% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.06% | FNR 2006-62 PS 39.3510 07/25/2036 | 0.06% | GNR 2010-H19 GI IO 01.4004 08/20/2060 | 0.06% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.06% | VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.06% | WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.06% | WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.06% | FISERV INC 03.5000 07/01/2029 | 0.06% | GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.06% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.06% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.06% | FHR 4839 AS IO 05.9771 06/15/2042 | 0.06% | GNR 2015-H15 JI IO 01.9513 06/20/2065 | 0.06% | JPMCC 2012-LC9 D 144A 04.5663 12/15/2047 | 0.06% | STACR 2018-HQA2 M2 02.3915 10/25/2048 | 0.06% | ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.05% | BERKSHIRE HATHAWAY ENERG 04.2500 10/15/2050 | 0.05% | COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.05% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.05% | FNR 2005-106 JC 19.8403 12/25/2035 | 0.05% | GNR 2015-H25 CI IO 01.9391 10/20/2065 | 0.05% | GNR 2016-H04 KI IO 01.5266 02/20/2066 | 0.05% | MWST 2020-2 A 00.8915 11/25/2053 | 0.05% | AMAZON.COM INC 02.7000 06/03/2060 | 0.05% | COMM 2013-CR13 E 144A 05.0456 11/10/2046 | 0.05% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.05% | IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.05% | JPMCC 2011-C3 F 144A 05.7068 02/15/2046 | 0.05% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% | MOODY'S CORPORATION 02.5500 08/18/2060 | 0.05% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.05% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.05% | T-MOBILE USA INC 03.7500 04/15/2027 | 0.05% | ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.05% | FHR 4912 PS IO 05.9585 09/25/2049 | 0.05% | GNMA GII30 BB0107 04.7000 08/20/2067 | 0.05% | NUTRIEN LTD USD 02.9500 05/13/2030 | 0.05% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.05% | COMM 2014-CR19 XA IO 01.1248 08/10/2047 | 0.05% | COMM 2014-LC15 XA IO 01.2336 04/10/2047 | 0.05% | GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.05% | UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.05% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.05% | WFRBS 2011-C4 F 144A 05.0000 06/15/2044 | 0.05% | GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.05% | CIT GROUP INC 05.0000 08/01/2023 | 0.05% | COX COMM INC P/P 144A 04.5000 06/30/2043 | 0.05% | GNMA GII30 AY4779 04.4920 03/20/2067 | 0.05% | GNR 2014-H08 CI IO 01.4639 03/20/2064 | 0.05% | METLIFE INC 06.4000 12/15/2036 | 0.05% | MSBAM 2013-C12 XA IO 00.7416 10/15/2046 | 0.05% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.05% | AMGEN INC 02.6000 08/19/2026 | 0.05% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.05% | COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.05% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.05% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% | FNR 2007-53 SP 23.8645 06/25/2037 | 0.05% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.05% | GSMS 2013-GC10 XA IO 01.6287 02/10/2046 | 0.05% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.05% | MSBAM 2013-C7 XA IO 01.4593 02/15/2046 | 0.05% | GNR 2015-H16 XI IO 02.2729 07/20/2065 | 0.05% | GNR 2015-H28 DI IO 01.5364 08/20/2065 | 0.05% | GSMS 2014-GC18 XA IO 01.1663 01/10/2047 | 0.05% | HCA INC 05.0000 03/15/2024 | 0.05% | NHEL 2004-2 M4 01.8915 09/25/2034 | 0.05% | VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.05% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.05% | ALPHABET INC 02.2500 08/15/2060 | 0.04% | CIGNA CORP 03.7500 07/15/2023 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.04% | COMCAST CORP 03.1500 03/01/2026 | 0.04% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.04% | GNR 2015-H09 BI IO 01.6768 03/20/2065 | 0.04% | 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.04% | AMERICAN ELECTRIC POWER 03.2500 03/01/2050 | 0.04% | BANK OF AMERICA CORP 00.8789 09/15/2026 | 0.04% | BCAP 2015-RR5 2A2 01.1974 01/26/2046 | 0.04% | COMM 2012-CR1 D 144A 05.5326 05/15/2045 | 0.04% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.04% | CPURNSA P 2.686 R 04/01/31 | 0.04% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.04% | GNR 2015-H10 CI IO 01.7966 04/20/2065 | 0.04% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% | 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.04% | 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.04% | FHR 4176 DI IO 03.0000 12/15/2042 | 0.04% | FNR 2011-4 CS 12.7170 05/25/2040 | 0.04% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.04% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.04% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.04% | GNR 2016-H24 JI IO 02.2090 11/20/2066 | 0.04% | GNR 2016-H27 BI IO 02.4323 12/20/2066 | 0.04% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% | JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.04% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.04% | CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.04% | ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.04% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.04% | ORACLE CORP 04.0000 11/15/2047 | 0.04% | QVC INC 04.8500 04/01/2024 | 0.04% | STACR 2019-DNA2 B1 04.4415 03/25/2049 | 0.04% | CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.04% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.04% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% | WFRBS 2012-C10 XA IO 144A 01.6618 12/15/2045 | 0.04% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.04% | UBSBB 2012-C2 XA IO 144A 01.4356 05/10/2063 | 0.04% | CAS 2015-C04 2M2 05.6415 04/25/2028 | 0.04% | COMM 2014-UBS6 C 04.5932 12/10/2047 | 0.04% | GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.04% | GNR 2015-H20 AI IO 01.8149 08/20/2065 | 0.04% | JPMCC 2013-C16 XA IO 01.0790 12/15/2046 | 0.04% | JPMORGAN CHASE & CO 01.1559 05/15/2047 | 0.04% | JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.04% | MSBAM 2013-C10 F 144A 04.2166 07/15/2046 | 0.04% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.04% | SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | WFRBS 2012-C7 D 144A 04.9573 06/15/2045 | 0.04% | CCMFC 2004-3A A2 00.3915 08/25/2035 | 0.04% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.04% | WAMU 2005-AR1 A2B 00.8915 01/25/2045 | 0.04% | 1.5025 R ISWP US0003M P 10/21/2021 | 0.04% | FNR 2010-35 SG IO 06.3085 04/25/2040 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.04% | PROLOGIS LP 02.2500 04/15/2030 | 0.04% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.04% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.04% | FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.04% | FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.04% | GNMA GII30 BA7681 04.6420 06/20/2067 | 0.04% | GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.04% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.04% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.03% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.03% | DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.03% | 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.03% | CAS 2019-R01 2M2 02.5415 07/25/2031 | 0.03% | ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.03% | GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.03% | MSBAM 2014-C17 XA IO 01.2284 08/15/2047 | 0.03% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.03% | CAS 2018-C05 1M2 02.4415 01/25/2031 | 0.03% | CGCMT 2013-GC17 X IO 01.1723 11/10/2046 | 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% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% | FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.03% | GNR 2015-H17 CI IO 01.5672 06/20/2065 | 0.03% | HMIR 2018-1 M1 144A 01.6915 10/25/2028 | 0.03% | JPMBB 2014-C25 XA IO 00.9869 11/15/2047 | 0.03% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.03% | STACR 2018-DNA3 B1 03.9915 09/25/2048 | 0.03% | UBSBB 2013-C6 XA IO 144A 01.2427 04/10/2046 | 0.03% | ZOETIS INC 02.0000 05/15/2030 | 0.03% | 0.41 R ISWP US0003M P 10/13/2025 | 0.03% | CAS 2015-C03 2M2 05.0915 07/25/2025 | 0.03% | CITIGROUP INC 03.8870 01/10/2028 | 0.03% | DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.03% | GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.03% | GSMS 2013-GC12 XA IO 01.5370 06/10/2046 | 0.03% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.03% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.03% | WFRBS 2012-C9 XB IO 144A 00.8737 11/15/2045 | 0.03% | CAS 2015-C04 1M2 05.7915 04/25/2028 | 0.03% | CAS 2017-C06 2M2 02.8915 02/25/2030 | 0.03% | GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.03% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% | JPMCC 2010-C1 C 144A 06.2167 06/15/2043 | 0.03% | S&P GLOBAL INC 01.2500 08/15/2030 | 0.03% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.03% | FHR 2990 LB 16.7594 06/15/2034 | 0.03% | FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.03% | FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | UNITEDHEALTH GROUP INC 04.7500 07/15/2045 | 0.03% | WFRBS 2013-C11 XA IO 144A 01.2813 03/15/2045 | 0.03% | 0.471 R ISWP US0003M P 11/16/2025 | 0.03% | 1.316 R ISWP US0003M P 10/15/2021 | 0.03% | DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.03% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.03% | GNR 2015-H01 CI IO 01.5953 12/20/2064 | 0.03% | NORTHROP GRUMMAN CORP 05.2500 05/01/2050 | 0.03% | CAS 2019-R02 1B1 04.2415 08/25/2031 | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.03% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.03% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.03% | VIACOMCBS INC 02.9000 01/15/2027 | 0.03% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.03% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.03% | FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.03% | GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.03% | GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.03% | HCA INC. 05.5000 06/15/2047 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | JPMCC 2013-LC11 X IO 01.3798 04/15/2046 | 0.03% | NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.03% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.03% | WFRBS 2012-C9 XA IO 144A 02.0250 11/15/2045 | 0.03% | AIR LEASE CORP 04.6250 10/01/2028 | 0.02% | FNR 12-118 PI IO 04.0000 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CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% | FHR 4074 KS IO 06.6271 02/15/2041 | 0.02% | FHR 4132 IP IO 04.5000 11/15/2042 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.02% | HCA INC 05.2500 06/15/2026 | 0.02% | KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.02% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% | SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.02% | CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.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 CG | 0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% | ENERGY TRANSFER LP 06.5000 02/01/2042 | 0.02% | FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.02% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% | GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.02% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.02% | SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.02% | WFRBS 2011-C4 E 144A 05.2661 06/15/2044 | 0.02% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.02% | CGCMT 2012-GC8 XA IO 144A 01.8966 09/10/2045 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% | GNMA GII30 BD3297 03.5000 11/20/2047 | 0.02% | JPMBB 2013-C17 XA IO 00.8925 01/15/2047 | 0.02% | NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.02% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% | AUTONATION INC 04.5000 10/01/2025 | 0.02% | CAS 2016-C04 1M2 04.3415 01/25/2029 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% | FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% | GNMA GII30 BE5937 04.0000 05/20/2048 | 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% | GNR 2015-H22 EI IO 01.5967 08/20/2065 | 0.02% | STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.02% | SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.02% | CAS 2019-R05 1M2 02.0915 07/25/2039 | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | FHR 2976 LC 24.1528 05/15/2035 | 0.01% | FHR 4183 MI IO 03.0000 02/15/2042 | 0.01% | FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.01% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% | SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.01% | FHR 4182 GI IO 03.0000 01/15/2043 | 0.01% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.01% | GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.01% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% | MSBAM 2013-C11 D 144A 04.4964 08/15/2046 | 0.01% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% | SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.01% | SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.01% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% | 0.30 R ISWP FWD US0003M P 09/15/2023 | 0.01% | 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.01% | 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10/20/2049 | 0.01% | SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.01% | 0.95 R ISWP US0003M P 04/28/2026 | 0.01% | 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | FNMA FN30 BA5236 UMBS 03.5000 12/01/2045 | 0.01% | GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% | GNR 2016-136 YI IO 03.5000 03/20/2045 | 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% | SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% | 1.47 R ISWP FWD US0003M P 06/29/2031 | 0.01% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | COMM 2012-LC4 XA IO 144A 02.2777 12/10/2044 | 0.01% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.01% | CVS HEALTH CORP 03.7000 03/09/2023 | 0.01% | FHR 4018 DI IO 04.5000 07/15/2041 | 0.01% | FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.01% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% | SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.01% | 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.00% | 1.212 R ISWP US0003M P 02/16/2031 | 0.00% | AT&T INC 04.3500 03/01/2029 | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | FNS 372 1 PO 00.0000 08/25/2036 | 0.00% | GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.00% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% | GNR 2020-15 CS IO 05.9566 02/20/2050 | 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% | PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% | SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.00% | SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | 0.00% | SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.00% | 1.465 R ISWP US0003M P 04/15/2031 | 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 ML | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% | GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% | SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.00% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.00% | APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.00% | BERKSHIRE HATHAWAY ENERG 06.5000 09/15/2037 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 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5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.01% | 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.01% | 0.95 R ISWP FWD US0003M P 09/15/2026 | -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.BB.10 2059-11-17 500.0 11/17/2059 JP | -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 2YX30Y R 1.715 USD 02/01/2023 UB | -0.01% | 1.525 R ISWP US0003M P 03/15/2031 | -0.01% | SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.01% | SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% | SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.01% | 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.01% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% | SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% | SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% | 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.01% | 2.29 R ISWP FWD US0003M P 03/20/2034 | -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% | SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -0.01% | SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.01% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -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% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.01% | 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% | 1.647 R ISWP FWD US0003M P 09/07/2031 | -0.02% | IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.02% | SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.02% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.02% | 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% | 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -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% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.03% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.03% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.03% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.03% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.03% | 1.51882 R ISWP US0003M P 03/02/2031 | -0.03% | 2.00 R ISWP FWD US0003M P 09/15/2051 | -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% | 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.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.03% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.03% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.03% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.03% | 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.03% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.03% | SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.03% | 0.30 R ISWP US0003M P 07/14/2025 | -0.04% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -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 7YX10Y P 1.168 USD 06/24/2027 JP | -0.04% | 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.04% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.04% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.05% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.05% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.05% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.05% | 0.645 R ISWP US0003M P 07/15/2030 | -0.05% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.05% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.05% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.05% | 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.06% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.06% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.06% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.06% | SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | -0.06% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.07% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.08% | 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.08% | SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.08% | 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.09% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.09% | SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.09% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.10% | 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.11% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.11% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.11% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.12% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.12% | 1.16 R ISWP US0003M P 10/16/2050 | -0.12% | 0.75 R ISWP US0003M P 10/16/2030 | -0.13% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.13% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.13% | SWPTN 8YX10Y R 3.312 USD 11/27/2028 BA | -0.13% | 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.13% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.14% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.16% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.17% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.20% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.20% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.23% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.23% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.24% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.24% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.26% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.27% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.31% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.33% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.33% | 1.02 R ISWP US0003M P 12/02/2033 | -0.46% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.69% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.73% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.74% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.88% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -1.04% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -2.05% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -2.60% | US 10YR ULTRA FUT SEP21 UXYU1 | -2.66% | US 2YR NOTE (CBT) SEP21 TUU1 | -44.99% |
| FNMA FN30 TBA UMBS 02.0000 06/01/2051 | 13.30% | FNMA FN30 TBA UMBS 02.5000 06/01/2051 | 11.82% | FNMA FN30 TBA UMBS 04.0000 06/01/2051 | 5.16% | US ULTRA BOND CBT SEP21 WNU1 | 4.39% | FNMA FN30 TBA UMBS 03.5000 06/01/2051 | 4.17% | US 10YR NOTE (CBT)SEP21 TYU1 | 3.13% | GNMA GII30 TBA 03.5000 06/01/2051 | 2.77% | TREASURY BILL 00.0000 09/02/2021 | 2.50% | FNMA FN30 TBA UMBS 03.0000 06/01/2051 | 2.29% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 2.03% | FNMA FN30 TBA UMBS 04.5000 06/01/2051 | 1.90% | GNMA GII30 TBA 04.0000 06/01/2051 | 1.86% | US LONG BOND(CBT) SEP21 USU1 | 1.72% | CASH MGMT BILL 00.0000 09/21/2021 | 1.49% | CASH MGMT BILL 00.0000 08/03/2021 | 1.45% | FNMA FN30 TBA UMBS 03.0000 07/01/2051 | 1.38% | TREASURY BILL 00.0000 07/20/2021 | 1.32% | TREASURY BILL 00.0000 06/29/2021 | 1.10% | FNMA FN30 TBA UMBS 06.0000 06/01/2051 | 0.99% | FNMA FN30 TBA UMBS 05.5000 06/01/2051 | 0.98% | TREASURY BILL 00.0000 06/01/2021 | 0.97% | BF0101 03.5000 06/01/2056 | 0.86% | FNR 2020-70 SD IO 06.1584 10/25/2050 | 0.76% | FHR 4945 SL IO 05.9584 01/25/2050 | 0.61% | FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.60% | BMIR 2017-1 M2 144A 03.4416 10/25/2027 | 0.56% | FHS 315 PO PO 00.0000 09/15/2043 | 0.53% | WAMU 2005-AR13 A1C4 00.9516 10/25/2045 | 0.51% | CITIGROUP INC 04.4500 09/29/2027 | 0.51% | FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.50% | GNMA GII30 TBA 04.5000 06/01/2051 | 0.47% | GNMA GII30 TBA 03.0000 06/01/2051 | 0.46% | FHR 5024 EI IO 04.0000 10/25/2050 | 0.45% | US 5YR NOTE (CBT) SEP21 FVU1 | 0.44% | STACR 2016-HQA1 M3 06.4416 09/25/2028 | 0.43% | 2.7725 R ISWP US0003M P 03/02/2031 | 0.43% | 2.764 R ISWP US0003M P 02/18/2031 | 0.43% | COMM 2014-CR17 C 04.7844 05/10/2047 | 0.43% | CAS 2016-C03 1M2 05.3916 10/25/2028 | 0.42% | FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.42% | GNR 2020-18 GS IO 05.9508 02/20/2050 | 0.42% | STACR 2020-HQA1 M2 01.9916 01/25/2050 | 0.42% | STAR 2020-2 A2 03.9700 04/25/2060 | 0.41% | MORGAN STANLEY 04.3750 01/22/2047 | 0.40% | AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.39% | WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.39% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.37% | APPLE INC 02.8000 02/08/2061 | 0.36% | ABBVIE INC 03.2000 11/21/2029 | 0.36% | MCAS 2019-01 M10 144A 03.3416 10/15/2049 | 0.35% | TREASURY BILL 00.0000 06/10/2021 | 0.35% | MRAIT 2020-2 A2 | 0.34% | AT&T INC P/P 144A 03.5500 09/15/2055 | 0.34% | MRAIT 2021-8 A1X 01.2601 10/15/2021 | 0.34% | UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.34% | MRAIT 2020-12 A1X 01.4509 07/15/2021 | 0.34% | STACR 2019-DNA2 M2 02.5416 03/25/2049 | 0.34% | CGCMT 2012-GC8 B 144A 04.2850 09/10/2045 | 0.32% | WFRBS 2012-C10 D 144A 04.4260 12/15/2045 | 0.32% | FHR 5019 MI IO 04.0000 10/25/2050 | 0.32% | FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.31% | MSBAM 2013-C10 E 144A 04.0807 07/15/2046 | 0.30% | WAMU 2005-AR17 A1B2 00.9116 12/25/2045 | 0.30% | FNR 2019-3 SA IO 06.0084 02/25/2049 | 0.29% | LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.29% | FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.29% | COMM 2018-COR3 C 04.5605 05/10/2051 | 0.29% | GNMA GII30 BG6074 04.0000 04/20/2048 | 0.29% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.28% | BBCMS 2019-C4 XA IO 01.5927 08/15/2052 | 0.28% | FNR 2016-8 SA IO 05.9584 03/25/2046 | 0.28% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.28% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.28% | CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.28% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.28% | FHLMC FR30 ZM1233 UMBS 03.0000 06/01/2046 | 0.28% | BROADCOM INC 04.1500 11/15/2030 | 0.27% | WFRBS 2011-C4 C 144A 05.1338 06/15/2044 | 0.27% | BRISTOL-MYERS 03.4000 07/26/2029 | 0.27% | GSMS 2015-GS1 XA IO 00.7608 11/10/2048 | 0.27% | INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.27% | CAS 2016-C03 2M2 05.9916 10/25/2028 | 0.26% | UBSBB 2012-C3 C 144A 05.0308 08/10/2049 | 0.26% | TRK 2020-1 A1 02.7343 03/25/2023 | 0.26% | CGCMT 2015-P1 C 04.3684 09/15/2048 | 0.26% | STACR 2016-DNA3 M3 05.0916 12/25/2028 | 0.26% | CFCRE 2011-C2 E P/P 144A 05.7481 12/15/2047 | 0.26% | CF 2019-CF1 XA IO 01.1402 05/15/2052 | 0.25% | GSMS 2013-GC12 B 03.7770 06/10/2046 | 0.25% | APPLE INC 04.3750 05/13/2045 | 0.25% | BACM 2015-UBS7 XA IO 00.7935 09/15/2048 | 0.25% | FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.25% | FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.25% | STACR 2017-HQA2 M2 02.7416 12/25/2029 | 0.24% | WFCM 2020-C57 C 04.0239 08/15/2053 | 0.24% | JPMCC 2012-C8 C 144A 04.6215 10/15/2045 | 0.24% | ORACLE CORP 03.6500 03/25/2041 | 0.24% | WFCM 2018-C43 XA IO 00.6681 03/15/2051 | 0.24% | GNR 2020-55 SA IO 05.9508 04/20/2050 | 0.24% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.24% | UBSCM 2018-C8 B 04.5670 02/15/2051 | 0.24% | CAS 2017-C07 1EB2 01.0916 05/25/2030 | 0.23% | FHR 4975 EI IO 04.5000 05/25/2050 | 0.23% | SPST 2021-6 A 00.8925 04/25/2022 | 0.23% | FHMS K105 X1 IO 01.5229 01/25/2030 | 0.23% | SPST 2020-6 A 01.8425 09/07/2021 | 0.23% | UBSCM 2019-C17 C 03.7582 10/15/2052 | 0.23% | FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.23% | FNR 2020-95 GI IO 03.5000 01/25/2051 | 0.23% | STACR 2016-HQA2 M3 05.2416 11/25/2028 | 0.23% | MRAIT 2021-EBO4 A1X 01.8493 02/16/2022 | 0.23% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.22% | SWPTN 8YX10Y P 3.312 USD 11/27/2028 BA | 0.22% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.22% | DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.22% | JPMBB 2013-C14 D 144A 04.5704 08/15/2046 | 0.22% | VERIZON COMM 04.6720 03/15/2055 | 0.22% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.22% | SPST 2020-13 A 01.5925 10/10/2021 | 0.22% | CSAIL 2015-C4 B 04.3119 11/15/2048 | 0.22% | GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.22% | SPST 2020-15 A 01.4625 12/10/2021 | 0.22% | UBSCM 2012-C1 C 144A 05.5686 05/10/2045 | 0.22% | US BANCORP 03.0000 07/30/2029 | 0.21% | CSAIL 2019-C16 XA IO 01.5622 06/15/2052 | 0.21% | SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.21% | RMLT 2020-2 A3 02.9110 05/25/2060 | 0.21% | GNR 2016-H23 NI IO 02.3830 10/20/2066 | 0.21% | WFRBS 2011-C5 C P/P 144A 05.7086 11/15/2044 | 0.21% | JPMCC 2012-C6 B 04.8186 05/15/2045 | 0.21% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.21% | GNMA GII30 MA5194 05.0000 05/20/2048 | 0.20% | MICROSOFT CORP 02.6750 06/01/2060 | 0.20% | WFRBS 2013-C15 D 144A 04.4790 08/15/2046 | 0.20% | CAS 2016-C02 1M2 06.0916 09/25/2028 | 0.20% | MRAIT 2020-11 A1X 01.8009 04/22/2022 | 0.20% | SHRP 2020-1 NOTE 03.0470 07/25/2024 | 0.20% | JPMCC 2011-C3 B 144A 05.0131 02/15/2046 | 0.20% | SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.20% | CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.20% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.20% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.20% | HUNTSMAN INTERNATIONAL L 04.5000 05/01/2029 | 0.20% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% | FHR 3835 FO PO 00.0000 04/15/2041 | 0.20% | CAS 2020-R01 1M2 02.1416 01/25/2040 | 0.19% | CAS 2020-R02 2M2 02.0916 01/25/2040 | 0.19% | GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.19% | BSCMS 2007-T26 AJ 05.4312 01/12/2045 | 0.19% | WFCM 2019-C50 XA IO 01.4147 05/15/2052 | 0.19% | CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.19% | NETFLIX INC 04.3750 11/15/2026 | 0.19% | CGCMT 2014-GC23 IO 00.9373 07/10/2047 | 0.19% | CAS 2018-C04 2M2 02.6416 12/25/2030 | 0.18% | FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.18% | RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.18% | UBSCM 2019-C17 XA IO 01.4838 10/15/2052 | 0.18% | MCAS 2020-01 M10 144A 03.8416 03/25/2050 | 0.18% | STACR 2020-HQA2 M2 03.1916 03/25/2050 | 0.18% | AT&T INC P/P 144A 02.5500 12/01/2033 | 0.18% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.18% | GNR 2019-119 KS IO 05.9491 09/16/2049 | 0.18% | STACR 2019-DNA1 B1 04.7416 01/25/2049 | 0.18% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.18% | WFRBS 2014-C22 B 04.3710 09/15/2057 | 0.18% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.18% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.18% | STACR 2019-DNA1 M2 02.7416 01/25/2049 | 0.18% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.18% | CIT BANK NA 02.9690 09/27/2025 | 0.18% | KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.18% | MRAIT 2021-EBO1 A1X 01.8601 10/08/2021 | 0.18% | GNMA GII30 BD1731 03.5000 01/20/2048 | 0.18% | TREASURY BILL 00.0000 07/06/2021 | 0.18% | FREMF 2019-KF66 B 144A 02.5073 07/25/2029 | 0.18% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.17% | CSAIL 2015-C3 XA IO 00.7148 08/15/2048 | 0.17% | AT&T INC 04.7500 05/15/2046 | 0.17% | FHR 5052 KI IO 04.0000 12/25/2050 | 0.17% | FNR 2017-108 SA IO 06.0584 01/25/2048 | 0.17% | LCCM 2017-LC26 XA IO 144A 01.4141 07/12/2050 | 0.17% | OMIR 2018-1A M2 02.9416 07/25/2028 | 0.17% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.17% | FHLMC FR30 ZA4291 UMBS 03.5000 08/01/2043 | 0.17% | FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.17% | DBUBS 2011-LC3A D 144A 05.4266 08/10/2044 | 0.17% | GNR 2019-123 SL IO 06.0508 10/20/2049 | 0.17% | SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.17% | BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.16% | COMCAST CORP 03.4000 07/15/2046 | 0.16% | GNR 2018-168 KS IO 06.0508 12/20/2048 | 0.16% | GSMS 2014-GC18 C 04.9884 01/10/2047 | 0.16% | JPMCC 2012-C8 D 144A 04.6696 10/15/2045 | 0.16% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.16% | MSC 2011-C3 B 144A 05.2155 07/15/2049 | 0.16% | CITIGROUP INC 03.8750 02/18/2051 | 0.16% | CSAIL 2015-C1 D 144A 03.7630 04/15/2050 | 0.16% | GNR 2016-H02 HI IO 01.5496 01/20/2066 | 0.16% | FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.16% | GSMS 2010-C1 D 144A 06.1540 08/10/2043 | 0.16% | GSMS 2014-GC24 D 144A 04.5363 09/10/2047 | 0.16% | FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.16% | TOTAL CAPITAL INTL SA USD 02.8290 01/10/2030 | 0.16% | ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.16% | BPCE SA P/P 144A 04.5000 03/15/2025 | 0.15% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.15% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.15% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.15% | WFRBS 2012-C6 C 144A 05.6140 04/15/2045 | 0.15% | GENERAL MOTORS CO 05.9500 04/01/2049 | 0.15% | WFRBS 2012-C7 F 144A 04.5000 06/15/2045 | 0.15% | ARRW 2019-3 M1 04.2040 10/25/2048 | 0.15% | FISERV INC 04.2000 10/01/2028 | 0.15% | FNR 2016-91 AS IO 06.0084 12/25/2046 | 0.15% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.15% | ZOETIS INC 03.9000 08/20/2028 | 0.15% | BHLD 2020-1 A3 03.2530 02/25/2055 | 0.15% | GNR 2019-20 SB IO 06.0008 02/20/2049 | 0.15% | JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.15% | JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.15% | UBSBB 2012-C4 B 144A 03.7181 12/10/2045 | 0.14% | JPMCC 2012-C6 E 144A 05.1413 05/15/2045 | 0.14% | FNR 2021-12 NI IO 02.5000 03/25/2051 | 0.14% | CAS 2017-C03 1M2 03.0916 10/25/2029 | 0.14% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.14% | GNMA GII30 MA5266 05.0000 06/20/2048 | 0.14% | GNR 2012-149 GS IO 06.1008 12/20/2042 | 0.14% | GNR 2019-H02 DI IO 02.3160 11/20/2068 | 0.14% | GNMA GII30 BD1729 03.5000 01/20/2048 | 0.14% | STACR 2018-DNA2 B1 03.7916 12/25/2030 | 0.14% | UBSCM 2012-C1 D 144A 05.5686 05/10/2045 | 0.14% | WFRBS 2014-C22 XA IO 00.8006 09/15/2057 | 0.14% | GNR 2014-H07 BI IO 01.4818 05/20/2064 | 0.14% | GNR 2020-32 GS IO 06.0008 03/20/2050 | 0.14% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.14% | ARES CAPITAL CORP 03.8750 01/15/2026 | 0.14% | CAS 2017-C01 1M2 03.6416 07/25/2029 | 0.14% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.14% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.14% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.14% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.14% | UBSC 2011-C1 D 144A 06.0544 01/10/2045 | 0.14% | BACM 2005-1 B 05.4820 11/10/2042 | 0.14% | COMM 2012-CR2 B 04.3930 08/15/2045 | 0.14% | FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.14% | FNR 2020-12 SK IO 05.9584 03/25/2050 | 0.14% | GNMA GII30 BE1441 03.5000 11/20/2047 | 0.14% | MICROSOFT CORP 02.9210 03/17/2052 | 0.14% | STACR 2017-HQA1 M2B 03.6416 08/25/2029 | 0.14% | L3HARRIS TECH INC 01.8000 01/15/2031 | 0.13% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.13% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.13% | GNR 2014-H11 GI IO 01.4954 06/20/2064 | 0.13% | GNR 2019-83 SW IO 06.0008 07/20/2049 | 0.13% | BACM 2015-UBS7 B 04.3587 09/15/2048 | 0.13% | COMCAST CORP 02.3500 01/15/2027 | 0.13% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.13% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.13% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.13% | JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.13% | THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.13% | COMM 2014-UBS4 C 04.6493 08/10/2047 | 0.13% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.13% | GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.13% | T-MOBILE USA INC 04.5000 04/15/2050 | 0.13% | WEC ENERGY GROUP INC 02.2684 05/15/2067 | 0.13% | INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.13% | MRAFT 2020-5 A1 01.0951 08/10/2023 | 0.13% | MSBAM 2014-C14 C 05.0498 02/15/2047 | 0.13% | MSC 2016-UB12 XA IO 00.7385 12/15/2049 | 0.12% | UBSBB 2012-C2 E 144A 04.8868 05/10/2063 | 0.12% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.12% | COMCAST CORP 03.4500 02/01/2050 | 0.12% | GNR 2019-83 JS IO 06.0008 07/20/2049 | 0.12% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.12% | DBUBS 2011-LC2A C 144A 05.3893 07/10/2044 | 0.12% | FHR 4738 QS IO 06.0991 12/15/2047 | 0.12% | FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.12% | INTERPUBLIC GRP 04.6500 10/01/2028 | 0.12% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.12% | THE BOEING COMPANY 04.8750 05/01/2025 | 0.12% | AMAZON.COM INC 04.0500 08/22/2047 | 0.12% | JPMBB 2013-C14 E 144A 04.5704 08/15/2046 | 0.12% | KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.12% | LENNAR CORP 04.7500 11/29/2027 | 0.12% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.12% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.12% | UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.12% | AIR LEASE CORP 03.2500 10/01/2029 | 0.12% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.12% | GNR 2017-H14 EI IO 01.5783 06/20/2067 | 0.12% | GSMS 2014-GC22 XA IO 00.9768 06/10/2047 | 0.12% | JPMBB 2013-C12 C 04.0989 07/15/2045 | 0.12% | JPMBB 2013-C15 C 05.1958 11/15/2045 | 0.12% | JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.12% | UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.12% | CAS 2017-C07 1B1 04.0916 05/25/2030 | 0.11% | FHMS K104 X1 IO 01.1267 01/25/2030 | 0.11% | LYONDELLBASELL IND NV 04.6250 02/26/2055 | 0.11% | UBSCM 2017-C7 XA IO 01.0259 12/15/2050 | 0.11% | UBSCM 2018-C12 XA IO 00.8153 08/15/2051 | 0.11% | DRMT 2020-2 A2 02.5940 05/25/2065 | 0.11% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.11% | GNMA GII30 BF6125 04.0000 02/20/2048 | 0.11% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.11% | GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.11% | STACR 2018-DNA2 M2 02.2416 12/25/2030 | 0.11% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.11% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.11% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.11% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.11% | GNR 2017-H08 NI IO 02.2725 03/20/2067 | 0.11% | VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.11% | VIATRIS INC P/P 144A 04.0000 06/22/2050 | 0.11% | 02.2500 03/01/2031 | 0.11% | CSAIL 2015-C1 C 04.2630 04/15/2050 | 0.11% | GNR 2015-H13 AI IO 02.2469 06/20/2065 | 0.11% | LMAT 2019-GS2 A2 144A 04.2500 01/25/2059 | 0.11% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.11% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.11% | BANK OF AMERICA CORP 05.1250 06/20/2024 | 0.11% | AMGEN INC 04.6630 06/15/2051 | 0.11% | BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.11% | GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.11% | MRAFT 2020-4 A1 01.4451 04/23/2023 | 0.11% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.11% | CGCMT 2014-GC19 X IO 01.1340 03/10/2047 | 0.11% | CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.11% | FLORIDA POWER & LIGHT CO 04.1250 02/01/2042 | 0.11% | CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.10% | GNR 2020-11 SY IO 06.0008 01/20/2050 | 0.10% | TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.10% | UBSBB 2013-C6 B 144A 03.8751 04/10/2046 | 0.10% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.10% | WFCM 2015-LC20 XB IO 00.4825 04/15/2050 | 0.10% | BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.10% | FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.10% | SERVICENOW INC 01.4000 09/01/2030 | 0.10% | AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.10% | AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.10% | COMM 2014-UBS2 C 04.9715 03/10/2047 | 0.10% | JPMBB 2014-C22 XA IO 00.8279 09/15/2047 | 0.10% | BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.10% | COLT 2020-2 A2 03.0940 03/25/2065 | 0.10% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% | NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.10% | EQUINIX INC 03.2000 11/18/2029 | 0.10% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.10% | BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.10% | CAS 2017-C01 1B1 05.8416 07/25/2029 | 0.10% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.10% | GNR 2014-131 BS IO 06.0991 09/16/2044 | 0.10% | JPMDB 2017-C7 C 04.1634 10/15/2050 | 0.10% | BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.10% | GNR 2017-H12 QI IO 01.7401 05/20/2067 | 0.10% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.10% | MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.10% | TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.10% | VSTA 2020-1 A2 02.7700 03/25/2065 | 0.10% | SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.10% | FHR 3408 EK 25.3872 04/15/2037 | 0.10% | NRZT 2020-NQM2 A2 02.8908 05/24/2060 | 0.10% | CAS 2019-HRP1 M2 02.2416 11/25/2039 | 0.10% | EMIR 2018-1 M1 01.7916 11/25/2028 | 0.10% | PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.10% | 1.16 R ISWP US0003M P 10/16/2050 | 0.10% | CAS 2018-C01 1M2 02.3416 07/25/2030 | 0.10% | COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.10% | GNR 2018-155 SE IO 06.0008 11/20/2048 | 0.10% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.10% | FHR 3065 DC 19.5574 03/15/2035 | 0.09% | GNR 2017-H09 DI IO 01.9071 03/20/2067 | 0.09% | GNR 2017-H10 MI IO 01.8564 04/20/2067 | 0.09% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.09% | SALESFORCE.COM INC 03.7000 04/11/2028 | 0.09% | CSMC 2016-NXSR XA IO 00.7500 12/15/2049 | 0.09% | ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.09% | FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.09% | STACR 2014-DN2 M3 03.6916 04/25/2024 | 0.09% | CAS 2017-C01 1EB1 01.3416 07/25/2029 | 0.09% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.09% | GNR 2016-H06 AI IO 01.6239 02/20/2066 | 0.09% | AMAZON.COM INC 01.5000 06/03/2030 | 0.09% | COMCAST CORP 03.9990 11/01/2049 | 0.09% | CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.09% | 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.09% | BANK 2018-BN13 XA 00.5034 08/15/2061 | 0.09% | BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.09% | FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.09% | GNR 2015-H12 EI IO 01.7174 04/20/2065 | 0.09% | MSC 2011-C3 E 144A 05.2155 07/15/2049 | 0.09% | CARR 2006-NC2 A4 00.3316 06/25/2036 | 0.09% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.09% | MWST 2020-1 A 00.9916 10/25/2053 | 0.09% | ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.09% | WFCM 2014-LC16 XA IO 01.0859 08/15/2050 | 0.09% | BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.09% | GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.09% | RMIR 2018-1 M2 04.2100 03/25/2028 | 0.09% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.09% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.09% | GNMA GII30 BE1437 03.5000 11/20/2047 | 0.09% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.09% | BOEING CO 05.9300 05/01/2060 | 0.09% | BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.09% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.09% | COMM 2014-UBS6 XA IO 00.8850 12/10/2047 | 0.09% | COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.09% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.09% | GNMA GII30 BG6110 04.0000 05/20/2048 | 0.09% | JPMDB 2017-C5 XA IO 00.9430 03/15/2050 | 0.09% | UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.09% | JPMCC 2013-C16 C 05.0217 12/15/2046 | 0.08% | WFCM 2017-C41 XA IO 01.2012 11/15/2050 | 0.08% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.08% | AON PLC 04.2500 12/12/2042 | 0.08% | COMM 2013-CR6 D 144A 04.0886 03/10/2046 | 0.08% | EMIR 2019-1 M2 03.3916 04/25/2029 | 0.08% | GNR 2016-H14 IO IO 01.6895 06/20/2066 | 0.08% | GNMA GII30 BE1440 03.5000 11/20/2047 | 0.08% | GNR 2011-17 S IO 05.9508 02/20/2041 | 0.08% | GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.08% | GNR 2015-H12 GI IO 01.8011 05/20/2065 | 0.08% | GNR 2019-44 SA IO 05.9508 04/20/2049 | 0.08% | STACR 2014-HQ2 M3 03.8416 09/25/2024 | 0.08% | COMM 2014-CR17 D 144A 04.8482 05/10/2047 | 0.08% | EFMT 2020-1 A2 03.1490 05/25/2065 | 0.08% | FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.08% | GNR 2019-21 SJ IO 05.9508 02/20/2049 | 0.08% | SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.08% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.08% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.08% | MSBAM 2013-C13 XB IO 144A 00.1520 11/15/2046 | 0.08% | MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.08% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.08% | GSMS 2013-GC13 XA IO 00.0707 07/10/2046 | 0.08% | JPMCC 2016-JP2 XA IO 01.7902 08/15/2049 | 0.08% | MERCK & CO INC 03.7000 02/10/2045 | 0.08% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.08% | COMM 2014-CR19 D 144A 04.7080 08/10/2047 | 0.08% | FHR 3852 NT 05.8991 05/15/2041 | 0.08% | GNMA GII30 AY2298 04.7000 05/20/2067 | 0.08% | GNMA GII30 BB3013 03.5000 11/20/2047 | 0.08% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.08% | MSRR 2015-R4 CB1 00.9318 08/26/2047 | 0.08% | CIT GROUP INC. 05.2500 03/07/2025 | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.08% | GENERAL MOTORS CO 05.2000 04/01/2045 | 0.08% | FNR 2006-8 HP 24.2307 03/25/2036 | 0.07% | GNMA GII30 BB3019 03.5000 11/20/2047 | 0.07% | GNR 2015-H04 AI IO 01.6089 12/20/2064 | 0.07% | GNR 2016-H11 HI IO 02.1062 01/20/2066 | 0.07% | T-MOBILE USA INC 03.8750 04/15/2030 | 0.07% | DOMINION ENERGY INC 04.9000 08/01/2041 | 0.07% | GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.07% | GNMA GII30 BD1730 03.5000 01/20/2048 | 0.07% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.07% | JPMBB 2014-C19 D 144A 04.6747 04/15/2047 | 0.07% | STACR 2018-DNA1 M2 01.8916 07/25/2030 | 0.07% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.07% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.07% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.07% | TPMT 2018-5 M1 144A 03.2500 07/25/2058 | 0.07% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.07% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.07% | CWALT 2007-OA6 A1A 00.2316 06/25/2037 | 0.07% | FHR 3072 SM 04.2533 11/15/2035 | 0.07% | GNR 2015-H25 AI IO 01.6228 09/20/2065 | 0.07% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.07% | STACR 2018-HQA1 M2 02.3916 09/25/2030 | 0.07% | VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.07% | WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.07% | FNR 2018-94 SA IO 06.0084 01/25/2049 | 0.07% | GNR 2015-H12 AI IO 01.8644 05/20/2065 | 0.07% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.07% | JPMCC 2011-C3 F 144A 05.5227 02/15/2046 | 0.07% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.07% | MSBAM 2015-C26 XA IO 01.0157 10/15/2048 | 0.07% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.07% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.07% | UNITEDHEALTH GROUP INC 02.9000 05/15/2050 | 0.07% | WFRBS 2014-C24 XA IO 00.8528 11/15/2047 | 0.07% | FHR 4912 PS IO 05.9584 09/25/2049 | 0.07% | MSBAM 2015-C25 XA IO 01.0522 10/15/2048 | 0.07% | MSC 2016-BNK2 XA IO 01.0366 11/15/2049 | 0.07% | RMIR 2019-1 M2 144A 03.2916 02/25/2029 | 0.07% | STACR 2019-HQA1 M2 02.4416 02/25/2049 | 0.07% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.07% | JPMCC 2011-C3 D 144A 05.5227 02/15/2046 | 0.07% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.06% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.06% | OMNICOM GROUP INC 04.2000 06/01/2030 | 0.06% | OSHKOSH CORP 04.6000 05/15/2028 | 0.06% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.06% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.06% | SWPTN 3MX10Y P 1.79 USD 07/06/2021 BC | 0.06% | WFRBS 2013-C14 XA IO 00.7072 06/15/2046 | 0.06% | ABBVIE INC P/P 03.8000 03/15/2025 | 0.06% | COMM 2013-CR11 XA IO 00.9164 08/10/2050 | 0.06% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% | GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.06% | INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.06% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.06% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.06% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.06% | ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.06% | GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.06% | MOODY'S CORPORATION 05.2500 07/15/2044 | 0.06% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.06% | 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.06% | 1.629 R ISWP US0003M P 01/19/2026 | 0.06% | FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.06% | FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.06% | GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.06% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.06% | PACIFICORP 02.7000 09/15/2030 | 0.06% | ALPHABET INC 01.9980 08/15/2026 | 0.06% | GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.06% | GNR 2016-H04 KI IO 01.5324 02/20/2066 | 0.06% | PFIZER INC 03.0000 12/15/2026 | 0.06% | CFCRE 2011-C2 D 144A 05.7481 12/15/2047 | 0.06% | COMM 2015-CR23 XA IO 00.8903 05/10/2048 | 0.06% | FHR 4839 AS IO 05.9491 06/15/2042 | 0.06% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% | NRG P/P 144A 03.7500 06/15/2024 | 0.06% | VERIZON COMM 04.3290 09/21/2028 | 0.06% | D.R. HORTON INC 05.7500 08/15/2023 | 0.06% | FNR 2006-62 PS 39.3502 07/25/2036 | 0.06% | GNR 2010-H19 GI IO 01.4144 08/20/2060 | 0.06% | GNR 2015-H25 CI IO 01.9427 10/20/2065 | 0.06% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.06% | UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.06% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.06% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.06% | WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.06% | GNR 2015-H15 JI IO 01.9650 06/20/2065 | 0.06% | VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.06% | WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.06% | BCAP 2015-RR5 2A2 01.2183 01/26/2046 | 0.06% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.06% | FISERV INC 03.5000 07/01/2029 | 0.06% | GNR 2015-H28 DI IO 01.5512 08/20/2065 | 0.06% | FNR 2005-106 JC 19.8399 12/25/2035 | 0.05% | JPMCC 2012-LC9 D 144A 04.4189 12/15/2047 | 0.05% | MWST 2020-2 A 00.8916 11/25/2053 | 0.05% | NHEL 2004-2 M4 01.8916 09/25/2034 | 0.05% | STACR 2018-HQA2 M2 02.3916 10/25/2048 | 0.05% | COMM 2013-CR13 E 144A 04.8832 11/10/2046 | 0.05% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.05% | 1.0241 R ISWP US0003M P 04/08/2026 | 0.05% | BERKSHIRE HATHAWAY ENERG 04.2500 10/15/2050 | 0.05% | COMM 2014-LC15 XA IO 01.0690 04/10/2047 | 0.05% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.05% | GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.05% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.05% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.05% | T-MOBILE USA INC 03.7500 04/15/2027 | 0.05% | ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.05% | ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.05% | COMM 2014-CR19 XA IO 00.9686 08/10/2047 | 0.05% | COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.05% | GNMA GII30 BB0107 04.7000 08/20/2067 | 0.05% | GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.05% | GNR 2014-H08 CI IO 01.4761 03/20/2064 | 0.05% | GNR 2016-H27 BI IO 02.4498 12/20/2066 | 0.05% | IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.05% | MSBAM 2013-C7 XA IO 01.3226 02/15/2046 | 0.05% | GSMS 2013-GC10 XA IO 01.4832 02/10/2046 | 0.05% | MSBAM 2013-C12 XA IO 00.5840 10/15/2046 | 0.05% | NUTRIEN LTD USD 02.9500 05/13/2030 | 0.05% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.05% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.05% | 1.0161 R ISWP US0003M P 04/08/2026 | 0.05% | AMAZON.COM INC 02.7000 06/03/2060 | 0.05% | FNR 2007-53 SP 23.8640 06/25/2037 | 0.05% | GNR 2015-H16 XI IO 02.3855 07/20/2065 | 0.05% | WFRBS 2011-C4 F 144A 05.0000 06/15/2044 | 0.05% | 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.05% | CIT GROUP INC 05.0000 08/01/2023 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.05% | GNMA GII30 AY4779 04.4910 03/20/2067 | 0.05% | GNR 2015-H09 BI IO 01.6904 03/20/2065 | 0.05% | METLIFE INC 06.4000 12/15/2036 | 0.05% | MOODY'S CORPORATION 02.5500 08/18/2060 | 0.05% | AMGEN INC 02.6000 08/19/2026 | 0.05% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.05% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.05% | COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.05% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.05% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.05% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.05% | GNR 2016-H24 JI IO 02.2251 11/20/2066 | 0.05% | GSMS 2014-GC18 XA IO 01.0010 01/10/2047 | 0.05% | HCA INC 05.0000 03/15/2024 | 0.05% | PACIFIC GAS & ELECTRIC 04.5000 07/01/2040 | 0.05% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.05% | 1.5025 R ISWP US0003M P 10/21/2021 | 0.05% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.05% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.05% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.05% | VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.05% | 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.04% | CIGNA CORP 03.7500 07/15/2023 | 0.04% | COMCAST CORP 03.1500 03/01/2026 | 0.04% | COX COMM INC P/P 144A 04.5000 06/30/2043 | 0.04% | FNR 2011-4 CS 12.7167 05/25/2040 | 0.04% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.04% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.04% | BANK OF AMERICA CORP 00.9439 09/15/2026 | 0.04% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.04% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.04% | FHR 4176 DI IO 03.0000 12/15/2042 | 0.04% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% | GNR 2015-H10 CI IO 01.8112 04/20/2065 | 0.04% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% | UBSBB 2012-C2 XA IO 144A 01.2804 05/10/2063 | 0.04% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | 0.04% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.04% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.04% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.04% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% | WFRBS 2012-C10 XA IO 144A 01.5158 12/15/2045 | 0.04% | ALPHABET INC 02.2500 08/15/2060 | 0.04% | AMERICAN ELECTRIC POWER 03.2500 03/01/2050 | 0.04% | ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.04% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.04% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.04% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.04% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.04% | JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.04% | STACR 2019-DNA2 B1 04.4416 03/25/2049 | 0.04% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% | CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.04% | COMM 2012-CR1 D 144A 05.3541 05/15/2045 | 0.04% | GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.04% | JPMCC 2013-C16 XA IO 00.9128 12/15/2046 | 0.04% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% | QVC INC 04.8500 04/01/2024 | 0.04% | SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.04% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.04% | CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.04% | ORACLE CORP 04.0000 11/15/2047 | 0.04% | SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.04% | SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.04% | CAS 2015-C04 2M2 05.6416 04/25/2028 | 0.04% | CCMFC 2004-3A A2 00.3916 08/25/2035 | 0.04% | COMM 2014-UBS6 C 04.4452 12/10/2047 | 0.04% | FNR 2010-35 SG IO 06.3084 04/25/2040 | 0.04% | GNR 2015-H20 AI IO 01.8270 08/20/2065 | 0.04% | JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.04% | MSBAM 2013-C10 F 144A 04.0807 07/15/2046 | 0.04% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | WFRBS 2012-C7 D 144A 04.8034 06/15/2045 | 0.04% | 1.316 R ISWP US0003M P 10/15/2021 | 0.04% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.04% | FHR 4546 TI IO 04.0000 12/15/2045 | 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 2017-38 DI IO 05.0000 03/16/2047 | 0.04% | JPMORGAN CHASE & CO 01.1559 05/15/2047 | 0.04% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.04% | WAMU 2005-AR1 A2B 00.8916 01/25/2045 | 0.04% | 1.734 R ISWP US0003M P 04/07/2031 | 0.04% | CAS 2015-C03 2M2 05.0916 07/25/2025 | 0.04% | CAS 2019-R01 2M2 02.5416 07/25/2031 | 0.04% | FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.04% | IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.04% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.04% | SWPTN 3MX10Y R 1.79 USD 07/06/2021 BC | 0.04% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.04% | FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.04% | GNMA GII30 BA7681 04.6030 06/20/2067 | 0.04% | GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.04% | MSBAM 2014-C17 XA IO 01.0717 08/15/2047 | 0.04% | PROLOGIS LP 02.2500 04/15/2030 | 0.04% | 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.03% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.03% | DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.03% | SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.03% | UBSBB 2013-C6 XA IO 144A 01.1003 04/10/2046 | 0.03% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.03% | 1.33 R ISWP US0003M P 11/03/2021 | 0.03% | CGCMT 2013-GC17 X IO 01.0219 11/10/2046 | 0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% | CPURNSA P 2.686 R 04/01/31 | 0.03% | ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.03% | GSMS 2013-GC12 XA IO 01.4012 06/10/2046 | 0.03% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.03% | JPMBB 2014-C25 XA IO 00.8392 11/15/2047 | 0.03% | SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.03% | 0.95 R ISWP US0003M P 04/28/2026 | 0.03% | CAS 2018-C05 1M2 02.4416 01/25/2031 | 0.03% | FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.03% | GNR 2015-H17 CI IO 01.5807 06/20/2065 | 0.03% | HMIR 2018-1 M1 144A 01.6916 10/25/2028 | 0.03% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.03% | STACR 2018-DNA3 B1 03.9916 09/25/2048 | 0.03% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.03% | CITIGROUP INC 03.8870 01/10/2028 | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.03% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% | GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.03% | GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.03% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.03% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.03% | WFRBS 2013-C11 XA IO 144A 01.1414 03/15/2045 | 0.03% | ZOETIS INC 02.0000 05/15/2030 | 0.03% | CAS 2015-C04 1M2 05.7916 04/25/2028 | 0.03% | CAS 2017-C06 2M2 02.8916 02/25/2030 | 0.03% | DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.03% | FHR 2990 LB 16.6878 06/15/2034 | 0.03% | FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | JPMCC 2010-C1 C 144A 06.0162 06/15/2043 | 0.03% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.03% | GNR 2015-H01 CI IO 01.6104 12/20/2064 | 0.03% | S&P GLOBAL INC 01.2500 08/15/2030 | 0.03% | SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.03% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.03% | WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.03% | WFRBS 2012-C9 XB IO 144A 00.7135 11/15/2045 | 0.03% | 1.736 R ISWP US0003M P 04/21/2031 | 0.03% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.03% | FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.03% | GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.03% | UNITEDHEALTH GROUP INC 04.7500 07/15/2045 | 0.03% | WFRBS 2012-C9 XA IO 144A 01.8665 11/15/2045 | 0.03% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.03% | CAS 2019-R02 1B1 04.2416 08/25/2031 | 0.03% | DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.03% | GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | JPMCC 2013-LC11 X IO 01.2420 04/15/2046 | 0.03% | NORTHROP GRUMMAN CORP 05.2500 05/01/2050 | 0.03% | VIACOMCBS INC 02.9000 01/15/2027 | 0.03% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.03% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% | FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.03% | FNR 12-118 PI IO 04.0000 06/25/2042 | 0.03% | GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.03% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.03% | GNR 2019-121 SD IO 05.9008 10/20/2049 | 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% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.03% | NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.03% | SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.03% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.03% | FHR 4500 GI IO 04.0000 08/15/2045 | 0.02% | HCA INC 04.1250 06/15/2029 | 0.02% | HCA INC. 05.5000 06/15/2047 | 0.02% | JPMCC 2012-LC9 XA IO 01.4857 12/15/2047 | 0.02% | VIACOMCBS INC 04.2000 06/01/2029 | 0.02% | 0.41 R ISWP US0003M P 10/13/2025 | 0.02% | 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.02% | AIR LEASE CORP 04.6250 10/01/2028 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% | FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.02% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.02% | SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.02% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% | JPMCC 2007-CB20 E 144A 06.1687 02/12/2051 | 0.02% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.02% | AT&T INC 04.3000 02/15/2030 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.02% | GNMA GII30 BE5936 04.0000 05/20/2048 | 0.02% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% | OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.02% | SHERWIN-WILLIAMS CO 03.3000 05/15/2050 | 0.02% | SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | 0.02% | 0.471 R ISWP US0003M P 11/16/2025 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% | ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% | FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.02% | FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% | GNMA GII30 BE5937 04.0000 05/20/2048 | 0.02% | GNR 2013-129 SN IO 06.0508 09/20/2043 | 0.02% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% | FHR 4074 KS IO 06.5991 02/15/2041 | 0.02% | FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.02% | GNMA GII30 BG4861 04.5000 05/20/2048 | 0.02% | GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.02% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% | SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% | FHR 4132 IP IO 04.5000 11/15/2042 | 0.02% | GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.02% | KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.02% | MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.02% | 0.5996 R ISWP US0003M P 03/09/2026 | 0.02% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.02% | BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% | HCA INC 05.2500 06/15/2026 | 0.02% | KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.02% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% | 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.02% | 1.574 R ISWP US0003M P 05/12/2031 | 0.02% | CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.02% | CGCMT 2012-GC8 XA IO 144A 01.7358 09/10/2045 | 0.02% | CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.02% | FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.02% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% | JPMBB 2013-C17 XA IO 00.7377 01/15/2047 | 0.02% | SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.02% | WFRBS 2011-C4 E 144A 05.1338 06/15/2044 | 0.02% | CAS 2019-R05 1M2 02.0916 07/25/2039 | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% | ENERGY TRANSFER LP 06.5000 02/01/2042 | 0.02% | FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% | GNMA GII30 BD3297 03.5000 11/20/2047 | 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% | GNR 2015-H22 EI IO 01.6103 08/20/2065 | 0.02% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.02% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.02% | AUTONATION INC 04.5000 10/01/2025 | 0.02% | CAS 2016-C04 1M2 04.3416 01/25/2029 | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% | FHR 4183 MI IO 03.0000 02/15/2042 | 0.02% | NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.02% | STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.02% | SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.02% | SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.02% | 1.6665 R ISWP US0003M P 05/04/2031 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.01% | CPURNSA P 2.79 R 04/15/26 | 0.01% | FHR 2976 LC 24.0501 05/15/2035 | 0.01% | FHR 4182 GI IO 03.0000 01/15/2043 | 0.01% | FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.01% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.01% | GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.01% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% | SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.01% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% | CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.01% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.01% | MSBAM 2013-C11 D 144A 04.3515 08/15/2046 | 0.01% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.01% | 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.01% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% | FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.01% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% | 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% | FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.01% | FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.01% | FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.01% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% | GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.01% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% | OSHKOSH CORP 03.1000 03/01/2030 | 0.01% | UBSCM 2012-C1 XA IO 144A 02.0522 05/10/2045 | 0.01% | CITIGROUP INC 03.1060 04/08/2026 | 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% | CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 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.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% | SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% | CITIGROUP INC 03.6680 07/24/2028 | 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 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% | GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.01% | GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.01% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.01% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.01% | 1.212 R ISWP US0003M P 02/16/2031 | 0.01% | 1.6191 R ISWP US0003M P 05/17/2031 | 0.01% | 1.62364 R ISWP US0003M P 05/17/2031 | 0.01% | 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | COMM 2012-LC4 XA IO 144A 02.0938 12/10/2044 | 0.01% | FHR 3391 PO PO 00.0000 04/15/2037 | 0.01% | FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% | GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% | 1.564 R ISWP US0003M P 05/14/2031 | 0.01% | 1.5808 R ISWP US0003M P 05/07/2031 | 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-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | FNMA FN30 BA5236 UMBS 03.5000 12/01/2045 | 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% | SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.01% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.01% | 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.01% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.01% | CVS HEALTH CORP 03.7000 03/09/2023 | 0.01% | FHR 4018 DI IO 04.5000 07/15/2041 | 0.01% | FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.01% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% | GNR 2020-15 CS IO 05.9508 02/20/2050 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% | SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.01% | AT&T INC 04.3500 03/01/2029 | 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 MS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 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 CG | 0.00% | CSMC 2007-C4 C 144A 05.7189 09/15/2039 | 0.00% | FNS 372 1 PO 00.0000 08/25/2036 | 0.00% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 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% | PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% | SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.00% | 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.00% | 1.37 R ISWP FWD US0003M P 08/16/2031 | 0.00% | 2.00 R ISWP FWD US0003M P 06/16/2051 | 0.00% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% | GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% | MSC 2012-C4 XA IO 144A 02.0547 03/15/2045 | 0.00% | SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | 0.00% | 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% | 1.4255 R ISWP US0003M P 02/24/2031 | 0.00% | 1.5315 R ISWP US0003M P 05/28/2031 | 0.00% | 1.5625 R ISWP US0003M P 04/28/2031 | 0.00% | 1.5911 R ISWP US0003M P 05/13/2031 | 0.00% | 1.6309 R ISWP US0003M P 04/30/2031 | 0.00% | APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.00% | BERKSHIRE HATHAWAY ENERG 06.5000 09/15/2037 | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 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300.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.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 3369 BO PO 00.0000 09/15/2037 | 0.00% | GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.00% | PACIFICORP 06.2500 10/15/2037 | 0.00% | PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.00% | SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.00% | SABMILLER HLDG INC 04.9500 01/15/2042 | 0.00% | SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.00% | SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% | SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.00% | SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% | SWPTN 5WX5Y P 0.884 USD 06/28/2021 CI | 0.00% | THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% | 0.254 R ISWP US0003M P 05/13/2023 | 0.00% | 0.29 R ISWP US0003M P 04/30/2023 | 0.00% | 1.5324 R ISWP US0003M 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2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% | SWPTN 1MX10Y R 1.568 USD 06/10/2021 CI | -0.00% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | -0.00% | 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.00% | 1.743 R ISWP US0003M P 04/07/2031 | -0.00% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | -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.BB.13 2072-12-16 500.0 12/16/2072 CG | -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 1MX10Y P 1.568 USD 06/10/2021 CI | -0.00% | SWPTN 5WX10Y P 1.58 USD 06/07/2021 GS | -0.00% | SWPTN 5WX10Y P 1.657 USD 06/14/2021 CI | -0.00% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% | 1.465 R ISWP US0003M P 04/15/2031 | -0.01% | 1.5665 R ISWP US0003M P 04/29/2031 | -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-.14 2072-12-16 300.0 12/16/2072 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% | SWPTN 1MX10Y P 1.629 USD 06/18/2021 CI | -0.01% | SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.01% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.01% | 1.65 R ISWP FWD US0003M P 08/16/2031 | -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% | 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 3YX1Y R 1.333 USD 01/30/2023 JP | -0.01% | SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.01% | 1.6785 R ISWP FWD US0003M P 06/14/2031 | -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.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% | 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% | 1.168 R ISWP FWD US0003M P 06/28/2037 | -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 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% | IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% | SWPTN 10YX10Y R 1.985 USD 01/29/2031 JP | -0.01% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% | 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.01% | 1.546 R ISWP US0003M P 01/08/2051 | -0.01% | 1.5905 R ISWP US0003M P 05/19/2031 | -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 10YX10Y R 2.031 USD 02/03/2031 JP | -0.01% | SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% | 0.95 R ISWP FWD US0003M P 06/16/2026 | -0.01% | 1.509 R ISWP US0003M P 01/08/2051 | -0.01% | 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.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% | SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.01% | SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.01% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% | SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.01% | 0.94375 R ISWP FWD US0003M P 04/01/2026 | -0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% | SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.02% | 0.30 R ISWP FWD US0003M P 06/16/2023 | -0.02% | 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.02% | SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | -0.02% | 1.996 R ISWP US0003M P 01/20/2031 | -0.02% | IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% | 0.83 R ISWP US0003M P 11/03/2021 | -0.02% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.02% | SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | -0.02% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.02% | 1.101 R ISWP FWD US0003M P 03/04/2031 | -0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.02% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% | SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.02% | 2.528 R ISWP FWD US0003M P 02/02/2024 | -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% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.02% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.02% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% | 0.932 R ISWP FWD US0003M P 12/07/2030 | -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% | 0.30 R ISWP US0003M P 07/14/2025 | -0.03% | 0.428 R ISWP FWD US0003M P 12/16/2025 | -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 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -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% | 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 5YX10Y R 0.902 USD 04/02/2025 UB | -0.03% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.03% | SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | 0.994 R ISWP US0003M P 04/09/2026 | -0.04% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.04% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.04% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.04% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.04% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.04% | SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.04% | 1.805 R ISWP US0003M P 01/19/2031 | -0.04% | SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.04% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.05% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.05% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.05% | 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.05% | SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.06% | 0.645 R ISWP US0003M P 07/15/2030 | -0.06% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.06% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.06% | 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.06% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.06% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.06% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.06% | 0.37 R ISWP US0003M P 10/16/2025 | -0.06% | 1.65 R ISWP FWD US0003M P 06/16/2031 | -0.07% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.07% | 1.7655 R ISWP US0003M P 04/07/2031 | -0.07% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.07% | 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.07% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.07% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.07% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.09% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.09% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.09% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.09% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.10% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -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 | -0.11% | 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.11% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.11% | 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.12% | SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.13% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.15% | 0.75 R ISWP US0003M P 10/16/2030 | -0.15% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.16% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.16% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.17% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.21% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.22% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.23% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.24% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.26% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.26% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.28% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.28% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.30% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.34% | SWPTN 8YX10Y R 3.312 USD 11/27/2028 BA | -0.44% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.48% | 1.02 R ISWP US0003M P 12/02/2033 | -0.60% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.61% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.73% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.75% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.84% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.89% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.66% | US 10YR ULTRA FUT SEP21 UXYU1 | -2.61% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -2.65% | US 2YR NOTE (CBT) SEP21 TUU1 | -44.28% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2051 | 11.21% | FNMA FN30 TBA UMBS 04.0000 05/01/2051 | 5.12% | US ULTRA BOND CBT JUN21 WNM1 | 4.27% | FNMA FN30 TBA UMBS 03.5000 06/01/2051 | 3.22% | US 10YR NOTE (CBT)JUN21 TYM1 | 3.03% | GNMA GII30 TBA 03.5000 05/01/2051 | 2.76% | FNMA FN30 TBA UMBS 03.0000 05/01/2051 | 2.27% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 2.09% | TREASURY BILL 00.0000 05/06/2021 | 1.97% | FNMA FN30 TBA UMBS 04.5000 05/01/2051 | 1.89% | GNMA GII30 TBA 04.0000 05/01/2051 | 1.85% | TREASURY BILL 00.0000 05/25/2021 | 1.73% | US LONG BOND(CBT) JUN21 USM1 | 1.70% | US 10YR ULTRA FUT JUN21 UXYM1 | 1.64% | CASH MGMT BILL 00.0000 08/03/2021 | 1.43% | FNMA FN30 TBA UMBS 03.0000 06/01/2051 | 1.36% | CASH MGMT BILL 00.0000 07/20/2021 | 1.30% | TREASURY BILL 00.0000 06/29/2021 | 1.08% | FNMA FN30 TBA UMBS 06.0000 05/01/2051 | 0.98% | FNMA FN30 TBA UMBS 05.5000 05/01/2051 | 0.97% | TREASURY BILL 00.0000 06/01/2021 | 0.95% | FNMA FN30 TBA UMBS 03.5000 05/01/2051 | 0.92% | BF0101 03.5000 06/01/2056 | 0.87% | FNR 2020-70 SD IO 06.1439 10/25/2050 | 0.81% | FHR 4945 SL IO 05.9439 01/25/2050 | 0.63% | FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.61% | BMIR 2017-1 M2 P/P 144A 03.4561 10/25/2027 | 0.55% | FHS 315 PO PO 00.0000 09/15/2043 | 0.53% | WAMU 2005-AR13 A1C4 00.9661 10/25/2045 | 0.52% | FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.50% | CITIGROUP INC 04.4500 09/29/2027 | 0.50% | GNR 2020-18 GS IO 05.9341 02/20/2050 | 0.48% | FHR 5024 EI IO 04.0000 10/25/2050 | 0.47% | GNMA GII30 TBA 04.5000 05/01/2051 | 0.47% | STACR 2020-HQA1 M2 02.0061 01/25/2050 | 0.46% | GNMA GII30 TBA 03.0000 05/01/2051 | 0.45% | STACR 2016-HQA1 M3 06.4561 09/25/2028 | 0.43% | US 5YR NOTE (CBT) JUN21 FVM1 | 0.43% | FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.43% | CAS 2016-C03 1M2 05.4061 10/25/2028 | 0.42% | COMM 2014-CR17 C 04.9445 05/10/2047 | 0.42% | STAR 2020-2 A2 03.9700 04/25/2060 | 0.40% | 2.7725 R ISWP US0003M P 03/02/2031 | 0.40% | MORGAN STANLEY 04.3750 01/22/2047 | 0.40% | 2.764 R ISWP US0003M P 02/18/2031 | 0.39% | AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.39% | WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.38% | APPLE INC 02.8000 02/08/2061 | 0.36% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.36% | ABBVIE INC 03.2000 11/21/2029 | 0.35% | MCAS 2019-01 M10 P/P 144A 03.3561 10/15/2049 | 0.35% | TREASURY BILL 00.0000 06/10/2021 | 0.35% | FHR 5019 MI IO 04.0000 10/25/2050 | 0.34% | MRAIT 2020-2 A2 | 0.34% | MRAIT 2021-8 A1X 01.2651 10/15/2021 | 0.34% | UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.33% | MRAIT 2020-12 A1X 01.4646 07/15/2021 | 0.33% | STACR 2019-DNA2 M2 02.5561 03/25/2049 | 0.33% | AT&T INC P/P 144A 03.5500 09/15/2055 | 0.33% | FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.32% | CGCMT 2012-GC8 B P/P 144A 04.2850 09/10/2045 | 0.32% | WFRBS 2012-C10 D P/P 144A 04.5738 12/15/2045 | 0.31% | TREASURY BILL 00.0000 05/13/2021 | 0.30% | GNMA GII30 BG6074 04.0000 04/20/2048 | 0.30% | WAMU 2005-AR17 A1B2 00.9261 12/25/2045 | 0.30% | FNR 2019-3 SA IO 05.9939 02/25/2049 | 0.30% | MSBAM 2013-C10 E P/P 144A 04.2169 07/15/2046 | 0.30% | FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.29% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.29% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.29% | LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.29% | COMM 2018-COR3 C 04.7125 05/10/2051 | 0.28% | BBCMS 2019-C4 XA IO 01.7404 08/15/2052 | 0.28% | FHLMC FR30 ZM1233 UMBS 03.0000 06/01/2046 | 0.28% | FNR 2016-8 SA IO 05.9439 03/25/2046 | 0.28% | CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.27% | GSMS 2015-GS1 XA IO 00.9083 11/10/2048 | 0.27% | BROADCOM INC 04.1500 11/15/2030 | 0.27% | WFRBS 2011-C4 C P/P 144A 05.3166 06/15/2044 | 0.27% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.27% | BRISTOL-MYERS 03.4000 07/26/2029 | 0.27% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.26% | CAS 2016-C03 2M2 06.0061 10/25/2028 | 0.26% | FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.26% | STACR 2016-DNA3 M3 05.1061 12/25/2028 | 0.26% | UBSBB 2012-C3 C P/P 144A 05.1986 08/10/2049 | 0.26% | FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.25% | TRK 2020-1 A1 03.2500 03/25/2023 | 0.25% | CFCRE 2011-C2 E P/P 144A 05.9355 12/15/2047 | 0.25% | CGCMT 2015-P1 C 04.5140 09/15/2048 | 0.25% | VISIO 2019-1 A3 03.8250 06/25/2054 | 0.25% | CF 2019-CF1 XA IO 01.3007 05/15/2052 | 0.25% | GSMS 2013-GC12 B 03.7770 06/10/2046 | 0.25% | APPLE INC 04.3750 05/13/2045 | 0.25% | BACM 2015-UBS7 XA IO 00.9568 09/15/2048 | 0.25% | FHR 4975 EI IO 04.5000 05/25/2050 | 0.25% | GNR 2020-55 SA IO 05.9341 04/20/2050 | 0.25% | STACR 2017-HQA2 M2 02.7561 12/25/2029 | 0.24% | JPMCC 2012-C8 C P/P 144A 04.7772 10/15/2045 | 0.24% | WFCM 2020-C57 C 04.1581 08/15/2053 | 0.24% | WFCM 2018-C43 XA IO 00.8232 03/15/2051 | 0.24% | FNR 2020-95 GI IO 03.5000 01/25/2051 | 0.24% | ORACLE CORP 03.6500 03/25/2041 | 0.24% | SWPTN 8YX10Y P 3.312 USD 11/27/2028 BA | 0.24% | FHMS K105 X1 IO 01.6449 01/25/2030 | 0.23% | UBSCM 2018-C8 B 04.5670 02/15/2051 | 0.23% | CAS 2017-C07 1EB2 01.1061 05/25/2030 | 0.23% | SPST 2021-6 A 00.9061 04/25/2022 | 0.23% | FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.23% | SPST 2020-6 A 01.8561 09/07/2021 | 0.23% | UBSCM 2019-C17 C 03.7582 10/15/2052 | 0.23% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.22% | STACR 2016-HQA2 M3 05.2561 11/25/2028 | 0.22% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.22% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.22% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.22% | DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.22% | GNMA GII30 MA5194 05.0000 05/20/2048 | 0.22% | GSMS 2014-GC18 C 05.1547 01/10/2047 | 0.22% | SPST 2020-13 A 01.6061 10/10/2021 | 0.22% | VERIZON COMM 04.6720 03/15/2055 | 0.22% | CAS 2020-R01 1M2 02.1561 01/25/2040 | 0.21% | JPMBB 2013-C14 D P/P 144A 04.8474 08/15/2046 | 0.21% | SPST 2020-15 A 01.4761 12/10/2021 | 0.21% | GSMS 2012-GCJ9 C P/P 144A 04.4480 11/10/2045 | 0.21% | UBSCM 2012-C1 C P/P 144A 05.7543 05/10/2045 | 0.21% | CSAIL 2015-C4 B 04.4642 11/15/2048 | 0.21% | GNR 2016-H23 NI IO 02.3846 10/20/2066 | 0.21% | CGCMT 2014-GC23 IO 01.0873 07/10/2047 | 0.21% | CSAIL 2019-C16 XA IO 01.7235 06/15/2052 | 0.21% | SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.21% | US BANCORP 03.0000 07/30/2029 | 0.21% | RMLT 2020-2 A3 02.9110 05/25/2060 | 0.21% | WFRBS 2011-C5 C P/P 144A 05.8485 11/15/2044 | 0.21% | FHR 3835 FO PO 00.0000 04/15/2041 | 0.20% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.20% | CAS 2020-R02 2M2 02.1061 01/25/2040 | 0.20% | CAS 2016-C02 1M2 06.1061 09/25/2028 | 0.20% | GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.20% | 1.232 R ISWP US0003M P 01/29/2051 | 0.20% | JPMCC 2011-C3 B P/P 144A 05.0131 02/15/2046 | 0.20% | MICROSOFT CORP 02.6750 06/01/2060 | 0.20% | SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.20% | WFRBS 2013-C15 D P/P 144A 04.6257 08/15/2046 | 0.20% | MRAIT 2020-11 A1X 01.8146 04/22/2022 | 0.20% | SHRP 2020-1 NOTE 03.0758 07/25/2024 | 0.20% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.19% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.19% | CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.19% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.19% | HUNTSMAN INTERNATIONAL L 04.5000 05/01/2029 | 0.19% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.19% | BSCMS 2007-T26 AJ 05.5405 01/12/2045 | 0.19% | WFCM 2019-C50 XA IO 01.5825 05/15/2052 | 0.19% | FHR 5052 KI IO 04.0000 12/25/2050 | 0.19% | CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.19% | NETFLIX INC 04.3750 11/15/2026 | 0.19% | UBSCM 2019-C17 XA IO 01.6264 10/15/2052 | 0.18% | CAS 2018-C04 2M2 02.6561 12/25/2030 | 0.18% | FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.18% | MCAS 2020-01 M10 P/P 144A 03.8561 03/25/2050 | 0.18% | RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.18% | STACR 2020-HQA2 M2 03.2061 03/25/2050 | 0.18% | GNR 2019-119 KS IO 05.9344 09/16/2049 | 0.18% | STACR 2019-DNA1 B1 04.7561 01/25/2049 | 0.18% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.18% | WFRBS 2014-C22 B 04.3710 09/15/2057 | 0.18% | AT&T INC P/P 144A 02.5500 12/01/2033 | 0.18% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.18% | FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.18% | GNMA GII30 BD1731 03.5000 01/20/2048 | 0.18% | STACR 2019-DNA1 M2 02.7561 01/25/2049 | 0.18% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.18% | CIT BANK NA 02.9690 09/27/2025 | 0.18% | CSAIL 2015-C3 XA IO 00.8613 08/15/2048 | 0.18% | MRAIT 2021-EBO1 A1X 01.4585 10/08/2021 | 0.18% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.17% | CASH MGMT BILL 00.0000 07/06/2021 | 0.17% | FREMF 2019-KF66 B P/P 144A 02.5111 07/25/2029 | 0.17% | KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.17% | FHLMC FR30 ZA4291 UMBS 03.5000 08/01/2043 | 0.17% | GNR 2019-123 SL IO 06.0341 10/20/2049 | 0.17% | LCCM 2017-LC26 XA IO P/P 144A 01.5917 07/12/2050 | 0.17% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.17% | FNR 2017-108 SA IO 06.0439 01/25/2048 | 0.17% | GNR 2018-168 KS IO 06.0341 12/20/2048 | 0.17% | AT&T INC 04.7500 05/15/2046 | 0.17% | FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.17% | OMIR 2018-1A M2 02.9561 07/25/2028 | 0.17% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.17% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.16% | DBUBS 2011-LC3A D P/P 144A 05.5170 08/10/2044 | 0.16% | COMCAST CORP 03.4000 07/15/2046 | 0.16% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.16% | BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.16% | GNR 2016-H02 HI IO 01.5494 01/20/2066 | 0.16% | MSC 2011-C3 B P/P 144A 05.4338 07/15/2049 | 0.16% | CITIGROUP INC 03.8750 02/18/2051 | 0.16% | JPMCC 2012-C8 D P/P 144A 04.8253 10/15/2045 | 0.16% | GSMS 2010-C1 D P/P 144A 06.1831 08/10/2043 | 0.16% | CSAIL 2015-C1 D P/P 144A 03.9053 04/15/2050 | 0.16% | FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.16% | GSMS 2014-GC24 D P/P 144A 04.6644 09/10/2047 | 0.15% | GNR 2012-149 GS IO 06.0841 12/20/2042 | 0.15% | GNR 2019-20 SB IO 05.9841 02/20/2049 | 0.15% | ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.15% | BPCE SA P/P 144A 04.5000 03/15/2025 | 0.15% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.15% | GNMA GII30 BE1441 03.5000 11/20/2047 | 0.15% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.15% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.15% | TOTAL CAPITAL INTL SA USD 02.8290 01/10/2030 | 0.15% | FNR 2016-91 AS IO 05.9939 12/25/2046 | 0.15% | GNR 2019-83 SW IO 05.9841 07/20/2049 | 0.15% | WFRBS 2012-C6 C P/P 144A 05.7645 04/15/2045 | 0.15% | ARRW 2019-3 M1 04.2040 10/25/2048 | 0.15% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.15% | GNMA GII30 MA5266 05.0000 06/20/2048 | 0.15% | GENERAL MOTORS CO 05.9500 04/01/2049 | 0.15% | FISERV INC 04.2000 10/01/2028 | 0.14% | FNR 2020-12 SK IO 05.9439 03/25/2050 | 0.14% | JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.14% | ZOETIS INC 03.9000 08/20/2028 | 0.14% | BHLD 2020-1 A3 03.3950 02/25/2055 | 0.14% | GNR 2019-H02 DI IO 02.3835 11/20/2068 | 0.14% | GNR 2020-32 GS IO 05.9841 03/20/2050 | 0.14% | JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.14% | UBSBB 2012-C4 B P/P 144A 03.7181 12/10/2045 | 0.14% | WFRBS 2014-C22 XA IO 00.9520 09/15/2057 | 0.14% | WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 | 0.14% | CAS 2017-C03 1M2 03.1061 10/25/2029 | 0.14% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.14% | FNR 2021-12 NI IO 02.5000 03/25/2051 | 0.14% | GNMA GII30 BD1729 03.5000 01/20/2048 | 0.14% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.14% | GNR 2019-83 JS IO 05.9841 07/20/2049 | 0.14% | GNR 2014-H07 BI IO 01.4768 05/20/2064 | 0.14% | GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.14% | STACR 2018-DNA2 B1 03.8061 12/25/2030 | 0.14% | UBSCM 2012-C1 D P/P 144A 05.7543 05/10/2045 | 0.14% | FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.14% | DBUBS 2011-LC2A C P/P 144A 05.6161 07/10/2044 | 0.14% | ARES CAPITAL CORP 03.8750 01/15/2026 | 0.14% | CAS 2017-C01 1M2 03.6561 07/25/2029 | 0.14% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.13% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.13% | BACM 2005-1 B 05.6647 11/10/2042 | 0.13% | COMM 2012-CR2 B 04.3930 08/15/2045 | 0.13% | GNR 2014-H11 GI IO 01.4896 06/20/2064 | 0.13% | STACR 2017-HQA1 M2B 03.6561 08/25/2029 | 0.13% | FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.13% | L3HARRIS TECH INC 01.8000 01/15/2031 | 0.13% | MICROSOFT CORP 02.9210 03/17/2052 | 0.13% | UBSC 2011-C1 D P/P 144A 06.2518 01/10/2045 | 0.13% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.13% | GSMS 2014-GC22 XA IO 01.1336 06/10/2047 | 0.13% | BACM 2015-UBS7 B 04.5218 09/15/2048 | 0.13% | COMCAST CORP 02.3500 01/15/2027 | 0.13% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.13% | OPTN FN30 2.0 06/07/21 CALL 100.546875 JPMC | 0.13% | SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.13% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.13% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.13% | JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.13% | MSC 2016-UB12 XA IO 00.8928 12/15/2049 | 0.13% | T-MOBILE USA INC P/P 144A 04.5000 04/15/2050 | 0.13% | THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.13% | COMM 2014-UBS4 C 04.8064 08/10/2047 | 0.13% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.13% | FHR 4738 QS IO 06.0854 12/15/2047 | 0.12% | JPMCC 2012-C6 E P/P 144A 05.3128 05/15/2045 | 0.12% | MRAFT 2020-5 A1 01.1105 08/10/2023 | 0.12% | INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.12% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.12% | MSBAM 2014-C14 C 05.2182 02/15/2047 | 0.12% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.12% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.12% | WEC ENERGY GROUP INC 02.3063 05/15/2067 | 0.12% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.12% | GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.12% | AMAZON.COM INC 04.0500 08/22/2047 | 0.12% | COMCAST CORP 03.4500 02/01/2050 | 0.12% | THE BOEING COMPANY 04.8750 05/01/2025 | 0.12% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.12% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.12% | GNR 2017-H14 EI IO 01.6206 06/20/2067 | 0.12% | INTERPUBLIC GRP 04.6500 10/01/2028 | 0.12% | KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.12% | LENNAR CORP 04.7500 11/29/2027 | 0.12% | GNMA GII30 BF6125 04.0000 02/20/2048 | 0.12% | JPMBB 2013-C14 E P/P 144A 04.8474 08/15/2046 | 0.12% | AIR LEASE CORP 03.2500 10/01/2029 | 0.12% | GNR 2020-11 SY IO 05.9841 01/20/2050 | 0.12% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.12% | UBSBB 2012-C2 E P/P 144A 05.0441 05/10/2063 | 0.12% | UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.12% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.12% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.11% | JPMBB 2013-C12 C 04.2356 07/15/2045 | 0.11% | JPMBB 2013-C15 C 05.3693 11/15/2045 | 0.11% | CAS 2017-C07 1B1 04.1061 05/25/2030 | 0.11% | FHMS K104 X1 IO 01.2480 01/25/2030 | 0.11% | JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.11% | UBSCM 2017-C7 XA IO 01.1801 12/15/2050 | 0.11% | UBSCM 2018-C12 XA IO 00.9814 08/15/2051 | 0.11% | UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.11% | GNR 2017-H08 NI IO 02.2904 03/20/2067 | 0.11% | LYONDELLBASELL IND NV 04.6250 02/26/2055 | 0.11% | DRMT 2020-2 A2 02.5940 05/25/2065 | 0.11% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.11% | GNR 2015-H13 AI IO 02.4302 06/20/2065 | 0.11% | STACR 2018-DNA2 M2 02.2561 12/25/2030 | 0.11% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.11% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.11% | CGCMT 2014-GC19 X IO 01.3047 03/10/2047 | 0.11% | CSAIL 2015-C1 C 04.4053 04/15/2050 | 0.11% | VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.11% | BANK OF AMERICA CORP 05.1250 06/20/2024 | 0.11% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.11% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.11% | FIDELITY NATL INFO SERV 02.2500 03/01/2031 | 0.11% | FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.11% | GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.11% | LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.11% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.11% | VIATRIS INC P/P 144A 04.0000 06/22/2050 | 0.11% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.11% | MRAFT 2020-4 A1 01.4605 04/23/2023 | 0.11% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.11% | WFCM 2015-LC20 XB IO 00.6283 04/15/2050 | 0.11% | BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.11% | CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.11% | AMGEN INC 04.6630 06/15/2051 | 0.10% | CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.10% | JPMBB 2014-C22 XA IO 00.9799 09/15/2047 | 0.10% | FLORIDA POWER & LIGHT CO 04.1250 02/01/2042 | 0.10% | BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.10% | TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.10% | UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.10% | 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.10% | COMM 2014-UBS2 C 05.1294 03/10/2047 | 0.10% | SERVICENOW INC 01.4000 09/01/2030 | 0.10% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.10% | 1.16 R ISWP US0003M P 10/16/2050 | 0.10% | AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.10% | AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.10% | BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.10% | COLT 2020-2 A2 03.0940 03/25/2065 | 0.10% | EQUINIX INC 03.2000 11/18/2029 | 0.10% | FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.10% | GNR 2017-H12 QI IO 02.0047 05/20/2067 | 0.10% | GNR 2018-155 SE IO 05.9841 11/20/2048 | 0.10% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% | NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.10% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.10% | BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.10% | CAS 2017-C01 1B1 05.8561 07/25/2029 | 0.10% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.10% | FHR 3408 EK 25.3318 04/15/2037 | 0.10% | GNR 2014-131 BS IO 06.0844 09/16/2044 | 0.10% | JPMDB 2017-C7 C 04.3081 10/15/2050 | 0.10% | BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.10% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.10% | MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.10% | SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.10% | TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.10% | VSTA 2020-1 A2 02.7700 03/25/2065 | 0.10% | CAS 2019-HRP1 M2 02.2561 11/25/2039 | 0.10% | CAS 2018-C01 1M2 02.3561 07/25/2030 | 0.10% | GNR 2017-H09 DI IO 01.8926 03/20/2067 | 0.10% | GNR 2017-H10 MI IO 01.5704 04/20/2067 | 0.10% | GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.10% | NRZT 2020-NQM2 A2 03.2000 05/24/2060 | 0.10% | PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.10% | CSMC 2016-NXSR XA IO 00.9010 12/15/2049 | 0.09% | EMIR 2018-1 M1 01.8061 11/25/2028 | 0.09% | FHR 3065 DC 19.5161 03/15/2035 | 0.09% | GNR 2016-H06 AI IO 01.6145 02/20/2066 | 0.09% | COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.09% | GNMA GII30 BE1440 03.5000 11/20/2047 | 0.09% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.09% | SALESFORCE.COM INC 03.7000 04/11/2028 | 0.09% | STACR 2014-DN2 M3 03.7061 04/25/2024 | 0.09% | CAS 2017-C01 1EB1 01.3561 07/25/2029 | 0.09% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.09% | SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.09% | AMAZON.COM INC 01.5000 06/03/2030 | 0.09% | BANK 2018-BN13 XA 00.6535 08/15/2061 | 0.09% | COMCAST CORP 03.9990 11/01/2049 | 0.09% | CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.09% | FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.09% | GNMA GII30 BE1437 03.5000 11/20/2047 | 0.09% | GNR 2015-H12 EI IO 01.7099 04/20/2065 | 0.09% | WFCM 2014-LC16 XA IO 01.2463 08/15/2050 | 0.09% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.09% | BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.09% | CARR 2006-NC2 A4 00.3461 06/25/2036 | 0.09% | ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.09% | GNMA GII30 AY2298 04.7000 05/20/2067 | 0.09% | MSC 2011-C3 E P/P 144A 05.4338 07/15/2049 | 0.09% | MWST 2020-1 A 01.0061 10/25/2053 | 0.09% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.09% | COMM 2014-UBS6 XA IO 01.0336 12/10/2047 | 0.09% | ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.09% | RMIR 2018-1 M2 04.2100 03/25/2028 | 0.09% | STACR 2014-HQ2 M3 03.8561 09/25/2024 | 0.09% | BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.09% | GNR 2019-21 SJ IO 05.9341 02/20/2049 | 0.09% | JPMDB 2017-C5 XA IO 01.0957 03/15/2050 | 0.09% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.09% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.08% | BOEING CO 05.9300 05/01/2060 | 0.08% | COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.08% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.08% | GNMA GII30 BG6110 04.0000 05/20/2048 | 0.08% | GNR 2015-H12 GI IO 01.7941 05/20/2065 | 0.08% | GNR 2019-44 SA IO 05.9341 04/20/2049 | 0.08% | WFCM 2017-C41 XA IO 01.3529 11/15/2050 | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.08% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% | GNR 2016-H14 IO IO 01.6858 06/20/2066 | 0.08% | JPMCC 2013-C16 C 05.1892 12/15/2046 | 0.08% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.08% | AON PLC 04.2500 12/12/2042 | 0.08% | BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.08% | COMM 2013-CR6 D P/P 144A 04.2251 03/10/2046 | 0.08% | EMIR 2019-1 M2 03.4061 04/25/2029 | 0.08% | GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.08% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.08% | GSMS 2013-GC13 XA IO 00.0995 07/10/2046 | 0.08% | COMM 2014-CR17 D P/P 144A 05.0082 05/10/2047 | 0.08% | FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.08% | EFMT 2020-1 A2 03.3530 05/25/2065 | 0.08% | MSBAM 2013-C13 XB IO P/P 144A 00.1520 11/15/2046 | 0.08% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.08% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.08% | WFRBS 2013-C14 XA IO 00.8484 06/15/2046 | 0.08% | JPMCC 2016-JP2 XA IO 01.9418 08/15/2049 | 0.08% | UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.08% | FHR 3852 NT 05.8854 05/15/2041 | 0.08% | MERCK & CO INC 03.7000 02/10/2045 | 0.08% | MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.08% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.08% | GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.08% | FNR 2006-8 HP 24.1775 03/25/2036 | 0.08% | GNMA GII30 BB3013 03.5000 11/20/2047 | 0.08% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.08% | GNR 2016-H11 HI IO 02.1054 01/20/2066 | 0.08% | MSRR 2015-R4 CB1 00.9343 08/26/2047 | 0.08% | CIT GROUP INC. 05.2500 03/07/2025 | 0.07% | FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.07% | GNR 2015-H04 AI IO 01.5978 12/20/2064 | 0.07% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.07% | COMM 2014-CR19 D P/P 144A 04.8650 08/10/2047 | 0.07% | GENERAL MOTORS CO 05.2000 04/01/2045 | 0.07% | GNMA GII30 BB3019 03.5000 11/20/2047 | 0.07% | GNR 2011-17 S IO 05.9341 02/20/2041 | 0.07% | DOMINION ENERGY INC 04.9000 08/01/2041 | 0.07% | GNMA GII30 BD1730 03.5000 01/20/2048 | 0.07% | JPMBB 2014-C19 D P/P 144A 04.8308 04/15/2047 | 0.07% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.07% | T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.07% | FNR 2018-94 SA IO 05.9939 01/25/2049 | 0.07% | STACR 2018-DNA1 M2 01.9061 07/25/2030 | 0.07% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.07% | FHR 4912 PS IO 05.9439 09/25/2049 | 0.07% | GNR 2015-H12 AI IO 01.8608 05/20/2065 | 0.07% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.07% | MSBAM 2015-C25 XA IO 01.2032 10/15/2048 | 0.07% | CWALT 2007-OA6 A1A 00.2461 06/25/2037 | 0.07% | FHR 3072 SM 04.2533 11/15/2035 | 0.07% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.07% | TPMT 2018-5 M1 P/P 144A 03.2500 07/25/2058 | 0.07% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.07% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.07% | WFRBS 2014-C24 XA IO 00.9995 11/15/2047 | 0.07% | GNR 2015-H25 AI IO 01.6169 09/20/2065 | 0.07% | JPMCC 2011-C3 D P/P 144A 05.7055 02/15/2046 | 0.07% | MSBAM 2015-C26 XA IO 01.1625 10/15/2048 | 0.07% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.07% | STACR 2018-HQA1 M2 02.4061 09/25/2030 | 0.07% | VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.07% | WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.07% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.07% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.07% | MSC 2016-BNK2 XA IO 01.1689 11/15/2049 | 0.07% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.07% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.07% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.07% | GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.07% | STACR 2019-HQA1 M2 02.4561 02/25/2049 | 0.07% | UNITEDHEALTH GROUP INC 02.9000 05/15/2050 | 0.07% | 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.06% | BCAP 2015-RR5 2A2 01.3297 01/26/2046 | 0.06% | COMM 2013-CR11 XA IO 01.0829 08/10/2050 | 0.06% | RMIR 2019-1 M2 P/P 144A 03.3061 02/25/2029 | 0.06% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.06% | JPMCC 2011-C3 F P/P 144A 05.7055 02/15/2046 | 0.06% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.06% | OSHKOSH CORP 04.6000 05/15/2028 | 0.06% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.06% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | 0.06% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.06% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.06% | GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.06% | OMNICOM GROUP INC 04.2000 06/01/2030 | 0.06% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.06% | ABBVIE INC P/P 03.8000 03/15/2025 | 0.06% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% | FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.06% | INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.06% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.06% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.06% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.06% | FHR 4839 AS IO 05.9354 06/15/2042 | 0.06% | FNR 2005-122 SE 22.7285 11/25/2035 | 0.06% | GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.06% | GNR 2016-H04 KI IO 01.5333 02/20/2066 | 0.06% | MOODY'S CORPORATION 05.2500 07/15/2044 | 0.06% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.06% | ALPHABET INC 01.9980 08/15/2026 | 0.06% | COMM 2015-CR23 XA IO 01.0337 05/10/2048 | 0.06% | GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.06% | GNR 2010-H19 GI IO 01.4094 08/20/2060 | 0.06% | PACIFICORP 02.7000 09/15/2030 | 0.06% | ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.06% | GNR 2015-H25 CI IO 01.9318 10/20/2065 | 0.06% | NRG P/P 144A 03.7500 06/15/2024 | 0.06% | PFIZER INC 03.0000 12/15/2026 | 0.06% | CFCRE 2011-C2 D P/P 144A 05.9355 12/15/2047 | 0.06% | FNR 2006-62 PS 39.2632 07/25/2036 | 0.06% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% | VERIZON COMM 04.3290 09/21/2028 | 0.06% | D.R. HORTON INC 05.7500 08/15/2023 | 0.06% | GNR 2015-H15 JI IO 01.9586 06/20/2065 | 0.06% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.06% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.06% | UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.06% | WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.06% | WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.06% | GNR 2015-H28 DI IO 01.5516 08/20/2065 | 0.06% | NHEL 2004-2 M4 01.9061 09/25/2034 | 0.06% | VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.06% | 1.629 R ISWP US0003M P 01/19/2026 | 0.05% | FISERV INC 03.5000 07/01/2029 | 0.05% | FNR 2005-106 JC 19.7949 12/25/2035 | 0.05% | JPMCC 2012-LC9 D P/P 144A 04.5661 12/15/2047 | 0.05% | MSBAM 2013-C7 XA IO 01.4619 02/15/2046 | 0.05% | MWST 2019-1 A 00.9061 06/25/2052 | 0.05% | STACR 2018-HQA2 M2 02.4061 10/25/2048 | 0.05% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.05% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.05% | COMM 2014-LC15 XA IO 01.2498 04/10/2047 | 0.05% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.05% | GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.05% | GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.05% | GSMS 2013-GC10 XA IO 01.6310 02/10/2046 | 0.05% | MWST 2020-2 A 00.9061 11/25/2053 | 0.05% | 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.05% | 1.5025 R ISWP US0003M P 10/21/2021 | 0.05% | COMM 2014-CR19 XA IO 01.1261 08/10/2047 | 0.05% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% | MSBAM 2013-C12 XA IO 00.7438 10/15/2046 | 0.05% | BERKSHIRE HATHAWAY ENERG 04.2500 10/15/2050 | 0.05% | COMM 2013-CR13 E P/P 144A 05.0463 11/10/2046 | 0.05% | COX COMM INC P/P 144A 02.9500 10/01/2050 | 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% | GNR 2014-H08 CI IO 01.4719 03/20/2064 | 0.05% | GNR 2016-H27 BI IO 02.4751 12/20/2066 | 0.05% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.05% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.05% | ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.05% | ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.05% | FNR 2007-53 SP 23.8109 06/25/2037 | 0.05% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.05% | IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.05% | NUTRIEN LTD USD 02.9500 05/13/2030 | 0.05% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.05% | AMAZON.COM INC 02.7000 06/03/2060 | 0.05% | GNR 2015-H16 XI IO 02.3970 07/20/2065 | 0.05% | SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.05% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.05% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.05% | WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.05% | GNR 2015-H09 BI IO 01.6880 03/20/2065 | 0.05% | GSMS 2014-GC18 XA IO 01.1681 01/10/2047 | 0.05% | SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.05% | SWPTN 6MX10Y P 1.62 USD 08/12/2021 GS | 0.05% | UBSBB 2012-C2 XA IO P/P 144A 01.4392 05/10/2063 | 0.05% | CIT GROUP INC 05.0000 08/01/2023 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.05% | GNMA GII30 AY4779 04.4910 03/20/2067 | 0.05% | GNR 2016-H24 JI IO 02.2154 11/20/2066 | 0.05% | METLIFE INC 06.4000 12/15/2036 | 0.05% | MOODY'S CORPORATION 02.5500 08/18/2060 | 0.05% | PACIFIC GAS & ELECTRIC 04.5000 07/01/2040 | 0.05% | AMGEN INC 02.6000 08/19/2026 | 0.05% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.05% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.05% | COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.05% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.05% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.05% | FNR 2011-4 CS 12.6877 05/25/2040 | 0.05% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.05% | GNR 2015-H10 CI IO 01.8046 04/20/2065 | 0.05% | HCA INC 05.0000 03/15/2024 | 0.05% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.05% | 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.04% | COX COMM INC P/P 144A 04.5000 06/30/2043 | 0.04% | FHR 4176 DI IO 03.0000 12/15/2042 | 0.04% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.04% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.04% | VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.04% | WFRBS 2012-C10 XA IO P/P 144A 01.6648 12/15/2045 | 0.04% | CIGNA CORP 03.7500 07/15/2023 | 0.04% | COMCAST CORP 03.1500 03/01/2026 | 0.04% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.04% | SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.04% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.04% | BANK OF AMERICA CORP 00.9439 09/15/2026 | 0.04% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.04% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% | 1.316 R ISWP US0003M P 10/15/2021 | 0.04% | CAS 2015-C03 2M2 05.1061 07/25/2025 | 0.04% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.04% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.04% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.04% | GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.04% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.04% | ALPHABET INC 02.2500 08/15/2060 | 0.04% | AMERICAN ELECTRIC POWER 03.2500 03/01/2050 | 0.04% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.04% | ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.04% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% | JPMCC 2013-C16 XA IO 01.0812 12/15/2046 | 0.04% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.04% | JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.04% | SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.04% | SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.04% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.04% | CAS 2019-R01 2M2 02.5561 07/25/2031 | 0.04% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.04% | QVC INC 04.8500 04/01/2024 | 0.04% | STACR 2019-DNA2 B1 04.4561 03/25/2049 | 0.04% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.04% | CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.04% | COMM 2012-CR1 D P/P 144A 05.5327 05/15/2045 | 0.04% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.04% | GNMA GII30 BA7681 04.6030 06/20/2067 | 0.04% | GNR 2015-H20 AI IO 01.8221 08/20/2065 | 0.04% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% | CCMFC 2004-3A A2 00.4061 08/25/2035 | 0.04% | CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.04% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.04% | COMM 2014-UBS6 C 04.5935 12/10/2047 | 0.04% | FNR 2010-35 SG IO 06.2939 04/25/2040 | 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% | JPMORGAN CHASE & CO 01.1938 05/15/2047 | 0.04% | MSBAM 2013-C10 F P/P 144A 04.2169 07/15/2046 | 0.04% | ORACLE CORP 04.0000 11/15/2047 | 0.04% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.04% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | CAS 2015-C04 2M2 05.6561 04/25/2028 | 0.04% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.04% | SWPTN 3MX10Y P 1.79 USD 07/06/2021 BC | 0.04% | WAMU 2005-AR1 A2B 00.9061 01/25/2045 | 0.04% | 1.33 R ISWP US0003M P 11/03/2021 | 0.04% | FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.04% | GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.04% | MSBAM 2014-C17 XA IO 01.2296 08/15/2047 | 0.04% | UBSBB 2013-C6 XA IO P/P 144A 01.2448 04/10/2046 | 0.04% | FNR 2005-75 GS 19.9316 08/25/2035 | 0.04% | FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.04% | IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.04% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.04% | WFRBS 2012-C7 D P/P 144A 04.9578 06/15/2045 | 0.04% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.03% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.03% | CGCMT 2013-GC17 X IO 01.1744 11/10/2046 | 0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.03% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.03% | GSMS 2013-GC12 XA IO 01.5394 06/10/2046 | 0.03% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.03% | JPMBB 2014-C25 XA IO 00.9878 11/15/2047 | 0.03% | PROLOGIS LP 02.2500 04/15/2030 | 0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% | DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.03% | GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.03% | WFRBS 2013-C11 XA IO P/P 144A 01.3094 03/15/2045 | 0.03% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.03% | CAS 2018-C05 1M2 02.4561 01/25/2031 | 0.03% | ENERGY TRANSFER LP 02.9000 05/15/2025 | 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% | GNR 2015-H17 CI IO 01.5754 06/20/2065 | 0.03% | HMIR 2018-1 M1 P/P 144A 01.7061 10/25/2028 | 0.03% | 0.41 R ISWP US0003M P 10/13/2025 | 0.03% | CITIGROUP INC 03.8870 01/10/2028 | 0.03% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% | FHR 2990 LB 16.6527 06/15/2034 | 0.03% | GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.03% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.03% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.03% | STACR 2018-DNA3 B1 04.0061 09/25/2048 | 0.03% | ZOETIS INC 02.0000 05/15/2030 | 0.03% | CAS 2017-C06 2M2 02.9061 02/25/2030 | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.03% | FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.03% | SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.03% | WFRBS 2012-C9 XA IO P/P 144A 02.0285 11/15/2045 | 0.03% | WFRBS 2012-C9 XB IO P/P 144A 00.8738 11/15/2045 | 0.03% | 0.471 R ISWP US0003M P 11/16/2025 | 0.03% | CAS 2015-C04 1M2 05.8061 04/25/2028 | 0.03% | DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.03% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.03% | GNR 2015-H01 CI IO 01.6067 12/20/2064 | 0.03% | GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.03% | JPMCC 2010-C1 C P/P 144A 06.2167 06/15/2043 | 0.03% | S&P GLOBAL INC 01.2500 08/15/2030 | 0.03% | FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.03% | FNR 12-118 PI IO 04.0000 06/25/2042 | 0.03% | GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.03% | JPMCC 2013-LC11 X IO 01.3819 04/15/2046 | 0.03% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.03% | WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.03% | 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.03% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.03% | DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.03% | UNITEDHEALTH GROUP INC 04.7500 07/15/2045 | 0.03% | 0.5996 R ISWP US0003M P 03/09/2026 | 0.03% | CAS 2019-R02 1B1 04.2561 08/25/2031 | 0.03% | FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.03% | GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.03% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.03% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 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% | JPMCC 2012-LC9 XA IO 01.6342 12/15/2047 | 0.03% | NORTHROP GRUMMAN CORP 05.2500 05/01/2050 | 0.03% | SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.03% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.03% | VIACOMCBS INC 02.9000 01/15/2027 | 0.03% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | FHR 4500 GI IO 04.0000 08/15/2045 | 0.02% | HCA INC 04.1250 06/15/2029 | 0.02% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.02% | NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.02% | SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | 0.02% | 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.02% | 1.0241 R ISWP US0003M P 04/08/2026 | 0.02% | 1.51882 R ISWP US0003M P 03/02/2031 | 0.02% | 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.02% | AIR LEASE CORP 04.6250 10/01/2028 | 0.02% | FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.02% | GNR 2019-121 SD IO 05.8841 10/20/2049 | 0.02% | HCA INC. 05.5000 06/15/2047 | 0.02% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% | VIACOMCBS INC 04.2000 06/01/2029 | 0.02% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% | 1.57 R ISWP US0003M P 04/20/2031 | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% | FHR 4074 KS IO 06.5854 02/15/2041 | 0.02% | FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.02% | FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% | JPMCC 2007-CB20 E P/P 144A 06.3743 02/12/2051 | 0.02% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.02% | 1.0161 R ISWP US0003M P 04/08/2026 | 0.02% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.02% | GNMA GII30 BE5936 04.0000 05/20/2048 | 0.02% | GNMA GII30 BG4861 04.5000 05/20/2048 | 0.02% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.02% | GNR 2013-129 SN IO 06.0341 09/20/2043 | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% | OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.02% | SHERWIN-WILLIAMS CO 03.3000 05/15/2050 | 0.02% | AT&T INC 04.3000 02/15/2030 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.02% | GNMA GII30 BE5937 04.0000 05/20/2048 | 0.02% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.02% | BGC PARTNERS INC 05.1250 05/27/2021 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% | ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% | FHR 4132 IP IO 04.5000 11/15/2042 | 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 2015-52 KI IO 03.5000 11/20/2040 | 0.02% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% | 1.734 R ISWP US0003M P 04/07/2031 | 0.02% | CAS 2019-R05 1M2 02.1061 07/25/2039 | 0.02% | CGCMT 2012-GC8 XA IO P/P 144A 01.9000 09/10/2045 | 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% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% | KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.02% | MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.02% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% | SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.02% | SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.02% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | HCA INC 05.2500 06/15/2026 | 0.02% | JPMBB 2013-C17 XA IO 00.9016 01/15/2047 | 0.02% | KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.02% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% | SWPTN 3MX10Y R 1.79 USD 07/06/2021 BC | 0.02% | SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.02% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.02% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.02% | BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% | CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.02% | CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 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% | GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.02% | GNR 2015-H22 EI IO 01.6046 08/20/2065 | 0.02% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% | SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.02% | WFRBS 2011-C4 E P/P 144A 05.3166 06/15/2044 | 0.02% | 1.5665 R ISWP US0003M P 04/29/2031 | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% | FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% | FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.02% | GNMA GII30 BD3297 03.5000 11/20/2047 | 0.02% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% | GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.02% | 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.02% | 1.736 R ISWP US0003M P 04/21/2031 | 0.02% | CAS 2016-C04 1M2 04.3561 01/25/2029 | 0.02% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% | ENERGY TRANSFER LP 06.5000 02/01/2042 | 0.02% | FHR 4182 GI IO 03.0000 01/15/2043 | 0.02% | FHR 4183 MI IO 03.0000 02/15/2042 | 0.02% | GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.02% | NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.02% | STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.02% | 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.01% | AUTONATION INC 04.5000 10/01/2025 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | FHR 2976 LC 23.9997 05/15/2035 | 0.01% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.01% | FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.01% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% | SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% | UBSCM 2012-C1 XA IO P/P 144A 02.2391 05/10/2045 | 0.01% | 0.30 R ISWP US0003M P 12/02/2023 | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% | CPURNSA R 2.4275 P 03/23/31 | 0.01% | CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.01% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% | FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.01% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.01% | MSBAM 2013-C11 D P/P 144A 04.4966 08/15/2046 | 0.01% | STACR 2015-DN1 M3 04.2561 01/25/2025 | 0.01% | SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.01% | SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% | CPURNSA R 2.45 P 03/23/31 | 0.01% | FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.01% | FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.01% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% | GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% | OSHKOSH CORP 03.1000 03/01/2030 | 0.01% | SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.01% | 1.212 R ISWP US0003M P 02/16/2031 | 0.01% | CITIGROUP INC 03.1060 04/08/2026 | 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% | COMM 2012-LC4 XA IO P/P 144A 02.2788 12/10/2044 | 0.01% | CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.01% | GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.01% | IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.01% | IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% | SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.01% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.01% | 0.95 R ISWP FWD US0003M P 06/16/2026 | 0.01% | 1.65 R ISWP FWD US0003M P 06/16/2031 | 0.01% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% | CITIGROUP INC 03.6680 07/24/2028 | 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 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% | FHR 3300 PO PO 00.0000 02/15/2037 | 0.01% | GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.01% | SWPTN 3MX30Y P 2.023 USD 06/04/2021 CI | 0.01% | 1.525 R ISWP US0003M P 03/15/2031 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | FHR 3391 PO PO 00.0000 04/15/2037 | 0.01% | FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% | FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.01% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% | GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.01% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 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-.13 2072-12-16 300.0 12/16/2072 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | FNMA FN30 BA5236 UMBS 03.5000 12/01/2045 | 0.01% | FNR 2005-83 QP 17.1181 11/25/2034 | 0.01% | GNMA GII30 BP7627 03.5000 11/20/2049 | 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% | 1.4255 R ISWP US0003M P 02/24/2031 | 0.01% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.01% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.01% | CVS HEALTH CORP 03.7000 03/09/2023 | 0.01% | FHR 4018 DI IO 04.5000 07/15/2041 | 0.01% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.01% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% | GNR 2020-15 CS IO 05.9341 02/20/2050 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.01% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.01% | 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.00% | 1.37 R ISWP FWD US0003M P 08/16/2031 | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 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 CG | 0.00% | CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% | FNS 372 1 PO 00.0000 08/25/2036 | 0.00% | GNR 2015-99 LI IO 04.0000 07/20/2045 | 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% | MSC 2012-C4 XA IO P/P 144A 02.2357 03/15/2045 | 0.00% | PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% | SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | 0.00% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.00% | AT&T INC 04.3500 03/01/2029 | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 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0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% | CPURNSA R 2.466 P 04/01/31 | 0.00% | FNMA FN30 953612 05.0000 03/01/2038 | 0.00% | FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.00% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% | 2.032 R ISWP US0003M P 01/16/2055 | 0.00% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.00% | CMB 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300.0 08/17/2061 JP | 0.00% | COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.00% | FHR 3117 AF 00.0000 02/15/2036 | 0.00% | FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% | FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% | FHR 3326 WF 00.0000 10/15/2035 | 0.00% | FNR 2007-64 LO PO 00.0000 07/25/2037 | 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 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 1.75 USD 05/06/2021 GS | 0.00% | SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% | CITIGROUP INC 04.7500 05/18/2046 | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.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 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 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 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 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12/16/2072 GS | 0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | 0.00% | CMB CMBX.NA.BBB-.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 00.0485 01/15/2049 | 0.00% | FHR 4663 KI IO 03.5000 11/15/2042 | 0.00% | FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% | GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% | GSMS 2011-GC5 XA IO P/P 144A 01.1290 08/10/2044 | 0.00% | IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% | JPMCC 2006-LDP8 X IO 00.2844 05/15/2045 | 0.00% | JPMCC 2007-LDPX X IO 00.5814 01/15/2049 | 0.00% | LBUBS 2007-C2 XCL IO P/P 144A 00.3362 02/15/2040 | 0.00% | LBUBS 2007-C2 XW IO 00.3362 02/15/2040 | 0.00% | MEZZ 2006-C4 X IO P/P 144A 06.1099 07/15/2045 | 0.00% | MLCFC 2006-4 XC IO P/P 144A 01.3944 12/12/2049 | 0.00% | SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% | SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% | SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% | SWPTN 3YX10Y R 1.29 USD 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2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% | SWPTN 1MX5Y R 0.962 USD 05/26/2021 CI | -0.00% | 1.743 R ISWP US0003M P 04/07/2031 | -0.00% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | -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-.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 MS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.00% | IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.00% | SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% | SWPTN 1MX10Y P 1.717 USD 05/12/2021 CI | -0.00% | SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | -0.00% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.00% | SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.00% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% | 1.591 R ISWP FWD US0003M P 05/05/2031 | -0.01% | 1.702 R ISWP FWD US0003M P 04/21/2031 | -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.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% | CPURNSA P 2.496 R 04/01/26 | -0.01% | 1.5324 R ISWP US0003M P 03/05/2031 | -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-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | 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 1MX10Y P 1.75 USD 05/06/2021 GS | -0.01% | SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.01% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.01% | 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.01% | 1.5625 R ISWP US0003M P 04/28/2031 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 1MX10Y R 1.583 USD 05/19/2021 CI | -0.01% | SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | -0.01% | SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.01% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | -0.01% | SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.01% | 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% | 1.5614 R ISWP US0003M P 04/28/2031 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -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 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% | 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% | 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% | IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% | SWPTN 10YX10Y R 1.985 USD 01/29/2031 JP | -0.01% | SWPTN 3MX10Y P 1.722 USD 06/04/2021 CI | -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 5YX30Y R 1.727 USD 01/22/2025 GS | -0.01% | 0.994 R ISWP US0003M P 04/09/2026 | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | -0.01% | SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% | 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.01% | 1.465 R ISWP US0003M P 04/15/2031 | -0.01% | 2.00 R ISWP FWD US0003M P 06/16/2051 | -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% | SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% | 1.546 R ISWP US0003M P 01/08/2051 | -0.01% | SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.01% | 1.509 R ISWP US0003M P 01/08/2051 | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% | SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.02% | SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.02% | 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.02% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% | SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | -0.02% | CPURNSA P 2.51 R 03/23/26 | -0.02% | IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% | SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.02% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% | 0.83 R ISWP US0003M P 11/03/2021 | -0.02% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.02% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.02% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% | 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% | SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CPURNSA P 2.445 R 03/23/26 | -0.02% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.02% | SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.02% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% | 1.996 R ISWP US0003M P 01/20/2031 | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.03% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.03% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.03% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.03% | 1.101 R ISWP FWD US0003M P 03/04/2031 | -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 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CPURNSA P 2.53 R 04/01/26 | -0.03% | 1.805 R ISWP US0003M P 01/19/2031 | -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 5YX10Y R 0.902 USD 04/02/2025 UB | -0.03% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.03% | SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.03% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | 0.30 R ISWP US0003M P 07/14/2025 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.03% | 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.04% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.04% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.04% | SWPTN 13WX10Y P 1.564 USD 05/12/2021 GS | -0.04% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.04% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.04% | SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.04% | 1.7655 R ISWP US0003M P 04/07/2031 | -0.04% | SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.04% | 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.05% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.05% | SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.05% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.05% | 1.5955 R ISWP US0003M P 01/19/2051 | -0.06% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.06% | 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.06% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.06% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.06% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.06% | 0.645 R ISWP US0003M P 07/15/2030 | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.07% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.07% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.07% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.07% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.08% | 0.37 R ISWP US0003M P 10/16/2025 | -0.08% | 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.08% | OPTN FN30 2.0 06/07/21 PUT 100.546875 JPMC | -0.08% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.08% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.09% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.09% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.09% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.09% | 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.10% | SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.10% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -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 | -0.11% | 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.12% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.13% | 1.242 R ISWP US0003M P 04/29/2051 | -0.14% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.14% | SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.15% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.16% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.16% | 0.75 R ISWP US0003M P 10/16/2030 | -0.16% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.17% | CPURNSA P 2.3285 R 03/11/31 UB | -0.18% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.20% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.22% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.23% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.24% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.25% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.25% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.28% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.29% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.32% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.35% | FNMA FN30 TBA UMBS 02.0000 06/01/2051 | -0.44% | SWPTN 8YX10Y R 3.312 USD 11/27/2028 BA | -0.48% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.51% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.57% | 1.02 R ISWP US0003M P 12/02/2033 | -0.67% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.70% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.74% | 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 | -0.88% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.56% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -2.67% | US 2YR NOTE (CBT) JUN21 TUM1 | -44.87% |
| FNMA FN30 TBA UMBS 02.5000 05/01/2051 | 5.32% | US ULTRA BOND CBT JUN21 WNM1 | 4.16% | FNMA FN30 TBA UMBS 02.5000 04/01/2051 | 4.00% | FNMA FN30 TBA UMBS 03.5000 05/01/2051 | 3.21% | US 10YR NOTE (CBT)JUN21 TYM1 | 3.01% | FNMA FN30 TBA UMBS 04.0000 04/01/2051 | 2.79% | GNMA GII30 TBA 03.5000 04/01/2051 | 2.74% | FNMA FN30 TBA UMBS 03.0000 04/01/2051 | 2.71% | FNMA FN30 TBA UMBS 04.0000 05/01/2051 | 2.33% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 2.17% | FNMA FN30 TBA UMBS 02.0000 05/01/2051 | 2.16% | TREASURY BILL 00.0000 05/06/2021 | 1.97% | FNMA FN30 TBA UMBS 04.5000 04/01/2051 | 1.89% | US LONG BOND(CBT) JUN21 USM1 | 1.88% | GNMA GII30 TBA 04.0000 04/01/2051 | 1.85% | TREASURY BILL 00.0000 04/15/2021 | 1.73% | TREASURY BILL 00.0000 05/25/2021 | 1.73% | FNMA FN30 TBA UMBS 02.0000 04/01/2051 | 1.73% | US 10YR ULTRA FUT JUN21 UXYM1 | 1.62% | CASH MGMT BILL 00.0000 07/20/2021 | 1.30% | CASH MGMT BILL 00.0000 06/29/2021 | 1.08% | FNMA FN30 TBA UMBS 06.0000 04/01/2051 | 0.98% | FNMA FN30 TBA UMBS 05.5000 04/01/2051 | 0.97% | TREASURY BILL 00.0000 06/01/2021 | 0.95% | FNMA FN30 TBA UMBS 03.5000 04/01/2051 | 0.92% | FNMA FN30 TBA UMBS 03.0000 05/01/2051 | 0.90% | BF0101 03.5000 06/01/2056 | 0.88% | FNR 2020-70 SD IO 06.1414 10/25/2050 | 0.84% | FHR 4945 SL IO 05.9414 01/25/2050 | 0.67% | FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.61% | BMIR 2017-1 M2 P/P 144A 03.4586 10/25/2027 | 0.55% | WAMU 2005-AR13 A1C4 00.9776 10/25/2045 | 0.54% | FHS 315 PO PO 00.0000 09/15/2043 | 0.52% | GNR 2020-18 GS IO 05.9391 02/20/2050 | 0.52% | STACR 2020-HQA1 M2 02.0086 01/25/2050 | 0.52% | FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.51% | CITIGROUP INC 04.4500 09/29/2027 | 0.49% | FHR 5024 EI IO 04.0000 10/25/2050 | 0.49% | GNMA GII30 TBA 04.5000 04/01/2051 | 0.47% | GNMA GII30 TBA 03.0000 04/01/2051 | 0.45% | STACR 2016-HQA1 M3 06.4586 09/25/2028 | 0.43% | US 5YR NOTE (CBT) JUN21 FVM1 | 0.43% | FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.42% | CAS 2016-C03 1M2 05.4086 10/25/2028 | 0.42% | COMM 2014-CR17 C 04.7836 05/10/2047 | 0.42% | STAR 2020-2 A2 03.9700 04/25/2060 | 0.40% | MORGAN STANLEY 04.3750 01/22/2047 | 0.39% | AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.38% | WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.38% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.36% | FHR 5019 MI IO 04.0000 10/25/2050 | 0.35% | ABBVIE INC 03.2000 11/21/2029 | 0.35% | APPLE INC 02.8000 02/08/2061 | 0.35% | TREASURY BILL 00.0000 06/10/2021 | 0.35% | 2.7725 R ISWP US0003M P 03/02/2031 | 0.34% | MCAS 2019-01 M10 P/P 144A 03.3586 10/15/2049 | 0.34% | 2.764 R ISWP US0003M P 02/18/2031 | 0.34% | MRAIT 2020-2 A2 | 0.34% | MRAIT 2021-8 A1X 01.2535 10/15/2021 | 0.34% | UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.33% | MRAIT 2020-12 A1X 01.4560 07/15/2021 | 0.33% | FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.33% | STACR 2019-DNA2 M2 02.5676 03/25/2049 | 0.33% | AT&T INC P/P 144A 03.5500 09/15/2055 | 0.32% | CGCMT 2012-GC8 B P/P 144A 04.2850 09/10/2045 | 0.32% | FNR 2019-3 SA IO 05.9914 02/25/2049 | 0.31% | WAMU 2005-AR17 A1B2 00.9376 12/25/2045 | 0.31% | TREASURY BILL 00.0000 05/13/2021 | 0.30% | GNMA GII30 BG6074 04.0000 04/20/2048 | 0.30% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.30% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.30% | FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.30% | MSBAM 2013-C10 E P/P 144A 04.0818 07/15/2046 | 0.29% | FNR 2016-8 SA IO 05.9414 03/25/2046 | 0.29% | WFRBS 2012-C10 D P/P 144A 04.4274 12/15/2045 | 0.29% | LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.29% | BBCMS 2019-C4 XA IO 01.5942 08/15/2052 | 0.28% | FHLMC FR30 ZM1233 UMBS 03.0000 06/01/2046 | 0.28% | SWPTN 8YX10Y P 3.312 USD 11/27/2028 BA | 0.28% | COMM 2018-COR3 C 04.5606 05/10/2051 | 0.28% | GSMS 2015-GS1 XA IO 00.7618 11/10/2048 | 0.28% | CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.27% | WFRBS 2011-C4 C P/P 144A 05.2263 06/15/2044 | 0.27% | BROADCOM INC 04.1500 11/15/2030 | 0.27% | FHR 4975 EI IO 04.5000 05/25/2050 | 0.27% | FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.26% | VISIO 2019-1 A3 03.8250 06/25/2054 | 0.26% | BRISTOL-MYERS 03.4000 07/26/2029 | 0.26% | CAS 2016-C03 2M2 06.0086 10/25/2028 | 0.26% | GNR 2020-55 SA IO 05.9391 04/20/2050 | 0.26% | FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.26% | UBSBB 2012-C3 C P/P 144A 05.0320 08/10/2049 | 0.26% | STACR 2016-DNA3 M3 05.1086 12/25/2028 | 0.26% | TRK 2020-1 A1 03.2500 03/25/2023 | 0.25% | CFCRE 2011-C2 E P/P 144A 05.7582 12/15/2047 | 0.25% | CF 2019-CF1 XA IO 01.1408 05/15/2052 | 0.25% | GSMS 2013-GC12 B 03.7770 06/10/2046 | 0.25% | BACM 2015-UBS7 XA IO 00.7948 09/15/2048 | 0.25% | APPLE INC 04.3750 05/13/2045 | 0.24% | FNR 2020-95 GI IO 03.5000 01/25/2051 | 0.24% | STACR 2017-HQA2 M2 02.7586 12/25/2029 | 0.24% | JPMCC 2012-C8 C P/P 144A 04.6226 10/15/2045 | 0.24% | WFCM 2018-C43 XA IO 00.6712 03/15/2051 | 0.24% | WFCM 2020-C57 C 04.0242 08/15/2053 | 0.24% | 1.232 R ISWP US0003M P 01/29/2051 | 0.24% | ORACLE CORP 03.6500 03/25/2041 | 0.23% | CGCMT 2015-P1 C 04.3689 09/15/2048 | 0.23% | FHMS K105 X1 IO 01.5230 01/25/2030 | 0.23% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.23% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.23% | CAS 2017-C07 1EB2 01.1086 05/25/2030 | 0.23% | SPST 2021-6 A 00.9103 04/25/2022 | 0.23% | GNMA GII30 MA5194 05.0000 05/20/2048 | 0.23% | SPST 2020-6 A 01.8574 09/07/2021 | 0.23% | FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.23% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.23% | UBSCM 2018-C8 B 04.5670 02/15/2051 | 0.23% | STACR 2016-HQA2 M3 05.2586 11/25/2028 | 0.22% | CAS 2020-R01 1M2 02.1586 01/25/2040 | 0.22% | UBSCM 2019-C17 C 03.7582 10/15/2052 | 0.22% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.22% | SPST 2020-WL1 A 01.2586 06/25/2051 | 0.22% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.22% | GNR 2016-H23 NI IO 02.3613 10/20/2066 | 0.22% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.22% | CGCMT 2014-GC23 IO 00.9396 07/10/2047 | 0.22% | JPMCC 2011-C3 B P/P 144A 05.0131 02/15/2046 | 0.22% | SPST 2020-13 A 01.6074 10/10/2021 | 0.22% | SPST 2020-15 A 01.4774 12/10/2021 | 0.21% | DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.21% | GSMS 2012-GCJ9 C P/P 144A 04.4480 11/10/2045 | 0.21% | UBSCM 2012-C1 C P/P 144A 05.5698 05/10/2045 | 0.21% | JPMBB 2013-C14 D P/P 144A 04.7025 08/15/2046 | 0.21% | CSAIL 2015-C4 B 04.3129 11/15/2048 | 0.21% | GSMS 2014-GC18 C 04.9893 01/10/2047 | 0.21% | VERIZON COMM 04.6720 03/15/2055 | 0.21% | CSAIL 2019-C16 XA IO 01.5636 06/15/2052 | 0.21% | RMLT 2020-2 A3 02.9110 05/25/2060 | 0.21% | SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.21% | US BANCORP 03.0000 07/30/2029 | 0.21% | WFRBS 2011-C5 C P/P 144A 05.6726 11/15/2044 | 0.21% | FHR 5052 KI IO 04.0000 12/25/2050 | 0.21% | FHR 3835 FO PO 00.0000 04/15/2041 | 0.20% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.20% | CAS 2016-C02 1M2 06.1086 09/25/2028 | 0.20% | CAS 2020-R02 2M2 02.1086 01/25/2040 | 0.20% | FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.20% | GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.20% | MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.20% | MRAIT 2021-5 A1X 01.8560 07/26/2021 | 0.20% | MICROSOFT CORP 02.6750 06/01/2060 | 0.20% | SHRP 2020-1 NOTE 03.0875 07/25/2024 | 0.20% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.19% | CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.19% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.19% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.19% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.19% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.19% | WFCM 2019-C50 XA IO 01.4166 05/15/2052 | 0.19% | BSCMS 2007-T26 AJ 05.4315 01/12/2045 | 0.19% | HUNTSMAN INTERNATIONAL L 04.5000 05/01/2029 | 0.19% | CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.19% | GNMA GII30 BD1731 03.5000 01/20/2048 | 0.18% | UBSCM 2019-C17 XA IO 01.4853 10/15/2052 | 0.18% | NETFLIX INC 04.3750 11/15/2026 | 0.18% | GNR 2019-119 KS IO 05.9439 09/16/2049 | 0.18% | WFRBS 2013-C15 D P/P 144A 04.4646 08/15/2046 | 0.18% | CAS 2018-C04 2M2 02.6586 12/25/2030 | 0.18% | MCAS 2020-01 M10 P/P 144A 03.8586 03/25/2050 | 0.18% | RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.18% | STACR 2020-HQA2 M2 03.2176 03/25/2050 | 0.18% | COMCAST CORP 03.1500 03/01/2026 | 0.18% | FHLMC FR30 ZA4291 UMBS 03.5000 08/01/2043 | 0.18% | GNR 2019-123 SL IO 06.0391 10/20/2049 | 0.18% | STACR 2019-DNA1 B1 04.7586 01/25/2049 | 0.18% | WFRBS 2014-C22 B 04.3710 09/15/2057 | 0.18% | FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.18% | AT&T INC P/P 144A 02.5500 12/01/2033 | 0.18% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.18% | CIT BANK NA 02.9690 09/27/2025 | 0.18% | CSAIL 2015-C3 XA IO 00.7172 08/15/2048 | 0.18% | MRAIT 2021-EBO1 A1X 01.4585 10/08/2021 | 0.18% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.17% | STACR 2019-DNA1 M2 02.7586 01/25/2049 | 0.17% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.17% | CASH MGMT BILL 00.0000 07/06/2021 | 0.17% | FNR 2017-108 SA IO 06.0414 01/25/2048 | 0.17% | FREMF 2019-KF66 B P/P 144A 02.5185 07/25/2029 | 0.17% | KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.17% | LCCM 2017-LC26 XA IO P/P 144A 01.3820 07/12/2050 | 0.17% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.17% | GNR 2018-168 KS IO 06.0391 12/20/2048 | 0.17% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.17% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.17% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.17% | AT&T INC 04.7500 05/15/2046 | 0.17% | FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.17% | GNR 2016-H02 HI IO 01.5291 01/20/2066 | 0.16% | OMIR 2018-1A M2 02.9586 07/25/2028 | 0.16% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.16% | DBUBS 2011-LC3A D P/P 144A 05.3511 08/10/2044 | 0.16% | 1.572 R ISWP US0003M P 03/11/2031 | 0.16% | COMCAST CORP 03.4000 07/15/2046 | 0.16% | GNR 2019-83 SW IO 05.9891 07/20/2049 | 0.16% | MSC 2011-C3 B P/P 144A 05.2611 07/15/2049 | 0.16% | BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.16% | GNR 2012-149 GS IO 06.0891 12/20/2042 | 0.16% | GNMA GII30 BE1441 03.5000 11/20/2047 | 0.16% | GNMA GII30 MA5266 05.0000 06/20/2048 | 0.16% | GSMS 2010-C1 D P/P 144A 05.9849 08/10/2043 | 0.16% | CITIGROUP INC 03.8750 02/18/2051 | 0.16% | FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.16% | JPMCC 2012-C8 D P/P 144A 04.6707 10/15/2045 | 0.16% | CSAIL 2015-C1 D P/P 144A 03.7640 04/15/2050 | 0.16% | GNR 2019-20 SB IO 05.9891 02/20/2049 | 0.16% | GNR 2020-32 GS IO 05.9891 03/20/2050 | 0.16% | SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.16% | FNR 2016-91 AS IO 05.9914 12/25/2046 | 0.15% | FNR 2020-12 SK IO 05.9414 03/25/2050 | 0.15% | GSMS 2014-GC24 D P/P 144A 04.5320 09/10/2047 | 0.15% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.15% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.15% | ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.15% | BPCE SA P/P 144A 04.5000 03/15/2025 | 0.15% | TOTAL CAPITAL INTL SA USD 02.8290 01/10/2030 | 0.15% | WFRBS 2012-C6 C P/P 144A 05.5799 04/15/2045 | 0.15% | GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.15% | GNR 2019-H02 DI IO 02.4486 11/20/2068 | 0.15% | WFRBS 2014-C22 XA IO 00.8048 09/15/2057 | 0.15% | ARRW 2019-3 M1 04.2040 10/25/2048 | 0.15% | FNR 2021-12 NI IO 02.5000 03/25/2051 | 0.15% | GNR 2019-83 JS IO 05.9891 07/20/2049 | 0.15% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.15% | JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.14% | BHLD 2020-1 A3 03.3950 02/25/2055 | 0.14% | FISERV INC 04.2000 10/01/2028 | 0.14% | GENERAL MOTORS CO 05.9500 04/01/2049 | 0.14% | ZOETIS INC 03.9000 08/20/2028 | 0.14% | FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.14% | UBSBB 2012-C4 B P/P 144A 03.7181 12/10/2045 | 0.14% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.14% | FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.14% | GNMA GII30 BD1729 03.5000 01/20/2048 | 0.14% | CAS 2017-C03 1M2 03.1086 10/25/2029 | 0.14% | GNR 2014-H07 BI IO 01.4722 05/20/2064 | 0.14% | JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.14% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.14% | DBUBS 2011-LC2A C P/P 144A 05.6147 07/10/2044 | 0.14% | CAS 2017-C01 1M2 03.6586 07/25/2029 | 0.14% | GSMS 2014-GC22 XA IO 00.9795 06/10/2047 | 0.14% | STACR 2018-DNA2 B1 03.8086 12/25/2030 | 0.14% | SWPTN 3MX30Y P 1.46 USD 04/06/2021 CI | 0.14% | 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.13% | GNR 2014-H11 GI IO 01.4823 06/20/2064 | 0.13% | WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 | 0.13% | ARES CAPITAL CORP 03.8750 01/15/2026 | 0.13% | BACM 2005-1 B 05.1165 11/10/2042 | 0.13% | COMM 2012-CR2 B 04.3930 08/15/2045 | 0.13% | STACR 2017-HQA1 M2B 03.6586 08/25/2029 | 0.13% | 1.65 R ISWP FWD US0003M P 06/16/2031 | 0.13% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.13% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.13% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.13% | BACM 2015-UBS7 B 04.3596 09/15/2048 | 0.13% | FHR 4738 QS IO 06.0940 12/15/2047 | 0.13% | GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.13% | L3HARRIS TECH INC 01.8000 01/15/2031 | 0.13% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.13% | UBSC 2011-C1 D P/P 144A 06.0513 01/10/2045 | 0.13% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.13% | MICROSOFT CORP 02.9210 03/17/2052 | 0.13% | MSC 2016-UB12 XA IO 00.7459 12/15/2049 | 0.13% | JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.13% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.13% | COMM 2014-UBS4 C 04.6560 08/10/2047 | 0.13% | T-MOBILE USA INC P/P 144A 04.5000 04/15/2050 | 0.13% | THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.13% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.13% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.13% | JPMCC 2012-C6 E P/P 144A 05.1424 05/15/2045 | 0.12% | MRAFT 2020-5 A1 01.1060 08/10/2023 | 0.12% | JPMBB 2013-C12 C 04.1051 07/15/2045 | 0.12% | MSBAM 2014-C14 C 05.0509 02/15/2047 | 0.12% | GNR 2020-11 SY IO 05.9891 01/20/2050 | 0.12% | INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.12% | WEC ENERGY GROUP INC 02.3063 05/15/2067 | 0.12% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.12% | GNR 2017-H14 EI IO 01.6566 06/20/2067 | 0.12% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.12% | BOEING CO 04.8750 05/01/2025 | 0.12% | COMCAST CORP 03.4500 02/01/2050 | 0.12% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.12% | UBSCM 2012-C1 D P/P 144A 05.5698 05/10/2045 | 0.12% | AMAZON.COM INC 04.0500 08/22/2047 | 0.12% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.12% | INTERPUBLIC GRP 04.6500 10/01/2028 | 0.12% | 1.16 R ISWP US0003M P 10/16/2050 | 0.12% | GNMA GII30 BF6125 04.0000 02/20/2048 | 0.12% | LENNAR CORP 04.7500 11/29/2027 | 0.12% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.12% | CSAIL 2015-C1 C 04.2640 04/15/2050 | 0.12% | GNR 2015-H13 AI IO 02.4947 06/20/2065 | 0.12% | JPMBB 2013-C14 E P/P 144A 04.7025 08/15/2046 | 0.12% | JPMBB 2013-C15 C 05.1970 11/15/2045 | 0.12% | KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.12% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.12% | UBSCM 2018-C12 XA IO 00.8172 08/15/2051 | 0.12% | AIR LEASE CORP 03.2500 10/01/2029 | 0.11% | CGCMT 2014-GC19 X IO 01.1370 03/10/2047 | 0.11% | FHMS K104 X1 IO 01.1268 01/25/2030 | 0.11% | GNR 2017-H08 NI IO 01.4887 03/20/2067 | 0.11% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.11% | UBSCM 2017-C7 XA IO 01.0296 12/15/2050 | 0.11% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.11% | FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.11% | SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.11% | UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.11% | CAS 2017-C07 1B1 04.1086 05/25/2030 | 0.11% | DRMT 2020-2 A2 02.5940 05/25/2065 | 0.11% | JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.11% | GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.11% | STACR 2018-DNA2 M2 02.2586 12/25/2030 | 0.11% | VIATRIS INC P/P 144A 04.0000 06/22/2050 | 0.11% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | 0.11% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.11% | WFCM 2015-LC20 XB IO 00.4833 04/15/2050 | 0.11% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.11% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.11% | FIDELITY NATL INFO SERV 02.2500 03/01/2031 | 0.11% | LMAT 2019-GS2 A2 P/P 144A 04.2500 01/25/2059 | 0.11% | LYONDELLBASELL IND NV 04.6250 02/26/2055 | 0.11% | UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.11% | BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.11% | BCAP 2015-RR5 2A2 01.4492 01/26/2046 | 0.11% | CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.11% | JPMBB 2014-C22 XA IO 00.8292 09/15/2047 | 0.11% | MRAFT 2020-4 A1 01.4560 04/23/2023 | 0.11% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.11% | UBSBB 2012-C2 E P/P 144A 04.8854 05/10/2063 | 0.11% | VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.11% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.11% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.11% | AMGEN INC 04.6630 06/15/2051 | 0.10% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.10% | BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.10% | GNR 2018-155 SE IO 05.9891 11/20/2048 | 0.10% | GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.10% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.10% | CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.10% | BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.10% | FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.10% | TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.10% | UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.10% | GNR 2017-H12 QI IO 02.3951 05/20/2067 | 0.10% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.10% | AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.10% | COMM 2014-UBS2 C 04.9689 03/10/2047 | 0.10% | FHR 3408 EK 25.3666 04/15/2037 | 0.10% | GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.10% | GNMA GII30 BE1440 03.5000 11/20/2047 | 0.10% | SERVICENOW INC 01.4000 09/01/2030 | 0.10% | AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.10% | BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.10% | COLT 2020-2 A2 03.0940 03/25/2065 | 0.10% | GNR 2014-131 BS IO 06.0939 09/16/2044 | 0.10% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.10% | FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.10% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% | JPMDB 2017-C7 C 04.1734 10/15/2050 | 0.10% | BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.10% | CAS 2017-C01 1B1 05.8586 07/25/2029 | 0.10% | EQUINIX INC 03.2000 11/18/2029 | 0.10% | GNR 2017-H10 MI IO 02.0045 04/20/2067 | 0.10% | NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.10% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.10% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.10% | VSTA 2020-1 A2 02.7700 03/25/2065 | 0.10% | CAS 2019-HRP1 M2 02.2586 11/25/2039 | 0.10% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.10% | GNR 2017-H09 DI IO 01.8868 03/20/2067 | 0.10% | STACR 2014-DN2 M3 03.7086 04/25/2024 | 0.10% | SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.10% | BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.10% | FHR 3065 DC 19.5420 03/15/2035 | 0.10% | GNR 2016-H06 AI IO 01.5894 02/20/2066 | 0.10% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.10% | MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.10% | PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.10% | TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.10% | NRZT 2020-NQM2 A2 03.2000 05/24/2060 | 0.10% | CAS 2018-C01 1M2 02.3586 07/25/2030 | 0.09% | CSMC 2016-NXSR XA IO 00.7888 12/15/2049 | 0.09% | EMIR 2018-1 M1 01.8086 11/25/2028 | 0.09% | STACR 2014-HQ2 M3 03.8586 09/25/2024 | 0.09% | OPTN FN30 2.0 05/06/21 CALL 99.96875 JPMC | 0.09% | COMM 2013-LC6 E P/P 144A 03.5000 01/10/2046 | 0.09% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.09% | SALESFORCE.COM INC 03.7000 04/11/2028 | 0.09% | WFCM 2014-LC16 XA IO 01.0879 08/15/2050 | 0.09% | BANK 2018-BN13 XA 00.5053 08/15/2061 | 0.09% | CAS 2017-C01 1EB1 01.3586 07/25/2029 | 0.09% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.09% | GNR 2015-H12 EI IO 01.7059 04/20/2065 | 0.09% | GNR 2019-21 SJ IO 05.9391 02/20/2049 | 0.09% | GNR 2019-44 SA IO 05.9391 04/20/2049 | 0.09% | COMM 2014-UBS6 XA IO 00.8867 12/10/2047 | 0.09% | FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.09% | GNMA GII30 BE1437 03.5000 11/20/2047 | 0.09% | AMAZON.COM INC 01.5000 06/03/2030 | 0.09% | COMCAST CORP 03.9990 11/01/2049 | 0.09% | CARR 2006-NC2 A4 00.3486 06/25/2036 | 0.09% | CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.09% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.09% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.09% | GNMA GII30 AY2298 04.7000 05/20/2067 | 0.09% | MSC 2011-C3 E P/P 144A 05.2611 07/15/2049 | 0.09% | MWST 2020-1 A 01.0086 10/25/2053 | 0.09% | ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.09% | JPMDB 2017-C5 XA IO 00.9506 03/15/2050 | 0.09% | RMIR 2018-1 M2 04.2100 03/25/2028 | 0.09% | BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.09% | GNMA GII30 BG6110 04.0000 05/20/2048 | 0.09% | ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.09% | WFCM 2017-C41 XA IO 01.2048 11/15/2050 | 0.09% | WFRBS 2013-C14 XA IO 00.7174 06/15/2046 | 0.09% | BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.08% | GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.08% | GNR 2016-H14 IO IO 01.6833 06/20/2066 | 0.08% | GSMS 2013-GC13 XA IO 00.0719 07/10/2046 | 0.08% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.08% | COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.08% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.08% | GNR 2015-H12 GI IO 01.7889 05/20/2065 | 0.08% | JPMCC 2013-C16 C 05.0226 12/15/2046 | 0.08% | BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.08% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% | EMIR 2019-1 M2 03.4086 04/25/2029 | 0.08% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.08% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.08% | MSBAM 2013-C13 XB IO P/P 144A 00.1520 11/15/2046 | 0.08% | COMM 2014-CR17 D P/P 144A 04.8474 05/10/2047 | 0.08% | SWPTN 6MX10Y P 1.62 USD 08/12/2021 GS | 0.08% | AON PLC 04.2500 12/12/2042 | 0.08% | EFMT 2020-1 A2 03.3530 05/25/2065 | 0.08% | FHR 3852 NT 05.8940 05/15/2041 | 0.08% | FNR 2018-94 SA IO 05.9914 01/25/2049 | 0.08% | GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.08% | JPMCC 2016-JP2 XA IO 01.7916 08/15/2049 | 0.08% | COMM 2013-CR6 D P/P 144A 04.0897 03/10/2046 | 0.08% | FHR 4912 PS IO 05.9414 09/25/2049 | 0.08% | GNR 2011-17 S IO 05.9391 02/20/2041 | 0.08% | GNR 2016-H11 HI IO 02.1059 01/20/2066 | 0.08% | FNR 2006-8 HP 24.1684 03/25/2036 | 0.08% | 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.08% | GNMA GII30 BB3013 03.5000 11/20/2047 | 0.08% | GNR 2015-H04 AI IO 01.5706 12/20/2064 | 0.08% | MERCK & CO INC 03.7000 02/10/2045 | 0.08% | MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.08% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.08% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.08% | MSRR 2015-R4 CB1 00.9433 08/26/2047 | 0.08% | CIT GROUP INC. 05.2500 03/07/2025 | 0.07% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.07% | CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.07% | FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.07% | GNMA GII30 BB3019 03.5000 11/20/2047 | 0.07% | COMM 2014-CR19 D P/P 144A 04.7089 08/10/2047 | 0.07% | GNMA GII30 BD1730 03.5000 01/20/2048 | 0.07% | JPMBB 2014-C19 D P/P 144A 04.6740 04/15/2047 | 0.07% | MSBAM 2015-C25 XA IO 01.0531 10/15/2048 | 0.07% | T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.07% | UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.07% | GENERAL MOTORS CO 05.2000 04/01/2045 | 0.07% | GNR 2015-H12 AI IO 01.8577 05/20/2065 | 0.07% | STACR 2018-DNA1 M2 01.9086 07/25/2030 | 0.07% | SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.07% | CWALT 2007-OA6 A1A 00.2486 06/25/2037 | 0.07% | FHR 3072 SM 04.2533 11/15/2035 | 0.07% | GNR 2015-H25 AI IO 01.6121 09/20/2065 | 0.07% | MSBAM 2015-C26 XA IO 01.0167 10/15/2048 | 0.07% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.07% | WFRBS 2014-C24 XA IO 00.8682 11/15/2047 | 0.07% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.07% | COMM 2013-CR11 XA IO 00.9189 08/10/2050 | 0.07% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.07% | GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.07% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.07% | MSC 2016-BNK2 XA IO 01.0419 11/15/2049 | 0.07% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.07% | STACR 2018-HQA1 M2 02.4086 09/25/2030 | 0.07% | TPMT 2018-5 M1 P/P 144A 03.2500 07/25/2058 | 0.07% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.07% | VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.07% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.07% | CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.07% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.07% | JPMCC 2011-C3 D P/P 144A 05.7892 02/15/2046 | 0.07% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.07% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.07% | WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.07% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.07% | FHR 4839 AS IO 05.9440 06/15/2042 | 0.07% | GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.07% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.07% | UNITEDHEALTH GROUP INC 02.9000 05/15/2050 | 0.07% | RMIR 2019-1 M2 P/P 144A 03.3086 02/25/2029 | 0.06% | STACR 2019-HQA1 M2 02.4586 02/25/2049 | 0.06% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.06% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.06% | GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.06% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.06% | JPMCC 2011-C3 F P/P 144A 05.7892 02/15/2046 | 0.06% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.06% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.06% | SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.06% | COMM 2014-LC15 XA IO 01.0856 04/10/2047 | 0.06% | FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.06% | GNR 2016-H04 KI IO 01.5264 02/20/2066 | 0.06% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.06% | OMNICOM GROUP INC 04.2000 06/01/2030 | 0.06% | OSHKOSH CORP 04.6000 05/15/2028 | 0.06% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.06% | 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.06% | 1.5025 R ISWP US0003M P 10/21/2021 | 0.06% | 1.51882 R ISWP US0003M P 03/02/2031 | 0.06% | ABBVIE INC P/P 03.8000 03/15/2025 | 0.06% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.06% | FNR 2005-122 SE 22.7198 11/25/2035 | 0.06% | FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.06% | COMM 2015-CR23 XA IO 00.8933 05/10/2048 | 0.06% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% | GNR 2010-H19 GI IO 01.4052 08/20/2060 | 0.06% | GNR 2015-H25 CI IO 01.9084 10/20/2065 | 0.06% | INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.06% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.06% | FNR 2006-62 PS 39.2482 07/25/2036 | 0.06% | NHEL 2004-2 M4 01.9086 09/25/2034 | 0.06% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.06% | 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.06% | ALPHABET INC 01.9980 08/15/2026 | 0.06% | FHR 4176 DI IO 03.0000 12/15/2042 | 0.06% | GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.06% | NRG P/P 144A 03.7500 06/15/2024 | 0.06% | PACIFICORP 02.7000 09/15/2030 | 0.06% | PFIZER INC 03.0000 12/15/2026 | 0.06% | CFCRE 2011-C2 D P/P 144A 05.7582 12/15/2047 | 0.06% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.06% | VERIZON COMM 04.3290 09/21/2028 | 0.06% | D.R. HORTON INC 05.7500 08/15/2023 | 0.06% | GNR 2015-H15 JI IO 01.9543 06/20/2065 | 0.06% | GNR 2015-H28 DI IO 01.5504 08/20/2065 | 0.06% | MSBAM 2013-C7 XA IO 01.3260 02/15/2046 | 0.06% | SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.06% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.06% | SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.06% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.06% | ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.06% | GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.06% | SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.06% | UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.06% | GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.06% | GSMS 2013-GC10 XA IO 01.4865 02/10/2046 | 0.06% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.06% | WELLS FARGO & COMPANY 03.9000 01/26/2051 | 0.06% | 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.05% | FISERV INC 03.5000 07/01/2029 | 0.05% | FNR 2005-106 JC 19.7872 12/25/2035 | 0.05% | JPMCC 2012-LC9 D P/P 144A 04.4194 12/15/2047 | 0.05% | MSBAM 2013-C12 XA IO 00.5872 10/15/2046 | 0.05% | MWST 2019-1 A 00.9086 06/25/2052 | 0.05% | VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.05% | WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.05% | COMM 2014-CR19 XA IO 00.9707 08/10/2047 | 0.05% | MWST 2020-2 A 00.9086 11/25/2053 | 0.05% | STACR 2018-HQA2 M2 02.4086 10/25/2048 | 0.05% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.05% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.05% | GNR 2014-H08 CI IO 01.4670 03/20/2064 | 0.05% | GNR 2016-H27 BI IO 02.4984 12/20/2066 | 0.05% | STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% | UBSBB 2012-C2 XA IO P/P 144A 01.2823 05/10/2063 | 0.05% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.05% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% | FNR 2007-53 SP 23.8017 06/25/2037 | 0.05% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.05% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.05% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 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% | GNR 2015-H16 XI IO 02.4436 07/20/2065 | 0.05% | GSMS 2014-GC18 XA IO 01.0037 01/10/2047 | 0.05% | IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.05% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.05% | SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.05% | 1.316 R ISWP US0003M P 10/15/2021 | 0.05% | ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.05% | BERKSHIRE HATHAWAY ENERG 04.2500 10/15/2050 | 0.05% | COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.05% | GNR 2015-H09 BI IO 01.6858 03/20/2065 | 0.05% | NUTRIEN LTD USD 02.9500 05/13/2030 | 0.05% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.05% | WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.05% | WFRBS 2012-C10 XA IO P/P 144A 01.5198 12/15/2045 | 0.05% | AMAZON.COM INC 02.7000 06/03/2060 | 0.05% | ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.05% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.05% | FNR 2011-4 CS 12.6827 05/25/2040 | 0.05% | GNR 2016-H24 JI IO 02.1936 11/20/2066 | 0.05% | SWPTN 5WX5Y P 0.95 USD 04/26/2021 BA | 0.05% | 1.629 R ISWP US0003M P 01/19/2026 | 0.05% | CAS 2015-C03 2M2 05.1086 07/25/2025 | 0.05% | CIT GROUP INC 05.0000 08/01/2023 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.05% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.05% | GNMA GII30 AY4779 04.4970 03/20/2067 | 0.05% | PACIFIC GAS & ELECTRIC 04.5000 07/01/2040 | 0.05% | AMGEN INC 02.6000 08/19/2026 | 0.05% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.05% | COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.05% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.05% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.05% | GNR 2015-H10 CI IO 01.8007 04/20/2065 | 0.05% | HCA INC 05.0000 03/15/2024 | 0.05% | METLIFE INC 06.4000 12/15/2036 | 0.05% | MOODY'S CORPORATION 02.5500 08/18/2060 | 0.05% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.05% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.04% | GNMA GII30 BP5514 03.5000 09/20/2049 | 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% | STACR 2015-DN1 M3 04.2586 01/25/2025 | 0.04% | CIGNA CORP 03.7500 07/15/2023 | 0.04% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.04% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.04% | COX COMM INC P/P 144A 04.5000 06/30/2043 | 0.04% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.04% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.04% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.04% | VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.04% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.04% | BANK OF AMERICA CORP 00.9439 09/15/2026 | 0.04% | CAS 2019-R01 2M2 02.5586 07/25/2031 | 0.04% | COMM 2013-CR13 E P/P 144A 04.8851 11/10/2046 | 0.04% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% | JPMCC 2013-C16 XA IO 00.9160 12/15/2046 | 0.04% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.04% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.04% | 1.33 R ISWP US0003M P 11/03/2021 | 0.04% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.04% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.04% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.04% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% | WFRBS 2013-C11 XA IO P/P 144A 01.1698 03/15/2045 | 0.04% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.04% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.04% | ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.04% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.04% | JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.04% | SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.04% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.04% | 0.41 R ISWP US0003M P 10/13/2025 | 0.04% | ALPHABET INC 02.2500 08/15/2060 | 0.04% | AMERICAN ELECTRIC POWER 03.2500 03/01/2050 | 0.04% | CCMFC 2004-3A A2 00.4086 08/25/2035 | 0.04% | FNR 2010-35 SG IO 06.2914 04/25/2040 | 0.04% | GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.04% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.04% | QVC INC 04.8500 04/01/2024 | 0.04% | STACR 2019-DNA2 B1 04.4676 03/25/2049 | 0.04% | CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | GNR 2015-H20 AI IO 01.8158 08/20/2065 | 0.04% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% | SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.04% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% | 0.471 R ISWP US0003M P 11/16/2025 | 0.04% | CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.04% | FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.04% | GNMA GII30 BA7681 04.6030 06/20/2067 | 0.04% | GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.04% | MSBAM 2013-C10 F P/P 144A 04.0818 07/15/2046 | 0.04% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.04% | ORACLE CORP 04.0000 11/15/2047 | 0.04% | UBSBB 2013-C6 XA IO P/P 144A 01.1031 04/10/2046 | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | WAMU 2005-AR1 A2B 00.9176 01/25/2045 | 0.04% | 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.04% | CAS 2015-C04 2M2 05.6586 04/25/2028 | 0.04% | JPMORGAN CHASE & CO 01.1938 05/15/2047 | 0.04% | MSBAM 2014-C17 XA IO 01.0674 08/15/2047 | 0.04% | SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.04% | WFRBS 2012-C9 XB IO P/P 144A 00.7159 11/15/2045 | 0.04% | 0.5996 R ISWP US0003M P 03/09/2026 | 0.04% | GSMS 2013-GC12 XA IO 01.4046 06/10/2046 | 0.04% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.04% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.04% | 0.95 R ISWP FWD US0003M P 06/16/2026 | 0.04% | CGCMT 2013-GC17 X IO 01.0247 11/10/2046 | 0.04% | FNR 2005-75 GS 19.9241 08/25/2035 | 0.04% | FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.04% | IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.04% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.03% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.03% | GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.03% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% | JPMBB 2014-C25 XA IO 00.8438 11/15/2047 | 0.03% | PROLOGIS LP 02.2500 04/15/2030 | 0.03% | 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.03% | 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.03% | COMM 2012-CR1 D P/P 144A 05.3688 05/15/2045 | 0.03% | DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.03% | FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.03% | GNR 2015-H17 CI IO 01.5744 06/20/2065 | 0.03% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% | WFRBS 2012-C7 D P/P 144A 04.8076 06/15/2045 | 0.03% | CAS 2018-C05 1M2 02.4586 01/25/2031 | 0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% | COMM 2014-UBS6 C 04.4461 12/10/2047 | 0.03% | ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.03% | FHR 2990 LB 16.6748 06/15/2034 | 0.03% | FNR 12-118 PI IO 04.0000 06/25/2042 | 0.03% | HMIR 2018-1 M1 P/P 144A 01.7086 10/25/2028 | 0.03% | SWPTN 10YX10Y P 2.031 USD 02/03/2031 JP | 0.03% | WFRBS 2012-C9 XA IO P/P 144A 01.8744 11/15/2045 | 0.03% | GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.03% | GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.03% | GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.03% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.03% | STACR 2018-DNA3 B1 04.0086 09/25/2048 | 0.03% | CAS 2017-C06 2M2 02.9086 02/25/2030 | 0.03% | CITIGROUP INC 03.8870 01/10/2028 | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.03% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.03% | FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.03% | GNR 2015-H01 CI IO 01.6056 12/20/2064 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | JPMCC 2013-LC11 X IO 01.2450 04/15/2046 | 0.03% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.03% | SWPTN 3MX10Y R 0.991 USD 04/06/2021 CI | 0.03% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.03% | ZOETIS INC 02.0000 05/15/2030 | 0.03% | CAS 2015-C04 1M2 05.8086 04/25/2028 | 0.03% | JPMCC 2010-C1 C P/P 144A 05.6151 06/15/2043 | 0.03% | S&P GLOBAL INC 01.2500 08/15/2030 | 0.03% | DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.03% | FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | JPMCC 2012-LC9 XA IO 01.4890 12/15/2047 | 0.03% | SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.03% | DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.03% | FHR 4500 GI IO 04.0000 08/15/2045 | 0.03% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.03% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 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 2YX30Y P 1.715 USD 02/01/2023 UB | 0.03% | UNITEDHEALTH GROUP INC 04.7500 07/15/2045 | 0.03% | CAS 2019-R02 1B1 04.2586 08/25/2031 | 0.03% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% | FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.03% | FHR 4074 KS IO 06.5940 02/15/2041 | 0.03% | GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.03% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.03% | VIACOMCBS INC 02.9000 01/15/2027 | 0.03% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.02% | 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.02% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | GNR 2019-121 SD IO 05.8891 10/20/2049 | 0.02% | NORTHROP GRUMMAN CORP 05.2500 05/01/2050 | 0.02% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.02% | NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.02% | SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.02% | WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.02% | AIR LEASE CORP 04.6250 10/01/2028 | 0.02% | FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.02% | FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.02% | HCA INC 04.1250 06/15/2029 | 0.02% | HCA INC. 05.5000 06/15/2047 | 0.02% | SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.02% | VIACOMCBS INC 04.2000 06/01/2029 | 0.02% | FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.02% | GNR 2013-129 SN IO 06.0391 09/20/2043 | 0.02% | JPMCC 2007-CB20 E P/P 144A 05.9472 02/12/2051 | 0.02% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.02% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | FHR 4132 IP IO 04.5000 11/15/2042 | 0.02% | FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.02% | GNMA GII30 BE5936 04.0000 05/20/2048 | 0.02% | GNMA GII30 BG4861 04.5000 05/20/2048 | 0.02% | GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% | SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.02% | 0.30 R ISWP US0003M P 12/02/2023 | 0.02% | AT&T INC 04.3000 02/15/2030 | 0.02% | CAS 2019-R05 1M2 02.1086 07/25/2039 | 0.02% | CGCMT 2012-GC8 XA IO P/P 144A 01.7404 09/10/2045 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% | GNMA GII30 BE5937 04.0000 05/20/2048 | 0.02% | GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.02% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.02% | SHERWIN-WILLIAMS CO 03.3000 05/15/2050 | 0.02% | SWPTN 3MX30Y P 2.023 USD 06/04/2021 CI | 0.02% | 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.02% | 1.525 R ISWP US0003M P 03/15/2031 | 0.02% | BGC PARTNERS INC 05.1250 05/27/2021 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.02% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% | ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 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% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% | MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% | SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.02% | BANK OF AMERICA CORP 06.5000 10/29/2049 | 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% | GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.02% | JPMBB 2013-C17 XA IO 00.7404 01/15/2047 | 0.02% | KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.02% | MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.02% | SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.02% | 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.02% | BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 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% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.02% | CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% | FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 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% | GNR 2015-H22 EI IO 01.5999 08/20/2065 | 0.02% | HCA INC 05.2500 06/15/2026 | 0.02% | KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.02% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.02% | WFRBS 2011-C4 E P/P 144A 05.2263 06/15/2044 | 0.02% | 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.02% | CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.02% | FHR 4182 GI IO 03.0000 01/15/2043 | 0.02% | GNMA GII30 BD3297 03.5000 11/20/2047 | 0.02% | STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.02% | UBSCM 2012-C1 XA IO P/P 144A 02.0562 05/10/2045 | 0.02% | 0.94375 R ISWP FWD US0003M P 04/01/2026 | 0.02% | CAS 2016-C04 1M2 04.3586 01/25/2029 | 0.02% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% | ECOLAB INC 03.2500 12/01/2027 | 0.02% | ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.02% | FHR 2976 LC 24.0313 05/15/2035 | 0.02% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% | FHR 4183 MI IO 03.0000 02/15/2042 | 0.02% | FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% | FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.02% | FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.02% | GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.02% | NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.02% | 1.212 R ISWP US0003M P 02/16/2031 | 0.01% | AUTONATION INC 04.5000 10/01/2025 | 0.01% | FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.01% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% | SWPTN 1MX10Y P 1.736 USD 04/19/2021 CI | 0.01% | COMM 2012-LC4 XA IO P/P 144A 02.0959 12/10/2044 | 0.01% | FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.01% | FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.01% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% | GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.01% | GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.01% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 0.01% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% | 1.4255 R ISWP US0003M P 02/24/2031 | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% | CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.01% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 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% | MSBAM 2013-C11 D P/P 144A 04.3526 08/15/2046 | 0.01% | SWPTN 5WX10Y P 1.541 USD 04/12/2021 CI | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% | GNMA GII30 BP7527 03.5000 10/20/2049 | 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% | OSHKOSH CORP 03.1000 03/01/2030 | 0.01% | SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | 0.01% | CITIGROUP INC 03.1060 04/08/2026 | 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-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.01% | FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% | IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% | SWPTN 5WX10Y P 1.665 USD 04/26/2021 CI | 0.01% | SWPTN 5WX5Y R 0.95 USD 04/26/2021 BA | 0.01% | SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | 0.01% | 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% | CITIGROUP INC 03.6680 07/24/2028 | 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 MS | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% | FHR 3300 PO PO 00.0000 02/15/2037 | 0.01% | SAIL 2004-10 A10 01.0086 11/25/2034 | 0.01% | 1.37 R ISWP FWD US0003M P 08/16/2031 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | 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UMBS 03.5000 12/01/2045 | 0.01% | FNR 2005-83 QP 17.1116 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% | SWPTN 1MX10Y R 1.736 USD 04/19/2021 CI | 0.01% | SWPTN 3MX2Y P 0.271 USD 06/04/2021 CI | 0.01% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.01% | CVS HEALTH CORP 03.7000 03/09/2023 | 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 05.9391 02/20/2050 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% | MSC 2012-C4 XA IO P/P 144A 02.0572 03/15/2045 | 0.01% | SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | 0.01% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% | 2.29 R ISWP FWD US0003M P 03/20/2034 | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.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.8 2057-10-17 500.0 10/17/2057 JP | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CPURNSA R 2.45 P 03/23/31 | 0.00% | CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% | FNS 372 1 PO 00.0000 08/25/2036 | 0.00% | GNR 2015-99 LI IO 04.0000 07/20/2045 | 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% | PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% | AT&T INC 04.3500 03/01/2029 | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.00% | SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% | 2.032 R ISWP US0003M P 01/16/2055 | 0.00% | APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.00% | BERKSHIRE HATHAWAY ENERG 06.5000 09/15/2037 | 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.8 2057-10-17 500.0 10/17/2057 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.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 JP | 0.00% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% | FHR 3210 PO PO 00.0000 05/15/2036 | 0.00% | FNMA FN30 953612 05.0000 03/01/2038 | 0.00% | FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.00% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 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 CG | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 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-.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 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 CG | 0.00% | COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.00% | FHR 3117 AF 00.0000 02/15/2036 | 0.00% | FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% | FHR 3326 WF 00.0000 10/15/2035 | 0.00% | FHR 4663 KI IO 03.5000 11/15/2042 | 0.00% | FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% | FNR 2013-30 IP IO 03.0000 10/25/2041 | 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% | 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 10YX10Y P 2.405 USD 03/03/2031 TD | 0.00% | WFRBS 2011-C5 XA IO P/P 144A 01.6692 11/15/2044 | 0.00% | 0.684 R ISWP FWD US0003M P 07/05/2024 | 0.00% | CITIGROUP INC 04.7500 05/18/2046 | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% | CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 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 GS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | COMCAST CORP 06.5000 11/15/2035 | 0.00% | CPURNSA R 2.466 P 04/01/31 | 0.00% | EQUINOR ASA USD 05.1000 08/17/2040 | 0.00% | FHR 3369 BO PO 00.0000 09/15/2037 | 0.00% | GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% | GSMS 2011-GC5 XA IO P/P 144A 01.1978 08/10/2044 | 0.00% | IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% | PACIFICORP 06.2500 10/15/2037 | 0.00% | PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.00% | SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.00% | SABMILLER HLDG INC 04.9500 01/15/2042 | 0.00% | THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | 0.00% | BACM 2007-1 XW IO 00.4254 01/15/2049 | 0.00% | BSCMS 06-PW14 X1 IO P/P 144A 00.4668 12/11/2038 | 0.00% | CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% | CMB CMBX.NA.A.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.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.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 GS | 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 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | 0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | 0.00% | CMB CMBX.NA.BBB-.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% | CPURNSA P 2.53 R 04/01/26 | 0.00% | CSMC 2007-C2 AX IO P/P 144A 00.0000 01/15/2049 | 0.00% | FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% | GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% | JPMCC 2006-LDP8 X IO 00.2855 05/15/2045 | 0.00% | JPMCC 2007-LDPX X IO 00.4102 01/15/2049 | 0.00% | LBUBS 2007-C2 XCL IO P/P 144A 00.0930 02/15/2040 | 0.00% | LBUBS 2007-C2 XW IO 00.0930 02/15/2040 | 0.00% | MEZZ 2006-C4 X IO P/P 144A 04.8625 07/15/2045 | 0.00% | MLCFC 2006-4 XC IO P/P 144A 04.6242 12/12/2049 | 0.00% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.00% | SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% | SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% | SWPTN 3MX10Y R 1.065 USD 04/13/2021 GS | 0.00% | SWPTN 3MX10Y R 1.165 USD 04/13/2021 GS | 0.00% | SWPTN 5WX5Y P 0.955 USD 04/06/2021 GS | 0.00% | SWPTN 6MX10Y R 0.915 USD 07/13/2021 CI | 0.00% | SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | 0.00% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% | WBCMT 2006-C29 IO IO 00.0006 11/15/2048 | 0.00% | 0.214 R ISWP FWD US0003M P 09/16/2022 | -0.00% | 1.7371 R ISWP US0003M P 04/01/2031 | -0.00% | 1.766 R ISWP US0003M P 04/01/2031 | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.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.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% | CPURNSA P 2.496 R 04/01/26 | -0.00% | CPURNSA R 2.51 P 04/01/31 | -0.00% | IOS.FN30.350.12 P USL1M R 01/12/43 CS | -0.00% | SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | -0.00% | SWPTN 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CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% | SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | -0.00% | SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.00% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.00% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% | 1.7155 R ISWP US0003M P 03/23/2031 | -0.01% | 1.72 R ISWP US0003M P 03/23/2031 | -0.01% | 1.805 R ISWP US0003M P 01/19/2031 | -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 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% | SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | -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 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.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 5WX10Y R 1.541 USD 04/12/2021 CI | -0.01% | SWPTN 5WX10Y R 1.665 USD 04/26/2021 CI | -0.01% | SWPTN 5WX5Y R 0.955 USD 04/06/2021 GS | -0.01% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CPURNSA P 2.445 R 03/23/26 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -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% | 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% | SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.01% | 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% | 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% | SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | -0.01% | SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | -0.01% | CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% | SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -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 2.8175 USD 03/23/2027 GS | -0.01% | SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -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 | -0.02% | SWPTN 10YX10Y R 1.985 USD 01/29/2031 JP | -0.02% | SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.02% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% | 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.02% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% | SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.02% | 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.02% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.02% | SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | -0.02% | SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.02% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.02% | SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | -0.02% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% | 1.546 R ISWP US0003M P 01/08/2051 | -0.02% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | -0.02% | 1.509 R ISWP US0003M P 01/08/2051 | -0.02% | IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% | SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | -0.02% | 1.5324 R ISWP US0003M P 03/05/2031 | -0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.02% | SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.02% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% | IOS.FN30.500.10 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-.7 2047-01-17 300.0 01/17/2047 CS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.02% | SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% | 0.83 R ISWP US0003M P 11/03/2021 | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 3MX10Y P 1.465 USD 04/13/2021 GS | -0.02% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.03% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.03% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.03% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -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 1YX10Y R 0.765 USD 09/21/2021 BA | -0.03% | SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.03% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.03% | SWPTN 3MX10Y P 1.722 USD 06/04/2021 CI | -0.03% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.03% | 1.101 R ISWP FWD US0003M P 03/04/2031 | -0.04% | SWPTN 3MX30Y R 1.46 USD 04/06/2021 CI | -0.04% | SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.04% | 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% | 1.996 R ISWP US0003M P 01/20/2031 | -0.04% | 0.30 R ISWP US0003M P 07/14/2025 | -0.04% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.04% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.04% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.04% | 0.41 R ISWP FWD US0003M P 07/05/2024 | -0.04% | 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.04% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.05% | 2.00 R ISWP FWD US0003M P 06/16/2051 | -0.05% | SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.05% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% | SWPTN 3MX10Y R 0.968 USD 04/06/2021 BC | -0.06% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.06% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% | SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.07% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.07% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.07% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.07% | 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.07% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.07% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.07% | 1.5955 R ISWP US0003M P 01/19/2051 | -0.07% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.08% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.08% | 0.645 R ISWP US0003M P 07/15/2030 | -0.08% | 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.08% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.08% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.08% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.08% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.08% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.09% | 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.10% | SWPTN 13WX10Y P 1.564 USD 05/12/2021 GS | -0.10% | 0.37 R ISWP US0003M P 10/16/2025 | -0.10% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.11% | 1.26 R ISWP US0003M P 12/01/2050 | -0.11% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.11% | SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.12% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.13% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.13% | CPURNSA P 2.3285 R 03/11/31 UB | -0.13% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.14% | 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.14% | SWPTN 3MX10Y P 0.991 USD 04/06/2021 CI | -0.16% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.16% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.16% | SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.16% | MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.16% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.17% | OPTN FN30 2.0 05/06/21 PUT 99.96875 JPMC | -0.17% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.18% | SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.19% | 0.75 R ISWP US0003M P 10/16/2030 | -0.20% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.20% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.21% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.21% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.22% | MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.24% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.29% | SWPTN 3MX10Y P 0.968 USD 04/06/2021 BC | -0.32% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.33% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.38% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.39% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.48% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.57% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.60% | SWPTN 8YX10Y R 3.312 USD 11/27/2028 BA | -0.65% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -0.68% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.71% | 1.02 R ISWP US0003M P 12/02/2033 | -0.80% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.84% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -1.34% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -2.73% | US 2YR NOTE (CBT) JUN21 TUM1 | -44.67% |
Sector Weightings as of 06/30/21
| Cash Investment | Non-Cash Investment | Total Portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread Duration | Weight | Spread Duration | Weight | Spread Duration | |
| Agency pass-through | 8.31% | 0.40 | 37.92% | 1.71 | 46.23% | 2.11 |
| Commercial MBS | 19.06% | 0.50 | 10.42% | 0.09 | 29.48% | 0.59 |
| Investment-grade corporate bonds | 26.54% | 2.60 | 0.00% | 0.00 | 26.54% | 2.60 |
| Net cash | 16.64% | 0.00 | 0.00% | 0.00 | 16.64% | 0.00 |
| Agency CMO | 13.22% | 0.43 | 0.30% | 0.01 | 13.52% | 0.44 |
| Residential MBS (non-agency) | 10.55% | 0.22 | 0.00% | 0.00 | 10.55% | 0.22 |
| Asset-backed securities (ABS) | 3.88% | 0.03 | 0.00% | 0.00 | 3.88% | 0.03 |
| High-yield corporate bonds | 1.80% | 0.11 | 0.00% | 0.00 | 1.80% | 0.11 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | 0.13 | 0.00% | 0.13 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | 0.23 | 0.00% | 0.23 |
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 06/30/21
| United States | 94.28% |
|---|---|
| Bermuda | 1.10% |
| Canada | 0.95% |
| Switzerland | 0.88% |
| France | 0.82% |
| Australia | 0.37% |
| United Kingdom | 0.34% |
| Spain | 0.31% |
| Italy | 0.28% |
| Other | 0.67% |
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% |