‡ 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)
- Andrew Benson (Investing since 2008)
- Brett S. Kozlowski, CFA (Investing since 1997)
Daily pricing as of 10/22/21
| with optional enhanced death benefits | ||
|---|---|---|
| Unit Value | $21.11458 | $20.406477 |
| Unit Value Change | 0.019696 | 0.018951 |
Lipper ranking ‡ as of 09/30/21
Category: Core Bond Funds
| Percentile ranking | Rank/Funds in category | |
|---|---|---|
| 10 yrs. | 13% | 11/84 |
| 1 yr. | 95% | 113/118 |
| 3 yrs. | 86% | 98/114 |
| 5 yrs. | 30% | 31/104 |
Quick facts as of 09/30/21
| Fiscal Year End | December |
| Asset Class | Putnam Allstate Advisor |
| Subaccount Status | Open to new investors |
| Number of issues | 1318 |
| Turnover (fiscal year end) | 842% |
| Net Assets | $220M |
| Inception Date | 02/01/88 |
Performance
Performance as of 09/30/21
| Annualized Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
|---|---|---|---|---|---|---|---|
| Restated performance | |||||||
| Unit Value | -1.08% | -4.19% | -2.97% | 3.41% | 2.14% | 2.63% | 4.58% |
| Standardized | -9.74% | -12.64% | -11.50% | -1.19% | -1.57% | -0.32% | 2.78% |
| With optional enhanced death benefit | |||||||
| Unit Value | -1.11% | -4.30% | -3.11% | 3.26% | 1.98% | 2.48% | 4.42% |
| Standardized | -9.77% | -12.74% | -11.63% | -1.34% | -1.73% | -0.50% | 2.58% |
| Actual performance | |||||||
| Unit Value | -1.08% | -4.19% | -2.97% | 3.41% | 2.14% | 2.63% | 3.43% |
| Standardized | -9.74% | -12.64% | -11.50% | -1.19% | -1.57% | -0.32% | 0.94% |
| With optional enhanced death benefit | |||||||
| Unit Value | -1.11% | -4.30% | -3.11% | 3.26% | 1.98% | 2.48% | 3.27% |
| Standardized | -9.77% | -12.74% | -11.63% | -1.34% | -1.73% | -0.50% | 0.74% |
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 09/30/21 |
|
|---|---|
| Unit Value | -0.86% |
| Standardized | -9.54% |
YTD as of 10/22/21 |
|
|---|---|
| Unit Value | -5.00% |
| Standardized | -13.39% |
With optional enhanced death benefit
Monthly as of 09/30/21 |
|
|---|---|
| Unit Value | -0.88% |
| Standardized | -9.56% |
YTD as of 10/22/21 |
|
|---|---|
| Unit Value | -5.11% |
| Standardized | -13.49% |
Unit values and performance information shown apply to the specific annuity product listed, not the underlying Putnam Variable Trust fund. This information should not be used by investors who hold an interest in Putnam Variable Trust funds through a different annuity or other variable product. The unit values and performance of other variable products that offer Putnam Variable Trust funds may be higher or lower due to product charges and expenses or other factors.
Data is historical. Past performance is no guarantee of future results. More recent returns may be less or more than those shown. Investment return and principal value will fluctuate, and you may have a gain or a loss when you sell your units.
Returns shown for the subaccounts for periods before their inception are derived from the historical performance of the underlying fund, adjusted to reflect the mortality, expense risk, and surrender charges applicable to this product and do not factor in the annual $30 contract maintenance fee. Additional riders and options for insurance-related charges will increase expenses and lower returns. Please see the prospectus for details. For a portion of the period, subaccounts may have limited expenses, without which returns would have been lower.
Variable annuities are long-term investments designed for retirement purposes. Putnam Capital Manager products are flexible-premium variable annuities held by Talcott Resolution Life, Inc., Simsbury, CT.
Putnam Allstate variable annuities are flexible-premium deferred variable annuities issued by Allstate Life Insurance Company (Allstate Life); underwritten by Allstate Distributors, L.L.C., both of Northbrook, IL; and sold through registered representatives or bank employees who are licensed insurance agents. Please check for availability in your specific state.
These policies have limitations and are sold by prospectus only. The prospectus contains details on the variable annuity, the subaccounts, contract features, fees, expenses, and other pertinent information.
Investors should carefully consider the investment objectives, risks, charges, and expenses of a fund before investing. For a prospectus containing this and other information for any variable annuity or variable life product that invests in Putnam Variable Trust funds, contact your financial advisor for a contract prospectus and prospectus for the underlying funds. You may also call Talcott Resolution at 1-800-521-0538 or Allstate at 1-800-390-1277. Read the prospectuses carefully before investing.
For the most recent month-end performance, please call Talcott Resolution at 1-800-521-0538 or Allstate at 1-800-390-1277.
Risk Characteristics as of 09/30/21
| Avg. Eff. Maturity | 7.40 |
| Avg. Eff. Duration | 5.63 |
| Avg. Coupon | 4.28 |
| Avg. Yield to Maturity | 6.50 |
| Alpha (%) | -- |
| Beta | 1.10 |
| R Squared | 0.69 |
| Standard Deviation (3 yrs.) | 4.65 |
Maturity Details
| 0 to 1 yr. | 4.59% |
| 1 to 5 yrs. | 54.46% |
| 5 to 10 yrs. | 30.37% |
| 10 to 15 yrs. | 1.28% |
| Over 15 yrs. | 9.30% |
Quality Ratings
| AAA | 66.06% |
| AA | 6.59% |
| A | 13.25% |
| BBB | 20.28% |
| BB | 4.01% |
| B | 3.21% |
| CCC and Below | 2.31% |
| Not Rated | -15.71% |
Holdings
| Fnma Fn30 Tba Umbs 04.0000 10/01/2051 | 7.29% |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2051 | 4.32% |
| Gnma Gii30 Tba 03.5000 10/01/2051 | 2.86% |
| Fnma Fn30 Tba Umbs 03.0000 10/01/2051 | 2.85% |
| Fnma Fn30 Tba Umbs 02.0000 11/01/2051 | 2.27% |
| Fnma Fn30 Tba Umbs 04.5000 10/01/2051 | 1.96% |
| Fnma Fn30 Tba Umbs 06.0000 10/01/2051 | 1.02% |
| Fnma Fn30 Tba Umbs 05.5000 10/01/2051 | 1.01% |
| Fnma Fn30 Tba Umbs 03.0000 11/01/2051 | 0.95% |
| Bf0101 03.5000 06/01/2056 | 0.84% |
| Top 10 holdings, total: | 25.37% |
| Top 10 holdings as of 09/30/21 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 04.0000 10/01/2051 | 7.29% |
| 2: Fnma Fn30 Tba Umbs 03.5000 10/01/2051 | 4.32% |
| 3: Gnma Gii30 Tba 03.5000 10/01/2051 | 2.86% |
| 4: Fnma Fn30 Tba Umbs 03.0000 10/01/2051 | 2.85% |
| 5: Fnma Fn30 Tba Umbs 02.0000 11/01/2051 | 2.27% |
| 6: Fnma Fn30 Tba Umbs 04.5000 10/01/2051 | 1.96% |
| 7: Fnma Fn30 Tba Umbs 06.0000 10/01/2051 | 1.02% |
| 8: Fnma Fn30 Tba Umbs 05.5000 10/01/2051 | 1.01% |
| 9: Fnma Fn30 Tba Umbs 03.0000 11/01/2051 | 0.95% |
| 10: Bf0101 03.5000 06/01/2056 | 0.84% |
| Holdings represent 25.37% of portfolio | |
| Top 10 holdings as of 08/31/21 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 04.0000 09/01/2051 | 4.31% |
| 2: Fnma Fn30 Tba Umbs 03.0000 09/01/2051 | 3.75% |
| 3: Fnma Fn30 Tba Umbs 04.0000 10/01/2051 | 2.88% |
| 4: Fnma Fn30 Tba Umbs 03.5000 09/01/2051 | 2.84% |
| 5: Gnma Gii30 Tba 03.5000 09/01/2051 | 2.83% |
| 6: Fnma Fn30 Tba Umbs 02.0000 09/01/2051 | 2.27% |
| 7: Fnma Fn30 Tba Umbs 04.5000 09/01/2051 | 1.94% |
| 8: Fnma Fn30 Tba Umbs 03.5000 10/01/2051 | 1.42% |
| 9: Fnma Fn30 Tba Umbs 05.5000 09/01/2051 | 1.00% |
| 10: Fnma Fn30 Tba Umbs 06.0000 09/01/2051 | 1.00% |
| Holdings represent 24.24% of portfolio | |
| Top 10 holdings as of 07/31/21 | |
|---|---|
| 1: Fnma Fn30 Tba Umbs 02.0000 08/01/2051 | 8.10% |
| 2: Fnma Fn30 Tba Umbs 02.5000 08/01/2051 | 5.51% |
| 3: Fnma Fn30 Tba Umbs 03.5000 09/01/2051 | 4.20% |
| 4: Fnma Fn30 Tba Umbs 04.0000 08/01/2051 | 3.77% |
| 5: Fnma Fn30 Tba Umbs 03.0000 09/01/2051 | 3.69% |
| 6: Gnma Gii30 Tba 03.5000 08/01/2051 | 2.78% |
| 7: Fnma Fn30 Tba Umbs 02.5000 09/01/2051 | 2.29% |
| 8: Fnma Fn30 Tba Umbs 04.5000 08/01/2051 | 1.90% |
| 9: Gnma Gii30 Tba 04.0000 08/01/2051 | 1.87% |
| 10: Fnma Fn30 Tba Umbs 04.0000 09/01/2051 | 1.41% |
| Holdings represent 35.52% of portfolio | |
| 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 | |
| FNMA FN30 TBA UMBS 04.0000 10/01/2051 | 7.29% | US ULTRA BOND CBT DEC21 WNZ1 | 4.59% | FNMA FN30 TBA UMBS 03.5000 10/01/2051 | 4.32% | US 10YR NOTE (CBT)DEC21 TYZ1 | 4.00% | GNMA GII30 TBA 03.5000 10/01/2051 | 2.86% | FNMA FN30 TBA UMBS 03.0000 10/01/2051 | 2.85% | TREASURY BILL 00.0000 02/10/2022 | 2.59% | TREASURY BILL 00.0000 03/17/2022 | 2.54% | FNMA FN30 TBA UMBS 02.0000 11/01/2051 | 2.27% | FNMA FN30 TBA UMBS 04.5000 10/01/2051 | 1.96% | TREASURY BILL 00.0000 02/03/2022 | 1.86% | US LONG BOND(CBT) DEC21 USZ1 | 1.81% | TREASURY BILL 00.0000 03/03/2022 | 1.54% | TREASURY BILL 00.0000 04/21/2022 | 1.41% | TREASURY BILL 00.0000 10/19/2021 | 1.41% | FNMA FN30 TBA UMBS 05.5000 10/01/2051 | 1.02% | FNMA FN30 TBA UMBS 06.0000 10/01/2051 | 1.02% | FNMA FN30 TBA UMBS 03.0000 11/01/2051 | 0.95% | BF0101 03.5000 06/01/2056 | 0.83% | FNR 2020-70 SD IO 06.1640 10/25/2050 | 0.68% | BMIR 2017-1 M2 144A 03.4360 10/25/2027 | 0.58% | FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.57% | CITIGROUP INC 04.4500 09/29/2027 | 0.52% | FHR 4945 SL IO 05.9640 01/25/2050 | 0.51% | TREASURY BILL 00.0000 10/14/2021 | 0.50% | FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.49% | FHS 315 PO PO 00.0000 09/15/2043 | 0.49% | GNMA GII30 TBA 04.5000 10/01/2051 | 0.48% | GNMA GII30 TBA 03.0000 10/01/2051 | 0.47% | WAMU 2005-AR13 A1C4 00.9460 10/25/2045 | 0.47% | TREASURY BILL 00.0000 10/07/2021 | 0.45% | FHR 5050 IM IO 03.5000 10/25/2050 | 0.45% | US 5YR NOTE (CBT) DEC21 FVZ1 | 0.45% | 2.7725 R ISWP US0003M P 03/02/2031 | 0.44% | 2.764 R ISWP US0003M P 02/18/2031 | 0.44% | COMM 2014-CR17 C 04.9457 05/10/2047 | 0.44% | MORGAN STANLEY 04.3750 01/22/2047 | 0.43% | STAR 2020-2 A2 03.9700 04/25/2060 | 0.41% | FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.41% | STACR 2016-HQA1 M3 06.4360 09/25/2028 | 0.41% | WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.40% | FHR 5024 EI IO 04.0000 10/25/2050 | 0.40% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.39% | UBSCM 2012-C1 C 144A 05.7344 05/10/2045 | 0.39% | FHR 5070 AI IO 03.5000 02/25/2051 | 0.38% | FHR 5140 BI IO 03.5000 09/25/2051 | 0.38% | MCAS 2019-01 M10 144A 03.3360 10/15/2049 | 0.38% | ABBVIE INC 03.2000 11/21/2029 | 0.36% | FNR 2020-45 GI IO 05.0000 07/25/2050 | 0.36% | MRAIT 2020-2 A2 | 0.36% | MRAIT 2021-8 A1X 01.2360 10/15/2021 | 0.35% | STACR 2019-DNA2 M2 02.5360 03/25/2049 | 0.35% | GNR 2020-18 GS IO 05.9626 02/20/2050 | 0.34% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.34% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.34% | CGCMT 2012-GC8 B 144A 04.2850 09/10/2045 | 0.33% | FHR 5019 MI IO 04.0000 10/25/2050 | 0.31% | COMM 2018-COR3 C 04.7124 05/10/2051 | 0.29% | WAMU 2005-AR17 A1B2 00.9060 12/25/2045 | 0.29% | FHR 4839 AS IO 05.9663 06/15/2042 | 0.29% | FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.29% | GNR 2016-H23 MI IO 02.2949 10/20/2066 | 0.29% | GNR 2021-107 QI IO 02.5000 06/20/2051 | 0.29% | CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.28% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.28% | STACR 2020-HQA1 M2 01.9860 01/25/2050 | 0.28% | FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.28% | AT&T INC 03.5500 09/15/2055 | 0.28% | UBSBB 2012-C3 C 144A 05.2057 08/10/2049 | 0.28% | CFCRE 2011-C2 E P/P 144A 05.8868 12/15/2047 | 0.27% | FNR 2016-8 SA IO 05.9640 03/25/2046 | 0.27% | APPLE INC 04.3750 05/13/2045 | 0.27% | FHLMC FR30 ZM1233 UMBS 03.0000 06/01/2046 | 0.27% | BRISTOL-MYERS 03.4000 07/26/2029 | 0.27% | CAS 2016-C03 2M2 05.9860 10/25/2028 | 0.27% | TRK 2020-1 A1 02.7343 03/25/2023 | 0.27% | UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.27% | JPMCC 2012-C8 C 144A 04.7796 10/15/2045 | 0.27% | FNR 2019-3 SA IO 06.0140 02/25/2049 | 0.26% | CGCMT 2015-P1 C 04.5141 09/15/2048 | 0.26% | GSMS 2015-GS1 XA IO 00.9080 11/10/2048 | 0.26% | FHR 5118 NI IO 02.0000 02/25/2051 | 0.26% | GNMA GII30 BG6074 04.0000 04/20/2048 | 0.26% | APPLE INC 02.8000 02/08/2061 | 0.26% | GSMS 2013-GC12 B 03.7770 06/10/2046 | 0.26% | WESTLAKE CHEMICAL CORP 03.1250 08/15/2051 | 0.26% | STACR 2017-HQA2 M2 02.7360 12/25/2029 | 0.25% | STACR 2016-DNA3 M3 05.0860 12/25/2028 | 0.25% | AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.24% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.24% | CAS 2017-C07 1EB2 01.0860 05/25/2030 | 0.24% | SPST 2021-10 A 00.8543 08/08/2022 | 0.24% | SPST 2021-6 A 00.8833 04/25/2022 | 0.24% | FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.24% | BROADCOM INC 04.1500 11/15/2030 | 0.24% | WFRBS 2013-C15 D 144A 04.6496 08/15/2046 | 0.24% | ORACLE CORP 03.6500 03/25/2041 | 0.24% | UBSCM 2019-C17 C 03.7582 10/15/2052 | 0.24% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.24% | DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.24% | WFCM 2018-C43 XA IO 00.8166 03/15/2051 | 0.24% | FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.24% | KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.24% | MRAIT 2021-11 A1X 01.2338 01/25/2022 | 0.24% | MRAIT 2021-EBO4 A1X 01.8360 02/16/2022 | 0.24% | SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.23% | AMMST 2021-MF2 D P/P 144A 02.0000 06/15/2054 | 0.23% | MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.23% | WFRBS 2012-C10 D 144A 04.5596 12/15/2045 | 0.23% | SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.23% | BACM 2015-UBS7 XA IO 00.9373 09/15/2048 | 0.22% | GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.22% | US BANCORP 03.0000 07/30/2029 | 0.22% | FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.22% | MICROSOFT CORP 02.6750 06/01/2060 | 0.22% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.22% | FHR 4975 EI IO 04.5000 05/25/2050 | 0.22% | RMLT 2020-2 A3 02.9110 05/25/2060 | 0.22% | CSAIL 2019-C16 XA IO 01.7294 06/15/2052 | 0.21% | JPMBB 2013-C14 D 144A 04.6992 08/15/2046 | 0.21% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.21% | STACR 2016-HQA2 M3 05.2360 11/25/2028 | 0.21% | JPMCC 2012-C6 B 04.8186 05/15/2045 | 0.21% | MRAIT 2020-11 A1X 01.7838 04/22/2022 | 0.21% | VERIZON COMM 04.6720 03/15/2055 | 0.21% | FNR 2020-95 GI IO 03.5000 01/25/2051 | 0.21% | GSMS 2010-C1 D 144A 06.1868 08/10/2043 | 0.21% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.21% | SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.21% | MRAIT 2021-NA1 A1X 01.5860 03/08/2022 | 0.21% | CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.20% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.20% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.20% | CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.20% | BSCMS 2007-T26 AJ 05.5399 01/12/2045 | 0.19% | JPMCC 2011-C3 B 144A 05.0131 02/15/2046 | 0.19% | INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.19% | RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.19% | AT&T INC 02.5500 12/01/2033 | 0.19% | MCAS 2020-01 M10 144A 03.8360 03/25/2050 | 0.19% | STACR 2019-DNA1 B1 04.7360 01/25/2049 | 0.19% | CAS 2018-C04 2M2 02.6360 12/25/2030 | 0.19% | UBSCM 2019-C17 XA IO 01.6234 10/15/2052 | 0.19% | GNR 2020-55 SA IO 05.9626 04/20/2050 | 0.18% | WFCM 2019-C50 XA IO 01.5754 05/15/2052 | 0.18% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.18% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.18% | CIT BANK NA 02.9690 09/27/2025 | 0.18% | MRAIT 2021-EBO1 A1X 01.8338 02/16/2022 | 0.18% | STACR 2019-DNA1 M2 02.7360 01/25/2049 | 0.18% | AT&T INC 04.7500 05/15/2046 | 0.18% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.18% | ELMW4 2020-1A A 144A 01.3661 04/15/2033 | 0.18% | YCLO 2016-2A A1R 144A 01.2243 04/20/2032 | 0.18% | FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.18% | VIBR 2018-8A A1A 144A 01.2743 01/20/2031 | 0.18% | WFRBS 2011-C4 C 144A 05.0235 06/15/2044 | 0.18% | GNMA GII30 BD1731 03.5000 01/20/2048 | 0.18% | GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.18% | HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.18% | OMIR 2018-1A M2 02.9360 07/25/2028 | 0.18% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.18% | DBUBS 2011-LC3A D 144A 05.5454 08/10/2044 | 0.18% | COMCAST CORP 03.4000 07/15/2046 | 0.17% | COMM 2012-LC4 B 04.9340 12/10/2044 | 0.17% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.17% | VMWARE INC 02.2000 08/15/2031 | 0.17% | GNR 2019-119 KS IO 05.9654 09/16/2049 | 0.17% | BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.17% | CSAIL 2015-C1 D 144A 03.9041 04/15/2050 | 0.17% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.17% | GNR 2016-H23 NI IO 02.2248 10/20/2066 | 0.17% | CAS 2016-C03 1M2 05.3860 10/25/2028 | 0.17% | CGCMT 2014-GC23 IO 01.0632 07/10/2047 | 0.17% | CITIGROUP INC 03.8750 02/18/2051 | 0.17% | LCCM 2017-LC26 XA IO 144A 01.5894 07/12/2050 | 0.17% | FHR 3835 FO PO 00.0000 04/15/2041 | 0.16% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.16% | FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.16% | TOTALENERGIES CAP INTL USD 02.8290 01/10/2030 | 0.16% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.16% | GNMA GII30 MA5194 05.0000 05/20/2048 | 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 | 0.16% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.16% | GSMS 2014-GC24 D 144A 04.6691 09/10/2047 | 0.16% | FREMF 2019-KF66 B 144A 02.4825 07/25/2029 | 0.16% | WFRBS 2012-C6 C 144A 05.9779 04/15/2045 | 0.16% | ARRW 2019-3 M1 04.2040 10/25/2048 | 0.16% | FHLMC FR30 ZA4291 UMBS 03.5000 08/01/2043 | 0.16% | FHR 5052 KI IO 04.0000 12/25/2050 | 0.16% | FREMF 2019-KF65 B 144A 02.4825 07/25/2029 | 0.16% | STACR 2020-HQA2 M2 03.1860 03/25/2050 | 0.16% | FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.15% | JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.15% | BHLD 2020-1 A3 03.2530 02/25/2055 | 0.15% | FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.15% | JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.15% | FISERV INC 04.2000 10/01/2028 | 0.15% | UBSCM 2012-C1 D 144A 05.7344 05/10/2045 | 0.15% | UBSBB 2012-C4 B 144A 03.7181 12/10/2045 | 0.15% | UBSC 2011-C1 D 144A 06.4516 01/10/2045 | 0.15% | ZOETIS INC 03.9000 08/20/2028 | 0.15% | CAS 2020-R01 1M2 02.1360 01/25/2040 | 0.15% | LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.15% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.15% | CAS 2020-R02 2M2 02.0860 01/25/2040 | 0.15% | CSAIL 2015-C3 XA IO 00.8438 08/15/2048 | 0.15% | GWOLF 2015-1A A1R 144A 01.2853 01/27/2031 | 0.15% | STACR 2018-DNA2 B1 03.7860 12/25/2030 | 0.15% | CAS 2017-C03 1M2 03.0860 10/25/2029 | 0.14% | GNMA GII30 BD1729 03.5000 01/20/2048 | 0.14% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.14% | SALESFORCE.COM INC 03.0500 07/15/2061 | 0.14% | FNR 2021-12 NI IO 02.5000 03/25/2051 | 0.14% | HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.14% | CAS 2016-C02 1M2 06.0860 09/25/2028 | 0.14% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.14% | FNR 2017-108 SA IO 06.0640 01/25/2048 | 0.14% | SALESFORCE.COM INC 02.9000 07/15/2051 | 0.14% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 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 03.6360 08/25/2029 | 0.14% | BOEING CO 05.9300 05/01/2060 | 0.14% | CAS 2017-C01 1M2 03.6360 07/25/2029 | 0.14% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.14% | GSMS 2014-GC18 C 05.1410 01/10/2047 | 0.14% | T-MOBILE USA INC 04.5000 04/15/2050 | 0.14% | COMCAST CORP 02.3500 01/15/2027 | 0.14% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.14% | BACM 2015-UBS7 B 04.5036 09/15/2048 | 0.14% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.14% | GNR 2016-H02 HI IO 01.5420 01/20/2066 | 0.14% | NETFLIX INC 04.3750 11/15/2026 | 0.14% | GNR 2018-168 KS IO 06.0626 12/20/2048 | 0.13% | SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.13% | FNR 2016-91 AS IO 06.0140 12/25/2046 | 0.13% | JPMBB 2013-C14 E 144A 04.6992 08/15/2046 | 0.13% | JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.13% | COMM 2014-UBS4 C 04.8064 08/10/2047 | 0.13% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.13% | MRAFT 2020-5 A1 01.0848 08/10/2023 | 0.13% | WEC ENERGY GROUP INC 02.2373 05/15/2067 | 0.13% | MICROSOFT CORP 02.9210 03/17/2052 | 0.13% | WESTLAKE CHEMICAL CORP 02.8750 08/15/2041 | 0.13% | WFRBS 2014-C22 XA IO 00.9415 09/15/2057 | 0.13% | AMAZON.COM INC 04.0500 08/22/2047 | 0.13% | JPMCC 2012-C8 D 144A 04.8277 10/15/2045 | 0.13% | GNR 2012-149 GS IO 06.1126 12/20/2042 | 0.13% | JPMBB 2014-C22 C 04.7046 09/15/2047 | 0.13% | MRAFT 2021-S1 A1 01.0000 09/10/2022 | 0.13% | JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.13% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.13% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.12% | GNR 2014-H11 GI IO 01.4746 06/20/2064 | 0.12% | ABBSL 2020-1A A1A 144A 01.6261 01/15/2033 | 0.12% | AIR LEASE CORP 03.2500 10/01/2029 | 0.12% | BANK OF AMERICA CORP 06.1000 03/17/2025 | 0.12% | BOBA 2020-1A A 144A 01.4843 01/20/2032 | 0.12% | FNR 2020-12 SK IO 05.9640 03/25/2050 | 0.12% | MORGN 2019-5A A1 144A 01.5161 01/15/2033 | 0.12% | FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.12% | GNR 2014-H07 BI IO 01.4623 05/20/2064 | 0.12% | LYONDELLBASELL IND NV 04.6250 02/26/2055 | 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% | INTERPUBLIC GRP 04.6500 10/01/2028 | 0.12% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.12% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.12% | UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.12% | GENERAL MOTORS CO 05.9500 04/01/2049 | 0.12% | VIATRIS INC P/P 144A 04.0000 06/22/2050 | 0.12% | GNR 2019-H02 DI IO 02.1544 11/20/2068 | 0.12% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.12% | GNMA GII30 BE1441 03.5000 11/20/2047 | 0.12% | GNR 2019-20 SB IO 06.0126 02/20/2049 | 0.12% | INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.12% | JPMBB 2013-C12 C 04.2352 07/15/2045 | 0.12% | MSC 2016-UB12 XA IO 00.8480 12/15/2049 | 0.12% | CAS 2017-C07 1B1 04.0860 05/25/2030 | 0.12% | GNR 2020-32 GS IO 06.0126 03/20/2050 | 0.12% | JPMBB 2013-C15 C 05.3618 11/15/2045 | 0.12% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.12% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.12% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.12% | WFCM 2020-C57 C 04.1578 08/15/2053 | 0.12% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.12% | GSMS 2014-GC22 XA IO 01.1039 06/10/2047 | 0.12% | STACR 2018-DNA2 M2 02.2360 12/25/2030 | 0.12% | ARES CAPITAL CORP 03.8750 01/15/2026 | 0.12% | DRMT 2020-2 A2 02.5940 05/25/2065 | 0.12% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.12% | UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.12% | AMGEN INC 04.6630 06/15/2051 | 0.11% | CARVL 2019-1A ANR 144A 01.2443 04/20/2032 | 0.11% | CSAIL 2015-C1 C 04.4041 04/15/2050 | 0.11% | FHMS K104 X1 IO 01.2479 02/25/2052 | 0.11% | GALXY 2016-22A ARR 144A 01.3264 04/16/2034 | 0.11% | GCBSL 2020-48A A1 144A 01.4439 04/17/2033 | 0.11% | GNR 2019-123 SL IO 06.0626 10/20/2049 | 0.11% | HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.11% | SPEAK 2020-8A A 144A 01.4043 04/20/2033 | 0.11% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.11% | COMM 2013-CR13 D 144A 05.0446 11/10/2046 | 0.11% | DEN17 2018-1A AR 144A 01.1861 10/15/2031 | 0.11% | KEURIG DR PEPPER INC 02.2500 03/15/2031 | 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% | SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.11% | TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.11% | THE BOEING COMPANY 04.8750 05/01/2025 | 0.11% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.11% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.11% | UBSCM 2017-C7 XA IO 01.1724 12/15/2050 | 0.11% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.11% | FLORIDA POWER & LIGHT CO 04.1250 02/01/2042 | 0.11% | GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.11% | SWPTN 8YX10Y P 3.312 USD 11/27/2028 BA | 0.11% | CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.11% | GNMA GII30 MA5266 05.0000 06/20/2048 | 0.11% | LENNAR CORP 04.7500 11/29/2027 | 0.11% | UBSCM 2018-C12 XA IO 00.9774 08/15/2051 | 0.11% | AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.11% | CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.11% | FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.11% | UBSBB 2013-C6 B 144A 03.8751 04/10/2046 | 0.11% | AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.11% | COMM 2014-UBS2 C 05.1383 03/10/2047 | 0.11% | FHR 4738 QS IO 06.1163 12/15/2047 | 0.11% | NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.11% | VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.11% | BANK OF AMERICA CORP 05.1250 06/20/2024 | 0.10% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.10% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.10% | COLT 2020-2 A2 03.0940 03/25/2065 | 0.10% | GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.10% | MSBAM 2013-C10 E 144A 04.2160 07/15/2046 | 0.10% | BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.10% | BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.10% | CAS 2017-C01 1B1 05.8360 07/25/2029 | 0.10% | GNR 2019-83 SW IO 06.0126 07/20/2049 | 0.10% | THE AES CORPORATION 02.4500 01/15/2031 | 0.10% | CSMC 2016-NXSR XA IO 00.8924 12/15/2049 | 0.10% | GNR 2019-83 JS IO 06.0126 07/20/2049 | 0.10% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.10% | ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.10% | GNMA GII30 BF6125 04.0000 02/20/2048 | 0.10% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% | MSBAM 2014-C14 C 05.2178 02/15/2047 | 0.10% | VSTA 2020-1 A2 02.7700 03/25/2065 | 0.10% | CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.10% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.10% | GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 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% | CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.10% | EMIR 2018-1 M1 01.7860 11/25/2028 | 0.10% | EQUINIX INC 03.2000 11/18/2029 | 0.10% | GNR 2017-H14 EI IO 01.5803 06/20/2067 | 0.10% | JPMCC 2012-C6 E 144A 05.3102 05/15/2045 | 0.10% | NRZT 2020-NQM2 A2 02.8908 05/24/2060 | 0.10% | CAS 2018-C01 1M2 02.3360 07/25/2030 | 0.10% | COMCAST CORP 03.4500 02/01/2050 | 0.10% | FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.10% | WFCM 2015-LC20 XB IO 00.6277 04/15/2050 | 0.10% | FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.10% | GENERAL ELECTRIC CO 03.4460 12/29/2049 | 0.10% | GNR 2014-131 BS IO 06.1154 09/16/2044 | 0.10% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.10% | CAS 2017-C01 1EB1 01.3360 07/25/2029 | 0.10% | CAS 2019-HRP1 M2 02.2360 11/25/2039 | 0.10% | FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.10% | TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.10% | CARR 2006-NC2 A4 00.3260 06/25/2036 | 0.09% | CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.09% | MSC 2011-C3 E 144A 05.4666 07/15/2049 | 0.09% | BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.09% | GNR 2015-H13 AI IO 01.7806 06/20/2065 | 0.09% | GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.09% | CGCMT 2014-GC19 X IO 01.2938 03/10/2047 | 0.09% | COMCAST CORP 03.9990 11/01/2049 | 0.09% | MWST 2020-1 A 00.9860 10/25/2053 | 0.09% | RMIR 2018-1 M2 04.2100 03/25/2028 | 0.09% | BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.09% | COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.09% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.09% | JPMBB 2014-C22 XA IO 00.9761 09/15/2047 | 0.09% | KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.09% | ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.09% | WFRBS 2011-C4 F 144A 05.0000 06/15/2044 | 0.09% | BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.09% | COMM 2013-CR6 D 144A 04.2240 03/10/2046 | 0.09% | COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.09% | STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.09% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.09% | AON PLC 04.2500 12/12/2042 | 0.09% | ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.09% | FHR 3408 EK 25.4561 04/15/2037 | 0.09% | FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.09% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.09% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.09% | EMIR 2019-1 M2 03.3860 04/25/2029 | 0.09% | FHR 3065 DC 19.6088 03/15/2035 | 0.09% | GNR 2020-11 SY IO 06.0126 01/20/2050 | 0.09% | BANK 2018-BN13 XA 00.6500 08/15/2061 | 0.09% | SERVICENOW INC 01.4000 09/01/2030 | 0.09% | GNR 2017-H08 NI IO 02.2448 03/20/2067 | 0.09% | MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.09% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.08% | COMM 2014-CR17 D 144A 05.0095 05/10/2047 | 0.08% | COMM 2017-COR2 D 144A 03.0000 09/10/2050 | 0.08% | STACR 2014-DN2 M3 03.6860 04/25/2024 | 0.08% | WFCM 2019-C53 D 144A 02.5000 10/15/2052 | 0.08% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.08% | BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 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 2015-53 MI IO 04.0000 04/16/2045 | 0.08% | MERCK & CO INC 03.7000 02/10/2045 | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.08% | GNR 2017-H09 DI IO 01.8908 03/20/2067 | 0.08% | WFCM 2017-C41 XA IO 01.3431 11/15/2050 | 0.08% | COMM 2014-UBS6 XA IO 01.0252 12/10/2047 | 0.08% | GNMA GII30 BG6110 04.0000 05/20/2048 | 0.08% | COMM 2014-CR19 D 144A 04.8597 08/10/2047 | 0.08% | GNMA GII30 BE1440 03.5000 11/20/2047 | 0.08% | GNR 2011-17 S IO 05.9626 02/20/2041 | 0.08% | WFCM 2014-LC16 XA IO 01.2432 08/15/2050 | 0.08% | BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.08% | MSRR 2015-R4 CB1 00.9100 08/26/2047 | 0.08% | GNMA GII30 BB3013 03.5000 11/20/2047 | 0.08% | GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.08% | GNR 2016-H06 AI IO 01.6342 02/20/2066 | 0.08% | DOMINION ENERGY INC 04.9000 08/01/2041 | 0.08% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.08% | BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.08% | GNR 2015-H12 EI IO 01.6976 04/20/2065 | 0.08% | GNR 2019-44 SA IO 05.9626 04/20/2049 | 0.08% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.08% | GNMA GII30 BD1730 03.5000 01/20/2048 | 0.07% | GNMA GII30 BE1437 03.5000 11/20/2047 | 0.07% | GNR 2017-H10 MI IO 01.8300 04/20/2067 | 0.07% | L3HARRIS TECH INC 01.8000 01/15/2031 | 0.07% | STACR 2018-DNA1 M2 01.8860 07/25/2030 | 0.07% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.07% | SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.07% | UNITEDHEALTH GROUP INC 02.9000 05/15/2050 | 0.07% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.07% | AMAZON.COM INC 01.5000 06/03/2030 | 0.07% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.07% | FHR 3852 NT 05.9163 05/15/2041 | 0.07% | GENERAL MOTORS CO 05.2000 04/01/2045 | 0.07% | GNR 2017-H12 QI IO 02.2398 05/20/2067 | 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% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.07% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.07% | GNR 2016-H14 IO IO 01.6728 06/20/2066 | 0.07% | HCA INC 03.5000 07/15/2051 | 0.07% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.07% | STACR 2018-HQA1 M2 02.3860 09/25/2030 | 0.07% | GNMA GII30 AY2298 04.7000 05/20/2067 | 0.07% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.07% | GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.07% | PACIFIC GAS & ELECTRIC 04.9500 07/01/2050 | 0.07% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.07% | GNR 2015-H12 GI IO 01.7806 05/20/2065 | 0.07% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.07% | JPMCC 2011-C3 D 144A 05.7072 02/15/2046 | 0.07% | MSBAM 2013-C13 XB IO 144A 00.1520 11/15/2046 | 0.07% | RMIR 2019-1 M2 144A 03.2860 02/25/2029 | 0.07% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.07% | STACR 2019-HQA1 M2 02.4360 02/25/2049 | 0.07% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.07% | FNR 2006-8 HP 24.2513 03/25/2036 | 0.07% | GNR 2018-155 SE IO 06.0126 11/20/2048 | 0.07% | OMNICOM GROUP INC 04.2000 06/01/2030 | 0.07% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.07% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% | CWALT 2007-OA6 A1A 00.2260 06/25/2037 | 0.07% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.07% | GNR 2016-H11 HI IO 02.1039 01/20/2066 | 0.07% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.07% | OSHKOSH CORP 04.6000 05/15/2028 | 0.07% | CIT GROUP INC. 05.2500 03/07/2025 | 0.06% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% | GNMA GII30 BB3019 03.5000 11/20/2047 | 0.06% | MOODY'S CORPORATION 05.2500 07/15/2044 | 0.06% | MSC 2016-BNK2 XA IO 01.1010 11/15/2049 | 0.06% | ABBVIE INC 03.8000 03/15/2025 | 0.06% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.06% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.06% | FHR 3072 SM 04.2533 11/15/2035 | 0.06% | GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.06% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.06% | PACIFICORP 02.7000 09/15/2030 | 0.06% | FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.06% | MSBAM 2015-C25 XA IO 01.1985 10/15/2048 | 0.06% | PFIZER INC 03.0000 12/15/2026 | 0.06% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% | VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.06% | WFRBS 2012-C7 F 144A 04.5000 06/15/2045 | 0.06% | WFRBS 2014-C24 XA IO 00.9973 11/15/2047 | 0.06% | GNR 2015-H04 AI IO 01.6134 12/20/2064 | 0.06% | GNR 2015-H12 AI IO 01.8535 05/20/2065 | 0.06% | SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.06% | VERIZON COMM 04.3290 09/21/2028 | 0.06% | CFCRE 2011-C2 D 144A 05.8868 12/15/2047 | 0.06% | ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.06% | FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 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% | ALPHABET INC 01.9980 08/15/2026 | 0.06% | D.R. HORTON INC 05.7500 08/15/2023 | 0.06% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.06% | WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.06% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.06% | GNR 2015-H25 AI IO 01.6042 09/20/2065 | 0.06% | INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.06% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.06% | GNR 2019-21 SJ IO 05.9626 02/20/2049 | 0.06% | 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.06% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.06% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.06% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% | FNR 2006-62 PS 39.3840 07/25/2036 | 0.06% | GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.06% | JPMCC 2012-LC9 D 144A 04.5080 12/15/2047 | 0.06% | MSBAM 2015-C26 XA IO 01.1320 10/15/2048 | 0.06% | STACR 2018-HQA2 M2 02.3860 10/25/2048 | 0.06% | T-MOBILE USA INC 02.5500 02/15/2031 | 0.06% | BERKSHIRE HATHAWAY ENERG 04.2500 10/15/2050 | 0.06% | COMM 2013-CR13 E 144A 05.0446 11/10/2046 | 0.06% | COMM 2015-CR23 XA IO 01.0314 05/10/2048 | 0.06% | FNR 2005-106 JC 19.8574 12/25/2035 | 0.06% | JPMCC 2011-C3 F 144A 05.7072 02/15/2046 | 0.06% | MWST 2020-2 A 00.8860 11/25/2053 | 0.06% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.06% | ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.05% | COMM 2013-CR11 XA IO 01.0775 08/10/2050 | 0.05% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.05% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.05% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.05% | UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.05% | 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.05% | AMAZON.COM INC 02.7000 06/03/2060 | 0.05% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.05% | GNR 2010-H19 GI IO 01.3968 08/20/2060 | 0.05% | GSMS 2013-GC13 XA IO 00.0958 07/10/2046 | 0.05% | IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.05% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% | ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.05% | AUTONATION INC 02.4000 08/01/2031 | 0.05% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.05% | FISERV INC 03.5000 07/01/2029 | 0.05% | GNR 2015-H25 CI IO 01.9390 10/20/2065 | 0.05% | WFRBS 2013-C14 XA IO 00.8057 06/15/2046 | 0.05% | 1.65 R ISWP FWD US0003M P 12/15/2051 | 0.05% | BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.05% | CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.05% | GNMA GII30 BB0107 04.7000 08/20/2067 | 0.05% | GNR 2016-H04 KI IO 01.5172 02/20/2066 | 0.05% | VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.05% | METLIFE INC 06.4000 12/15/2036 | 0.05% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.05% | 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.05% | GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.05% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.05% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.05% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.05% | WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.05% | AMGEN INC 02.6000 08/19/2026 | 0.05% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.05% | CIT GROUP INC 05.0000 08/01/2023 | 0.05% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.05% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% | FNR 2018-94 SA IO 06.0140 01/25/2049 | 0.05% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.05% | GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.05% | GNR 2015-H15 JI IO 01.9501 06/20/2065 | 0.05% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.05% | COMM 2012-CR1 D 144A 05.5659 05/15/2045 | 0.05% | COMM 2014-CR19 XA IO 01.1119 08/10/2047 | 0.05% | COX COMM INC P/P 144A 04.5000 06/30/2043 | 0.05% | GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.05% | HCA INC 05.0000 03/15/2024 | 0.05% | VERUS 2020-INV1 A3 03.8890 03/25/2060 | 0.05% | ALPHABET INC 02.2500 08/15/2060 | 0.05% | CIGNA CORP 03.7500 07/15/2023 | 0.05% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.05% | COMCAST CORP 03.1500 03/01/2026 | 0.05% | FHR 4912 PS IO 05.9640 09/25/2049 | 0.05% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.05% | AMERICAN ELECTRIC POWER 03.2500 03/01/2050 | 0.04% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.04% | BANK OF AMERICA CORP 00.8760 09/15/2026 | 0.04% | COMM 2014-LC15 XA IO 01.2326 04/10/2047 | 0.04% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.04% | FNR 2007-53 SP 23.8847 06/25/2037 | 0.04% | MOODY'S CORPORATION 02.5500 08/18/2060 | 0.04% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.04% | 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.04% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.04% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.04% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.04% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.04% | GNR 2015-H28 DI IO 01.5306 08/20/2065 | 0.04% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% | COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.04% | GNMA GII30 AY4779 04.4800 03/20/2067 | 0.04% | GNR 2014-H08 CI IO 01.4400 03/20/2064 | 0.04% | GNR 2015-H09 BI IO 01.6739 03/20/2065 | 0.04% | JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.04% | UBSBB 2012-C2 E 144A 05.0431 05/10/2063 | 0.04% | ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.04% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.04% | GNR 2015-H16 XI IO 01.8715 07/20/2065 | 0.04% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% | MSBAM 2013-C12 XA IO 00.7392 10/15/2046 | 0.04% | QVC INC 04.8500 04/01/2024 | 0.04% | STACR 2019-DNA2 B1 04.4360 03/25/2049 | 0.04% | WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.04% | WFRBS 2012-C7 D 144A 04.9573 06/15/2045 | 0.04% | CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.04% | FHR 4176 DI IO 03.0000 12/15/2042 | 0.04% | FNR 2011-4 CS 12.7280 05/25/2040 | 0.04% | GNR 2015-H10 CI IO 01.7925 04/20/2065 | 0.04% | ORACLE CORP 04.0000 11/15/2047 | 0.04% | 0.879 R ISWP FWD US0003M P 09/01/2026 | 0.04% | 1.574 R ISWP US0003M P 05/12/2031 | 0.04% | GNR 2016-H24 JI IO 02.1026 11/20/2066 | 0.04% | GSMS 2014-GC18 XA IO 01.1442 01/10/2047 | 0.04% | JPMORGAN CHASE & CO 01.1248 05/15/2047 | 0.04% | JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.04% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.04% | 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.04% | COMM 2014-UBS6 C 04.5921 12/10/2047 | 0.04% | GSMS 2013-GC10 XA IO 01.6252 02/10/2046 | 0.04% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.04% | CAS 2015-C04 2M2 05.6360 04/25/2028 | 0.04% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.04% | GNR 2016-H27 BI IO 02.4045 12/20/2066 | 0.04% | MSBAM 2013-C7 XA IO 01.4553 02/15/2046 | 0.04% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 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 04.6420 06/20/2067 | 0.04% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.04% | IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.04% | JPMCC 2010-C1 C 144A 06.2167 06/15/2043 | 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% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.04% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.04% | CCMFC 2004-3A A2 00.3860 08/25/2035 | 0.04% | COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.04% | FNR 2010-35 SG IO 06.3140 04/25/2040 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.04% | 0.41 R ISWP US0003M P 10/13/2025 | 0.03% | 0.873 R ISWP FWD US0003M P 09/02/2026 | 0.03% | 1.591 R ISWP FWD US0003M P 08/11/2051 | 0.03% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% | DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.03% | FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.03% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.03% | NUTRIEN LTD USD 02.9500 05/13/2030 | 0.03% | CAS 2018-C05 1M2 02.4360 01/25/2031 | 0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.03% | GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.03% | GNR 2015-H20 AI IO 01.8123 08/20/2065 | 0.03% | HMIR 2018-1 M1 144A 01.6860 10/25/2028 | 0.03% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.03% | STACR 2018-DNA3 B1 03.9860 09/25/2048 | 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% | GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.03% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.03% | 0.40 R ISWP FWD US0003M P 12/15/2023 | 0.03% | 0.471 R ISWP US0003M P 11/16/2025 | 0.03% | CAS 2017-C06 2M2 02.8860 02/25/2030 | 0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% | PROLOGIS LP 02.2500 04/15/2030 | 0.03% | CAS 2015-C04 1M2 05.7860 04/25/2028 | 0.03% | JPMBB 2014-C25 XA IO 00.9798 11/15/2047 | 0.03% | JPMCC 2013-C16 XA IO 01.0753 12/15/2046 | 0.03% | UNITEDHEALTH GROUP INC 04.7500 07/15/2045 | 0.03% | WFRBS 2011-C5 C P/P 144A 05.9650 11/15/2044 | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.03% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.03% | FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.03% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% | NORTHROP GRUMMAN CORP 05.2500 05/01/2050 | 0.03% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.03% | WFRBS 2012-C10 XA IO 144A 01.6347 12/15/2045 | 0.03% | 0.5996 R ISWP US0003M P 03/09/2026 | 0.03% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.03% | CAS 2019-R02 1B1 04.2360 08/25/2031 | 0.03% | CGCMT 2013-GC17 X IO 01.1682 11/10/2046 | 0.03% | DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.03% | GNR 2015-H17 CI IO 01.5658 06/20/2065 | 0.03% | MSBAM 2014-C17 XA IO 01.2137 08/15/2047 | 0.03% | NHEL 2004-2 M4 01.8860 09/25/2034 | 0.03% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.03% | VIACOMCBS INC 02.9000 01/15/2027 | 0.03% | 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.03% | FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.03% | FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.03% | GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.03% | GSMS 2013-GC12 XA IO 01.5334 06/10/2046 | 0.03% | MSBAM 2013-C10 F 144A 04.2160 07/15/2046 | 0.03% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.03% | T-MOBILE USA INC 03.7500 04/15/2027 | 0.03% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.03% | ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.03% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.03% | GNR 2015-H01 CI IO 01.5820 12/20/2064 | 0.03% | HCA INC. 05.5000 06/15/2047 | 0.03% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.03% | UBSBB 2013-C6 XA IO 144A 01.2395 04/10/2046 | 0.03% | VIACOMCBS INC 04.2000 06/01/2029 | 0.03% | CAS 2019-R01 2M2 02.5360 07/25/2031 | 0.02% | FHR 2990 LB 16.7316 06/15/2034 | 0.02% | S&P GLOBAL INC 01.2500 08/15/2030 | 0.02% | UBSBB 2012-C2 XA IO 144A 01.4302 05/10/2063 | 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% | FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.02% | GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.02% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% | WFRBS 2012-C9 XB IO 144A 00.8734 11/15/2045 | 0.02% | WFRBS 2013-C11 XA IO 144A 01.2753 03/15/2045 | 0.02% | 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.02% | 1.355 R ISWP US0003M P 09/23/2031 | 0.02% | AIR LEASE CORP 04.6250 10/01/2028 | 0.02% | CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.02% | FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% | GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% | OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.02% | SHERWIN-WILLIAMS CO 03.3000 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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 | -0.02% | 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.02% | SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% | 1.30 R ISWP FWD US0003M P 08/18/2031 | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% | SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% | CPURNSA P 2.78 R 01/15/32 | -0.02% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -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 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% | 0.857 R ISWP FWD US0003M P 06/04/2026 | -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 1MX5Y P 0.944 USD 10/21/2021 CI | -0.02% | SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.02% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -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 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.02% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.03% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.03% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.03% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.03% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.03% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.03% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% | 0.30 R ISWP US0003M P 07/14/2025 | -0.04% | 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.04% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.04% | SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.04% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.04% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.04% | 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.05% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.05% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.05% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.05% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.05% | 0.645 R ISWP US0003M P 07/15/2030 | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.06% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.06% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.06% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.06% | 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 20YX10Y P 2.285 USD 03/26/2041 CI | -0.06% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.06% | 1.31011 R ISWP US0003M P 08/10/2031 | -0.07% | 0.806 R ISWP FWD US0003M P 08/04/2026 | -0.07% | 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.07% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.09% | 0.95 R ISWP FWD US0003M P 12/15/2026 | -0.09% | SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.09% | 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.10% | 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.10% | SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.10% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.10% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.11% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.11% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.11% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.11% | 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.12% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.13% | 1.16 R ISWP US0003M P 10/16/2050 | -0.14% | 0.75 R ISWP US0003M P 10/16/2030 | -0.14% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.18% | SWPTN 8YX10Y R 3.312 USD 11/27/2028 BA | -0.21% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.21% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.22% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.25% | 1.35 R ISWP FWD US0003M P 12/15/2031 | -0.25% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.26% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.26% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.27% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.28% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.32% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.32% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.32% | FNMA FN30 TBA UMBS 02.5000 10/01/2051 | -0.47% | 1.02 R ISWP US0003M P 12/02/2033 | -0.54% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.71% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.74% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.80% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.87% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -1.01% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -2.01% | US 10YR ULTRA FUT DEC21 UXYZ1 | -2.83% | US 2YR NOTE (CBT) DEC21 TUZ1 | -43.23% |
| US ULTRA BOND CBT DEC21 WNZ1 | 4.68% | FNMA FN30 TBA UMBS 04.0000 09/01/2051 | 4.31% | US 10YR NOTE (CBT)DEC21 TYZ1 | 4.00% | FNMA FN30 TBA UMBS 03.0000 09/01/2051 | 3.74% | FNMA FN30 TBA UMBS 02.0000 09/01/2051 | 3.63% | FNMA FN30 TBA UMBS 04.0000 10/01/2051 | 2.88% | FNMA FN30 TBA UMBS 03.5000 09/01/2051 | 2.84% | GNMA GII30 TBA 03.5000 09/01/2051 | 2.83% | TREASURY BILL 00.0000 09/02/2021 | 2.55% | FNMA FN30 TBA UMBS 02.5000 09/01/2051 | 2.32% | FNMA FN30 TBA UMBS 04.5000 09/01/2051 | 1.94% | US LONG BOND(CBT) DEC21 USZ1 | 1.82% | CASH MGMT BILL 00.0000 11/16/2021 | 1.61% | TREASURY BILL 00.0000 09/21/2021 | 1.52% | CASH MGMT BILL 00.0000 11/09/2021 | 1.43% | FNMA FN30 TBA UMBS 03.5000 10/01/2051 | 1.42% | TREASURY BILL 00.0000 10/19/2021 | 1.39% | FNMA FN30 TBA UMBS 06.0000 09/01/2051 | 1.00% | FNMA FN30 TBA UMBS 05.5000 09/01/2051 | 1.00% | TREASURY BILL 00.0000 09/28/2021 | 0.98% | BF0101 03.5000 06/01/2056 | 0.84% | FNR 2020-70 SD IO 06.1656 10/25/2050 | 0.67% | FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.57% | BMIR 2017-1 M2 144A 03.4344 10/25/2027 | 0.57% | FHR 4945 SL IO 05.9656 01/25/2050 | 0.54% | 2.7725 R ISWP US0003M P 03/02/2031 | 0.52% | CITIGROUP INC 04.4500 09/29/2027 | 0.52% | 2.764 R ISWP US0003M P 02/18/2031 | 0.51% | FHS 315 PO PO 00.0000 09/15/2043 | 0.50% | FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.49% | TREASURY BILL 00.0000 10/14/2021 | 0.49% | WAMU 2005-AR13 A1C4 00.9444 10/25/2045 | 0.48% | GNMA GII30 TBA 04.5000 09/01/2051 | 0.48% | GNMA GII30 TBA 03.0000 09/01/2051 | 0.47% | TREASURY BILL 00.0000 10/07/2021 | 0.45% | US 5YR NOTE (CBT) DEC21 FVZ1 | 0.44% | COMM 2014-CR17 C 04.9458 05/10/2047 | 0.43% | STACR 2016-HQA1 M3 06.4344 09/25/2028 | 0.43% | MORGAN STANLEY 04.3750 01/22/2047 | 0.43% | FHR 5050 IM IO 03.5000 10/25/2050 | 0.43% | FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.42% | STAR 2020-2 A2 03.9700 04/25/2060 | 0.41% | WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.40% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.39% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.39% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.39% | UBSCM 2012-C1 C 144A 05.7355 05/10/2045 | 0.38% | MCAS 2019-01 M10 144A 03.3344 10/15/2049 | 0.37% | FHR 5024 EI IO 04.0000 10/25/2050 | 0.37% | ABBVIE INC 03.2000 11/21/2029 | 0.36% | FNR 2020-45 GI IO 05.0000 07/25/2050 | 0.36% | FHR 5070 AI IO 03.5000 02/25/2051 | 0.36% | FHR 5140 BI IO 03.5000 09/25/2051 | 0.36% | GNR 2020-18 GS IO 05.9616 02/20/2050 | 0.36% | MRAIT 2020-2 A2 | 0.35% | MRAIT 2021-8 A1X 01.2458 10/15/2021 | 0.35% | STACR 2019-DNA2 M2 02.5344 03/25/2049 | 0.34% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.33% | CGCMT 2012-GC8 B 144A 04.2850 09/10/2045 | 0.33% | GNR 2016-H23 MI IO 02.3887 10/20/2066 | 0.31% | STACR 2020-HQA1 M2 01.9844 01/25/2050 | 0.31% | FHR 4839 AS IO 05.9545 06/15/2042 | 0.30% | FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.30% | COMM 2018-COR3 C 04.7124 05/10/2051 | 0.29% | WAMU 2005-AR17 A1B2 00.9044 12/25/2045 | 0.29% | AT&T INC P/P 144A 03.5500 09/15/2055 | 0.29% | FHR 5019 MI IO 04.0000 10/25/2050 | 0.29% | FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.29% | CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.28% | BBCMS 2019-C4 XA IO 01.7380 08/15/2052 | 0.28% | FNR 2019-3 SA IO 06.0156 02/25/2049 | 0.27% | UBSBB 2012-C3 C 144A 05.2057 08/10/2049 | 0.27% | GNMA GII30 BG6074 04.0000 04/20/2048 | 0.27% | APPLE INC 04.3750 05/13/2045 | 0.27% | APPLE INC 02.8000 02/08/2061 | 0.27% | BRISTOL-MYERS 03.4000 07/26/2029 | 0.27% | FNR 2016-8 SA IO 05.9656 03/25/2046 | 0.27% | FHLMC FR30 ZM1233 UMBS 03.0000 06/01/2046 | 0.27% | UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.26% | CAS 2016-C03 2M2 05.9844 10/25/2028 | 0.26% | CFCRE 2011-C2 E P/P 144A 05.9555 12/15/2047 | 0.26% | TRK 2020-1 A1 02.7343 03/25/2023 | 0.26% | CGCMT 2015-P1 C 04.5141 09/15/2048 | 0.26% | GSMS 2015-GS1 XA IO 00.9098 11/10/2048 | 0.26% | JPMCC 2012-C8 C 144A 04.7797 10/15/2045 | 0.26% | WESTLAKE CHEMICAL CORP 03.1250 08/15/2051 | 0.26% | 1.65 R ISWP FWD US0003M P 09/15/2031 | 0.26% | STACR 2016-DNA3 M3 05.0844 12/25/2028 | 0.26% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.26% | GSMS 2013-GC12 B 03.7770 06/10/2046 | 0.26% | CF 2019-CF1 XA IO 01.2995 05/15/2052 | 0.25% | STACR 2017-HQA2 M2 02.7344 12/25/2029 | 0.25% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.25% | AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.24% | FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.24% | ORACLE CORP 03.6500 03/25/2041 | 0.24% | FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.24% | BROADCOM INC 04.1500 11/15/2030 | 0.24% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.24% | UBSCM 2019-C17 C 03.7582 10/15/2052 | 0.24% | SPST 2021-10 A 00.8543 08/08/2022 | 0.24% | SPST 2021-6 A 00.8859 04/25/2022 | 0.24% | CAS 2017-C07 1EB2 01.0844 05/25/2030 | 0.24% | KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.24% | WFCM 2018-C43 XA IO 00.8179 03/15/2051 | 0.24% | SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.23% | WFRBS 2013-C15 D 144A 04.6451 08/15/2046 | 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% | MRAIT 2021-11 A1X 01.2455 01/25/2022 | 0.23% | MRAIT 2021-EBO4 A1X 01.8458 02/16/2022 | 0.23% | MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.23% | STACR 2016-HQA2 M3 05.2344 11/25/2028 | 0.23% | MICROSOFT CORP 02.6750 06/01/2060 | 0.23% | JPMBB 2013-C14 D 144A 04.6991 08/15/2046 | 0.22% | MAGNE 2020-26A A 144A 01.8761 07/15/2030 | 0.22% | SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.22% | BACM 2015-UBS7 XA IO 00.9377 09/15/2048 | 0.22% | FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.22% | US BANCORP 03.0000 07/30/2029 | 0.22% | WFRBS 2012-C10 D 144A 04.5598 12/15/2045 | 0.22% | GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.22% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.22% | VERIZON COMM 04.6720 03/15/2055 | 0.22% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.21% | RMLT 2020-2 A3 02.9110 05/25/2060 | 0.21% | WFRBS 2011-C5 C P/P 144A 05.9613 11/15/2044 | 0.21% | CSAIL 2019-C16 XA IO 01.7212 06/15/2052 | 0.21% | JPMCC 2012-C6 B 04.8186 05/15/2045 | 0.21% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.21% | MRAIT 2020-11 A1X 01.7955 04/22/2022 | 0.21% | GSMS 2010-C1 D 144A 06.1862 08/10/2043 | 0.20% | CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.20% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.20% | SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.20% | MRAIT 2021-NA1 A1X 01.5958 03/08/2022 | 0.20% | FHR 4975 EI IO 04.5000 05/25/2050 | 0.20% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.20% | CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.20% | JPMCC 2011-C3 B 144A 05.0131 02/15/2046 | 0.20% | FNR 2020-95 GI IO 03.5000 01/25/2051 | 0.19% | BSCMS 2007-T26 AJ 05.5400 01/12/2045 | 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% | GNR 2020-55 SA IO 05.9616 04/20/2050 | 0.19% | MCAS 2020-01 M10 144A 03.8344 03/25/2050 | 0.19% | INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.19% | LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.19% | STACR 2019-DNA1 B1 04.7344 01/25/2049 | 0.19% | CAS 2018-C04 2M2 02.6344 12/25/2030 | 0.19% | WFCM 2019-C50 XA IO 01.5756 05/15/2052 | 0.19% | WFCM 2020-C57 C 04.1578 08/15/2053 | 0.19% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.18% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.18% | GNR 2016-H23 NI IO 02.2846 10/20/2066 | 0.18% | UBSCM 2019-C17 XA IO 01.6240 10/15/2052 | 0.18% | AT&T INC 04.7500 05/15/2046 | 0.18% | CIT BANK NA 02.9690 09/27/2025 | 0.18% | MRAIT 2021-EBO1 A1X 01.8455 02/16/2022 | 0.18% | STACR 2019-DNA1 M2 02.7344 01/25/2049 | 0.18% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.18% | ELMW4 2020-1A A 144A 01.3661 04/15/2033 | 0.18% | GNMA GII30 BD1731 03.5000 01/20/2048 | 0.18% | VIBR 2018-8A A1A 144A 01.2743 01/20/2031 | 0.18% | WFRBS 2011-C4 C 144A 05.0232 06/15/2044 | 0.18% | YCLO 2016-2A A1R 144A 01.2243 04/20/2032 | 0.18% | GNR 2019-119 KS IO 05.9545 09/16/2049 | 0.18% | HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.18% | COMCAST CORP 03.4000 07/15/2046 | 0.18% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.17% | FREMF 2019-KF66 B 144A 02.4905 07/25/2029 | 0.17% | GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.17% | OMIR 2018-1A M2 02.9344 07/25/2028 | 0.17% | VMWARE INC 02.2000 08/15/2031 | 0.17% | DBUBS 2011-LC3A D 144A 05.5573 08/10/2044 | 0.17% | COMM 2012-LC4 B 04.9340 12/10/2044 | 0.17% | FHR 3835 FO PO 00.0000 04/15/2041 | 0.17% | CGCMT 2014-GC23 IO 01.0649 07/10/2047 | 0.17% | GNMA GII30 MA5194 05.0000 05/20/2048 | 0.17% | BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.17% | FNR 2020-60 CI IO 03.0000 09/25/2050 | 0.17% | STACR 2020-HQA2 M2 03.1844 03/25/2050 | 0.17% | CITIGROUP INC 03.8750 02/18/2051 | 0.17% | CSAIL 2015-C1 D 144A 03.9043 04/15/2050 | 0.17% | CAS 2016-C03 1M2 05.3844 10/25/2028 | 0.16% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.16% | 1.574 R ISWP US0003M P 05/12/2031 | 0.16% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.16% | LCCM 2017-LC26 XA IO 144A 01.5899 07/12/2050 | 0.16% | FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.16% | TOTALENERGIES CAP INTL USD 02.8290 01/10/2030 | 0.16% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 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 | 0.16% | CAS 2020-R01 1M2 02.1344 01/25/2040 | 0.16% | CAS 2020-R02 2M2 02.0844 01/25/2040 | 0.16% | FHLMC FR30 ZA4291 UMBS 03.5000 08/01/2043 | 0.16% | GSMS 2014-GC18 C 05.1545 01/10/2047 | 0.16% | GSMS 2013-GC10 C P/P 144A 04.2850 02/10/2046 | 0.16% | ARRW 2019-3 M1 04.2040 10/25/2048 | 0.16% | GSMS 2014-GC24 D 144A 04.6690 09/10/2047 | 0.16% | FHMR 2020-RR02 DX IO 01.8158 09/27/2028 | 0.15% | WFRBS 2012-C6 C 144A 05.9462 04/15/2045 | 0.15% | FREMF 2019-KF65 B 144A 02.4905 07/25/2029 | 0.15% | FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.15% | BHLD 2020-1 A3 03.2530 02/25/2055 | 0.15% | CSAIL 2015-C3 XA IO 00.8445 08/15/2048 | 0.15% | FHR 5052 KI IO 04.0000 12/25/2050 | 0.15% | FISERV INC 04.2000 10/01/2028 | 0.15% | GNR 2016-H02 HI IO 01.5584 01/20/2066 | 0.15% | JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.15% | ZOETIS INC 03.9000 08/20/2028 | 0.15% | JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.15% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.15% | UBSBB 2012-C4 B 144A 03.7181 12/10/2045 | 0.15% | UBSCM 2012-C1 D 144A 05.7355 05/10/2045 | 0.15% | SALESFORCE.COM INC 03.0500 07/15/2061 | 0.15% | GWOLF 2015-1A A1R 144A 01.2853 01/27/2031 | 0.14% | UBSC 2011-C1 D 144A 06.4422 01/10/2045 | 0.14% | GNMA GII30 BD1729 03.5000 01/20/2048 | 0.14% | SALESFORCE.COM INC 02.9000 07/15/2051 | 0.14% | STACR 2018-DNA2 B1 03.7844 12/25/2030 | 0.14% | CAS 2017-C03 1M2 03.0844 10/25/2029 | 0.14% | HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.14% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.14% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.14% | CAS 2016-C02 1M2 06.0844 09/25/2028 | 0.14% | FNR 2017-108 SA IO 06.0656 01/25/2048 | 0.14% | FNR 2016-91 AS IO 06.0156 12/25/2046 | 0.14% | T-MOBILE USA INC 04.5000 04/15/2050 | 0.14% | BOEING CO 05.9300 05/01/2060 | 0.14% | BACM 2005-1 B 05.6647 11/10/2042 | 0.14% | FNR 2021-12 NI IO 02.5000 03/25/2051 | 0.14% | CAS 2017-C01 1M2 03.6344 07/25/2029 | 0.14% | COMM 2012-CR2 B 04.3930 08/15/2045 | 0.14% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.14% | GNR 2018-168 KS IO 06.0616 12/20/2048 | 0.14% | STACR 2017-HQA1 M2B 03.6344 08/25/2029 | 0.14% | COMCAST CORP 02.3500 01/15/2027 | 0.14% | MICROSOFT CORP 02.9210 03/17/2052 | 0.14% | NETFLIX INC 04.3750 11/15/2026 | 0.14% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.13% | BACM 2015-UBS7 B 04.5037 09/15/2048 | 0.13% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.13% | MSBAM 2013-C10 E 144A 04.2162 07/15/2046 | 0.13% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.13% | TREASURY BILL 00.0000 11/02/2021 | 0.13% | GNR 2014-H07 BI IO 01.4656 05/20/2064 | 0.13% | JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.13% | SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.13% | WFRBS 2014-C22 XA IO 00.9443 09/15/2057 | 0.13% | COMM 2014-UBS4 C 04.8064 08/10/2047 | 0.13% | AMAZON.COM INC 04.0500 08/22/2047 | 0.13% | GNR 2014-H11 GI IO 01.4781 06/20/2064 | 0.13% | WEC ENERGY GROUP INC 02.2373 05/15/2067 | 0.13% | WESTLAKE CHEMICAL CORP 02.8750 08/15/2041 | 0.13% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.13% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.13% | GNR 2012-149 GS IO 06.1116 12/20/2042 | 0.13% | JPMBB 2013-C14 E 144A 04.6991 08/15/2046 | 0.13% | MRAFT 2020-5 A1 01.0951 08/10/2023 | 0.13% | MSC 2011-C3 B 144A 05.4601 07/15/2049 | 0.13% | JPMCC 2012-C6 E 144A 05.3103 05/15/2045 | 0.13% | JPMCC 2012-C8 D 144A 04.8278 10/15/2045 | 0.13% | MSBAM 2014-C14 C 05.2179 02/15/2047 | 0.13% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.13% | FNR 2020-12 SK IO 05.9656 03/25/2050 | 0.13% | GNR 2019-H02 DI IO 02.1885 11/20/2068 | 0.13% | LYONDELLBASELL IND NV 04.6250 02/26/2055 | 0.13% | SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.13% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.12% | FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.12% | GNMA GII30 BE1441 03.5000 11/20/2047 | 0.12% | JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.12% | AIR LEASE CORP 03.2500 10/01/2029 | 0.12% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.12% | GENERAL MOTORS CO 05.9500 04/01/2049 | 0.12% | ABBSL 2020-1A A1A 144A 01.6261 01/15/2033 | 0.12% | BOBA 2020-1A A 144A 01.4843 01/20/2032 | 0.12% | INTERPUBLIC GRP 04.6500 10/01/2028 | 0.12% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.12% | MORGN 2019-5A A1 144A 01.5161 01/15/2033 | 0.12% | VIATRIS INC P/P 144A 04.0000 06/22/2050 | 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 2019-20 SB IO 06.0116 02/20/2049 | 0.12% | GNR 2020-32 GS IO 06.0116 03/20/2050 | 0.12% | GNR 2019-123 SL IO 06.0616 10/20/2049 | 0.12% | INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.12% | UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.12% | GSMS 2014-GC22 XA IO 01.1044 06/10/2047 | 0.12% | MSC 2016-UB12 XA IO 00.8488 12/15/2049 | 0.12% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.12% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.12% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.12% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.12% | JPMBB 2013-C12 C 04.2353 07/15/2045 | 0.12% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.12% | JPMBB 2013-C15 C 05.3665 11/15/2045 | 0.12% | JPMBB 2014-C22 C 04.7047 09/15/2047 | 0.12% | AMGEN INC 04.6630 06/15/2051 | 0.12% | CAS 2017-C07 1B1 04.0844 05/25/2030 | 0.12% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.12% | GNMA GII30 MA5266 05.0000 06/20/2048 | 0.12% | STACR 2018-DNA2 M2 02.2344 12/25/2030 | 0.12% | UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.12% | ARES CAPITAL CORP 03.8750 01/15/2026 | 0.11% | FHMS K104 X1 IO 01.2479 02/25/2052 | 0.11% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.11% | TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.11% | COMM 2013-CR13 D 144A 05.0449 11/10/2046 | 0.11% | CSAIL 2015-C1 C 04.4043 04/15/2050 | 0.11% | DRMT 2020-2 A2 02.5940 05/25/2065 | 0.11% | KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.11% | SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.11% | SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.11% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.11% | CARVL 2019-1A ANR 144A 01.2443 04/20/2032 | 0.11% | DEN17 2018-1A AR 144A 01.1861 10/15/2031 | 0.11% | GALXY 2016-22A ARR 144A 01.3264 04/16/2034 | 0.11% | GCBSL 2020-48A A1 144A 01.4439 04/17/2033 | 0.11% | HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.11% | LMAT 2019-GS2 A2 144A 04.2500 01/25/2059 | 0.11% | MORGN 2020-6A A 144A 01.4779 10/23/2033 | 0.11% | SPEAK 2020-8A A 144A 01.4043 04/20/2033 | 0.11% | THE BOEING COMPANY 04.8750 05/01/2025 | 0.11% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.11% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.11% | FLORIDA POWER & LIGHT CO 04.1250 02/01/2042 | 0.11% | FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.11% | GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.11% | GNR 2019-83 SW IO 06.0116 07/20/2049 | 0.11% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.11% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.11% | UBSCM 2017-C7 XA IO 01.1739 12/15/2050 | 0.11% | UBSCM 2018-C12 XA IO 00.9782 08/15/2051 | 0.11% | CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.11% | MRAFT 2020-4 A1 01.4451 04/23/2023 | 0.11% | VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.11% | LENNAR CORP 04.7500 11/29/2027 | 0.11% | AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.11% | CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.11% | GNR 2019-83 JS IO 06.0116 07/20/2049 | 0.11% | FHR 4738 QS IO 06.1045 12/15/2047 | 0.11% | UBSBB 2013-C6 B 144A 03.8751 04/10/2046 | 0.11% | AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.10% | NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.10% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.10% | BANK OF AMERICA CORP 05.1250 06/20/2024 | 0.10% | COMM 2014-UBS2 C 05.1383 03/10/2047 | 0.10% | THE AES CORPORATION 02.4500 01/15/2031 | 0.10% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.10% | BANCO SANTANDER SA USD 04.3790 04/12/2028 | 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 05.8344 07/25/2029 | 0.10% | GNR 2017-H14 EI IO 01.5848 06/20/2067 | 0.10% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.10% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.10% | ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.10% | GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.10% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% | 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.10% | CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.10% | COMCAST CORP 03.4500 02/01/2050 | 0.10% | COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.10% | CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.10% | GNMA GII30 BF6125 04.0000 02/20/2048 | 0.10% | GNR 2014-131 BS IO 06.1045 09/16/2044 | 0.10% | GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 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% | VSTA 2020-1 A2 02.7700 03/25/2065 | 0.10% | EQUINIX INC 03.2000 11/18/2029 | 0.10% | WFCM 2015-LC20 XB IO 00.6278 04/15/2050 | 0.10% | FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.10% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.10% | NRZT 2020-NQM2 A2 02.8908 05/24/2060 | 0.10% | CAS 2018-C01 1M2 02.3344 07/25/2030 | 0.10% | EMIR 2018-1 M1 01.7844 11/25/2028 | 0.10% | GNR 2015-H13 AI IO 01.8022 06/20/2065 | 0.10% | FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.10% | GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.10% | JPMBB 2014-C22 XA IO 00.9766 09/15/2047 | 0.10% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.10% | CAS 2019-HRP1 M2 02.2344 11/25/2039 | 0.10% | CGCMT 2014-GC19 X IO 01.2949 03/10/2047 | 0.10% | GENERAL ELECTRIC CO 03.4489 12/29/2049 | 0.10% | GNR 2017-H08 NI IO 02.2474 03/20/2067 | 0.10% | CAS 2017-C01 1EB1 01.3344 07/25/2029 | 0.09% | COMCAST CORP 03.9990 11/01/2049 | 0.09% | CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.09% | TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.09% | BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.09% | MSC 2011-C3 E 144A 05.4601 07/15/2049 | 0.09% | CARR 2006-NC2 A4 00.3244 06/25/2036 | 0.09% | FHR 3065 DC 19.5735 03/15/2035 | 0.09% | KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.09% | BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.09% | MWST 2020-1 A 00.9844 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% | AON PLC 04.2500 12/12/2042 | 0.09% | BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.09% | COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.09% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.09% | GNR 2020-11 SY IO 06.0116 01/20/2050 | 0.09% | WFRBS 2011-C4 F 144A 05.0000 06/15/2044 | 0.09% | ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.09% | CSMC 2016-NXSR XA IO 00.8952 12/15/2049 | 0.09% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.09% | GNR 2015-H12 EI IO 01.7017 04/20/2065 | 0.09% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.09% | TREASURY BILL 00.0000 02/03/2022 | 0.09% | FHR 3408 EK 25.4088 04/15/2037 | 0.09% | FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.09% | BANK 2018-BN13 XA 00.6507 08/15/2061 | 0.09% | COMM 2013-CR6 D 144A 04.2243 03/10/2046 | 0.09% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.09% | SERVICENOW INC 01.4000 09/01/2030 | 0.09% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.09% | EMIR 2019-1 M2 03.3844 04/25/2029 | 0.09% | JPMBB 2014-C19 D 144A 04.8112 04/15/2047 | 0.09% | JPMCC 2013-C16 C 05.1889 12/15/2046 | 0.09% | STACR 2014-DN2 M3 03.6844 04/25/2024 | 0.09% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.08% | COMM 2017-COR2 D 144A 03.0000 09/10/2050 | 0.08% | FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.08% | WFCM 2019-C53 D 144A 02.5000 10/15/2052 | 0.08% | COMM 2014-CR17 D 144A 05.0095 05/10/2047 | 0.08% | GNMA GII30 BE1440 03.5000 11/20/2047 | 0.08% | GNR 2017-H09 DI IO 01.8960 03/20/2067 | 0.08% | JPMDB 2017-C5 XA IO 01.0936 03/15/2050 | 0.08% | MERCK & CO INC 03.7000 02/10/2045 | 0.08% | MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.08% | WFCM 2017-C41 XA IO 01.3469 11/15/2050 | 0.08% | BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.08% | BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.08% | EFMT 2020-1 A2 03.1490 05/25/2065 | 0.08% | FNMA FN30 BD0189 UMBS 03.5000 06/01/2046 | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.08% | GNR 2015-H12 GI IO 01.7877 05/20/2065 | 0.08% | GNR 2017-H10 MI IO 01.8354 04/20/2067 | 0.08% | WFCM 2014-LC16 XA IO 01.2438 08/15/2050 | 0.08% | COMM 2014-UBS6 XA IO 01.0257 12/10/2047 | 0.08% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.08% | GNMA GII30 BG6110 04.0000 05/20/2048 | 0.08% | GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.08% | COMM 2014-CR19 D 144A 04.8598 08/10/2047 | 0.08% | GNMA GII30 BE1437 03.5000 11/20/2047 | 0.08% | GNR 2011-17 S IO 05.9616 02/20/2041 | 0.08% | GNR 2016-H06 AI IO 01.6499 02/20/2066 | 0.08% | MSRR 2015-R4 CB1 00.9149 08/26/2047 | 0.08% | DOMINION ENERGY INC 04.9000 08/01/2041 | 0.08% | GNMA GII30 BB3013 03.5000 11/20/2047 | 0.08% | GNR 2019-44 SA IO 05.9616 04/20/2049 | 0.08% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.08% | GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.08% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.08% | BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.08% | GNR 2017-H12 QI IO 02.2458 05/20/2067 | 0.08% | JPMCC 2016-JP2 XA IO 01.9402 08/15/2049 | 0.08% | FHR 3852 NT 05.9045 05/15/2041 | 0.07% | GNR 2016-H14 IO IO 01.6790 06/20/2066 | 0.07% | L3HARRIS TECH INC 01.8000 01/15/2031 | 0.07% | UNITEDHEALTH GROUP INC 02.9000 05/15/2050 | 0.07% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.07% | GNMA GII30 BD1730 03.5000 01/20/2048 | 0.07% | STACR 2014-HQ2 M3 03.8344 09/25/2024 | 0.07% | STACR 2018-DNA1 M2 01.8844 07/25/2030 | 0.07% | AMAZON.COM INC 01.5000 06/03/2030 | 0.07% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.07% | HCA INC 03.5000 07/15/2051 | 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% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.07% | GENERAL MOTORS CO 05.2000 04/01/2045 | 0.07% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.07% | SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.07% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.07% | FNR 2006-8 HP 24.2573 03/25/2036 | 0.07% | GNMA GII30 BB3019 03.5000 11/20/2047 | 0.07% | MSBAM 2013-C13 XB IO 144A 00.1520 11/15/2046 | 0.07% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.07% | STACR 2018-HQA1 M2 02.3844 09/25/2030 | 0.07% | GNMA GII30 AY2298 04.7000 05/20/2067 | 0.07% | GNR 2016-H11 HI IO 02.1052 01/20/2066 | 0.07% | GNR 2018-155 SE IO 06.0116 11/20/2048 | 0.07% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.07% | SWPTN 8YX10Y P 3.312 USD 11/27/2028 BA | 0.07% | JPMCC 2011-C3 D 144A 05.7199 02/15/2046 | 0.07% | RMIR 2019-1 M2 144A 03.2844 02/25/2029 | 0.07% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.07% | STACR 2019-HQA1 M2 02.4344 02/25/2049 | 0.07% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.07% | GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.07% | GNR 2015-H25 AI IO 01.6076 09/20/2065 | 0.07% | OMNICOM GROUP INC 04.2000 06/01/2030 | 0.07% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% | CWALT 2007-OA6 A1A 00.2244 06/25/2037 | 0.07% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.07% | MOODY'S CORPORATION 05.2500 07/15/2044 | 0.07% | OSHKOSH CORP 04.6000 05/15/2028 | 0.07% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.07% | CIT GROUP INC. 05.2500 03/07/2025 | 0.06% | GNR 2015-H04 AI IO 01.6264 12/20/2064 | 0.06% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% | GSMS 2013-GC13 XA IO 00.0965 07/10/2046 | 0.06% | MSC 2016-BNK2 XA IO 01.1533 11/15/2049 | 0.06% | ABBVIE INC P/P 03.8000 03/15/2025 | 0.06% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.06% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.06% | FHR 3072 SM 04.2533 11/15/2035 | 0.06% | GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.06% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.06% | MSBAM 2015-C25 XA IO 01.1987 10/15/2048 | 0.06% | PACIFICORP 02.7000 09/15/2030 | 0.06% | WFRBS 2014-C24 XA IO 00.9977 11/15/2047 | 0.06% | FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.06% | PFIZER INC 03.0000 12/15/2026 | 0.06% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% | GNR 2015-H12 AI IO 01.8568 05/20/2065 | 0.06% | GNR 2019-21 SJ IO 05.9616 02/20/2049 | 0.06% | VERIZON COMM 04.3290 09/21/2028 | 0.06% | VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.06% | WFRBS 2012-C7 F 144A 04.5000 06/15/2045 | 0.06% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.06% | FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.06% | ALPHABET INC 01.9980 08/15/2026 | 0.06% | CFCRE 2011-C2 D 144A 05.9555 12/15/2047 | 0.06% | INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.06% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.06% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.06% | D.R. HORTON INC 05.7500 08/15/2023 | 0.06% | ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.06% | FNR 2006-62 PS 39.3937 07/25/2036 | 0.06% | NRG P/P 144A 03.7500 06/15/2024 | 0.06% | WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.06% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.06% | MSBAM 2015-C26 XA IO 01.1338 10/15/2048 | 0.06% | COMM 2015-CR23 XA IO 01.0319 05/10/2048 | 0.06% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.06% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% | FNR 2005-106 JC 19.8624 12/25/2035 | 0.06% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.06% | JPMCC 2012-LC9 D 144A 04.5078 12/15/2047 | 0.06% | T-MOBILE USA INC 02.5500 02/15/2031 | 0.06% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.06% | ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.06% | BERKSHIRE HATHAWAY ENERG 04.2500 10/15/2050 | 0.06% | COMM 2013-CR11 XA IO 01.0784 08/10/2050 | 0.06% | FNR 2018-94 SA IO 06.0156 01/25/2049 | 0.06% | GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.06% | GNR 2015-H15 JI IO 01.9518 06/20/2065 | 0.06% | GNR 2015-H25 CI IO 01.9596 10/20/2065 | 0.06% | GNR 2016-H04 KI IO 01.5332 02/20/2066 | 0.06% | MWST 2020-2 A 00.8844 11/25/2053 | 0.06% | STACR 2018-HQA2 M2 02.3844 10/25/2048 | 0.06% | AMAZON.COM INC 02.7000 06/03/2060 | 0.05% | COMM 2013-CR13 E 144A 05.0449 11/10/2046 | 0.05% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.05% | GNR 2010-H19 GI IO 01.4008 08/20/2060 | 0.05% | JPMCC 2011-C3 F 144A 05.7199 02/15/2046 | 0.05% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.05% | WFRBS 2013-C14 XA IO 00.8066 06/15/2046 | 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% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.05% | ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.05% | AUTONATION INC 02.4000 08/01/2031 | 0.05% | BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.05% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.05% | FISERV INC 03.5000 07/01/2029 | 0.05% | UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.05% | VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.05% | GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.05% | GNMA GII30 BB0107 04.7000 08/20/2067 | 0.05% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.05% | METLIFE INC 06.4000 12/15/2036 | 0.05% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.05% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.05% | AMGEN INC 02.6000 08/19/2026 | 0.05% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 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% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.05% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.05% | GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.05% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.05% | WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.05% | ALPHABET INC 02.2500 08/15/2060 | 0.05% | CIFC 2018-2A A1 144A 01.1743 04/20/2031 | 0.05% | COMM 2014-CR19 XA IO 01.1126 08/10/2047 | 0.05% | COMM 2014-LC15 XA IO 01.2315 04/10/2047 | 0.05% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% | FHR 4912 PS IO 05.9656 09/25/2049 | 0.05% | GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.05% | HCA INC 05.0000 03/15/2024 | 0.05% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.05% | AMERICAN ELECTRIC POWER 03.2500 03/01/2050 | 0.05% | CIGNA CORP 03.7500 07/15/2023 | 0.05% | COMCAST CORP 03.1500 03/01/2026 | 0.05% | COMM 2012-CR1 D 144A 05.5659 05/15/2045 | 0.05% | FNR 2007-53 SP 23.8906 06/25/2037 | 0.05% | GNR 2015-H16 XI IO 01.8874 07/20/2065 | 0.05% | GNR 2015-H28 DI IO 01.5337 08/20/2065 | 0.05% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 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% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.04% | BANK OF AMERICA CORP 00.8789 09/15/2026 | 0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.04% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.04% | GNMA GII30 AY4779 04.4870 03/20/2067 | 0.04% | GNR 2014-H08 CI IO 01.4478 03/20/2064 | 0.04% | GNR 2015-H09 BI IO 01.6766 03/20/2065 | 0.04% | MOODY'S CORPORATION 02.5500 08/18/2060 | 0.04% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.04% | MSBAM 2013-C12 XA IO 00.7432 10/15/2046 | 0.04% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% | COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.04% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.04% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% | SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.04% | UBSBB 2012-C2 E 144A 05.0433 05/10/2063 | 0.04% | 0.95 R ISWP US0003M P 04/28/2026 | 0.04% | ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.04% | FNR 2011-4 CS 12.7312 05/25/2040 | 0.04% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.04% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.04% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% | JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.04% | ORACLE CORP 04.0000 11/15/2047 | 0.04% | STACR 2019-DNA2 B1 04.4344 03/25/2049 | 0.04% | WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.04% | CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.04% | FHR 4176 DI IO 03.0000 12/15/2042 | 0.04% | GNR 2016-H24 JI IO 02.1935 11/20/2066 | 0.04% | GSMS 2013-GC10 XA IO 01.6264 02/10/2046 | 0.04% | GSMS 2014-GC18 XA IO 01.1646 01/10/2047 | 0.04% | QVC INC 04.8500 04/01/2024 | 0.04% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.04% | WFRBS 2012-C7 D 144A 04.9568 06/15/2045 | 0.04% | 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.04% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.04% | GNR 2015-H10 CI IO 01.7982 04/20/2065 | 0.04% | GNR 2016-H27 BI IO 02.4145 12/20/2066 | 0.04% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% | JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.04% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% | MSBAM 2013-C7 XA IO 01.4566 02/15/2046 | 0.04% | COMM 2014-UBS6 C 04.5923 12/10/2047 | 0.04% | JPMORGAN CHASE & CO 01.1248 05/15/2047 | 0.04% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.04% | CAS 2015-C04 2M2 05.6344 04/25/2028 | 0.04% | GNR 2015-H20 AI IO 01.8162 08/20/2065 | 0.04% | NHEL 2004-2 M4 01.8844 09/25/2034 | 0.04% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.04% | CCMFC 2004-3A A2 00.3844 08/25/2035 | 0.04% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.04% | FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.04% | GNMA GII30 BA7681 04.6420 06/20/2067 | 0.04% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.04% | IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.04% | 1.154 R ISWP US0003M P 08/06/2031 | 0.04% | 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.04% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.04% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.04% | COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.04% | FNR 2010-35 SG IO 06.3156 04/25/2040 | 0.04% | JPMCC 2010-C1 C 144A 06.2167 06/15/2043 | 0.04% | JPMCC 2013-C16 XA IO 01.0764 12/15/2046 | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% | DUKE ENERGY OHIO INC 03.8000 09/01/2023 | 0.03% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.03% | FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.03% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.03% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.03% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.03% | SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.03% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.03% | CAS 2018-C05 1M2 02.4344 01/25/2031 | 0.03% | FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.03% | GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.03% | HMIR 2018-1 M1 144A 01.6844 10/25/2028 | 0.03% | NUTRIEN LTD USD 02.9500 05/13/2030 | 0.03% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.03% | STACR 2018-DNA3 B1 03.9844 09/25/2048 | 0.03% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.03% | CITIGROUP INC 03.8870 01/10/2028 | 0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.03% | DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.03% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.03% | GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.03% | GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.03% | JPMBB 2014-C25 XA IO 00.9859 11/15/2047 | 0.03% | PROLOGIS LP 02.2500 04/15/2030 | 0.03% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.03% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.03% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% | WFRBS 2012-C10 XA IO 144A 01.6362 12/15/2045 | 0.03% | CAS 2015-C04 1M2 05.7844 04/25/2028 | 0.03% | CAS 2017-C06 2M2 02.8844 02/25/2030 | 0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% | MSBAM 2014-C17 XA IO 01.2171 08/15/2047 | 0.03% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.03% | UNITEDHEALTH GROUP INC 04.7500 07/15/2045 | 0.03% | 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.03% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.03% | CGCMT 2013-GC17 X IO 01.1693 11/10/2046 | 0.03% | FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.03% | GNR 2015-H17 CI IO 01.5664 06/20/2065 | 0.03% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.03% | NORTHROP GRUMMAN CORP 05.2500 05/01/2050 | 0.03% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.03% | UBSBB 2012-C2 XA IO 144A 01.4320 05/10/2063 | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 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% | FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.03% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% | GSMS 2013-GC12 XA IO 01.5346 06/10/2046 | 0.03% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.03% | UBSBB 2013-C6 XA IO 144A 01.2406 04/10/2046 | 0.03% | VIACOMCBS INC 02.9000 01/15/2027 | 0.03% | 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.03% | CAS 2019-R01 2M2 02.5344 07/25/2031 | 0.03% | CAS 2019-R02 1B1 04.2344 08/25/2031 | 0.03% | GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.03% | GNR 2015-H01 CI IO 01.5890 12/20/2064 | 0.03% | HCA INC. 05.5000 06/15/2047 | 0.03% | MSBAM 2013-C10 F 144A 04.2162 07/15/2046 | 0.03% | T-MOBILE USA INC 03.7500 04/15/2027 | 0.03% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.03% | 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.03% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.03% | ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.03% | FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.03% | FHR 2990 LB 16.7016 06/15/2034 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.03% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.03% | VIACOMCBS INC 04.2000 06/01/2029 | 0.03% | WFRBS 2012-C9 XB IO 144A 00.8735 11/15/2045 | 0.03% | GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.02% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% | S&P GLOBAL INC 01.2500 08/15/2030 | 0.02% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% | WFRBS 2013-C11 XA IO 144A 01.2767 03/15/2045 | 0.02% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | SHERWIN-WILLIAMS CO 03.3000 05/15/2050 | 0.02% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% | 1.47 R ISWP FWD US0003M P 06/29/2031 | 0.02% | AIR LEASE CORP 04.6250 10/01/2028 | 0.02% | CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.02% | FHR 4500 GI IO 04.0000 08/15/2045 | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | JPMCC 2013-LC11 X IO 01.3776 04/15/2046 | 0.02% | OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.02% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% | 0.41 R ISWP US0003M P 10/13/2025 | 0.02% | 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.02% | CAS 2015-C03 2M2 05.0844 07/25/2025 | 0.02% | ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% | FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.02% | FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.02% | GNMA GII30 BE5936 04.0000 05/20/2048 | 0.02% | NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | GNMA GII30 BG4861 04.5000 05/20/2048 | 0.02% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.02% | GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.02% | GNR 2019-121 SD IO 05.9116 10/20/2049 | 0.02% | HCA INC 04.1250 06/15/2029 | 0.02% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% | 0.471 R ISWP US0003M P 11/16/2025 | 0.02% | 1.5324 R ISWP US0003M P 03/05/2031 | 0.02% | 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.02% | BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.02% | FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 0.02% | GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.02% | GNR 2013-129 SN IO 06.0616 09/20/2043 | 0.02% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% | WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.02% | WFRBS 2012-C9 XA IO 144A 02.0191 11/15/2045 | 0.02% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.02% | FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.02% | 1.626 R ISWP FWD US0003M P 09/12/2052 | 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 GS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | HCA INC 05.2500 06/15/2026 | 0.02% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% | MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.02% | WFRBS 2011-C4 E 144A 05.0232 06/15/2044 | 0.02% | 0.946 R ISWP US0003M P 07/06/2026 | 0.02% | 1.5025 R ISWP US0003M P 10/21/2021 | 0.02% | CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.02% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% | FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 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% | GNMA GII30 BD3297 03.5000 11/20/2047 | 0.02% | GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.02% | ZOETIS INC 02.0000 05/15/2030 | 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% | GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.02% | JPMCC 2012-LC9 XA IO 01.5441 12/15/2047 | 0.02% | KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.02% | SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.02% | 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.02% | 0.5996 R ISWP US0003M P 03/09/2026 | 0.02% | 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.02% | AUTONATION INC 04.5000 10/01/2025 | 0.02% | CAS 2016-C04 1M2 04.3344 01/25/2029 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% | ENERGY TRANSFER LP 06.5000 02/01/2042 | 0.02% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% | GNR 2015-H22 EI IO 01.5939 08/20/2065 | 0.02% | JPMBB 2013-C17 XA IO 00.8910 01/15/2047 | 0.02% | STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.02% | SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.02% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.01% | FHR 2976 LC 24.0698 05/15/2035 | 0.01% | FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.01% | FNR 12-118 PI IO 04.0000 06/25/2042 | 0.01% | GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.01% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.01% | 1.465 R ISWP US0003M P 04/15/2031 | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | FHR 4183 MI IO 03.0000 02/15/2042 | 0.01% | FHR 4206 IP IO 03.0000 12/15/2041 | 0.01% | GNMA GII30 BN1509 05.0000 05/20/2049 | 0.01% | GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.01% | NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% | SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.01% | SWPTN 3MX10Y R 1.504 USD 09/29/2021 CI | 0.01% | 1.316 R ISWP US0003M P 10/15/2021 | 0.01% | AT&T INC 02.2500 02/01/2032 | 0.01% | CGCMT 2012-GC8 XA IO 144A 01.8932 09/10/2045 | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% | FHR 4122 TI IO 04.5000 10/15/2042 | 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 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% | SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.01% | 1.2465 R ISWP US0003M P 08/23/2031 | 0.01% | 1.45 R ISWP FWD US0003M P 06/23/2031 | 0.01% | FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.01% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.01% | MSBAM 2013-C11 D 144A 04.4966 08/15/2046 | 0.01% | SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | 0.01% | 1.46 R ISWP FWD US0003M P 07/15/2031 | 0.01% | CAS 2019-R05 1M2 02.0844 07/25/2039 | 0.01% | CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% | CITIGROUP INC 03.1060 04/08/2026 | 0.01% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% | CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.01% | GNMA GII30 BP7527 03.5000 10/20/2049 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% | IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% | OSHKOSH CORP 03.1000 03/01/2030 | 0.01% | SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.01% | 0.30 R ISWP US0003M P 12/02/2023 | 0.01% | 0.95 R ISWP FWD US0003M P 09/15/2026 | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% | IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% | SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.01% | SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.01% | 0.8887 R ISWP US0003M P 08/27/2026 | 0.01% | 1.261 R ISWP US0003M P 08/19/2031 | 0.01% | 1.457 R ISWP FWD US0003M P 07/09/2031 | 0.01% | 1.591 R ISWP FWD US0003M P 08/11/2051 | 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 CS | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 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% | 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% | FHR 4182 GI IO 03.0000 01/15/2043 | 0.01% | FNMA FN30 BA5236 UMBS 03.5000 12/01/2045 | 0.01% | FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.01% | GNMA GII30 BE5937 04.0000 05/20/2048 | 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% | UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 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% | FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% | GNMA GII30 BP7505 03.5000 10/20/2049 | 0.01% | SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.01% | SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.01% | 1.273 R ISWP US0003M P 07/26/2031 | 0.01% | 1.465 R ISWP FWD US0003M P 06/14/2031 | 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.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% | CMB CMBX.NA.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% | CVS HEALTH CORP 03.7000 03/09/2023 | 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 10YX10Y R 2.031 USD 02/03/2031 JP | 0.01% | SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.01% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.01% | 0.79 R ISWP US0003M P 07/21/2026 | 0.00% | 0.7915 R ISWP US0003M P 07/21/2026 | 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.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 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% | FHR 4018 DI IO 04.5000 07/15/2041 | 0.00% | FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.00% | FNS 372 1 PO 00.0000 08/25/2036 | 0.00% | GNMA GII30 BP7627 03.5000 11/20/2049 | 0.00% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% | GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.00% | GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.00% | IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.00% | SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.00% | T-MOBILE USA INC 03.8750 04/15/2030 | 0.00% | 0.857 R ISWP FWD US0003M P 06/04/2026 | 0.00% | 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.00% | 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.00% | 1.57 R ISWP FWD US0003M P 08/23/2033 | 0.00% | CITIGROUP INC 03.6680 07/24/2028 | 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.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 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 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% | FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.00% | FNR 2012-62 EI IO 04.0000 04/25/2041 | 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 05.9616 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% | SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% | SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.00% | UBSCM 2012-C1 XA IO 144A 02.1999 05/10/2045 | 0.00% | 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.00% | 1.463 R ISWP FWD US0003M P 07/06/2031 | 0.00% | AT&T INC 04.3500 03/01/2029 | 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 2059-11-17 300.0 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% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.00% | FNMA FN30 953612 05.0000 03/01/2038 | 0.00% | GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% | SWPTN 1YX1Y P 0.805 USD 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-0.01% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -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% | SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.01% | 1.2531 R ISWP US0003M P 08/23/2031 | -0.01% | SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% | SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.01% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.01% | 0.933 R ISWP FWD US0003M P 06/28/2026 | -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% | 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% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% | 0.806 R ISWP FWD US0003M P 08/04/2026 | -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 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% | 1.3895 R ISWP US0003M P 07/08/2031 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% | SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.01% | 1.214 R ISWP US0003M P 08/09/2031 | -0.02% | 1.52 R ISWP US0003M P 06/21/2031 | -0.02% | IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% | SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.02% | SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -0.02% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% | 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.02% | 0.963 R ISWP FWD US0003M P 07/06/2026 | -0.02% | SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.02% | 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% | SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.02% | 1.525 R ISWP US0003M P 03/15/2031 | -0.02% | 0.94375 R ISWP FWD US0003M P 04/01/2026 | -0.02% | 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% | 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% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.02% | SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -0.02% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.02% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.02% | 0.726 R ISWP US0003M P 07/22/2026 | -0.02% | SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.02% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -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 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% | 1.461 R ISWP US0003M P 06/11/2031 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% | 1.4365 R ISWP US0003M P 07/02/2031 | -0.03% | 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.03% | 0.30 R ISWP US0003M P 07/14/2025 | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.03% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% | 1.0025 R ISWP FWD US0003M P 06/22/2031 | -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% | SWPTN 3MX10Y P 1.504 USD 09/29/2021 CI | -0.03% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% | 1.647 R ISWP FWD US0003M P 09/07/2031 | -0.03% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.03% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% | 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.03% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.03% | SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -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 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% | SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.04% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% | 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.04% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% | 0.645 R ISWP US0003M P 07/15/2030 | -0.04% | 2.00 R ISWP FWD US0003M P 09/15/2051 | -0.04% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.04% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.04% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.05% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.05% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.05% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.05% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.05% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.05% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.06% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.06% | 1.51882 R ISWP US0003M P 03/02/2031 | -0.06% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.06% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.06% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.06% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.06% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% | SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.07% | 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.07% | SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | -0.08% | 0.75 R ISWP US0003M P 10/16/2030 | -0.10% | 1.16 R ISWP US0003M P 10/16/2050 | -0.10% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.10% | 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.11% | SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.11% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.12% | CPURNSA P 2.79 R 04/15/26 | -0.13% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.13% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.13% | 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.13% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.14% | 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.15% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.15% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.17% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.18% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.18% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.23% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.24% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.24% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.28% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.30% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.33% | 1.02 R ISWP US0003M P 12/02/2033 | -0.36% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.37% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.38% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.70% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.76% | SWPTN 4YX10Y R 2.9425 USD 02/13/2024 GS | -0.83% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.99% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -1.15% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -2.27% | US 10YR ULTRA FUT DEC21 UXYZ1 | -2.85% | US 2YR NOTE (CBT) DEC21 TUZ1 | -42.70% |
| FNMA FN30 TBA UMBS 02.0000 08/01/2051 | 8.10% | FNMA FN30 TBA UMBS 02.5000 08/01/2051 | 5.52% | US ULTRA BOND CBT SEP21 WNU1 | 4.58% | FNMA FN30 TBA UMBS 03.5000 09/01/2051 | 4.20% | US 10YR NOTE (CBT)SEP21 TYU1 | 3.92% | FNMA FN30 TBA UMBS 04.0000 08/01/2051 | 3.77% | FNMA FN30 TBA UMBS 03.0000 09/01/2051 | 3.69% | GNMA GII30 TBA 03.5000 08/01/2051 | 2.78% | TREASURY BILL 00.0000 09/02/2021 | 2.51% | FNMA FN30 TBA UMBS 02.5000 09/01/2051 | 2.29% | FNMA FN30 TBA UMBS 04.5000 08/01/2051 | 1.90% | GNMA GII30 TBA 04.0000 08/01/2051 | 1.86% | US LONG BOND(CBT) SEP21 USU1 | 1.82% | CASH MGMT BILL 00.0000 11/16/2021 | 1.54% | TREASURY BILL 00.0000 09/21/2021 | 1.50% | TREASURY BILL 00.0000 08/03/2021 | 1.46% | FNMA FN30 TBA UMBS 04.0000 09/01/2051 | 1.42% | CASH MGMT BILL 00.0000 10/19/2021 | 1.37% | FNMA FN30 TBA UMBS 06.0000 08/01/2051 | 0.99% | FNMA FN30 TBA UMBS 05.5000 08/01/2051 | 0.98% | TREASURY BILL 00.0000 09/28/2021 | 0.97% | BF0101 03.5000 06/01/2056 | 0.84% | FNR 2020-70 SD IO 06.1608 10/25/2050 | 0.66% | FNMA FN40 BF0219 UMBS 03.5000 09/01/2057 | 0.58% | BMIR 2017-1 M2 144A 03.4393 10/25/2027 | 0.56% | FHR 4945 SL IO 05.9608 01/25/2050 | 0.55% | 2.7725 R ISWP US0003M P 03/02/2031 | 0.54% | 2.764 R ISWP US0003M P 02/18/2031 | 0.53% | CITIGROUP INC 04.4500 09/29/2027 | 0.51% | FHS 315 PO PO 00.0000 09/15/2043 | 0.51% | FNMA FN30 AS7363 UMBS 03.0000 06/01/2046 | 0.49% | TREASURY BILL 00.0000 10/14/2021 | 0.48% | WAMU 2005-AR13 A1C4 00.9493 10/25/2045 | 0.48% | GNMA GII30 TBA 04.5000 08/01/2051 | 0.47% | GNMA GII30 TBA 03.0000 08/01/2051 | 0.46% | US 5YR NOTE (CBT) SEP21 FVU1 | 0.44% | STACR 2016-HQA1 M3 06.4393 09/25/2028 | 0.43% | COMM 2014-CR17 C 04.7843 05/10/2047 | 0.43% | MORGAN STANLEY 04.3750 01/22/2047 | 0.43% | FHLMC FR30 ZM1946 UMBS 03.5000 10/01/2046 | 0.42% | STAR 2020-2 A2 03.9700 04/25/2060 | 0.40% | WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.40% | SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.39% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.39% | SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.38% | UBSCM 2012-C1 C 144A 05.5506 05/10/2045 | 0.38% | FHR 5024 EI IO 04.0000 10/25/2050 | 0.37% | FNR 2020-45 GI IO 05.0000 07/25/2050 | 0.37% | GNR 2020-18 GS IO 05.9664 02/20/2050 | 0.37% | ABBVIE INC 03.2000 11/21/2029 | 0.36% | MCAS 2019-01 M10 144A 03.3393 10/15/2049 | 0.36% | MRAIT 2020-2 A2 | 0.34% | MRAIT 2021-8 A1X 01.2503 10/15/2021 | 0.34% | STACR 2020-HQA1 M2 01.9893 01/25/2050 | 0.34% | STACR 2019-DNA2 M2 02.5393 03/25/2049 | 0.34% | SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.32% | CGCMT 2012-GC8 B 144A 04.2850 09/10/2045 | 0.32% | FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.30% | 1.65 R ISWP FWD US0003M P 09/15/2031 | 0.30% | WAMU 2005-AR17 A1B2 00.9093 12/25/2045 | 0.30% | LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.29% | COMM 2018-COR3 C 04.5604 05/10/2051 | 0.29% | AT&T INC P/P 144A 03.5500 09/15/2055 | 0.29% | FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.28% | FHR 5019 MI IO 04.0000 10/25/2050 | 0.28% | CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.28% | BBCMS 2019-C4 XA IO 01.5915 08/15/2052 | 0.28% | FNR 2019-3 SA IO 06.0108 02/25/2049 | 0.28% | UBSBB 2012-C3 C 144A 05.0378 08/10/2049 | 0.27% | GNMA GII30 BG6074 04.0000 04/20/2048 | 0.27% | FNR 2016-8 SA IO 05.9608 03/25/2046 | 0.27% | BRISTOL-MYERS 03.4000 07/26/2029 | 0.26% | UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.26% | APPLE INC 04.3750 05/13/2045 | 0.26% | CAS 2016-C03 2M2 05.9893 10/25/2028 | 0.26% | FHLMC FR30 ZM1233 UMBS 03.0000 06/01/2046 | 0.26% | GSMS 2015-GS1 XA IO 00.7666 11/10/2048 | 0.26% | APPLE INC 02.8000 02/08/2061 | 0.26% | CFCRE 2011-C2 E P/P 144A 05.7758 12/15/2047 | 0.26% | TRK 2020-1 A1 02.7343 03/25/2023 | 0.26% | CGCMT 2015-P1 C 04.3684 09/15/2048 | 0.26% | JPMCC 2012-C8 C 144A 04.6213 10/15/2045 | 0.26% | STACR 2016-DNA3 M3 05.0893 12/25/2028 | 0.26% | SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.25% | FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.25% | GSMS 2013-GC12 B 03.7770 06/10/2046 | 0.25% | CF 2019-CF1 XA IO 01.1396 05/15/2052 | 0.25% | FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.24% | STACR 2017-HQA2 M2 02.7393 12/25/2029 | 0.24% | FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.24% | ORACLE CORP 03.6500 03/25/2041 | 0.24% | AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.24% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.24% | BROADCOM INC 04.1500 11/15/2030 | 0.24% | WFCM 2018-C43 XA IO 00.6654 03/15/2051 | 0.24% | UBSCM 2019-C17 C 03.7582 10/15/2052 | 0.24% | CAS 2017-C07 1EB2 01.0893 05/25/2030 | 0.23% | KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.23% | SPST 2021-10 A 00.8543 08/08/2022 | 0.23% | SPST 2021-6 A 00.8893 04/25/2022 | 0.23% | WFRBS 2012-C10 D 144A 04.4256 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% | WFRBS 2013-C15 D 144A 04.4955 08/15/2046 | 0.23% | MRAIT 2021-11 A1X 01.2431 01/25/2022 | 0.23% | MRAIT 2021-EBO4 A1X 01.8421 02/16/2022 | 0.23% | BACM 2015-UBS7 XA IO 00.7928 09/15/2048 | 0.23% | MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.23% | STACR 2016-HQA2 M3 05.2393 11/25/2028 | 0.22% | MICROSOFT CORP 02.6750 06/01/2060 | 0.22% | FHLMC FR30 ZM2832 UMBS 03.5000 02/01/2047 | 0.22% | SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.22% | US BANCORP 03.0000 07/30/2029 | 0.22% | JPMBB 2013-C14 D 144A 04.5583 08/15/2046 | 0.22% | SPST 2020-15 A 01.4593 12/10/2021 | 0.22% | CSAIL 2015-C4 B 04.3115 11/15/2048 | 0.22% | GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.22% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.21% | VERIZON COMM 04.6720 03/15/2055 | 0.21% | CSAIL 2019-C16 XA IO 01.5611 06/15/2052 | 0.21% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.21% | RMLT 2020-2 A3 02.9110 05/25/2060 | 0.21% | WFRBS 2011-C5 C P/P 144A 05.6789 11/15/2044 | 0.21% | JPMCC 2012-C6 B 04.8186 05/15/2045 | 0.21% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.21% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.20% | MRAIT 2020-11 A1X 01.7931 04/22/2022 | 0.20% | 1.574 R ISWP US0003M P 05/12/2031 | 0.20% | CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.20% | GSMS 2010-C1 D 144A 05.9861 08/10/2043 | 0.20% | SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.20% | MRAIT 2021-NA1 A1X 01.5908 03/08/2022 | 0.20% | FHR 4975 EI IO 04.5000 05/25/2050 | 0.20% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.20% | CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.19% | JPMCC 2011-C3 B 144A 05.0131 02/15/2046 | 0.19% | BSCMS 2007-T26 AJ 05.4310 01/12/2045 | 0.19% | FNR 2020-95 GI IO 03.5000 01/25/2051 | 0.19% | GNR 2020-55 SA IO 05.9664 04/20/2050 | 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% | MCAS 2020-01 M10 144A 03.8393 03/25/2050 | 0.19% | WFCM 2019-C50 XA IO 01.4090 05/15/2052 | 0.19% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.18% | WFCM 2020-C57 C 04.0238 08/15/2053 | 0.18% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.18% | CAS 2018-C04 2M2 02.6393 12/25/2030 | 0.18% | INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.18% | STACR 2019-DNA1 B1 04.7393 01/25/2049 | 0.18% | UBSCM 2019-C17 XA IO 01.4827 10/15/2052 | 0.18% | GNR 2016-H23 NI IO 02.3311 10/20/2066 | 0.18% | AT&T INC 04.7500 05/15/2046 | 0.18% | WFRBS 2014-C22 B 04.3710 09/15/2057 | 0.18% | CIT BANK NA 02.9690 09/27/2025 | 0.18% | STACR 2019-DNA1 M2 02.7393 01/25/2049 | 0.18% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.18% | GNMA GII30 MA5194 05.0000 05/20/2048 | 0.18% | MRAIT 2021-EBO1 A1X 01.8503 10/08/2021 | 0.18% | GNR 2019-119 KS IO 05.9589 09/16/2049 | 0.18% | STACR 2020-HQA2 M2 03.1893 03/25/2050 | 0.18% | WFRBS 2011-C4 C 144A 04.9641 06/15/2044 | 0.18% | FHR 3835 FO PO 00.0000 04/15/2041 | 0.18% | GNMA GII30 BD1731 03.5000 01/20/2048 | 0.18% | CGCMT 2014-GC23 IO 00.9174 07/10/2047 | 0.17% | COMCAST CORP 03.4000 07/15/2046 | 0.17% | JPMCC 2012-C8 D 144A 04.6694 10/15/2045 | 0.17% | SCRT 2019-3 M 04.7500 10/25/2058 | 0.17% | OMIR 2018-1A M2 02.9393 07/25/2028 | 0.17% | VMWARE INC 02.2000 08/15/2031 | 0.17% | DBUBS 2011-LC3A D 144A 05.4201 08/10/2044 | 0.17% | FREMF 2019-KF66 B 144A 02.5005 07/25/2029 | 0.17% | CAS 2020-R02 2M2 02.0893 01/25/2040 | 0.17% | CAS 2020-R01 1M2 02.1393 01/25/2040 | 0.17% | GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.17% | BRAVO 2020-RPL1 M1 03.2500 05/26/2059 | 0.16% | CAS 2016-C03 1M2 05.3893 10/25/2028 | 0.16% | LCCM 2017-LC26 XA IO 144A 01.4132 07/12/2050 | 0.16% | CITIGROUP INC 03.8750 02/18/2051 | 0.16% | CSAIL 2015-C1 D 144A 03.7625 04/15/2050 | 0.16% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.16% | GNR 2012-38 MI IO 04.0000 03/20/2042 | 0.16% | GSMS 2014-GC18 C 04.9883 01/10/2047 | 0.16% | MSC 2011-C3 B 144A 05.2837 07/15/2049 | 0.16% | FHLMC FR30 ZA4291 UMBS 03.5000 08/01/2043 | 0.16% | TOTALENERGIES CAP INTL USD 02.8290 01/10/2030 | 0.16% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.16% | FNMA FN30 AX7296 UMBS 04.5000 12/01/2044 | 0.16% | GSMS 2014-GC24 D 144A 04.5363 09/10/2047 | 0.16% | FNR 2020-60 CI IO 03.0000 09/25/2050 | 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 | 0.16% | FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.16% | FREMF 2019-KF65 B 144A 02.5005 07/25/2029 | 0.16% | 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% | ARRW 2019-3 M1 04.2040 10/25/2048 | 0.15% | WFRBS 2012-C6 C 144A 05.7076 04/15/2045 | 0.15% | CSAIL 2015-C3 XA IO 00.6996 08/15/2048 | 0.15% | FISERV INC 04.2000 10/01/2028 | 0.15% | ZOETIS INC 03.9000 08/20/2028 | 0.15% | BHLD 2020-1 A3 03.2530 02/25/2055 | 0.15% | JPMBB 2013-C17 AS 04.4584 01/15/2047 | 0.15% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.15% | UBSBB 2012-C4 B 144A 03.7181 12/10/2045 | 0.14% | FHR 5052 KI IO 04.0000 12/25/2050 | 0.14% | FNR 2017-108 SA IO 06.0608 01/25/2048 | 0.14% | GNR 2016-H02 HI IO 01.5412 01/20/2066 | 0.14% | SALESFORCE.COM INC 03.0500 07/15/2061 | 0.14% | SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.14% | UBSCM 2012-C1 D 144A 05.5506 05/10/2045 | 0.14% | JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.14% | CAS 2017-C03 1M2 03.0893 10/25/2029 | 0.14% | FNR 2016-91 AS IO 06.0108 12/25/2046 | 0.14% | GNMA GII30 BD1729 03.5000 01/20/2048 | 0.14% | GNR 2018-168 KS IO 06.0664 12/20/2048 | 0.14% | HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.14% | MSBAM 2013-C10 E 144A 04.0804 07/15/2046 | 0.14% | SALESFORCE.COM INC 02.9000 07/15/2051 | 0.14% | STACR 2018-DNA2 B1 03.7893 12/25/2030 | 0.14% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.14% | UBSC 2011-C1 D 144A 06.2303 01/10/2045 | 0.14% | CAS 2016-C02 1M2 06.0893 09/25/2028 | 0.14% | T-MOBILE USA INC 04.5000 04/15/2050 | 0.14% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.14% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.14% | BACM 2005-1 B 05.4820 11/10/2042 | 0.14% | BOEING CO 05.9300 05/01/2060 | 0.14% | CAS 2017-C01 1M2 03.6393 07/25/2029 | 0.14% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.14% | STACR 2017-HQA1 M2B 03.6393 08/25/2029 | 0.14% | SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.14% | COMM 2012-CR2 B 04.3930 08/15/2045 | 0.14% | FHLMC FR30 ZL8404 UMBS 04.5000 08/01/2044 | 0.14% | COMCAST CORP 02.3500 01/15/2027 | 0.13% | BACM 2015-UBS7 B 04.3585 09/15/2048 | 0.13% | FNR 2021-12 NI IO 02.5000 03/25/2051 | 0.13% | MICROSOFT CORP 02.9210 03/17/2052 | 0.13% | NETFLIX INC 04.3750 11/15/2026 | 0.13% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.13% | GNR 2012-149 GS IO 06.1164 12/20/2042 | 0.13% | GNR 2014-H07 BI IO 01.4733 05/20/2064 | 0.13% | WFRBS 2014-C22 XA IO 00.7963 09/15/2057 | 0.13% | SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.13% | COMM 2014-UBS4 C 04.6493 08/10/2047 | 0.13% | JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.13% | GNR 2014-H11 GI IO 01.4847 06/20/2064 | 0.13% | AMAZON.COM INC 04.0500 08/22/2047 | 0.13% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.13% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.13% | GNR 2019-H02 DI IO 02.2118 11/20/2068 | 0.13% | MRAFT 2020-5 A1 01.1004 08/10/2023 | 0.13% | SWPTN 3YX30Y R 2.2775 USD 07/18/2022 WE | 0.13% | WEC ENERGY GROUP INC 02.2684 05/15/2067 | 0.13% | GNR 2019-123 SL IO 06.0664 10/20/2049 | 0.13% | LYONDELLBASELL IND NV 04.6250 02/26/2055 | 0.13% | MSBAM 2014-C14 C 05.0496 02/15/2047 | 0.13% | FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.12% | JPMBB 2013-C14 E 144A 04.5583 08/15/2046 | 0.12% | UBS GROUP AG REGS 06.8750 12/29/2049 | 0.12% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.12% | FNR 2020-12 SK IO 05.9608 03/25/2050 | 0.12% | GNR 2019-20 SB IO 06.0164 02/20/2049 | 0.12% | GNR 2020-32 GS IO 06.0164 03/20/2050 | 0.12% | AIR LEASE CORP 03.2500 10/01/2029 | 0.12% | GENERAL MOTORS CO 05.9500 04/01/2049 | 0.12% | GNMA GII30 BE1441 03.5000 11/20/2047 | 0.12% | GNMA GII30 MA5266 05.0000 06/20/2048 | 0.12% | GSMS 2014-GC22 XA IO 00.9486 06/10/2047 | 0.12% | INTERPUBLIC GRP 04.6500 10/01/2028 | 0.12% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.12% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.12% | FNMA FN30 AY8222 UMBS 04.5000 05/01/2045 | 0.12% | JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.12% | JPMCC 2012-C6 E 144A 05.1412 05/15/2045 | 0.12% | MSC 2016-UB12 XA IO 00.7119 12/15/2049 | 0.12% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.12% | INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.12% | UBSCM 2012-C1 B 04.8220 05/10/2045 | 0.12% | VIATRIS INC P/P 144A 04.0000 06/22/2050 | 0.12% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.12% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.12% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.12% | AMGEN INC 04.6630 06/15/2051 | 0.12% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.12% | FNMA FN30 BC0960 UMBS 04.0000 06/01/2046 | 0.12% | JPMBB 2013-C12 C 04.0988 07/15/2045 | 0.12% | JPMBB 2013-C15 C 05.1791 11/15/2045 | 0.12% | UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.12% | 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.11% | CAS 2017-C07 1B1 04.0893 05/25/2030 | 0.11% | FHMS K104 X1 IO 01.1266 02/25/2052 | 0.11% | SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.11% | ARES CAPITAL CORP 03.8750 01/15/2026 | 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% | STACR 2018-DNA2 M2 02.2393 12/25/2030 | 0.11% | FLORIDA POWER & LIGHT CO 04.1250 02/01/2042 | 0.11% | KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.11% | TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.11% | UBSCM 2017-C7 XA IO 01.0229 12/15/2050 | 0.11% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.11% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.11% | COMM 2013-CR13 D 144A 04.8825 11/10/2046 | 0.11% | CSAIL 2015-C1 C 04.2625 04/15/2050 | 0.11% | GNR 2019-83 SW IO 06.0164 07/20/2049 | 0.11% | SCRT 2019-2 M 04.7500 08/25/2058 | 0.11% | SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.11% | THE BOEING COMPANY 04.8750 05/01/2025 | 0.11% | UBSCM 2018-C12 XA IO 00.8138 08/15/2051 | 0.11% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.11% | JPMBB 2014-C22 C 04.5529 09/15/2047 | 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% | FHR 4738 QS IO 06.1069 12/15/2047 | 0.11% | MRAFT 2020-4 A1 01.4504 04/23/2023 | 0.11% | CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.11% | VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.11% | GNR 2019-158 PI IO 03.5000 12/20/2049 | 0.11% | GNR 2019-83 JS IO 06.0164 07/20/2049 | 0.11% | LENNAR CORP 04.7500 11/29/2027 | 0.11% | AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.11% | CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.11% | SWPTN 20YX10Y R 2.285 USD 03/26/2041 CI | 0.10% | AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.10% | GNR 2017-H14 EI IO 01.5945 06/20/2067 | 0.10% | IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.10% | NATWEST GROUP PLC USD 04.8920 05/18/2029 | 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% | BANK OF AMERICA CORP 05.1250 06/20/2024 | 0.10% | COMM 2014-UBS2 C 04.9715 03/10/2047 | 0.10% | THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.10% | BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.10% | COLT 2020-2 A2 03.0940 03/25/2065 | 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 05.8393 07/25/2029 | 0.10% | CSMC 2020-RPL3 A1 02.6910 03/25/2060 | 0.10% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.10% | WFCM 2015-LC20 XB IO 00.4822 04/15/2050 | 0.10% | CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.10% | COMCAST CORP 03.4500 02/01/2050 | 0.10% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.10% | GNR 2014-131 BS IO 06.1089 09/16/2044 | 0.10% | GNR 2015-H13 AI IO 01.7809 06/20/2065 | 0.10% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% | ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.10% | EQUINIX INC 03.2000 11/18/2029 | 0.10% | GNR 2014-180 IO IO 05.0000 12/20/2044 | 0.10% | MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.10% | VSTA 2020-1 A2 02.7700 03/25/2065 | 0.10% | CGCMT 2014-GC19 X IO 01.1320 03/10/2047 | 0.10% | GNMA GII30 BF6125 04.0000 02/20/2048 | 0.10% | GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.10% | SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.10% | COMM 2013-LC6 E 144A 03.5000 01/10/2046 | 0.10% | FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.10% | GNR 2017-H08 NI IO 02.2560 03/20/2067 | 0.10% | GNR 2017-H18 CI IO 02.2140 09/15/2047 | 0.10% | NRZT 2020-NQM2 A2 02.8908 05/24/2060 | 0.10% | CAS 2018-C01 1M2 02.3393 07/25/2030 | 0.10% | EMIR 2018-1 M1 01.7893 11/25/2028 | 0.10% | FNR 2015-33 AI IO 05.0000 06/25/2045 | 0.10% | JPMBB 2014-C22 XA IO 00.8268 09/15/2047 | 0.10% | CAS 2019-HRP1 M2 02.2393 11/25/2039 | 0.10% | CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.09% | FHR 3408 EK 25.4184 04/15/2037 | 0.09% | GENERAL ELECTRIC CO 03.4489 12/29/2049 | 0.09% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.09% | CAS 2017-C01 1EB1 01.3393 07/25/2029 | 0.09% | COMCAST CORP 03.9990 11/01/2049 | 0.09% | TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.09% | BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.09% | FHR 3065 DC 19.5806 03/15/2035 | 0.09% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.09% | FNMA FN30 AR3945 UMBS 03.0000 03/01/2043 | 0.09% | MSC 2011-C3 E 144A 05.2837 07/15/2049 | 0.09% | SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.09% | AON PLC 04.2500 12/12/2042 | 0.09% | BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.09% | CARR 2006-NC2 A4 00.3293 06/25/2036 | 0.09% | COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.09% | CSMC 2016-NXSR XA IO 00.7528 12/15/2049 | 0.09% | GNR 2020-11 SY IO 06.0164 01/20/2050 | 0.09% | KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.09% | MWST 2020-1 A 00.9893 10/25/2053 | 0.09% | ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.09% | BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.09% | FNMA FN30 BD5297 UMBS 03.5000 01/01/2047 | 0.09% | GNR 2015-H12 EI IO 01.7082 04/20/2065 | 0.09% | RMIR 2018-1 M2 04.2100 03/25/2028 | 0.09% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.09% | WFRBS 2011-C4 F 144A 04.9641 06/15/2044 | 0.09% | BANK 2018-BN13 XA 00.5019 08/15/2061 | 0.09% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.09% | STACR 2014-DN2 M3 03.6893 04/25/2024 | 0.09% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.09% | COMM 2013-CR6 D 144A 04.0882 03/10/2046 | 0.09% | SERVICENOW INC 01.4000 09/01/2030 | 0.09% | EMIR 2019-1 M2 03.3893 04/25/2029 | 0.08% | GNR 2017-H09 DI IO 01.9023 03/20/2067 | 0.08% | JPMCC 2013-C16 C 05.0217 12/15/2046 | 0.08% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.08% | JPMDB 2017-C5 XA IO 00.9419 03/15/2050 | 0.08% | MERCK & CO INC 03.7000 02/10/2045 | 0.08% | GNMA GII30 BE1440 03.5000 11/20/2047 | 0.08% | WFCM 2014-LC16 XA IO 01.0846 08/15/2050 | 0.08% | WFCM 2017-C41 XA IO 01.1982 11/15/2050 | 0.08% | BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.08% | COMM 2014-CR17 D 144A 04.8480 05/10/2047 | 0.08% | COMM 2014-UBS6 XA IO 00.8781 12/10/2047 | 0.08% | FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.08% | GNR 2015-H12 GI IO 01.7955 05/20/2065 | 0.08% | MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.08% | SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.08% | BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.08% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 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 2015-53 MI IO 04.0000 04/16/2045 | 0.08% | FNMA FN30 AW7089 UMBS 04.5000 07/01/2044 | 0.08% | GNMA GII30 BG6110 04.0000 05/20/2048 | 0.08% | GNR 2011-17 S IO 05.9664 02/20/2041 | 0.08% | GNR 2019-44 SA IO 05.9664 04/20/2049 | 0.08% | SWPTN 8YX10Y P 3.312 USD 11/27/2028 BA | 0.08% | COMM 2014-CR19 D 144A 04.7031 08/10/2047 | 0.08% | DOMINION ENERGY INC 04.9000 08/01/2041 | 0.08% | GNR 2016-H06 AI IO 01.6331 02/20/2066 | 0.08% | GNMA GII30 BE1437 03.5000 11/20/2047 | 0.08% | MSRR 2015-R4 CB1 00.9172 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% | GNR 2017-H10 MI IO 01.8410 04/20/2067 | 0.08% | GNR 2017-H12 QI IO 02.2511 05/20/2067 | 0.08% | GNR 2020-46 MI IO 04.0000 04/20/2050 | 0.08% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.08% | STACR 2014-HQ2 M3 03.8393 09/25/2024 | 0.08% | JPMCC 2016-JP2 XA IO 01.7893 08/15/2049 | 0.08% | BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.07% | FHR 3852 NT 05.9069 05/15/2041 | 0.07% | GNR 2016-H14 IO IO 01.6834 06/20/2066 | 0.07% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.07% | GNR 2018-155 SE IO 06.0164 11/20/2048 | 0.07% | JPMBB 2014-C19 D 144A 04.6563 04/15/2047 | 0.07% | L3HARRIS TECH INC 01.8000 01/15/2031 | 0.07% | UNITEDHEALTH GROUP INC 02.9000 05/15/2050 | 0.07% | GENERAL MOTORS CO 05.2000 04/01/2045 | 0.07% | GNMA GII30 BD1730 03.5000 01/20/2048 | 0.07% | HCA INC 03.5000 07/15/2051 | 0.07% | MSBAM 2013-C13 XB IO 144A 00.1520 11/15/2046 | 0.07% | STACR 2018-DNA1 M2 01.8893 07/25/2030 | 0.07% | AMAZON.COM INC 01.5000 06/03/2030 | 0.07% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.07% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.07% | FNR 2006-8 HP 24.2394 03/25/2036 | 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% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.07% | GNMA GII30 BG4862 04.5000 05/20/2048 | 0.07% | GNR 2016-H11 HI IO 02.1071 01/20/2066 | 0.07% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.07% | GNMA GII30 BB3019 03.5000 11/20/2047 | 0.07% | STACR 2018-HQA1 M2 02.3893 09/25/2030 | 0.07% | GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.07% | GNR 2019-21 SJ IO 05.9664 02/20/2049 | 0.07% | GSMS 2013-GC13 XA IO 00.0698 07/10/2046 | 0.07% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.07% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.07% | GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.07% | GNR 2015-H04 AI IO 01.6099 12/20/2064 | 0.07% | GNR 2015-H25 AI IO 01.6148 09/20/2065 | 0.07% | JPMCC 2011-C3 D 144A 05.5227 02/15/2046 | 0.07% | OMNICOM GROUP INC 04.2000 06/01/2030 | 0.07% | RMIR 2019-1 M2 144A 03.2893 02/25/2029 | 0.07% | STACR 2019-HQA1 M2 02.4393 02/25/2049 | 0.07% | CWALT 2007-OA6 A1A 00.2293 06/25/2037 | 0.07% | FHR 3072 SM 04.2533 11/15/2035 | 0.07% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.07% | MOODY'S CORPORATION 05.2500 07/15/2044 | 0.07% | OSHKOSH CORP 04.6000 05/15/2028 | 0.07% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% | MSC 2016-BNK2 XA IO 01.0319 11/15/2049 | 0.06% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.06% | CIT GROUP INC. 05.2500 03/07/2025 | 0.06% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% | MSBAM 2015-C25 XA IO 01.0480 10/15/2048 | 0.06% | WFRBS 2014-C24 XA IO 00.8519 11/15/2047 | 0.06% | ABBVIE INC P/P 03.8000 03/15/2025 | 0.06% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.06% | GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.06% | PACIFICORP 02.7000 09/15/2030 | 0.06% | 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.06% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.06% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.06% | 0.95 R ISWP US0003M P 04/28/2026 | 0.06% | FNMA FN30 BD0959 UMBS 03.5000 06/01/2046 | 0.06% | GNR 2015-H12 AI IO 01.8585 05/20/2065 | 0.06% | PFIZER INC 03.0000 12/15/2026 | 0.06% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% | VERIZON COMM 04.3290 09/21/2028 | 0.06% | VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.06% | WFRBS 2012-C7 F 144A 04.5000 06/15/2045 | 0.06% | CFCRE 2011-C2 D 144A 05.7758 12/15/2047 | 0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.06% | ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.06% | FNMA FN30 AT0942 UMBS 03.0000 04/01/2043 | 0.06% | FNR 2018-94 SA IO 06.0108 01/25/2049 | 0.06% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% | MSBAM 2015-C26 XA IO 01.0151 10/15/2048 | 0.06% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.06% | ALPHABET INC 01.9980 08/15/2026 | 0.06% | D.R. HORTON INC 05.7500 08/15/2023 | 0.06% | GNR 2015-35 AI IO 05.0000 03/16/2045 | 0.06% | INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.06% | NRG P/P 144A 03.7500 06/15/2024 | 0.06% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.06% | COMM 2013-CR11 XA IO 00.9138 08/10/2050 | 0.06% | COMM 2015-CR23 XA IO 00.8893 05/10/2048 | 0.06% | GNR 2010-H19 GI IO 01.4075 08/20/2060 | 0.06% | GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.06% | WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.06% | WFRBS 2013-C14 XA IO 00.6751 06/15/2046 | 0.06% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.06% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% | FNR 2006-62 PS 39.3645 07/25/2036 | 0.06% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.06% | T-MOBILE USA INC 02.5500 02/15/2031 | 0.06% | UBSBB 2012-C2 E 144A 04.8864 05/10/2063 | 0.06% | ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.06% | BERKSHIRE HATHAWAY ENERG 04.2500 10/15/2050 | 0.06% | GNR 2015-H25 CI IO 01.9421 10/20/2065 | 0.06% | GNR 2016-H04 KI IO 01.5201 02/20/2066 | 0.06% | JPMCC 2012-LC9 D 144A 04.4144 12/15/2047 | 0.06% | STACR 2018-HQA2 M2 02.3893 10/25/2048 | 0.06% | AMAZON.COM INC 02.7000 06/03/2060 | 0.05% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.05% | GNR 2015-149 KI IO 04.0000 10/20/2045 | 0.05% | GNR 2015-H15 JI IO 01.9584 06/20/2065 | 0.05% | MWST 2020-2 A 00.8893 11/25/2053 | 0.05% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.05% | COMM 2013-CR13 E 144A 04.8825 11/10/2046 | 0.05% | FNR 2005-106 JC 19.8473 12/25/2035 | 0.05% | GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.05% | IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.05% | JPMCC 2011-C3 F 144A 05.5227 02/15/2046 | 0.05% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.05% | ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.05% | AUTONATION INC 02.4000 08/01/2031 | 0.05% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.05% | FISERV INC 03.5000 07/01/2029 | 0.05% | GNMA GII30 BB0107 04.7000 08/20/2067 | 0.05% | BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.05% | FHLMC FR30 ZL8235 UMBS 04.5000 07/01/2044 | 0.05% | FHR 4839 AS IO 05.9569 06/15/2042 | 0.05% | UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.05% | VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.05% | 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.05% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.05% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.05% | 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.05% | COMM 2014-CR19 XA IO 00.9566 08/10/2047 | 0.05% | COMM 2014-LC15 XA IO 01.0660 04/10/2047 | 0.05% | COX COMM INC P/P 144A 04.5000 06/30/2043 | 0.05% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% | FHR 4912 PS IO 05.9608 09/25/2049 | 0.05% | GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.05% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.05% | METLIFE INC 06.4000 12/15/2036 | 0.05% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.05% | WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.05% | AMGEN INC 02.6000 08/19/2026 | 0.05% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.05% | CIT GROUP INC 05.0000 08/01/2023 | 0.05% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.05% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.05% | GNR 2017-132 IA IO 04.5000 09/08/2047 | 0.05% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.05% | SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.05% | ALPHABET INC 02.2500 08/15/2060 | 0.05% | AMERICAN ELECTRIC POWER 03.2500 03/01/2050 | 0.05% | FNR 2007-53 SP 23.8728 06/25/2037 | 0.05% | GNMA GII30 AY4779 04.4870 03/20/2067 | 0.05% | GNR 2014-H08 CI IO 01.4657 03/20/2064 | 0.05% | HCA INC 05.0000 03/15/2024 | 0.05% | MOODY'S CORPORATION 02.5500 08/18/2060 | 0.05% | MSBAM 2013-C12 XA IO 00.5818 10/15/2046 | 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% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 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% | COMM 2012-CR1 D 144A 05.3540 05/15/2045 | 0.04% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.04% | GNR 2015-H09 BI IO 01.6805 03/20/2065 | 0.04% | GNR 2015-H16 XI IO 02.0445 07/20/2065 | 0.04% | GNR 2015-H28 DI IO 01.5444 08/20/2065 | 0.04% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% | BANK OF AMERICA CORP 00.8789 09/15/2026 | 0.04% | GSMS 2013-GC10 XA IO 01.4809 02/10/2046 | 0.04% | GSMS 2014-GC18 XA IO 00.9992 01/10/2047 | 0.04% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.04% | FHR 4158 TI IO 03.0000 12/15/2042 | 0.04% | GNMA GII30 BP5514 03.5000 09/20/2049 | 0.04% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.04% | MSBAM 2013-C7 XA IO 01.3200 02/15/2046 | 0.04% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% | COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.04% | FHR 4176 DI IO 03.0000 12/15/2042 | 0.04% | GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.04% | GNR 2016-H24 JI IO 02.1801 11/20/2066 | 0.04% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% | JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.04% | ORACLE CORP 04.0000 11/15/2047 | 0.04% | CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.04% | ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.04% | FNR 2011-4 CS 12.7215 05/25/2040 | 0.04% | GNR 2015-H10 CI IO 01.8044 04/20/2065 | 0.04% | GNR 2016-H27 BI IO 02.4146 12/20/2066 | 0.04% | QVC INC 04.8500 04/01/2024 | 0.04% | STACR 2019-DNA2 B1 04.4393 03/25/2049 | 0.04% | WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.04% | WFRBS 2012-C7 D 144A 04.8028 06/15/2045 | 0.04% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% | JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.04% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.04% | NHEL 2004-2 M4 01.8893 09/25/2034 | 0.04% | CAS 2015-C04 2M2 05.6393 04/25/2028 | 0.04% | COMM 2014-UBS6 C 04.4443 12/10/2047 | 0.04% | FHR 4165 AI IO 03.5000 02/15/2043 | 0.04% | GNR 2015-H20 AI IO 01.8214 08/20/2065 | 0.04% | JPMORGAN CHASE & CO 01.1559 05/15/2047 | 0.04% | SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.04% | CCMFC 2004-3A A2 00.3893 08/25/2035 | 0.04% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.04% | JPMCC 2013-C16 XA IO 00.9105 12/15/2046 | 0.04% | GNMA GII30 BA7681 04.6420 06/20/2067 | 0.04% | IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.04% | SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.04% | SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.04% | 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.04% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.04% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.04% | COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.04% | FNMA FN30 AB9238 UMBS 03.0000 05/01/2043 | 0.04% | FNR 2010-35 SG IO 06.3108 04/25/2040 | 0.04% | FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.04% | GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.04% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.04% | JPMCC 2010-C1 C 144A 06.0162 06/15/2043 | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | 2.2225 R ISWP FWD US0003M P 06/05/2029 | 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% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.03% | UBSBB 2012-C2 XA IO 144A 01.2768 05/10/2063 | 0.03% | WFRBS 2012-C10 XA IO 144A 01.5128 12/15/2045 | 0.03% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% | GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.03% | GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.03% | NUTRIEN LTD USD 02.9500 05/13/2030 | 0.03% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.03% | SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.03% | 1.47 R ISWP FWD US0003M P 06/29/2031 | 0.03% | 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.03% | CAS 2018-C05 1M2 02.4393 01/25/2031 | 0.03% | CITIGROUP INC 03.8870 01/10/2028 | 0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% | FHLMC FR30 ZL9269 UMBS 04.5000 03/01/2045 | 0.03% | FHR 4546 TI IO 04.0000 12/15/2045 | 0.03% | GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.03% | HMIR 2018-1 M1 144A 01.6893 10/25/2028 | 0.03% | MSBAM 2014-C17 XA IO 01.0647 08/15/2047 | 0.03% | STACR 2018-DNA3 B1 03.9893 09/25/2048 | 0.03% | DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.03% | GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.03% | GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.03% | JPMBB 2014-C25 XA IO 00.8382 11/15/2047 | 0.03% | PROLOGIS LP 02.2500 04/15/2030 | 0.03% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.03% | SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.03% | CAS 2015-C04 1M2 05.7893 04/25/2028 | 0.03% | CAS 2017-C06 2M2 02.8893 02/25/2030 | 0.03% | CAS 2019-R01 2M2 02.5393 07/25/2031 | 0.03% | CGCMT 2013-GC17 X IO 01.0197 11/10/2046 | 0.03% | GNR 2015-H17 CI IO 01.5714 06/20/2065 | 0.03% | GSMS 2013-GC12 XA IO 01.3988 06/10/2046 | 0.03% | SWPTN 3MX10Y R 1.504 USD 09/29/2021 CI | 0.03% | SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% | SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.03% | UBSBB 2013-C6 XA IO 144A 01.0982 04/10/2046 | 0.03% | UNITEDHEALTH GROUP INC 04.7500 07/15/2045 | 0.03% | 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.03% | FNMA FN30 AP3817 UMBS 03.0000 09/01/2042 | 0.03% | GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.03% | IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.03% | NORTHROP GRUMMAN CORP 05.2500 05/01/2050 | 0.03% | 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.03% | DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.03% | FHR 2990 LB 16.7077 06/15/2034 | 0.03% | FHR 4141 PI IO 03.0000 12/15/2042 | 0.03% | FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.03% | GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% | MSBAM 2013-C10 F 144A 04.0804 07/15/2046 | 0.03% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.03% | SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.03% | SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.03% | VIACOMCBS INC 02.9000 01/15/2027 | 0.03% | WFRBS 2012-C9 XB IO 144A 00.7134 11/15/2045 | 0.03% | 0.946 R ISWP US0003M P 07/06/2026 | 0.03% | 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.03% | CAS 2019-R02 1B1 04.2393 08/25/2031 | 0.03% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.03% | GNR 2015-H01 CI IO 01.5988 12/20/2064 | 0.03% | T-MOBILE USA INC 03.7500 04/15/2027 | 0.03% | WFRBS 2013-C11 XA IO 144A 01.1369 03/15/2045 | 0.03% | 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.03% | 1.5025 R ISWP US0003M P 10/21/2021 | 0.03% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.03% | CAS 2015-C03 2M2 05.0893 07/25/2025 | 0.03% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.03% | ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.03% | FHLMC FR30 ZM1457 UMBS 03.5000 07/01/2046 | 0.03% | HCA INC. 05.5000 06/15/2047 | 0.03% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.03% | VIACOMCBS INC 04.2000 06/01/2029 | 0.03% | 1.5324 R ISWP US0003M P 03/05/2031 | 0.02% | 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.02% | GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.02% | GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% | GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% | S&P GLOBAL INC 01.2500 08/15/2030 | 0.02% | SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.02% | SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% | 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | FHLMC FR30 ZL8664 UMBS 04.5000 11/01/2044 | 0.02% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | JPMCC 2013-LC11 X IO 01.2398 04/15/2046 | 0.02% | SHERWIN-WILLIAMS CO 03.3000 05/15/2050 | 0.02% | 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.02% | AIR LEASE CORP 04.6250 10/01/2028 | 0.02% | CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | JPMCC 2007-CB20 E 144A 06.1686 02/12/2051 | 0.02% | OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.02% | SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% | WFRBS 2012-C9 XA IO 144A 01.8630 11/15/2045 | 0.02% | 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.02% | ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% | FHR 4500 GI IO 04.0000 08/15/2045 | 0.02% | FNMA FN30 AR4126 UMBS 03.0000 02/01/2043 | 0.02% | GNMA GII30 BE5936 04.0000 05/20/2048 | 0.02% | GNR 2017-45 IM IO 04.0000 10/20/2044 | 0.02% | NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% | GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.02% | GNR 2019-121 SD IO 05.9164 10/20/2049 | 0.02% | HCA INC 04.1250 06/15/2029 | 0.02% | SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% | 1.316 R ISWP US0003M P 10/15/2021 | 0.02% | 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.02% | BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.02% | FNMA FN30 AL8205 UMBS 03.0000 05/01/2045 | 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 06.0664 09/20/2043 | 0.02% | SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% | 0.41 R ISWP US0003M P 10/13/2025 | 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 BC | 0.02% | IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% | SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% | 1.465 R ISWP US0003M P 04/15/2031 | 0.02% | 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% | BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% | FHR 4132 IP IO 04.5000 11/15/2042 | 0.02% | FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | HCA INC 05.2500 06/15/2026 | 0.02% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% | KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.02% | MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.02% | SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.02% | CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.02% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.02% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% | FHLMC FR30 ZM0954 UMBS 03.5000 04/01/2046 | 0.02% | FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.02% | GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.02% | JPMCC 2012-LC9 XA IO 01.4711 12/15/2047 | 0.02% | WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.02% | WFRBS 2011-C4 E 144A 04.9641 06/15/2044 | 0.02% | ZOETIS INC 02.0000 05/15/2030 | 0.02% | 0.471 R ISWP US0003M P 11/16/2025 | 0.02% | 1.45 R ISWP FWD US0003M P 06/23/2031 | 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% | FHR 4074 KS IO 06.6069 02/15/2041 | 0.02% | GNMA GII30 BD3297 03.5000 11/20/2047 | 0.02% | GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.02% | JPMBB 2013-C17 XA IO 00.7294 01/15/2047 | 0.02% | KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.02% | 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.02% | 1.46 R ISWP FWD US0003M P 07/15/2031 | 0.02% | AUTONATION INC 04.5000 10/01/2025 | 0.02% | CAS 2016-C04 1M2 04.3393 01/25/2029 | 0.02% | GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% | GNR 2015-H22 EI IO 01.5987 08/20/2065 | 0.02% | IOS.FN30.400.13 R USL1M P 01/12/44 JP | 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 5YX30Y R 3.27 USD 10/17/2023 MS | 0.02% | 0.95 R ISWP FWD US0003M P 09/15/2026 | 0.01% | BCAP 2015-RR5 2A2 01.1872 01/26/2046 | 0.01% | CGCMT 2012-GC8 XA IO 144A 01.7325 09/10/2045 | 0.01% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.01% | ENERGY TRANSFER LP 06.5000 02/01/2042 | 0.01% | FHR 2976 LC 24.0785 05/15/2035 | 0.01% | FHR 4183 MI IO 03.0000 02/15/2042 | 0.01% | FHR 4206 IP IO 03.0000 12/15/2041 | 0.01% | FNMA FN30 AP6568 UMBS 03.0000 09/01/2042 | 0.01% | FNR 12-118 PI IO 04.0000 06/25/2042 | 0.01% | GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.01% | GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.01% | SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | 0.01% | 0.857 R ISWP FWD US0003M P 06/04/2026 | 0.01% | 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.01% | MSBAM 2013-C11 D 144A 04.3542 08/15/2046 | 0.01% | NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% | SERVICE CORP INTL 03.3750 08/15/2030 | 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 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.01% | SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.01% | 1.457 R ISWP FWD US0003M P 07/09/2031 | 0.01% | AT&T INC 02.2500 02/01/2032 | 0.01% | CAS 2019-R05 1M2 02.0893 07/25/2039 | 0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% | GNMA GII30 BN1509 05.0000 05/20/2049 | 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% | 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.01% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% | FHR 4122 TI IO 04.5000 10/15/2042 | 0.01% | FNMA FN30 AP3902 UMBS 03.0000 10/01/2042 | 0.01% | GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% | GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.01% | SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.01% | 0.5996 R ISWP US0003M P 03/09/2026 | 0.01% | CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% | CITIGROUP INC 03.1060 04/08/2026 | 0.01% | CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.01% | FHR 4182 GI IO 03.0000 01/15/2043 | 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 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% | SWPTN 7WX10Y R 1.473 USD 08/09/2021 GS | 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 CG | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% | GNR 2018-127 IE IO 03.5000 01/20/2046 | 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 1YX10Y P 1.775 USD 03/03/2022 TD | 0.01% | SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.01% | UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.01% | 1.465 R ISWP FWD US0003M P 06/14/2031 | 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-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% | FHR 3391 PO PO 00.0000 04/15/2037 | 0.01% | FNMA FN30 BA5236 UMBS 03.5000 12/01/2045 | 0.01% | FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.01% | GNMA GII30 BE5937 04.0000 05/20/2048 | 0.01% | SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% | SWPTN 5YX30Y R 1.727 USD 01/22/2025 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-.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% | 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% | GNR 2013-27 PI IO 03.5000 12/20/2042 | 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.10 2059-11-17 500.0 11/17/2059 CG | 0.01% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% | CMB CMBX.NA.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% | CVS HEALTH CORP 03.7000 03/09/2023 | 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% | SWPTN 10YX10Y R 2.031 USD 02/03/2031 JP | 0.01% | SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.01% | UBSCM 2012-C1 XA IO 144A 02.0165 05/10/2045 | 0.01% | 0.30 R ISWP US0003M P 12/02/2023 | 0.00% | 0.806 R ISWP FWD US0003M P 08/04/2026 | 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 CG | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | FHR 4018 DI IO 04.5000 07/15/2041 | 0.00% | FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.00% | FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.00% | FNS 372 1 PO 00.0000 08/25/2036 | 0.00% | GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.00% | GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.00% | GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% | GNR 2020-15 CS IO 05.9664 02/20/2050 | 0.00% | IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.00% | T-MOBILE USA INC 03.8750 04/15/2030 | 0.00% | 1.463 R ISWP FWD US0003M P 07/06/2031 | 0.00% | CITIGROUP INC 03.6680 07/24/2028 | 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 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 MS | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% | COMM 2012-LC4 XA IO 144A 02.1032 12/10/2044 | 0.00% | FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.00% | GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% | GNR 2014-108 IP IO 04.5000 12/20/2042 | 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% | SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% | SWPTN 3MX1Y R 1.026 USD 09/30/2021 CI | 0.00% | SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 0.00% | SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.00% | 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% | 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.00% | 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.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 2059-11-17 300.0 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% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.00% | FNMA FN30 953612 05.0000 03/01/2038 | 0.00% | GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% | IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% | SWPTN 10YX10Y P 1.985 USD 01/29/2031 JP | 0.00% | SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.00% | SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.00% | 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.00% | 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.00% | 1.2975 R ISWP US0003M P 07/27/2031 | 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.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 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 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-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 5YX30Y P 3.27 USD 10/17/2023 MS | -0.01% | 1.4255 R ISWP US0003M P 02/24/2031 | -0.01% | 1.5475 R ISWP US0003M P 05/10/2031 | -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% | SWPTN 1MX5Y P 0.82 USD 08/26/2021 CI | -0.01% | 0.2855 R ISWP US0003M P 07/12/2023 | -0.01% | 1.6275 R ISWP FWD US0003M P 09/07/2031 | -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.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 5YX30Y P 2.032 USD 01/14/2025 JP | -0.01% | SWPTN 7WX10Y P 1.473 USD 08/09/2021 GS | -0.01% | IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.01% | SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% | SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% | SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.01% | 0.726 R ISWP US0003M P 07/22/2026 | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | -0.01% | SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | -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% | 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% | SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.01% | 0.932 R ISWP FWD US0003M P 12/07/2030 | -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 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.01% | SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% | 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% | SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -0.02% | SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.02% | SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -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 4YX1Y P 1.115 USD 01/14/2025 BA | -0.02% | 0.933 R ISWP FWD US0003M P 06/28/2026 | -0.02% | 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.02% | IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.02% | 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.02% | 1.52 R ISWP US0003M P 06/21/2031 | -0.02% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% | SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.02% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.02% | SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% | SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -0.02% | SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.02% | SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.02% | SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% | 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.02% | IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.02% | CPURNSA P 2.686 R 04/01/31 | -0.02% | SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% | 0.30 R ISWP US0003M P 07/14/2025 | -0.02% | 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.02% | 1.525 R ISWP US0003M P 03/15/2031 | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | 0.963 R ISWP FWD US0003M P 07/06/2026 | -0.02% | 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.02% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% | SWPTN 3MX10Y P 1.504 USD 09/29/2021 CI | -0.02% | SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% | 1.3895 R ISWP US0003M P 07/08/2031 | -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% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.03% | IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.03% | SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% | 0.94375 R ISWP FWD US0003M P 04/01/2026 | -0.03% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.03% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.03% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.03% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% | SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% | SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% | 1.612 R ISWP FWD US0003M P 05/27/2031 | -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 7YX10Y P 1.168 USD 06/24/2027 JP | -0.03% | 1.461 R ISWP US0003M P 06/11/2031 | -0.03% | SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.03% | SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.03% | 1.647 R ISWP FWD US0003M P 09/07/2031 | -0.04% | 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.04% | 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.04% | 0.645 R ISWP US0003M P 07/15/2030 | -0.04% | 1.4365 R ISWP US0003M P 07/02/2031 | -0.04% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% | SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.04% | SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% | 2.00 R ISWP FWD US0003M P 09/15/2051 | -0.04% | SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.04% | SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.04% | SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% | SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.05% | SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.05% | SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.05% | SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.05% | SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.05% | SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.05% | SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.06% | SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.06% | SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.06% | 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.06% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% | SWPTN 4YX10Y P 2.9425 USD 02/13/2024 GS | -0.06% | SWPTN 20YX10Y P 2.285 USD 03/26/2041 CI | -0.07% | IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.07% | SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.07% | 1.51882 R ISWP US0003M P 03/02/2031 | -0.07% | 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.07% | SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.08% | 0.75 R ISWP US0003M P 10/16/2030 | -0.09% | SWPTN 3YX30Y P 2.2775 USD 07/18/2022 WE | -0.10% | 1.16 R ISWP US0003M P 10/16/2050 | -0.10% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.10% | 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.11% | CPURNSA P 2.79 R 04/15/26 | -0.11% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.12% | SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.12% | SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.13% | 2.4105 R ISWP FWD US0003M P 06/14/2052 | -0.13% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.15% | 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.16% | 2.1935 R ISWP FWD US0003M P 12/14/2030 | -0.16% | 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.17% | 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.18% | SWPTN 6YX30Y P 3.195 USD 11/28/2025 BA | -0.19% | SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.23% | SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.24% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.24% | SWPTN 9YX30Y P 2.7875 USD 04/24/2029 MS | -0.26% | SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.30% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.32% | 1.02 R ISWP US0003M P 12/02/2033 | -0.32% | SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.37% | SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.37% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.67% | 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 | -0.84% | SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -1.00% | SWPTN 9YX30Y R 2.7875 USD 04/24/2029 MS | -1.13% | SWPTN 6YX30Y R 3.195 USD 11/28/2025 BA | -2.24% | US 10YR ULTRA FUT SEP21 UXYU1 | -2.72% | US 2YR NOTE (CBT) SEP21 TUU1 | -45.16% |
| 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% | 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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 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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 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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.11 2054-11-18 500.0 11/18/2054 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 5YX2Y P 1.9 USD 06/22/2026 CI | -0.01% | SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.01% | SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -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% | 1.509 R ISWP US0003M P 01/08/2051 | -0.01% | 1.52 R ISWP US0003M P 06/21/2031 | -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.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | SWPTN 3MX10Y P 1.897 USD 09/03/2021 BA | -0.01% | SWPTN 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% |
Sector Weightings as of 09/30/21
| Cash Investment | Non-Cash Investment | Total Portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread Duration | Weight | Spread Duration | Weight | Spread Duration | |
| Agency pass-through | 8.03% | 0.40 | 25.03% | 1.02 | 33.06% | 1.42 |
| Commercial MBS | 16.96% | 0.47 | 10.56% | 0.04 | 27.52% | 0.51 |
| Investment-grade corporate bonds | 26.60% | 2.55 | 0.00% | 0.00 | 26.60% | 2.55 |
| Net cash | 16.56% | 0.00 | 0.00% | 0.00 | 16.56% | 0.00 |
| Agency CMO | 14.91% | 0.52 | 0.00% | 0.00 | 14.91% | 0.52 |
| Residential MBS (non-agency) | 9.91% | 0.20 | 0.00% | 0.00 | 9.91% | 0.20 |
| Asset-backed securities (ABS) | 3.68% | 0.06 | 0.00% | 0.00 | 3.68% | 0.06 |
| Collateralized loan obligations | 1.75% | 0.07 | 0.00% | 0.00 | 1.75% | 0.07 |
| High-yield corporate bonds | 1.60% | 0.09 | 0.00% | 0.00 | 1.60% | 0.09 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | 0.94 | 0.00% | 0.94 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | 0.30 | 0.00% | 0.30 |
Spread duration is displayed in years and reflects the contribution by sector to the portfolio's total spread duration with the exception of the Treasury and Interest-rate swap sectors where effective duration is displayed. Spread duration estimates the price sensitivity of a specific sector or asset class to a 100 basis-point movement, 1%, (either widening or narrowing) in its yield spread relative to Treasuries. Effective duration provides a measure of a portfolio's interest-rate sensitivity. The longer a portfolio's duration, the more sensitive the portfolio is to shifts in the interest rates. Allocations may not total 100% of net assets because the table includes the notional value of certain derivatives (the economic value for purposes of calculating periodic payment obligations), in addition to the market value of securities.
Consider these risks before investing: Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). The fund may have to invest the proceeds from prepaid investments, including mortgage-backed investments, in other investments with less attractive terms and yields. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political, or financial market conditions; investor sentiment and market perceptions; government actions; geopolitical events or changes; and factors related to a specific issuer, geography, industry, or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund’s other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund. Variable annuities are long-term investments designed for retirement purposes. Withdrawals prior to age 59 1/2 may be subject to a 10% IRS penalty.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.
Country Allocation as of 09/30/21
| United States | 92.81% |
|---|---|
| Cayman Islands | 1.51% |
| Bermuda | 1.14% |
| Canada | 0.92% |
| France | 0.84% |
| Switzerland | 0.80% |
| Australia | 0.35% |
| Germany | 0.35% |
| United Kingdom | 0.34% |
| Other | 0.94% |
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% |